Kenneth Kuttler April 29, 2004

2

Contents

1 Introduction 11

I

Preliminaries

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

13

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

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

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

4 3.11 Exercises

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

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

II

**Functions Of One Variable
**

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79

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

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

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

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

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

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

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

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

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

III

**Vector Valued Functions
**

. . . . . . . . . . . . . . . . . . Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

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

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

CONTENTS

7

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

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

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

8

CONTENTS

IV

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

feelings and emotions have nothing to do with math.1. Do you mean (6 − 3) − 4 = −1 or 6 − (3 − 4) = 6 − (−1) = 7? It makes a diﬀerence doesn’t it? However. all you have to do is to check and see if it acts like one.4 (x + y) + z = x + (y + z) . only one number has the property that it is a multiplicative inverse. In mathematics. (associative law for addition).5 xy = yx. . given a nonzero number. The reasoning which demonstrates this assertion is called a proof. the following theorem is important and follows from the above axioms. Thus. 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. In the ﬁrst part of the following theorem. think x y −1 and when you see x − y. The reason for this is that subtraction and division do not satisfy the associative law. (multiplicative identity).8 For each x = 0.1.7 1x = x. This means that for a given number. (associative law for multiplication). The axioms listed above are just a careful statement of exactly what is necessary to make the usual algebraic manipulations valid.9 x (y + z) = xy + xz. there exists x−1 such that xx−1 = 1. you would normally interpret it as the ﬁrst of the above alternatives.1. Theorem 2. Truth is not determined on the basis of experiment or opinions and it is this which makes mathematics useful as a language for describing certain kinds of reality in a precise manner.1.(existence of multiplicative inverse). Proofs and deﬁnitions are very important in mathematics because they are the means by which “truth” is determined.16 THE REAL NUMBERS Axiom 2. Take these away and it becomes a gray wasteland ﬁlled with endless tedium and meaningless manipulations. the so called binary operations of addition and multiplication are associative and so no such confusion will occur. Axiom 2. think x + (−y) .(distributive law). For example.6 (xy) z = x (yz) . when you see x/y. something is “true” if it follows from axioms using a correct logical argument. Division and subtraction are deﬁned in the usual way by x−y ≡ x+(−y) and x/y ≡ x y −1 . Axiom 2. The signiﬁcance of this is that if you are wondering if a given number is the additive inverse of a given number. It is assumed that the reader is completely familiar with these axioms in the sense that he or she can do the usual algebraic manipulations taught in high school and junior high algebra courses. if you see 6 − 3 − 4. only one number has the property that it is an additive inverse and that. It is conventional to simply do the operations in order of appearance reading from left to right. In many cases the source of confusion will disappear almost magically. The multiplicative inverse and additive inverses are unique.1. (commutative law for multiplication).1.1. 1.10 The above axioms imply the following.1 It is also the deﬁnitions and proofs which make the subject of mathematics intellectually worth while. Axiom 2. A word of advice regarding division and subtraction is in order here. This means there is a natural ambiguity in an expression like 6 − 3 − 4. think of division as multiplication by the multiplicative inverse as just indicated and think of subtraction as addition of the additive inverse. Axiom 2. In doing algebra. Thus. Axiom 2. the claim is made that the additive inverse and the multiplicative inverse are unique. Whenever you feel a little confused about an algebraic expression which involves division or subtraction.

Then x−1 exists by the axiom about the existence of multiplicative inverses. If xy = 0 then either x = 0 or y = 0. It follows from 1.. From the deﬁnition of the additive identity and the distributive law it follows that 0x = (0 + 0) x = 0x + 0x. y = x−1 x y = x−1 (xy) = x−1 0 = 0. (−1) (1 + (−1)) = (−1) 0 = 0 and so using the deﬁnition of the multiplicative identity. − (−x) = x. 0x = 0. Consider 2.. suppose x = 0. use 2. and the distributive law to write x + (−1) x = x (1 + (−1)) = x0 = 0.1.. To demonstrate 3. ((−x) + x) + y = ((−x) + x) + z which implies 0 + y = 0 + z.. Therefore. Now by the deﬁnition of the additive identity. this implies y = z. (−1) (−1) = 1. and the distributive law. (−1) + (−1) (−1) = 0. and 2. Therefore.2. that 1 = − (−1) = (−1) (−1) . To verify (−1) x = −x. It is desired to verify 0x = 0. . This is because it has just been shown that additive inverses are unique. there exists an additive inverse. 17 Proof: Suppose then that x is a real number and that x + y = 0 = x + z. and the associative law for multiplication. by 2. 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. −x for x. (−1) x = −x 4. it suﬃces to show x acts like the additive inverse of −x in order to conclude that − (−x) = x. 3. To verify 4. THE NUMBER LINE AND ALGEBRA OF THE REAL NUMBERS 2. it follows (−1) x = −x as claimed. x + (−x) = 0 and so x = − (−x) as claimed. by the uniqueness of the additive inverse proved in 1. By the deﬁnition of additive inverse. It is necessary to verify y = z. Therefore. From the above axioms. −x + 0 = (−x) + (x + y) = (−x) + (x + z) and so by the associative law for addition.

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

Let x = y = 1.2. Find f (−1. 2. Then xy = y 2 and so xy − x2 = y 2 − x2 . 5. Show on the number line the eﬀect of adding two positive numbers. You add these just like they were numbers. Therefore. 1 3 n = 1 x+y = 1 x + 1 y = 13. Dividing both sides by (y − x) yields x = x+y. Show on the number line the eﬀect of subtracting a positive number from another positive number. Let x = 3 and y = 1. yields 2 = 9. Simplify the following expressions using correct algebra. 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 . x x2 +y 19 + y x−1 .2. 5 = 3. √ Find the error in the following argument. Then since these have the same common denominator. EXERCISES Example 2.13 Add the fractions. Add the fractions x x2 −1 + x−1 x+1 . x and y. 6. Find the error in the following. x2 + 1 = x + 1 and so letting x = 2. 2) . Then cross multiplying. Let x = 1 and y = 2. Based on what you observe for 8 these. (x2 + y) (x − 1) 2. you add them as follows. Write the ﬁrst expression as (x2x(x−1) and +y)(x−1) y (x2 +y ) the second as (x−1)(x2 +y) . Then 3 1 + 1 = 2 . 2 12. 11. Consider the expression x + y (x + y) − x (y − x) ≡ f (x. y) . When is it true that (x + y) = xn + y n ? 9. Find a formula for (x + y) . (a) (b) (c) x2 y+xy 2 +x x x2 y+xy 2 +x xy x3 +2x2 −x−2 x+1 14. x (y − x) = (y − x) (y + x) . 8. Simplify x2 y 4 z −6 x−2 y −1 z . 5 = 9. Then 1 = 3 − 2 = 3 − (3 − 1) = x − y (x − y) = (x − y) (x − y) = 22 = 4. (x + y) .1.2 Exercises 1. 4. In these expressions the variables represent real numbers. Find the error in the following argument. and (x + y) . give a formula for (x + y) . Show on the number line the eﬀect of multiplying a number by −1. Show − (ab) = (−a) b. . √ 10. Find the error in the following argument. Now substituting in what these variables equal yields 1 = 1+1. 2 3 4 7. 3. Therefore.

3.3 Order The real numbers also have an order deﬁned on them. Show the rational numbers satisfy the ﬁeld axioms. Axiom 2. is positive if x > 0. x ≤ y if either x = y or x < y.3. If you examine the number line. I suggest you plug in some numbers to reassure yourself about these axioms. Verify the following formulas. Axiom 2.3.1 The expression. properties which should be familiar are listed here as axioms. Axiom 2.3. one and only one of the following alternatives holds.10 If x < y then xz < yz if z > 0.3 The product of two positive real numbers is positive. x Now let x = 2 and y = 2 to obtain 3=4 THE REAL NUMBERS 17. Axiom 2.3. The expression x > y. .3.4 For a given real number x.2 The sum of two positive real numbers is positive.3.9 If x < 0 then x−1 < 0. x.7 If x ≤ 0 and y ≤ 0. or −x is positive. Either x is positive. in words.6 If x < y then x + z < y + z (addition to an inequality). x ≥ y if either x > y or x = y. Axiom 2. then xy ≥ 0. Axiom 2.20 15. Instead. Axiom 2. 2.5 If x < y and y < z then x < z (Transitive law).3. (multiplication of an inequality by a positive number). in words (x is greater than y) means x is to the right of y on the number line.3. the following should be fairly reasonable and are listed as axioms.3. Find the error in the following. (x is less than y) means y lies to the right of x on the number line.8 If x > 0 then x−1 > 0. Deﬁnition 2. (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. xy + y = y + y = 2y. x = 0.11 If x < y and z < 0.3. and distributive laws hold for the integers. This order can be deﬁned very precisely in terms of a short list of axioms but this will not be done here. commutative. things assumed to be true. Axiom 2. Axiom 2. x < y. A number. You may assume the associative. Axiom 2. then xz > zy (multiplication of an inequality by a negative number).

This would be written as S = {x ∈ Z : x > 2} .3. This notation says: the set of all integers. 3. x2 + 2x + 4 = 2 (x + 1) + 3 ≥ 0 for all x. Then subtract 4 from both sides to obtain x ≤ −12. the solution to this inequality is x ≤ −1 or x ≥ 3 . 3.3. 3. 8} . {1. 3. 8} . ORDER 21 Axiom 2. Thus {1. 9 ∈ {1. The ﬁrst case yields x + 1 ≥ 0 and 2x − 3 ≥ 0 so x ≥ −1 and x ≥ 2 3 yielding x ≥ 2 . The intersection of two sets. 8} = {3.12 Each of the above holds with > and < replaced by ≥ and ≤ respectively except for 2. 7. 4. In general A ∪ B ≡ {x : x ∈ A or x ∈ B} . If A and B are sets with the property that every element of A is an element of B. Either x = y.3. 7. 2.2. Alternatively. {1.3. Next add 8 to both sides to get 12 ≤ −x.14 Solve the inequality 2x + 4 ≤ x − 8 Subtract 2x from both sides to yield 4 ≤ −x−8. However.3. exactly one of the following must hold. 2. 8} . Be sure you understand that something which is in both A and B is in the union. 3. 4. 3. . 8} would be a set consisting of the elements 1. Axiom 2. x.3. involves set notation. The union of two sets is the set consisting of everything which is contained in at least one of the sets.3. A and B consists of everything which is in both of the sets. Example 2. 2. 4. A or B. 2. 4. subtract x from both sides to get x + 4 ≤ −8. 3. A ∩ B ≡ {x : x ∈ A and x ∈ B} . or x > y (trichotomy). Therefore. 8} ∩ {3. 2.1 Set Notation A set is just a collection of things called elements. in symbols. 3. 2. For example {1. It is not an exclusive or. 8} = {1. In general. Then multiply both sides by (−1) to obtain x ≤ −12. x < y. 8} ∪ {3.15 Solve the inequality (x + 1) (2x − 3) ≥ 0. As an example of the union of two sets.9 in which it is also necessary to stipulate that x = 0. 8} ⊆ {1. 4. 5. For example you could specify a set as all integers larger than 2. the solution to this problem is all x ∈ R. 8} . / Sometimes a rule speciﬁes a set. 2. For example. and 8. such that x > 2. 2. 2. Example 2. then A is a subset of B. 3. 4. This is described next. Therefore. either both of the factors. 2. 5. 2. 3. 8} means 9 is not an element of {1.8 and 2. 5. 8} because 3 and 8 are those elements the two sets have in common. {1. 2. To indicate that 3 is an element of {1. If this is to hold. 3. 2. 3. To simplify the way such things are written. 7.3. 3. 8}. The same statement about the two sets may also be written as {1. 3. 2. 2. it is customary to write 3 ∈ {1. 2 2 Example 2.3.16 Solve the inequality (x) (x + 2) ≥ −4 Here the problem is to ﬁnd x such that x2 + 2x + 4 ≥ 0. 8} . Note that trichotomy could be stated by saying x ≤ y or y ≤ x.2.13 For any x and y. 8} ⊇ {1. The second case yields x + 1 ≤ 0 and 2x − 3 ≤ 0 which implies x ≤ −1 and x ≤ 3 .3. x + 1 and 2x − 3 are nonnegative or they 3 are both nonpositive. 8} is a subset of {1. 8} because these numbers are those which are in at least one of the two sets.

4 Exercises With Answers This happens when the two factors have diﬀerent signs. the answer is (−1. denoted by ∅. there would have to exist a set. . [a. ∞) . ∞) means the set of all numbers. −1] ∪ [ 3 . a and b are called endpoints of the interval. These sorts of sets of real numbers are called intervals. This is just everything not included in the above problem. / Set notation is used whenever convenient. Example 2. Mathematicians like to say the empty set is a subset of every set. In general. ∞) . b) denotes the set of real numbers such that a ≤ x < b. It is written as R or (−∞. the curved parenthesis indicates the end point it sits next to is not included while the square parenthesis indicates this end point is included. This is written as (−∞. Solve x+1 2x−2 < 0.19 Solve the inequality (x) (x + 2) ≥ −4 Recall this inequality was true for any value of x.18 Solve the inequality (x + 1) (2x − 3) ≥ 0.3. A special set which needs to be given a name is the empty set also called the null set. such that ∅ has something in it which is not in A. they cannot be included in any set of real numbers. Thus the answer would be −∞. Thus A \ B ≡ {x ∈ A : x ∈ B} . b] denotes the set of real numbers. −12]. a situation which never occurs.17 Solve the inequality 2x + 4 ≤ x − 8 This was worked earlier and x ≤ −12 was the answer. x such that a < x ≤ b.3. This was worked earlier and x ≤ −1 or x ≥ this is denoted by (−∞. 1) . (a. Thus either 3x + 1 ≤ 0 and x − 2 ≥ 0 in which case x ≤ −1 and x ≥ 2. b) are deﬁned by analogy to what was just explained. In terms of set notation Example 2. Solve (3x + 1) (x − 2) ≤ 0. The reason that there will always be a curved parenthesis next to ∞ or −∞ is that these are not real numbers. To illustrate the use of this notation consider the same three examples of inequalities. Thus ∅ is deﬁned as the set which has no elements in it. all that was necessary to do was to look at the two factors.3. b] indicates the set of numbers. (x + 1) and (2x − 2) and determine where these equal zero. [a. b) consists of the set of real numbers. Example 2. x+1 Note that 2x−2 is positive if x > 1. 2. Solve (3x + 1) (x − 2) > 0. 3 3. ∞). A \ B denotes the set of things which are in A but not in B. negative if x ∈ (−1. Therefore. 1) . The reason they say this is that if it were not so. x. x such that x ≥ a and (−∞. Other intervals such as (−∞. 2. or else 3 3x + 1 ≥ 0 and x − 2 ≤ 0 so x ≥ −1 and x ≤ 2. The two points. 2 . a] means the set of all real numbers which are less than or equal to a. Therefore. and nonnegative if x ≤ −1. such that a ≤ x ≤ b and [a. ∅ has nothing in it and so the least intellectual discomfort is achieved by saying ∅ ⊆ A. −1 ∪ (2. To identify the interesting intervals. 2 3 2 was the answer.22 THE REAL NUMBERS When with real numbers. However. A. If A and B are two sets. x such that a < x < b and (a. 3 3 1. Written as −1 .

.1 |x| ≡ x if x ≥ 0. 7. 3. To describe this algebraically.5. 3]. 6. 2. Solve 11.2. x+3 5. −x if x < 0.6. Solve (x − 1) (2x + 1) ≤ 2. the answer is [−2. Deﬁnition 2. EXERCISES 4. 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. 4. Thus |x| can be thought of as the distance between x and 0. Solve 3x−4 x2 +2x+2 3x+9 x2 +2x+1 x2 +2x+1 3x+7 2 ≥ 0. subtract 1 from both sides to get 6 + x − x2 (3 − x) (2 + x) = . 9.2 |xy| = |x| |y| . Solve x2 − 2x ≤ 0. 3) the expression is positive and it is negative if x > 3 or if x < −2.5 Exercises 1. On something like this. y d d d d d x The following is a fundamental theorem about the absolute value. Therefore. Solve x+1 < 1. 8. Solve 3x+7 x2 +2x+1 23 ≥ 1. this equals zero. 2 x2 + 2x + 1 (x + 1) When x = 3 or x = −2. Solve 10. Solve (x + 2) (x − 2) ≤ 0. Solve (3x + 2) (x − 3) > 0. 2. How far away from 0 is the number 3? How about the number −3? Look at the number line and observe they are both 3 units away from 0. This is important because the absolute value deﬁnes distance on R. Solve x+2 3x−2 < 0. Solve (x − 1) (2x + 1) > 2. Theorem 2. < 1. 2. Solve (3x + 2) (x − 3) ≤ 0. ≥ 1.6 The Absolute Value A fundamental idea is the absolute value of a number. For x ∈ (−2.6.

Multiply by a−1 if a = 0. |3 + (−2)| = |1| = 1 while |3| + |(−2)| = 3 + 2 = 5.6.) Applying this observation to the above inequality.1) while if |x| − |y| ≤ 0. |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|) . Therefore. This veriﬁes the ﬁrst of these inequalities. ||x| − |y|| ≤ |x − y| . b ≥ 0 then if a2 ≤ b2 it follows that b2 ≥ ba ≥ a2 and so b ≥ a (see the above axioms. Consider the following. Proof: By Theorem 2. Either of these inequalities may be called the triangle inequality. y ≤ 0. ||x| − |y|| ≤ |x − y| because if |x| − |y| ≥ 0.3 The following inequalities hold.1) 2 . y ≥ 0 and x ≤ 0 while y ≥ 0. To obtain the second one. Example 2. then |xy| = xy because in this case xy ≥ 0 while |x| |y| = (−x) (−y) = (−1) x (−1) y = (−1) (−1) xy = xy. You observe that 5 > 1 and so it is important to remember that the triangle inequality is an inequality. You should verify the other cases. 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| . Now note that if 0 ≤ a ≤ b then 0 ≤ a2 ≤ ab ≤ b2 and that if a.4 Solve the equation |x − 1| = 2 (2.2. |x + y| ≤ |x| + |y| . This theorem is the basis for the following fundamental result which is of major importance in calculus.2). the conclusion follows from (2.2) (2.24 THE REAL NUMBERS Proof: If both x. in this case the result of the theorem is veriﬁed. both x.6. |x + y| ≤ |x| + |y| . Theorem 2. Therefore. Note there is an inequality involved.6. then the conclusion follows from (2. This proves the theorem.

If |x − 2| < 1. Therefore. then x2 − 4 < 1/10. −1/2 < x and x < 3/2. if |x − 2| < 50 . −2 < 2x − 1 < 2 and so −1/2 < x < 3/2. Therefore. You can see these values of x do not solve the inequality. x2 − 4 = |x + 2| |x − 2| ≤ (|x| + 2) |x − 2| ≤ 5 |x − 2| . It could be the case that x + 1 = 2x − 2 in which case x = 3 or alternatively. then ||x| − 2| < 3 and so |x| < 5.5 Solve the inequality |2x − 1| < 2 From the number line. |x + 1| = x + 1 when x > −1 and |x + 1| = −1 − x when x ≤ −1. [3.6 Solve the inequality |2x − 1| > 2. if |x − 2| < 1.2. Therefore. you see the ﬁrst of the two cases is the one which holds. − 1 . 2 Example 2. 3 must be excluded. This happens if 2x − 1 > 2 or if 2x − 1 < −2. In other words. For example 3 x = 1 does not work. 1 . Therefore. It follows the solution set 3 to this inequality is (−∞.6. Example 2. it is not hard to draw its graph. if |x − 2| < 3. Therefore. x = 3 or x = −1. Therefore. 1 Therefore. y = |x + 1| and y = |2x − 2| on the same set of coordinate axes. it is a very good idea to graph the two relations. 1 ] ∪ [3. Similar considerations apply to the other relation.7 Solve |x + 1| = |2x − 2| There are two ways this can happen. Checking examples. This is not a hard job.6. 2 .9 Obtain a number.8 Solve |x + 1| ≤ |2x − 2| In order to keep track of what is happening.6. for such x. Thus the solution is x > 3/2 or x < 3 −1/2. Note that some of this is arbitrary. 3 Example 2. Consider x 3 between 1 and 3. 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. 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. THE ABSOLUTE VALUE 25 This will be true when x − 1 = 2 or when x − 1 = −2.6. The result is 10 8 6 4 2 -4 -2 0 2 4 Equality holds exactly when x = 3 or x = 1 as in the preceding example.6.6. 1 ]. δ. then ||x| − |2|| < 1 and so |x| < 3. ∞) is included. the desired inequality will hold. x2 − 4 = |x + 2| |x − 2| ≤ (|x| + 2) |x − 2| ≤ 7 |x − 2| . ∞). x + 1 = 2 − 2x in which case x = 1/3. there are two solutions to this problem. Similar reasoning obtains (−∞. ∞ ∪ −∞. Example 2. Example 2. For example. such that if |x − 2| < δ. Therefore.

5. 8. 11. then x2 − 1 < 1/10. Solve |x + 2| ≤ 8 + |2x − 4| . How large can |x − 5| be? 14. Solve |3x + 1| < 8. note x2 − 1 = |x − 1| |x + 1| ≤ (|x| + 1) |x − 1| . a such that there is no solution to |x + 1| = 4 − |x + a| . Example 2. First of all. then any which is smaller will also work. δ > 0. 7. Solve |x + 1| = |2x − 3| . In particular. then |x| < 7. Obtain a number. . show that if x ≤ z and y < 0 then xy ≥ yz. 4. Tell when equality holds in the triangle inequality. Obtain a number. Suppose |x − 8| < 2. then | x − 2| < 1/10. 12. 3. 10.6. such that if |x − 1| < δ. x2 − 1 < 3 |x − 1| . such that if |x − 1| < δ. The example is about the existence of a number which has a certain property. δ > 0. 1 ε and 3 . Hint: This δ will depend in some way on ε. Solve x+3 2x+1 x+2 3x+1 > 1. There are inﬁnitely many which will work because if you have found one. Suppose ε > 0 is√ given positive number. Give your answer in terms of intervals on the real line. such that if |x − 1| < δ. Solve 9. Obtain a number. Show a−1 > b−1 . Solve (x + 1) (2x − 2) x ≥ 0.10 Suppose ε > 0 is a given positive number. 6. then | x − 1| < ε. You need to tell how. 13. Suppose 0 < a < b. δ > 0. Obtain a number. √ 15. a 16. > 2. δ > 0. x2 − 1 < 3 |x − 1| < 3 ε = ε. Solve |x + 2| < |3x − 3| . 3 . Now if |x − 1| < 1. not the question of ﬁnding a particular such number. it follows |x| < 2 and so for |x − 1| < 1. Describe the set of numbers. then x2 − 1 < ε. This notation means to take the minimum of the two numbers. Show that if |x − 6| < 1. 2. such that if |x − 4| < δ.7 Exercises 1. 3 2.26 THE REAL NUMBERS 1 and so it would also suﬃce to take |x − 2| < 70 . ε Now let δ = min 1. Then if |x − 1| < δ. Verify the axioms for order listed above are reasonable by consideration of the number line.

∞) ∩ Z) \ S = T which contradicts the choice of b as the smallest element of T. it must be the case that T = ∅ and this says that everything in [a. · · ·} is well ordered.8. The sum yields 1 and so does the formula on the right. contains a smallest element z having the property that z ≤ x for all x ∈ S.8. if n = 1 then the formula is true. Therefore.3 (Mathematical induction) A set S ⊆ Z.8. Now simplify the expression in the second line.2. In particular. 2. ∞) ∩ Z) \ S. This is called the induction hypothesis. 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 ∈ ([a. The theorem will be proved if T = ∅. having the property that a ∈ S and n + 1 ∈ S whenever n ∈ S contains all integers x ∈ Z such that x ≥ a. ∞) ∩ Z is also in S. denoted as b. there would have to exist a smallest element of T. Suppose this formula is valid for some n ≥ 1 where n is an integer. Theorem 2. n (n + 1) (2n + 1) 2 + (n + 1) . 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 .) Since a contradiction is obtained by assuming T = ∅. If T = ∅ then by the well ordering principle. It must be the case that b > a since by deﬁnition. 6 By inspection. (b − 1 is smaller.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. a ∈ T. Axiom 2. Example 2. then b − 1 + 1 = b ∈ S by the assumed property of S.8 Well Ordering Principle And Archimedian Property Deﬁnition 2. Then n+1 n k2 = k=1 k=1 k 2 + (n + 1) 2 = n (n + 1) (2n + 1) 2 + (n + 1) .8. The above axiom implies the principle of mathematical induction. b − 1 ≥ a and / b − 1 ∈ S because if b ∈ S.8. Mathematical induction is a very useful devise for proving theorems about the integers. Then the integer.4 Prove by induction that n k=1 k2 = n(n+1)(2n+1) . Proof: Let T ≡ ([a.1 A set is well ordered if every nonempty subset S. WELL ORDERING PRINCIPLE AND ARCHIMEDIAN PROPERTY 27 2. the natural numbers deﬁned as N ≡ {1.

Suppose < = 1 2n + 1 √ 2n + 1 2n + 2 √ 2n + 1 .8 Suppose x < y and y − x > 1. such that x < l < y.7 R has the Archimedian property.28 Therefore.5 Show that for all n ∈ N. Axiom 2. by the principle of mathematical induction.8. 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 + 1.8. satisfying x < y < x + 1 since otherwise. Therefore. the set. This is not hard to believe. you could subtract x and conclude 0 < y − x < 1 for some integer y − x. Not surprisingly. and a > 0. If x < 1 then x2 < x contradicting the assertion that x is the smallest natural number. all positive integers. Then 1 3 2n − 1 2n + 1 · ··· · 2 4 2n 2n + 2 < 1 √ 3 which is obviously true. This happens if and only if 2 1 2n + 1 1 √ = > 2 2n + 3 2n + 3 (2n + 2) which occurs if and only if (2n + 2) > (2n + 3) (2n + 1) and this is clearly true which may be seen from expanding both sides.8. Deﬁnition 2. One just veriﬁes the steps above. n+1 THE REAL NUMBERS k2 = k=1 (n + 1) (n + 2) (2n + 3) 6 (n + 1) ((n + 1) + 1) (2 (n + 1) + 1) . It also can be used to verify a very important property of the rational numbers. 2n+1 If n = 1 this reduces to the statement that then that the inequality holds for n. the theorem has been proved for all m ≥ a. Lets review the process just used. If x is an integer. S contains [1. there is no integer y satisfying x < y < x + 1. If S is the set of integers at least as large as 1 for which the formula holds. ∞) ∩ Z. In doing an inductive proof of this sort. When this has been done. y.6 The Archimedian property states that whenever x ∈ R. S is normally not mentioned. This proves the formula by mathematical induction. Theorem 2.8. This Archimedian property is quite important because it shows every real number is smaller than some integer. 1 2 · 3 4 ··· 1 2 2n−1 2n < √ 1 . l ∈ Z. it follows n + 1 ∈ S. Proof: Let x be the smallest positive integer. there exists n ∈ N such that na > x. Just look at the number line. Then there exists an integer. 6 = showing the formula holds for n + 1 whenever it holds for n. Therefore. This shows there is no integer. 2n + 2 1 The theorem will be proved if this last expression is less than √2n+3 . 1 is the smallest natural number. 2 . This proves the inequality. Example 2. the ﬁrst step was to show 1 ∈ S and then that whenever n ∈ S. x = 1 but this can be proved.

2. Either k − 1 ≤ x or k − 1 > x. 29 The set S is nonempty by the Archimedian property. Thus (y − x) added to itself n times is larger than 1. .10 A set. You were given two numbers. 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. Proof: Let n ∈ N be large enough that n (y − x) > 1. If k − 1 ≤ x. It follows from Theorem 2. Theorem 2. Even though you saw it at a young age it is very profound and quite diﬃcult to understand. 79 = 3 with remainder 13. S ⊆ R is dense in R if whenever a < b. Thus.8 there exists m ∈ Z such that nx < m < ny and so take r = m/n. then ≤0 y − x ≤ y − (k − 1) = y − k + 1 ≤ 1 contrary to the assumption that y − x > 1. Thus the above theorem says Q is “dense” in R. Therefore.8. x < k − 1 < y and this proves the theorem with l = k − 1. 22 This meant 79 = 3 (22) + 13. S ∩ (a.8. It is the next theorem which gives the density of the rational numbers. Theorem 2. Therefore. Then there exists a unique integer p and real number r such that 0 ≤ r < a and b = pa + r. there exists a rational number arbitrarily close to it. b) = ∅.9 If x < y then there exists a rational number r such that x < r < y. n (y − x) = ny + n (−x) = ny − nx > 1.8. WELL ORDERING PRINCIPLE AND ARCHIMEDIAN PROPERTY Now suppose y − x > 1 and let S ≡ {w ∈ N : w ≥ y} .8. k − 1 < y. This means that for any real number.11 Suppose 0 < a and let b ≥ 0.8. Suppose you want to do the following problem 79 . 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. Can this always be done? The answer is in the next theorem and depends here on the Archimedian property of the real numbers. Deﬁnition 2. Let k be the smallest element of S.

Derive a formula for n 4 5 4 3 k=1 k in the following way. n+1 4 5 4 3 2 k= n(n+1) .8. C. contradicting Theorem 2. 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. Recall (0. 1) . Find a formula for result by induction. Therefore. Then a little algebra shows r2 − r1 p1 − p2 = ∈ (0. To verify uniqueness of p and r. Thus r1 = r2 and it follows that p1 = p2 . Show there is no smallest number in Q ∩ (0.30 THE REAL NUMBERS Proof: Let S ≡ {n ∈ N : an > b} . Show there is no smallest number in (0. If r = 0. D. and F such that things work out right. Then try to ﬁnd the constants A. Then pa ≤ b because p + 1 is the smallest in S. When you get your answer. Prove by induction that whenever n ≥ 2. suppose pi and ri . Look for a formula in the form An + Bn + Cn + 2 Dn + En + F. 1) . B. 8. 1) means the real numbers which are strictly larger than 0 and smaller than 1. E. 2. a Thus p1 − p2 is an integer between 0 and 1. Using the number m line. In doing this. Prove by induction that n k=1 1 k 3 = 4 n4 + 1 n3 + 1 n2 . Therefore. 2 4 6. Prove by induction that n k=1 n k=1 r ark = a r r−1 − a r−1 . i = 1. (a + kd) and then prove your . prove it is valid by induction. r ≡ b − pa ≥ 0. k=1 √k > n. r < a as desired. 2. 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.8.9 Exercises 1. Now consider the numbers which are of the form 2k where k ∈ Z and m ∈ N. The Archimedian property implies the rational numbers are dense in R. This theorem is called the Euclidean algorithm when a and b are integers. 5. √ n 1 7. Let p + 1 be the smallest element of S. 2. The case that r1 > r2 cannot occur either by similar reasoning. 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. If r ≥ a then b − pa ≥ a and so b ≥ (p + 1) a contradicting p + 1 ∈ S. By the Archimedian property this set is nonempty. show by induction that 9. 1) . 2 n k=1 10. 3. 4. both work and r2 > r1 . Let a and d be real numbers. demonstrate that the numbers of this form are also dense in R.

Then at the end of the nth payment period. Suppose the available interest rate is 7% per year and you want to take a loan for $100.000 with the ﬁrst monthly payment at the end of the ﬁrst month. Clearly a payment made 10 years from now can’t be considered as valuable to the bank as one made today. 14. 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. Using Problem 11. Each accrue interest at the rate of r per payment period. you make payments. This is because the one made today could be invested by the bank and having accrued interest for 10 years would be far larger. what should the monthly payments be? Hint: The rate per payment period is . Typically. In general. You put money in the bank and it accrues interest at the rate of r per payment period. etc. P at the end of each payment period.9. Thus this payment of P at the end of n payment periods. the rate per payment period equals .06/12. is worth −k P (1 + r) to the bank right now. In an ordinary annuity. 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 you start with P and it sits in the bank for n payment periods. Using Problem 11. n n 2 A= k=1 P (1 + r) −k . Prove by induction that if r = 1. 360 for a thirty year loan. letting A be the amount of the loan. (When a bank says they oﬀer 6% compounded monthly. n is pretty large. See the formula you got in Problem 13 and solve for P. If you want to pay oﬀ the loan in 20 years. the amount you would have at the end of n months would be 100 (1 + r) .07/12. and you started with $100 then the amount at the end of one month would equal 100 (1 + r) = 100 + 100r. Consider the geometric series. ﬁnd a formula for the right side of the above formula. Hint: The ﬁrst payment sits in the bank for n − 1 payment periods and so n−1 this payment becomes P (1 + r) . 1−r ark−1 = k=1 12. It follows the amount of the loan should equal the sum of these “discounted payments”. you n would have P (1 + r) in the bank.) In general. then a − arn . 13. The second sits in the bank for n − 2 payment n−2 periods so it grows to P (1 + r) . That is. EXERCISES 11. . This is called the present value of an ordinary annuity. Now you have 100 (1 + r) in the bank. this means r. Now suppose you want to buy a house by making n equal monthly payments. the ﬁrst payment at the end of the ﬁrst payment period. This problem is a continuation of Problem 11. 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) . If the payment period is one month. These terms need a little explanation. Thus there are n payments in all.2. In this the second term is the interest and the ﬁrst is called the principal. n k=1 n 31 ark−1 . 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) .

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

Thus p|m. That is there is zero remainder. r = 0. By well ordering. denoted by (m. Similarly p|n. Here is the proof by induction. The following deﬁnition describes what is meant by a prime number and also what is meant by the word “divides”.10. all n + 1 horses are the same color as the n − 1 horses which didn’t get moved. Therefore. then by Theorem 2. Then m = qx and n = qy for integers.8. Then since the only factors of p are 1 and p it follows(p. If p does not divide m. Theorem 2. Therefore. this is a contradiction because p was the smallest element of S. . then q divides p. n) . solving for r.10. m = pq + r where 0 < r < p. Proof: First note that both m and n are in S so it is a nonempty set of positive integers.2. p = (m. it is good general knowledge and so is included. The greatest common divisor of two positive integers. n is that number. Then the smallest number in S is the greatest common divisor. However. A prime number is one which has the property that the only numbers which divide it are itself and 1. Proof: Suppose p does not divide a. there is a smallest element of S. x and y such that 1 = ax + yp. x and y. Remove one of the horses and use the induction hypothesis to conclude the remaining n horses are all the same color. a) = 1 and therefore. b if in Theorem 2. Put the horse which was removed back in and take out another horse. The remaining n horses are the same color by the induction hypothesis. m. Now suppose the theorem that all horses are the same color is true for n horses and consider n + 1 horses. The notation for this is a|b. DIVISIBILITY AND THE FUNDAMENTAL THEOREM OF ARITHMETIC 33 25.10. Either p divides m or it does not. read a divides b and a is called a factor of b. All horses are the same color. Thus m = (x0 m + y0 n) q + r and so. n be two positive integers and deﬁne S ≡ {xm + yn ∈ N : x.10 Divisibility And The Fundamental Theorem Of Arithmetic It is not necessary to read this section in order to do calculus. Theorem 2. a divides the number. there exists integers. Now suppose q divides both m and n.2 Let m.8. p which has the property that p divides both m and n and also if q divides both m and n.10. Is there something wrong with this argument? 2.11.3 If p is a prime and p|ab then either p|a or p|b. y ∈ Z } . called p = x0 m + y0 n. n) . A single horse is the same color as himself. This proves the theorem. p = mx0 + ny0 = x0 qx + y0 qy = q (x0 x + y0 y) showing q|p. Therefore. r = m (1 − x0 ) + (−y0 q) n ∈ S.1 The number. However.11. Deﬁnition 2. Two integers are relatively prime if their greatest common divisor is one.

Reordering if necessary it can be assumed that qj = q1 .10. these are of the form factor of a0 . this prime factorization is unique except for the order of the factors. ± factor of an Proof: Let p be a rational solution. qm can be reordered in such a way that pk = qk for all k = 2. Since these are prime numbers this requires p1 = q1 . then there exist two integers k and m such that n = km where each of k and m are less than n. Thus so does n. each of these is no larger than n − 1 and consequently. q) if necessary.4 (Fundamental theorem of arithmetic) Let a ∈ N\ {1}. the fraction q may be reduced to lowest terms such that (p.10. Since p|ab. the prime factorization clearly exists. Since n + m was as small as possible for the theorem to fail. it follows that n − 1 = m − 1 and the prime numbers. and n + m is the smallest positive integer such that this happens. q) = 1. b = abx + ybp = pzx + ybp = p (xz + yb) and this shows p divides b. Then by Theorem 2.34 Multiplying this equation by b yields b = abx + ybp. Therefore. proving the theorem. If n is a prime. ab = pz for some integer z.10. THE REAL NUMBERS Theorem 2. Then dividing both sides by p1 = q1 . Theorem 2. n−1 m−1 pi+1 = i=1 j=1 qj+1 . It remains to argue the prime factorization is unique except for order of the factors. Then if the equation has any rational solutions. Hence pi = qi for all i because it was already argued that p1 = q1 . each has a prime factorization. then it has a prime factorization. p1 |qj for some j. if n is not a prime. and this results in a contradiction. Suppose n m n pi = i=1 j=1 qj where the pi and qj are all prime. The next theorem is a very nice high school theorem which characterizes all possible rational roots for polynomials having integer coeﬃcients. n. Proof: If a equals a prime number. an pn + an−1 pn−1 q + · · · + a1 pq n−1 + a0 q n = 0. On the other hand. Substituting into the equation. Furthermore. . Therefore. q2 . Assume this theorem is true for all a ≤ n − 1. there is no way to reorder the qk such that m = n and pi = qi for all i. Then a = i=1 pi where pi are all prime numbers.5 (rational root theorem) Let an xn + · · · + a1 x + a0 = 0 where each ai is an integer and an = 0. · · ·. · · ·. Dividing p and q by (p.3. In particular the prime factorization exists for the prime number 2.

Hint: Show [a. ab = [a. Euclid3 showed there were inﬁnitely many prime numbers using a very simple argument. (q. Now what is the largest such q? This would yield the smallest ab/q.C. Hence r = 0. 5. Show if it exists. c} are three positive integers. Similarly.10. [a. then all the numbers dividing it other than 1 fail to divide am for all m < n. 3 7. · · ·. pk from the above list must divide it. 2. b are integers. b] = ab/q for some q an integer. Then this number can’t be prime because it is larger than every prime number. Show that if {a. argue that q must divide both a and b. b] is a common multiple of a and b.10. 2. some prime number. If it is not. · · ·. they have a greatest common divisor which may be written as ax + by + cz for some integers x. (not rational) show that numbers of the form r 2 where r ∈ Q are dense in R. √ √ 2. Let an = 22 + 1 for n = 1.10.3 q|an because it does not divide pn due to the fact that pn and q have no prime factors in common. pn ) = 1 and so by Theorem 2. The numbers. show 7 6. then an and am are relatively prime. EXERCISES Hence an pn = − an−1 pn−1 q + · · · + a0 q n 35 and q divides the right side of the equation and therefore. from Theorem 2. 3. Therefore. Using Theorem 2.11 Exercises √ √ √ 1. √ √ 2 is irrational 2 is the solution of the equation x2 − 2 = 0. b] will denote their least common multiple. Example 2. Either an is prime or it is not.5. Then verify r is a common multiple of a and b contradicting that [a. b) . Since [a. b] . p|a0 and this proves the theorem. Explain why this shows there must be inﬁnitely many primes. {p1 . Now obtain a terrible contradiction. q n ) = 1. b] = ab/ (a. Here is how you might proceed.6 An irrational number is one which is not rational. If a. This is the smallest number which has both a and b as factors. You ﬁll in the details. Show [a. a0 q n = − an pn + · · · + a1 pq n−1 and so p|a0 q n but (p. .5. 2(2 ) + 1 are 3 He n lived about 300 B. the only possible rational roots to this equation are ±2 and ±1 and none of these work. 4. b.3 again. 6. Then verify these numbers are irrational. Show that if n = m. 5 5 are all irrational numbers. y. By Theorem 2. However. z. However. pn } and then considered the number p1 · · · pn + 1 consisting of the product of all the primes plus 1. He assumed there were only ﬁnitely many. q must divide the left side also. √ 2 must be irrational. n It gives more information than the argument of Euclid. Therefore.10. If not. Therefore.10. b] must divide ab.2. Using the fact that 2 is irrational. This means they are not rational. b] is the least common multiple. This argument about inﬁnitely many primes is due to Polya. [a. b] q + r where 0 < r < [a.11.

2) = (x.12 Systems Of Equations Sometimes it is necessary to solve systems of equations.explain why pk2 = am = 22 n 2r + 1 = (pk1 − 1) 2r +1 = p (integer) + 2.36 THE REAL NUMBERS prime numbers for several values of n but Euler4 showed that when n = 5. Hint: To verify an and am are relatively prime for m > n. E2 = f2 (2. Thus the solution is y = 2. (2. (2. you can see that (5. knowing y = 2. mechanics. E2 + aE1 = f2 + af1 . it follows from the other equation that x + 2 = 7 and so x = 5.3) are of the form E1 = f1 .6). the number is not prime5 . What does this say about p? How does pk1 = 22 + 1 yield a contradiction? n 2. then (2. analysis. He made major contributions to number theory. His memory was prodigious and he could do unbelievable feats of computation in his head. For example the problem could be to ﬁnd x and y such that x + y = 7 and 2x − y = 8.suppose they are not and that for some number.5) where E1 and E2 are expressions involving the variables. lived from 1707 to 1783. This was ﬁnally proved in the 1990’s by Andrew Wiles.6). When numbers of this form are prime. 2x − y + (−2) (x + y) = 8 + (−2) (7). 6 Fermat lived from 1601 to 1665. an = pk1 while am = pk2 . (2. 297. x and y solve the above system if and only if x and y solve the system −3y=−6 x + y = 7. 5 The number in this case is 4. and diﬀerential equations. (x. 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. 967 . algebra. y) solves (2.5) has the same solution set as E1 = f1 . It also does not change if one equation is replaced by itself added to a multiple of the other equation. p (integer) = 2. y) is a solution to the above system. they are called Fermat6 primes. it satisﬁes aE1 = af1 and so. His collected papers take up more shelf space than a typical encyclopedia. That is there is no analog to pythagorean triples with higher exponents than 2. The claim is that if a is a number. y) which solve both equations is called the solution set. since it also solves E2 = f2 it must solve the second equation in (2. 294 . p = 1.4) The second equation was replaced by −2 times the ﬁrst equation added to the second. He was the most proliﬁc mathematician ever to live. you should see the book by Chahal. His most famous conjecture was that there is no solution to the equation xn + y n = z n if n ≥ 3. For example.3) The set of ordered pairs. For more information on these matters. He had 13 children. He and Lagrange invented the branch of mathematics known as calculus of variations. To solve this. He is generally regarded as the founder of number theory. Then letting m = n + r. Consequently. [4]. Also.6) Why is this? If (x. note that the solution set does not change if any equation is replaced by a non zero multiple of itself.5) then it solves the ﬁrst equation in (2. For example. If (x. from −3y = −6 and now. . born in Switzerland. At this time it is unknown whether there are inﬁnitely many Fermat primes. y) 4 Leonhard Euler.

5). For example. Therefore. Then using this in the second equation. the system x + 3y + 6z = 25 y + 2z = 8 2y + 5z = 19 (2. This yields x = 11. Example 2.6) then it solves the ﬁrst equation of (2.12. Of course the same reasoning applies with no change if there are many more variables than two and many more equations than two. Also aE1 = af1 and it is given that the second equation of (2.6) is veriﬁed. x + 3y + 6z = 25 2x + 7y + 14z = 58 2y + 5z = 19 (2. This yields x + 3y = 19 y=6 z=3 Now add (−3) times the second to the top. This system has the same solution as the original system and in the above. Now using this in the top equation yields x + 6 + 18 = 25 and so x = 1. replace the third equation with (−2) times the second added to the third. In this case. Add (−2) times the bottom equation to the middle and then add (−6) times the bottom to the top.9) you could have continued as follows. This yields. This process is not really much diﬀerent from what you have always done in solving a single equation. suppose you wanted to solve 2x + 5 = 3x − 6. you can tell what the solution is. More precisely. E2 = f2 and it follows (x. SYSTEMS OF EQUATIONS 37 solves (2.5) and (2.2. it follows y + 6 = 8 and so y = 2.5). z = 3.1 Find the solutions to the system. It is still the case that when one equation is replaced with a multiple of another one added to itself. This shows the solutions to (2. Here is another example. This yields x=1 y=6 . 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.6) are exactly the same which means they have the same solution set. you would add −2x to both sides and then add 6 to both sides. y) is a solution of the second equation in (2. z=3 a system which has the same solution set as the original system.8) Now take (−2) times the second and add to the third. In (2. .12.7) To solve this system replace the second equation by (−2) times the ﬁrst equation added to the second.9) At this point. the solution set of the whole system does not change. This yields the system x + 3y + 6z = 25 y + 2z = 8 z=3 (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.

7) as the following “augmented matrix” 1 3 6 25 2 7 14 58 . 5x+10y−7z = −2. the ﬁrst row by 5.38 THE REAL NUMBERS It is foolish to write the variables every time you do these operations. 0 0 1 21 . take (−3) times the ﬁrst row and add this to 2 times the last row and replace the last row with this. These operations are called row operations. 0 2 5 19 Note how this corresponds to (2.12.8). multiplying a row by a non zero number. 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. Thus the top row in the augmented matrix corresponds to the equation. 14 . 2 4 −3 −1 0 0 1 1 . Next take (−2) times the second row and add to the third. you are just taking a row of this augmented matrix and replacing it with a multiple of another row added to it. and then take (−1) times the ﬁrst row and add to the second. x + 3y + 6z = 25. a y column. and 3x + 6y + 5z = 9. It is easier to write the system (2. The rows correspond 5 2 0 to the equations in the system. This yields 2 4 −3 −1 0 0 1 1 3 6 5 9 Now. Now when you replace an equation with a multiple of another equation added to itself. 2 . or replacing a row by a multiple of another row added to it. Write the system as an augmented matrix and follow the procedure of either switching rows. You get the idea I hope. 1 3 6 25 0 1 2 8 .9). 2x + 4y − 3z = −1. 7 and a z column.2 Give the complete solution to the system of equations. Then multiply the ﬁrst row by 1/5. Thus the ﬁrst step in solving (2. The augmented matrix for this system is 2 4 −3 −1 5 10 −7 −2 3 6 5 9 Multiply the second row by 2.7) would be to take (−2) times the ﬁrst row of the augmented matrix above and add it to the second row. combining some row operations. Each of these operations leaves the solution set unchanged. Example 2. This yields. 1 3 6 25 0 1 2 8 0 0 1 3 which is the same as (2.

and z = t where t is completely arbitrary. the last two rows say z = 1 and z = 21. fewer equations than variables. i = 1. This should not be surprising that something like this can take place. For example. Apparently z can equal any number. Furthermore. · · ·. Consider for example. However. The system has an inﬁnite set of solutions and this is a good description of the solutions. 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. and −2x + y = −6. y − 10z = 0. it has the same solution set as the ﬁrst system of equations. · · ·. y = 10t.4 A system of linear equations is a list of equations. These things are all the same. the solution set of this system is x = 3 + 5t. 0 0 0 This says y = 10z and x = 3 + 5z. The phenomenon of an inﬁnite solution set occurs in equations having only one variable also. such a system of linear equations may have a unique solution. SYSTEMS OF EQUATIONS 39 Putting in the variables. It doesn’t matter.12.12. This is what it is all about. 2.2. 3. x = x+1. It doesn’t matter what x equals. You always set up the augmented matrix and go to work on it. and it is desired to ﬁnd (x1 .12. Deﬁnition 2. 0 −5 3 1 −10 0 . fj is a number. Example 2. consider the equation x = x. You can have more equations than variables. All is based on the observation that the row operations do not change the solution set. the system is called inconsistent. Therefore. This is impossible so the last system of equations determined by the above augmented matrix has no solution. ﬁnding the solutions to the system. It turns out these are the only three cases which can occur for linear systems. m j=1 where aij are numbers. This gives 3 −1 −5 9 0 1 −10 0 0 1 −10 0 Next take −1 times the middle row and 3 0 0 Take the middle row and add to the top 1 0 0 add to the bottom. You write the augmented matrix and do row operations until you get a simpler system in which it is possible to see the solution. There is clearly no solution to this. −1 −5 9 1 −10 0 0 0 0 and then divide the top row which results by 3. It can even happen for one equation in one variable. no solution. etc. xn ) solving each of the equations listed. n aij xj = fj . or inﬁnitely many solutions.3 Give the complete solution to the system of equations. This shows there is no solution to the three given equations. When this happens. 3x − y − 5z = 9. you do exactly the same things to solve any linear system. As illustrated above. .

Give the complete solution to the system of equations. Then switch the third and the ﬁrst rows. 0 4 0 12 0 2 3 21 Take −1/2 times the third row and add to the bottom row. −3x + y = 12. 109x − 40y = −447. 0 12 1 −1 To solve this multiply the top row by 109. the second row by 41. x + 6z = 27. 492 You should practice solving systems of equations. Here are some exercises. −41 15 0 −5 −3 1 0 2 the fourth row by this added to 3 times the 0 168 0 −15 . 3x − y + 4z = 6. Give the complete solution to the system of equations. 2. y = 3 and z = 5. The augmented matrix is −41 109 −3 2 15 −40 1 0 0 168 0 −447 . Then take 5 times the third row and add to four times the second.13 Exercises 1. 2x + z = 511. 0 12 3 21 Take (−41) times the third row and replace the ﬁrst row by this added to 3 times the ﬁrst row. and −2x + y = −4. −3 1 0 12 2 0 1 −1 Now take 2 times the third row and replace fourth row. 2.12. .5 Give the complete solution to the system of equations. This yields −41 15 0 168 0 −5 0 −15 . and y = 1. and 2x + z = −1. −41x + 15y = 168. 123 −41 0 −492 0 −5 0 −15 . This yields 492 0 0 −1476 0 0 0 0 0 4 0 12 0 0 3 15 It follows x = −1476 = −3. y + 8z = 0. Finally take 41 times the third row and add to 4 times the top row. and multiply the top row by 1/109.40 THE REAL NUMBERS Example 2. add the top row to the second row.

−x + y = 4. −11x+18y = 79 . Give the complete solution to the system of equations. Why? 4. 16. and 84x + 110y + 21z = 713. −5x−10y+5z = 0. 2x+2y −5z = 27. 2x+4y−4z = −2. 3x − y − 2z = 6.2. Give the complete solution to the system of equations. and 2x + 4y − 7z = −6. Four times the weight of Ichabod is 660 pounds less than seventeen times the weight of Gaston. 9x − 2y + 4z = −17. and 3x + 6y + 10z = 13. Give the complete solution to the system of equations. 2x + 4y + 3z = 5. 14. 13. Give the complete solution to the system of equations. y + 8z = 0. Give the complete solution to the system of equations. 3x − y + 4z = −9. But when x = 1. Give the complete solution to the system of equations. −19x+8y = −108. Give the complete solution to the system of equations. Both equations equal zero and so −5x + 2y − z = −5x − 2y − z which is equivalent to y = 0. y − 4z = 0. Four times the weight of Gaston plus the weight of Siegfried equals 290 pounds. and −4x + y + 5z = 19. Give the complete solution to the system of equations. Give the complete solution to the system of equations. 5. Thus x and z can equal anything. 12. 13x − 3y + 6z = −25. 17. 8x+2y+3z = −3. 10. and x + y − 5z = 21.13. 11. and −2x + y = −4. −32x + 63y − 14z = 292. and −2x − z = 3. 7. 8. Give the complete solution to the system of equations. y − 4z = 0. 15. Brunhilde would balance all three of the others. 4x + z = 14. 2x+3y −5z = 31. −8x + 2y + 5z = 18. EXERCISES 41 3. 9x − 18y + 4z = −83. 7x + 14y + 15z = 22. Give the complete solution to the system of equations. it doesn’t work. 8x+3y+3z = −1. and 4x + y + 3z = −9. 18. 81x + 105y + 20z = 682. Consider the system −5x + 2y − z = 0 and −5x − 2y − z = 0. 65x + 84y + 16z = 546. and −2x + y = −2. 9. . 3x − y − 2z = 3. −8x + 3y + 5z = 13. z = −4. 2x + 4y + 2z = 4. and z = 3. Give the complete solution to the system of equations. Give the complete solution to the system of equations. and y = 0 are plugged in to the equations. and −18x + 40y − 9z = 179. −7x − 14y − 10z = −17. Four times the weight of Gaston is 150 pounds more than the weight of Ichabod. −71x+30y = −404. and −4x − 8y + 13z = 8. −2x + y = −12. Find the weights of the four girls. and −2x + y = 6. 6. −9x+15y = 66. Give the complete solution to the system of equations.

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. conﬁne their attention to algebra. Unfortunately. S ⊆ R is bounded above (below) if there exists x ∈ R such that x ≥ (≤) s for all s ∈ S. Proposition 2. Axiom 2..C.l.3 Let S be a nonempty set and suppose sup (S) exists. (S) means g is a lower bound for S and it is the largest of all lower bounds. Thus g is the g. between any two real numbers. especially when it became clear there were an endless supply of such “irrational” numbers. It is this axiom which distinguishes Calculus from Algebra. (S) or often sup (S) . inf (S) = −∞. but this is not the approach to be followed here because it will eﬀectively eliminate every major theorem of calculus.14 Completeness of R By Theorem 2.14. Then for every δ > 0. g. 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. l. In the second claim. A fundamental result about sup and inf is the following. Some people might wish this were the case because then each real number could be described. then a number. deﬁne the greatest lower bound. led by Pythagoras believed in this. thus they could √ regard 2 as a number. not just as a point on a line but also algebraically. 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. it is necessary to abandon the attempt to describe arbitrary real numbers in a purely algebraic manner using only the integers.l. then inf (S) + δ would be a lower bound which is larger than inf (S) contrary to the deﬁnition of inf (S) .9. if the indicated set equals ∅. inf (S) + δ) = ∅. This shows that if it is desired to consider all points on the number line. S ∩ (sup (S) − δ. This suggests there are a lot of rational numbers. points on the number line. but it is not clear from this Theorem whether the entire real line consists of only rational numbers.42 THE REAL NUMBERS 2. Before 500 B. there exists a rational number. In this book real numbers will continue to be the points on the number line.8. (S) or inf (S) similarly. a line which has no holes. sup (S)] = ∅.b. Proof: Consider the ﬁrst claim.u. Some might desire to throw out all the irrational numbers. Deﬁnition 2. this information is expressed by saying sup (S) = +∞ and if S is not bounded below. and considering only the rational numbers.1 A non empty set. Every existence theorem in calculus depends on some form of the completeness axiom. If S is a nonempty set in R which is bounded above. then for every δ > 0. 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. they were also able to show 2 could not be written as the quotient of two integers. It happened roughly like this. If S is a nonempty subset of R which is not bounded above. This lack of holes is more precisely described in the following way. contrary to the deﬁnition of sup (S) as the least upper bound.14.14. If the indicated set equals ∅. S ∩ [inf (S) . If S is a nonempty set bounded below. as the quotient of integers.b. . then sup (S) − δ is an upper bound for S which is smaller than sup (S) . but they discovered their beliefs were false.b. If inf (S) exists.

Solve the following equations which involve absolute values. Now consider what happens when you multiply. Prove by induction that n < 2n for all natural numbers. Show P (n. show the number of ways of selecting a set of k things from a set of n things is n . If S = ∅ can you conclude that 7 is an upper bound? Can you conclude 7 is a lower bound? What about 13. 2. Find sup S. P (n. n . · · ·. is deﬁned to be the number of diﬀerent ways to form an ordered list of k of the numbers. n} .2. REVIEW EXERCISES 43 2.5? What about any other number? 3. there is only one least upper bound and only one greatest lower bound. What about sup (−S) and inf S where S is a set which is bounded below? 4. k) . Now let S = [2. (a) |2x − 6| < 4 (b) |x − 2| < |2x + 2| 6. Each factor contributes either an x or a y to a typical term. Show that if S = ∅ and is bounded above (below) then sup S (inf S) is unique. (n − k)! 9. Now divide both sides by x − y to obtain 0 = x + y = 1 + 1 = 2. That is. k 10. Imagine writing (x + y) = (x + y) (x + y) · · · (x + y) where there are n factors in the product. Which of the ﬁeld axioms is being abused in the following argument that 0 = 2? Let x = y = 1. (a) |x + 1| = |2x + 3| (b) |x + 1| − |x + 4| = 6 5.15. k) = n · (n − 1) · · · (n − k + 1) = n! . Using the preceding problem. Solve the following inequalities which involve absolute values. 2. How are inf (−S) and sup (S) related? Hint: Draw some pictures on a number line. ak xn−k y k and you need to determine n what ak should be. {1. Hint: When you take (x + y) . 7. Let k ≤ n where k and n are natural numbers. 5). Let S = [2. Then 0 = x2 − y 2 = (x − y) (x + y) and so 0 = (x − y) (x + y) . n ≥ 1. Give conditions under which equality holds in the triangle inequality.15 Review Exercises 1. 5] . Let S be a set which is bounded above and let −S denote the set {−x : x ∈ S} . 11. Prove the binomial theorem from Problem 9. Find sup S. note that the result will be a sum of terms of the form. Is sup S always a number in S? Give conditions under which sup S ∈ S and then give conditions under which inf S ∈ S. 8. permutations of n things taken k at a time.

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

ﬁnd the largest value of f (x) and the value of x at which it occurs. Find f (R) . In particular. REVIEW EXERCISES 45 20. l] . 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. Show that if it is assumed R is complete. If there exists x ∈ R such that na ≤ x for all n ∈ N. then the Archimedian property can be proved. Now what about n + 1? .15. Hint: Suppose completeness and let a > 0. 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.

46 THE REAL NUMBERS .

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

α and β are placed next to each other.10 Let α.11 When an angle α is placed next to an angle β as shown above. β. Axiom 3. The similar triangles axiom can be used to prove the Pythagorean theorem.6 An angle is a right angle if when either side is extended.10 says the sum of the two non 90◦ angles in a right triangle is 90◦ . the following axiom will be used.1.12 (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.5 If l1 and l2 are parallel lines intersected by l3 .1. the angle formed by placing α and β together is a right angle as claimed. B α β γ α C A In the picture the top horizontal line is obtained from Axiom 3. Theorem 3.9. then alternate interior angles are equal.9 Given a straight line and a point. Theorem 3.1. B. This line is called perpendicular to the given line. the new angle formed by the extension equals the original angle. Then as shown in the picture. then the resulting angle is denoted by α + β. In a right triangle the long side is called the hypotenuse. and γ be the angles of a right triangle with γ the right angle.48 BASIC GEOMETRY AND TRIGONOMETRY l2 l1 ¡ l3 ¡ α¡ ¡ ¡ ¡α ¡ ¡ As suggested by the above 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. Deﬁnition 3. Then c is deﬁned to be the length of the line from A to B.1. It is a line perpendicular to the line determined by the line segment joining B and C which passes through the point.1. l3 in a right angle.1. Then if the angles. the resulting angle is a right angle. Proof: Consider the following picture. there exists a straight line which contains the point and intersects the given line in two right angles. A right angle is said to have 90◦ or to be a 90◦ angle.1.1. With this deﬁnition. Deﬁnition 3.1. Theorem 3. Axiom 3.1. a is the .7 Suppose l1 and l2 both intersect a third line. Then l1 and l2 are parallel. Deﬁnition 3. Axiom 3.8 A right triangle is one in which one of the angles is a right angle.

Greek geometry was organized and published by Euclid about 300 B. Therefore. This proves the Pythagorean theorem. Also from this same theorem. Denote by DB the length of the line from D to B. δ + γ = 90◦ and β + γ = 90◦ . sometime before Ezra and Nehemiah. cDB = a2 and c c − DB = b2 so c2 = cDB + b2 = a2 + b2 . δ = β.C. For example. the three triangles shown in the picture are all similar.10. who also did fundamental work in geometry. There was. 3. This was during the Babylonian captivity of the Jews.C. and b is the length of the line from A to C. an even earlier Greek mathematician named Thales. a y axis. α + δ = 90◦ and so α = γ. a b DB c − DB Therefore. .C. 624-547 B. and = .2.3. It involved an x axis. Thus Pythagoras was probably a contemporary of the prophet Daniel. a b c c = .1.2 Cartesian Coordinates And Straight Lines Recall the notion of the Cartesian coordinate system. 1 This theorem is due to Pythagoras who lived about 572-497 B. two lines which intersect each other at right angles and one identiﬁes a point by specifying a pair of numbers. For example. consider the following picture. however. B D c γ A α b δ C β a Then from Theorem 3. 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. Therefore. Alexander the great would not come along for more than 100 years.2. 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. the number (2.1. By Axiom 3. CARTESIAN COORDINATES AND STRAIGHT LINES 49 length of the line from B to C.

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

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

3) which is parallel to the line whose equation is 2x + 3y = 8.points in the plane may be identiﬁed by giving a pair of numbers. Sketch the graph of y = x3 + 1. Suppose a. Find the equation of the line through the point (2. the slope of the line. From the above discussion. and the only way used in this book is determined by the Pythagorean theorem. b = 0. Sketch the graph of y = x2 − 2x + 1. 3) and ﬁnd the relation which describes this line. 8. There are actually many ways used to measure this distance but the best way. This shows that there is a constant slope. 0) . 2. a) . 3. 0) and (2. Example 3.3 Exercises 1. Sketch the graph of x x2 +1 . Also. y0 ) satisﬁes the relation. 2) and has constant slope equal to 3. 5. Find the equation of the line which goes through the points (0. Consider the following picture. Sketch the graph of y = 4. 1 1+x2 . Sketch the graph of the straight line which goes through the points (1.52 BASIC GEOMETRY AND TRIGONOMETRY is referred to as the rise divided by the run. (y − 2) = 3 (x − 1) . 6. Such a relation is called a straight line. 7. Suppose there are two points in the plane and it is desired to ﬁnd the distance between them. m. between any pair of points satisfying this relation.4 Distance Formula And Trigonometric Functions As just explained. and (b. the point (x0 . This is more often called the equation of the straight line. Two lines are parallel if they have the same slope. 3. . Sketch the graph of the relation deﬁned as y= 1 if x ≤ −2 1 − x if −2 < x < 3 1 + x if x≥3 3.1 Find the relation for a straight line which contains the point (1.2.

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

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

Then by the law of cosines. By assumption c/b = 1 = c /b . a2 = b2 + c2 − 2bc cos A = 2b2 − 2b2 cos A and so a/b = 2 (1 − cos A). Proof: This follows immediately from the law of cosines.5 The Circular Arc Subtended By An Angle How can angles be measured? This will be done by considering arcs on a circle. Similarly. Such triangles in which two sides are equal are called isoceles. From Proposition 3.2. C ¨ ¨ ¨ a B A¨ ¨ ¨ 2 A ¨¨ ¨ ¨¨ b ¨ ¨¨ c C ¨ ¨ b ¨ a ¨¨ c B Denote by a. 2 (1 − cos A) and so 3. from the distance formula.2. a .4 Let ABC be any triangle as shown above. the sides forming that angle are equal.4. Proof: Let T = ABC with the two equal sides being AC and AB. let θ denote an angle and place the vertex of this angle at the center of . Then the length of any side is no longer than the sum of the lengths of the other two sides. Thus the angle at A is equal to the angle at A . 0) . 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. THE CIRCULAR ARC SUBTENDED BY AN ANGLE 55 B are (a cos C.4.4. Let T be labeled in the same way but with primes on the letters. and Proposition 3. b. Therefore. This proves the corollary. Corollary 3. c and c the sides indicated in the picture.3. a/c = a /c . a sin C) while it is clear the coordinates of A are (b. The following picture is descriptive of the situation.5 Suppose T and T are two triangles such that one angle is the same in the two triangles and in each triangle. b .5. Similar reasoning shows a /b = a/b = a /b . To see how this will be done. Then the corresponding sides are proportional. Corollary 3. 2 |cos θ| ≤ 1 and so c2 = a2 + b2 − 2ab cos C ≤ a2 + b2 + 2ab = (a + b) .4.

In fact each of these arcs has the same length. Thus the Bible. This is a little sloppy right now because no precise deﬁnition of the length of an arc of a circle has been given. the ratio between the circumference (length) of a circle and its radius is a constant which is independent of the radius of the circle2 . Think. Note the angle could be opening in any of inﬁnitely many diﬀerent directions. Then. A better value is 3. This is in fact how to deﬁne the radian measure of an angle and the deﬁnition is well deﬁned. 10 across and 30 around. 5 cubits high. this determines an arc on the circle. extending the sides of the angle if necessary till they intersect the circle. 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. Since the time of Euler in the 1700’s. it is the same angle regardless of how far its sides are extended. This is not too far oﬀ. R and a little one having radius r. 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. . gives the value of π as 3.56 BASIC GEOMETRY AND TRIGONOMETRY the circle. Stretching this string out and measuring it would then give you the length of the arc. thus obtaining a number which is independent of the units of length used just as the angle itself is independent of units of length. in particular. Angles will be measured in terms of lengths of arcs subtended by the angle. Thus. Thus the picture looks exactly the same. After all. skip to the next section. 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. methods will be given which allow one to calculate π more precisely. A1 θ A2 In this picture. imagine taking a string. Thus this procedure could yield any of inﬁnitely many diﬀerent circular arcs. If r were changed to R. the length of the arc subtended by the angle on a circle of radius r is rθ. if θ is the radian measure of an angle. Letting A be an arc of a circle. it will be easy to measure angles. this constant has been denoted by 2π. this really amounts to a change of units of length. If you need to see more discussion. Each of these arcs is said to subtend the angle. When this has been shown. For now. 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. It was proved by Lindeman in the 1880’s that π is transcendental which is the worst sort of irrational number. The angle. was round. consider the following picture. no harm will be done by skipping the more technical discussion which follows. Take an angle and place its vertex (the point) at the center of a circle of radius r. like those shown in the above picture. 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. taken literally. Otherwise. It is reasonable to suppose. It sat on 12 oxen. Next. only larger. there are two circles. read on. If the intuitive way of thinking about this satisﬁes you. θ is situated in two diﬀerent ways subtending the arcs A1 and A2 as shown. In summary. of keeping the numbers the same but changing centimeters to meters in order to produce an enlarged version of the same picture. for example. a big one having radius.1415926535 and presently this number is known to thousands of decimal places. First I will describe an intuitive way of thinking about this and then give a rigorous deﬁnition and proof. extend its two sides till they intersect the circle. Later.

simply pick M to be the perimeter of a rectangle containing the whole circle of which A is a part. pn } is a partition of A if p0 is one endpoint. . see the following picture. pn is the other end point.4. To illustrate. denote by |pi − pi−1 | the distance between pi and pi−1 . pn } . |P | ≤ M where M is the perimeter of a rectangle containing the arc.3. for any P ∈ P (A) . deﬁne |P | ≡ n i=1 |pi − pi−1 | . see the following picture. and the points are encountered in the indicated order as one moves in the counter clockwise direction along the arc. A fundamental observation following from Corollary 3.5. A. Therefore. By Corollary 3. Then for P ∈ P (A) .4. To see this. then |P | ≤ |Q| . This eﬀect of adding in one point is illustrated in the following picture. Q ∈ P (A) and P ⊆ Q.4 is that if P. Therefore. · · ·. add in one point at a time to P .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. The only purpose for doing this is to obtain the existence of an upper bound. denote by P (A) the set of all such partitions. For example. p2 p3 p1 p0 Also. To be a little sloppy. THE CIRCULAR ARC SUBTENDED BY AN ANGLE 57 A. by l (A) ≡ sup {|P | : P ∈ P (A)}. {|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. {p0 . l (A) . 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. For P = {p0 . A. 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. · · ·.

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

this seems abundantly clear but in case it is hard to believe. To show a ≤ b ﬁrst show that for every ε > 0 it follows that a < b + ε. You should note the measure of θ is independent of dimension. if A is an arc subtended by the angle θ on a circle of radius r then the length of A. THE CIRCULAR ARC SUBTENDED BY AN ANGLE 59 Before proceeding further. This is also called the radian measure of the angle. Proof: That the deﬁnition is well deﬁned follows from Theorem 3. Now is a good time to present a useful inequality which may or may not be self evident. r This is a very typical way of showing one number is no larger than another. Here is a picture which illustrates the conclusion of this corollary. R r l (A2 ) Deﬁnition 3.1 and letting R = 1. This is because the units of length cancel when the division takes place. 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.3 The above deﬁnition is well deﬁned and also.2) Proof: Situate the angle. Proposition 3.5. the following corollary gives a proof.5. note the proof of the above theorem involved showing l (A1 ) < + ε where ε > 0 was arbitrary and from this. 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 . Then denoting the resulting arc on the circle by A.4 Let 0 < radian measure of θ < π/4. a contradiction. (cos θ.5. This implies a − b < ε for all positive ε and so it must be the case that a − b ≤ 0 since otherwise. 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.1. Then letting A be the arc on the unit circle resulting from situating the angle with one side on the positive x axis and the other side pointing up from the positive x axis. here is the deﬁnition of the measure of an angle. The formula also follows from Theorem 3. The measure of θ is deﬁned to be the length of the circular arc subtended by θ on a circle of radius r divided by r. denoted by l (A) is given by l (A) = rθ. sin θ) .5. 2 With this preparation. (1 − cos θ) + sin θ ≥ l (A) ≥ sin θ (3.5.2 Let θ be an angle. (cos(θ). Corollary 3. you could take ε = a−b and 2 conclude 0 < a − b < a−b . To me.5.3. the conclusion that l (A1 ) ≤ R l (A2 ). it follows that for all P ∈ P (A) the inequality (1 − cos θ) + sin θ ≥ |P | ≥ sin θ.

6.60 BASIC GEOMETRY AND TRIGONOMETRY |P | . then the following formulas hold.6.11 on Page 29 there exists a unique integer. If r1 = 0. r ≡r Otherwise.3) (3. Therefore. b = (−p) 2π + (−r1 ) = (−p − 1) 2π + 2π − r1 and r ≡ 2π − r1 ∈ (0. The following deﬁnition is for sin b and cos b for b ∈ R. y = 2πp2 + ry . 0) is seen to equal π by the same reasoning. Then from Theorem 2. Several observations are now obvious from this. 0) due to the deﬁnition of l (A) .4) (3. Proof: By deﬁnition. p such that b = 2πp + r where 0 ≤ r < 2π. Then there exists a unique integer.6. and r ∈ [0. sin b = − sin (−b) . 2π). Deﬁnition 3.6 The Trigonometric Functions Now the Trigonometric functions will be deﬁned as functions of an arbitrary real variable. The following theorem will make possible the deﬁnition.2 Let b ∈ R.3 Let k ∈ Z. cos (π/2) = 0 and sin (π/2) = 1. Now suppose b < 0.8.5) The other trigonometric functions are deﬁned in the usual way as in (3. For b ∈ R.1) provided they make sense. L ≥ sin θ because L is the length of the hypotenuse of a right triangle having sin θ as one of the sides. Lemma 3. 2π). Then sin b ≡ sin r and cos b ≡ cos r where b = 2πp + r for p an integer. x + y = 2πp + rx+y . The bottom half follows because l (A) ≥ L where L is the length of the line segment joining (cos θ. cos b = cos (−b) .6. This proves the top half of the inequality. denote by rb the element of [0. You can easily ﬁnd other values for cos and sin at all the other multiples of π/2. Proof: First suppose b ≥ 0. Theorem 3. Observation 3. the measure of a right angle must be 2π/4 = π/2. Then rx+y = rx + ry + 2kπ for some k ∈ Z. 3. 0) to (−1. However. y ∈ R. functions of sums and diﬀerences of numbers. sin (b + 2kπ) = sin b. 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. The next topic is the important formulas for the trig. sin θ) and (1. cos (b + 2kπ) = cos b cos2 b + sin2 b = 1 (3. . Then there exists a unique integer p and real number r such that 0 ≤ r < 2π and b = p2π + r. The measure of the angle which is determined by the arc from (1. From the deﬁnition of the trig functions. 2π) having the property that b = 2πp+rb for p an integer.4 Let x. Up till now these have been deﬁned as functions of pointy things called angles. p such that −b = 2πp + r1 where 1 ∈ [0. x = 2πp1 + rx . 2π) .1 Let b ∈ R. then b = (−p) 2π.

Then cos (x + y) cos y + sin (x + y) sin y = cos x. Thus. Since both rx+y and rx are in [0.6. 0) and moving counter clockwise a distance of rz on the unit circle yields p (z) . In the other case.4. Then |rx+y − rx | = rx+y − rx = ry + 2kπ.5 Let x. rx+y < rx and in this case |rx+y − rx | = rx − rx+y = −ry − 2kπ. Therefore. 0) . p (z) on the unit circle and the coordinates of this point are cos z and sin z.6) Proof: Recall that for a real number.6. Since rx and rx+y are both in [0. there is a unique point. THE TRIGONOMETRIC FUNCTIONS From this the result follows because ≡−k 61 0 = ((x + y) − x) − y = 2π ((p − p1 ) − p2 ) + rx+y − (rx + ry ) .6. 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. Therefore. First assume rx+y ≥ rx .6 Let x. 2π) their diﬀerence is also in [0. the length of the arc joining p (2π − ry ) to (1.3. The following theorem is the fundamental identity from which all the major trig. identities involving sums and diﬀerences of angles are derived. There are two cases to consider here. |rx+y − rx | = 2π − ry . y ∈ R. This proves the lemma. by Corollary 3. As an illustration see the following picture. z. 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. y ∈ R . 2 2 2 . their diﬀerence is also in [0. (cos (x + y) − cos x) + (sin (x + y) − sin x) = (cos y − 1) + sin2 x. in this case. (3. 0) . 0) . 2π). Proof: The length of the arc between p (x + y) and p (x) is |rx+y − rx | . Writing this in terms of the deﬁnition of the trig functions and the distance formula. Lemma 3. 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. 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) . Now since the circumference of the unit circle is 2π. Now from the above lemma. 0) is the same as the length of the arc joining p (ry ) = p (y) to (1. Note also that p (z) = p (rz ) . 2π) and so k = 0. the arc joining p (x) and p (x + y) is of the same length as the arc joining p (y) and (1. Theorem 3.5 the distance between the points p (x + y) and p (x) must be the same as the distance from p (y) to p (0) . starting at (1. 2π) and so in this case k = −1. p(x) p(x + y) (1.

3 again. called reference angles. cos π . 6 6 . this implies sin (x − y) = sin x cos y − cos x sin y. 4 0 = cos π 2 = cos π π + 4 4 = 2 cos2 π −1 4 2 2 (3.3.9) (3. Letting y = π/2.7) (3.) Thus √4 sin π = 2/2 also.15) √ √ and so cos π = 2/2. Observation 3. (3.3 implies cos 2x = cos2 x − sin2 x = 2 cos x − 1 = 1 − 2 sin x Therefore. (Why do isn’t it equal to − 2/2? Hint: Draw a picture.8) (3. making use of the above identities. From (3.6. cos (3x) = cos 2x cos x − sin 2x sin x = 2 cos2 x − 1 cos x − 2 cos x sin2 x = 4 cos3 x − 3 cos x (3. Then (3. (Why?) Here is another one. 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. letting v = π/2.16). Now let u = x + y and v = y. from this and (3. 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. 4 0 = cos π 2 = cos 3 π 6 = 4 cos3 π π − 3 cos .12) (3. First. and Observation 3.10) (3.3 this implies (3. This proves the theorem.6.3).6) implies cos u cos v + sin u sin v = cos (u − v) Also.6).14) (3.6. In addition to this. 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.6. this shows that sin (x + π/2) = cos x.16) With these fundamental identities.13) (3.

cos (π/12) = . angles are considered as real numbers. functions of x and y.3. Prove 1 + tan2 θ = sec2 θ and 1 + cot2 θ = csc2 θ. Find cos θ and sin θ for θ ∈ 2. 3 . cos (π/12) = cos (π/3 − π/4) = cos π/3 cos π/4 + sin π/3 sin π/4 √ √ and so cos (π/12) = 2/4 + 6/4. (cos (x − y) − cos (x + y)) . Using Problem 5.7 Exercises 7π 5π 4π 3π 5π 7π 11π 2π 3π 5π 3 . from Problem 2. and sin2 θ = 1+( 3/2) 3. 4. π/12 = π/3 − π/4. Is there a problem here? Please explain. You should make sure you can obtain all these entries. 6 . EXERCISES √ 63 Therefore.7. Here is a short table including 6 6 2 these and a few others. 2π 1−cos 2θ . 2 √ 1. Therefore. cos π = 23 and consequently. (cos (x + y) + cos (x − y)) . π. Find a formula for tan (x + y) in terms of trig. (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. From now on. 6 . Solve the equations and give all solutions. 3 . 9. Find all possible values for (a) tan x (b) cot x (c) sec x (d) csc x (e) cos x 10. θ refers to the radian measure of the angle. not as pointy things. . Prove that sin x sin y = 7. 6 . In the table. 4 . sin π = 1 . 4 . Prove that sin x cos y = 6. Suppose sin x = a where 0 < a < 1. Prove cos2 θ = 1+cos 2θ 2 . 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. On the other 2 hand. Prove that cos x cos y = 1 2 1 2 1 2 (sin (x + y) + sin (x − y)) . 8. 2 . ﬁnd an identity for sin x − sin y. 5. 4 .

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

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

Then whenever the positive number. This lemma is very important in another context. The following is a picture of one of these. The problem is to deﬁne the area of this shape. (3. sin α (1 + cos α) 1 + cos α (3. In this corollary. θ. dividing by sin α. let α be small enough that (3. Proof: Let the angle which A subtends be denoted by θ and divide this sector into n equal sectors each of which has a central angle equal to θ/n. This proves the lemma. α 1≤ ≤1+ε (3. θ.5. S (θ) denotes the points which lie between the arc. Then for such α. cos α is very close to 1.17) holds and multiply by cos α. sin α sin α Now using the properties of the trig functions. A. A and the two lines just mentioned. cos α ≤ α ≤ (1 + ε) cos α tan α Taking α smaller if necessary and noting that for all α small enough.8. 2 Then the area of S (θ) equals r2 θ. to the center of the circle. is small enough.2 Let S (θ) denote the sector of a circle of radius r having central angle. α. To obtain (3.18) Proof: This follows from Corollary 3.2 The Area Of A Circular Sector Consider an arc.8. 1 − cos α α +1≥ ≥ 1. l (A) = α and so 1 − cos α + sin α ≥ α ≥ sin α.19) implies that for such α.4 on Page 59. of a circle of radius r which subtends an angle. 1 − cos α 1 − cos2 α = sin α sin α (1 + cos α) = sin2 α sin α = . The circular sector determined by A is obtained by joining the ends of the arc.8.18).19) From the deﬁnition of the sin and cos. whenever α is small enough.1 Let 1 > ε > 0 be given. .17) holds. Theorem 3. Lemma 3. First a fundamental inequality must be obtained. sin α <ε 1 + cos α and so (3. A. yields (3. Therefore. The angle between the two lines is called the central angle of the sector.17) sin α and 1+ε≥ α ≥1−ε tan α (3.66 BASIC GEOMETRY AND TRIGONOMETRY 3. The sector.18).

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

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

3. y=c · P0 = (a. b) where b = c as shown in the picture. x2 − 2xa + a2 + y 2 − 2yb + b2 = c2 − 2cy + y 2 and so (x − a) + b2 − c2 = (2b − 2c) y. What is the area of this four sided ﬁgure? 3. AND HYPERBOLAS 69 4. 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 = 4cy. PARABOLAS. Now consider an arbitrary equation of the form. From this deﬁnition.1 Parabolas. By this is meant the set of points (x. Therefore. 4d2 e2 1 2 y = (x − a) − 2 d 4d . y) to the line is |c − y| . To see this. letting a = −e 2d . Find the area of an equilateral triangle whose sides have length l. P0 . 5. b) The distance from the point.10. Squaring both sides. the description of the parabola requires that (x − a) + (y − b) = |c − y| . y = dx2 + ex + f where d = 0. and Hyperbolas The Parabola A parabola is a collection of points. An equilateral triangle is one in which all sides are of equal length.10 3.20) The simplest case is when a = 0 and b = −c. 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 .10. 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. Then in this case. Suppose then that the line is y = c and the point is (a. complete the square on the right as follows: y = = = = Therefore. ELLIPSES. P = (x. Now join the ends of these lines to obtain a four sided ﬁgure. 2 2 2 (3. Ellipses. Such a set of points always is a parabola. one can obtain an equation which will describe a parabola. y) such that the equation holds.

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

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

= 1. Sketch a graph of the ellipse whose equation is 6.25) is unbounded. 9. 4. Sketch a graph of the hyperbola. (3. you can simply take these last two equations as the deﬁnition of a hyperbola. y)| > n. 2. Sketch a graph of the hyperbola. 10. Derive a similar formula to (3. 2 2 3.24) or (3. 7. = 1. (If n is any positive number there exist points (x. Find the numbers. x2 4 y2 4 (x−1)2 4 (x−1)2 9 + + (y−2)2 9 (y−2)2 4 = 1. Find the focus and the directrix of this parabola.72 or BASIC GEOMETRY AND TRIGONOMETRY (y − β) (x − α) − = 1.25) holds for a hyperbola.25) 2 b a2 If you like.) . + (y−2)2 4 8. Sketch a graph of the ellipse whose equation is 5.11 Exercises 1. − − y2 9 x2 9 = 1.24) or (3.20) in the case that the directrix is of the form x = c. y) satisfying the equations given such that |(x. What is the diameter of the ellipse.21) hold. 3. Verify that either (3. c which make (3. Show that the set of points which satisﬁes either (3. b. Consider y = 2x2 + 3x + 7. (x−1)2 9 = 1.

2) . In dealing with complex numbers. The ﬁeld of complex numbers is denoted as C. These things used to be taught in precalculus classes and people were expected to know them before taking calculus. b) identiﬁes a point whose x coordinate is a and whose y coordinate is b.The Complex Numbers This chapter gives a brief treatment of the complex numbers. For example.1 The complex numbers with multiplication and addition deﬁned as above form a ﬁeld satisfying all the ﬁeld axioms listed on Page 15.0. 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. Thus. in the following picture. (a + ib) + (c + id) = (a + c) + i (b + d) and (a + ib) (c + id) = = ac + iad + ibc + i2 bd (ac − bd) + i (bc + ad) . Every non zero complex number. An important construction regarding complex numbers is the complex conjugate denoted by a horizontal line above the number. Just as a real number should be considered as a point on the line. I have graphed the point 3 + 2i. Theorem 4. a + ib a + b2 a + b2 a + b2 You should prove the following theorem. you can skip this short chapter. However. 73 . Thus (a. has a unique multiplicative inverse. if you are in a hurry to get to calculus. You see it corresponds to the point in the plane whose coordinates are (3. with a2 +b2 = 0. such a point is written as a + ib. a+ib. q 3 + 2i Multiplication and addition are deﬁned in the most obvious way subject to the convention that i2 = −1. a − ib a b 1 = 2 = 2 −i 2 . 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.

5) and (1. 8) . Suppose x + iy is a complex number. b) and the ordered pair (c. consider the distance between (2.3 : Let z = a + ib and w = c + id. Deﬁnition 4. it is important to note the following. are often written in the so called polar form which is described next. Therefore. [r (cos t + i sin t)] = rn (cos nt + i sin nt) .0. a + ib ≡ a − ib. the same thing obtained with the distance formula. Then x + iy = Now note that x x2 + y 2 and so x x2 + y2 . z − w = 1 − i3 and so (z − w) (z − w) = (1 − i3) (1 + i3) = 10 so |z − w| = 10. It is not too hard but you need to do it. Theorem 4.2 Deﬁne the absolute value of a complex number as follows. |z| = (zz) 1/2 . θ ∈ [0. sin θ = . Thus. d) equals |z − w| where z and w are as just described. n . For example.0. Then if n is a positive integer. Be sure to verify this. (a. Then |z − w| = (a − c) + (b − d) .74 It is deﬁned as follows.4 Let r > 0 be given. A fundamental identity is the formula of De Moivre which follows. Complex numbers.0. there exists a unique angle. Thus the distance between the point in the plane determined by the ordered pair. + x2 + y 2 =1 is a point on the unit circle. On the other hand. denoting by z the complex number. With this deﬁnition. z = a + ib. the following formula is easy to obtain. 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 . letting z = 2 + i5 and √ w = 1 + i8. |a + ib| ≡ a2 + b2 . Algebraically. THE COMPLEX NUMBERS What it does is reﬂect a given complex number across the x axis. From the distance formula √ 2 2 this distance equals (2 − 1) + (5 − 8) = 10. y x2 + y2 y x2 + y2 x2 + y 2 x x2 2 2 2 + y2 y +i y x2 2 + y2 . a + ib (a + ib) = a2 + b2 . 2π) such that cos θ = x x2 + y2 . Remark 4.

1. Then there are always exactly k k th roots of z in C. Corollary 4. By De Moivre’s theorem. cos 6 6 5 π + i sin 6 3 π . −2 3 + i 1 . 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. Therefore. Suppose it is true for n.5 Let z be a non zero complex number. l ∈ Z. First note that i = 1 cos π + i sin 2 corollary. Example 4. the cube roots of i are 1 cos π 2 . is a k th root of z if and only if rk (cos kα + i sin kα) = |z| (cos t + i sin t) . 2 2 The ability to ﬁnd k th roots can also be used to factor some polynomials.0. 6 3 π + i sin 2 √ Thus the cube roots of i are 23 + i 1 .0. 2 5 π .l ∈ Z k t + 2lπ k cos t + 2lπ k + i sin . r (cos α + i sin α) . there are exactly k distinct numbers which result from this formula. Using the formula in the proof of the above (π/2) + 2lπ 3 (π/2) + 2lπ 3 + i sin where l = 0.75 Proof: It is clear the formula holds if n = 1. Since the cosine and sine are periodic of period 2π. [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. 2. the roots are cos and cos √ π π + i sin . . Proof: Let z = x + iy and let z = |z| (cos t + i sin t) be the polar form of the complex number.6 Find the three cube roots of i. and −i. kα = t + 2lπ t + 2lπ . This requires rk = |z| and so r = |z| This can only happen if for l an integer. a complex number.

De Moivre’s theorem says [r (cos t + i sin t)] = rn (cos nt + i sin nt) for n a positive integer.76 Example 4. Hint: Use Problem 18 on Page 32 and if you like. 9. 10. Give the complete solution to x4 + 16 = 0. z. If z is a complex number. Therefore. n. Note also x − 3 +i −i = x2 + 3x + 9 and so x3 − 27 = (x − 3) x2 + 3x + 9 where the quadratic polynomial. Completely factor x4 + 16 as a product of linear factors. If z and w are two complex numbers and the polar form of z involves the angle θ while the polar form of w involves the angle φ. 8. 2. 3 −1 + i 23 . THE COMPLEX NUMBERS First ﬁnd the cube roots of 27.7 Factor the polynomial x3 − 27. show there exists ω a complex number with |ω| = 1 and ωz = |z| . Also. 12. r = |z| . 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 . 7.0. By the above procedure using De Moivre’s theorem. Find zw. 11. show that in the polar form of a complex number. 3. 6.1 Exercises 1. z + w. 4. Do the same for the four fourth roots of 16. Factor x4 + 16 as the product of two quadratic polynomials each of which cannot be factored further without using complex numbers. and 3 −1 − i 23 . and w/z. Factor x3 + 8 as a product of linear factors. x2 + 3x + 9 cannot be factored without using complex numbers. Let z = 5 + i9. you might use Pascal’s triangle to construct the binomial coeﬃcients. n . z 2 . You already know formulas for cos (x + y) and sin (x + y) and these were used to prove De Moivre’s theorem. Write x3 + 27 in the form (x + 3) x2 + ax + b where x2 + ax + b cannot be factored any more using only real numbers. show that in the polar form for zw the angle involved is θ + φ. 5. Now using De Moivre’s theorem. Find z −1 . derive a formula for sin (5x) and one for cos (5x). even negative integers? Explain. √ √ these cube roots are 3. Does this formula continue to hold for all integers. 4. Let z = 2 + i7 and let w = 3 − i8. Graph the complex cube roots of 8 in the complex plane.

1 = 1(1/4) = (cos 2π + i sin 2π) 1/4 = cos (π/2) + i sin (π/2) = i. w are complex numbers prove zw = zw and then show by induction that z1 · · · zm = m m z1 · · · zm . Suppose also that p (z) = 0 for some z ∈ C. I claim that 1 = −1. 14. Also verify that k=1 zk = k=1 zk . −1 = i2 = √ √ −1 −1 = (−1) = 2 √ 1 = 1. EXERCISES 77 13. This is clearly a remarkable result but is there something wrong with it? If so. I plan to use it now for rational exponents. Show it follows that p (z) = 0 also. Here is why. De Moivre’s theorem is really a grand thing. Therefore. 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? . what is wrong? 16.4. squaring both sides it follows 1 = −1 as in the previous problem.1. not just integers. 15. Suppose p (x) = an xn + an−1 xn−1 + · · · + a1 x + a0 where all the ak are real numbers. If z. 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.

78 THE COMPLEX NUMBERS .

Part II Functions Of One Variable 79 .

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1) This is a very interesting function called the Dirichlet function. f (2) = −2. This rule is called a function and it is denoted by a letter such as f. For example. 7} . let f (d) ≡ the biological father of d. Note that it is not deﬁned in a simple way from a formula. 8. 8} by f (x) ≡ x + 1 for each x ∈ D.1. and f (7) = 6. The set R. the set of second entries. sometimes there is no discernible procedure which yields a particular function. 2. Sometimes functions are not given in terms of a formula. f (8) = 3. −2. 3) . (8. f . 6) and let D ≡ {1. In this example there was a clearly deﬁned procedure which determined the function. Example 5. D and R along with a rule which assigns a unique element of R to every element of D. (2. Example 5.Functions 5.5 Let D consist of the set of people who have lived on the earth except for Adam and for d ∈ D.1. 2. 6} . 4. Then f is a function. n ∈ Z 0 if x is not rational (5. 7.1 General Considerations The concept of a function is that of something which gives a unique output for a given input. Deﬁne a function which assigns an element of D to R ≡ {2. is called the range of f. 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. 81 . Example 5. The symbol. also written R (f ) .2 Consider the list of numbers. Deﬁnition 5. D (f ) = D is called the domain of f. {1. 2) . is said to be onto. −2) . However. 6. When R = f (D). 7} ≡ D. 3.1. 5.1.3 Consider the ordered pairs.1 Consider two sets. the set of ﬁrst entries in the given set of ordered pairs. (1. Example 5.1. 3. 6. The set of all elements of R which are of the form f (x) for some x ∈ D is often denoted by f (D) . R ≡ {2.4 For x ∈ R deﬁne f (x) = m 1 n if x = n in lowest terms for m. (7. 5. consider the following function deﬁned on the positive real numbers having the following deﬁnition. and let f (1) = 2. 3. 4. the function.

Example 5. b be elements of R. it is understood to consist of every number for which f makes sense. . Suppose A0 is the amount of chemical at some given time. This is called the composition of the two functions. Similarly for k an integer. 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)) . Thus.82 FUNCTIONS Example 5. Suppose the weight has extended the spring so that the force exerted by the spring exactly balances the force resulting from the weight on the spring.1. people often write f (x) to denote a function and it doesn’t cause too many problems in beginning courses. given by f (x) = x2 + 4. x should be considered as a generic variable free to be anything in D (f ) . Later this will be generalized. If f : D (f ) → X and g : D (g) → Y. Then you could let A (t) denote the amount of the chemical at time t. Measure the displacement of the mass. g be functions with values in R. The name of the function is f. 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. When D (f ) is not speciﬁed. the variable. It is the value of the function at the point. from this point with the positive direction being up. You should note that f (x) is not a function. Nevertheless.1. x. f. The following deﬁnition gives several ways to make new functions from old ones.1. The function. x. f k is the name of a function deﬁned as f k (x) = (f (x)) k The function. Deﬁnition 5. 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) . Examples 5.1.8 Let f. 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) .6 Consider a weight which is suspended at one end of a spring which is attached at the other end to the ceiling.1. When this is done.7 Certain chemicals decay with time.6 and 5. In this chapter the functions are deﬁned on some subset of R having values in R. x2 + 4 may mean the function. Let a. 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) . I will use this slightly sloppy abuse of notation whenever convenient.7 are considered later in the book and techniques for ﬁnding x (t) and A (t) from the given conditions are presented.

then x = x1 .9 Let f (t) = t and g (t) = 1 + t. it was necessary to fuss about the domain of g ◦ f because g is only deﬁned for certain values of t. if x2 + 8 . Therefore.11 For any function. Closely related to the deﬁnition of a function is the concept of the graph of a function.1. f (x) = x+1 the domain of f would be all real numbers not equal to −1. f (x) = 3x5 + 9x2 + 7x + 5 is a polynomial of degree 5 and 3x5 + 9x2 + 7x + 5 x4 + 3x + x + 1 is a rational function. Deﬁning id by id (z) ≡ z this says f ◦ f −1 = id and f −1 ◦ f = id . Thus f is one to one. the function f is one to one sometimes written. This is discussed in the following deﬁnition. Note that in the case of a rational function.1.1. √ Example 5. The concept of a one to one function is very important. f −1 (y) ≡ {x ∈ D (f ) : f (x) = y} .12 A function f is a polynomial if f (x) = an xn + an−1 xn−1 + · · · + a1 x + a0 where the ai are real numbers and n is a nonnegative integer. Deﬁnition 5. Then √ g ◦ f (t) = 1 + (2t + 1) = 2t + 2 83 for t ≥ −1. the domain of the function might not be all of R. f (x) is n. Thus from the deﬁnition.1. 1 − 1. GENERAL CONSIDERATIONS Example 5. . If f is one to one. f : D (f ) ⊆ X → Y.10 Let f (t) = 2t + 1 and g (t) = 1 + t. In this case the degree of the polynomial. Note that in this last example. 1 − 1. Then f g : R → R is given by f g (t) = t (1 + t) = t + t2 . the inverse function. Deﬁnition 5. For example. deﬁne the following set known as the inverse image of y. but when there is always only one element in this set for all y ∈ f (D (f )) . g ◦ f : {t ∈ R : t ≥ −1} → R.5. For example. f −1 (f (x)) = x for all x ∈ D (f ) and f f −1 (y) = y for all y ∈ f (D (f )) . f is a rational function if h (x) f (x) = g (x) where h and g are polynomials. Polynomials and rational functions are particularly easy functions to understand.1. If t < −1 the inside of the square root sign is negative so makes no sense. f −1 is deﬁned on f (D (f )) and f −1 (y) = x where f (x) = y. There may be many elements in this set. Thus the degree of a polynomial is the largest exponent appearing on the variable. if whenever f (x) = f (x1 ) .

Example 5. 2. f (2) . fk+1 the second and so forth. f (3) etc. y ¡ ¡ ¡ 2 1 x −2 −1 ¡ ¡ ¡ −2 ¡ ¡ 1 ¡ ¡ 2 Here is the graph of the function. f (k + 2) . 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. The graph of f can be represented by drawing a picture as mentioned earlier in the section on Cartesian coordinates beginning on Page 49. ∞ not as f but as {fi }i=k or just {fi } for short. R2 denotes the Cartesian product of R with R. 1. is assumed to be a set described as follows. · · ·} or the nonnegative integers. X × Y = {(x. Usually the domain of the sequence is either N. To ﬁnd f (x) . X and Y. · · ·} .1. f2 . simply observe the ordered pair which has x as its ﬁrst element and the value of y equals f (x) . Also. k + 1.1. {0. 2. · · ·} for k an integer is known as a sequence.1.1. etc. f (x) = x2 − 2 y 2 1 x −2 −1 1 2 Deﬁnition 5. the natural numbers consisting of {1. fk is called the ﬁrst term. 3. For example. ∞ . y) : x ∈ X and y ∈ Y } .16 Let {ak }k=1 be deﬁned by ak ≡ k 2 + 1. 3. The graph of f consists of the set. f (k + 1) .13 Given two sets. consider the picture of a part of the graph of the function f (x) = 2x − 1. Thus you can consider f (k) .84 FUNCTIONS Deﬁnition 5. written as X × Y. It is also common to write the sequence. k + 2.15 A function whose domain is deﬁned as a set of the form {k. it is traditional to write f1 . Deﬁnition 5. etc. In the above context. instead of f (1) . {(x. when referring to sequences. the Cartesian product of the two sets.14 Let f : D (f ) → R (f ) be a function. y) : y = f (x) for x ∈ D (f )} . Note that knowledge of the graph of a function is equivalent to knowledge of the function.

This rule which speciﬁes an+1 from knowledge of ak for k ≤ n is known as a recurrence relation. 1. Suppose a1 = 1. Find g ◦ f.5. Find f −1 if possible. 8. .· · ·. 2 5. If f is a strictly increasing function. Example 5. This particular sequence is called the Fibonacci sequence and is important in the study of reproducing rabbits. a2 = 3. {bk } is called a subsequence of {an } . it follows bk = (2k − 1) + 1 = 4k 2 − 4k + 2. Then if bk ≡ ank . n3 = 5. an+1 are known. EXERCISES 85 This gives a sequence. a7 = a (7) = 72 + 1 = 50 just from using the formula for the k th term of the sequence. it follows that f (x) < f (y) . suppose an = n2 + 1 . It is nice when sequences come to us in this way from a formula for the k th term. Give the domains of the following functions. Include the domain of g ◦ f. t 1. Let f : R → R be deﬁned by f (t) ≡ t3 + 1. 6. · · ·. ··· 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 } . an . Let f : {t ∈ R : t = −1} → R be deﬁned by f (t) ≡ t t+1 . Suppose also that for n ≥ 4 it is known that an = an−1 + 2an−2 + 3an−3 . does f −1 always exist? Explain your answer. listed in order.1. etc. Thus a1 = 2. Find a7 . Is f one to one? Can you ﬁnd a formula for f −1 ? 4. In fact. A function. · · ·. a3 = 10. Thus the ﬁrst several terms of this sequence. 3. then letting bk = ank . are 1. 5. Assuming a1 .18 Let {an } be a sequence and let n1 < n2 < n3 . and a3 = −1. Deﬁnition 5. Let g (t) ≡ 2.2 Exercises √ 2 − t and let f (t) = 1 . (a) f (x) = (b) f (x) = (c) f (x) = (d) f (x) = (e) f (x) = √ √ x+3 3x−2 x2 − 4 4 − x2 x 4 3x+5 x2 −4 x+1 3. This happens. If n1 = 1. an+2 ≡ an + an+1 . n2 = 3. Sometimes sequences are deﬁned recursively.2. when the ﬁrst several terms of the sequence are given and then a rule is speciﬁed which determines an+1 from knowledge of a1 . Are you able to guess a formula for the k th term of this sequence? 5. · · ·.17 Let a1 = 1 and a2 = 1. this is often not the case. For example. nk = 2k − 1. f : R → R is a strictly increasing function if whenever x < y. However. 2.1.

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. Draw the graph of the function f (x) = 13. the empty set. 2t + 1 if t ≤ 1 . 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 . Suppose an = 1 n x 1+x . and g : D (g) → R (g) is one to one. Let f (t) be deﬁned by f (t) = Find f −1 if possible. the nonzero real numbers. Draw the graph of the function f (x) = x2 + 2x + 2. 1 15.86 7. which of the following are necessarily one to one on their domains? Explain why or why not by giving a proof or an example. Draw the graph of the function f (x) = x3 + 1. (a) f + g (b) f g (c) f 3 (d) f /g 10. If Xi are sets and for some j. an+2 ≡ an + an+1 of the form rn . R (f ) ⊆ D (g) . Does it follow that g ◦ f is one to one? 9. Does there exist any such function? 16. Find all values of x where f (x) = 1 if there are any. one of which is r = 1+2 5 . t if t > 1 FUNCTIONS 8. satisfying f (x) − f in the domain of f ? 1 x = 3x which has both x and 1 x 17. Find bk where bk = ank . Then you try to pick c and d such that the conditions. d. 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. 12. You will √ be able to show that there are two values of r which work. 11. . If f : R → R and g : R → R are two one to one functions. Suppose f (x) + f x = 7x and f is a function deﬁned on R\ {0} . Does there exist a function f . Suppose f : D (f ) → R (f ) is one to one. a1 = 1 and a2 = 1 both hold. n i=1 14. Verify carefully that Xi = ∅. Xj = ∅. and let nk = 2k .

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

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

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

Choose δ √ such that 0 < δ ≤ min 1. it must be concluded that f is not continuous there. 2x + 12 > 0. whenever |y − 0| < δ. The choice of δ for a particular ε is usually arrived at by using intuition. Then if |y − 0| < δ = ε. the actual ε δ argument reduces to a veriﬁcation that the intuition was correct. |−5x + 10 − (25)| = 5 |x − (−3)| . How did I know to let δ = ε? That is a very good question. Since a contradiction is obtained by assuming that f is continuous at x.4 Show the function. either way. Here is another example. it follows from this inequality that 1 |−5x + 10 − (25)| = 5 |x − (−3)| < 5 ε = ε.90 and y2 be as just described.5 Show f (x) = −3x2 + 7 is continuous at x = 7. 1√ 2 √ |x − 5| ≤ 22 |x − 5| 11 2x + 12 + 22 √ whenever |x − 5| < 1 because for such x.3 Show the function. Consider the following. Example 5. . FUNCTIONS which is a contradiction. 5 Sometimes the determination of δ in the veriﬁcation of continuity can be a little more involved. Then if |x − 5| < δ. let ε > 0 be given and let δ = ε. |x| < |y1 | = |f (y1 ) − f (y2 )| ≤ |f (y1 ) − f (x)| + |f (x) − f (y2 )| < 2ε = |x| . Then |f (y) − f (0)| = 0 if y is irrational |f (y) − f (0)| = |y| < ε if y is rational. To do this. This allows one to ﬁnd a suitable δ.3. ε 222 . Example 5. all the inequalities above hold and =√ √ 2x + 12 − √ √ 2 ε 22 2 = ε. If ε > 0 is given. let 0 < δ ≤ 1 ε. Now consider: √ 2x + 12 − √ 22 = √ 2x + 12 − 22 √ 2x + 12 + 22 √ 2x + 12 is continuous at x = 5.3. it follows |f (y) − f (0)| < ε and so f is continuous at x = 0. 22 ≤ √ |x − 5| < √ 22 22 2 Exercise 5. Then if 0 < |x − (−3)| < 5 δ. f (x) = First note f (5) = √ 22.3. To see f is continuous at 0. Here is another example. f (x) = −5x + 10 is continuous at x = −3. note ﬁrst that f (−3) = 25 and it is desired to verify the conditions for continuity. Now let ε > 0 be given.

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

If θ < 0. note that for |θ| < π/2. cos and sin are continuous. then −θ = |θ| > 0 and −θ ≥ sin (−θ) . Therefore. whenever |θ| is small enough. 1 − cos θ + sin θ ≥ θ ≥ sin θ. it follows |sin θ − 0| = |sin θ − sin 0| = |sin θ| ≤ |θ| < δ = ε. Therefore. both of these last two terms are less than ε/2 and this proves cos is continuous at x. showing sin is continuous at 0. ||x| − |y|| ≤ |x − y| . Then if |θ| < δ. This proves these functions are continuous at 0.1 The functions.92 Similarly.4 on Page 59 the following inequality is valid for small positive values of θ. ||x| − |y|| ≤ |x − y| < δ = ε which shows continuity of the function. sin x) is a point on the unit circle. |y| − |x| ≤ |x − y| . cos θ ≥ 0 and so for such θ.5. By Corollary 3. sin2 θ ≥ sin2 θ 1 − cos2 θ = = 1 − cos θ ≥ 0. |θ| ≥ |sin θ| . |sin x| ≤ 1. It follows that for θ small and positive. It follows from (5. Therefore. . Next. |θ| ≥ |sin θ| = sin θ. 1 + cos θ 1 + cos θ (5. The proof that sin is continuous is left for you to verify. From the ﬁrst part of this theorem.5 Continuity Of Circular Functions The functions sin x and cos x are often called the circular functions. then |sin θ| < ε. |cos y − cos x| ≤ ≤ |cos x (cos (y − x) − 1)| + |sin x| |sin (y − x)| |cos (y − x) − 1| + |sin (y − x)| . since |cos x| . given ε > 0 there exists δ > 0 such that if |θ| < δ. (cos x. f (x) = |x| . This is because for each x ∈ R.2) From the ﬁrst part of√ this argument for sin. cos y − cos x = cos (y − x) cos x − sin (x − y) sin x − cos x and so. Now let ε > 0 be given and take δ = ε. if |y − x| is suﬃciently small. 5.5. FUNCTIONS It follows that if ε > 0 is given. Now y = (y − x) + x and so cos y = cos (y − x) cos x − sin (x − y) sin x. Theorem 5. Proof: First it will be shown that cos and sin are continuous at 0. one can take δ = ε and obtain that for |x − y| < δ = ε.2) that if |θ| < δ. then ε > 1 − cos θ ≥ 0. But then this means |sin θ| = − sin θ = sin (−θ) ≤ −θ = |θ| in this case also.

5. Let f (x) = x show f is continuous at every value of x in its domain. Hint: First show the function given as f (x) = x is continuous and then use the theorem.6. Hint: You might want to make use of the identity. 10. EXERCISES 93 5. Using Theorem 5. Let f (x) = 2x + 7. Then show it is continuous at every point.1. Show f is continuous at x = 3. Note that if one δ works in the deﬁnition. 6. 5. Let f (x) = x2 + 2x. Let f (x) = x2 + 1. Show f is continuous at x = 1. Show f is continuous at every value of x. Show f is continuous at every point x.4. Show sin is continuous. Now try to complete the argument by letting δ ≤ min (1.6 Exercises 1. Thus if |x − 3| < 1. Hint: |f (x) − f (3)| = x2 + 1 − (9 + 1) = |x + 3| |x − 3| . Determine where g is 0 if x ∈ Q / continuous and explain your answer. min means to take the minimum of the two numbers in the parenthesis. 11. Hint: Review the two versions of the triangle inequality for absolute values. 3. 2. Show f is continuous at x = 2. Let f (x) = x2 + 1. it follows from the triangle inequality. . Let f (x) = 1 if x ∈ Q and consider g (x) = f (x) sin x. Let f (x) = 1 x2 +1 . 8. ε/4) . Let f (x) = 2x2 + 1. Let f (x) = |2x + 3|. |x| < 1 + 3 = 4 and so |f (x) − f (3)| < 4 |x − 3| . √ x− √ y=√ x−y √ x+ y at some point in your argument. Show f is continuous at every point.5. The symbol. 7. In this case. √ 9. Proofs of these theorems are in the last section at the end of this chapter. show all polynomials are continuous and that a rational function is continuous at every point of its domain. Hint: You need to let ε > 0 be given. you should try δ ≤ ε/2. 4.7 Properties Of Continuous Functions Continuous functions have many important properties which are consequences of the completeness axiom. Show f is continuous at x = 4. then so does any smaller δ.

7. b) such that f (x) = c. f (0) = 7 > 0 while f 5π 2 = 5π 2 4 +7− 5π 2 3 sin 5π 2 which is approximately equal to −422. .7.1 Suppose f : [a. for it to fail would be incredible. The proof of this lemma is in the last section of this chapter in case you are interested. 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.4 Let φ : [a. b] → R is continuous and suppose f (a) < c < f (b) .7.1 and Problem 9 on Page 93 it follows √ easily that the function. 2 This example illustrates the use of this major theorem very well. It gives the existence of a certain point. the above picture makes this theorem very easy to believe. Lemma 5. It may seem this is obvious but without completeness the conclusion of the theorem cannot be drawn. Then there exists x ∈ (a. y c x a b You see in the picture there is a horizontal line.4. Theorem 5. 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.2 Does there exist a solution to the equation x4 + 7 − x3 sin x = 0? By Theorem 5. √ Example 5. (This is called the horizontal line test. You see this taking place in the above picture where the line and the graph of the function cross. 731 331 831 631 6 < 0. Nevertheless. Deﬁnition 5. deﬁned on some interval is strictly increasing if whenever x < y. 5π such that f (x) = 0. given √ by f (x) = x4 + 7 − x3 sin x is continuous. it follows f (x) > f (y) .3 A function. The intermediate value theorem says there is some point between a and b such that the value of the function at this point equals c. it follows f (x) < f (y) . b] → R be a one to one continuous function.) Now if your function is continuous (having no jumps) and is one to one. The x value at this point is the one whose existence is guaranteed by the theorem. Also. Therefore.7. Then φ is either strictly increasing or strictly decreasing.94 FUNCTIONS The next theorem is called the intermediate value theorem and the following picture illustrates its conclusion. by the intermediate value theorem there must exist x ∈ 0. It says something exists but it does not tell how to ﬁnd it. f. f. The function is strictly decreasing if whenever x < y. This lemma is not real easy to prove but it is one of those things which seems obvious. 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. You should draw a picture of the graph of a strictly increasing or decreasing function from the deﬁnition.

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. b) → R be one to one and continuous. Consequently. Thus c ∈ Ik for every k and this proves the lemma. b) → R be a one to one continuous function. this implies ak ≤ ak+1 . d] and f −1 : [c.7. 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 is really quite a remarkable result and may not seem so obvious. Separating the two halves. c ∈ R which is an element of every Ik .7. To view the graph of the inverse function. If the original graph has no jumps in it. k + 1. the second containing the third. bk ≥ bk+1 . neither will the new graph. Then f (a. Ik ⊇ Ik+1 . Consider the intervals Ik ≡ (0. [c. Also. b] is continuous. c ≡ sup al : l = 1. The proof of this corollary is the same as the proof of the lemma. k + 1. d] → [a.7.4) (5. then f ([a. Now deﬁne al ≤ al ≤ bl ≤ bk . It involves a sequence of intervals. PROPERTIES OF CONTINUOUS FUNCTIONS 95 Corollary 5. 2. it becomes possible to prove the following lemma which shows a function continuous on a closed interval in R is bounded.5 Let φ : (a. and (5. bk and suppose that for all k = 1. This corollary is not too surprising either. The next corollary follows from the above. 2. Then you notice this inside doll also comes apart in the center. d) and f −1 : (c. bk is an upper bound to al : l = k. the third containing the fourth and so on. simply turn things on the side and switch x and y. This goes on quite a while until the ﬁnal doll is in one piece. This is why there is a proof in the last section of this chapter. not to the drawing of pictures. b] → R is one to one and continuous. · · · ≤ bk (5. Then there exists a point.3).5. if k ≤ l. if f : [a. In Russia there is a kind of doll called a matrushka doll. Proof: Since Ik ⊇ Ik+1 . · · · ak ≤ c = sup al : l = k. If this went too fast. Lemma 5. With the nested interval lemma. You pick it up and notice it comes apart in the center. Of course.4). · · · . b) is an open interval. Therefore. Corollary 5. Thus the only candidate for being in all the intervals is 0 and 0 has been left out of them all.7 Let Ik = ak . the concept of continuity is tied to a rigorous deﬁnition. d) → (a. the reason for the last inequality in (5.5) for each k = 1. you ﬁnd yet another identical doll inside. The fundamental question is whether there exists a point in all the intervals.3) (5. 1/k) . The nested interval lemma is like a matrushka doll except the process never stops. . · · ·.6 Let f : (a. Separating the two halves you ﬁnd an identical doll inside. 2 · · · . Then φ is either strictly increasing or strictly decreasing. b]) is a closed interval. (c.5) is that from (5.7.4) By the ﬁrst inequality in (5. the ﬁrst containing the second. it is at least as large as the least upper bound. b) is continuous.

Also. The next theorem is known as the max min theorem or extreme value theorem. m and M such that for all x ∈ [a. b] . Then f is bounded. g (x) ≡ (M − f (x)) = M −f (x) is continuous on I. 2 Continue in this way obtaining sets. Consider the two sets. x2 ∈ I such that for all x ∈ I. This contradiction proves the lemma. That is there exist numbers. Consequently. If for −1 1 all x ∈ I. b] and let f : I → R be continuous. By the nested interval lemma. y. f (x) = M. Alternatively. c which is contained in each Ik . x ∈ I such that (M − f (x)) is as small as desired. a+b 2 and a+b . Since M is the least upper bound of f (I) there exist points. x.96 FUNCTIONS Lemma 5. then by Theorem 5.6) holds for all such y. Then use what was just proved to conclude h achieves its maximum at some point. 1) . a.4.9 Let f (x) = 1/x for x ∈ (0. |x − y| ≤ 2−k (b − a). by continuity. x1 . |f (y)| ≤ |f (c)| + 1 which shows that f is bounded on Ik contrary to the way Ik was chosen. Proof: By completeness of R and Lemma 5. Now do to I1 what was done to I0 to obtain I2 ⊆ I1 and for any two points.7. This means there exist. it follows that f must fail to be bounded on at 2 least one of these sets. Proof: Let I ≡ I0 and suppose f is not bounded on I0 . This proves f achieves its maximum. you could consider the function h (x) = M − f (x) . 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.1.7.6) Let k be so large that 2−k (b − a) < δ. b] and let f : I → R be continuous. x. Since f is not bounded on I0 . Theorem 5.7. x1 .000001. Ik such that Ik ⊇ Ik+1 and for any two points in Ik .10 Let I = [a. This proves the theorem.7. Example 5. |c − y| < δ and so (5. 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. f (x1 ) ≤ f (x) ≤ f (x2 ) . Then for every y ∈ Ik .7. there exists a δ > 0 such that if |c − y| < δ. contrary to Lemma 5. M.there exists a point. Then f achieves its maximum and its minimum on I. g is not bounded above. y ∈ I2 |x − y| ≤ 2−1 b−a ≤ 2−2 (b − a) .8 Let I = [a. The same function deﬁned on [. Clearly. m ≤ f (x) ≤ M. the function. Therefore. there must exist some x ∈ I such that f (x) = M. The argument for the minimum is similar. (5. f is not bounded. b .8. But this implies that for all y ∈ Ik . then |f (c) − f (y)| < 1. . Let I1 be one of these on which f is not bounded.8 f (I) has a least upper bound. 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.

5. Deﬁnition 5. All it can do is try to approximate it and what it gives you is this approximation. 2. For all ε > 0 there exists δ > 0 such that if 0 < |y − x| < δ. √ 6. x) ∪ (x. x + r) for some r > 0. Does this contradict the intermediate value theorem? Explain. Do you believe in 7 8? That is. 3.5. 1) which does not achieve its maximum on (0. x + r) . 1) which is bounded but which does not achieve either its maximum or its minimum. √ 8.8 Exercises 1. then. Give an example of a continuous function deﬁned on [0. the rational numbers. |L − f (y)| < ε. Give an example of a continuous function deﬁned on (0. Give an example of a discontinuous function deﬁned on [0. .8. 1) ∪ (1. Show that even though f (0) < 0 and f (2) > 0. That is. negative at 0 but is not equal to zero for any value of x. It has been known since the time of Pythagoras that 2 is irrational. 1] which is bounded but does not achieve either its maximum or its minimum. f (x) = x7 − 8. Let f (x) = x − 2 for x ∈ Q. You supply the details. Give an example of a continuous function deﬁned on (0. Then y→x lim f (y) = L if and only if the following condition holds.1 Let f : D (f ) ⊆ R → R be a function where D (f ) ⊇ (x − r. Hint: Try f (x) = x2 − 2.9.9 Limits Of A Function A concept closely related to continuity is that of the limit of a function. √ 7. 1) . Note that f is not necessarily deﬁned at x. there is no point in Q where f (x) = 0. 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. your calculator does not even know about 7 8. 4. If everything is the same as the above. then the notation is y→x+ lim f (y) = L. show that the conclusion of the intermediate value theorem could no longer be obtained. Hint: Look for discontinuous functions satisfying the horizontal line test. except y is required to be larger than x and f is only required to be deﬁned on (x. 5. In fact. EXERCISES 97 5. does there exist a number which multiplied by itself seven times yields 8? Before you jump to any conclusions. Give an example of a function which is one to one but neither strictly increasing nor strictly decreasing. If you throw out all the irrational numbers. the number you get on your √ calculator is wrong. 2] which is positive at 2. Why does it exist? Hint: Use the intermediate value theorem on the function.

|f (x) − L| < ε and x→−∞ (5.7) lim f (x) = L if for every ε > 0 there exists l such that whenever x < l. There exists δ > 0 such that if 0 < |y − x| < δ. Therefore. limy→x f (y) = b. 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 following pictures illustrate some of these deﬁnitions. (5. this is equivalent to f being continuous at x. x) and y is required to be less than x. this shows L = L1 .6. then |f (y) − L| < ε.with the same conditions above.9. Since ε > 0 was arbitrary.9. Theorem 5. then L = L1 . In the second picture. Note the value of the function at x equals c while limy→x+ f (y) = b and limy→x− f (y) = a. x→∞ 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. the limit of the function equals ∞ if the values of the function are ultimately larger than any given number. y→x− Limits are also taken as a variable “approaches” inﬁnity.98 FUNCTIONS If f is only required to be deﬁned on (x − r. |f (y) − L1 | < ε. for such y. More precisely: . Roughly speaking.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. The above theorem holds for any of the kinds of limits presented in the above deﬁnition. the values of the function do not ever get close to their target because nothing can be close to ±∞. we write lim f (y) = L.7) holds. In this case. Proof: Let ε > 0 be given. 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. |L − L1 | ≤ |L − f (y)| + |f (y) − L1 | < ε + ε = 2ε. The value of a function at x is irrelevant to the value of the limit at x! This must always be kept in mind. You do not evaluate interesting limits by computing f (x)! In the above picture. c b a s c c c b s c x x In the left picture is shown the graph of a function.

there exists δ > 0 such that whenever |y − x| < δ. Suppose limy→x f (y) = L and limy→x g (y) = K where K and L are real numbers in R. There exists δ 1 such that if 0 < |y − x| < δ 1 .9. In fact. The proof of (5. (5. then L ≤ a and if f (y) ≥ a then L ≥ a. |f (y)| < 1 + |L| . limx→∞ f (x) = ∞ if for all k.13) Now let 0 < δ 2 be such that for 0 < |x − y| < δ 2 . g (y) K (5. One sided limits and limits as the variable approaches −∞. |g (y) − K| < . 2 (1 + |K| + |L|) 2 (1 + |K| + |L|) (5.13) that |f g (y) − LK| < ε and this proves (5. Theorem 5. are deﬁned similarly. then y→x lim h ◦ f (y) = h (L) . it follows from (5. If f (y) ≤ a all y of interest. . Proof: The proof of (5.11) Suppose limy→x f (y) = L. Limits as x → ±∞ and one sided limits are handled similarly. y→x lim (5. Next consider (5.9).9. LIMITS OF A FUNCTION 99 Deﬁnition 5.5.8) is left for you. (5.10) Also.9) and if K = 0. and the triangle inequality. δ 2 ).12) Then letting 0 < δ ≤ min (δ 1 . |f g (y) − LK| ≤ (1 + |K| + |L|) [|g (y) − K| + |f (y) − L|] . It may seem there is a lot to memorize here. |f (y) − L| < ε ε .9. It is like a corresponding theorem for continuous functions. It is just like the theorem about the quotient of continuous functions being continuous provided the function in the denominator is non zero at the point of interest. limy→x denotes any of the limits described above. and so for such y.4 In this theorem.8) y→x y→x lim f g (y) = LK f (y) L = . for 0 < |y − x| < δ1 . then |f (y) − L| < 1. then limy→x f (x) = ∞ if for every number l. Therefore. Then if a. there exists l such that f (x) > k whenever x > l. if h is a continuous function deﬁned near L.3 If f (x) ∈ R. |f g (y) − LK| ≤ |f g (y) − f (y) K| + |f (y) K − LK| ≤ |f (y)| |g (y) − K| + |K| |f (y) − L| .10) is left to you. Let ε > 0 be given. b ∈ R. Then by the triangle inequality. lim (af (y) + bg (y)) = aL + bK. the symbol. (5.9). this is not so because all the deﬁnitions are intuitive when you understand them. then f (x) > l.

Proof: You ﬁll in the details. then L > a. then |h (x) − L| ≤ |f (x) − L| . Proof: If L ≥ h (x) . They are minor modiﬁcations of the above. then |h (x) − L| ≤ |g (x) − L| . and I is an interval of the form (a. then |h (y) − h (L)| < ε Now since limy→x f (y) = L. for y close enough to x.9. |h (f (y)) − h (L)| < ε. It only remains to verify the last assertion. (a. b]. if 0 < |x − a| < δ. f (y) ∈ (L − ε. It is required to show that L ≤ a. |f (x) − L| < ε/2 and there exists δ 2 such that if 0 < |x − a| < δ 2 . The same theorem holds for one sided limits and limits as the variable moves toward ±∞. If this is not true. δ 2 ). b). This proves the theorem. b] .5 Suppose limx→a f (x) = L = limx→a g (x) and for all x near a. then |f (y) − L| < η. Since h is continuous near L.9. or [a. there exists δ > 0 such that if 0 < |y−x| < δ. if 0 < |y−x| < δ. it follows that for ε > 0 given. |h (x) − L| ≤ |f (x) − L| + |g (x) − L| . Theorem 5.11). Theorem 5. Assume f (y) ≤ a. A very useful theorem for ﬁnding limits is called the squeezing theorem. If L < h (x) . Letting ε be small enough that a < L − ε. L + ε) which requires f (y) > a contrary to assumption.100 FUNCTIONS Consider (5. Letting 0 < δ ≤ min (δ 1 . f (x) ≤ h (x) ≤ g (x) . then |h (x) − L| ≤ |f (x) − L| + |g (x) − L| < ε/2 + ε/2 = ε. The proofs are left to you. it follows that ultimately. b) . Therefore. then f is continuous at x ∈ I if and only if limy→x f (y) = f (x) . There exists δ 1 such that if 0 < |x − a| < δ 1 .6 For f : I → R. Therefore. Now let ε > 0 be given. [a. Compare the deﬁnition of continuous and the deﬁnition of the limit just given. . Then x→a lim h (x) = L. then |g (x) − L| < ε/2. there exists η > 0 such that if |y−L| < η.

**5.9. LIMITS OF A FUNCTION Example 5.9.7 Find limx→3 Note that
**

x2 −9 x−3 x2 −9 x−3 .

101

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

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

x 1+x .

Example 5.9.8 Let

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

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

x→∞

lim

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

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

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

√

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

102

FUNCTIONS

5.10

Exercises

(a) limx→0+

|x| x x limx→0+ |x| |x| x

1. Find the following limits if possible

(b)

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

x2 −16 x+4 x2 −9 x+3

(f) limx→−2

**x2 −4 x−2 x limx→∞ 1+x2 x limx→∞ −2 1+x2
**

1 (x+h)3 1 − x3

2. Find limh→0 3. Find

h

.

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

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

x2 −4 x3 +3x2 −9x−2 .

7. Find limx→∞

√

1 − 7x + x2 −

√

1 + 7x + x2 .

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

(x+h)2 −x2 . h

**11. Prove Theorem 5.9.6 from the deﬁnitions of limit and continuity. 12. Find limh→0 13. Find limh→0
**

(x+h)3 −x3 h

1 1 x+h − x

h

3

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

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

5.11. THE LIMIT OF A SEQUENCE

103

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

5.11

The Limit Of A Sequence

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

n→∞ ∞

lim an = a or an → a

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

**a contradiction. Example 5.11.3 Let an = Then it seems clear that
**

n→∞ 1 n2 +1 .

lim

1 = 0. n2 + 1

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

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

FUNCTIONS

ε−1 . Then if

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

n→∞ n n

**lim an = a and lim bn = b.
**

n→∞

**Also suppose x and y are real numbers. Then
**

n→∞

**lim xan + ybn = xa + yb
**

n→∞

(5.14) (5.15)

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

If b = 0,

n→∞

(5.16)

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

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

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

105

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

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

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

2

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

2

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

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

1 n, n

FUNCTIONS

1 n

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

n→∞

lim an = lim bn = 0.

n→∞

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

n 1 r

− 1, it follows

1 . 1+α

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

5.11.1

Sequences And Completeness

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

5.11. THE LIMIT OF A SEQUENCE

107

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

k=1 n1

|ak | .

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

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

108

FUNCTIONS

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

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

n−1 n−1 n−1

=

k=m

bk − bk+1 ≤

k=m

bk − sk ≤

k=m

2−k (b1 − s1 )

=

2

−m

−2 2−1

−n

(b1 − s1 ) ≤ 2−m+1 (b1 − s1 )

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

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

109

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

n→∞

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

5.11.2

Decimals

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

n

.a1 a2 · ·· ≡ lim

n→∞

k=1

ak . 10k

**Proposition 5.11.18 The above deﬁnition makes sense.
**

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

ak ≤ 10k

n k=1

9 =9 10k

n k=1

1 . 10k

Now 9 10

n k=1

1 10k

n

=

k=1

1 1 − 10k 10

n k=1

1 = 10k

n k=1

1 − 10k

n+1 k=2

1 10k

=

1 1 − n+1 10 10

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

110 and so

FUNCTIONS

n k=1

1 10 ≤ k 10 9

1 1 − n+1 10 10

≤

10 9

1 10

=

1 . 9

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

5.11.3

Continuity And The Limit Of A Sequence

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

5.12

Exercises

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

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

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

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

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

**(n2 + 6n) − n. Hint: Multiply and divide by
**

n 1 k=1 10k . n k k=0 r .

(n2 + 6n) + n.

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

Hint: First show

n k k=0 r

=

r n+1 r−1

−

1 r−1 .

Then

5.12. EXERCISES

111

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

n n k 1 n n

≤

1+

1 n+1

n+1

.

=

n

n·(n−1)···(n−k+1) . k!

**By the binomial theorem,
**

k factors

1+

1 n

=

k=0

n k

1 n

k

n

=

k=0

n · (n − 1) · · · (n − k + 1) . k!nk

Now consider the term

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

1 n+1 n+1

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

note that a similar term occurs in the

, there are more terms.

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

1 n n 1 n n

≤ 3.

**exists and equals a number less than 3.
**

n

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

112

n

FUNCTIONS

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

1 k (k − 1)

n

=

k=2

1 1 − k−1 k

=

n

1 1 1 − ≤ . 2 n−1 2

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

25. Let a be a positive number and let x1 = b > 0 where b2 > a. Explain why there exists such a number, b. Now having deﬁned xn , deﬁne xn+1 ≡ 1 xn + xa . Verify that 2 n {xn } is a decreasing sequence and that it satisﬁes x2 ≥ a for all n and is therefore, n bounded below. Explain why limn→∞ xn exists. If x is this limit, show that x2 = a. Explain how this shows that every positive real number has a square root. This is an example of a recursively deﬁned sequence. Note this does not give a formula for xn , just a rule which tells us how to deﬁne xn+1 if xn is known.

9 26. Let a1 = 0 and suppose that an+1 = 9−an . Write a2 , a3 , a4 . Now prove that for all √ n, it follows that an ≤ 9 + 3 5 (By Problem 6 on Page 97 there is no problem with 2 2 the existence of various roots of positive numbers.) and so the sequence is bounded above. Next show that the sequence is increasing and so it converges. Find the limit of the sequence. Hint: You should prove these things by induction. Finally, to ﬁnd 9 the limit, let n → ∞ in both sides and argue that the limit, a, must satisfy a = 9−a .

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

13. Now do for I1 what was done for I0 . by Theorem 5. Theorem 5. 1) . there exists a subsequence. n3 such that n3 > n2 and xn3 ∈ I3 .13 Uniform Continuity There is a theorem about the integral of a continuous function which requires the notion of 1 uniform continuity. for a given ε > 0. {ank } such that this subsequence converges to a point of K. etc. it is continuous at every point of (0. 1) .1.4. (This can be done because in each case the intervals contained xn for inﬁnitely many values of n. Now pick n1 such that xn1 ∈ I1 . Prove limn→∞ n n = 1. Proof: Let {xn } ⊆ [a.13. This proves the theorem. This is a continuous function because.13.) By the nested interval lemma there exists a point. It is an amazing fact that under certain conditions continuity implies uniform continuity. (a) (b) n5 1. Deﬁnition 5. Consider the two intervals a.2 A set. Split it in half and let I2 be the interval which contains xn for inﬁnitely many values of n.13. a+b and a+b . By continuity.3 Every closed interval.01n 10n n! √ √ n 32. 5. The notion of uniform continuity involves being able to choose a single δ which works on the whole domain of f. does it follow that limn→∞ |an | = |a|? Prove or else give a counter example. Consider the function f (x) = x for x ∈ (0. b] . K ⊆ R is sequentially compact if whenever {an } ⊆ K is a sequence. Then f is uniformly continuous if for every ε > 0. Show this requires that f (x) = 0.1 Let f : D ⊆ R → R be a function. UNIFORM CONTINUITY 113 argue there exist sequences. At least one of these intervals contains xn for inﬁnitely many values of n. Furthermore.5. Hint: Let en ≡ n n − 1 so that (1 + en ) = n. you can assume f (xn ) → f (x) and f (yn ) → f (x). n2 such that n2 > n1 and xn2 ∈ I2 . . If limn→∞ an = a. |xnk − c| < (b − a) 2−k and so limk→∞ xnk = c ∈ [a. δ deﬁnition of continuity becomes very small as x gets close to 0. Deﬁnition 5. 31. The following theorem is part of the Heine Borel theorem. b] is sequentially compact. Call this interval I1 . Here is the deﬁnition. the δ needed in the ε. Continue this way obtaining a sequence of nested intervals I0 ⊇ I1 ⊇ I2 ⊇ I3 · ·· where the length of In is (b − a) /2n . b each of 2 2 which has length (b − a) /2. [a. However. Now observe that en > 0 and use the binomial theorem to conclude 1 + nen + n(n−1) e2 ≤ n. Show the following converge to 0. there exists a δ depending only on ε such that if |x − y| < δ then |f (x) − f (y)| < ε. This n 2 nice approach to establishing this limit using only elementary algebra is in Rudin [14]. 30. xn → x and yn → x such that f (xn ) < 0 and f (yn ) > 0. b] ≡ I0 . c contained in all these intervals. This is discussed in this section.

{xnk } such that xnk → z ∈ K.5 Suppose I is a closed interval.13. ∞) → R given by f (x) = x .13. y ∈ D. the theorem must be true. show that yn → z also. 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”. xδ and yδ such that even though |xδ − yδ | < δ. |f (xδ ) − f (yδ )| ≥ ε. 2. Show f is uniformly continuous even though the set on which f is deﬁned is not sequentially compact.4 Let f : K → R be continuous where K is a sequentially compact set in R. You should give a precise proof of what is needed here. f : D ⊆ R → R is Lipschitz continuous or just Lipschitz for short if there exists a constant. Obviously ynk must also move toward the point also. Show every Lipschitz function is uniformly continuous.1 The following assertions are valid . there exists ε > 0 such that for every δ > 0 there exists a pair of points. Proof: If this is not true. A function. there exists a subsequence. 4. k Consequently.14 Exercises 1. Corollary 5. Taking a succession of values for δ equal to 1.114 FUNCTIONS Theorem 5. ynk → z also. and letting the exceptional pair of points for δ = 1/n be denoted by xn and yn . K such that |f (x) − f (y)| ≤ K |x − y| for all x. b] and f : I → R is continuous. Now nk ≥ k and so 1 |xnk − ynk | < . Theorem 5.13. The following corollary follows from this theorem and Theorem 5. 5. Explain why. · · ·. 0 = |f (z) − f (z)| = lim |f (xnk ) − f (ynk )| ≥ ε. ( xnk is like a person walking toward a certain point and ynk is like a dog on a leash which is constantly getting shorter. If |xn − yn | → 0 and xn → z. |xn − yn | < 1 . Consider f : (1. 1/3.) By continuity of f and Problem 12 on Page 111.15. 1/2. Then f is uniformly continuous.3. n Now since K is sequentially compact. I = [a. proofs of some theorems which have not been proved yet are given. |f (xn ) − f (yn )| ≥ ε.15 Theorems About Continuous Functions In this section. If f is uniformly continuous. 1 3. Therefore. k→∞ an obvious contradiction. Then f is uniformly continuous on K.

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

and g is continuous at f (x) . If f is continuous at x. and |g (y)| < 3 |g (x)| /2. f (x) ∈ D (g) ⊆ Rp . 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 . δ 3 ) . δ 1 . 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. 2 ε −1 M 2 Then if 0 < δ ≤ min (δ 0 . and |x−y| < δ. M + M 2 2 This completes the proof of the second part of 2. Then if |x−y| < min (δ 0 . Now consider 3.116 and so by the triangle inequality. then |f (x) − f (y)| < and let δ 3 be such that if |x−y| < δ 3 .). Let ε > 0 be given.) Note that in these proofs no eﬀort is made to ﬁnd some sort of “best” δ. The problem is one which has a yes or a no answer. δ 2 . Then there exists η > 0 such that if <M .then g ◦ f is continuous at x. 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 1 ) . Either is it or it is not continuous.

Pick the interval on which f has values which are at least as large as c and values no larger than c. (φ (y2 ) − φ (x2 )) (y2 − x2 ) < 0. the above inequality does not hold. Proof: Let d = a+b and consider the intervals [a. then there exists x1 < y1 .2 Suppose f : [a.) To verify part 4.5. all the above hold and so |g (f (z)) − g (f (x))| < ε. Then if |x−y| < δ. This proves part 3. If φ is not strictly decreasing on (a.15. Now consider that interval. d] . b) . Lemma 5. let ε > 0 be given and let δ = ε. then since φ is 1 − 1. From continuity of f at x. Then xt < yt for all t ∈ [0. if f (d) ≤ c. 1] because tx1 ≤ ty1 and (1 − t) x2 ≤ (1 − t) y2 . Let xt ≡ tx1 + (1 − t) x2 and yt ≡ ty1 + (1 − t) y2 . b) such that f (x) = c. 2 the function is ≤ c at one end point and ≥ c at the other. f (yn ) ≥ c. b] . divide it in half as was done for the original interval and argue that on one of these smaller intervals. In the nth interval. let xn . Proof: First it is shown that φ is either strictly increasing or strictly decreasing on (a. If for some other pair of points. the function has values at least as large as c and values no larger than c. Now |xn − x| ≤ (b − a) 2−n and |yn − x| ≤ (b − a) 2−n and so xn → x and yn → x. y1 ∈ (a. the triangle inequality implies |f (x) − f (y)| = ||x| − |y|| ≤ |x−y| < δ = ε. b) . Therefore. then on [a. it follows that |g (y) − g (f (x))| < ε. Next apply the nested interval lemma to get x in all these intervals. see Problem 12 on Page 111).) and completes the proof of the theorem. If f (d) ≥ c. then on [d. b] . then |f (z) − f (x)| < η. b] → R be a continuous function and suppose φ is 1 − 1 on (a. x1 . Then there exists x ∈ (a.3 Let φ : [a.15. Continue in this way. yn be elements of this interval such that f (xn ) ≤ c. b] f ≥ 0 at one end point and ≤ 0 at the other. THEOREMS ABOUT CONTINUOUS FUNCTIONS 117 |y−f (x)| < η and y ∈ D (g) . x2 < y2 with x2 .15. b) such that (φ (y1 ) − φ (x1 )) (y1 − x1 ) > 0. Next here is a proof of the intermediate value theorem. This proves part 4.). Then φ is either strictly increasing or strictly decreasing on [a. b). On the other hand. Then if |x−z| < δ and z ∈ D (g ◦ f ) ⊆ D (f ) . b). b] → R is continuous and suppose f (a) < c < f (b) . Theorem 5. n→∞ Consequently f (x) = c and this proves the theorem. (For the last step. there exists δ > 0 such that if |x−z| < δ and z ∈ D (f ) . f (x) − c = lim (f (xn ) − c) ≤ 0 n→∞ while f (x) − c = lim (f (yn ) − c) ≥ 0. y2 ∈ (a. d] and [d.

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

if considering the average velocity of the object on the interval [. from −10 to 21. In general.5) + (. the object is at the point −10 kilometers and when t = 1. Thus the velocity at t = . [. it is reasonable to suppose that the magnitude of the average velocity of the object over a very small interval of time would be very close to the number that would appear on the speedometer.5 + h) − 30 (. For example.1 Velocity Imagine an object which is moving along the real line in the positive direction and that at time t > 0.5 + .0001 = 31.5 + . Thus the average velocity would be 21−(−10) = 31 1 kilometers per hour. What number does this average get close to as h gets smaller and smaller? Clearly it gets close to 31 and for this reason.5 would be close to (r (.0001) − r (. consider a time interval of length h and then deﬁne the instantaneous velocity to be the number which all these average velocities get close to as h gets smaller and smaller. .5.5) 2 2 /.5 + h) + (.5 + . the number would be negative.Derivatives 6.5)) /. The notion just described of ﬁnding an instantaneous velocity has a geometrical application to ﬁnding the slope of a line tangent 119 .5.5) 2 2 /h = 30 + 2 (. If the object were moving in the negative direction.000001 instead of just .5 is deﬁned as 31. the velocity at time . the object is at 21 kilometers. Thus in this case form the average velocity on the interval.0001 = 30 (. The average velocity during this time is the distance traveled divided by the elapsed time.0001.01) + (. this average velocity would be pretty close to the thing which deserves to be called the instantaneous velocity at t = .5) − (.0001) − 30 (. Suppose it was desired to ﬁnd something which deserves to be referred to as the instantaneous velocity when t = 1/2? If the object were a car. Thus at t = 0. .5 + .5 + h] to get 30 (. 000 1 Of course.0001] . It is positive because the object is moving in the positive direction.5 hours. It came out positive because the object moved in the positive direction along the real line. you would expect to be even closer using a time interval of length .5) + h. the position of the object is r (t) = −10 + 30t + t2 where distance is measured in kilometers and t in hours.

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

does not mean f has a derivative. h→0− h→0− h h lim Thus the two limits. Example 6. Proof: Suppose ε > 0 is given and choose δ 1 > 0 such that if |h| < δ 1 . 1+|fε (x)| it follows if |h| < δ.2.6. Find f (x) . . THE DERIVATIVE Theorem 6. this shows that if |y − x| < δ. 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 = 0.4 Let f (x) = cx where c is a constant.2 If f (x) exists.2. then |f (x + h) − f (x)| < ε. one from the right and one from the left do not agree as they would have to do if the function had a derivative at x = 0. f (x + h) − f (x) − f (x) < 1. h→0 lim f (x + h) − f (x) = lim 0 = 0 h→0 h Example 6. To see this.2. the triangle inequality implies |f (x + h) − f (x)| < |h| + |f (x)| |h| . h then for such h. this lack of diﬀerentiability is manifested by there being a pointy place in the graph of y = |x| at x = 0. f (x + h) − f (x) c−c = =0 h h Therefore. The following picture describes the situation. Set up the diﬀerence quotient. |f (y) − f (x)| < ε 121 which proves f is continuous at x. Now letting δ < min δ 1 . Find f (x) . It is very important to remember that just because f is continuous. f (h) − f (0) h lim = lim =1 h→0+ h→0+ h h while f (h) − f (0) −h = lim = −1.2. the pointy places don’t have derivatives. Geometrically. Letting y = h + x. In short. then f is continuous at x. See Problem 18 on Page 103.3 Let f (x) = c where c is a constant.

g g 2 (t) Formula (6. let gp (t) ≡ f (t) . Then (gp ) (t) = pf (t) p−1 p (6. The formula. f (x + h) − f (x) = h and so h→0 lim f (x + h) − f (x) 1 1 = lim √ √ = √ .5) is referred to as the quotient rule. (f (t + c)) = f (t + c) For p an integer and f (t) exists. If g (t) = 0.7) (6. h→0 DERIVATIVES lim √ f (x + h) − f (x) = lim c = c.122 Set up the diﬀerence quotient. h h h Therefore. (6. f f (t) g (t) − g (t) f (t) (t) = . an easy to remember version of (6. (6. If f is diﬀerentiable at ct where c = 0.10) (In the case where p < 0. (6.5) If f is diﬀerentiable on (a.2.) Written with a slight abuse of notation. (af + bg) (t) = af (t) + bg (t) . assume f (t) = 0. h→0 h Example 6. (6. b − c) and g (t) = f (t + c) .10) says (f (t) ) = pf (t) p p−1 f (t) . h→0 h 2 x x+h+ x There are rules of derivatives which make ﬁnding the derivative very easy.5 Let f (x) = x for x > 0. g (t) = cf (ct) . b) and if g (t) ≡ f (t + c) . Written with a slight abuse of notation. (6.4) is referred to as the product rule. Then letting g (t) ≡ f (ct) . Then the following formulas are obtained. (f (ct)) = cf (ct) .9) f (t) . √ x+h− x x+h−x √ = √ h h x+h+ x 1 =√ √ x+h+ x √ Set up the diﬀerence quotient. f (x + h) − f (x) c (x + h) − cx ch = = = c.2.6) (6.4) (6.8) Written with a slight abuse of notation. b ∈ R and suppose f (t) and g (t) exist. then g is diﬀerentiable on (a − c.6 Let a. Find f (x) . Theorem 6.3) (f g) (t) = f (t) g (t) + f (t) g (t) . .

10) in the case where p equals a nonnegative integer. Here is why.10) holds for p an integer. f g Now consider Formula (6.4) follows.2. (6. (g (t + h) − g (t)) h−1 = h−1 (f (ct + ch) − f (ct)) f (ct + ch) − f (ct) ch f (ct + h1 ) − f (ct) =c h1 =c where h1 = ch.8) are left as an exercise. g0 (t) = 0 = 0 (f (t)) Next suppose (6. it follows from Theorem 5. Formulas (6. If p = 0. THE DERIVATIVE Proof: The ﬁrst formula is left for you to prove. 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) .6.3.10) holds because g0 (t) = 1 and so by Example 6. Then h1 → 0 if and only if h → 0 and so taking the limit as h → 0 yields g (t) = cf (ct) as claimed. p then it holds for −p.2 to conclude limh→0 f (t + h) = f (t) .4).6). (6.9.2. First consider (6. 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 5.2. Then (gp+1 (t)) = f (t) gp (t) and so by the product rule. g−p (t) = gp (t) −1 p p p−1 −1 (t) = g (t) f (t) − g (t) f (t) .4 that (6. g 2 (t) f (t) . Next consider the quotient rule. 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 6.9.4 on Page 99. f (t) .7) and (6. Consider the second. If the formula holds for some integer.

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.

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. f (x) = 1 − x2 is increasing and intervals on which it is concave up and concave down. done by a computer algebra system. √ 2. y = x3 . In Maple. Sketch the graph of the function. 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. if you are interested in getting a nice graph of a function. What do these graphs tell you about the case when the second derivative equals zero? 4.136 DERIVATIVES −1 −1 √ 3 1 √ 3 1 A better graph of this function is the following. You won’t learn any calculus from playing with a computer algebra system but you might have a lot of fun. 6. Both mathematica and Maple have good help menus. and y = −x4 . There are also easy to use versions of Maple available which involve essentially pointing and clicking. Sketch a graph of the function. 1 -1 0 x 1 In general. Sketch the graphs of y = x4 . 3. you should use a computer algebra system. Find intervals on which the function. you also need to place an asterisk between quantities which are multiplied since otherwise it will not know you are multiplying and won’t work. However the computer worked a lot harder. Keep in mind there are certain conventions which must be followed. 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 . For example to write x raised to the second power you enter x ˆ2.11 Exercises 1.

EXERCISES concave down. 7. Inﬂection points are points where the graph of a function changes from being concave up to concave down or from being concave down to being concave up. Sketch the graph of f (x) = x/ 1 + x2 showing the intervals on which the function is increasing or decreasing and the intervals on which the graph is concave up and concave down. . Hint: For the last part consider y = x3 and y = x4 . 137 5.6. 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.11. Find all inﬂection points for the function. f (x) = x2 / 1 + x2 . 6.

138 DERIVATIVES .

Thus this section will be on the functions. cos. tan.4 on Page 59 that for small positive x. the book by Apostol has no loose ends in the presentation unlike most other books which use this approach. To see it done in terms of areas of a circular sector. sin x =1 x→0 x 1 − cos x =0 lim x→0 x lim (7. In the following picture. csc. or almost any other calculus book. (7. sin. sin(x)) ¨ ¨¨ ¨ % x (1 − cos(x)) Now divide by sin x to get 1+ 1 − cos x 1 − cos x x =1+ ≥ ≥ 1. [2].1) (7. However.1). |sin x| sin x sin x 139 . There are several approaches to this lemma. sin x + (1 − cos x) ≥ x ≥ sin x.1. The proof given here is a modiﬁcation of that found in Tierney.1 The Circular Functions The Trigonometric functions are also called the circular functions.3) (cos(x). and cot.1 The following limits hold.Some Important Special Functions 7.5. The ﬁrst thing to do is to give an important lemma. [13] and is based on arc length. see Apostol.2) Proof: First consider (7. it follows from Corollary 3. Lemma 7. [17] and Rose. sec.

identities. The derivative of cos can be found the same way. functions are as follows.9. With this.140 SOME IMPORTANT SPECIAL FUNCTIONS For small negative values of x. x x (1 + cos x) x 1 + cos x Therefore. x→0 x This proves the Lemma. cos (x) = sin (x + π/2) and so cos (x) = sin (x + π/2) = cos (x + π/2) = cos x cos (π/2) − sin x sin (π/2) = − sin x.1. it follows that for all small values of x. it is easy to ﬁnd the derivative of sin. 1 − cos x lim = 0. x→0 lim sin x = lim x→0 x 1 x sin x = 1.1 on Page 92 which says limx→0 sin (x) = 0. Theorem 7. 1 − cos x 1 − cos2 x sin x 1 = = 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. The following theorem is now obvious and the proofs of the remaining parts are left for you. Theorem 5.2 The derivatives of the trig. 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 . Using Lemma 7. from Theorem 5.5. Alternatively. from the limit theorems. 1+ sin2 x |sin x| x =1+ ≥ ≥1 |sin x| (1 + cos x) (1 + cos x) sin x and so from the squeezing theorem. |sin x| sin x (Why?) From the trig.1. it is also true that 1+ 1 − cos x x ≥ ≥ 1. x lim =1 x→0 sin x and consequently.1. = lim Finally. and the limit theorems.5 on Page 100.

using the rules of diﬀerentiation. Prove all parts of Theorem 7.7. 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. 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. tan7 (4x) .2 Exercises 1. 5. 3. functions. Thus 2 cos3 θ − 5 sin θ + 5 sin θ cos2 θ = 0. sin6 (5x) . Letting θ be the angle between this rod and the outside wall for the hall having width 2. 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) = + .1. 3 3+ √ 3 √ 3 2 2 3 . Prove tan (x) = 1 + tan2 (x) . minimize length of rod f (θ) = 2 csc θ + 5 sec θ.3 Two hallways intersect at a right angle. One is 5 feet wide and the other is 2 feet wide. Example 7. 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 .1. 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. you have sec θ = and csc θ = .4 A fence 9 feet high is 2 feet from a building. Therefore. The details are similar to the problem of 7. Example 7. Find and prove a formula for the derivative of sinm (x) for m an integer. Find the derivative of the function. 2.2.1. 4. you see that √ 2 √ 2 √ 2 √ 2 ( 3 5) +( 3 2) ( 3 5) +( 3 2) √ √ at this value of θ. Find the derivative of the function.2. . √ √ 2 1 and 2 cos3 θ − 5 sin3 θ = 0 and so tan θ = 5 3 2 3 5 . EXERCISES 141 Here are some examples of extremum problems which involve the use of the trig. Drawing a triangle. Therefore. sin θ cos θ Then the ﬁnal answer is the two hallways.

If m < 0. Find all intervals where sin (2x) is concave down.142 6. (ab) = ax bx bxy = (bx ) . Then the following algebraic properties are obtained. To make √ √ matters even worse. SOME IMPORTANT SPECIAL FUNCTIONS sec3 (2x) tan3 (3x) . It yields 2 1234567812344 = 2. Could you use this deﬁnition to ﬁnd 2 1234567812344 ? Consider what you would do. Find the intervals where cos (3x) is increasing. To see this. 000 000 000 001 123 as an approximate answer. One is 3 feet wide and the other is 4 feet wide. A2 + B 2 gives the “amplitude” and φ is called the “phase shift” while ω is called the “frequency”. bx+y = bx by . Hint: Remember a point on the unit circle determines an angle. This is very important because it allows us to understand what is going on.1 The Exponential And Log Functions The Rules Of Exponents As mentioned earlier. Repeat Problem 11 but this time show f (x) = A2 + B 2 cos (ωx + φ) . What exactly is meant by (−1) ? Even in the case where b > 0 there are diﬃculties.4) (7. A fence 5 feet high is 2 feet from a building. a calculator can ﬁnd 2 1234567812344 . 2 is irrational and so cannot be written as the quotient of two integers. b−1 = y x (7. When x and y are not integers. . √ 12. How could you ﬁnd φ? A √ B . Find the derivative of the function.5) 1 b These properties are called the rules of exponents. These are serious diﬃculties and must be dealt with. First ﬁnd the number 21234567812345 and then · · ·? Can you ﬁnd this number? It is just 1234567812345 1234567812345 too big. √A2 +B 2 A2 +B 2 7. 1 bm is deﬁned as b−m . What is the length of the longest thin rod which can be carried horizontally from one hallway to the other? 10. That is its deﬁnition and it is a useful exercise for you to verify (7. In the case where b = 0 the symbol is undeﬁned. The number.5) hold with this deﬁnition. The amplitude gives the height of the periodic function. 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. φ such that f (x) = 11. There are no mathematical questions about the existence of this number. If x is a rational number.3. However.3 7. f. bm means to multiply b by itself m times assuming m is a positive integer. what would you do with 2 2 ? As mentioned earlier. The problem is not one of theory but 1234567812345 of practicality. b0 ≡ 1 provided b = 0. Be sure you understand these properties for x and y integers. 8. Show there exists an angle. √ √ A2 + B 2 sin (ωx + φ) . consider Problem 6 on Page 97. 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. For example. Two hallways intersect at a right angle. 7. m/n and b > 0 the symbol bm/n √ means n bm . 9. 1/2 suppose b = −1 and x = 1/2. Clearly something else must be going on. the meaning of bx is no longer clear.4) and (7.

A Wild Assumption Using your calculator or a computer you can obtain graphs of the functions. y ∈ R. 3x 8 6 (1/2)x 2x 4 2 –2 –1 0 1 x 2 These graphs suggest that if b < 1 the function. ln (ab) = ln (a) + ln (b) .1 one can easily ﬁnd out all about bx . Furthermore.3.2 The Exponential Functions. and bx > 0 for all x ∈ R.2 Let expb be deﬁned in Wild Assumption 7. then expb (h) = bh = 1. √ expb (m/n) = n bm whenever m.3. Theorem 7.3.7.3.1 follows from the ﬁrst part of this assumption. the wild assumption will be completely justiﬁed. I want it to be completely clear that the Wild Assumption is just that. the function is increasing but just how was the calculator or computer able to draw those graphs? Also.4) and (7.7) (7.8) (7. y = bx is decreasing while if b > 1. This is done to conform with usual usage. denoted by ln b for b > 0 satisfying expb (x) = ln b expb (x) . Furthermore. Then there exists a unique number.1 For every b > 0 there exists a unique diﬀerentiable function expb (x) ≡ bx valid for all real values of x such that (7. the last claim in Wild Assumption 7. ln (by ) = y ln b.3. do the laws of exponents continue to hold for all real values of x? The short answer is that they do and this is shown later but for now here is a wild assumption which glosses over these issues. y = bx for various choices of b. Later in the book.3. ln 1 = 0. The following picture gives a few of these graphs. THE EXPONENTIAL AND LOG FUNCTIONS 143 7. a given function deﬁned at x. 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). (7. No reason for believing in such an assumption has been given notwithstanding the pretty pictures drawn by the calculator.3. and for all y ∈ R. n are integers.1 for b > 0. if b = 1 and h = 0. See Problem 1.5) both hold for all x. Wild Assumption 7. Also. Based on Wild Assumption 7.6) .

exp1 (x) = 1 for all x and so exp1 (x) = ln 1 exp1 (x) = 0.1 and this is denoted by ln b.9) (7. Now by (7. ∞) . b x x x x x It remains to verify (7. limh→0 b h is assumed to exist thanks to Wild Assumption 7.6). Keeping y ﬁxed. consider the function x → bxy = (by ) . dividing both sides by 1x .1. ln (ab) = ln a + ln b as claimed. Also. To obtain (7. x → ln x is one to one on (0. Next. using (6. h 1x 1x = 1x+x = 12 x = 1x and so. h→0 2 − 1 h→0 2h − 1 ln 2 .9) from this. This proves (7. ln (1) = lim ln 2h − ln 1 h ln 2 ln 2 = lim h = = 1.10) The function. ∞) . an operation justiﬁed by Wild Assumption 7. From (6. x Therefore. by the product rule and Wild Assumption 7. h→0 h = lim −1 The expression. x (7. if b = 1 then bx = 1x for all x ∈ R.10). ∞) onto (−∞.5). Proof: First consider (7.3. To verify (7.8). 1x = 1 for all x ∈ R. ln (by ) (by ) = ((by ) ) = g (x) where g (x) ≡ bxy .1. x → ln x is diﬀerentiable and deﬁned for all x > 0 and ln (x) = 1 . Therefore. g (x) = y expb (xy) and so ln (by ) (by ) = y expb (xy) = y (ln b) (bxy ) = y (ln b) (by ) . ln maps (0. x Next consider (7.6). 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) .3.7) on Page 122. Now dividing both sides by (by ) veriﬁes (7.3. expb (x + h) − expb (x) h→0 h lim bx+h − bx h→0 h bh − 1 x = lim b . Therefore.8).4) and (7. Then. Thus ln 1 = 0 as claimed. note ln a = ln ab−1 = ln (a) + ln b−1 = ln (a) − ln (b) .2) and the continuity of 2x .144 ln SOME IMPORTANT SPECIAL FUNCTIONS a = ln (a) − ln (b) b The function.7).

Therefore.3. Corollary 6. .11) 2 Also. .12) that ln achieves values which are arbitrarily large and arbitrarily large in the negative direction.12) ln 1 2 n ≤ −n n < y < < ln (2n ) . Now the ﬁrst part of this lemma implies ln (x) = = ln y − ln x 1 ln = lim y→x y→x x y−x 1 1 ln (1) = . by the intermediate value theorem. This wonderful number is called Euler’s number and it can be shown to equal approximately 2. ∞) onto (−∞.7) 0 = ln (2) + ln which shows that ln 1 2 1 2 ≥ 1 + ln 2 1 2 (7. (7.3.1 and the mean value theorem.8.12) 1 ≤− . 2 It follows from (7. By Wild Assumption 7.3. More precisely. ∞) . Then choose n large enough that n > y and − n < y. Therefore. This 7. Therefore.3 The Special Number.11) and (7.11) and (7.8. e Since ln is one to one onto R.3. it follows there exists a unique number.8. ln achieves all values.7. Suppose ln x = ln y. x = y and this shows ln is one to one as claimed.4. Therefore. 1) such that 0< 21 − 1 = ln (2) 2y 1 Since 2y > 0 it follows ln (2) > 0 and so x → 2x is strictly increasing. there exists t between x and y such that (1/t) (x − y) = ln x − ln y = 0. let y ∈ R. this would imply 2x is a constant function which it is not. Then 2 2 from (7. THE EXPONENTIAL AND LOG FUNCTIONS 145 ln 2 = 0 because if it were. 718 3. by Corollary 6. there exists x ∈ proves the theorem. It only remains to verify that ln maps (0. from (7. there exists y ∈ (0. x x lim y x y x − ln 1 −1 It remains to verify ln is one to one. 2n such that ln x = y. Then by the mean value theorem.3 21 − 1 = ln (2) 2y ≤ ln (2) 21 1 and it follows that 1 ≤ ln 2. then (2x ) = (ln 2) 2x = 0 and by Corollary 6. e such that ln (e) = 1. 2 2 1 n 2 By the intermediate value theorem. 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.

15) (7. blogb x = x.9) all hold with ln replaced with logb . it follows (7.146 SOME IMPORTANT SPECIAL FUNCTIONS 7.7) on Page 122. ln is only deﬁned on positive numbers. x Proof: If x > 0 the formula is just (7. logb by ≡ ln (by ) y ln b = =y ln b ln b 1 1 .3. Deﬁnition 7. logb are only deﬁned on positive numbers.7) . logb by = y.15).10). The fundamental relationship between the exponential function. ln b x (7.3. Proposition 7. Then ln |x| = ln (−x) so by (6. ln blogb x = logb x ln b = ln x and so. Then for all x > 0. −x x This proves the corollary.5 Logarithm Functions Next a new function called logb will be deﬁned. it is possible to write ln |x| whenever x = 0. However. since ln is one to one.16) is obvious from (7.14) holds. The functions.3.3 Let f (x) = ln |x| for x = 0.13).8).14) and this veriﬁes (7.4 For all b > 0 and b = 1 logb (x) ≡ ln x .3. 7. Then f (x) = 1 .5 Let b > 0 and b = 1. Formula (7. Suppose then that x < 0.(7. What is the derivative of these functions? . However. Also.14) follows from (7. ln b (7.4 The Function ln |x| The function.16) (7. What is the derivative of this function? Corollary 7. it is possible to write logb |x| whenever x = 0. and for all y ∈ R.3.13) Notice this deﬁnition implies (7. This proposition shows this new function is logb you may have studied in high school. logb (x) = Proof: Formula (7. (ln |x|) = (ln (−x)) = (ln ((−1) x)) 1 1 = (−1) = . bx and logb x is in the following proposition.

3. Then solving this for x yields ln 5+2 x = ln 5−2 ln 3 . show that if b = 1. Prove the last part of the Wild Assumption follows from the ﬁrst part of this assumption.9). (ln b) x 147 Proof: If x > 0 the formula is just (7.4 Exercises 1.10 Compare ln (x) and loge (x) ln x . Example 7. (logb |x|) = = This proves the corollary.3. ln 3 Example 7. −x ln b x ln b . x = 1+ 2(81) = 162 + quadratic formula. only one solution was possible. Take ln of both sides. Then f (x) = 1 . That is. simplify the expression. Therefore.9 Solve log3 (x) + 2 = log9 (x + 3) . These logarithms are called natural logarithms. Thus (x − 1) ln 5 = (2x + 2) ln 3. Hint: If bh = 1 for h = 0. = log3 3−2 + log3 (x) = −2 + log3 (x) .(7. 2. (Why?) 1 √ (x+3) 1 162 √ 973.16). (b) log3 27x3 . Then logb |x| = logb (−x) so by (6.7 Using properties of logarithms. log3 1 x 9 = log3 1 9 + log3 (x) 1 9x (logb (−x)) = (logb ((−1) x)) 1 1 (−1) = . Suppose then that x < 0.8 Using properties of logarithms.7) on Page 122. Simplify (a) log4 (16x) .3.6 Let f (x) = logb |x| for x = 0.7) . log3 From (7. 3log3 (x)+2 = 3log9 (x+3) = 9 2 (log9 (x+3)) = 9log9 √ √ 1+12×81 1 and so 9x = x + 3. solve 5x−1 = 32x+2 . it follows loge (x) = ln x. EXERCISES Corollary 7.4. From the given equation. Example 7.7.3. then expb (h) = 1 if h = 0 follows from the ﬁrst part. ln e Since ln e = 1 from the deﬁnition of e.3. loge (x) ≡ Recall that 7. In the use of the Example 7. show bx = 1 for all x ∈ R.

4. Prove the function. solve 3 + ln (−3x) = 4 + ln 3x2 . Solve log2 (x) + 3 = log2 (3x + 8) . Hint: Use Problem 13 and at some point consider the function h (x) = ln x . Show that f (x) ≥ f (a) for all x ≥ a. Solve the equation 52x+9 = 7x in terms of logarithms. 3. Then use the intermediate value theorem to ﬁll in the gaps. 14. Hint: Consider f (x) = 6x (1 − x ln 6) and ﬁnd its maximum value. Let f be a diﬀerentiable function and suppose f (a) ≥ 0 and that f (x) ≥ 0 for x ≥ a. 6. Solve log4 (x) + 3 = log2 (x + 8) . Hint: Use the mean value theorem. 13. Now show from (7. simplify the expression. The Wild Assumption gave the existence of a function. Using properties of logarithms. solve 4x−1 = 32x+2 . Hint: You know it is diﬀerentiable so it is continuous (Why?). (g (−x) = −g (x) . Explain why the function 6x (1 − x ln 6) is never larger than 1. Let e be deﬁned in Problem ?? and suppose e < x < y. 11. 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.) Show (f (|x|)) = g (x) . 9. 12. 7. Using properties of logarithms. bx satisfying certain properties. Prove that logb : (0. Hint: Recall the rational numbers were dense in R and so one can obtain a rational number arbitrarily close to a given real number.8) that it assumes values which are large and negative and values which are large and positive. 10. Using properties of logarithms and exponentials. 1 64 x . x 15. Exploit this and the assumed continuity of expb to obtain uniqueness. Find a relationship between xy and y x . 5. b positive real numbers not equal to 1. . log4 8.148 SOME IMPORTANT SPECIAL FUNCTIONS (c) (logb a) (loga b) for a. bx is concave up and logb (x) is concave down. Show there can be no more than one such function.

Theorem 8. h This proves the chain rule. Also suppose that f (x) exists and that g (f (x)) exists. taking the limit and using Theorem 5. h h Note that limh→0 H (h) = g (f (x)) due to Theorems 5. ln (x4 + 1) x4 + 1 149 . d) → R. 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) .2 on Page 121.1 8. Then (g ◦ f ) (x) exists and (g ◦ f ) (x) = g (f (x)) f (x) .1 Suppose f : (a.1 The Chain Rule And Derivatives Of Inverse Functions The Chain Rule The chain rule is one of the most important of diﬀerentiation rules.1. d) and g : (c. h→0 if f (x + h) − f (x) = 0 . From the chain rule.1. Example 8. b) → (c. Therefore. Special cases of it are in Theorem 6.2.1.6.2 Let f (x) = ln ln x4 + 1 .2.6 on Page 100 and 6. f (x) = ln ln x4 + 1 ln x4 + 1 1 1 = x4 ln (x4 + 1) x4 + 1 1 1 = 4x3 . Now it is time to consider the theorem in full generality. Proof: Deﬁne H (h) ≡ Then for h = 0. Find f (x) .9.Properties And Applications Of Derivatives 8.4. g (f (x + h)) − g (f (x)) f (x + h) − f (x) = H (h) .9.

This relation deﬁnes y as a function of x near a given point such as (0. 1) .4 Suppose y is a diﬀerentiable function of x and y 3 + 2yx = x3 + 7 + ln |y| . Find f (x) . and f (x) exists and is non zero then the inverse function. The theorems which give this justiﬁcation are called the implicit and inverse function theorems. Thus f (x) = 3 (2 + ln |x|) (2 + ln |x|) 3 2 = (2 + ln |x|) . 0) .1. [a. For example. Use the chain rule again. y Now you can solve for y and obtain y = − 3y2y−3x y. One case is of special interest in which y = f (x) and it is desired to ﬁnd dx or in other words. Deﬁne f (a) ≡ lim f (x) − f (a) f (x) − f (b) . x→b− x−a x−b x→a+ .3 Let f (x) = (2 + ln |x|) . Thus near (1. you can’t solve for y in terms of x but you can solve for x in terms of y. then you can diﬀerentiate both sides with respect to x and write. even though it is impossible to ﬁnd y (x) you can still ﬁnd the derivative of y. the derivative of the inverse function. you might have x2 + y 2 = 4. Here is an example in which. (0. b] → R be a continuous function. dy It happens that if f is a diﬀerentiable one to one function deﬁned on an interval. f −1 has a derivative at the point f (x) . Example 8. [14] for this and generalizations of all the hard theorems given in this book. Find y (x) . f (b) ≡ lim . Deﬁnition 8. (1. This illustrates the technique of implicit diﬀerentiation. 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. you have y = − 4 − x2 . If you believe y is some diﬀerentiable function of x. This was a simple example but in general. Near the point. Near the point. b] . Recall that f −1 is deﬁned according to the formula f −1 (f (x)) = x. It turns out that for problems like this. The interested reader should consult the book by Rudin.1. y = 4 − x2 .2 Implicit Diﬀerentiation And Derivatives Of Inverse Functions Sometimes a function is not given explicitly in terms of a formula. 0) . 3y 2 y + 2xy + 2y = 3x2 + 2 y . x 2 8. They are some of the most profound theorems in mathematics and are topics for advanced calculus.5 Let f : [a. you can’t use algebra to solve for one of the variables in terms of the others even if the relation deﬁnes that variable as a function of the others. The procedure by which this is accomplished is nothing more than the chain rule and other rules of diﬀerentiation. using the chain rule and product rule. x = 4 − y 2 . 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. √ √ Near this point.1.150 PROPERTIES AND APPLICATIONS OF DERIVATIVES 3 Example 8. −1) .1.

1 f −1 (f (x1 )) = f (x1 ) . and then divide both sides by f (x) to obtain f −1 (f (x)) = 1 . Then f −1 (f (x1 )) exists and is given by the formula. Then f −1 (f (x1 )) exists and is given by the formula. since ε > 0 is arbitrary.7. then 0 < |x1 − x| = f −1 (f (x1 )) − f −1 (f (x)) < δ where δ is small enough that for 0 < |x1 − x| < δ. this deﬁnition includes the derivative of f at the endpoints of the interval and to save notation. Corollary 8.1. f −1 (y) − f −1 (f (x1 )) 1 = y − f (x1 ) f (x1 ) y→f (x1 ) lim and this proves the theorem. 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. b] .1. Now use the chain rule on both sides to write f −1 (f (x)) f (x) = 1. Theorem 8. f −1 (f (x)) = x.8. Proof: By Lemma 5. Suppose f (x1 ) exists for some x1 ∈ (a. b] → R be continuous and one to one. The following obvious corollary comes from the above by not bothering with end points. and Corollary 5. Consider the following. b) → R be continuous and one to one. 1 f −1 (f (x1 )) = f (x1 ) . 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.6 Let f : [a.6 on Page 95 f is either strictly increasing or strictly decreasing and f −1 is continuous. Therefore there exists η > 0 such that if 0 < |f (x1 ) − f (x)| < η.7 Let f : (a.1. This is one of those theorems which is very easy to remember if you neglect the diﬃcult questions and simply focus on formal manipulations. The notation x → b− is deﬁned similarly. Thus. Suppose f (x1 ) exists for some x1 ∈ [a. 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.4. x − x1 1 − < ε. f (x1 ) ≡ lim x→x1 f (x) − f (x1 ) x − x1 where it is understood that x is always in [a. b) and f (x1 ) = 0. b] and f (x1 ) = 0. . f (x) − f (x1 ) f (x1 ) It follows that if 0 < |f (x1 ) − f (x)| < η.7.

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

2 on Page 143 says that for x > 0.8. (a) xy 2 + sin (y) = x3 + 1 (b) y 3 + x cos y 2 = x4 (c) y cos (x) = tan (y) cos x2 + 2 (d) x2 + y 2 (e) (f) xy 2 +y y 5 +x 6 = x3 y + 3 + cos (y) = 7 2 x2 + y 4 sin (y) = 3x (g) y 3 sin (x) + y 2 x2 = 2x y + ln |y| (h) y 2 sin (y) x + log3 (xy) = y 2 + 11 (i) sin x2 + y 2 + sec (xy) = ex+y + y2y + 2 (j) sin tan xy 2 + y 3 = 16 (k) cos (sec (tan (y))) + ln (5 + sin (xy)) = x2 y + 3 3. Show that if D (g) ⊆ U ⊆ D (f ) . e2 3 (b) y = x3 + 7x + 1 (c) y = tan x3 + 5 π 4 . ∞) exists.1 . 4. (a) y = ex 3 +1 . it also follows that ln−1 : R → (0.1 π 4 π 2 (d) y = tan −x + (e) y = 2 5x+sin(x) . Using Problem 3 show that the following functions are one to one and ﬁnd the derivative of the inverse function at the indicated point. .3.7 ln−1 is diﬀerentiable. Then by Corollary 8.5 +1 8.3 The Function xr For r A Real Number ln (xr ) = r ln (x) (8.1. then f ◦ g is also one to one. This function is so important it is given a special symbol. and if f and g are both one to one.1) Theorem 7. 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. In each of the following. and for r a real number. 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) . exp .3. ln (exp (y)) = y. Thus exp (ln x) = x. By this theorem.0 .

1) can be written as xr = exp (r ln x) Theorem 8. Then exp (x) = ex . the part about the validity of the laws of exponents. Therefore.2) and this shows from (8. ln (ex ) = x ln e = x. note that (8. it follows exp (x) = expe (x) = ex . e such that ln e = 1.3. Furthermore. (xr ) = rxr−1 .3. in particular. (xr ) = exp (r ln x) r r r = exp (r ln x) = xr = rxr−1 .3.1. Note that x = ln(exp (x)). using the chain and product rules. Proof: Diﬀerentiate both sides of (8.3) that (xr ) = rxr−1 as claimed.3.154 PROPERTIES AND APPLICATIONS OF DERIVATIVES Proposition 8.3. (|f (x)| ) = exp (r ln |f (x)|) (r ln |f (x)|) = |f (x)| r r r |f (x)| = exp (r ln |f (x)|) .2 For x > 0. note ln (exp x) = x and so using the chain rule and Corollary 8. it becomes possible to ﬁnd derivatives of functions raised to arbitrary real powers. Also.2) using the chain rule.4 Let f (x) = 1 + x2 . Find the derivative of r |f (x)| .1 Logarithmic Diﬀerentiation x Example 8. since ln is one to one. f (x) 2x2 = + ln 1 + x2 . it follows exp (x) =1 exp (x) which gives the desired result. Example 8. Thus ln (f (x)) = x ln 1 + x2 and so. r f (x) r−2 = r |f (x)| f (x) f (x) .3) (8. f (x) 1 + x2 . from the above. Now by this theorem again. taking the derivative of both sides.3. To establish the last claim. ln (exp x) = x and so since ln is one to one.2).7. 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.1 There exists a unique number e such that ln e = 1.2 on Page 143 there exists a unique number. it follows ex = exp x as claimed. From the Wild Assumption on Page 143. exp (x) = exp (x) . Proof: From Theorem 7. x x x (8. From (8. f (x) 8. First.3 Suppose f (x) is a non zero diﬀerentiable function. Find f (x) . x = x ln (e) = ln (ex ) = ln (expe (x)) and so. With this understanding.

This process is called logarithmic diﬀerentiation. the answer is 3 3x2 + cos x x3 + sin x − 1 4x3 + 2 .8. What is h (x) for x = 0? Is h also periodic of period 1? . 3. This shows you don’t need to remember the wretched quotient rule if you don’t want to. EXERCISES Then solve for f (x) to obtain f (x) = 1 + x2 x 155 2x2 + ln 1 + x2 1 + x2 . Is the derivative of a function always continuous? Hint: Consider a diﬀerentiable function which is periodic of period 1 and non constant. Now consider h (x) = 1 x2 f x if x = 0 . Find f −1 (3) . 1 1 ln (f (x)) = ln x3 + sin (x) − ln x4 + 2x . Find f (x) . 8.4. I think you can see the advantage of doing it this way over using the quotient rule. It follows from two rules which you cannot survive without. 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 .5 Let f (x) = √x4 +2x . What is wrong with the following “proof” of the chain rule? Here g (f (x)) exists and f (x) exists. 1 f (x) = f (x) 3 Therefore. Let f (x) ≡ x3 + 7x + 3. 6 You could use the quotient and chain rules but it is easier to use logarithmic diﬀerentiation.3. 2. √ 3 3 x +sin(x) Example 8. Periodic of period 1 means f (x + 1) = f (x) for all x ∈ R. g (f (x + h)) − g (f (x)) lim h→0 h g (f (x + h)) − g (f (x)) f (x + h) − f (x) h→0 f (x + h) − f (x) h = g (f (x)) f (x) . 0 if x = 0 Show h (0) = 0. 4. Derive the quotient rule from the product rule and the chain rule. Now ﬁnd f −1 (1) . Explain why f has an inverse. f. Find f −1 (y) .4 Exercises 1. 3 6 Diﬀerentiating both sides. Let f (x) ≡ x3 + 1. = lim 5.

1. 7. Then use the formula given in the theorem of this section to see you get the same answer. From Theorem 8. Also note that for y on this interval. π . The formula in this theorem could be used to ﬁnd the derivative of arcsin but it is more useful to simply use that theorem to resolve the existence question and apply . 1 0. (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. Graphing the function y = sin x.6 on Page 151 2 2 about the derivative of the inverse function. a little thing like this will not prevent the deﬁnition of useful inverse trig. sin. cos (y) ≥ 0.5 -1 However.2) or logarithmic diﬀerentiation to diﬀerentiate the following functions. (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. π shown in the 2 2 above picture as the interval containing zero on which the function climbs from −1 to 1. functions. Now the arcsin function is deﬁned as the inverse of the sin when its domain is restricted to − π .156 PROPERTIES AND APPLICATIONS OF DERIVATIVES 6. is clear sin is not one to one on R and so it is not possible to deﬁne an inverse function. 1] . Find the derivatives of the following functions. In words. is one to one on the interval − π . the derivative of x → arcsin (x) exists for all x ∈ [−1. arcsin (x) is deﬁned 2 2 to be the angle whose sine is x which lies in − π .5 The Inverse Trigonometric Functions It is desired to consider the inverse trigonometric functions. π . Find an explicit formula for f −1 and use it to compute f −1 (9) .5 -4 -2 0 2 4 -0. Observe the function. Use (8. Let f (x) = x3 + 1.

Thus 2 2 √ 1 = arcsin (x) . (8.6 arctan has a derivative.4) Next consider the inverse tangent function.5) 1 + x2 The inverse secant function can be deﬁned similarly. It is a mistake to memorize too many formulas. sec2 (y) y = 1. cos (y) ≥ 0. 1 − x2 The positive value of the square root is used because for y ∈ − π . π .1.8. it is impossible to take the inverse of tan. 1 − x2 (8. tan (y) = x and by the chain rule. ∞) is deﬁned according to the rule: arctan (x) is the angle whose tangent is x which is in − π . tan is one to one on − π . Now taking the derivative of both sides. THE INVERSE TRIGONOMETRIC FUNCTIONS 157 the chain rule to ﬁnd the formula.5. I will follow the way of doing it which is used in the book . However. y = and so 1 1 1 = . cos (y) y = 1 and so y = 1 = cos y 1 1 − sin2 (y) =√ 1 . = sec2 (y) 1 + x2 1 + tan2 (y) 1 = arctan (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. arctan (x) for x ∈ (−∞. π 2 2 and lim tan (x) = +∞. π . You are aware that tan is periodic of period π because tan (x + π) = sin (x + π) sin (x) cos (π) + cos (x) sin (π) = cos (x + π) cos (x) cos (π) − sin (x) sin (π) − sin (x) = = tan (x) . Let y = arcsin (x) so sin (y) = x. − cos (x) Therefore. −π 2 π 2 Therefore. There is no agreement on the best way to restrict the domain of sec. Therefore. By Theorem 8. 2 2 Therefore. letting y = arctan (x) .

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

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

The next advance was in 1948. Therefore. (8. If y = sinh−1 (x) . Verify (8. then sinh (y) = x and so using the chain rule and the theorem about the existence of the derivative of the inverse function. A wonderful identity which was used to compute π for over 200 years1 is the following. 1 John Machin computed π to 100 decimal places in 1706 through the use of this identity. After this.8) cosh (y) = √ 1 + sinh2 (y) = 1 + x2 . π = 4 arctan 4 1 5 − arctan 1 239 . Later in 1873 William Shanks did it to over 700 places using this identity. Many other schemes have been used besides this identity for computing π. . sinh−1 (x) . y cosh (y) = 1.7 Exercises 1. Find derivatives of the following functions.9) 1 + x2 The derivative of the hyperbolic tangent is also easy to ﬁnd. (8. (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. 808 decimal places. From the identity (8.160 PROPERTIES AND APPLICATIONS OF DERIVATIVES 1 –3 –2 –1 0 –1 1 2 3 Since x → sinh (x) is strictly increasing. computers began to be used and currently π is “known” to millions of decimal places. it has an inverse function. 8.10).10) √ Another notation for the inverse hyperbolic functions which is sometimes used is arcsinh or arccosh or arctanh. 4. y =√ which gives the formula 1 1 + x2 1 = sinh−1 (x) . Simplify arcsin x + arccos x. 2. This yields after a short computation (tanh x) = 1 − tanh2 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. o The rule was actually due to Bernoulli who had been L’Hˆpital’s teacher. o . Prove coth2 x − 1 = csch2 x. arctan explain how to deﬁne sin and cos. Nevertheless. What about cosh−1 ? Deﬁne it by restricting the domain of cosh to be nonnegative numbers? What is cosh−1 in terms of ln? x 10. g (t) 2 Now pick x. g (x) f (x) = L.1 Let [a. This rule. b] ⊆ [−∞. Suppose also that lim f (x) = L. Prove 1 − tanh2 x = sech2 x. b) with g (x) = 0 on (a.8 L’Hˆpital’s Rule o There is an interesting rule which is often useful for evaluating diﬃcult limits called L’Hˆpital’s2 o rule. then ε f (t) −L < .8. y such that c < x < y < b.8. The best versions of this rule are based on the Cauchy Mean value theorem. 7. appeared in this book. x→b− lim f (x) = lim g (x) = 0. 2 L’Hˆpital published the ﬁrst calculus book in 1696.2 on Page 133. Theorem 6.12) there exists c < b such that if t > c. L’Hˆpital did not claim the rule o o as his own but Bernoulli accused him of plagarism. Show arcsin x = arctan √1−x2 . 9. 8. Find a formula for sinh−1 in terms of ln .11) and f and g exist on (a.12) x→b− Then x→b− lim (8. y) such that g (t) (f (x) − f (y)) = f (t) (g (x) − g (y)) . 5. Use De Moivre’s theorem to get some help in ﬁnding a formula for tan (4θ) . b). If you knew the function. named after him. g are functions which satisfy. Theorem 8. This is interesting because there is a simple way to deﬁne arctan directly as a function of a real variable[9]. It is possible to start with the arctan function and obtain all the other trig functions in terms of this one. 6. Approaches like these avoid all reference to plane geometry.ˆ 8. g (x) (8. there exists t ∈ (x.8.13) Proof: By the deﬁnition of limit and (8. 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. x→b− (8. ∞] and suppose f. By the Cauchy mean value theorem. this rule has become known as L’Hˆpital’s o rule ever since. Find a formula for tanh−1 in terms of ln. 8.

Suppose also that lim f (x) = L. . Therefore. x3 Note that limx→0 (sin x − x) = 0 and limx→0 x3 = 0. Therefore. g (x) f (x) = L. Therefore. it will equal the limit of the original function. ∞] and suppose f.162 PROPERTIES AND APPLICATIONS OF DERIVATIVES Since g (s) = 0 for all s ∈ (a. the derivative of the denominator is nonzero for x close to 0. b] ⊆ [−∞. o 6 6 o Warning 8. Therefore. x→a+ (8. by L’Hˆpital’s rule. x→0 7 sec2 (7x) tan 7x 7 Sometimes you have to use L’Hˆpital’s rule more than once. b) with g (x) = 0 on (a. 3x2 it will follow from L’Hˆpital’s rule that the original limit exists and equals L. limx→0 sinx3 = −1 .8. f (t) f (x) − f (y) = g (t) g (x) − g (y) and so.8. However. Thus. x→0 lim 5x + sin 3x 5 + 3 cos 3x 8 = lim = .16) Here is a simple example which illustrates the use of this rule.2 Let [a. f (x) − f (y) ε −L < . g (x) (8.1 on 3x2 sin x−x Page 139.5 Be sure to check the assumptions of L’Hˆpital’s rule before using it. o Example 8.14) and f and g exist on (a. g are functions which satisfy. Example 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 0.1.15) x→a+ Then x→a+ lim (8. From L’Hˆpital’s rule.3 Find limx→0 5x+sin 3x tan 7x . Corollary 8. But from Lemma 7.8. since t > c. g (x) 2 Since ε > 0 is arbitrary. x→a+ lim f (x) = lim g (x) = 0. this shows (8. b). g (x) − g (y) 2 Now letting y → b−.13). it will follow o x−x that limx→0 cos x−1 = L and consequently limx→0 sinx3 = L. if limx→0 cos x−1 exists and equals L. The following corollary is proved in the same way. b) it follows g (x) − g (y) = 0.4 Find limx→0 sin x−x . limx→0 − 6x x = −1 . if the limit of the quotient of the derivatives exists. if this limit exists and equals L. o limx→0 (cos x − 1) = 0 and limx→0 3x2 = 0 so L’Hˆpital’s rule can be applied again to cono sin sider limx→0 − 6x x . f (x) ε − L ≤ < ε. Also.8.

f (t) f (x) − f (y) = g (t) g (x) − g (y) and so. y) such that g (t) (f (x) − f (y)) = f (t) (g (x) − g (y)) .8. y such that c < x < y < b. You should plug . This is an amusing example. and x10 see what your calculator or computer gives you. 0 and will keep on returning the answer of 0 for smaller numbers than . g (x) − g (y) 2 . an expression whose limit as 1 x → 0+ equals 0. 1 ln|1+y| y = limy→0 1 ( 1+y ) Theorem 8. b] ⊆ [−∞. If the limit is taken as x gets close to 0. Theoretically. there exists t ∈ (x. Now lets try to use the conclusion of L’Hˆpital’s o rule even though the conditions for using this rule are not veriﬁed. f (x) − f (y) ε −L < . If it is like mine.18) there exists c < b such that if t > c. it will give the answer.8. x→b− g (x) lim (8. Some people get the unfortunate idea that one can ﬁnd limits by doing experiments with a calculator.001. Take the derivative of the numerator and the denominator which yields −2 sin 2x . b) with g (x) = 0 on (a. By the Cauchy mean value theorem. Example 8. these people think one can ﬁnd the limit by evaluating the function at values of x which are closer and closer to 0. the assumptions of L’Hˆpital’s rule do not hold and so it does not apply.8. b). Example 8.17) and f and g exist on (a. x10 = 1 where L’Hˆpital’s rule has been o ln|1+x10 | used. In fact there is no limit o unless you deﬁne the limit to equal +∞. x→b− lim f (x) = ±∞ and lim g (x) = ±∞. This illustrates the folly of trying to compute limits through calculator or computer experiments. then f (t) ε −L < .18) x→b− Then f (x) = L.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. There is another form of L’Hˆpital’s rule in which limx→b− f (x) = ±∞ and limx→b− g (x) = o ±∞. ∞] and suppose f.8 Let [a. g (x) (8. the procedure may fail miserably. In practice. Since g (s) = 0 on (a. since t > c.001 in to the function.6 Find limx→0+ The numerator becomes close to 1 and the denominator gets close to 0. g are functions which satisfy. Suppose also lim f (x) = L. Therefore. b) . it follows g (x) − g (y) = 0. g (t) 2 Now pick x. Therefore. x→b− (8.19) Proof: By the deﬁnition of limit and (8. This is a good illustration of the above warning.ˆ 8.7 Find limx→0 This limit equals limy→0 ln|1+x10 | . L’HOPITAL’S RULE 163 cos 2x x .

19).8 and Corollaries 8. It is just a symbol to help remember the sort of thing described by Theorem 0 8.9 Let [a.8. x→a+ g (x) lim Then x→a+ (8.8. b] ⊆ [−∞. Again. x→a+ lim f (x) = ±∞ and lim g (x) = ±∞.1 and Corollary 8.17) which implies lim g(x) g(y) f (x) f (y) −1 −1 y→b− = 1.9 deal with indeterminate forms which are of the form ±∞ . Therefore.8.8.8.2. Corollary 8.8. This proves the theorem. b). Don’t ever try to assign meaning to such symbols.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. Continuing g(x) g(y) f (x) f (y) −1 −1 ε < 2 −1 −1 . Please do not think any meaning is being assigned to the nonsense 0 expression 0 . Theorem 8. this is just a symbol which is helpful in remembering the ∞ sort of thing being considered. There are other indeterminate forms which can be reduced to these forms just discussed.8. Theorem 8. 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. This observation is stated as the next corollary.8.1 and Corollary 8. As before.9 will be referred to as L’Hˆpital’s o rule from now on. both f (x) − 1 and f (y) to rewrite the above inequality yields f (y) −L g (y) Therefore.8 and Corollary 8. . x→a+ (8. −1 −1 ε + 2 g(x) g(y) f (x) f (y) −1 −1 <ε due to the assumption (8. f (y) −L <ε g (y) and this is what is meant by (8.22) Theorems 8.1 8. there is no essential diﬀerence between the proof in the case where x → b− and the proof when x → a+. whenever y is large enough.20) and f and g exist on (a. g are functions which satisfy. g (x) (8.8. for y large enough.8. b) with g (x) = 0 on (a. Suppose also that f (x) = L.21) lim f (x) = L. ∞] and suppose f.2 and 8.8.2 involve the notion of indeterminate forms of the form 0 .

It really isn’t clear what this limit should be. From the above the amount in the account after t years is P 1+ r n nt n 2 (8. 8. the amount you would have at the end of n months is 100 (1 + r) . When a bank says they oﬀer 6% compounded monthly. y→∞ x y y = exp y ln 1 + x y . One might think that as y → ∞. This becomes the new principal. On the other hand.8. These terms need a little explanation. and you started with $100 then the amount at the end of one month would equal 100 (1 + r) = 100 + 100r. Now you have 100 (1 + r) in the bank. o lim y ln 1 + x y = = = Therefore. 1 + x > 1 and a number raised y to higher and higher powers should approach ∞. It is good to ﬁrst see why this is called an indeterminate form. The interest rate per payment period is then r/n and the number of payment periods after time t years is approximately tn. if x > 0.8. In general.1 Interest Compounded Continuously Suppose you put money in the bank and it accrues interest at the rate of r per payment period. It is an indeterminate form which can be described as 1∞ . L’HOPITAL’S RULE 165 x y y Example 8.10 Find limy→∞ 1 + . The expression in (8. If the payment period is one month. By deﬁnition. In this the second term is the interest and the ﬁrst is called the principal.10 that limy→∞ 1 + x y written as r P 1+ n y n t . 1+ Now using L’Hˆpital’s rule. the rate per payment period equals .ˆ 8.23) can be Recall from Example 8. this means r.06/12. 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. This is what is meant by compounding continuously.23) = ex . 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) . it follows y→∞ lim 1+ x y y = lim exp y ln 1 + y→∞ x y = ex . it follows x/y → 0 and so 1 + x → 1.8.8. Now 1 raised to anything is 1 and so it would y seem this limit should equal 1.

sin4 (4 x) 2 2x −25x .8. Thus.166 PROPERTIES AND APPLICATIONS OF DERIVATIVES and so. This shows how to compound interest continuously. Find the limits. you would gain interest of about $27. 2 sin x −sin(3x) 5 . (c) limx→1 (d) limx→0 (e) limx→0+ (f) limx→0 (g) (i) 3x+sin 4x tan 2x ln(sin x) limx→π/2 x−(π/2) cosh 2x−1 x2 − arctan x+x limx→0 x3 1 x8 sin x sin 3x 2 (h) limx→0 (j) limx→0 (l) limx→0 (m) (k) limx→∞ (1 + 5x ) x −2x+3 sin x x ln(cos(x−1)) limx→1 (x−1)2 1 (n) limx→0+ sin x x (o) limx→0 (csc 5x − cot 5x) (p) limx→0+ 3sin x −1 2sin x −1 x2 (q) limx→0+ (4x) (r) limx→∞ x10 (1. in 4 years.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. 8. Find the following limits.06)4 = 127. (a) limx→0+ (b) limx→0 √ 1− cos 2x √ . you get P ert = A.01)x 1/x2 ) (s) limx→0 (cos 4x)( 2. this would be 100e(. taking the limit as n → ∞. How much will you have at the end of 4 years? From the above discussion.11 Suppose you have $100 and you put it in a savings account which pays 6% compounded continuously. Example 8. 12.

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

10. 8. 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.11 Exercises 1. it follows that x = 4. Note there is no way of knowing the volume or the sides as a functions of t. A spectator at a tennis tournament sits 10 feet from the end of the net and on the line determined by the net. dx dt at the point (2. Suppose each side of the base is changing at the rate of −3 inches per second. 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. at the instant described 2ll = 2xx + 2yy 10l = 8 (−60) + 6 (−70) and so l = −90 miles per hour at this instant. the chain rule implies dV dx −4 = = 3x2 dt dt and the problem is to ﬁnd dx dt when x = 5. 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. and will have a very sore neck when he wakes up the next morning. y) moves over the ellipse. ﬁnd 5. Suppose dA = 3 square inches per minute. When y = 3.168 PROPERTIES AND APPLICATIONS OF DERIVATIVES The volume is V = x3 where x is the length of a side of the cube. Therefore. 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. Therefore. x2 4 + y2 9 = 1. 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? . 3). 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. Example 8. dx −4 −4 = = cm/second dt 3 (25) 75 at this time. l2 = x2 + y 2 .2 One car travels north at 70 miles per hour and the other travels east at 60 miles per hour toward an intersection. Therefore. How fast is the volume changing when the side of the base equals 10 inches? 3. How fast is θ changing when θ = π/6 dt radians? 4. One car travels north at 70 miles per hour toward an intersection and the other travels east at 60 miles per hour away from the intersection. An isosceles triangle has two sides of equal length. A point having coordinates (x. He watches the ball go back and forth.

0) feet? Is your answer a little surprising? Hint: Let (x. 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 . 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. assuming the cheetah moves toward the gazelle at all times. It will be shown later that if V (y) is the total volume of the vase up to height y. area times height. Soup is being poured in at the constant rate of 4 cubic inches per second. 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. note that a little chunk of volume of the vase between heights y and y + dy would be dV = A (y) dy. EXERCISES 169 6. 40) feet and dinner is moving in the direction of the positive x axis at the point (30. The surface area of a sphere of radius r equals 4πr2 and the volume of the ball of radius r equals (4/3) πr3 . She moves at 100 feet per second while dinner travels at 80 feet per second. 2 2 8. A revolving search light at a prison makes one revolution per minute. A mother cheetah attempts to ﬁx dinner.) Also. At the instant described. Grain comes oﬀ a conveyor belt and falls to the ground making a right circular cone.11. Then if l is the desired 2 distance. 0) denote the coordinates of the gazelle. 11.) 1 9.5 feet per minute and h (t) = .8. A vase of water is sitting on a table. A hemispherical dish of radius 5 inches is sitting on a table. A balloon in the shape of a ball is being inﬂated at the rate of 6 cubic inches per minute. How fast is the surface area changing when the volume of the ball equals 20π cubic inches? 7. y) denote the coordinates of the cheetah and let (z. for her hungry children. the rate at which the water evaporates is proportional to the surface area of the exposed water. . How fast is the light travelling along the nearest point on a wall 1/4 mile away? Give your answer in miles per hour. a Thompson gazelle. It is also known that the rate at which the grain falls oﬀ the conveyor belt is 100π cubic feet per minute. 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. y /x = −4/3 (why?) and also (x ) + (y ) = 100. Thus dV = −kA (y). 12. It is observed that r (t) = . The volume of a right circular cone is 3 πr2 h.3 feet per minute. Show dy is a constant even though the surface area of dt dt the exposed water is constantly changing in a typical vase. How fast is the distance between her and dinner decreasing when she is located at the point (0. When the radius of the cone is 10 feet what is the height of the cone? 10. (To see this is very reasonable. l2 = (x − z) + y 2 . then dV = A (y) where A (y) is the surface area of the top surface of the water at this dy height.

How fast is the rope unwinding when the distance between the bow of the boat and the windlass is 10 feet? 15. . b). How fast is the water level rising when the water in the cone is three inches deep? The volume of a cone is 1 πr2 h. In this case. 3 18. The current pulls the boat away at the rate of 2 feet per second. (a. Sometimes there are no end points. x. the following simple procedure can be used to locate the maximum or minimum of a function. If it occurs at a point of the open interval. this involves checking only ﬁnitely many points. For θ the angle between the two equal sides. Therefore. [a. How fast is the painter descending when the base of the ladder is at a distance of 5 feet from the house? 14. x. and the smallest must be the minimum value of f on the interval. The minimum or maximum could occur at either end point or it could occur at a point in the open interval. 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. 17. [a. Evaluate f at the end points and at these points where the derivative is zero or does not exist.170 PROPERTIES AND APPLICATIONS OF DERIVATIVES 13. P.7.2 on Page 126 f (x0 ) = 0. Suppose f is continuous on [a. The largest must be the maximum value of f on the interval. A painter is on top of a 13 foot ladder which leans against a house. you do not necessarily know a maximum value or a minimum value of a continuous function even exists. f (x) = x3 − 3x + 1 on the interval [−2. Then consider these points along with the end points of the interval. say at x0 . in (a. A disposable cup is made in the shape of a right circular cone with height 5 inches and radius 2 inches. 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. in (a. The two equal sides of an isosceles triangle have length x inches and the third leg has length y inches. f . Find all points. P is the pressure. Typically.10 on Page 96 which ensure a maximum or minimum of a function exists but in this section the goal is to give ways to ﬁnd the maximum or minimum values of a function. A 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. Find a formula for dV in terms dt of k.12. A certain volume of an ideal gas satisﬁes P V = kT where T is the absolute temperature. if the function is diﬀerentiable and if a maximum or minimum exists. b]. dt 8. b) where f (x) does not exist. b]. then from Theorem 6. b] . b) where f (x) = 0 and all points.12 The Derivative And Optimization There are existence theorems such as Theorem 5. However. Water ﬂows in to this conical cup at the rate of 4 cubic inches per minute. 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. it can still be found by looking at the points where the derivative equals zero. b) . Example 8. and if f (x0 ) exists.1 Find the maximum and minimum values of the function. 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. 2]. At what rate must the string be let out when the length of string already let out is 200 feet? 16. (a. ﬁnd dθ when x = 5 inches.5. V and their derivatives.

It follows the function achieves its maximum at the end point. THE DERIVATIVE AND OPTIMIZATION 171 The points where f (x) = 3x2 − 3 = 0 are x = 1 or −1. and f (2) = 3. 75.5) = . 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 −1.12. You should verify that this function fails to have a derivative at the point x = 1. f (−2) = −1.5 0. 6 4 2 -2 -1 0 -2 -4 1 2 Example 8. and 1.5 1 1.5.3 Find the minimum value of the function f (x) = x + 1 x for x ∈ (0. and f (2) = 3. For x ∈ (−. 2.2 Find the maximum and minimum values of the function f (x) = x2 − 1 on the interval [−.5. −2. x = 2 and its minimum at the point.5 2 Example 8. x = 0. evaluate the function at −1. The graph of this function is given below. the points where the derivative fails to exist. -0. The following is a graph of this function. Thus f (−1) = 3. 1) the function equals 1 − x2 and so its derivative equals zero at x = 0. " .12. the function equals x2 − 1 and so there is no point larger than 1 where the derivative equals zero. 2. f (1) = 0. For x > 1. Now f (−.12. 1 and the point where the derivative equals zero. There are no points where the derivative does not exist. ∞). The following is a graph of this function.8. x = 1 where the derivative fails to exist. f (0) = 1. Therefore. Therefore. Therefore. the points to look at are the end points. 2]. f (1) = −1. −.5.

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

5 Fermat’s principle says that light travels on a path which will minimize the total time. Therefore. EXERCISES 173 Example 8. y2 ) as shown. 3. Two positive numbers sum to 8. 0) at the other end. y) as one end of a diagonal and (0. A cylindrical can is to be constructed to hold 30 cubic inches. x2 + 4y 2 = 4.13 Exercises 1. Find the numbers if their product is to be as large as possible. 0) θ2d Speed equals c2 d d d d• (x2 . y) is on the ellipse. 2. Find the minimum cost for such a can. Find the rectangle of this sort which has the largest possible area. What is the relation between θ1 and θ2 ? The time it takes for the light to go from (x1 . 8. The picture indicates a situation in which c1 > c2 . 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. (x. the total time is 2 2 2 (x2 − x1 − x) + y2 x2 + y1 T = + c1 c2 Thus T is minimized if dT d = dx dx = x c1 x2 + 2 y1 x2 + c1 2 y1 + 2 (x2 − x1 − x) + y2 2 c2 (x2 − x1 − x) − c2 2 (x2 − x1 − x) + y2 2 = sin (θ1 ) sin (θ2 ) − =0 c1 c2 at this point. y2 ) Then deﬁne by x the quantity xp − x1 . y1 ) to (x2 . θ2 is called the angle of refraction. y1 ) to the point (xp . (x1 . A rectangle is inscribed in a circle of radius r. 0) to (x2 . 4. The angle θ1 is called the angle of incidence while the angle. Find the formula for the rectangle of this sort which has the largest possible area. Consider the following picture of light passing from (x1 . 0) equals 2 2 x2 + y1 /c1 2 and the time it takes to go from (xp . this yields the desired relation between θ1 and θ2 .13. . The ordered pair. y1 )• θ1 Speed equals c1 d (xp . Form the rectangle which has (x. y2 ) is (x2 − x1 − x) + y2 /c2 .12. Therefore. This is called Snell’s law.8.

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

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

This is because. f (x1 )) is obtained. 2 (1.24). 414 213 562 373 095. Then extend this tangent line to ﬁnd where it intersects the x axis.417 − 2 .5. f (x2 ) Continuing this way.24) which hopefully has the property that limn→∞ xn = x where f (x) = 0. f (xn ) (8.5) − 2 x3 = 1. You should check that the sequence of iterates which results does not converge. denoted in the picture as x1 is chosen and then the tangent line to the curve y = f (x) at the point (x1 . f (x1 ) This second point. This method does not always work. 414 216 302 046 577. From (8.417) √ √ What is the true value of 2? To several decimal places this is 2 = 1. even starting with an initial approximation. x4 = 1.176 PROPERTIES AND APPLICATIONS OF DERIVATIVES x2 x1 In this picture. which was not very good. suppose you wanted to ﬁnd the solution to f (x) = 0 where f (x) = x1/3 . set y = 0 and solve for x. {xn } given by xn+1 = xn − f (xn ) .417) − 2 = 1. 4 Then 2 (1.5 − ≤ 1. starting with x1 the above procedure yields x2 = −2x1 and so as the iteration continues. the sequence oscillates between positive and negative values as its absolute value gets larger and larger. 417. x3 . 2. showing that the Newton Raphson method has yielded a very good approximation after only a few iterations. This value of x is denoted by x2 . 2 (1. Now carry out the computations in the above case for x1 = 2 and f (x) = x2 − 2. 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. For example. The equation of this tangent line is y − f (x1 ) = f (x1 ) (x − x1 ) . yields a sequence of points. You can see from the above picture that this must work out in the case of f (x) = x2 − 2. 2 x2 = 2 − = 1. Thus x2 = x1 − f (x1 ) . In other words. a ﬁrst approximation.5) (1. Thus x3 = x2 − f (x2 ) .

Hint: You may need to use a calculator to deal with tan x. √ 4. Similarly. Using the Newton Raphson method and an appropriate picture. By drawing representative pictures. Use the Newton Raphson method to compute an approximation to 3 which is within 10−6 of the true value. . c > 0 and p > 1. discuss the convergence of the recursively deﬁned sequence xn+1 = (p − 1) xn + cx1−p /p where n x1 .8.15 Exercises 1. 5. Draw some graphs to illustrate the Newton Raphson method does not yield a convergent sequence in the case where f (x) = x1/3 . 3. Use the Newton Raphson method to approximate the ﬁrst positive solution of x − tan x = 0. 2. if f (x0 ) = 0 and f (x) > 0 for x near x0 .15. then the method produces a sequence which converges to x0 provided x1 is close enough 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 . Explain how you know you are this close. EXERCISES 177 However. x1 is taken suﬃciently close to x0 . 8. 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.

178 PROPERTIES AND APPLICATIONS OF DERIVATIVES .

it follows H (x) equals a constant on (a. this constant must equal H (a) = 0. Then letting H (x) ≡ A (x) − B (x) . b] such that Various assumptions are made on f (t. It is customary to refer to f (x) as the integrand. 9.1) Theorem 9.4 on Page 133. y (a) = y0 .1. b).8. Deﬁnition 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. The initial value problem is to ﬁnd a function. The functions whose derivatives equal a given function. 179 . By continuity of H. b] .1 Initial Value Problems y (x) = f (x. This is in general a very hard problem. y (x)) .1. b]. y (x) for x ∈ [a. f (x) dx denotes the set of antiderivatives of f . (9. (9. Diﬀerential equations are the unifying idea in this chapter. Therefore. b).2 Let f be a function. are called antiderivatives and there is a special notation used to denote them. from Corollary 6. y) . you can’t escape the fact that it is common usage to call that symbol an integral. Thus F ∈ f (x) dx means F (x) = f (x). y (a) = y0 . 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. This symbol is also called the indeﬁnite integral and sometimes is referred to as an integral although this last usage is not correct.1) which is continuous on [a. At this time it is assumed that f does not depend on y and f is a given continuous deﬁned [a. Nevertheless.Antiderivatives And Diﬀerential Equations A diﬀerential equation is an equation which involves an unknown function and its derivatives.1 There is at most one solution to the initial value problem. it follows that H (a) = 0 and H (x) = A (x) − B (x) = f (x) − f (x) = 0. The main diﬃculty in solving these initial value problems like (9. Thus the initial value problem of interest here is one of the form y (x) = f (x) . Proof: Suppose both A (x) and B (x) are solutions to this initial value problem for x ∈ (a.1) is in ﬁnding a function whose derivative equals the given function. f (x) . although techniques for doing this are presented later which will cover many cases of interest.

b) . Consequently. called a constant of integration. From the formulas for derivatives presented earlier.4 on Page 133. Lemma 9.3 Suppose F . F (x) = G (x) + C. the following table of antiderivatives follows.3 it follows that if F (x) ∈ f (x) dx.1. From Lemma 9. C such that for all x ∈ (a. Then there exists a constant.180 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS Lemma 9. 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. 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 .1. Thus it is customary to write f (x) dx = F (x) + C where it is understood that C is an arbitrary constant.1. It is necessary to verify the two sets of functions are the same. Now take H ∈ (af (x) + bg (x)) dx and pick F ∈ f (x) dx. then (af (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. 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. bg (x) dx = b g (x) dx This has shown the two sets of functions are the same and proves the lemma. C. Then aF + bG is a typical function of the right side of the equation. f (x) xn . Therefore H ∈ aF + b g (x) dx ⊆ a f (x) dx + b g (x) dx. There is another simple lemma about antiderivatives.4 If a and b are nonzero real numbers. by Corollary 6. b). then every other function in f (x) dx is of the form F (x) + C for a suitable constant. Taking the derivative of this function. and if nonempty. G ∈ f (x) dx for x ∈ (a. b). Proof: F (x) − G (x) = f (x) − f (x) = 0 for all x ∈ (a. Suppose then that F ∈ f (x) dx and G ∈ g (x) dx.8. This proves the lemma. F (x) − G (x) = C.

You can see that this area is between hf (x) and hf (x + h). 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. a and the point x as shown. The vertical line from the point. Then n n ak xk dx = k=0 k=0 ak xk+1 +C k+1 Proof: This follows from the above table and Lemma 9. AREAS The above table is a good starting point for other antiderivatives. Proposition 9.4. f (xm ) = A (x) ≡ lim A (x + h) − A (x) = f (x) . This happens because the function is decreasing near x. This discussion implies the following theorem. Theorem 5. hf (xm ) A (x + h) − A (x) hf (xM ) ≤ ≤ = f (xM ) . using the squeezing theorem. In general.5.1.7.2. x + h up to the curve and the vertical line from x up to the curve deﬁne the area.1.10 on Page 96 implies there exists xM . h h→0 The consideration of h < 0 is also straightforward. xm ∈ [x.9. A (x + h) − A (x) as indicated. 9. f. x + h]} and f (xm ) ≡ min {f (x) : x ∈ [x. . Theorem 5. x + h] with the properties f (xM ) ≡ max {f (x) : x ∈ [x. and the continuity of f.2 Areas Consider the problem of ﬁnding the area between the graph of a function of one variable and the x axis as illustrated in the following picture. for continuous functions. A (x) represents the area between this curve and the x axis between the point. h h h Therefore. x + h]} Then.9.5 Let n k=0 181 ak xk be a polynomial. For example.

Therefore.2) 9. 1 A (x) = − x + 2 satisﬁes the appropriate initial value problem and so the area equals A (3) = 5 3. A (a) = 0. 1 The function − x + C has the property that its derivative equals 1/x2 . which yields continuity on [a.2. b] follows from the fact that it has to be continuous on (a. b].1 Let a < b and let f : [a.2. 3 (9. Consider the following picture.3 Area Between Graphs It is a minor generalization to consider the area between the graphs of two functions. b]. a and b. Then letting A (x) denote the area between a. f (x) is on top and sometimes the function. 3 3 3 Example 9. It only remains to choose C in such a way that the function equals zero at x = 1. A is 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. f (x) A(x) g(x) A(x + h) − A(x) a x x+h You see that sometimes the function. Letting C = 2. Find the area between the graph of the function. It is called this because it is an equation for an unknown function. b) . g (x) is on top. It is the length of the vertical line joining the two graphs which is of importance . This is true for any 3 C. and the x axis. A (x) = f (x) for x ∈ (a. 2]. 3 Thus C = −1 . The assertion that A should be continuous on [a. The function. Also. x + C has the property that its derivative gives x2 . and the x axis. A (x) written in terms of the derivative of this unknown function. Example 9. The problem for A described in the above theorem is called an initial value problem and the equation.2 Let f (x) = x2 for x ∈ [1. the graph of the function. b] → [0. A (x) = f (x) is a diﬀerential equation. ∞) be continuous. the points 1 and 2. the area described equals 3 3 3 A (2) = 8 − 1 = 7 square units. x. It follows that A (x) = x − 1 .2.182 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS Theorem 9. b) because of the existence of its derivative and the above argument can also be used to obtain one sided derivatives for A at the end points.

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

Find the area between the graphs of the functions y = x + 1 and y = 2x for x ∈ [0.184 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 ∈ (−3.3. F (a) = 0. For y in this interval. From Lemma 9. ﬁnd an antiderivative of |f (x) − g (x)| .5 Find the area between x = 4 − y 2 and x = −3y.3. 3. it follows C = −G (a) and so F (x) = G (x)−G (a) . B (a) = 0. 3 3 3 This illustrates the following procedure which you can use to ﬁnd areas. consider the initial value problem F (x) = f (x) . If there is a solution to the initial value problem. Find the area between the graphs of y = 5x + 14 and y = x2 . A (x). 3). ﬁnd an antiderivative. (9. First ﬁnd where the two graphs intersect. Then to ﬁnd the area between the two graphs of the functions. Proof: Suppose B (x) = |f (x) − g (x)| .1. such that G (x) = f (x) . 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 solution is y = −1 and 4. C such that A (x) = B (x) + C. Then by Lemma 9. Then from the above explanation. A (3) .3.4).4) it will equal G (x) − G (a) . Therefore. (9.3. Example 9. C such that F (x) = G (x)+C.3 there is some constant. By continuity of A.1.3 Suppose y = f (x) and y = g (x) are two functions deﬁned for x ∈ [a. 6 9. Proof: Suppose F solves (9.4) Procedure 9. Find the area between the graphs of the functions. B (b) is the desired area. y = 2x2 and y = 6x + 8. 4.4 Exercises 1. A (b) − A (a) = (B (b) + C) − (B (a) + C) = (B (b) + C) − C = B (b) which is the desired area. (9. More generally. 3 3 3 is given by 3 (3) 64 118 A (3) = 9 (3) − + = .4). there exists a constant.4 To solve the initial value problem. Find the area between the graphs of the functions. Procedure 9. Since F (a) = 0. b] . 2. 3]. d] . you can verify that 4−y 2 > −3y and so 4 − y 2 − (−3y) = 4−y 2 +3y. G. 4 − y 2 = −3y. The desired area is then given by A (b) − A (a) . . the area. 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 . y = x2 + 1 and y = 3x + 5.

b). 15. 10. 16. 13. k such that the area of these two pieces is exactly equal. Let A denote the region between the x axis and the graph of the function. 185 √ 8. In order to do this. 2] and the x axis in terms of known functions. Hint: This will likely involve the intermediate value theorem. 1) . 17. Write an equation satisﬁed by k and then ﬁnd an approximate value for k. Show that the area of a right triangle equals one half the product of two sides which are not the hypotenuse.4. Find the area between the graphs of x = y 2 and y = 2 − x. Establish this inequality by adding up areas in the following picture. Hint: Recall the chain rule for derivatives. In order to do this. you have to ﬁnd a solution to ex = 2x + 1 and this will require a numerical procedure such as Newton’s method or graphing and zooming on your calculator. 4 14. 2] and the x axis in terms of known functions. 2]. EXERCISES 5. Find the area between ex and cos x for x ∈ [0. π . Find the area between the graphs of y = x and y = sin x for x ∈ − π . 11. Explain why there exists a number. . Find the area between y = ex and y = 2x + 1 for x > 0. Hint: You should draw plenty of pictures to do this last part. 9. the line y = kx divides this region into two pieces. Find the area between y = sin x and y = cos x for x ∈ 0. 2 7. Find the area between the graph of f (x) = 1/x for x ∈ [1. For k ∈ (0. you have to ﬁnd a solution to ln x = sin x and this will require a numerical procedure such as Newton’s method or graphing and zooming on your calculator. Let p > 1. Find the area between y = ln x and y = sin x for x > 0. Find the area between the graph of f (x) = 1/x2 for x ∈ [1. An inequality which is of major importance is ab ≤ ap bq + p q where here q is deﬁned by 1/p + 1/q = 1. 2π] . 6. 2]. 12. Find the area between y = |x| and the x axis for x ∈ [−2.9. π . Find the area between the x axis and the graph of the function 2x 1 + x2 for x ∈ [0. 0) and (0. f (x) = x − x2 . 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.

1 12 3 12 + 2 sin2 x + C.5. There is a trick based on the Leibniz notation for the derivative which is very useful and illustrated in the following example.2 Find 3 + 2−1 sin2 (x) dx = 6 (3 + u) 3 . it is not necessary to recall (9. The crucial step in the solution of this initial value problem is to ﬁnd an antiderivative for a given function.5) with g (x) = 2−1 sin2 (x) and F (u) = Therefore.1 Find sin (x) cos (x) 3 + 2−1 sin2 (x) dx 2 3 (9.5) Note it is of the form given in (9. f (g (x)) g (x) dx = F (x) + C. The method of substitution is based on the following formula which is merely a restatement of the chain rule.5. This is a special case of (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. 2 Thus cos (2x) sin2 (2x) dx = = 1 2 u2 du = 3 u3 +C 6 (sin (2x)) +C 6 . Actually. where F (y) = f (y).5) and massage things to get them in that form. du dx Let u = sin (2x). Example 9. Then = 2 cos (2x). Therefore.5.186 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 9. 1 + x2 2x dx. Here are some other examples of the method of substitution.4 Find cos (2x) sin2 (2x) dx.5) when g (x) = 1 + x2 and F (u) = u7 /7.3 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 The Method Of Substitution Finding areas can often be reduced to solving an initial value problem. the answer is 6 7 1 + x2 2x dx = 1 + x2 /7 + C. Now formally du = cos (2x) dx. sin (x) cos (x) Example 9. Example 9. Example 9.5.

1 + cos (2x) cos2 (x) dx = dx 2 Now letting u = 2x.5 Find √ 3 2x + 7x dx. it is a good idea to check your answer to be sure you have not made a mistake. 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.5. In this example u = 2x + 7 so that du = 2dx.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. 2 Therefore. 4 .5. Then subtracting and solving for cos2 (x). Here Example 9.7 Find cos2 (x) dx Recall that cos (2x) = cos2 (x) − sin2 (x) and 1 = cos2 (x) + sin2 (x).5.5. Thus in this example. When using this method. 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. 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. 1 + cos (2x) cos2 (x) = . (sin(2x))3 6 = cos (2x) sin2 (2x) which veriﬁes the answer is right. the chain rule implies is another example.9. This was solved and ﬁnally the original variable was replaced. 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. 2 ln (3) Example 9. this is written as 2 1 3x + C.

(a) x cosh x2 + 1 dx . 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. Example 9.5.8 Find tan (x) dx Let u = cos x so that du = − sin (x) dx. Procedure 9. Then writing the antiderivative in terms of u. Thus sec (x) dx = ln |sec (x) + tan (x)| + C. 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. This is usually done by a trick.5.10 Find sec (x) dx.9 f (x) f (x) dx = ln |f (x)| + C. 2. Example 9. C. Find the indicated antiderivatives. this becomes −1 du. dx csc (x) = − csc (x) cot (x) and − csc(x)(cot(x)+csc(x)) 2 cot (x) = − csc (x) . Find the indicated antiderivatives. d This is done like the antiderivatives for the secant.11 Find d dx csc (x) dx. recall that (ln |u|) = 1/u. (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 3.188 Also ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 1 1 sin2 (x) dx = − cos x sin x + x + C 2 2 which is left as an exercise. Thus this antiderivative is u − ln |u| + C = ln u−1 + C and so tan (x) dx = ln |sec x| + C. Write the integral as − dx = − ln |cot (x) + csc (x)|+ (cot(x)+csc(x)) 9. This follows from the chain rule. Example 9.5.5.6 Exercises (a) (b) (c) (d) (e) √ x 2x−3 1. At this point. Find the indicated antiderivatives. This illustrates a general procedure.

EXERCISES (b) (c) (d) (e) 4. 8. and the x axis.9. . (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. 2 4 189 5.6. 7. Find the indicated antiderivatives. 6. 2π]. Find the area between the graphs of y = cos2 x and y = sin2 x for x ∈ [0. sin2 (x) dx. Find the indicated antiderivatives. Find the area between the graph of f (x) = x3 / 2 + 3x4 and the x axis for x ∈ [0. for x ∈ [0. Find the area between the graphs of y = sin (2x) and y = cos (2x) for x ∈ [0. 4]. x 3+x4 dx 1 x2 +2x+2 √ 1 dx 4−x2 1 √ dx x x2 −9 ln(x2 ) x Hint: Let x = 3u. 2π]. x1/3 +x1/2 Hint: Try letting x = u6 and use long division. Find the area between the graphs of y = sin2 x. 11. π/2]. Hint: Derive and use sin2 (x) = 1−cos(2x) . Find x3 5x dx sin (x) 7cos(x) dx x sin x2 dx √ x5 2x2 + 1 dx Hint: Let u = 2x2 + 1. (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 1 dx. dx √ x3 (6x2 +5) (g) Find (h) Find dx x 3 (6x + 4) dx 9.

It follows that uv − G ∈ u (x) v (x) dx and so G ∈ uv − u (x) v (x) dx. Then (uv − F ) = (uv) − F = (uv) − u v = uv by the chain rule. Therefore every function from the left in (9. (uv) (x) − u (x) v (x) = u (x) v (x) Proposition 9. Now let G ∈ u (x) v (x) dx.6) (9. 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. Thus every function from the right in (9.1 Let u and v be diﬀerentiable functions for which u (x) v (x) dx are nonempty.7. Example 9.4 Find arctan (x) dx Let u (x) = arctan (x) and v (x) = 1. Recall the product rule.7). If u and v exist. u (x) v (x) dx and (9. x sin (x) dx = (− cos (x)) x − (− cos (x)) dx = −x cos (x) + sin (x) + C.2 Find x sin (x) dx Let u (x) = x and v (x) = sin (x).3 Find x ln (x) dx Let u (x) = ln (x) and v (x) = x. 2 . Therefore. Then applying (9. then (uv) (x) = u (x) v (x) + u (x) v (x) . Then uv − Proof: Let F ∈ u (x) v (x) dx = u (x) v (x) dx.7.7 Integration By Parts Another technique for ﬁnding antiderivatives is called integration by parts and is based on the product rule.7) is a function from the left.7). Then from (9.190 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 9. This proves the proposition.7). 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 9.7.7) u (x) v (x) dx. Then from (9.7. Then (uv − G) = −uv + (uv) = u v by the chain rule.7) is a function found in the right side of (9. Example 9.7).

1 x2 3. Show that tan (x) sec (x) + ln |sec x + tan x| + C.9.8.8 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. the process will go in circles. 4. . Find the following antiderivatives. 2. Try doing sin2 x dx the obvious way. letting u (x) = x and v (x) = to get 1 dx = x x 1 x2 dx = 1 dx. Integrate by parts. 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. x − 1 x x+ 1 dx x = −1 + Now subtracting what? 1 x dx from both sides. If you don’t make any mistakes. EXERCISES 191 9. x3 cos x2 dx sec3 (x) dx = 1 2 1 2 2 2 1 x(ln(|x|))2 1. 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. (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. Is there anything wrong here? If so. 0 = −1. Find the following antiderivatives. Consider the following argument.

function.1 Find 1 (x2 +2x+2)2 dx. 2 2 (x + 1)2 + 1 . Substitutions Certain antiderivatives are easily obtained by making an auspicious substitution involving a trig. putting in this information to change back to the x variable. Therefore. x+1 (x + 1)2 + 1 u 1 In this picture which is descriptive of (9. 1 (x2 + 2x + 2) 1 1 arctan (x + 1) + 2 2 2 dx = = x+1 (x + 1) + 1 2 1 (x + 1) + 1 2 +C 1 1 x+1 arctan (x + 1) + + C.9 Trig. (x+1)2 +1 Therefore. sin u = √ x+1 (x+1)2 +1 and cos u = √ 1 .8).192 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 9. Example 9.8) 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. x + 1 = tan u so dx = sec2 u du. The technique will be illustrated by presenting examples.9. Complete the square as before and write 1 (x2 + 2x + 2) Use the following substitution next. this last indeﬁnite integral becomes sec2 u tan2 u + 1 2 2 dx = 1 (x + 1) + 1 2 2 dx (9.

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

2 (9.9. tan (u) = and sec (u) = 4x2 + 3 1/2 √ 3+4x2 √ . bx = a tan u and the trig was the right one to use. let 5x = 3 sin (u) so 5dx = 3 cos (u) du. The reason this might be a good idea is that it will get rid of the square root sign as shown below. Making the .10) Now it follows from (9. 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.4 Find √ 3 − 5x2 dx √ √ √ √ In this example.194 Therefore. x. This is the auspicious substitution which often simpliﬁes these sorts of problems. Example 9. 2x √ 3 + 4x2 u √ 3 2x √ 3 From the diagram. 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.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.

10).5 Find 5x2 − 3 dx √ √ √ √ In this example. 5 Now from (9.9. 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 9.9.9. 3 Therefore. 2 5 2 5 = . changing back to x. 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. sin (u) = and cos (u) = √ 3−5x2 √ . 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 . √ 5x u √ 3 √ 3 − 5x2 √ 5x √ 3 From the diagram. SUBSTITUTIONS substitution. Then changing the variable. TRIG. 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. let 5x = 3 sec (u) so 5dx = 3 sec (u) tan (u) du.

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

(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. . Find the antiderivatives. a few more examples are presented. PARTIAL FRACTIONS (i) (j) (4 − 9x2 ) 3 197 dx (1 − 9x2 ) dx 2. Find the antiderivatives. Example 9.9. (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.11.11. Find the antiderivatives. 3 1 261+25x2 −150x (25x2 + 9) 1 25+16x2 dx dx 4.11 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.1 Find 1 x2 +2x+2 dx. (a) (b) (c) (d) (e) (f) (g) (h) (i) (j) 1 26+x2 −2x dx Hint: Complete the square. Hint: Complete the square. Before presenting this technique. (a) (b) (c) (d) (36x2 − 25) dx (x2 − 4) dx (16x2 − 9) 3 dx (25x2 − 16) dx 3.

11. 2 + 2x + 2 x Example 9.11. 1 1 dx = ln |3x + 5| + C. .3 Find dx. 3 ln 2 2 √ 3 x+ 1 2 2 √ 3 x+ 1 2 + C. 3x + 5 3 3x+2 x2 +x+1 Example 9. u 3 Let u = 3x + 5 so du = 3dx and changing the variable. 3x + 2 +x+ 1 + 4 3x + 2 1 2 2 First complete the square in the denominator. dx = 4 3 = = = 3 2 √ 3 2 √ 3 √ 3 2 du and √ 3 1 2 u− 2 u2 + 1 √ 2 3 √ 3 u2 u 2 du − +1 3 u2 2 2u 1 du − du u2 + 1 3 u2 + 1 √ 3 3 2 ln u + 1 − arctan u + C 2 3 3x + 2 dx = x2 + x + 1 √ 2 3 +1 − arctan 3 Therefore.198 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS To do this complete the square in the denominator to write 1 dx = x2 + 2x + 2 1 (x + 1) + 1 2 dx Now change the variable.2 Find 1 3x+5 dx. Then the last indeﬁnite integral reduces to 1 du = arctan u + C u2 + 1 and so 1 dx = arctan (x + 1) + C. 1 3 1 1 du = ln |u| + C. x2 3x + 2 dx = +x+1 = Now let x+ so that x + 1 2 x2 3 4 dx x+ 2 + 3 4 dx. + 2 √3 2 du 1 du +1 = √ 3 2 u. letting u = x+1 so that du = dx. The following simple but important Lemma is needed to continue. Therefore. Therefore. 1 2 = 3 2 u 4 changing the variable.

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

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

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

in terms of u the antiderivative equals −u + 2 arctan u. 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. (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. Functions cos θ 1+cos θ Example 9. b. When you use partial fractions. This equals 2 cos2 (arctan u)−1. Find 1+sin θ dθ. try the substitution u = sin (x) . The substitution is u = tan θ . Otherwise you may be looking for something which is not there. (1 + cos (2 arctan u)) (1 + u2 ) You can evaluate cos (2 arctan u) exactly. the indeﬁnite integral is 2 cos (2 arctan u) du. The integrand is an example of a rational function of cosines and sines.12. and c such that ax2 + bx + c cannot be factored as a product of two polynomials which have real coeﬃcients. du = 1 + tan2 θ 1 dθ and so in terms of this new 2 2 2 variable.202 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 9. Give a condition on a. 9. be sure you look for something which is of the right form. 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. Find the partial fractions expansion of the following rational functions. 2.13 Exercises 1. Thus in this example.12 Rational Functions Of Trig. In ﬁnding sec (x) dx. . 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. 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. Setting up a little √ triangle as above.1 Find dθ. 5.

This book had some which were even harder. Find the antiderivatives. 8x2 +x−5 (3x+1)(x−1)(2x−1) 3x+2 (5x+3)(x+1) 50x −95x −20x2 −3x+7 (5x+3)(x−2)(2x−1) dx dx 8.14. 203 7. I shall give answers to these problems so you can see whether you have it right. (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. Most of these problems are modiﬁcations of problems I found in a Russian calculus book. Some of these are very hard but you don’t have to do all of them if you don’t want to. Find the antiderivatives. the better you will be at taking antiderivatives. In ﬁnding csc (x) dx try the substitution u = cos (x) . . there is no guarantee that my answers are right. Beware that sometimes you may get it right even though it looks diﬀerent than the answer given.14 Practice Problems For Antiderivatives Here are lots of practice problems for ﬁnding antiderivatives. Also. PRACTICE PROBLEMS FOR ANTIDERIVATIVES 6. the more you do.9. (a) (b) (c) 1 (3x2 +12x+13)2 1 (5x2 +10x+7)2 dx dx dx 1 (5x2 −20x+23)2 9. However. 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.

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

Find x23 2 − 6x12 10 10 dx. PRACTICE PROBLEMS FOR ANTIDERIVATIVES 20. Find dx. x5 (6−3x2 ) dx. Find 1 x cos(ln 4x) 35.14. Find x2 1 18 205 x7 ex dx. Find 1 √ 3(2+x) x dx. Find u 3 18 (6+2x)(6−x) Answer: + C. Find dx. 1 5 Answer: (3x9 + 2) 5 ln4 x x 21. this yields 1 arcsec 5 |x| + C. 1 4 dx = 1 6 ln |csc 4x − cot 4x| + C arctan 5x 1+25x2 1 9 32. dx. 8 8 8 x2 (4x3 + 2) dx. dx. 18 (6+2x)(6−x) √ 1 (25x2 −9) dx = 1 3 du = cos ln 6+2x 6−x Now restoring the original variables. 31. 1 10 24. 23. Find 5 ln4 x x +C dx. 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. 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. 27. Find √sin 7x+cos 7x (sin 7x−cos 7x) 22. 33. Find √ 1 (x(3x−5)) sin ln 6+2x + C 6−x 34. Find dx = ln5 x + C 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 Answer: √ √ 3 6 arctan 1 √ 3(2+x) x Answer: csc 4x dx = √ √ √ 3 x 6 +C dx. Find (3x9 + 2) dx 7 1 x(2+ln 2x) Answer: 1 x(2+ln 2x) dx = (3x9 + 2) x 3+8x4 +C ln (2 + ln 2x) + C 30.9. Find dx. Find Answer: (4x3 + 2) dx = (4x3 + 2) x8 3 Answer: x7 ex dx = 1 ex + C 8 28. Answer: x8 = 2 189 29. Find √ 1 x (25x2 −9) Answer: arctan 5x 1+25x2 Answer: You could let 3 sec u = 5x so (3 sec u tan u) du = 5 dx and then x dx = arctan2 5x + C cos ln 6+2x 6−x dx = dx. 3 3 25.

1x e2 √ u2 +1 u 1 u dx = (4 + 9x2 )− (4 + 9x2 ) + C dx. Answer: 1 2 4x 1 1 x ln2 6x dx = 2 x2 ln2 6x− 2 x2 ln 6x+ +C . 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 . Find x ln (3x) dx. In terms of x this gives arcsin x − (1 − x2 ) + C. Find cos3 3x sin 2 3x dx. Find 1 (x2 +49) 39. Answer: √ C 45. Find 1 e2x +ex dx. Find Answer: 1 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. 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. Now let x = sin θ so dx = (1−x ) Answer: x ln (3x) dx = 1 x2 ln 3x − 1 x2 + C 2 4 46. Find √ 1 (ex +1) dx. Find Answer: dx. Find 1 2x 1 2 du. Now in terms of x this is (x2 − 4)− 2 ln 42. Then this is √ 1+sin θ (1−sin2 θ) cos θ dθ = (1 + sin θ) dθ = θ − cos θ + C. 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. Now let + (x2 − 4) + C. Find x ln2 (6x) dx. In terms of u this is 2 √1 u 1+u2 2 tan θ − 2 ln (sec θ + tan θ) + C.206 36. Find √ 1 (x2 −36) 1 (x2 +49) Answer: dx = ln x + (x2 + 49) + √ arctan x √ x(1+x) = arctan2 1+x 1−x dx. 40. ln 3x + √ 43. u = tan θ so du = sec2 θ dθ. √ x+C Answer: √ C 44. =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. dx. cos θ dθ. Find √ arctan x √ x(1+x) dx. 1 1 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS x−2 x+2 41.

Find 4x +65x+266 2 (x+2)(x2 +16x+66) dx. Find 1 2 3 3x 25 e arctan x dx (cos 2) x − 4 3x 25 e (sin 2) Answer: arctan x dx = x arctan x − 51. Find Answer: (e4x + 1) dx (e4x + 1)+ 1 arcsinh e2x +C 4 cos (ln 7x) dx. Find 3 x2 207 sin (ln 7x) . Find e2x = 1 e2x 4 54. x3 ex dx. Find x e 48. 7x2 +100x+347 (x+2)(x+7)2 Answer: 7x2 +100x+347 (x+2)(x+7)2 52. Find − 1 x2 2e Answer: +C Answer: sin (ln 7x) dx = 1 2 x2 sin 8x dx [x sin (ln 7x) − x cos (ln 7x)] + C e5x sin 3x dx. 2 ln (csc 4x − cot 4x) + C e2x (e4x + 1) dx. PRACTICE PROBLEMS FOR ANTIDERIVATIVES 47.14. 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 sin 4x ln (tan 4x) dx dx 2 x+7 Answer: Integration by parts gives − 1 cos 4x ln (tan 4x) + 4 1 4 = 7 ln (x + 2) − 60. Find +C dx. 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. Answer: e3x sin2 2x dx = 1 e3x − 6 x+C 58.9. Find 1 x3 +8 1 12 1 x3 +8 dx dx. Find (1 − x2 ) + C 57. Answer: x2 sin 8x dx = − 1 x2 8 49. Answer: 3x +7x+8 2 (x+2)(x2 +2x+2) dx 53. Find 2 +C 3x +7x+8 2 (x+2)(x2 +2x+2) dx. Find e3x sin2 2x dx. = 6 ln (x + 2) + 2 arctan (1 + x) + C 61. Find 1 cos 8x+ 256 1 cos 8x+ 32 x sin 8x+C 56. dx = 1 2 x2 2x e 2 55. = x cos (ln 7x) + x sin (ln 7x) − 1 2 Answer: dx = 1 ln (x + 2) − 24 ln x2 − 2x + 4 √ √ 1 + 12 3 arctan 1 (2x − 2) 3 + C 6 cos (ln (7x)) dx and so cos (ln 7x) dx = [x cos (ln 7x) + x sin (ln 7x)] + C . 2 2 Answer: 4x +65x+266 2 (x+2)(x2 +16x+66) dx Answer: cos (ln 7x) dx = x cos (ln 7x) + x sin (ln (7x)) 1 x = 8 ln (x + 2) + √ √ 2 arctan 1 (16 + 2x) 2 + C 4 62. Find arctan 6x x3 x+4 3 (x+3)2 dx.

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. 2 +1)(x2 +2x+5) 2 3 Answer: 2 (x4+4x+3x +x dx 2 +1)(x2 +2x+5) = 1 2 dx. the partial fractions decomposition is √ 1 1 − 192 3x+ 48 16 √ 3x2 +12 + (x− 3)2 +1 1 Ax+B Cx+D Ex+F √ √ x2 +4 + (x− 3)2 +1 + (x+ 3)2 +1 Let u = x2 . Answer: = and so after wading through much afﬂiction. 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. There(x+ 3) +1 fore. 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 x8 +1 dx + 1 .208 63. Answer: x2 +1 x4 −2x2 +1 Answer: First factor the denominator. Find 2 (x4+4x+3x +x dx. 66. Find x2 (x−3)100 dx. Hint: √ x2 + 3x 2 + 9 . = u 2u4 +2 2 x5 x8 +1 dx + 192 √ 2 48 . Now use partial fractions. Find 1 x4 +81 1 11(3−x)99 + 1 97(3−x)97 +C 67. Find 1 x6 +64 2+1 √ 1 3x 2 − 1 + C √ = ln x − 69. Find 1 x4 +x2 +1 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS dx. Find x2 +4 x6 +64 x2 +4 x6 +64 + dx. √ √ x4 −x2 √2+1 x5 1 x8 +1 dx = 16 2 ln x4 +x2 2+1 √ √ + 1 2 arctan x2 2 + 1 8 √ √ + 1 2 arctan x2 2 − 1 + C 8 71. 3x+ 1 √ 2 48 + (x+ 3) +1 1 96 1 192 √ Answer: dx = √ √ dx = √ 1 − 96 3 ln x2 − 2 3x + 4 + √ 1 3 + 16 arctan x − √ √ 1 2 96 3 ln x + 2 3x + 4 √ 1 + 16 arctan x + 3 + C √ 1 arctan 1 x− 384 3 ln x2 − 2 3x + 4 2 √ 1 + 192 arctan x − 3 + √ √ 1 2 384 3 ln x + 2 3x + 4 + √ 1 3 +C 192 arctan x + . Find 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. 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 tan5 (2x) dx. x(2+3 x+ 3 x) 209 x4 dx √ . Find Answer: dx √ √ x(2+3 x+ 3 x) Answer: = 6 u(2+3u3 +u2 ) du = x4 1 27x3 dx √ x2 −9 = 2 243x 6 3 ln u− 7 ln (1 + u)− 15 ln 3u2 − 2u + 2 14 √ √ 3 1 − 35 5 arctan 10 (6u − 2) 5 + C (x2 − 9) + (x2 − 9) + C 78. Find Answer: √ 2 (x2 (x2 + 6x + 13) + C dx. Find x3 √1 x2 +9 dx. Find √ √ √(x+3)−√(x−3) dx. (x+3)+ (x−3) dx.9. u = tan (x) . tan(2x) 9 (x2 + 6x + 13)− 2 7 ln x + 3 + √ 75. 82. Answer: x2 x2 +6x+13 tan4 2x dx = (x2 + 6x + 13)+ + 1 ln 2 + 2 tan2 2x + C 4 dx . Find √ 1 8 74.14. PRACTICE PROBLEMS FOR ANTIDERIVATIVES 72. 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 sin6 (3x) dx. Find 76. = 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. dx cos x+3 sin x+4 . 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. x2 +9 . Answer: √ dx 1 tan(2x) = 5 (x2 +4x+5) x (x +4x+5) x dx = √ √ 2 5 +C (x +4x+5) √ 1 − 5 arctanh 5 (5 + 2x) + 4x + 5) + 2 arcsinh (x + 2) tan 2 tan 2 2 1+2 tanx x + 2 1+2 tanx x 2 2 √ √ tan 1 x 1 2 −2 tan 2 x + 1 2 arctan 2 2 1−2 tan x 4 √ 1 √ √ + 1 2 ln 2 tan x+2 2 tan 2 x+1 + C 4 2 (1+2 tan x) You might try the substitution. Answer: √ √ √(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 . Find dx √ √ . x2 −9 77. Answer: tan5 (2x) dx = − 1 tan2 2x + 4 81. You might try letting u = . You might try letting u = sinh−1 (x + 2) . Find √ 1 2x x2 √ x2 +6x+13 dx.

2 The base of a solid is a circle of radius 10 meters in the xy plane. 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. Find the volume of the resulting solid. You can use diﬀerential equations to compute volumes of other shapes as well. V (y) . dV = A (y) . To ﬁnd C. Example 9. the total volume of the pyramid would equal − 1 5 5 500 − 300 3 3 1 5 (500) . dy The volume of the building would be V (h) . x. 000. 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. use 3 3 V (−10) = 0 and so C = −400 (−10) + 4 (−10) = 8000 .1 Consider a pyramid which sits on a square base of length 500 feet and suppose the pyramid has height 300 feet. When this solid is cut with a plane which is perpendicular to the xy plane and the x axis at x.3 Find the volume of a sphere of radius R. Since V (0) = 0. V (−R) = 0 dy .15. 3 + 1 3 (500) = 25. V (−10) = 0 dx as an appropriate diﬀerential equation for this volume. Here A (x) is the area of the surface resulting from the intersection of the plane with the solid. 5 Example 9.15. the constant must equal 5 3 Therefore. Reasoning as above for the building and letting V (x) denote the volume between −10 and x. Written in terms of diﬀerentials dV = A (y) dy and so the total volume of the building between 0 and y. called the cross section at height y. Therefore. A (x) = 4 100 − x2 and so V (x) = 400x − 4 x3 + C.210 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 9. Therefore. equal A (y) . yields dV = A (x) . Then the volume of the building between the two parallel planes at height y and height y + ∆y would be approximately ∆y (A (y)) . y. At height. 000 cubic feet. The length of one side of this √ surface is 2 100 − x2 because the equation of the circle which bounds the base is x2 + y 2 = 100. The sphere is obtained by revolving a disk of radius R about the y axis. Find the volume of the pyramid in cubic feet. dV = π R2 − y 2 . Therefore.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. V (0) = 0. the length of one of the sides.15. would satisfy the diﬀerential equation. Therefore. the result is a square. would satisfy 5 x = 3 (300 − y) . the total volume is 3 3 V (10) = 400 (10) − 4 8000 16 000 3 (10) + = 3 3 3 Example 9.

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

lim (9. in doing the computations necessary to solve a given problem.15. 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.6 Find the volume of the solid formed by revolving the region between y = sin x. Example 9. it is not necessary to worry about which is larger. dV = 2π |f (x) − g (x)| (x − c) . [a. Example 9. Therefore. Therefore. y = cos x and the x axis for x ∈ [0. 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. f (x) or g (x) because it is expressed in terms of the absolute value of their diﬀerence. 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. the volume is V (π) = 2π 2 .5 Find the volume of the solid formed by revolving the region between y = sin (x) and the x axis for x ∈ [0. 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 .15. Therefore. Note that in the above formula. the initial value problem is dV = 2πx sin (x) . C = 0. x] about the line x = c. V (x) = V (x + h) − V (x) h→0 h 2π |f (x) − g (x)| (x − c) h + π |f (x) − g (x)| h2 = lim h→0 h = 2π |f (x) − g (x)| (x − c) . π/4] about the line x = −4 In this example. V (x) = 2π (sin x − x cos x) + C and from the initial condition. However.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. In this example. V (0) = 0. π] .13) Also. π/4] and so the initial value problem is dV = 2π (x + 4) (cos x − sin x) .14) and the volume of revolution will equal V (b) . you typically will have to worry about which is larger. π] about the y axis. dx Then using integration by parts. V (a) = 0 dx (9. c = 0 and since sin (x) ≥ 0 for x ∈ [0. cos x > sin x for x ∈ [0. V (a) = 0 and this means that to ﬁnd the volume of revolution it suﬃces to solve the initial value problem. V (0) = 0.

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. Thus this volume satisﬁes the initial value problem dV = 2π 2 R2 − x2 x. The region between y = 2 + sin 3x and the x axis for x ∈ [0. the same formula obtained earlier using the method of cross sections to set up the diﬀerential equation. y = − R2 − x2 and the x axis for x ∈ [0. How much material was taken out? 3. 9. Find the volume of this solid. 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. A sphere of radius R has a hole drilled through a diameter which is centered at the diameter and of radius r < R. Find the volume of this solid.9. 2 Argue that the area at height y.16. C = 3 R3 π.16 Exercises 2 2 1. The region between y = ln x. 7. using the method of substitution. 213 √ In this case the volume of the sphere is obtained by revolving the region between y = √ R2 − x2 . Hint: The cross sections at height y look just like R but shrunk. You should get an oval shaped thing which looks like a squashed circle. 2π 2 R2 − x2 x dx = − 4 3 (R2 − x2 ) 3 π+C 4 and from the initial condition. The equation of an ellipse is x + y = 1. R] about the y axis. 8. 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. Show that under these general conditions. and the x axis for x ∈ [1. EXERCISES Example 9.7 Find the volume of a sphere of radius R using the method of shells. Show the volume of a right circular cone is (1/3) × area of the base × height. Now ﬁnd the volume of the solid obtained by revolving this ellipse about the y axis.15. What is the volume of the resulting solid? 9. Sketch the graph of this in the case where a b a = 2 and b = 3. Therefore. 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. Find the volume of what is left after the hole has been drilled. 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. 3] is revolved about the y axis. . Find the volume of the solid which results. the volume of the cone is (1/3) × A × h. V (0) = 0. dx Thus. 6. denoted by A (y) is simply A (y) = A (h−y) . π/3] is revolved about the line x = −1. 4. h2 5. The bounded region between y = x2 and y = x is revolved about the x axis.

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

10) on Page 194. Here is another example Example 9. substitution. Plugging in x = 0 this gives 0 = C and l (x) = r arcsin x so in r particular. 2x = tan u so dx = tution and using (9. getting the exact answer depends on ﬁnding 1 + 4x2 dx. It only remains r to ﬁnd the constant.9. l (0) = 0. Therefore. T (x) 0 T (x) sin θ T q θ E T (x) cos θ T ' 0q ρl(x)g c . the length of the desired arc is √ √ 2 2 π l r = r arcsin =r .17.17. Use the trig. 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. l is an antiderivative of this last function. Using a trig substitution. 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.2 Find the length of the graph of y = x2 between x = 0 and x = 1. 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. LENGTHS AND AREAS OF SURFACES OF REVOLUTION 215 Therefore. Here f (x) = 2x and so the initial value problem to be solved is dl = 1 + 4x2 . dx Thus.17. 1 + 4x2 dx = 1 2 sec2 u du. x = r sin θ.3 What is the equation of a hanging chain? Consider the following picture of a portion of this chain.

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

2 on Page 66. LENGTHS AND AREAS OF SURFACES OF REVOLUTION 217 cone in which it is desired to ﬁnd the lateral surface area.9. by Theorem 3. 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 . Both of these have the same central angle equal to 2πR 2πR 2π = .17. the frustrum of the cone is the left part which has an l next to it and the lateral surface area is this part of the area of the cone. imagine painting the sides and rolling the shape on the ﬂoor for exactly one revolution. rr rl rr rr rr RE ¨¨ ¨ ¨¨ ¨ l r1 rr rE r ¨ ¨¨ ¨¨ ¨¨ ¨¨ rr To do this. In this picture. 2π (l + l1 ) l + l1 Therefore. one having radius l1 and the other having radius l + l1 . wet paint on ﬂoor 2πr l1 2πR l What would be the area of this wet paint? Its area would be the diﬀerence between the areas of the two sectors shown.8. The wet paint would make the following shape.

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

3] . 1] is revolved about the y axis. A (b) = 2πr (b − a) as expected. The graph of the function. 1] is revolved about the x axis. 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. √ Here the function involved is f (x) = r2 − x2 for x ∈ [−r. y = cosh x for x ∈ [0. 11. solve A (x) = 2πr 1 + 02 . Find the length of y = cosh (x) for x ∈ [0. 1] is revolved about the x axis. 2] . In the hanging chain problem the picture and the derivation involved an assumption that at its lowest point. r] and it is to be revolved about the x axis.18. 10. 3. A (−r) = 0 r2 − x2 Thus.18 Exercises 1. 9. Of 6. A (a) = 0. 4. Find the area of the surface of revolution. Why? 7. The giant arch in St. EXERCISES Using the above initial value problem.9. For a a positive real number. y = x1/2 − x 3 is revolved about the x axis. 3/2 . Therefore. Louis is in the form of an inverted catenary. y = sinh x for x ∈ [0. it follows that C = 2πr2 . Imagine lifting the end higher and higher and you will see this might not be the case in general. ﬁnd the length of y = course your answer should depend on a. Find the area of the surface of revolution if x ∈ [0. Example 9. y = x2 for x ∈ [0. the surface area equals A (r) = 2πr2 + 2πr2 = 4πr2 . ax2 2 − 1 4a ln x for x ∈ [1.17. Hint: Switch x and y and then use the previous problem. 1] .5 Find the surface area of a sphere of radius r. The graph of the function. Therefore. 219 The solution is A (x) = 2πr (x − a) . the chain was horizontal. Find the area of the surface of revolution. 2] . y = x for x ∈ [0. 9. Find the length of the graph of y = ln (cos x) for x ∈ [0. Find the area of the surface of revolution. Find the length of the graph of y = x1/2 − x3/2 3 for x ∈ [0. The graph of the function. π/4] . 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 . √ 8. 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. Find the area of the surface of revolution. The graph of the function. 5. The graph of the function.

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

Find the time it takes for the population to double. A (t) = rA (t) . A = . The half live of a substance is 40 years. 10.0 1 per year. it follows A0 = A (0) = C. 8.20. how many years will it be before there is $200 in the account? Hint: In this case. and A0 is the initial amount. A (t) = −k 2 A (t) . C.19.1 The solutions to the equation. From Theorem 9. Ce−at where C is some constant. A (0) = A0 where here A (t) is the amount at time t measured in years.5 grams of the substance left. A sample of 4 grams of a radioactive substance has decayed to 2 grams in 5 days. A (0) = A0 where A0 is the initial amount of the substance. The rate of decay is proportional to the amount present. Thus A (t) = A0 exp −k 2 t . 4.19. Prove Theorem 9. 9. Hint: Use the given information to ﬁnd k 2 and then use Problem 4. Hint: You should have ln x > 0. y (t) = Ce−at solves the diﬀerential equation. What is the solution to the initial value problem? Write the diﬀerential equation as A (t)+ k 2 A (t) = 0. r = .19.9. 3. Give your answer in terms of logarithms. Find a formula for the half life assuming you know k 2 . Find the half life of the substance.19. In other words. . This means it satisﬁes the diﬀerential equation. Verify that for any constant. A population is growing at the rate of 11% per year. If $100 is placed in an account which is compounded continuously at 6% per year. the function. letting A (t) denote the amount of the radioactive substance at time t.11A.2 Radioactive substances decay in the following way. EXERCISES 221 Theorem 9. Letting t = 0. Exercise 9. They do so by letting the amount in the account satisfy the initial value problem. How big does x need to be 1. There are ten grams of a radioactive substance which is allowed to decay for ﬁve years. At the end of the ﬁve years there are 9. y + ay = 0 consist of all functions of the form. let f (x) = (ln x) in order for this to make sense. 7. y + ay = 0.2 the half life is the time it takes for half of the original amount of the substance to decay. 2. r is the interest rate per year. 5.20 Exercises ln x Find f (x) .1 by using Problem 13 on Page 220.06. A substance is decaying at the rate of . For x suﬃciently large. Sometimes banks compound interest continuously. 6.1 the solution is A (t) = Ce−k 2 t and it only remains to ﬁnd C.19. Find the half life of the substance. Find the half life of the substance. Find A (t) explicitly. A (t) satisﬁes the following initial value problem. In Example 9. 9. Find the rate of decay of the substance.

3 what it was at the time of death. When it dies. How many were present in the original sample? 13. What percentage of the original carbon 14 should it contain? 16. 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.) 15. dA = −k 2 A + r where k 2 is the constant of dt decay described above and r is the constant rate of production. You do experiments and take measurements over a smaller period of time. show how to predict the maximum sustainable population1 . how long has it been since the mummy was alive? (To see how to come up with this ﬁgure for the half life. After four hours. 1 This has been done with the earth’s population and the maximum sustainable population has been exceeded. It also decays at a rate proportional to the amount present. there are 3000. 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. Show this implies that. Given the half life of carbon 14 is 5730 years and the amount of carbon 14 in a mummy is . The following picture is what you would see. where k and M are dt positive constants. it is reasonable to assume the amount of Carbon 14 in the atmosphere is essentially constant over time. Therefore. if A is the amount of Carbon 14 in the atmosphere. 9. 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. see Problem 5. The reason for this is that when the population gets large enough. Now diﬀerentiate both 2 2 sides and show A (t) = Ce−k t . Hint: By assumption. the amount of carbon 14 can be measured and on this basis. there begin to be insuﬃcient resources. A certain tree stump is known to be 4000 years old. Conclude A (t) = D − C/k 2 e−k t .222 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 11. However. the model is far too simplistic for human population growth. t. .0 bacteria present and after six hours there are 7000 bacteria present. it quits absorbing carbon and the carbon 14 begins to decay. 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. Given three measurements of population at three equally spaced times. Thus dA = kA (M − A) . assuming this has been going on for billions of years. A sample of one ounce of water from a water supply is cultured in a Petri dish. $1000 is deposited in an account that earns interest at the rate of 5% per year compounded continuously. it would work somewhat better for predicting the growth of things like bacteria. The half life of carbon 14 is known to be 5730 years. The method of carbon dating is based on the result of Problem 13.21 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. After some time. What happens to this over a long period of time? 14. the time since the death of the animal or plant can be estimated. How much will be in the account after 10 years? 12.

Therefore. 375. the total force the water exerts on the long thin slice is dF = 62. 2 Later on a nice result on hydrostatic pressure will be presented which will verify this assertion.9. W (0) = 0. In tons this is 2. 83y 3 + 31250y 2 .5yL (y) . 750. dy Example 9. think of a column of water of height y having base area equal to 1 square foot. From the above. Then the total force acting on this base area would be 62. Here 62.5 you would do the same things but replace the number. 604 . 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.5 × y pounds. the area of a cross section having constant depth is A (y) . say at y feet is because the pressure in the water at that depth is constant and equals 62. 83 (500) + 31250 (500) = 5. F (0) = 0. The total force on the dam would be F (500) = −20. That is a lot of force. If you like. 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.5yL (y) dy where L (y) denotes the length of the slice. 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. Suppose also that at depth y below the surface. dF = 62.5y (1000 − y) . Find the total force in pounds exerted on the dam.0 pounds.5A (y) dy and the pump needs to lift this weight a distance of y + H feet. the work done is dW = (y + H) 62. The total weight of a slice of water having thickness dy at this depth is 62. 000. Therefore.21. 208.21. F (0) = 0 dy which is F (y) = −20.5y pounds per square foot2 .1 Suppose the width of a dam at depth y feet equals L (y) = 1000 − y and its depth is 500 feet.5A (y) dy. the total force on the dam up to depth y is obtained as a solution to the initial value problem. Therefore. 3 2 . If the weight of the ﬂuid per cubic foot were diﬀerent than 62. An initial value problem for the work done to pump the water down to a depth of y feet would be dW = (y + H) 62.5 is the weight in pounds of a cubic foot of water.5A (y) .

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

This is a surface of revolution and you know how to deal with these.5y consider the area corresponding to a slice at height y. EXERCISES 225 9.22. A spherical storage tank having radius 10 feet is ﬁlled with water.9. . What is the total force the water exerts on the storage tank? Hint: The pressure in the water at depth y is 62.

226 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS .

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

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

since Q is arbitrary.1.10. xk+1 ] and U (f. L (f. M2 ) and so the expression in (10.1) sup {f (x) : x ∈ [xk . P ) .1.2) (10. the term corresponding to the interval. written as f ∈ R ([a. y]} (y − xk ) + sup {f (x) : x ∈ [y.1.2) is no larger than sup {f (x) : x ∈ [xk .5 A bounded function f is Riemann integrable. xk+1 ]} (xk+1 − xk ) . Deﬁnition 10.1. Q) . Therefore.2 If P and Q are two partitions. Proof: From Lemma 10. P ) is (10. P ) where P is a partition} ≤ inf{U (f.1. I = sup{L (f. Proof: By Lemma 10. P ) ≤ U (f.1. Lemma 10. xk+1 ]} ≥ max (M1 . a b f (x) dx ≡ I = I. This proves the ﬁrst part of the lemma pertaining to upper sums because if Q ⊇ P. P ) where P is a partition} ≤ U (f.1. xk+1 ] in U (f. UPPER AND LOWER SUMS 229 and xk+1 .1. xk+1 ]} (xk+1 − y) ≡ M1 (y − xk ) + M2 (xk+1 − y) (10. Q) where Q is a partition} ≡ I where the inequality holds because it was just shown that I is a lower bound to the set of all upper sums and so it is no larger than the greatest lower bound of this set. . xk+1 ]} (xk+1 − y) + sup {f (x) : x ∈ [xk .3 I ≡ inf{U (f. Now the term in the upper sum which corresponds to the interval [xk . one can obtain Q from P by adding in one point at a time and each time a point is added. Note that I and I are well deﬁned real numbers. Theorem 10. Deﬁnition 10. P ) ≤ L (f. Now sup {f (x) : x ∈ [xk . Q) . Q) because U (f. xk+1 ] in U (f. Q) is sup {f (x) : x ∈ [xk . [xk . Q) where Q is a partition} I ≡ sup{L (f. I = sup{L (f. The second part is similar and is left as an exercise. Q) is an upper bound to the set of all lower sums and so it is no smaller than the least upper bound. then L (f. b]) if I=I and in this case. xk+1 ]} (xk+1 − xk ) and the term which corresponds to the interval [xk . P ∪ Q) ≤ U (f. xk+1 ]} (y − xk ) = sup {f (x) : x ∈ [xk . P ) where P is a partition}.2. P ∪ Q) ≤ U (f.3) All the other terms in the two sums coincide.4 I ≤ I. the corresponding upper sum either gets smaller or stays the same. This proves the theorem.

The condition described in the theorem is called the Riemann criterion . 3] and let P = −1. L (f. the Riemann integral is the unique number which lies between all upper sums and all lower sums if there is such a unique number.3. there exists a partition P such that U (f. P ) < ε. Q) − L (f. Q ∪ P ) − L (f. S ∩ [inf (S) . this shows I = I and this proves the theorem.14. Then for given ε and partition P corresponding to ε I − I ≤ U (f. b] = [0.7 A bounded function f is Riemann integrable if and only if for all ε > 0. 1] all upper sums for f equal 1 while all lower sums for f equal 0. 1] are all equal to zero while the upper sums are all equal to one. . P ∪ Q) ≤ U (f. Prove the second half of Lemma 10. P ) − L (f. P ) and 2 L (f. P ) ≤ ε. If inf (S) exists. It is stated here for ease of reference.4) holds. Let f (x) = 1 + x2 for x ∈ [−1. 2 . 2.5). For example. the lower sums on the interval [0. Therefore the Riemann criterion is violated for ε = 1/2. 0.6 Let S be a nonempty set and suppose sup (S) exists. sup (S)] = ∅. 1 . P ) < I + ε/2 − (I − ε/2) = ε. let f (x) ≡ 1 if x ∈ Q 0 if x ∈ R \ Q (10.1. Find U (f. This proposition implies the following theorem which is used to determine the question of Riemann integrability. Now suppose that for all ε > 0 there exists a partition such that (10. U (f.2 Exercises 1.5) Then if [a. 1. P ) > I − ε/2.1 about lower sums. inf (S) + δ) = ∅. 10. Q) < I + ε/2. Recall Proposition 2.4) Proof: First assume f is Riemann integrable. P ) .1. Then since I = I. P ) − L (f. Theorem 10.230 THE INTEGRAL Thus. (10. Verify that for f given in (10. in words. Since ε is arbitrary. Then for every δ > 0. Not all bounded functions are Riemann integrable.1. 1 3. then for every δ > 0. S ∩ (sup (S) − δ. − 3 . Then let P and Q be two partitions such that U (f. Proposition 10.

k=1 Also suppose that all partitions have the property that xk − xk−1 equals a constant. d2 ] → R satisfy. and deﬁne the integral to be the number these right and left sums get close to as n gets larger and larger. 2 . This is shown in more advanced courses when the Lebesgue integral is studied.10. g ∈ R ([a. x x Show that for f given in (10. Mi (h) and mi (h) have the meanings assigned above with respect to some partition of [a. The following theorem gives a partial answer to this question. Find upper and lower sums for the function. d2 ] . regardless of whether x is rational. Claim: The following inequality holds. 10. 5. b] for the function. FUNCTIONS OF RIEMANN INTEGRABLE FUNCTIONS 231 4. This is not the most general theorem which will relate to this question but it will be enough for the needs of this book. 1 3 . b2 )| ≤ K [|a1 − a2 | + |b1 − b2 |] for some constant K.5). It turns out that the correct answer should always equal zero for that function. Theorem 10. d1 ] × [c2 . Let P = 1. there exists a partition. |H (a1 . Then if f. g)) − mi (H ◦ (f. b1 ) − H (a2 . 1 1 . show the new function is also in R ([a. Show that if f ∈ R ([a. This illustrates why this method of deﬁning the integral in terms of left and right sums is total nonsense. f (x) = 4 2 4 using this partition. . 7.3. Let H : [c1 . h. 0 f (t) dt = 1 if x is rational and 0 f (t) dt = 0 if x is irrational. is called a Riemann sum and this exercise shows that the integral can always be approximated by a Riemann sum. b]) . d1 ] and g ([a. (b − a) /n so the points in the partition are equally spaced. k=1 f (zk ) (xk − xk−1 ) . b]) .3. If f ∈ R ([a. |Mi (H ◦ (f. g be bounded functions and let f ([a. Proof: In the following claim. 1 1 . b]) ⊆ [c2 . b]).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. n f (xk ) (xk − xk−1 ) . {x0 . b]) it follows that H ◦ (f. Deﬁne a “left sum” as n f (xk−1 ) (xk − xk−1 ) k=1 and a “right sum”.1 Let f. · · ·. g))| ≤ K [|Mi (f ) − mi (f )| + |Mi (g) − mi (g)|] . b n f (x) dx − a n k=1 f (zk ) (xk − xk−1 ) < ε This sum. b]) and f is changed at ﬁnitely many points. xk+1 ] . xn } such that for any zk ∈ [xk . g) ∈ R ([a. b]) ⊆ [c1 . What does this tell you about ln (2)? 1 x 6.

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

b]) then −f ∈ R ([a. ε if ε > 0 is given. such that for all x. · · ·. xn } be a partition with |xi − xi−1 | < δ. Now let −x ∈ −S.4 Properties Of The Integral The integral has many important algebraic properties. − inf (S) is an upper bound for −S and so − inf (S) ≥ sup (−S) . Let H (a. (10. then Mi − mi < b−a . |φ (x) − φ (y)| < K |x − y| . First here is a simple lemma. Lemma 10.4.2 If f ∈ R ([a.2. This proves the corollary. 10. sup (−S) = − inf (S) (10. b]) . b] → R be Lipschitz continuous. b−a By the Riemann criterion. b]) .7) Proof: Consider (10.4 Suppose f : [a.6). P ) < i=1 (Mi − mi ) (xi − xi−1 ) < ε (b − a) = ε. Let x ∈ S. Then f ∈ R ([a. Formula (10. Therefore. This shows (10. b]) .3. there exists a δ > 0 such that if |xi − xi−1 | < δ. Theorem 10. Proof: Let f (x) = x.3 Let [a.5 on Page 114. b) ≡ φ (a). − sup (−S) ≤ inf (S) . P ) − L (f. If follows that − sup (−S) is a lower bound for S and therefore. Proof: By Corollary 5.3.1 Let S be a nonempty set which is bounded above and below. b] . Then n U (f. Let P ≡ {x0 .4. Then by Theorem 10. the above lemma implies that for Mi (f ) and mi (f ) deﬁned above Mi (−f ) = −mi (f ) . In fact. Lemma 10. Then if −S ≡ {−x : x ∈ S} .3. K. Then x ∈ S and so x ≥ inf (S) which implies −x ≤ − inf (S) .4.7) is similar and is left as an exercise. f is Riemann integrable. and mi (−f ) = −Mi (f ) . . f ∈ R ([a.6).1 H ◦ (f. This implies sup (−S) ≥ − inf (S) . PROPERTIES OF THE INTEGRAL 233 Corollary 10. Then φ ∈ R ([a. Therefore.3. is Lipschitz continuous if there is a constant. Then −x ≤ sup (−S) and so x ≥ − sup (−S) . Then by Theorem 10. although this is harder. In particular. b]) and b b − a f (x) dx = a −f (x) dx. it is enough to assume φ is continuous. f is uniformly continuous on [a. This is the content of the next theorem which is where the diﬃcult theorems about continuity and uniform continuity are used.6) and inf (−S) = − sup (S) . y. b] be a bounded closed interval and let φ : [a. b] → R is continuous.10. f ) = φ ◦ f = φ is also Riemann integrable.13. Recall that a function. φ. This proves the theorem.

a b b −f (x) dx ≤ − a f (x) dx whenever f ∈ R ([a.3 The integral is linear. g ∈ R ([a. P ) − L (f. It follows b b b b −f (x) dx ≤ − a a f (x) dx = − a − (−f (x)) dx ≤ a −f (x) dx and this proves the lemma. . Mi (f + g) ≤ Mi (f ) + Mi (g) . b b b (αf + βg) (x) dx = α a a f (x) dx + β a g (x) dx. P ) ≤ U (f. P ) + U (g. (10. P ) + L (g. L (g + f. Proof: First note that by Theorem 10.8) Let P1 . and U (g.234 THE INTEGRAL Proof: The ﬁrst part of the conclusion of this lemma follows from Theorem 10. a Then since mi (−f ) = −Mi (f ) . Q1 ) − L (f. Next note that mi (f + g) ≥ mi (f ) + mi (g) . b]) . P ) ≥ L (f. Therefore. Q1 ) < ε/2.4. whenever f. To begin with. Then letting P ≡ P1 ∪ Q1 .1 implies U (f. P ) .Q1 be such that U (f. Thus. β ∈ R. g ∈ R ([a. U (g. Now choose P such that b −f (x) dx − L (−f. Theorem 10. αf + βg ∈ R ([a. b]) then b b b (f + g) (x) dx = a a f (x) dx + a g (x) dx.3.2 since the function φ (y) ≡ −y is Lipschitz continuous. consider the claim that if f. b]) . P ) < ε/2. P ) < ε/2.1. b n b n ε> a −f (x) dx − i=1 mi (−f ) ∆xi = a −f (x) dx + i=1 Mi (f ) ∆xi which implies b n b b ε> a −f (x) dx + i=1 Mi (f ) ∆xi ≥ a −f (x) dx + a f (x) dx. P1 ) < ε/2. b]) and α. Lemma 10.3.1. since ε is arbitrary. U (g + f. P1 ) − L (g. P ) − U (g. P ) . P ) < ε.

U (f. c] such that U (f. 2.10) .9) Proof: Let P1 be a partition of [a. P ) : P is a partition} ≡ α a f (x) dx. P ) + L (g. c]) . Therefore. c] and U (f. P ) + L (g. Let P ≡ P1 ∪ P2 . b] and P2 be a partition of [b.4. It remains to show that b b α a f (x) dx = a αf (x) dx. U (f. b]) and f ∈ R ([b. P1 ) + U (f. P ) + L (g. P )] .10. Pi ) − L (f. i = 1. P ) . This proves the theorem.4. P ) − (L (f. Pi ) < ε/2. P ) = U (f. (10. P )] a ⊆ [L (f. P ) . P ) . Suppose ﬁrst that α ≥ 0. P ) + U (g. P )) < ε/2 + ε/2 = ε. Then b αf (x) dx ≡ sup{L (αf. P ) − L (f. P )] and a b b f (x) dx + a b g (x) dx ∈ [L (f. then this and Lemma 10.4 If f ∈ R ([a. If α < 0. P ) + U (g. PROPERTIES OF THE INTEGRAL For this partition. P2 ) − L (f. b 235 (f + g) (x) dx ∈ [L (f + g. Theorem 10. (10. b b (f + g) (x) dx − a a f (x) dx + a g (x) dx ≤ U (f. This proves (10. Then P is a partition of [a. P ) : P is a partition} = a b α sup{L (f. then f ∈ R ([a. U (f + g. P1 ) − L (f.4. P2 ) < ε/2 + ε/2 = ε. P ) + U (g. c]) and c b c f (x) dx = a a f (x) dx + b f (x) dx.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.8) since ε is arbitrary.

5 Let [a. P )] . f ∈ R ([a.4 and Theorem 10. For example. b) . P )] and a c f (x) dx ∈ [L (f. P1 ) + U (f. b c c f (x) dx + a b f (x) dx = a f (x) dx. U (f. yj+1 ] or decreasing on [yj . P2 )] = [L (f. b]) . a a f (x) dx = − a a a f (x) dx and so a f (x) dx = 0. Corollary 10. This proves the theorem.7 Assuming all the integrals make sense.6 Let [a.4. P ) < ε which shows that since ε is arbitrary. · · ·. l − 1.9) holds.4. Then from Theorem 10. (10.4. b The symbol. Then f ∈ R ([a.4.4.3. U (f. P ) − L (f.6. b]) .2. a f (x) dx when a > b has not yet been deﬁned.4. c]) by the Riemann criterion and also for this partition. Note that with this deﬁnition. b c THE INTEGRAL f (x) dx + a b f (x) dx ∈ [L (f.10). b] which has the property that f is either increasing on [yj .236 Thus. b] be an interval and let f ∈ R ([a. c b c f (x) dx − a a f (x) dx + b f (x) dx < U (f. P1 ) + L (f. U (f. P ) . Deﬁnition 10. assume c ∈ (a.4 and Deﬁnition 10. 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. P2 ) . Theorem 10.4. yj+1 ] for j = 1. Hence by (10. Proof: This follows from Theorem 10. Then a b f (x) dx ≡ − b a f (x) dx. Proof: This follows from Theorem 10. P ) .4.

a b b f (x) dx ≤ a a |f (x)| dx . . note that |f (x)| − f (x) ≥ 0. b] . Therefore. it is easy to prove the fundamental theorem of calculus2 . The only one of these claims which may not be completely obvious is the last one. The following properties of the integral have either been established or they follow quickly from what has been shown so far.14) (10. |f (x)| dx ≥ a a f (x) dx .5 Fundamental Theorem Of Calculus With these properties.16).13) (10. The ﬁrst version of the fundamental theorem of calculus is a statement about the derivative of the function x x→ a f (t) dt. f ∈ R ([a. 10. by (10. c b b 237 f (x) dx = a a b f (x) dx − c c f (x) dx f (x) dx. Let f ∈ R ([a.11) (10. If f ∈ R ([a. If b < a then the above inequality holds with a and b switched. b = a f (x) dx + The other cases are similar.12) α dx = α (b − a) . b] .5. c]) . b b |f (x)| dx ≥ a a f (x) dx b and a b |f (x)| dx ≥ − a b b f (x) dx. b]) . f (x) dx ≥ 0 if f (x) ≥ 0 and a < b. However the connection between these two ideas had not been fully made although Newton’s predecessor. This implies (10.15) and (10. x]) for each x ∈ [a.10. b]) then if c ∈ [a. b (10.6. The integral had been around for thousands of years and the derivative was by their time well known. To show this one. Therefore.16) f (x) dx + a b b f (x) dx = a f (x) dx. FUNDAMENTAL THEOREM OF CALCULUS and so by Deﬁnition 10.4. (10. Then by (10. Isaac Barrow had made some progress in this direction. |f (x)| + f (x) ≥ 0. a b b b (αf + βg) (x) dx = α a b c a f (x) dx + β a c g (x) dx.13).15) (10. if a < b.11) f ∈ R ([a. 2 This theorem is why Newton and Liebnitz are credited with inventing calculus.

5. such that G (x) = f (x) for every point of (a.5. b] . F (a) = 0 whenever f is Riemann integrable and continuous.14). Then b f (x) dx = G (b) − G (a) . G. if |h| < δ.238 Theorem 10.3 The next theorem is also called the fundamental theorem of calculus. b]) and let x THE INTEGRAL F (x) ≡ a f (t) dt. b] . lim h−1 (F (x + h) − F (x)) = f (x) and this proves the theorem.17) 3 Of course it was proved that if f is continuous on a closed interval. b]) but this is a hard theorem using the diﬃcult result about uniform continuity. x (f (t) − f (x)) dt x ≤ h−1 |f (t) − f (x)| dt . then |f (t) − f (x)| < ε. b) be a point of continuity of f and let h be small enough that x + h ∈ [a. Then by using (10. then f ∈ R ([a. F (x) = f (x) .12). Theorem 10. a (10. using (10. Therefore.12) shows that h−1 (F (x + h) − F (x)) − f (x) ≤ |h| Since ε > 0 is arbitrary.2 Let f ∈ R ([a. this shows h→0 −1 ε |h| = ε. the above inequality and (10.1 Let f ∈ R ([a. . [a. b]) and suppose there exists an antiderivative for f. Proof: Let x ∈ (a. b) and G is continuous on [a. x Let ε > 0 and let δ > 0 be small enough that if |t − x| < δ.16). h−1 (F (x + h) − F (x)) = h−1 Also. h−1 (F (x + h) − F (x)) − f (x) = h−1 x+h x+h x+h x+h f (t) dt. F (x) = f (x) . x f (x) dt. by (10. Note this gives existence for the initial value problem. b) . Then if f is continuous at x ∈ (a. f (x) = h−1 Therefore. b] .

5. · · ·. xn } with the property that for any choice of zk ∈ [xk−1 . · · ·. (10. xk ] . Suppose F is an antiderivative of f as just described with F continuous on [a. P )] . b] and let P ≡ {x0 . This proves the theorem. that G (b) − G (a) ∈ [L (f. · · ·. Proposition 10. By the mean value theorem. U (f. P ) < ε. U (f.10. since the above sum lies between the upper and lower sums. and also a b f (x) dx ∈ [L (f. Then G (b) − G (a) = G (xn ) − G (x0 ) n 239 = i=1 G (xi ) − G (xi−1 ) . P )] . b n f (x) dx − a k=1 f (zk ) (xk − xk−1 ) < ε. Therefore. b G (b) − G (a) − a f (x) dx < U (f. P ) . P ) − L (f. It follows. · · ·.17) holds. P ≡ {x0 .5.4 Suppose f ∈ R ([a. .3 Let f be a bounded function deﬁned on a closed interval [a. a Deﬁnition 10. P ) − L (f. Then the sum n f (zi ) (xi − xi−1 ) i=1 is known as a Riemann sum. b) . xi ] . ||P || ≡ max {|xi − xi−1 | : i = 1. n} . b]) . The following notation is often used in this context. Then b a f (x) dx = F (b) − F (a) ≡ F (x) |b . FUNDAMENTAL THEOREM OF CALCULUS Proof: Let P = {x0 . xn } be a partition satisfying U (f. xn } be a partition of the interval. Then there exists a partition. Since ε > 0 is arbitrary. P ) . Also.5. Suppose zi ∈ [xi−1 . b] and F = f on (a. 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 . P ) < ε. xi ] is chosen.

P )] and so the claimed inequality must hold. Thus. there exists δ > 0 such that if P ≡ {x0 . P ) .5. Furthermore the two integrals coincide. Solve the following initial value problem from ordinary diﬀerential equations which is to ﬁnd a function y such that y (x) = x6 x7 + 1 .5 if and only if it is integrable in the sense of Darboux. The number b a f (x) dx is deﬁned as I. P ) < ε and then both a f (x) dx and f (zk ) (xk − xk−1 ) are contained in [L (f. Find F (x) .5. P ) − L (f. Sketch a graph of F and explain why it looks the way it does. y (10) = 5. 10. xi ] . It turns out they are equivalent which is the following theorem of Darboux. and zi ∈ [xi−1 . Let F (x) = dt. there are two deﬁnitions of the Riemann integral. it can be approximated by Riemann sums whenever ||P || is suﬃciently small. n I− i=1 f (zi ) (xi − xi−1 ) < ε. 3.240 THE INTEGRAL b Proof: Choose P such that U (f. The proof of this theorem is left for the exercises in Problems 10 . Let a and b be positive numbers and consider the function. U (f.6 A bounded function deﬁned on [a. x1 . + 97x5 + 7 . f deﬁned on [a. n k=1 Deﬁnition 10. This proves the proposition. It is signiﬁcant because it gives a way of approximating the integral. leave it out. b] is Riemann integrable in the sense of Deﬁnition 10. The reason for using the Darboux approach to the integral is that all the existence theorems are easier to prove in this context. 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. It isn’t essential that you understand this theorem so if it does not interest you.6 Exercises x3 t5 +7 x2 t7 +87t6 +1 x 1 2 1+t4 1. Note that it implies that given a Riemann integrable function f in either sense.12. 4. I with the property that for every ε > 0. The deﬁnition of the Riemann integral in terms of Riemann sums is given next.5 A bounded function.5. Let F (x) = 2. a2 + t2 Show that F is a constant. · · ·. Theorem 10. 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 . xn } is any partition having ||P || < δ. dt. ax F (x) = 0 a2 1 dt + + t2 a/x b 1 dt. b] is said to be Riemann integrable if there exists a number.

Q)| . Now let Q be a partition having n points. ↑ If ε > 0 is given and f is a Darboux integrable function deﬁned on [a. show there exists δ > 0 such that whenever ||P || < δ. b]. b] . b] and |f (x)| < M for all x ∈ [a. 9. P )| < ε. {x∗ . Show there exists c ∈ (a. 10. x∗ } and let P be any other partition. · · ·. Prove the second part of Theorem 10.3. the sum of these terms should be k−1 k no larger than |U (f. 12. P )| ≤ 2M n ||P || + |U (f. show F (x) = G (x) + C for some constant. n 0 Show that |U (f. Q)| . Q) − L (f. In the latter case. x∗ . x∗ .5. Suppose f is a bounded function deﬁned on [a. P ) − L (f. xi ] does not contain any points of Q. C.7. 8.2 about decreasing functions. P ) and split this sum into two sums. 10.) Show there exists c ∈ (a. Suppose f and g are continuous functions on [a. b) such that f (c) = 1 b−a b f (x) dx. xi ] contains at least one point of Q. Consider the function f (x) ≡ g (t) dt. xi ] must be contained in some interval. (In fact continuous implies Riemann integrable. b] and that g (x) = 0 on (a. [xi−1 . and terms for which [xi−1 . P ) − L (f. the sum of terms for which [xi−1 . 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.10. P ) − L (f.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. b] and continuous. Some pictures were drawn by a . Hint: Write the sum for U (f.6. 7. 11. Suppose f is Riemann integrable on [a. Therefore. b) such that b b f (c) a x g (x) dx = a f (x) g (x) dx. then |U (f. This was a totally unjustiﬁed assumption that exponential functions existed and were diﬀerentiable. 6. RETURN OF THE WILD ASSUMPTION 241 5. Use this to give a diﬀerent proof of the fundamental theorem of calculus which has for its b conclusion a f (t) dt = G (b) − G (a) where G (x) = f (x) . b) . G ∈ f (x) dx for all x ∈ R. ↑ Prove Theorem 10. Q) − L (f. 0 if x = 0 Is f Riemann integrable? Explain why or why not. x a Hint: Deﬁne F (x) ≡ a f (t) g (t) dt and let G (x) ≡ mean value theorem on these two functions. Then use the Cauchy 1 sin x if x = 0 . If F.

L1 (2) > 0.1. f (t) = 1/t is decreasing. L1 (2) ≥ 1/2 as can be seen by looking at a lower sum for 2 1 (1/t) dt.21) .1. xy x Therefore. L1 : (0.4 on Page 133. Theorem 10. Now consider the assertion that L1 is onto. L1 (1) = 0. L1 (xy) = L1 (x) + L1 (y) .20) showing that the graph of L1 is concave down. However. logarithms were deﬁned. ∞) → R satisﬁes the following properties. n (10.3. Based on this outrageous wild assumption. 1 1 f (x) = y − = 0.6 on Page 122 and the Fundamental theorem of calculus. Theorem 10.242 THE INTEGRAL computer as evidence. In addition to this. (10. strictly increasing. Now if x > 0 L1 (x × x) = L1 x + L1 x = 2L1 x.8. 1 From the Fundamental theorem of calculus. Theorem 10. In fact. f (1) = 0 and so this proves (10. First note that from the deﬁnition.7. f (x) is a constant.1 The function. L1 (x) = x > 0 and so L1 is a strictly increasing function and is therefore one to one. n. Also the second derivative equals L1 (x) = −1 <0 x2 √ n xm = m L1 (x) . It is now possible to establish Wild Assumption 7. Deﬁne x 1 L1 (x) ≡ dt. (10. Also. L1 (xn ) = nL1 (x) . whenever m ∈ Q n L1 Proof: Fix y > 0 and let f (x) = L1 (xy) − (L1 (x) + L1 (y)) Then by Theorem 6.19) The function.18) 1 t There is no problem in writing this integral because the function.5.1. (10. by Corollary 6. Continuing in this way it follows that for any positive integer. L1 ((x) (x) (x)) = L1 ((x) (x)) + L1 (x) = L1 (x) + L1 (x) + L1 (x) = 3L1 (x) . and its graph is concave downward.2.19).5. L1 is one to one and onto.

the intermediate value theorem may be used to ﬁll in all the numbers in between. 1 (10.22). L1 (x) achieves arbitrarily large values as x gets increasingly large because you can take x = 2 in (10. n be integers.21). 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. Therefore.3. 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. 2 Also. L1 (xn ) = nL1 (x) . n.21) and (10.2 For b > 0 deﬁne expb (x) ≡ L−1 (xL1 (b)) .7. for any integer. mL1 (x) = L1 (xm ) = L1 and so √ n xm n = nL1 √ n xm √ m L1 (x) = L1 n xm . (10.10. n This proves the theorem. Now if x > 0 =1 1 0 = L1 x (x) = L1 1 x + L1 (x) showing that L1 x−1 = L1 n 1 x = −L1 x. It only remains to verify the claim about raising x to a rational power.23) Proposition 10. from (10. positive or negative.21) and use the deﬁnition of L1 to verify that L1 (2) > 0. Now Wild Assumption 7.22) You see that 1 can be made as close to zero as desired by taking n suﬃciently large.23) satisﬁes all conditions of Wild Assumption 7.7.7.3 The function just deﬁned in (10.1 on Page 143 can be fully justiﬁed. letting m.3.1 on Page 143 and L1 (b) = ln b as deﬁned on Page 143. . RETURN OF THE WILD ASSUMPTION 243 Therefore. Since L1 is continuous. Deﬁnition 10.

hL1 (b) = L1 (1) = 0. This establishes all the laws of exponents for arbitrary real values of the exponent. 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. What of the laws of exponents for arbitrary values of x and y? As part of Wild Assumption 7. Therefore.6 on Page 151. expb deﬁned in (10.244 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. 1 . √ m m n ≡ L−1 L1 (b) = L−1 L1 bm 1 1 n n by (10. That expb (x) > 0 follows immediately from the deﬁnition of the inverse function. then expb (h) = 1. First. Again. expb (x + y) = expb (x) expb (y) . It remains to consider the derivative of expb and verify L1 (b) = ln b. Then doing L1 to both sides. expexpb (x) (y) = expb (xy) .) 1 Consider the claim that if h = 0 and b = 1. Finally. these were assumed to hold.1.3. 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) . To verify that expb (m/n) = = √ n bm √ n bm . (L1 is deﬁned on positive real numbers and so L−1 has values in the positive real numbers. 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) . 1 = expb (1 + (−1)) = expb (−1) expb (1) = expb (−1) b showing that expb (−1) = b−1 .1. expb (1) = b and expb (0) = 1. Since L1 is one to one.20).23) satisﬁes all the conditions of Wild Assumption 7. Therefore. expb exists by Theorem 8. Suppose then that expb (h) = 1. From the deﬁnition. Hence either h = 0 or b = 1 which are both excluded.3. expab (x) = expa (x) expb (x) .1.

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

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

1 Find 2 1 x sin x2 dx du 2 Let u = x2 so du = 2x dx and so 2 1 = x dx. by the fundamental theorem of calculus. This is ﬁne provided you don’t write anything which is false. 2 2 . How does this relate to ﬁnding deﬁnite integrals? This is based on the following formula in which all the functions are integrable and F (y) = f (y) . (10.26) let y = g (x) . Therefore.10. Then making the substitution b a f (y) dy ? f (g (x))g (x) dx = ? f (y) dy. In (10. 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.25) where F (y) = f (y) . How can you remember this? The easiest way is to use the Leibniz notation.1 Recall The Method Of Substitution f (g (x)) g (x) dx = F (x) + C. (10.9 Techniques Of Integration The techniques for ﬁnding antiderivatives may be used to ﬁnd integrals. The above problem can be done in the following way. you must change the limits! When x = a. What should go in as the top and bottom limits of the integral? The important thing to remember is that if you change the variable. 1 x sin x2 dx = − cos x2 + C 2 and so from an application of the fundamental theorem of calculus 2 1 1 x sin x2 dx = − cos x2 |2 1 2 1 1 = − cos (4) + cos (1) .9.9. Similarly the top limit should be g (b) . Then dy = g (x) dx and so formally dy = g (x) dx. Example 10.26) This formula follows from the observation that.9. it follows that y = g (a) to the bottom limit must equal g (a) . TECHNIQUES OF INTEGRATION 247 10. b g(b) f (g (x)) g (x) dx = a g(a) f (y) dy. 10. both sides equal F (g (b)) − F (g (a)) .

27). x = α. 10. (y − β) (x − α) + = 1.248 Example 10. π 0 x sin (x) dx = (− cos (x)) x|π − 0 = −π cos (π) = π.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.27) In terms of integrals.9. 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. letting u = Then du = correspond to the new variables. b 1− (x − α) dx a2 1 a 2 Change the variables. b]) . Proposition 10. Then uv − u (x) v (x) dx = u (x) v (x) dx.2 Integration By Parts u (x) v (x) dx and Recall the following proposition for ﬁnding antiderivative.9.9. Then applying (10. (10. y = β and the left top quarter is just the reﬂection of the top right quarter reﬂected about the line. Thus the area of the ellipse is α+a 4 α x−α a .9. b] such that uv . 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. Proposition 10. u v ∈ R ([a.9.2 Find the area of the ellipse.3 Let u and v be diﬀerentiable functions for which u (x) v (x) dx are nonempty.5 Find π 0 u (x) v (x) dx. Then b a u (x) v (x) dx = uv (x) |b − a b u (x) v (x) dx a (10. this is stated in the following proposition. Example 10. a x sin (x) dx Let u (x) = x and v (x) = sin (x) . π (− cos (x)) dx 0 .4 Let u and v be diﬀerentiable functions on [a. 2 b a2 2 2 THE INTEGRAL If you sketch the ellipse.

dx √ 1 (c) 0 x 2 − x dx 3 2 (ln |x|) dx 2 π 3 x cos x2 0 2 1 (d) (e) 2.10. Find 5.6 Find Let u (x) = x and v (x) = e2x .10. (a) (b) (c) (d) (e) 6 √ x 5 2x−3 dx 5 4 x 3x2 + 6 dx 2 π x sin x2 dx 0 π/4 sin3 (2x) cos (2x) 0 7 √ 1 dx Hint: Remember 0 1+4x2 the sinh−1 function and its derivative. Then from (10. 7. Find 3. Find Hint: Let u (x) = (ln |x|) and v (x) = 1. dx 2 x ln x2 dx sin (x) dx 1 x e 0 1 0 2 0 2x cos (x) dx x3 cos (x) dx 6. Find the integrals. (a) (b) (c) (d) π/9 sec (3x) dx 0 π/9 sec2 (3x) tan (3x) 0 5 1 dx 0 3+5x2 1 √ 1 dx 0 5−4x2 dx . Find the integrals.9. EXERCISES 1 0 249 xe2x dx Example 10.28) 1 0 xe2x dx = 1 2x e2x 1 e x|0 − dx 2 2 0 e2x 1 e2x 1 = x| − | 2 0 4 0 e2 1 e2 = − − 2 4 4 2 1 e + = 4 4 10. Find 4. Find the integrals.10 (a) (b) Exercises 4 xe−3x dx 0 3 1 2 x(ln(|x|))2 1.

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

16. 15. Show that c0 = c1 = 1/2. · · ·.10. 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.10. The approximate integration scheme for a function. xi+1 ] where xi+1 = xi−1 + 2h and xi = xi−1 + h. and that this yields the trapezoidal rule. There is a general procedure for constructing these methods of approximate integration like the trapezoidal rule and Simpson’s rule. When this has been done. 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. EXERCISES 251 14. In the above Taylor’s formula. Consider [0. Consider the case where n = 1. xn . Next take n = 2 and show the above procedure yields Simpson’s 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 . Show using Problem 14. That is. 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 . x. f. and b with f1 = f a+b . xn } where xi − xi−1 = 1/n for each i. 1] and divide this interval into n pieces using a uniform partition. · · ·. Obtain an integration scheme for n = 3. x2 . 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. such that 1 4 f (x) = p3 (x) + f (4) (ξ) (x − xi ) 4! . use Problem 7 on Page 241 to obtain the existence of some z between x0 and x such that n f (x) = f (x0 ) + k=1 f (k) (x0 ) f (n+1) (z) k n+1 (x − x0 ) + (x − x0 ) . there exists a polynomial of degree three. Show 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. a+b . {x0 . the case when x > x0 and the case when x < x0 . k! (n + 1)! Hint: You might consider two cases. Show also that if this integration scheme is applied to any polynomial of degree 3 the result will be exact.

this equals limR→∞ Example 10. The deﬁnitions are analogous to the above. . f. f. b. b. However. if limx→a+ f (t) = ±∞.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 . dx.11. if limx→b− f (t) = ±∞ but f is integrable on [a. then b b−δ f (t) dt ≡ lim a δ→0+ f (t) dt a whenever the limit exists. 2m) < a M 5 1 (b − a) 1920 m4 where M ≥ max f (4) (t) : t ∈ [a. 4! 5 where M satisﬁes. then b b f (t) dt ≡ lim a δ→0+ f (t) dt a+δ whenever this limit exists. Better estimates are available in numerical analysis books. Whenever things like this occur they require a special deﬁnition. xi ] .11.1 The symbol ∞ a f (t) dt is deﬁned to equal R R→∞ lim f (t) dt a whenever this limit exists. If limx→a+ f (t) = ±∞ but f is integrable on [a + δ. 2m) deb note the approximation to a f (x) dx obtained from Simpson’s rule using 2m equally spaced points. these also have the error in the form C 1/m4 . then ∞ R f (t) dt ≡ lim a R→∞ f (t) dt a R a+δ where the improper integral.2 Find ∞ −t e 0 dt. Example 10. b] . Deﬁnition 10. Now let S (a. In this section a few types of improper integrals will be discussed. 10. Nevertheless people do consider things like the following: 0 f (t) dt. b − δ] for all small δ. R −t e 0 From the deﬁnition. R a f (t) dt is deﬁned above as limδ→0+ f (t) dt.3 Find 1 1 √ 0 x dt = limR→∞ 1 − e−R = 1.11 Improper Integrals The integral is only deﬁned for certain bounded functions which are deﬁned on closed and ∞ bounded intervals.11. You can probably construct other examples of improper integrals such as integrals of the a form −∞ f (t) dt. b] for all small δ. M ≥ max f (4) (t) : t ∈ [xi−1 . Show b f (x) dx − S (a. Finally. Similarly.

it R f (t) dt = a+δ a+δ f (t) dt + R0 f (t) dt. there exists δ 0 > 0 such that b f (t) dt : δ > 0 ≤ M. b) and there exists M such that b−δ b f (t) dt ≤ M a (10. b a+δ Now suppose (10. IMPROPER INTEGRALS 253 √ 1 From the deﬁnition this equals limδ→0+ δ x−1/2 dx = limδ→0+ 2 − 2 δ = 2. If f (t) ≥ 0 for all t ∈ (a.10. b] and there exists M such that b ∞ f (t) dt ≤ M a+δ (10. the integral a f (t) dt exists and R f (t) dt ≤ M. I]. R]) whenever δ > 0 is small enough.29) Then a f (t) dt exists. Theorem 10. then b a f (t) dt exists. whenever R > R0 . f (t) dt − I < ε.11. It follows that if ε > 0 f (t) dt ∈ (I − ε.11. a (10. and small δ > 0. I −ε< b b f (t) dt ≤ a+δ 0 a+δ f (t) dt ≤ I . R R0 R R0 f (t) dt = a a R a f (t) dt + R0 f (t) dt ≥ a f (t) dt. if δ < δ 0 . ∞) and that f ∈ R ([a + δ. R a Proof: Suppose (10. Suppose also there exists a number. the conditions for R I = lim are satisﬁed and so I = ∞ a R→∞ f (t) dt a f (t) dt. The following theorem is about this question of existence.30). M such that R for all R > a.29). for every R > a. It follows that if f (t) dt ∈ (I − ε. since f (t) ≥ 0. Sometimes you can argue the improper integral exists even though you can’t ﬁnd it. then a f (t) dt exists. Then. there exists R0 such that follows that for R ≥ R0 .31) for all δ > 0. If f (t) ≥ 0 for all t ∈ [a. I]. Since ε is arbitrary. Then I ≡ sup ε > 0 is given. a+δ 0 Therefore.30) for all δ > 0.4 Suppose f (t) ≥ 0 for all t ∈ [a. R R0 a R0 f (t) dt : R > a ≤ M. Letting δ → 0+. Then I ≡ sup is given. Therefore.

it follows 2 x < sin x 3 and so if δ < δ 1 .11. ∞ . R δ e−t tα−1 dt ≤ δ k e−t tα−1 dt + k R e−t tα−1 dt k ≤ 0 t α−1 ∞ dt + k e−t/2 dt. Therefore.254 showing that for such δ. sin x < 2 . the ﬁrst integral in the above is bounded above √ √ √ 1−δ 1 by δ1 − δ 6. it follows that for x small enough. This proves the theorem. Such a k exists because e−t tα−1 = 0.11. e−t tα−1 < e−t/2 .11. sin δ 1 Now using the argument of Example 10. let M ≡ k α−1 t 0 dt and this shows from the above theorem that e−t tα−1 dt ≤ M for all large R and so 0 e−t tα−1 dt exists.6 The gamma function is deﬁned by Γ (α) ≡ 0. say for x < δ 1 . Since limx→0+ sin x = 1.4 with M = √sin δ + δ1 − δ 6. 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. Here k is chosen such that if t ≥ k. 1 √ δ 1 dx ≤ sin x δ1 δ 3 1 √ dx + 2 x 1 √ δ1 1 dx. This is what is meant by the expression b δ→0+ lim f (t) dt = I a+δ and so I = a f (t) dt. the improper integral 1 √ √ √ 1−δ 1 exists because the conditions of Theorem 10.11. This is the case when functions are not all the same sign for example. 1 Example 10. t→∞ e−t/2 lim dt + ∞ −t/2 e k R 0 Therefore. Then for such x. The last case is entirely similar to this one.3. The second integral equals √sin δ . Example 10.5 Does 1 √1 0 sin x b dx exist? I don’t know how to ﬁnd an antiderivative for this function but the question of existence x x 3 can still be resolved. Sometimes the existence of the improper integral is a little more subtle.

7.9 Suppose f is a real valued function and the conditions of Theorem ∞ 10. Example 10.4 applies and the limits R R→∞ lim 1 (|cos x| − cos x) dx.11. EXERCISES ∞ sin x x 0 255 dx exist? Example 10. they involve techniques which will not be discussed in this book.11. First change the variable letting x2 = u and then integrate by parts. x2 x ∞ This is an important example. lim R→∞ x2 R R 1 cos x + |cos x| dx x2 ∞ both exist and so from (10. Thus |f (t)| = f + (t) + f − (t) and f (t) = f + (t) − f − (t) while both f + and f − 2 are nonnegative functions. It is a standard problem in the subject of complex analysis.11.11.11. (10.11.4 hold for both f + and f − .11. x2 (|cos x| − cos x) dx ≤ x2 Since both integrands are positive.11. However.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. Corollary 10. Break it up into positive and u3/2 negative parts and use Corollary 10.6.10.11. .12.12 Exercises 1. Deﬁnition 10. Verify all the details of Example 10. There are at least two ways to show that 0 sin x dx = x 1 2 π. However.11. The veriﬁcation that this integral 4 exists is left to you. 10. Theorem 10.8 Let f be a real valued function. 2. ∞ You will eventually get an integral of the form 0 sin u du. In fact 0 cos x2 dx = 1 2 π.9. x2 Thus the improper integral exists if it can be shown that R 1 ∞ cos x x2 1 dx exists. Then 0 f (t) dt exists. The above argument is a special case of the following corollary to Theorem 10. Then f + (t) ≡ |f (t)|+f (t) and f − (t) ≡ 2 |f (t)|−f (t) .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 < ∞.32) limR→∞ 1 cos x dx also exists and so 0 sin x dx exists.4. Verify all the details in 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.

(tan t) (sin t) α−1 α−1 11. Thus you could ﬁll it but you couldn’t paint it. −∞ . 2 Also the volume of the solid obtained in the same way is given by the integral. 1 α−1 t dt 0 1 0 1 0 8. The methods of complex analysis typically give the Cauchy principle value. f (x) = 1/x for x ≥ 1. 13. Show Γ (1) = 1 = Γ (2) . It can be shown that Γ 1 = π. Show 0 1+x2 dx does not exist but that limR→∞ −R 1+x2 dx = 0. Next show that ε→0+ ∞ lim dx = f (x1 ) . For α > 0 ﬁnd ln t dt if it exists and if it does not exist. ﬁnd Γ 5 . Prove that for every α > 0. 1 + x2 This is true and shows why such principle value integrals are somewhat disreputable. there exist sequences an . Prove ∞ 0 sin x2 dx exists. What is the 2 2 advantage of the gamma function over the notion of factorials? Hint: For what values of x is Γ (x) deﬁned? 6. dt exists.10. Show ∞ −∞ ε π ε2 + (x − x1 ) εf (x) π ε2 + (x − x1 ) 2 2 dx = 1. 1 α t 0 7. It is not a very respectable thing. Sometimes people call this Gabriel’s horn. Prove that for every α > 0.11. 9.256 3. b π a (f (x)) dx. Try it on the function. Next show Γ (α + 1) = αΓ (α) and prove that for n a nonnegative integer. This last limit is called the Cauchy principle value integral. exists and ﬁnd the answer. Verify all the details of Example 10. ∞) in terms of an improper integral. THE INTEGRAL 4. Show the resulting solid has ﬁnite volume but inﬁnite surface area. A. Γ (n + 1) = n!. bn → ∞ such that bn n→∞ ∞ R lim −an 2x dx = A. b] for f a positive continuous function having continuous derivative is given by b 2π a f (x) 1 + (f (x)) dx. 2 It seems reasonable to deﬁne the surface area and volume for x ∈ [a. Prove that for every α > 0. √ 5. Using this and Problem 4. explain why. Suppose f is a continuous function which is bounded and deﬁned on R. 2x 2x 12. dt exists. Try to show the following: For every number. 10. Recall the area of the surface obtained by revolving the graph of y = f (x) about the x axis for x ∈ [a.

Then if x ∈ (a. b) . Then let n+1 g (x) ≡ f (x) − f (c) − k=1 f (k) (c) k n+2 (x − c) . (a. Now assume the theorem holds for n. (11. etc. 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.Inﬁnite Series 11. those which come from a formula like f (x) = x2 + 2 which are easy to evaluate by following a simple procedure. and those which come as short words. b) and let c ∈ (a. In particular.1 Approximation By Taylor Polynomials By now. 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) .2 on Page 133. 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) + . the symbol 0 k=1 ak will denote the number 0. b) .1 Suppose f has n + 1 derivatives on an interval. and the observation that g (c) and h (c) both equal 0. Before presenting it.1. 4! = 4 × 3! = 24. Deﬁne 0! ≡ 1 = 1! and (n + 1)! ≡ (n + 1) n! so that n! = n (n − 1) · · · 1. things like ln (x) or sin (x) . 2! = 2. Theorem 6. This latter type of function is not so easy to evaluate. For example. h (x) = (x − c) k! so g (c) = h (c) = 0. k! (n + 1)! (In this formula. Theorem 11. recall the meaning of n! for n a positive integer. you have noticed there are two sorts of functions. By the mean value theorem.8. In this section.1) .) Proof: Suppose ﬁrst that n = 0. The following theorem is called Taylor’s theorem. 3! = 3 × 2! = 6. the method of Taylor polynomials is discussed. By the Cauchy mean value theorem. f (x) − f (c) = f (ξ) (x − c) for some ξ between c and x.

For n = 2 in the above. 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. f (x) = − cos x. dividing by (n + 2) (ξ − c) f (x) − f (c) − k=1 n+1 (n+1) (x − c) n+2 . is called the remainder and this particular form of the remainder is called the Lagrange form of the remainder. f (0) = 0. f (x) = cos x. (ξ) The term f (n+1)! .1. Therefore. f (x) = − sin x. x5 x3 f (6) (ξ) x6 x6 + . Thus ξ 1 is between c and x and this proves the theorem. f (0) = −1. the resulting polynomial is x− x5 x3 + 3! 5! and the error between this polynomial and sin x must be measured by the remainder term.2 Approximate sin x for x in some open interval containing 0. (11. Then for f (x) = sin x. etc. (n+1) Example 11.1) 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.2) . Consequently. sin x − x − ≤ ≤ 3! 5! 6! 6! . 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. f (0) = 0. 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. f (0) = 1. Therefore. etc. Use Taylor’s formula just presented and let c = 0.258 The induction hypothesis in (11.

Find a Taylor polynomial for ln places. The above estimate indicates the good approximation holds as long as |x| is small and it quantiﬁes how good the approximation is.5) to 3 decimal places and prove your approximation is this good. an = f n!(c) .5) − (.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. Suppose for example. Let pn (x) = a0 + k=1 ak (x − c) . sin x as long as |x| is small but that if |x| gets very large. this error is very small but if x is large. pn (c) = (n) f (c) . · · ·. 11. 4. Find the Taylor polynomials for cos x for x near 0 along with a formula for the remainder. 2. Use your approximate polynomial to compute cos (.5) = 6! 46 080 6 so diﬀerence between the approximation and sin (. Then from the above error estimate. you wanted to ﬁnd sin (. 1+x 1−x (n) and use it to compute ln 5 to three decimal .5) − (. Thus the Taylor polynomial of degree n and its ﬁrst n derivatives agree with the function and its ﬁrst n derivatives when x = c. pn (c) = f (n) (c) .5) (.11.5) is less than 10−4 . · · ·. 5. sin (.1) the polynomial approximation would be even closer.2. 3. EXERCISES 259 For small x. Find the Taylor polynomials for ln (1 + x) for x near 0.5) + 3! 5! 3 5 ≤ 1 (. the approximation is lousy. Show that if you require that pn (c) = f (c) .2 Exercises n k 1. then this requirement is achieved if and only if a0 = f (c) . Find the Taylor polynomials for ln (1 − x) for x near 0. If this is used to ﬁnd sin (. no such conclusion can be drawn. a1 = f (c) . This is illustrated in the following picture.

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

Be very careful you never think this way in the case where it is not true that all ak ≥ 0. · · ·}. For ∞ this reason. depending on the behavior of the partial ∞ k sums.11. Let Sn ≡ k=0 rk . If the sequence of partial sums is not bounded. INFINITE SERIES OF NUMBERS 261 11.2 Let ak ≥ 0.1 Deﬁne ∞ n ak ≡ lim k=m n→∞ ak k=m whenever the limit exists and is ﬁnite. From this deﬁnition. then it is not a Cauchy sequence and so it does not converge. Then n n n+1 Sn = k=0 rk . people will sometimes write k=m ak < ∞ to denote the case where convergence ∞ occurs and k=m ak = ∞ for the case where divergence occurs. This ∞ n series is n=0 r . This proves the proposition. In the ﬁrst case convergence occurs and in the second case. See Theorem 5.3 11. Either the sequence of partial sums is bounded above or it is not bounded above. Proof: It follows { n k=m ∞ ak }n=m n+1 ak diverges. If it does ∞ n not converge. the above proposition shows there are only two alternatives available. the partial ∞ k sums of k=1 (−1) are bounded because they are all either −1 or 0 but the series does not converge.13 on Page 107. then by the form of completeness found in Theorem 5. rSn = k=0 rk+1 = k=1 rk . the inﬁnite series diverges.9 on Page 106. In the case where ak ≥ 0. it is said to diverge. It follows the symbol just written is meaningless and the inﬁnite sum diverges. m + 1.11. The partial sums corresponding to this symbol alternate between −1 and 0. As an example. The study of this series depends on simple High school algebra and n Theorem 5. · · · . One of the most important examples of a convergent series is the geometric series. Proposition 11.11. consider k=1 (−1) . Therefore. is an increasing sequence because n ak − k=m k=m ak = an+1 ≥ 0.1 Inﬁnite Series Of Numbers Basic Considerations Earlier in Deﬁnition 5. there is no limit for the sequence of partial sums. Then { k=m ak }n=m is an increasing sequence. If this ∞ sequence is bounded above. Sometimes they do and sometimes they don’t.3.3. it should be clear that inﬁnite sums do not always make sense.3. If it is bounded above. ∞ k=m When the sequence is not bounded above.3. Deﬁnition 11.11.1 on Page 103 the notion of limit of a sequence was discussed. In this case the series is said to converge. For example. The sequence { k=m ak }n=m in the above is called the sequence of partial sums. There is a very closely related concept called an inﬁnite series which is dealt with in this section. then k=m ak converges and its value equals n n ∞ sup k=m ak : n = m. m + 1. .15 on Page n 107 it follows the sequence of partial sums converges to sup { k=m ak : n = m.11.

4) (11.3. ∞ k=m ∞ n n=0 r converges and equals 1 1−r if |r| < 1 and If the series do converge.5) follows from the observation that.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 . limn→∞ Sn = 1−r in the case when |r| < 1. This shows the following.5) ak ≤ k=m k=m |ak | where in the last inequality. the last sum equals +∞ if the partial sums are not bounded above. y are numbers. In fact. 1−r INFINITE SERIES 1 By Theorem 5. . n ∞ ak ≤ k=m k=m n |ak | ∞ and so ∞ ak = lim k=m n→∞ ak ≤ k=m k=m |ak | .3. Sn = 1 − rn+1 .4).9. from the triangle inequality. Now if |r| ≥ 1. use Theorem 5.11.11. Proof: The above theorem is really only a restatement of Theorem 5. Theorem 11. subtracting the second equation from the ﬁrst yields (1 − r) Sn = 1 − rn+1 and so a formula for Sn is available.6 on Page 104 and the above deﬁnitions of inﬁnite series.4 If ak and ∞ ∞ k=m bk both converge and x.3 The geometric series.11. Theorem 11.3) xak + ybk = x k=m ∞ k=m ∞ ak + y k=m bk (11. the limit clearly does not exist because Sn fails to be a Cauchy sequence (Why?). Thus ∞ n n+j ∞ ak = lim k=m n→∞ ak = lim k=m n→∞ ak−j = k=m+j k=m+j ak−j . if r = 1. then ∞ ak = k=m ∞ k=m+j ∞ ak−j ∞ (11. Formula (11.262 Therefore. To establish (11. the following holds. diverges if |r| ≥ 1.

3. it converges. INFINITE SERIES OF NUMBERS Example 11. You might try to show this. By Theorem 11. k=p n ∞ (11. q p−1 q ak − k=m k=m ak = k=p ak < ε. q |ak | < ε.3. k=p Therefore.3. Therefore.11.6 The sum such that if q ≥ p ≥ nε . by the completeness axiom. then it is said to converge conditionally. ∞ n=0 5 6 + n n 2 3 = 5 = 5 1 1 +6 n 2 3n n=0 n=0 1 1 +6 = 19.11.13 on Page 107. (11. then it converges.8 If ∞ k=m ak converges absolutely. 1 − (1/2) 1 − (1/3) ∞ ∞ The following criterion is useful in checking convergence. k=m ak converges and this proves the theorem. Theorem 11. from the triangle inequality.6. If the series does converge but does not converge absolutely.3. By the deﬁnition of inﬁnite series.3. there exists nε such that whenever q ≥ p ≥ nε . Thus its validity implies completeness. Deﬁnition 11.3. Then { k=m ak }n=m is a Cauchy sequence by Theorem 5.6) holds. the above theorem is really another version of the completeness axiom.6. Then from (11.6) Proof: Suppose ﬁrst that the series converges.7 A series ∞ ak k=m is said to converge absolutely if ∞ |ak | k=m converges.7) Next suppose (11. this shows the inﬁnite sum converges as claimed. Proof: Let ε > 0 be given.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 3n From the above theorem and Theorem 11. there exists nε q ak < ε. In fact. Theorem 11. Then by assumption and Theorem 11. q q ε> k=p ∞ |ak | ≥ k=p ak . there exists nε > m such that if q ≥ p − 1 ≥ nε > m.3. . then ∞ k=m ak converges if and only if for all ε > 0.3.5 Find ∞ n=0 5 2n 263 .3.

If 2. abn < an < bbn and so the conclusion follows from the comparison test.9 (comparison test) Suppose {an } and {bn } are sequences of non negative real numbers and suppose for all n suﬃciently large. an ≤ bn .3.3.3.264 INFINITE SERIES Theorem 11. diverges.12 Determine the convergence of ∞ 1 √ k=1 n4 +2n+7 . an diverges. p n∗ k an n=m ≤ n=m n∗ an + n=n∗ +1 ∞ bn bn . From the assumption there exists n∗ such that n∗ > max (k. then ∞ n=m bn Proof: Consider the ﬁrst claim. then ∞ n=m an converges. 0<a< Then an and an an ≤ < b < ∞. Then 1. If ∞ n=k bn ∞ n=k converges. m) and for all n ≥ n∗ bn ≥ an .{ n=m an }p=m is bounded above and increasing. bn bn bn converge or diverge together. then an an > a and <b bn bn and so for all such n. Example 11. This is considered next.3.10 Determine the convergence of For n > 1.11 Let an . 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. n=k ≤ n=m p ∞ an + Thus the sequence. ∞ 1 n=1 n2 . The second claim is left as an exercise. bn > 0 and suppose for all n large enough. letting an = n2 and bn = n(n−1) A convenient way to implement the comparison test is to use the limit comparison test. it converges by completeness. Example 11. Theorem 11. 1 1 ≤ . . Therefore. Then if p ≥ n∗ . Proof: Let n∗ be such that n ≥ n∗ .

3.10. In particular.3. the series converges with the series of Example 11.3. Then a2n = ∞ 1 n . INFINITE SERIES OF NUMBERS 265 This series converges by the limit comparison test. Proof of the Claim: Note the claim is true for n = 1. it is desirable to get lots of examples of series.3. since 2n+1 − 2n = 2n .14 Determine the convergence of These are called the p series. Proof: This follows from the inequality of the following claim. You see. Theorem 11. and the terms. 3 n n Therefore. Example 11. Then. Compare with the series of Example 11. How did I know what to √ √ compare with? I noticed that n4 + 2n + 7 is essentially like n4 = n2 for large enough n. The tool for obtaining these examples here will be the following wonderful theorem known as the Cauchy condensation test.11. the higher order term. If p ≤ 1. some which converge and some which do not. are decreasing. Suppose the claim is true for n. . √ reasoning that 1/ n4 + 2n + 7 is a lot like 1/n2 for large n. 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. If p > 1. it was easy to see what to compare with. Then ∞ ∞ an and n=1 n=0 2n a2n converge or diverge together. an . It follows ∞ that the p series converges if p > 1 and diverges if p ≤ 1. Of course this is not always easy and there is room for acquiring skill through practice.13 Let an ≥ 0 and suppose the terms of the sequence {an } are decreasing. Therefore.10.3. Claim: n n 2 n 2k a2k−1 ≥ k=1 k=1 ak ≥ k=0 2k−1 a2k . it is still a geometric series but in this case the common ratio is either 1 or greater than 1 so the series diverges. Thus an ≥ an+1 for all n. where p is a positive number. √ 1 n4 + 2n + 7 n2 lim = lim n→∞ √ n→∞ 1 n2 n4 +2n+7 = n→∞ lim 1+ 7 2 + 4 = 1. n4 dominates the other terms in n4 + 2n + 7. the last series above is a geometric series having common ratio less than 1 and so it converges. To really exploit this limit comparison test. Let an = 1 np . n=1 n−1 diverges ∞ −2 while n=1 n converges. 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 .

A−1 ≡ A0 ≡ 0. not because the terms of the series get small fast enough. k=n It is very important to observe that this theorem goes only in one direction.15 Determine the convergence of Use the limit comparison test.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. but because of cancellation taking place between positive and negative terms. a series converges. It is really a corollary of Theorem 11.6 to conclude that n n→∞ lim an = lim n→∞ ak = 0. Theorem 11.16 Determine the convergence of Use the Cauchy condensation test. Sometimes it is good to be able to say a series does not converge.3. Proof: Apply Theorem 11.2 More Tests For Convergence So far. The nth term test gives such a condition which is suﬃcient for this.17 If ∞ n=m an converges. ∞ 1 k=2 k ln k .3. If this happens. Let {an } and {bn } be sequences and let n An ≡ k=1 ak . lim 1 n 1 √ n2 +100n ∞ 1 √ k=1 n2 +100n . The following picture is descriptive of the situation. INFINITE SERIES n→∞ =1 and so this series diverges with ∞ 1 k=1 k . you don’t ∞ know anything from this information. A discussion of this involves some simple algebra. Example 11. Sometimes.6. the tests for convergence have been applied to non negative terms only. Recall limn→∞ n−1 = 0 but n=1 n−1 diverges. then limn→∞ an = 0.3. lim an = 0 an converges an = n−1 11. you cannot conclude the series converges if limn→∞ an = 0. That is.266 Example 11.3.3. .

Theorem 11. The following corollary is known as the alternating series test.3. Corollary 11. this last expression is small whenever p and q are suﬃciently large. Theorem 11. 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. This is discussed next.3.19 If limn→∞ bn = 0. with bn ≥ bn+1 . and using the partial summation formula above along with the assumption that the bn are decreasing. letting |An | ≤ C. Proof: This follows quickly from Theorem 11. This proves the theorem. an n=1 test fails if r = 1 ∞ Proof: Suppose r < 1. Then there exists n1 such that if n ≥ n1 . then 0< where r < R < 1. then ∞ n=1 (−1) bn converges. n A favorite test for convergence is the ratio test.18 (Dirichlet’s test) Suppose An is bounded and limn→∞ bn = 0.20 Suppose |an | > 0 for all n and suppose lim |an+1 | = r. with bn ≥ bn+1 .11. Indeed.3. Then ∞ an bn n=1 converges. 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.6. |an | n→∞ Then diverges if r > 1 converges absolutely if r < 1 .3.3.

23 Show that for all x ∈ R. and the other reason is the possibility that the limit might not exist. Then for those values of n.3.9) .3. The next test. k! (11. called the root test removes both of these objections. Therefore. Then ∞ converges absolutely if r < 1 test fails if r = 1 ak diverges if r > 1 k=m Proof: The ﬁrst and last alternatives follow from Theorem 11. |an | converges. 1/n < R < 1 for all n suﬃciently large. To see the test fails if r = 1. 1/n Next suppose |an | ≥ 1 for inﬁnitely many values of n. r = 1. To verify the divergence part. To see the test fails ∞ ∞ 1 1 if r = 1. Therefore. Example 11. Corollary 11. Say this holds n |an | < R. for such n. Since the nth term fails to converge to 0.21.8) can be turned around for some R > 1. |an1 +p | < R |an1 +p−1 | < R2 |an1 +p−2 | < · · · < Rp |an1 | INFINITE SERIES (11. then (11. it follows the series diverges.268 for all such n. ∞ 1/n ex = k=0 xk .21 Suppose |an | 1/n < R < 1 for all n suﬃciently large. then an diverges. consider the two series n=1 n and n=1 n2 both of which have r = 1 but having diﬀerent convergence properties. note that if r > 1.3. Theorem 11. then |am | < Rm−n1 |an1 | . |an | ≤ Rn and so the comparison test with a geometric series applies and gives absolute convergence as claimed. Then for such n. One reason for this is the assumption that an > 0. |an | ≥ 1 and so the series fails to converge by the nth term test. consider n−1 and n−2 . n=1 If there are inﬁnitely many values of n such that |an | ∞ 1/n ≥ 1.22 Suppose limn→∞ |an | exists and equals r. This proves the convergence part of the theorem. necessitated by the need to divide by an . n=1 Proof: Suppose ﬁrst that |an | for all n ≥ nR .3. Then ∞ an converges absolutely.) The ratio test is very useful for many diﬀerent examples but it is somewhat unsatisfactory mathematically. The ﬁrst series diverges while the second one converges but in both cases.8) and so if m > n. Showing limn→∞ |an | = ∞. (Be sure to check this last claim. By the comparison test and the theorem on geometric series.

Here is an example.10) it follows (11. However. 11. . Therefore. ﬁrst sum on j yielding something which depends on k and then sum these. This example is a little technical. You can always write M N N M ajk = k=m j=m j=m k=m ajk because addition is commutative. (n + 1)! n→∞ Therefore. when does it make no diﬀerence which subscript is summed over ﬁrst? In the case of ﬁnite sums there is no issue here.10) = k=0 xk xn+1 + eξ n k! (n + 1)! where |ξ n | ≤ |x| . (n + 1)! n+1 Therefore. In other words. the nth term converges to zero by the nth term test and so for each x ∈ R. In other words. there are limits involved with inﬁnite sums and the interchange in order of summation involves taking limits in a diﬀerent order. limits foul up algebra and also introduce things which are counter intuitive. you may not do it without agonizing over the question.9) holds. 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| < ∞. lim eξn xn+1 = 0. It is placed here just to prove conclusively there is a question which needs to be considered. The major consideration for these double series is the question of when ∞ ∞ ∞ ∞ ajk = k=m j=m j=m k=m ajk .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 .3. it is not always true that it is permissible to interchange the two sums. A general rule of thumb is this: If something involves changing the order in which two limits are taken. INFINITE SERIES OF NUMBERS By Taylor’s theorem ex = 1+x+ n 269 xn+1 x2 xn +···+ + eξn 2! n! (n + 1)! (11. In general.11. taking the limit in (11.3.

It happens because. Then Therefore. you can see that by assigning diﬀerent values of a. as indicated above. and ∞ n=1 amn = 0 amn = b + a + c m=1 n=1 and so the two sums are diﬀerent. n=1 m=1 Next observe that if m > 2. ∞ m=1 amn = a if n = 1. amn = c for (m. 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 . Moreover.3. ∞ ∞ m=1 ∞ amn = b − c if n = 2 and if n > 2.270 INFINITE SERIES Example 11. n) on the line y = x − 1 whenever m > 2. This example in no way violates the commutative law of addition which has nothing to do with limits. a21 = a. However. n) on the line y = 1 + x whenever m > 1. n are positive integers. ∞ ∞ ∞ n=1 amn = a + c if m = 2. j. You see ann = 0 for all n. limits are taken in two diﬀerent orders. An inﬁnite sum always involves a limit and this illustrates why you must always remember this. b. ∞ n=1 amn = b if m = 1. . amn = a + b − c. then you can always interchange the order of summation. n) where m. a12 = b. ∞ m=1 amn = 0.24 Consider the following picture which depicts some of the ordered pairs (m. Don’t become upset by this. you can get an example for any two diﬀerent numbers desired. and amn = −c for all (m. and c. it turns out that if aij ≥ 0 for all i. First. Therefore. some notation should be discussed. This is shown next and is based on the following lemma.

+∞ is interpreted as a point out at the end of the number line which is larger than every real number. The other case is that r = −∞. for all a. B are sets. b) . b) ∈ [−∞. Proof: First note there is no trouble in deﬁning these sums because the aij are all nonnegative. That is why it is called ∞. But this is what is meant by limn→∞ An = ∞.28 Let aij ≥ 0. b) and therefore. suppose r < ∞. there exists n such that An ∈ (r − ε. INFINITE SERIES OF NUMBERS 271 Deﬁnition 11. Proof: Let sup ({An : n ∈ N}) = r. to get the conclusion of the lemma. f (a. Then letting ε > 0 be given. a∈A b∈B b∈B a∈A Proof: Note that for all a. Of course there is no such number. Since {Ak } is increasing.26 Let f (a. Therefore. Unlike limits. An = −∞ for all n and so limn→∞ An = −∞. r]. b) ≤ sup sup f (a. Then sup sup f (a. The symbol. Since {An } is increasing. it follows if m > n. ∞ aij ≥ i=r i=r n aij . In the case where r = ∞. b) . But in this case. Next note that ∞ ∞ ∞ n aij ≥ sup j=r i=r n j=r i=r n aij because for all j.3. Lemma 11.3.25 Let f (a.3. m n Therefore. b) = sup sup f (a.11. Lemma 11. . The symbol. b) ≤ supb∈B supa∈A f (a. Then ∞ i=1 ∞ j=1 aij = ∞ j=1 ∞ i=1 aij . b). it follows that if m > n. b) : a ∈ A} . ∞]. ∞ ∞ ∞ 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. you can take the sup in diﬀerent orders. Theorem 11. Am > a. then r − ε < An ≤ Am ≤ r and so limn→∞ An = r as claimed. ∞] for a ∈ A and b ∈ B where A. ∞. B are sets which means that f (a. sup sup f (a.27 If {An } is an increasing sequence in [−∞. If a sum diverges. there exists n such that An > a. b) ≤ supb∈B supa∈A f (a. −∞ is interpreted similarly. b) means sup (Sb ) where Sb ≡ {f (a. b) is either a number. Then supa∈A f (a. supb∈B f (a. then if a is a real number. The following is the fundamental result on double sums. In the ﬁrst case.3. a∈A b∈B b∈B a∈A Repeat the same argument interchanging a and b. ∞] for a ∈ A and b ∈ B where A. or −∞. then sup {An } = limn→∞ An . it only diverges to ∞ and so ∞ is the value of the sum. b) ∈ [−∞. b.3.

Deﬁnition 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.3.8 again. j=r |aij | < ∞. ∞ on Page 263. It only remains to verify they are equal. This proves the theorem.3. By Theorem 11. ∞ i=r |aij | ∞ j=r aij ∞ < ∞ and for each i.29 Let aij be a number and suppose ∞ ∞ INFINITE SERIES |aij | < ∞ .28 and Theorem 11. Therefore.30 Let ∞ i=r ai and cn ≡ ∞ i=r bi n be two series.272 Theorem 11. One of the most important applications of this theorem is to the problem of multiplication of series.28 ∞ ∞ ∞ ∞ |aij | = j=r i=r i=r j=r |aij | < ∞ ∞ Therefore. For n ≥ r. for each j. j=r i=r i=r j=r aij both exist.3. by Theorem 11. 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. deﬁne ak bn−k+r . .8 both converge.3. ∞ ∞ aij . i=r aij . 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.3. Note 0 ≤ (|aij | + aij ) ≤ |aij | .3. Proof: By Theorem 11.3. Also. every i. k=r The series ∞ n=r cn is called the Cauchy product of the two series.

This is known as Merten’s theorem and may be read in the 1974 book by Apostol listed in the bibliography. Then ∞ bj = n=r cn i=r where cn = n ak bn−k+r .3. Then ∞ cn = k=r pnk ak bn−k+r . . by Theorem 11. Formally write the following in the case r = 0: (a0 + a1 + a2 + a3 · ··) (b0 + b1 + b2 + b3 · ··) and start multiplying in the usual way. m=r |ak | 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. k=r Proof: Let pnk = 1 if r ≤ k ≤ n and pnk = 0 if k > n. Therefore.3. Theorem 11. 1. ∞ ∞ ∞ ∞ 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 | < ∞. it is only necessary to assume one of the series converges and the other converges absolutely. The following is a special case of Merten’s theorem.11.31 Suppose ∞ i=r ∞ ai and ai ∞ j=r bj ∞ j=r both converge absolutely1 . ···.3. it is necessary to prove a theorem.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. 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. Also. INFINITE SERIES OF NUMBERS 273 It isn’t hard to see where this comes from. 2.

If this is not possible. |ak | ln k ∞ k=1 exists. Prove this theorem. If p < 1. conditionally. 7. can you conclude the sum. or not at all and give reasons for your answers. A person says a series diverges by the alternating series test. Determine whether the following series converge absolutely. Suppose ak = 0 for large k and that p = limk→∞ the series. (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. Suppose Explain. can the same thing be said about ∞ n=1 a2 ? n 4. ∞ n=1 an converges absolutely. ∞ n=1 an bn con∞ n=1 8. 6.274 and this proves the theorem. then k=1 ak converges absolutely. conditionally. Determine whether the following series converge absolutely. and bn is bounded. (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 ) k1.01 n 10n (−1) (1. then ak does not converge absolutely. 5. A person says a series converges conditionally by the ratio test. INFINITE SERIES 11. can you conclude ∞ converges? What if it is only the case that n=1 an converges? ln 1 an bn 9.4 Exercises 1. Explain why his statement is total nonsense.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. tell why. If n=1 an and verges? ∞ ∞ ∞ n=1 bn both converge. Find a series which diverges using one test but converges using another if possible. The logarithm test states the following. If p > 1. ∞ . If n=1 an converges absolutely. Explain why his statement is total nonsense.

TAYLOR SERIES p 275 10. Suppose there exists a constant. For 1 ≥ x ≥ 0. 3−k .11. . determine the convergence of of p. For p a positive number. Determine the convergence of the series 16. bk > 1. A much more exciting idea is to use inﬁnite series of known functions as deﬁnitions of possibly new functions. Now conclude that there exists an integer. 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. C and a number p such that ak+1 p ≤1− ak k+C for all k large enough.1 Let {ak }k=0 be a sequence of numbers. 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 . show that (1 − x) ≥ 1 − px. Show the ∞ ∞ improper integral. ∞ This is called the integral test. and p ≥ 1. 1) . This is also called a power series centered at a. The expression.5. This test says the following. 2−k and ∞ k=0 11. Consider the series ∞ ∞ k=0 n p (−1) n √1 to write . Deﬁnition 11. an interesting variation on the ratio test. Suppose f is a nonnegative continuous decreasing function deﬁned on [1.11) is called a Taylor series centered at a. 1 f (t) dt and the sum k=1 f (k) converge or diverge together.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 . k0 such that bk0 > 1 and for all k ≥ k0 the given inequality above holds. Using the result of Problem 10 establish Raabe’s Test.5. 11. 14. Deﬁne f (x) ≡ (1 − x) − 1 + px and show that f (0) = 0 while f (x) ≥ 0 for all x ∈ (0. ∞ ∞ ak (x − a) k=0 k (11. Then if p > 1. Thus |ak | ≤ C/bp = C/ (k − 1 + C) . 12. ∞). n+1 Show this series converges and so it makes sense 13. Use this test to verify convergence of k=1 k1 whenever α α > 1 and divergence whenever α ≤ 1. Hint: Let bk ≡ k − 1 + C and note that for all k large enough.5 Taylor Series Earlier Taylor polynomials were used to approximate known functions such as sin x and ln (1 + x) . it follows that k=1 ak converges absolutely. Hint: This can be done using p the mean value theorem from calculus.3. Verify Theorem 11. k k Now use comparison theorems and the p series to obtain the conclusion of the theorem.

n n Therefore. Proof: Let 1 > r = |x − a| / |z − a| . With this lemma. n→∞ |x| = lim √ = |x| n→∞ n n . The nth term test implies n→∞ lim |an | |z − a| = 0 n n and so for all n large enough. However. by the above lemma k=0 |ak | |x − a| converges and this proves the ﬁrst part of this theorem. Then if |x − a| < r. the following fundamental theorem is obtained. k This might be a totally 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. so for such n. deﬁne a new function. then x ∈ D also and furthermore. This proves the theorem. Lemma 11. r wouldn’t be as deﬁned. if |x − a| > r. Proof: Let r ≡ sup {|y − a| : y ∈ D} . Nevertheless. Furthermore. it follows there exists z ∈ D such that |z − a| > |x − a| since otherwise. one which has no name. r fails to be an upper bound to {|y − a| : y ∈ D} and so the Taylor series must diverge as claimed. Thus you can put in various values of x and ask whether the resulting series of numbers converges.5.276 INFINITE SERIES In the above deﬁnition. the determination of r tends to be pretty easy. In fact |x − a| would then be an upper bound to {|y − a| : y ∈ D} . lim |x| n n 1/n ∞ xn n=1 n .3 Let k=0 ak (x − a) be a Taylor series.22. ∞ k Therefore. much can be said about such functions. If k=0 ak (x − a) converges then by the above lemma.5. the Taylor series diverges.4 Find the interval of convergence of the Taylor series Use Corollary 11.2 Suppose z ∈ D. |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 . Deﬁning. k=0 |ak | |x − a| converges by comparison with the geometric series. ∞ k Theorem 11. x is a variable.3. ∞ k the series k=0 |ak | |x − a| converges. Then if |x − a| < |z − a| . Then there exists r ≤ ∞ such that the Taylor series converges absolutely if |x − a| < r. D to be the set of all values of x such that the resulting series does converge. 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.5. f deﬁned on D as ∞ f (x) ≡ k=0 ak (x − a) . From now on D will be referred to as the interval of convergence and r of the above theorem as the radius of convergence. Example 11. ∞ k Now suppose |x − a| > r.

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 (11.1 Operations On Power Series It is desirable to be able to diﬀerentiate. has radius of convergence equal to r. integrate.5.5. the limit involved in taking the derivative and the limit of the sequence of ﬁnite sums. for n large enough. just as you would diﬀerentiate a polynomial. Theorem 11. r = 1/e.11. th Apply the ratio test. however.5. The following theorem says one can diﬀerentiate power series in the most natural way on the interval of convergence. This theorem may seem obvious. |an | |y − a| n−1 < 1. the derived series. Then ∞ ∞ f (x) = n=0 an n (x − a) n−1 = n=1 an n (x − a) n−1 (11. It is another example of the interchange of two limits. The following is special and pertains to power series. in this case.5. Consequently. TAYLOR SERIES 277 √ because limn→∞ n n = 1 and so if |x| < 1 the series converges. Proof: First it will be shown that the series on the right in (11.13) has the same radius of convergence as the original series. the series converges because it reduces to n=1 n and the alternating series test applies and gives convergence. 11.12) for |x − a| < r. Then n→∞ lim |an | |y − a| ∞ n−1 = lim |an | |y − a| = 0 n→∞ n n because |an | |y − a| < ∞ n=0 and so.5 Find the radius of convergence of ∞ nn n n=1 n! x . The endpoints require ∞ 1 special attention.13) and this new diﬀerentiated power series. and multiply power series. At the ∞ (−1)n other endpoint. You usually cannot diﬀerentiate an inﬁnite series whose terms are functions even if the functions are themselves polynomials. . but it is a serious mistake to think this. 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. Thus let |x − a| < r and pick y such that |x − a| < |y − a| < r. When x = 1 the series diverges because it reduces to n=1 n .

for large enough n. Thus. r) . a + r1 ] . By the comparison test. |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.15) n n = where the last equation follows from the mean value theorem and zn is some point between x − a and y − a.14) Letting y be close enough to x. it follows n=1 an n (x − a) converges absolutely for any x satisfying |x − a| < r. n=1 |an | |x − a| and ∞ n therefore n=1 |an | |x − a| also converges which shows the radius of convergence of the derived series is no larger than that of the original series. Thus wn is between x − a and y − a and so wn + a ∈ [a − r1 . a + r1 ] . f (y) − f (x) y−x ∞ = n=0 ∞ an (y − x) n−1 an nzn n=1 −1 [(y − a) − (x − a) ] (11. n=0 n=0 ∞ n |an | r2 < ∞ ∞ n−1 (11. It remains to verify the assertion about the derivative. On the other hand. a + r) . a + r1 ] ⊆ (a − r.278 Therefore. ∞ n−1 ∞ n−1 if n=1 |an | n |x − a| converges then by the comparison test. the radius of convergence of the derived series is at least as large as that of the original series. 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. Therefore.16) where wn is between zn and x − a. Then considering the diﬀerence quotient. it follows both x and y are in [a − r1 . a + r1 ) ⊆ [a − r1 . Let |x − a| < r and let r1 < r be close enough to r that x ∈ (a − r1 . ∞ n |an | r1 . letting r2 ∈ (r1 . Therefore.

it is possible to characterize the coeﬃcients of a Taylor series. there exists a constant. Now let x = a and obtain that f (a) = a1 = f (a) /1!. Corollary 11. TAYLOR SERIES which implies |wn | ≤ r1 . from (11.5. Next use Theorem 11. y−x n=1 Taking the limit as y → x (11.6.17) Then an = (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.5.14). for such n. f (a) = a0 ≡ f (0) (a) /0!. The ﬁrst sum on the right in (11. . Therefore.5. From Theorem 11. Continuing this way proves the corollary.5. ∞ ∞ f (x) = n=1 an n (x − a) n−1 = a1 + n=2 an n (x − a) n−1 . n−2 |an | r2 r1 r2 n−2 < 1 for all n large enough.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. Therefore. C independent of y such that ∞ n−2 |an | n (n − 1) r1 = C < ∞ n=2 Consequently. As an immediate corollary.16) f (y) − f (x) n−1 − an n (x − a) ≤ C |y − x| . This proves the theorem.17).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!. f (n) (a) .11.18) Proof: From (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) .13) follows. n! n (11.

f − cos (x) etc.1. you can diﬀerentiate both sides. First consider f (x) = sin (x) .8 Find the power series for sin (x) . and cos (x) centered at 0 and give the interval of convergence. That is.9 Find the sum ∞ k=1 k2−k . Example 11. Example 11. Thus f (2n+2) (ξ n ) 1 . . ≤ (2n + 2)! (2n + 2)! By the ratio test.280 INFINITE SERIES This also shows the coeﬃcients of a Taylor series are unique.5. Theorem 11. Then f (x) = cos (x) . if ∞ ∞ ak (x − a) = k=0 k=0 k bk (x − a) k for all x in some interval. f (x) = − sin (x) . 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. doing the series term by term and obtain ∞ 2k k x cos (x) = (−1) (2k)! k=0 for all x ∈ R. then ak = bk for all k.5.1 on Page 257.6. this equals either ± sin (ξ n ) or ± cos (ξ n ) and so its absolute value is no larger than 1. Therefore. ∞ sin (x) = k=0 (−1) k x2k+1 (2k + 1)! for all x ∈ R. ∞ n=0 ∞ f (2n+2) (ξ n ) <∞ (2n + 2)! f (2n+2) (ξ n ) (2n+2)! also. By Theorem 11.5. Therefore. from Taylor’s formula. Furthermore. by the nth term test limn→∞ n = 0. 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. it follows that 1 <∞ (2n + 2)! n=0 and so by the comparison test.

C. multiply both sides of the diﬀerential equation in (11. Let ∞ y (x) ≡ n=0 an xn (11. Of course it is not known at this time whether such a series exists. the process of ﬁnding it will demonstrate its existence.19). TAYLOR SERIES 281 It may not be obvious what this sum equals but with the above theorem it is easy to ﬁnd. The following is a very important example known as the binomial series.20). 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 . y (0) = 1. To −α see this. (1 + x) (11.19) α α Next it is necessary to observe there is only one solution to this initial value problem. Let t = 1/2.11. When this is done one obtains d α −α −α (1 + x) y = (1 + x) y − y dx (1 + x) Therefore. However. y (0) = 1 and so it must be that C = 1. Use Theorem 11.6 to do this. such that (1 + x) −α = 0. then y is a solution of the following initial value problem.10 Find a Taylor series for the function (1 + x) centered at 0 valid for |x| < 1.5.5. ∞ 1 From the formula for the sum of a geometric series.6 and the initial value problem. y − α y = 0.21) be a solution to (11. From Theorem 11. from (11. Therefore. 1−t = k=0 tk if |t| < 1. (11.5. ∞ ∞ (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 . there must exist a constant.5. The strategy for ﬁnding the Taylor series of this function consists of ﬁnding a series which solves the initial value problem above. First note that if y (x) ≡ (1 + x) . Example 11. there is exactly one solution α to the initial value problem in (11.19) by (1 + x) .20) y = C.19) and it is y (x) = (1 + x) . Diﬀerentiate both sides to obtain ∞ (1 − t) whenever |t| < 1. However. ∞ 2= k=1 k2−k .

To completely understand power series. ∞ ∞ INFINITE SERIES an+1 (n + 1) x + n=0 n=0 n an (n − α) xn = 0 and from Corollary 11. The function f (x) = (1 + x) makes sense for all x > −1 but one is only able to describe it with a power series on the interval (−1. n! n=0 ∞ Furthermore. the following n! n theorem has been established.22) and letting n = 0.282 Changing the order variable of summation in the ﬁrst sum. a0 = 1. With this notation. However. The above technique is a standard one for obtaining solutions of diﬀerential equations and this example illustrates a deﬁciency in the method. use the ratio test. To ﬁnd the radius of convergence. You can also integrate power series on their interval of convergence. n+1 (11. It will then follow that this series equals (1 + x) because of uniqueness of the initial value problem. This is no accident. n! Therefore. from (11. a3 = = α(α−1)(α−2) . it is necessary to take a course in complex analysis. In general. 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. n of these factors an = α (α − 1) · · · (α − n + 1) . Using the same process. a1 = α.7 and the initial condition for (11.5. these are topics for another course.11 Let α be a real number and let |x| < 1. a2 = α(α−1) . The expression. 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. our candidate for the Taylor series is y (x) = α (α − 1) · · · (α − n + 1) n x . the above discussion shows this series solves the initial value problem on its interval of convergence. .22) again along with this ( α(α−1) )(α−2) 2 information. n There is a very interesting issue related to the above theorem which illustrates the α limitation of power series. α(α−1)···(α−n+1) is often denoted as α . Then ∞ (1 + x) = n=0 α α n x . By 2 3 3! now you can spot the pattern.22) Therefore. Think about this. Then using (11.5. Theorem 11. You may have noticed the prominent role played by geometric series. 1) . It only remains to show the radius of convergence of this series α equals 1.19) this requires an+1 = an (α − n) .

The signiﬁcance of this theorem in terms of applications is that it states you can multiply power series just as you would multiply polynomials and everything will be all right on the common interval of convergence. This theorem can be used to ﬁnd Taylor series which would perhaps be hard to ﬁnd without it. This proves the theorem.5.5. n Therefore.12 Let f (x) = is r > 0.13 Let n=0 an (x − a) and n=0 bn (x − a) be two power series having radii of convergence r1 and r2 . Theorem 11.23 on Page 268.31 ∞ ∞ 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) . By Theorem 11. both positive. n=0 n+1 G (y) = n=0 an (y − a) = f (y) = F (y) .5. But C = 0 because F (a) − G (a) = 0. and Example 11.5.5. G (y) − F (y) = C for some constant. Therefore. 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 .3 both series converge absolutely if |x − a| < r. 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 . by Theorem 11. Next consider the problem of multiplying two power series. TAYLOR SERIES Theorem 11.8 on Page 280.3. Proof: By Theorem 11.9 on Page 260 or Example 11. 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 + · · · . Here is an example. r2 ) .5. Using Problems 7 .14 Find the Taylor series for ex sin x centered at x = 0. Then if |y − a| < r.3. This proves the theorem. ∞ ∞ an (y−a)n+1 .11.5.6 Proof: Deﬁne F (y) ≡ a f (x) dx and G (y) ≡ and the Fundamental theorem of calculus. Example 11.

) 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. a0 = 0.284 1 = x + x2 + x3 + · · · 3 You can continue this way and get the following to a few more terms. . If you are interested in this issue. 11. there does not appear to be a very simple pattern for the coeﬃcients of the power series for tan x. a3 − a1 x3 = 2 2 −1 3 1 1 1 3! x so a3 − 2 = − 6 so a3 = 3 . but if it does.5. 2. as you see. 3! 5! Using the above. 0 −1 + a2 x2 = 0 so a2 = 0. read the last section of the chapter. In fact. Example 11. Clearly one can continue in this manner. Thus the ﬁrst several terms of the power series for tan are 1 tan x = x + x3 + · · ·.15 Find the Taylor series for tan x centered at x = 0. Note also that what has been accomplished is to divide the power series for sin x by the power series for cos x just like they were polynomials. Find k2−k . Find the radius of convergence of the following. 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. a1 x = x so a1 = 1. Lets suppose it has a Taylor series a0 + a1 x + a2 x2 + · · ·. Of course there are some issues here about whether tan x even has a power series. (In practice this tends to not be very long. 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. Then cos x x4 x2 a0 + a1 x + a2 x2 + · · · 1 − + + · · · = 2 4! x− x3 x5 + +··· . 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. the above must be it.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.

However.6. Show that for all x. n Now show fn (0) = 0 for all n and so fn (0) → 0. EXERCISES 285 3. Suppose the function. 4. This yields another way to obtain the power series for ex . The main diﬀerence is you have to do two diﬀerentiations of the power series instead of one. there are enough of them. x = 0. Nevertheless. 1 ||x| − fn (x)| ≤ √ . . y (0) = 1. However. 9. this function is very important to those who use modern techniques to study diﬀerential equations. the function. fn (x) be given in Problem 9 and consider g1 (x) = f1 (x) . Show also that f (k) (0) = 0 for all ∞ k ∈ N.10 to consider the initial value problem y = y. Use Show that f (k) (x) exists for all k and for all x. Therefore. Tell where your solution gives a valid description of a solution for the initial value problem. Let fn (x) ≡ 1 n + x2 1/2 . Let the functions. Hint: This is a little diﬀerent but you proceed the same way as in Example 11. 10. and it is this very example which is used to show this. One needs to consider test functions which have the property they have inﬁnitely many derivatives but vanish outside of some interval. Use the power series technique on the initial value problem y + y = 0.31 on Page 273 to show directly the usual law of exponents. It even becomes a little questionable whether such strange functions even exist at all.10. gn (x) = fn (x) − fn−1 (x) if n > 1. Use the power series technique to ﬁnd solutions in terms of power series to the initial value problem y + xy = 0. ex+y = ex ey . the power series for f (x) is of the form k=0 0xk and it converges for all values of x.5. you cannot say that fn (0) → f (0) . What is the solution to this initial value problem? 6. Thus even though fn (x) → f (x) for all x. f (x) ≡ |x| has no derivative at x = 0. Use the power series technique which was applied in Example 11. it fails to converge to f (x) except at the single point. 7. y (0) = 1.11. 5. Find the power series centered at 0 for the function 1/ 1 + x2 and give the radius of convergence. 2 Surprisingly. Be sure to check all the hypotheses. ex is deﬁned in terms of a power series.5. Deﬁne the following function2 : f (x) ≡ 2 e−(1/x ) if x = 0 . ex ≡ k=0 Theorem 11. 0 if x = 0 ∞ xk k! .3. they do. 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. y (0) = 0. y (0) = 1. 8.

We typically don’t have names for them but they are there just the same. Where does this power series converge? Where does it converge to the function.5. . x7 1 0 1 2 x sin x2 dx. Replace ex with an appropriate power series and estimate this integral. 11. Theorem 11. How do you know this is the power series for sin x2 ? 16.3. It is hard to ﬁnd 0 ex dx because you don’t have a convenient antiderivative for the 2 integrand. you can’t diﬀerentiate the series term by term and get the right answer3 . For convenience. arctan x? 15. n 12. Find limx→0 tan(sin x)−sin(tan x) 4 . 17.5. Do the same as the previous problem for 18. In fact. You know 0 t21 dt = arctan x. 4 This is a wonderful example. bad can this get? It can be much worse than this. INFINITE SERIES ∞ gk (x) = |x| k=0 and that gk (0) = 0 for all k. Every such function can be written as an inﬁnite sum of polynomials which of course have derivatives at every point. Use the theorem about the binomial series to give a proof of the binomial theorem (a + b) = k=0 n n n−k k a b k whenever n is a positive integer. You know 0 t+1 dt = ln |1 + x| .12 to ﬁnd the power series for ln |1 + x| centered at 0.31 on Page 273. Therefore. Find the power series for sin x2 by plugging in x2 where ever there is an x in the power series for sin x.7 Some Other Theorems First recall Theorem 11. Where does this power series converge? Where does it converge to the function. 11. there are functions which are continuous everywhere and diﬀerentiable nowhere. You should plug in small values of x using a calculator and see what you get using modern technology.1 Suppose ∞ i=0 ai and ∞ ai ∞ j=0 bj ∞ j=0 n both converge absolutely.7. Find the exact value of ∞ n=1 n2 2−n . Thus it is nonsense to diﬀerentiate an inﬁnite sum term by term without a theorem of some sort. ln |1 + x|? x 14. Use this and Theorem 11. k=0 Furthermore. Use this and Theorem 11. 3 How ∞ n=0 cn converges absolutely. the version of this theorem which is of interest here is listed below.286 Show that for all x.12 to ﬁnd the power +1 series for arctan x centered at 0. 1 13. Then ∞ bj = n=0 cn i=0 where cn = ak bn−k .

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

This question is clearly included in the more general question of when ∞ −1 an (x − a) n=0 n . By the induction hypothesis and the above theorem on the Cauchy product. ∞ n=0 Proof: Since |x − a| < r.4 Let ∞ an (x − a) n=0 n be a power series having radius of convergence. converges absolutely.5. the series.15 on Page 284 about the existence of the power series for tan x. n n=0 k1 +···+kp =n With this theorem it is possible to consider the question raised in Example 11. the above theorem applies and ∞ an (x − a) . ∞ p ∞ an (x − a) n=0 n = n=0 bnp (x − a) n where bnp ≡ k1 +···+kp =n ak1 · · · akp . p n an (x − a) ∞ n=0 n = n=0 k1 ak1 (x − a) ∞ k · · · akp (x − a) p = k1 +···+kp =n ak1 · · · akp (x − a) . ∞ p+1 ∞ p ∞ an n=0 = n=0 ∞ an n=0 ∞ an an n=0 = = cmp m=0 ∞ n n=0 k=0 ∞ n ckp an−k ak1 · · · akp an−k n=0 k=0 k1 +···+kp =k ∞ = = n=0 k1 +···+kp+1 =n ak1 · · · akp+1 and this proves the theorem. Now suppose this is true for p and consider ( n=0 an ) . r > 0. Then if |x − a| < r. Corollary 11.288 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.7. Therefore. This theorem implies the following corollary for power series.

1 = f (x) p=0 By Corollary 11.7. bnp (x − a) p=0 n=0 n (11.23) and so from the formula for the sum of a geometric series.23) and the formula for the sum of a geometric series. then ∞ ∞ n |an | |x − a| < 1. there exists r1 > 0 such that if |x − a| < r1 .24) converges absolutely. this proves the lemma.7. Thus |bnp | ≤ k1 +···+kp =n ∞ ∞ |ck1 | · · · ckp ≡ Bnp and so by Theorem 11. Then there exists r1 > 0 and {bn } such that for all |x − a| < r1 .24) equals ∞ n=0 ∞ ∞ bnp p=0 (x − a) n and so.7. 289 Lemma 11. this equals ∞ ∞ ∞ ∞ p cn (x − a) n=0 n . Then ∞ an (x − a) n=1 n ≤ n=1 |an | |x − a| < 1 n (11.28 on Page 271 implies the series in (11.24) where bnp = k1 +···+kp =n ck1 · · · ckp .4.3. SOME OTHER THEOREMS has a power series. the following theorem is easy to obtain.5 Let f (x) = n=0 an (x − a) . . a power series having radius of convergence r > 0.3. 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 = 0.7. Since the series of (11. n=1 n Now pick such an x. ∞ ∞ 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. Suppose also that f (a) = 1. With this lemma. ∞ 1 n = bn (x − a) .11. f (x) n=0 Proof: By continuity. letting p=0 bnp ≡ bn . Theorem 11.

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. f (x) n=0 Proof: Let g (x) ≡ f (x) /f (a) so that g (x) satisﬁes the conditions of the above lemma. Then there exists r1 > 0 and {bn } such that for all |x − a| < r1 . This proves the theorem. you should see the book by Apostol [1] or any text on complex variable. 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. there exists r1 > 0 and a sequence. {bn } such that f (a) n = bn (x − a) f (x) n=0 for all |x − a| < r1 .290 ∞ n INFINITE SERIES Theorem 11. What happens is this. Unfortunately this is not true. One might think that if |x − a| < r. a power series having radius of convergence r > 0. Then 1 n = bn (x − a) f (x) n=0 where bn = bn /f (a) .6 Let f (x) = n=0 an (x − a) . Consider f (x) = 1 + x2 . This is just another instance of why the natural setting for the study of power series is the complex plane. ∞ ∞ . In this case r = ∞ but the power series for 1/f (x) converges only if |x| < 1.7. In the case of f (x) = 1 + x2 this function has a zero at x = ±i. Then by that lemma. Suppose also that f (a) = 0. To read more on power series. ∞ 1 n = bn (x − a) . There is a very interesting question related to r1 in this theorem.

Part III Vector Valued Functions 291 .

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you can identify another point in the plane with the ordered pair (−8. Rn refers to the collection of ordered lists of n real numbers. 4) because.7 Deﬁne Rn ≡ {(x1 . · · ·. In particular. · (2. one vertical and the 293 . even though the same numbers are involved. n} . xn ) : xj ∈ R for j = 1. 4) = (2. 2.0. 0) is called the origin. Look at the number line again. · · ·. 0) : t ∈ R } for t in the ith slot is called the ith coordinate axis. xn ) = (y1 . Conversely. it is conventional to denote (x1 . 6) 3 2 −8 6 (−8. The reason you go to the left is that there is a − sign on the eight. The set {(0. Now suppose n = 2 and consider two lines which intersect each other at right angles as shown in the following picture. · · ·. yn ) if and only if for all j = 1. 3) · Notice how you can identify a point shown in the plane with the ordered pair. xj = yj . (x1 .Rn The notation. every ordered pair determines a unique point in the plane. 6) . you could draw two lines through the point. Deﬁnition 12. Similarly. 4) ∈ R3 and (2. · · ·. · · ·. 0. · · ·. 4) ∈ R3 but (1. 3) . · · ·. R1 = R. they don’t match up. taking a point in the plane. The point 0 ≡ (0. More precisely. xn ) ∈ Rn . The numbers. Why would anyone be interested in such a thing? First consider the case when n = 1. 2. Thus (1. · · ·. n. Observe that this amounts to identifying a point on this line with a real number. 1. 1. From this reasoning. · · ·. xj are called the coordinates. 0. t. x. Go to the left a distance of 8 and then up a distance of 3. xn ) by the single bold face letter. consider the following deﬁnition. · · ·. You go to the right a distance of 2 and then up a distance of 6. Then from the deﬁnition. Recall that R is identiﬁed with the points of a line. the ﬁrst entries are not equal. In other words a real number determines where you are on this line. When (x1 . (2.

such that the point of interest is identiﬁed with the ordered pair. 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. this determines a point in space. physiology. · · ·.1. called scalars. −5) would mean to determine the point in the plane that goes with (1. the coordinates are known as Cartesian coordinates after Descartes1 who invented this idea in the ﬁrst half of the seventeenth century. v + w = w + v. (1. Many other examples can be given. In this case. y ∈ Rn then x + y ∈ Rn and is deﬁned by x + y = (x1 . As just explained. He also wrote a large book in which he tried to explain the book of Genesis scientiﬁcally. chemistry. Now suppose n = 3. How many coordinates would be needed? You would need one for the temperature. (x1 .1. As another example. He was interested in many diﬀerent subjects. x1 on the horizontal line in the above picture and x2 on the vertical line in the above picture. In short. · · ·. · · ·. the ﬁrst two coordinates determine a point in a plane. Theorem 12. · · ·. the algebraic properties satisfy the conclusions of the following theorem. the following hold. three for the position of the point in the object and one more for the time. . Therefore.2) With this deﬁnition. Thus.1) This is known as scalar multiplication. If x. and physics being some of them. xn + yn ) (12. This is often the case in applications to business when they are trying to maximize proﬁt subject to constraints. If the two objects moved around. you would need to be considering R6 . I will often not bother to draw a distinction between the point in n dimensional space and its Cartesian coordinates. β scalars. · · ·. axn ) . 4. Then ax ∈ Rn is deﬁned by ax = a (x1 . One is addition and the other is multiplication by numbers.1 If x ∈ Rn and a is a number. Letting the third component determine how far up or down you go. 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. w ∈ Rn and α. Descartes ended up dying in Sweden.3) Descartes 1596-1650 is often credited with inventing analytic geometry although it seems the ideas were actually known much earlier. You can’t stop here and say that you are only interested in n ≤ 3. (12. also called a scalar. xn ) ≡ (ax1 . 1 Ren´ e (12. consider a hot object which is cooling and suppose you want the temperature of this object. yn ) ≡ (x1 + y1 . 12. you would need a time coordinate as well. depending on whether this number is positive or negative. It also occurs in numerical analysis when people try to solve hard problems on a computer. x2 ) . (real numbers). Sometimes n is very large. Thus you would need to be considering R5 .1 Algebra in Rn There are two algebraic operations done with elements of Rn .294 RN other horizontal and determine unique points. 4) and then to go below this plane a distance of 5 to obtain a unique point in space. Deﬁnition 12.2 For v. xn ) + (y1 . points in the plane can be identiﬁed with ordered pairs similar to the way that points on the real line are identiﬁed with real numbers. There are other ways to identify points in space with three numbers but the one presented is the most basic.

2.7) α (v + w) = α (v1 + w1 . αvn ) + (αw1 . 5.6) (12.2. consider (12. 3. 2) (b) (−2. −2) (c) (−2. 3. 1. You should verify these properties all hold. 0) (b) (−2.9) (12.5) (12.4) (12. α (βv) = αβ (v) . 2) + (2. 3. · · ·. (a) (1. 1)? Explain.3)-(12. (α + β) v =αv+βv. · · ·. As usual subtraction is deﬁned as x − y ≡ x+ (−y) . α (vn + wn )) = (αv1 + αw1 . In the above 0 = (0. For example. · · ·. αvn + αwn ) = (αv1 . · · ·. Also α (v + w) = αv+αw. vn + wn ) = (α (v1 + w1 ) .8) (12. 1v = v. EXERCISES the commutative law of addition. 7) . 3. 3) (d) (2. 295 (12. αwn ) = αv + αw. −2. −2) + 6 (2. the existence of an additive identity. (v + w) + z = v+ (w + z) . · · ·. (a) (1. 2. Draw a picture of the points in R3 which are determined by the following ordered triples. v + 0 = v.10) 12.7) (12.12. v+ (−v) = 0. −5) 4.2 Exercises 1. the existence of an additive inverse.10). Draw a picture of the points in R2 which are determined by the following ordered pairs. Compute 5 (1. Verify all the properties (12. 2. · · ·. Does it make sense to write (1. −2) . 1) (c) (−2. the associative law for addition. 0). −2.

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

All this amounts to deﬁning the distance between two points as the length of a straight line joining these two points. by the Pythagorean theorem again. 0) Use the distance formula and write |a − b| = (1 − 2) + (2 − 3) + (−4 − (−1)) + (6 − 0) = 47 √ Therefore. 2) .12. Here is an example. −4. 1. x3 ) and (y1 . y3 ) 297 (y1 . x2 . x3 ) (x1 . Another convention which is usually followed. a = (1. y2 . 3. x3 ) and (y1 . It won’t be done in this book but sometimes this sort of thing is done. x3 ) By the Pythagorean theorem. x3 ) equals (y1 − x1 ) + (y2 − x2 ) 2 2 1/2 while the length of the line joining (y1 . 6) and b = (2.3.3 Describe the points which are at the same distance between (1. 2. y2 . y2 . the length of the dotted line joining (x1 .2 Find the distance between the points in R4 . y2 . Example 12. which is again just the distance formula above. Therefore. y2 . 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.3. One could deﬁne the distance to be the length of some other sort of line joining these points. x3 ) to (y1 . 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 . |a − b| = 47. This completes the argument that the above deﬁnition is reasonable. the length of the line joining the points (x1 . Example 12. y2 . 2. 2 2 2 2 2 . (y1 . −1. However. x3 ) . x2 . there is nothing sacred about using straight lines. 3) and (0. x2 . x2 .3. x3 ) and (y1 . y2 . In R3 it is customary to denote the ﬁrst and second components as just described while the third component is called z. x2 . DISTANCE IN RN the points (x1 . y3 ) is just |y3 − x3 | . x3 ) (y1 . especially in R2 and R3 is to denote the ﬁrst component of a point in R2 by x and the second component by y.

(x. The following lemma is fundamental. z) be such a point. 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. If it has two zeros. two zeros or one repeated zero. it either has no zeroes. Therefore. y. y. Therefore. Then for all t ∈ R. Therefore. Then n xi yi ≤ |x| |y| .12) is obviously true because both sides equal zero.298 Let (x. i=1 (12. the above inequality must be violated because in this case the graph must dip below the x axis. yn ) be two points in Rn . xn ) and y = (y1 . 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. It is a form of the Cauchy Schwarz inequality. From the quadratic formula (see Problem 18 on Page 44) this happens exactly when n 2 4 i=1 xi θyi − 4 |x| |y| ≤ 0 2 2 and so n n xi θyi = i=1 i=1 xi yi ≤ |x| |y| .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 ) .11) Since these steps are reversible.11) holds. it either has no zeros or exactly one. 2 2 2 2 2 2 2 2 RN x2 + (y − 1) + (z − 2) . Lemma 12. · · ·. assume |y| = 0 and then p (t) is a polynomial of degree two whose graph opens up. the set of points which is at the same distance from the two given points consists of the points. · · ·. 2 2 (12.4 Let x = (x1 . z) such that (12.3.

y) and (x . z) whose distance to (x0 . −4) and (2. Proof: Using the above lemma. Find an equation for the sphere which is the set of all points that are at a distance of 4 from the point (1. Write an equation for this sphere in R3 . 2. Two of them which follow directly from the deﬁnition are |x − y| = |y − x| . y be points of Rn . y0 . Draw a picture of the sphere centered at the point. z0 ) ∈ R3 having radius r consists of all points. 4. Suppose the distance between (x.4 Exercises 1. z0 ) equals r. EXERCISES 299 as claimed. y1 . y. Recall that in any triangle the sum of the lengths of two sides is always at least as large as the third side. −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. Corollary 12.5 Let x. z1 ) and prove your theorem using the distance formula. Obtain a 2 2 theorem which will be valid for general pairs of points. The above lemma makes possible a completely algebraic proof of this inequality. 3. 0) . 2.4. 0) if this notion of distance is used. Then |x + y| ≤ |x| + |y| . y. y ) were deﬁned to equal the larger of the two numbers |x − x | and |y − y | . 5.3. A sphere is the set of all points which are at a given distance from a single given point. 3) in R3 . |x − y| ≥ 0 and equals 0 only if y = x. Note that 3 = 4+2 . (0. 3.12. |x + y| ≤ |x| + |y| and this proves the corollary. (3. In the next chapter a diﬀerent proof is given. This proves the inequality. 4 = 5+3 . (x. 12. (x. 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. y0 . A sphere centered at the point (x0 . The third fundamental property of distance is known as the triangle inequality. 4. You are given two points in R3 . Show the distance from the point. z) and (x1 . . There are certain properties of the distance which are obvious. The following corollary is equivalent to this simple statement and this will be more clear in the next chapter. (4.

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

pq. The reason for the word. Proof: Let x1 = b and let x2 − x1 = a so that x2 = x1 . Obviously. b ∈ Rn with a = 0. t ∈ R. 0) + t (1. Then you obtain a parametric equation for the same line because the same set of points are obtained. Use the deﬁnition of a line given above to write (x. → Think of − as an arrow whose point is on q and whose base is at p as shown in the pq following picture. .5.5. then in place of the point slope form above.2 Let a. Because of this. The diﬀerence is they are obtained from diﬀerent values of the parameter. −4.5. denoted by − is deﬁned to be the collection of points. Deﬁnition 12. 1] with the direction corresponding to increasing t. Note this deﬁnition agrees with the usual notion of a line in two dimensions and so this is consistent with earlier concepts. “the” is there are inﬁnitely many diﬀerent parametric equations for the same line. 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 is the collection of points of the form x = x1 + t x2 − x1 where t ∈ R. is a line. This proves the lemma. 2. rather than the word.3 Let p and q be two points in Rn . 2.12. t ∈ [0. The directed line segment from → p to q. 0) and (2.4 Find a parametric equation for the line through the points (1. p = q. x = p + t (q − p) . Then x = ta + b. This is known as a parametric equation and the variable t is called the parameter. 6) . z) = (1. y1 = y2 and so you still obtain the above formula for the line. Often t denotes time in applications to Physics. x = x1 . −6. It tells us how the set of points are obtained. the following is the deﬁnition of a line in Rn . x1 and x2 .1 A line in Rn containing the two diﬀerent points. Then ta + b = x1 + t x2 − x1 and so x = ta + b is a line containing the two diﬀerent points. Deﬁnition 12. 6) . 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. t ∈ R. y. “a”.5. LINES IN RN 301 If x1 = x2 .5. Example 12. To see this replace t with 3s. Lemma 12. p 0 q This line segment is a part of a line from the above Deﬁnition.

0) in R2 and a number. r) ⊆ U. Give a simple description using the distance formula of the perpendicular bisector of the line segment joining these two points. 4. y) such that |(x.7. In other words U is an open set exactly when every point of U is an interior point of U . Describe the set of points encountered as t changes. 5) and (−2. y) ∈ R2 : |(x. surely there should be something called a closed set and here is the deﬁnition of one. y1 )| = |(x. of Rn is called a closed set if Rn \ C is an open set. 0) and (a. 2 sin (t) . To illustrate this deﬁnition. It describe a type of subset of Rn with the property that if x is in this set. r) U You see in this picture how the edges are dotted. 1) . y2 )| . x−A 2 α 2 + y β = 1. qx B(x. then so is y whenever y is close enough to x. y) − (a.6 Exercises 1. 0)| + |(x.2 A subset.7 Open And Closed Sets Eventually. This is because an open set. Describe the set of points encountered as t changes. 2π] . Find a parametric equation for the line through the points (2. there exists r > 0 such that B (x. y. The next deﬁnition will end up being quite important.1 Let U ⊆ Rn . Deﬁnition 12. 5. 0. y2 ) be two points in R2 . 2 sin (t)) where t ∈ [0. if U is any subset of Rn . More generally. (−a. Let (x. C. Thus you want all points. t) where t ∈ R. 0)| = r is known as an ellipse. 12. y) = (2 cos (t) . (x.302 RN 12. 4. U is an open set if whenever x ∈ U. y) − (x1 . 3. r > 2a. The set of points described by (x. can not include the edges or the set would fail to be open. Simplify this to the form algebra. y) − (x2 . 3. Deﬁnition 12.7. Let (x. y) − (−a. 3. This is a nice exercise in messy 2. z) = (2 cos (t) . y1 ) and (x2 . The two given points are known as the focus points of the ellipse. one must consider functions which are deﬁned on subsets of Rn and their properties. consider the following picture. For example. r) ⊆ U. Suppose you are given two points. x ∈ U is an interior point of U if there exists r > 0 such that x ∈ B (x. If there is something called an open set. consider what would happen . Let (x1 .

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

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

t ∈ [0.3 that pq p + t (q − p) where t ∈ [0. 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. 2. at the origin. bi ] and this establishes the last part of this theorem. Subtract p from all these points to obtain the directed line segment consisting of the points 0 + t (q − p) . it is always possible → to put a vector in a certain particularly simple form. A similar argument holds if y ∈ H. 12. Show that every open set in Rn is the union of open balls contained in it. [am+n . Therefore. − was slid so it points in the same direction and the base is pq. 3. the arrow. Consider B ((x. how hard you push and the direction you push. 1] . bm+1 ] . m+n H ⊆ i=m+1 [ai . ¢ ¢ . / m If C is bounded. Show carefully that Rn is both open and closed. it follows that s ∈ B (x. see the following picture.12. What was just described would be called a force vector. Therefore. Vectors are used to model this. y) . the direction in which the arrows point. that x ∈ C. y) . Suppose therefore. If (s. bi ] and if H is bounded. bm+n ] . 1] . there exist [ai . bi ] such that C ⊆ i=1 [ai . t) ∈ B ((x. will represent the vector. r) which is contained in Rm \ C. r) ⊆ Rm \ C. For example. Let − be a directed line segment or pq − consists of the points of the form → vector. y) . · · ·. Since C is closed.9 Vectors Suppose you push on something. there exists r > 0 such that / B (x. B ((x. C × H ⊆ m+n i=1 [ai . r) . Show the intersection of any two open sets is an open set. It has two essential ingredients. and the same magnitude (length). r) .8. EXERCISES 305 point of C ×H. Then from Deﬁnition 12.8 Exercises 1. bi ] for intervals [am+1 . q − p. → Geometrically. What is important? There are really two things which are important.5. ¢ ¢ ¢ ¢¢ ¢ ¢ ¢ ¢ ¢ Because of this fact that only direction and magnitude are important. The point in Rn . its magnitude and its direction. r) ⊆ Rn+m \ (C × H) showing C × H is closed. 12. 0.

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

an ) . VECTORS 307 The direction of ei is referred to as 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. Then it seems physically reasonable that the resultant vector should have a component in the ith direction equal to (ai + bi ) ei . · · ·. Also. v are vectors. place the vector u in standard position with its base at the origin and then slide the vector v till its base coincides with the point of u.1 There are three ropes attached to a car and three people pull on these ropes. Now here are some applications of vector addition to some problems. How can one obtain this geometrically? Consider the − → directed line segment. an + bn ) . a involves a component in the i direction. To illustrate. th Then the vector. 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 . Suppose the two vectors are a = k=1 ai ei and b = k=1 bi ei . · · ·. · · ·. ai ei is the ith component of the vector. What is the geometric signiﬁcance of vector addition? Suppose u. determines u + v. u + v. u = (u1 . The ﬁrst exerts a force of 2i+3j−2k Newtons. a + b = (a1 + b1 . the second exerts a force of 3i+5j + k . n v= k=1 a i ei . vn ) Then u + v = (u1 + v1 . Thus the addition of vectors according to the rules of addition in Rn . an ) . yields the appropriate vector which duplicates the cumulative eﬀect of all the vectors in the sum. 0u and then. In the case of Rn where n ≤ 3.9. a and b are added. un + vn ) .12. un ) . v = (a1 . Thus ai ei = (0. j for e2 . · · ·. 0) and so this vector gives something possibly nonzero only in the ith direction. ai ei while the component in the ith direction of b is bi ei . In other words. · · ·. · · ·. An item of notation should be mentioned here. n = i=1 (ai + bi ) ei . What does addition of vectors mean physically? Suppose two forces are applied to some object. follow −− −→ −−− the directed line segment u (u + v) to its end. · · ·. ai . Given a vector. 0. 0. · · ·. The point of this slid vector.9. This is exactly what is obtained when the vectors. 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. Example 12. v = (v1 . it is standard notation to use i for e1 . and k for e3 . starting at the end of this directed line segment.

Consider the vector (1. Therefore.4 A certain river is one half mile wide with a current ﬂowing at 4 miles per hour from East to West. 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. is the initial position vector of the airplane. . 1) + 5 1 1 . Therefore. Write this as a vector. while it moves 60 kilometer in the k direction. 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. Therefore.3 An airplane is traveling at 100i + j + k kilometers per hour and at a certain instant of time its position is (1. the position vector changes.9. Example 12.9. 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 j direction it has moved 60 kilometer during this 3 1 same time. 3 60 60 = 8 121 121 . Newtons.308 RN Newtons and the third exerts a force of 5i − j+2k. Find the total force in the direction of i. . A picture of this situation follows. After one minute the airplane has moved in the i direction a 1 1 distance of 100 × 60 = 5 kilometer. This gives 10i+7j + k Example 12.9.2 An airplane ﬂies North East at 100 miles per hour. T 3 ' 4 You should write these vectors in terms of components. the force in the i direction is 10 Newtons. Find the position of this airplane one minute later. 1) . The velocity of the swimmer in still water would be 3j while the velocity of the river would be −4i. Therefore. Newtons.√ sides should be each of length 100/ 2. the new displacement vector for the airplane is (1. 2. the vector would the √ be 100/ 2i + 100/ 2j. Now using that vector as the hypotenuse of a right triangle √ having equal sides. 1) . As it moves. To ﬁnd the total force add the vectors as described above. 3 60 60 Example 12. 2. The vector has length 100. the velocity . The Newton is a unit of force like pounds. 2.

Therefore. A man swims directly toward the opposite shore from the South bank of the river at a speed of 3 miles per hour.10. and the positive x axis points east and the positive y axis points north. In the situation of Problem 1 how many degrees to the West of North should the airplane head in order to ﬂy exactly North. A man can swim at 3 miles per hour in still water. Since the component of velocity in the direction across the river is The speed at which he travels is √ 3. 5 42 + 32 = 5 miles per hour and so he travels 5 × 1 = 6 miles. A certain river is one half mile wide with a current ﬂowing at 2 miles per hour from East to West.12. 8. . in the direction 60◦ north of east where it stops to rest on a tree. the plane starts ﬂying 30◦ East of North. x and 1/2 are two legs of a right triangle whose hypotenuse equals 5/6 miles. 7. Two of the forces are 2i + j + 3k Newtons and i − 3j + 2k Newtons. 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. 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.10 Exercises 1. EXERCISES 309 of the swimmer is −4i + 3j. 3 12. After 1 hour. How far down the river does he ﬁnd himself when he has swam across? How far does he end up swimming? 5. 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. An airplane is ﬂying due north at 150 miles per hour. Assuming the plane starts at (0. 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 bird ﬂies from its nest 5 km. It then ﬂies 10 km. it follows the trip takes 1/6 hour or 10 minutes. 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. note that if x is this distance. Place an xy coordinate system so that the origin is the bird’s nest. 0) . 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. Find the third force. What is the velocity of the airplane relative to the ground? What is the component of this velocity in the direction North? 2. A wind is pushing the airplane due east at 40 miles per hour. A certain river is one half mile wide with a current ﬂowing at 2 miles per hour from East to West. in the direction due southeast and lands atop a telephone pole. What will be the speed of the airplane? 3. Now to ﬁnd the distance 6 downstream he ﬁnds himself.

310 RN .

With this deﬁnition. 0.3 Find (1.2 The dot product satisﬁes the following properties. In the statement of these properties.1. b. 3) . It is listed here for the sake of convenience.1. The ﬁrst of these is called the dot product. Deﬁnition 13.1. 2.4) follows from the ﬁrst three and is therefore redundant. 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. Theorem 13. Example 13.1. The dot product satisﬁes a fundamental inequality known as the Cauchy Schwartz inequality. −1) · (0. c will denote vectors. also called the scalar product and sometimes the inner product. Also be sure you understand that (13.1) (13.4 The dot product satisﬁes the inequality |a · b| ≤ |a| |b| . b be two vectors in Rn deﬁne a · b as n a·b≡ k=1 ak bk . α and β will denote scalars and a. This equals 0 + 2 + 0 + −3 = −1.6) Furthermore equality is obtained if and only if one of a or b is a scalar multiple of the other.2) (13.1 Let a. 311 . Proposition 13.1 The Dot Product There are two ways of multiplying vectors which are of great importance in applications. there are several important properties satisﬁed by the dot product.4) (13.3) (13.5) You should verify these properties.Vector Products 13. (13. 1.

5 (Triangle inequality) For a.4. Therefore.4).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 .(13.312 VECTOR PRODUCTS Proof: First note that if b = 0 both sides of (13. b ∈ Rn |a + b| ≤ |a| + |b| (13. If either vector equals zero.2). 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.6) whenever one of the vectors is a scalar multiple of the other. This implies that f (t) = 0 2 when t = − a · b/ |b| and so from (13.7) |b| Multiplying both sides by |b| .1. It only remains to verify this is the only way equality can occur. equality holds in (13. Also ||a| − |b|| ≤ |a − b| (13.9) .6) so it can be assumed both vectors are non zero and that equality is obtained in (13. There are many other instances of these properties besides vectors in Rn . Also from (13. the Cauchy Schwartz inequality holds. You should note that the entire argument was based only on the properties of the dot product listed in (13. This means that whenever something satisﬁes these properties. Then by (13.3).1).6). a+tb = 0 showing a = −tb.1) . 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.6) equal zero and so the inequality holds in this case. f (t) ≥ 0 for all t ∈ R.1. This proves the theorem. In particular f (t) ≥ 0 when t = − a · b/ |b| |a| 4 2 2 which implies (13. − a·b |b| 2 2 2 ≥ 0. then equality is obtained in (13.8) and equality holds if and only if one of the vectors is a nonnegative scalar multiple of the other.(13. and (13. Deﬁne a function of t ∈ R f (t) = (a + tb) · (a + tb) . From Theorem 13.5).(13.7). |a| |b| ≥ (a · b) 2 2 which yields (13. it will be assumed in what follows that b = 0. Theorem 13.2). it follows that for this value of t.

The dot product can be used to determine the included angle between two vectors. |a| − |b| ≤ |a − b| Similarly. It remains to consider when equality occurs. Therefore. To get equality in the second inequality above. B ¨ b¨ e ¨ e ¨¨ θ e a e e e e q a − be e e .2.1 The Geometric Signiﬁcance Of The Dot Product The Angle Between Two Vectors Given two vectors. To see how to do this.11) It follows from (13. a=a−b+b so |a| = |a − b + b| ≤ |a − b| + |b| . (13.10) 13. 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. α ≥ 0. 2 2 2 2 2 2 2 2 313 Taking square roots of both sides you obtain (13. a and b.10) or (13. |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|) .2 13. ||a| − |b|| ≤ |a − b| .11) and either way. then that vector equals zero times the other vector and the claim about when equality occurs is veriﬁed. Theorem 13.11) that (13.9) holds. Therefore. Say b = αa.8). consider the following picture.1. THE GEOMETRIC SIGNIFICANCE OF THE DOT PRODUCT Proof : By properties of the dot product and the Cauchy Schwartz inequality. If either vector equals zero. the included angle is the angle between these two vectors which is less than or equal to 180 degrees. To get the other form of the triangle inequality.2. This is because ||a| − |b|| equals the left side of either (13. This proves the theorem.4 implies one of the vectors must be a multiple of the other.10) and (13. (13. it can be assumed both vectors are nonzero. |b| − |a| ≤ |b − a| = |a − b| .13.

2 2 2 2 2 2 VECTOR PRODUCTS (13. This will involve using a calculator or a table of trigonometric functions. the dot product of two vectors equals the product of the magnitude of the two vectors multiplied by the cosine of the included angle. the angle between u and the positive x axis equals 30◦ and the angle between v and the positive x axis is -30◦ . 720 58. 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.3 Two vectors are said to be perpendicular if the included angle is π/2 radians (90◦ ).2. Example 13. 766 16 × 360 = 43. Find u · v.314 By the law of cosines. This is because all the important calculus formulas are deﬁned in terms of radians. |a − b| = |a| + |b| − 2 |a| |b| cos θ. Example 13. . Example 13. If the answer is zero.2. Set up a proportion. 898◦ . √ √ 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. 2i + j − k and 1i + 3j + 5k are perpendicular.2. from (13. From the geometric description of the dot product in (13. this means they are are perpendicular because cos θ = 0.12) In words. .12) u · v = 3 × 4 × cos (60◦ ) = 3 × 4 × 1/2 = 6. the angle can be determines by solving the equation. You can tell if two nonzero vectors are perpendicular by simply taking their dot product.12) the cosine of the included angle equals cos θ = √ 9 √ = . 766 16 radians or in terms of degrees.2 Let u. However. you should get used to thinking in terms of radians and not degrees. cos θ = .4 Determine whether the two vectors. Note this gives a geometric description of the dot product which does not depend explicitly on the coordinates of the vectors.1 Find the angle between the vectors 2i + j − k and 3i + 4j + k.2. When you take this dot product you get 2 + 3 − 5 = 0 and so these two are indeed perpendicular. Recall how this 2π x last computation is done. Observation 13. θ = . 720 58 26 6 Now the cosine is known. in calculus.76616 = 360 because 360◦ corresponds to 2π 2π radians. |a − b| = (a − b) · (a − b) = |a| + |b| − 2a · b and so comparing the above two formulas. Also from the properties of the dot product. a · b = |a| |b| cos θ. Therefore. The answer is θ = .

the force tends to impede the motion from p1 to p2 but in this case. F on the object would have been negative because in this case. one which is parallel to a given vector.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. Thus from the geometric description of the dot product given above. completely in terms of the algebraic properties of the dot product. This is illustrated in the following picture in the case where the given force contributes to the motion.2. F in terms of two vectors. 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. enough to keep it from falling. D and the other which is perpendicular can also be explained with no reliance on trigonometry.2 Work And Projections Our ﬁrst application will be to the concept of work. p1 to the point p2 . the work equals |F| |p2 − p1 | cos θ = F· (p2 −p1 ) . 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. the direction of motion was at right angles to the force they exerted. 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. 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. cos θ would also be negative and so it is still the case that the work done would be given by the above formula. then the work done by the force. THE GEOMETRIC SIGNIFICANCE OF THE DOT PRODUCT 315 13. F is applied to an object which moves on the straight line from p1 to p2 . This explains the following deﬁnition. Thus. For example. Only F|| contributes to the work done by F on the object as it moves from p1 to p2 . keeping the height always three feet and then deposit this weight on another three foot high table. From trigonometry. since F|| points in the direction of the vector from p1 to p2 . if you were to slide a 150 pound weight oﬀ a table which is three feet high and shuﬄe along the ﬂoor for 50 yards. . you see the magnitude of F|| should equal |F| |cos θ| . There are two vectors shown. 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.13.2. The reason for such an unusual deﬁnition is that even though your arms exerted considerable force on the weight. 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. y g F⊥ g $q p F $$$ 2 $$ $$ X $ θ g$$$ F|| q p1 In this picture the force.5 Let F be a force acting on an object which moves from the point. Deﬁnition 13. sweating profusely and exerting all your strength to keep the weight from falling on your feet.

316

VECTOR PRODUCTS

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

F·D . |D|2 2

F·D |D|

2

D

**It only remains to verify F⊥ · D = 0. But
**

2 D·D |D| = F · D − F · D = 0.

F⊥ · D = F · D−

F·D

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

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

317

=

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

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

2

2

b·a |a|

2

a

·

2

b−

b·a |a|

2

a

2 2

= |b| − 2 = |b|

2

(b · a) |a|

2

+

2 2

b·a |a|

2

|a|

1−

(b · a)

2

|a| |b|

= |b|

2

1 − cos2 θ = |b| sin2 (θ)

2

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

13.2.3

The Parabolic Mirror

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

c

Angle of incidence

} Angle of reﬂection Reﬂecting surface

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

318

VECTOR PRODUCTS

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

(0, p) r }

c

T Piece of the curved mirror

r (x, y(x))

Tangent to the curved mirror

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

2

=

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

2

1 + y (x)

2

.

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

2

−y (x) (p − y) + x x2 + (y − p)

2

Using the technique for solving separable diﬀerential equations described in Problem 13 on Page 220 this reduces to 1 dx √ − v dv = x 1 + v2 − v

√ 1 To ﬁnd − v dv use a trig. substitution, v = tan θ. Then in terms of θ, the 1+v 2 −v antiderivative becomes

1 − tan θ sec2 θ dθ sec θ − tan θ

=

sec θ dθ

= ln |sec θ + tan θ| + C.

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

319

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

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

13.2.4

The Equation Of A Plane

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

320

VECTOR PRODUCTS

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

13.3

Exercises

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

13.4.

THE CROSS PRODUCT

321

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

1 4

|a + b| − |a − b|

2

2

.

2

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

13.4

The Cross Product

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

322

VECTOR PRODUCTS

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

y a ¢¢ ¨ b ¨ ¨ % ¨

¢

¢

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

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

13.4.

THE CROSS PRODUCT

323

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

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

1+2

b

d f h j

+ (−1)

1+3

c

d h

e . i

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

324

VECTOR PRODUCTS

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

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

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

= 3i + 5j + k.

13.4.1

The Distributive Law For The Cross Product

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

c⊥ Tc θ b

E

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

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

13.4.

THE CROSS PRODUCT

325

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

T a×b

I f c d f r b + c r d E f b

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

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

and so

326

VECTOR PRODUCTS

13.4.2

Torque

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

¢¢ F ¢ ¢θ¨¨ ¨ ¢

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

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

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

13.4.

THE CROSS PRODUCT

327

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

p

(Rk − R0 ) × gmk u = 0

k=1

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

p p

Rk gmk − R0

k=1 k=1

gmk

×u=0

(13.23)

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

p p

Rk gmk − R0

k=1 k=1

gmk = 0.

dividing by g, and then by

p k=1

mk , R0 =

p k=1 Rk mk . p k=1 mk

(13.24)

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

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

Therefore. 4. 3. m2 is located at i − 3j + 6k and m3 is located at 2i + j + 3k. Here is another proof of the distributive law for the cross product. What does it mean geometrically if the box product of three vectors gives zero? 8. c] equals the determinant c1 a1 b1 c2 a2 b2 c3 a3 b3 . b. c3 ) . k. x· [a× (b + c) − (a × b + a × c)] = 0 for all x. [a. and c are three vectors whose components are all integers. 6. Find the volume of the parallelepiped determined by the vectors. 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) . b3 ) . This shows the volume of this parallelepiped is 14 cubic units. let x be a vector. In particular. 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. . i − 7j − 5k. u. m2 is located at i − 2j + k and m3 is located at 4i + j + 3k. 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. b. Now to prove the distributive law. and m3 = 4 where the masses are in kilograms and the distance is in meters. Find the center of mass of these three masses. 13. Suppose m1 is located at 2i − 3j + k.13. Show that if a × u = 0 for all unit vectors. Suppose a. and m3 = 1 where the masses are in kilograms and the distance is in meters. j.23) holds for all unit vectors. a2 . then a = 0.3i + 2j + 3k. c or -1 times the volume of this parallelepiped. m2 = 1. m2 = 3. Suppose a = (a1 . b2 . Find the center of mass of these three masses. show that this implies (13. From the above observation. Let m1 = 5.5 Exercises 1. Show the box product. 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. and c = (c1 . c2 . b = (b1 . Let m1 = 2. u.5. a3 ) .23) holds for u = i. If you only assume (13. b. 2. i − 2j − 6k. 5. Can you conclude the volume of the parallelepiped determined from these three vectors will always be an integer? 7. Suppose m1 is located at 2i − j + k.

Verify directly that the coordinate description of the cross product. show that (a × b) ·c = a· (b × c) In other words. A single one is called an index. 2) . j. 1 if (i. k) = (1. εijk ≡ 0 if there are any repeated integers The subscripts ijk and ij in the above are called indices. by the coordinate description of the dot and cross product and by geometric reasoning.2 For i. or (3. It is desired to ﬁnd an equation of a plane containing the two vectors. Verify directly from the coordinate description of the cross product that the right thing happens with regards to the vectors i. 0 if i = j With the Kroneker symbol. 3} . n} for any n ∈ N. εijk is deﬁned as follows. (1. {1. 1) . 2) −1 if (i. 2. δ ij and εijk which are very useful in dealing with vector identities. This gives another way to approach the cross product. 1. 2. 1.6 Vector Identities And Notation There are two special symbols.330 VECTOR PRODUCTS 9. Using Problem 7. 2. 10. and k integers in the set. 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. called the Kroneker delta symbol is deﬁned as follows. y.1 The symbol. Deﬁnition 13. Deﬁnition 13. show an equation for this plane is x a1 b1 y a2 b2 z a3 b3 =0 That is. 11. z) such that the above expression equals zero. . k) = (2. j. the set of all (x. i and j can equal any integer in {1. To begin with. · · ·.6. Using the notion of the box product yielding either plus or minus the volume of the parallelepiped determined by the given three vectors. (2. a × b has the property that it is perpendicular to both a and b. 3. 3) . the dot and the cross can be switched as long as the order of the vectors remains the same. εijk is also called the permutation symbol. j. 13. Next verify that the distributive law holds for the coordinate description of the cross product.6. First deﬁne it in terms of coordinates and then get the geometric properties from this. 3. Hint: There are two ways to do this. δ ij . 1) . j. 3) . δ ij ≡ 1 if i = j . All that is missing is the material about the right hand rule. 2. here is the deﬁnition of these symbols. k. a and b. or (3. This symbol.

note that if the two sets are not equal. you can easily discover vector identities and simplify expressions which involve the cross product. vn ).6. there is one very important thing to never forget. · · ·.3 The following holds. u×v ≡ and so (u × v)1 = (u2 v3 − u3 v2 ) .6. If i = s and j = r. It is this: Never have an index be repeated more than once. the left side equals zero. The right side also reduces to -1 in this case. Also. Thus ai bi means i ai bi . 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. Simply stated. From the above formula in the proposition. If u. Also. εijk εirs = (δ jr δ ks − δ kr δ js ) . there is exactly one term in the sum on the left which is nonzero and it must equal -1.4 Let u. then there is one of the indices in one of the sets which is not in the other set. k} = {r. If you want to write i ai bi ci it is best to simply use the summation notation. s} .13. If there is a repeated index in {j. the convention is that you sum over the repeated index. Thus εijk = −εjik and εijk = −εkji etc. un ) and the Cartesian coordinates of v are (v1 . k} = {r. The right also reduces to 1 in this case. Thus ai bi is all right but aii bi is not. s} then every term in the sum on the left must have either εijk or εirs contains a repeated index. k} . the answer is zero. The reason for this is that you end up getting confused about what is meant. then there is exactly one term in the sum on the left and it equals 1. For example. i u1 v1 j u2 v2 k u3 v3 . 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. Then u · v = ui vi . With this notation. Therefore. it can be assumed {j. it immediately implies that if there is a repeated index. When you use this convention. To see this. δ ij xj means j δ ij xj = xi . v are vectors in R3 . For example. Lemma 13. Therefore. Proof: If {j. For example. The cases for (u × v)2 and (u × v)3 are veriﬁed similarly. k. · · ·. Then the right side equals zero. ε1jk uj vk ≡ u2 v3 − u3 v2 . it changes the sign. It is useful to use the Einstein summation convention when dealing with these symbols. If i = r and j = s for s = r. There is a very important reduction identity connecting these two symbols. then (u × v)i = εijk uj vk . This follows because εiij = −εiij and so εiij = 0.6. δ ik ak = ai . v be vectors in Rn where the Cartesian coordinates of u are (u1 . Proof: The ﬁrst claim is obvious from the deﬁnition of the dot product. The last claim follows directly from the deﬁnition. Proposition 13. The second is veriﬁed by simply checking it works. it could be that j is not equal to either r or s. j. the same thing. then every term in the sum on the left equals zero. You should check that this rule reduces to the above deﬁnition. The right side also equals zero in this case.

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

g) (x) ≡ f · g (x) ≡ f (x) · g (x) . φ (t)) where r (t) is the distance of the center of mass of the rocket from the center of the earth. This is called the composition of the two functions. 16).0. Then f is a function deﬁned on R2 which has values in R3 . If f : D (f ) → X and g : X → Y. Example 14. deﬁne a new function. z) = x+y . Here is a simple example which is obviously of interest. f which is written in bold face because it will possibly have values in Rp .0.3 Let f (x. g) is the name of a function whose domain is D (f ) ∩ D (g) which is deﬁned as (f . 9. θ (t) . and φ (t) is the latitude of the rocket. Deﬁnition 14. z) such that |x| ≤ 1 and z = 0. y .0. g be functions with values in Rp . 2) = (sin 2. Then D (f ) would consist of the set z of all (x. When D (f ) is not speciﬁed. f · g or (f . D (f ) denotes the domain of the function. For example. 333 . y 3 + x.0. f × g by f × g (t) ≡ f (t) × g (t) .4 Let f . y) = sin xy. 1 − x2 .1 A rocket is launched from the rotating earth. y. Example 14. There are many ways to make new functions from old ones. You could deﬁne a function having values in R3 as (r (t) . y. it will be understood that the domain of f consists of those things for which f makes sense. If f and g have values in R3 . √ Example 14. θ (t) is the longitude. 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) . Let a. As before.2 Let f (x. 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 (1.Functions Vector valued functions have values in Rp where p is an integer at least as large as 1. x4 . b be elements of R (scalars).

6 Suppose f (t) = 2t. g. the variable. Example 14. f is continuous if it is continuous at every point of D (f ) . The name of the function is f . When this is done. I will use this slightly sloppy abuse of notation whenever convenient. Example 14. y) ≡ x + y. and h (t) = (sin t. t2 . g be given in the previous problem. 1 + t2 = 1 + 2t + t2 . t3 . t2 . Let f . t 1.1 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. It is the value of the function at the point. 1 + t. Let f (t) = t. 14. and h.2.0. z. people often write f (x) to denote a function and it doesn’t cause too many problems in beginning courses.1 Exercises t and let g (t) = t + 1. 1 + t2 and g:R2 → R is given by g (x. Nevertheless. Find the time rate of change of the volume of the parallelepiped spanned by the vectors f .5 Let f (t) ≡ (t. Also note that f and g map R into R3 but f · g maps R into R. Find f × g. x should be considered as a generic variable free to be anything in D (f ) .2 Continuous Functions What was done earlier for scalar functions is generalized here to include the case of a vector valued function.334 FUNCTIONS You should note that f (x) is not a function. t. 2) and g (t) ≡ t2 . t2 +1 . Note the total similarity to the scalar valued case. t2 + 1. 14. 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. x. 1) . Let f (t) = t. 6 − x2 y 2 . 3. t+1 2. Find f · g. . Find D (f ) if f (x. g (t) = 1.0. 1. Deﬁnition 14. t. Then g ◦ f : R → R and g ◦ f (t) = g (f (t)) = g 2t. y. t . 4. w) = xy zw . t.

The proof of this theorem is in the last section of this chapter.then g ◦ f is continuous at x. where the dα are real numbers. g (f (y)) is close to g (f (x)) .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. there is a notion of polynomial just as there is for functions deﬁned on R. b ∈ R. 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. xα . αn ) where each αi is a natural number or zero. 3 1 2 An n dimensional polynomial of degree m is a function of the form p (x) = |α|≤m dα xα. f (x) ∈ D (g) ⊆ Rp . 4. f (x) is close to f (y) and so by continuity of g at f (x).2. For the second claim. af + bg is continuous at x whenever f . Show that f is everywhere continuous.3. 1. note that closeness in Rp is the same as closeness in each coordinate. The fourth claim is immediate from the triangle inequality. Let f (t) = (t.2. Also. fq ) : D (f ) → Rq . g are continuous at x ∈ D (f ) ∩ D (g) and a. EXERCISES 335 14. and g is continuous at f (x) . Functions satisfying such an inequality are called Lipschitz functions. The function. Show f is continuous at every point t. Its conclusions are not surprising. Deﬁnition 14. sin t) .14. given by f (x) = |x| is continuous. · · ·. If f is continuous at x.3 Exercises 1.3 Let α be an n dimensional multi-index. This means α = (α1 . Suppose |f (x) − f (y)| ≤ K |x − y| where K is a constant. The function f : Rp → R. Theorem 14. For functions deﬁned on Rn . If f = (f1 .2 The following assertions are valid.2. then f is continuous if and only if each fk is a continuous real valued function. 3. 14.means xα ≡ xα1 xα2 · · · xαn . . 2. · · ·. The above theorem implies that polynomials are all continuous. if y is close to x. To see the third claim is likely. 2. let n |α| ≡ i=1 |αi | The symbol.

There exists one because x is a limit point of D (f ) .4 If f (x) ∈ R. Then lim f (y) = L y→x if and only if the following condition holds.3 If limy→x f (y) = L and limy→x f (y) = L1 . Deﬁnition 14.4 Limits Of A Function As in the case of scalar valued functions of one variable. 1). State and prove a theorem using Theorem 5. there exists δ > 0 such that whenever |y − x| < δ and y ∈ D (f ) .4.2 Let f : D (f ) ⊆ Rp → Rq be a function and let x be a limit point of D (f ) . Hint: You should ﬁrst verify that the function.2. Deﬁnition 14. and y ∈ D (f ) then. 4. The following theorem is just like the one variable version presented earlier. Pick such a y. 5. a concept closely related to continuity is that of the limit of a function.4. |L − f (y)| < ε.1 Let A ⊆ Rm be a set. |f (y) − L1 | < ε. Proof: Let ε > 0 be given. this shows L = L1 . 14. Suppose f : R3 → R is given by f (x) = 3x1 x2 + 2x2 . Theorem 14.1 which involves quotients of functions encountered in the previous problem. π k : R3 → R given by π k (x) = xk is a continuous function. There exists δ > 0 such that if 0 < |y − x| < δ and y ∈ D (f ) . then f (x) > l. r) contains inﬁnitely many points of A for every r > 0.336 α FUNCTIONS 3. Show that f is everywhere continuous. For all ε > 0 there exists δ > 0 such that if 0 < |y − x| < δ. then L = L1 . x.4. is a limit point of A if B (x. which are limit points of D (f ) and this concept is deﬁned next.2 to verify 3 that f is continuous. As in the case of functions of one variable. Then |L − L1 | ≤ |L − f (y)| + |f (y) − L1 | < ε + ε = 2ε. then |f (y) − L| < ε. limy→x f (x) = ∞ if for every number l. Since ε > 0 was arbitrary. Use Theorem 14. A point. one can deﬁne what it means for limy→x f (x) = ±∞. Deﬁnition 14. 6. Suppose |f (x) − f (y)| ≤ K |x − y| where K is a constant and α ∈ (0. Generalize the previous problem to the case where f : Rq → R is a polynomial.4.4. x. The notion of limit of a function makes sense at points. .

it follows from (14.4.4.3) is left to you. then |f (y) −L| < η.1) y→x y→x lim f · g (y) = LK (14. |f · g (y) − L · K| ≤ (1 + |K| + |L|) [|g (y) − K| + |f (y) − L|] . if 0 < |y − x| < δ. if h is a continuous function deﬁned near L.2). Therefore. then |L − b| ≤ r also. (14. Now (14. lim (af (y) + bg (y)) = aL + bK. (14.2)is to be veriﬁed. |h (f (y)) −h (L)| < ε. 2 (1 + |K| + |L|) 2 (1 + |K| + |L|) (14. There exists δ 1 such that if 0 < |y − x| < δ 1 and y ∈ D (f ) .14.5) Then letting 0 < δ ≤ min (δ 1 . . |f (y)| < 1 + |L| . |f · g (y) − L · K| ≤ |fg (y) − f (y) · K| + |f (y) · K − L · K| ≤ |f (y)| |g (y) − K| + |K| |f (y) − L| . LIMITS OF A FUNCTION 337 Theorem 14. y→x lim f (y) g (y) = LK. and so for such y.5) that |f · g (y) − L · K| < ε and this proves (14. Since h is continuous near L. b ∈ R. Therefore. Let ε > 0 be given.4) Suppose limy→x f (y) = L.3) Also.5 Suppose limy→x f (y) = L and limy→x g (y) = K where K. Consider (14.2) and if g is scalar valued with limy→x g (y) = K = 0. then |h (y) −h (L)| < ε Now since limy→x f (y) = L. The proof of (14. for 0 < |y − x| < δ 1 . there exists δ > 0 such that if 0 < |y − x| < δ. the triangle inequality implies.4). there exists η > 0 such that if |y − L| < η. then y→x lim h ◦ f (y) = h (L) . it follows that for ε > 0 given. If |f (y) − b| ≤ r for all y suﬃciently close to x. |f (y) − L| < ε ε . Then if a.1) is left for you. Proof: The proof of (14. δ 2 ) . It is like a corresponding theorem for continuous functions. L ∈ Rq . then |f (y) − L| < 1. Now let 0 < δ 2 be such that if y ∈ D (f ) and 0 < |x − y| < δ 2 . |g (y) − K| < . (14. Then by the triangle inequality.

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

show there exists δ > 0 such that B (x. Since arbitrarily close to (0.0) (x2 −y4 ) 2 (x2 +y 4 )2 Hint: Consider along y = 0 and along x = y 2 . it follows there can be no limit.0) x sin 2 1 x2 +y 2 3 2 2 2 3 −18y +6x −13x−20−xy −x (e) lim(x.4. the limit may not exist. (0. This theorem shows it suﬃces to consider the components of a vector valued function when computing the limit. Now consider points on the line y = x where the value of the function equals 1/2.1) equals (6.0) First of all observe the domain of the function is R2 \ {(0. one can consider the limit of a sequence of points in Rp . Example 14. 1) . Hint: It might help to −y 2 write this in terms of the variables (s. t) = (x − 1.6 The Limit Of A Sequence As in the case of real numbers.y)→(0. In fact.9 Find lim(x. y . = 6 and lim(x. In other words the concept is totally worthless. Therefore. In the deﬁnition of limit. It is what it is and you will not deal with these concepts without agony. x2 −9 x−3 x2 −9 x−3 . this limit xy x2 +y 2 .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.1) It is clear that lim(x. 14.2) −2yx +8yx+34y+3y+4y−5−x2 +2x . To see this. the value of the function equals 0.y)→(0.14. why must x be a limit point of D (f )? Hint: If x were not a limit point of D (f ). 14.5.5 Exercises x2 −y 2 x2 +y 2 x(x2 −y 2 ) (x2 +y 2 ) 1. However. every point in R2 except the origin.y)→(1. this is the case here. 0)} .y)→(0. Argue that 33. δ) contains no points of D (f ) other than possibly x itself.8 Find lim(x. Therefore.0) (c) lim(x.3 is a limit and that so is 22 and 7 and 11.1) y = 1.y)→(3.y)→(3. (d) lim(x. Find the following limits if possible (a) lim(x. 2.0) (b) lim(x. 0) is a limit point of the domain of the function so it might make sense to take a limit. take points on the line y = 0. Just take ε = 1/10 for example.4.y)→(3. just as in the case of a function of one variable. At these points. y − 2) . 0) there are points where the function equals 1/2 and points where the function has the value 0. EXERCISES 339 This proves the theorem.y)→(0. . Example 14. You can’t be within 1/10 of 1/2 and also within 1/10 of 0 at the same time.

|an −a| < ε. It follows there exists nε such that if n ≥ nε . p.340 Deﬁnition 14.8). 1/3) .3 Let an = an . Thus the limit is (0. 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 . n n +3 sin (n) . then |an −a| < ε and |an −a1 | < ε.6. 3n2 +5n . a contradiction. 0. Now suppose (14. n 1/2 n |an − a| = k=1 |an k − ak | 2 < k=1 ε2 p 1/2 = ε. letting nε > max (n1 . the terms of the sequence are eventually all this close to a. np ) . Theorem 14. |a1 −a| ≤ |a1 −an | + |an −a| < ε + ε < |a1 −a| /2 + |a1 −a| /2 = |a1 −a| . 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 . lim an = ak . Then letting ε > 0 be given there exist nk such that if n > nk . an ∈ Rp . ε. Theorem 14.8) holds for each k. As in the case of a vector valued function. · · ·. · · ·. Then limn→∞ an = a ≡ (a1 . Example 14. showing that limn→∞ an = a. (14. √ |an − ak | < ε/ p. · · ·. In words the deﬁnition says that given any measure of closeness. then |an − ak | ≤ |an − a| < ε k which establishes (14. Then let 0 < ε < |a1 −a| /2 in the deﬁnition of the limit. ap ) if and p 1 only if for each k = 1.6.4 Let an = 1 1 n2 +1 . Therefore. it follows that for n > nε .8) k n→∞ Proof: First suppose limn→∞ an = a.6. This is the content of the next theorem. · · ·. .1 A sequence {an }n=1 converges to a. for such n.2 If limn→∞ an = a and limn→∞ an = a1 then a1 = a. 2 It suﬃces to consider the limits of the components according to the following theorem. Proof: Suppose a1 = a. Then given ε > 0 there exists nε such that if n > nε . it suﬃces to consider the components. This proves the theorem. k Therefore.6.

Theorem 14.10) is entirely similar and is left for you. Then for such n. 14. |an · bn −a · b| ≤ (|a| + 1) |bn −b| + |b| |an −a| ε ε < (|a| + 1) + |b| ≤ ε. The proof of (14. THE LIMIT OF A SEQUENCE Theorem 14. let nε > max (n1 . there exists nε such that whenever n. 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 get large.1 Sequences And Completeness Recall the deﬁnition of a Cauchy sequence. 2 (|a| + 1) 2 (|b| + 1) This proves (14. then Proof: The ﬁrst of these claims is left for you to do. n2 ) .6.7 Let {an }n=1 be a Cauchy sequence in Rp . For n ≥ nε . m ≥ nε . and |an −a| < . To do the second.6. 2 (|a| + 1) 2 (|b| + 1) Such a number exists because of the deﬁnition of limit.6. Then n→∞ lim xan + ybn = xa + yb n→∞ (14.9) (14. |an −am | < ε. Deﬁnition 14.6 {an } is a Cauchy sequence if for all ε > 0. Then there exists a ∈ Rp such that an → a. If bn ∈ R. ∞ .6.9).14. Therefore. |bn −b| < ε ε .5 Suppose {an } and {bn } are sequences and that n→∞ 341 lim an = a and lim bn = b. n→∞ Also suppose x and y are real numbers.6. Now let n2 be large enough that for n ≥ n2 . A sequence is Cauchy means the terms are “bunching up to each other” as m. let ε > 0 be given and choose n1 such that if n ≥ n1 then |an −a| < 1.10) lim an · bn = a · b an bn → ab.

Theorem 14. it follows f (xn ) → f (x) . This proves the theorem. |an −an1 | < 1. By completeness k of R.8 The set of terms in a Cauchy sequence in Rp is bounded in the sense that for all n.10 A function f : D (f ) → Rq is continuous at x ∈ D (f ) if and only if. for all n. n ≥ nε + 1. n1 |an | ≤ 1 + |an1 | + k=1 |ak | . it follows that |an −am | ≤ |an −a| + |a − am | < ε ε + =ε 2 2 ε 2 showing that. it follows that |an −a| < Therefore. It follows that for all n > n1 . n→∞ ∞ This proves the theorem. Proof: Let ε = 1 in the deﬁnition of a Cauchy sequence and let n > n1 . · · ·. then the sequence is a Cauchy sequence. Then p 1 |an − am | ≤ |an − am | k k FUNCTIONS which shows for each k = 1. p.9 If a sequence {an } in Rp converges. {an } is a Cauchy sequence. Proof: Let ε > 0 be given and suppose an → a. · · ·.6.342 Proof: Let an = an .6. whenever xn → x with xn ∈ D (f ) . Letting a = (a1 . since ε > 0 is arbitrary.6.2 Continuity And The Limit Of A Sequence Just as in the case of a function of one variable. Then from the deﬁnition. · · ·.6. it follows {an }n=1 is a Cauchy sequence. it says a function is continuous if it takes convergent sequences to convergent sequences whenever possible. an . Theorem 14. . |an | < 1 + |an1 | . 14. if m. ap ) . Theorem 14.3 that lim an = a. it follows there exists ak such that limn→∞ an = ak . there exists nε such that if n > nε . Then from the deﬁnition of convergence.6. In words. |an | < M for some M < ∞. it follows k from Theorem 14. Therefore. there is a very useful way of thinking of continuity in terms of limits of sequences found in the following theorem.

However. By continuity. Then f achieves its maximum and its minimum on C. there exists δ > 0 such that if |y − x| < δ. The function f : Rp → R. g are continuous at x ∈ D (f ) ∩ D (g) and a. 14. y ∈ D. It follows f must be continuous after all. although xn → x. 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. given by f (x) = |x| is continuous.14.8 Exercises 1. If f is uniformly continuous. then f is continuous if and only if each fk is a continuous real valued function. 4. K such that |f (x) − f (y)| ≤ K |x − y| for all x. Theorem 14. This means there exist. f (x1 ) ≤ f (x) ≤ f (x2 ) . Theorem 14.7. af + bg is continuous at x when f .7 Properties Of Continuous Functions Functions of p variables have many of the same properties as functions of one variable. f : D ⊆ Rp → Rq is Lipschitz continuous or just Lipschitz for short if there exists a constant. 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”. |f (x) −f (xn )| < ε which shows f (xn ) → f (x) . then f g is continuous at x. in addition to this. Let ε > 0 be given. yet |f (x) −f (xn )| ≥ ε. Then there exists ε > 0 and xn ∈ D (f ) 1 such that |x − xn | < n .then g ◦ f is continuous at x. fq ) : D (f ) → Rq . f (xn ) fails to converge to f (x) . 2. 2. then |f (x) − f (y)| < ε.7. Suppose f fails to be continuous at x. But this is clearly a contradiction because.2 The following assertions are valid 1. f (x) ∈ D (g) ⊆ Rp . If and f and g are each real valued functions continuous at x. . 3. Now suppose the condition about taking convergent sequences to convergent sequences holds at x. b ∈ R. · · ·. then |xn −x| < δ and so for all n this large. g (x) = 0. then f /g is continuous at x. The function. If f is continuous at x. PROPERTIES OF CONTINUOUS FUNCTIONS 343 Proof: Suppose ﬁrst that f is continuous at x and let xn → x. If f = (f1 . This proves the theorem. These theorems are proved in the next section.1 Let C be closed and bounded and let f : C → R be continuous. x2 ∈ C such that for all x ∈ C. then |f (x) − f (y)| < ε.7. If. Explain why. There is also the long technical theorem about sums and products of continuous functions. and g is continuous at f (x) . there exists nδ such that if n ≥ nδ . 5. First there is a version of the extreme value theorem generalizing the one dimensional case. x1 .

δ 2 . given by f (x) = |x| is continuous. and g is continuous at f (x) . af + bg is continuous at x when f . δ 2 ) . 5. then f /g is continuous at x. |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)|] . 4. g (x) = 0. then f is continuous if and only if each fk is a continuous real valued function. it follows that |g (x) − g (y)| < 2(|a|+|b|+1) . b ∈ R. The function f : Rp → R. If and f and g are each real valued functions continuous at x. If |x − y| < δ. Therefore. then |f (x) − f (y)| < 1. Now let ε > 0 be given. By assumption. g are continuous at x ∈ D (f ) ∩ D (g) and a.1 The following assertions are valid 1. There exists δ 2 such that if |x − y| < δ 2 . If.then g ◦ f is continuous at x.9. it follows |f (x) − f (y)| < 2(|a|+|b|+1) and there exists δ 2 > 0 ε such that whenever |x − y| < δ 2 . 2 (1 + |g (x)| + |f (y)|) and there exists δ 3 such that if |x − y| < δ 3 . for such y. The function. Now begin on 2. f (x) ∈ D (g) ⊆ Rp . fq ) : D (f ) → Rq . there exist δ 1 > 0 such ε that whenever |x − y| < δ 1 . |f (y)| < 1 + |f (x)| . 2. · · ·. using the triangle inequality |af (x) + bf (x) − (ag (y) + bg (y))| ≤ |a| |f (x) − f (y)| + |b| |g (x) − g (y)| < |a| ε 2 (|a| + |b| + 1) + |b| ε 2 (|a| + |b| + 1) < ε. Theorem 14.344 FUNCTIONS 14. in addition to this. then |g (x) − g (y)| < ε .) There exists δ 1 > 0 such that if |y − x| < δ 1 . If f is continuous at x. then f g is continuous at x. all the above hold at once and |f g (x) − f g (y)| ≤ . δ 3 ) .) Let ε > 0 be given. 3. Proof: Begin with 1.9 Some Advanced Calculus This section contains the proofs of the theorems which were just stated without proof. If f = (f1 . Therefore. Then if |x − y| < δ. Then let 0 < δ ≤ min (δ 1 . then |f (x) − f (y)| < ε 2 (1 + |g (x)| + |f (y)|) Now let 0 < δ ≤ min (δ 1 . then everything happens at once. It follows that for such y.

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

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

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

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

xn and yn satisfying |xn − yn | < 1/n but |f (xn ) − f (yn )| ≥ ε.6. {xnk } satisfying xnk → x. ε ≤ lim |f (xnk ) − f (ynk )| = |f (x) − f (x)| = 0. But |xnk − ynk | < 1/k and so ynk → x also. k→∞ a contradiction. This proves the theorem. from Theorem 14.9. Therefore. there exists ε > 0 and pairs of points.10 on Page 342. SOME ADVANCED CALCULUS 349 Proof: If this is not so. there exists x ∈ C and a subsequence. .14. Since C is sequentially compact.

350 FUNCTIONS .

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

|f (t) − L| < ε and t→−∞ (15. a b b f1 (t) dt. Note that in all of this the deﬁnitions are identical to the case of scalar valued functions. This is what is meant by saying f ∈ R ([a. The only diﬀerence is that here |·| refers to the norm or length in Rp where maybe p > 1. 0. Find limt→0 f (t) .t 2 .7 on Page 338.t . Find limt→π/2 f (t) .7 on Page 338 and the continuity of the functions to write this limit equals lim cos t.1 The derivative of a function. · · ·.1. ln π π + 1 . Of course nothing is “close” to inﬁnity and so this requires a slightly diﬀerent deﬁnition. Example 15. then b f (t) dt is deﬁned as the vector. ln 4 2 sin t 2 t . p. t→∞ lim f (t) = L if for every ε > 0 there exists l such that whenever t > l. ln (t) . If the limit does not exist. · · ·. f (t) .1) lim f (t) = L if for every ε > 0 there exists l such that whenever t < l.1. If f (t) = (f1 (t) . lim ln (t) t→π/2 = 0. lim t→π/2 t→π/2 t→π/2 t2 + 1 .3 Let f (t) = Recall that limt→0 (1. sin t t + 1 . lim f (t + h) − f (x) ≡ f (t) h h→0 The function of h on the left is called the diﬀerence quotient just as it was for a scalar b valued function.4.2 The Derivative And Integral The following deﬁnition is on the derivative and integral of a vector valued function of one variable. then neither does f (t) . Example 15. Deﬁnition 15. Use Theorem 14. a a fp (t) dt . (15. 1. Then from Theorem 14.4. 1) .2. t2 + 1.1) holds. . · · ·. = 1.2 Let f (t) = cos t.352 LIMITS AND DERIVATIVES One can also consider limits as a variable “approaches” inﬁnity. sin t. lim sin t. fp (t)) and a fi (t) dt exists for each i = 1. is deﬁned as the following limit whenever the limit exists. limt→0 f (t) = 15. b]) .

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

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

3) + t (cos 2. z) .5) are referred to as the product rule.8 Let a. t + 1 for t ∈ [0. (15. In the case where t is time. the cross product. a direction vector has the same direction as r (2) . T determines a direction vector which is tangent to the curve at the point. which says that the term in (15. In any case. Therefore. vq ) . 5] . a parametric equation for the tangent line is (sin 2. g have values in R3 . Find the velocity vector when t = 1. From the above discussion. r (t) and so it is possible to ﬁnd parametric equations for the line tangent to the curve at various points. 4.2. Find a tangent line to the curve parameterized by r at the point r (2) .2) converges to v ≡ (v1 . (15. v if and only if all the coordinate functions of the term in (15. · · ·. From the above discussion.15. THE DERIVATIVE AND INTEGRAL is equal to r1 (t0 + h) − r1 (t0 ) rq (t0 + h) − rq (t0 ) . 15. t2 . 4.3) (15.7 on Page 338. r (t) . 1) . t + 1 for t ∈ [0. (15.2. and (15. this is simply r (1) = (cos 1. 4. it suﬃces to simply use r (2) as a direction vector for the line.2. the vector. 355 where vk = rk (t) .7 Let r (t) = sin t. This by Theorem 14. then (f × g) (t) = f (t) × g (t) + f (t) × g (t) The formulas.5) (15. this simply says the velocity vector equals the vector whose components are the derivatives of the components of the displacement vector. and vector addition and scalar multiplication. b ∈ R and suppose f (t) and g (t) exist. Therefore. 2. Example 15. 1) .4) . h h Then as h converges to 0. 5] .4). Then the following formulas are obtained.2.2) get close to the corresponding coordinate functions of v. y.6 Let r (t) = sin t. r (2) = (cos 2. Example 15.2 Diﬀerentiation Rules There are rules which relate the derivative to the various operations done with vectors such as the dot product. 1) = (x. (af + bg) (t) = af (t) + bg (t) .2. Theorem 15. · · ·. (f · g) (t) = f (t) · g (t) + f (t) · g (t) If f .2) gets close to a vector.4. t2 .

2. 0 √ t Example 15. Recall the velocity at time t was r (t) . t2 + 2 kilometers where t is given in hours. 1 (1 + t) − t 1 2 t +2 . Example 15. Therefore. r (t) = = When t = 1. 2t) + t2 . Usually it is not possible to do this! Example 15. sin t.10 Let r (t) = t2 . That is.5) this equals(2t. 2 . Formula (15. 3t2 . − sin t) × (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. (15. 2t). 2 2 (1 + t) 1 (1 + t) 2.2. sin t. 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) . cos t.356 LIMITS AND DERIVATIVES Proof: The ﬁrst formula is left for you to prove. When you are given a vector valued function of one variable. ﬁnd r (t) and plug in t = 1 to ﬁnd the velocity. Find the velocity of the object in kilometers per hour when t = 1.5) 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. Thus r (t) denotes the second derivative. 1 From (15. sin 2t.11 An object has position r (t) = t3 . Find (r (t) × p (t)) . sin t. the velocity is r (1) = 1 1 3. cos t and let p (t) = (t. t) where t ∈ R.2. cos t Find This equals π 2 t 0 π 0 r (t) dt.2. −1/2 2t 1 (t2 + 2) t Obviously. sometimes it is possible to give a simple description of the curve which results.9 Let r (t) = t2 . Example 15. π 0 sin t dt.12 Describe the curve which results from the vector valued function.4). t+1 . √ 4 3 kilometers per hour. 1+1 . Consider the second. ln (t + 1) . .2. . you can consider the possibility of taking the derivative of the derivative and then the derivative of that and so forth. 3t2 . . cos t × 1. dt. π 0 cos t dt = 1 3 3 π . this can be continued. ln (t + 1) . r (t) = (cos 2t.

d d (|r (t) − P1 |) + (|r (t) − P0 |) = 0 dt dt showing that |r (t) − P1 | + |r (t) − P0 | = C for some constant. Therefore. Example 15. The sound waves spread out and you would expect your sound to be inaudible very far away. Draw a picture to see this. LEIBNIZ’S NOTATION 357 The ﬁrst two components indicate that for r (t) = (x (t) . d |r (t) − P1 | dt = = Therefore. = y (t) with other similar .This implies the curve of intersection of the plane with the room is an ellipse having P0 and P1 as the foci. y (t) . here is an interesting application.6) Now and a similar formula holds for P1 replaced with P0 . 1 −1/2 ((r (t) − P1 ) · (r (t) − P1 )) 2 ((r (t) − P1 ) · r (t)) 2 (r (t) − P1 ) · (r (t)) . possibly far away from you? Then you might have the interesting phenomenon of someone far away hearing what you said quite clearly.3.2.6). Suppose you are in a large room and you make a sound. It is also a situation where the curve can be identiﬁed as something familiar. from (15.13 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. While it is doing so. y (t)) traces out a circle. 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. z (t) is moving at a steady rate in the positive direction. Therefore. z (t)) . (P0 − r (t)) · (−r (t)) (P1 − r (t)) · (r (t)) = . (x (t) . |r (t) − P1 | 15. |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. But what if the room were shaped so that the sound is reﬂected oﬀ the wall toward a single point. C. the pair. 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 . notations holding. As an application of the theorems for diﬀerentiating curves. 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) .15. For example.3 Leibniz’s Notation dy dt Leibniz’s notation also generalizes routinely.

Hint: You might want to use the formula for the diﬀerence of two cubes. sec x. t2 . Hint: You can do this either mathematically or by giving a physical example. 11. x x2 −4 2 x+2 . Find a tangent line to the curve parameterized by r at the point r (2) . Let r (t) = sin t. t2 . Find the following limits if possible (b) limx→0+ (c) limx→4 (d) limx→∞ 2. Suppose an object has position r (t) ∈ R3 where r is diﬀerentiable and suppose also that |r (t)| = c where c is a constant. Let r (t) = t. cos t2 . 4. a + 1) for all a ∈ R. 5] . (b) Show that you can conclude that r (t) · r (t) = 0. 10.5) from the component description of the cross product. Is the velocity of this object ever equal to zero? If so. tan 4x 5x x x2 sin x2 1+x2 . Let r (t) = t. t + 1 for t ∈ [0. . x + 1) = ( 3 a. 3 2 √ t2 + 1 (t − 1) . t + 1 for t ∈ [0. Find the velocity when t = 3. Let r (t) = 4 + (t − 1) . ln t2 + 1 . cos t2 for t ∈ [0. (a) Show ﬁrst that this condition does not require r (t) to be a constant. Prove from the deﬁnition that limx→a ( 3 x. Let r (t) = sin t. Find the velocity when t = 3. t + 1 for t ∈ [0. Prove (15. Find limx→2 + 7. x−2 2 √ √ 3. 5] . Prove (15. Find a tangent line to the curve parameterized by r at the point r (2) . x 1.5) from the formula (f × g)i = εijk fj gk . 2t + 1 for t ∈ [0. 1+x2 . t2 . 14. (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. t + 1 for t ∈ [0. Find a tangent line to the curve parameterized by r at the point r (2) . 7. That is. 4] . Let r (t) = sin 2t.5) directly from the deﬁnition of the derivative without considering components. Prove (15.358 LIMITS AND DERIVATIVES 15. 9. sin t2 . Let r (t) = sin t. e x2 −16 x+4 . 5] . 13. 6. a3 − b3 = (a − b) a2 + ab + b2 . 5. 5] . 8. the velocity is always perpendicular to the displacement. 12. sin x/x. 5] . x −4 .4 Exercises (a) limx→0+ |x| x . x + 2x − 1. cos x x x |x| . ﬁnd the value of t at which this occurs and the point in R3 at which the velocity is zero. Find the velocity when t = 3.

He formulated the laws of gravity. 2e−t . 1. then you can determine the position.7) where a is the acceleration and m is the mass of the object. Newton’s third law states: “To every action there is always opposed an equal reaction. NEWTON’S LAWS OF MOTION 359 15.15.5 Newton’s Laws Of Motion Deﬁnition 15. b a f (t) dt = 15. Principia. If F (t) = f (t) for all t ∈ (a. y (1) = xn . 18. and r (0) = (0. If r (t) = 0 for all t ∈ (a. The third law says roughly that if you apply a force to something. and p (t) are three diﬀerentiable functions of t which have values in R3 . b). He showed that Kepler’s laws for the motion of the planets came from calculus and his laws of gravitation. Curves of this sort are important in various computer programs. Then the acceleration of the object is deﬁned to be r (t) . 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. 16. Note that the statement of this law depends on the concept of the derivative because the acceleration is deﬁned as a derivative. only the second two are independent of each other. However. 1) meters. b] . He ﬁnished his life as Master of the Mint. 17. Suppose r (t). show F (b) − F (a) . 1 − t2 . and directed to contrary parts. the ﬁrst law being implied by the second. made major contributions to optics.” Of these laws. c such that r (t) = c for all t ∈ (a. s (t) . Find a formula for (r (t) × s (t) · p (t)) . Recall that n = n = 1 and 0 n n n n−1 = 1 = n. The next example involves the concept that if you know the force along with the initial velocity and initial position. Newton used calculus and these laws to solve profound problems involving the motion of the planets and other problems in mechanics. he made major contributions to the subject partly in order to study physics and astronomy.2 Let r (t) denote the position of an object of mass 2 kilogram at time t and suppose the force acting on the object is given by F (t) = t. and ﬁnd y (0) and y (1) . 0.5. 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. 1) meters/sec. Find r (t) . . show there exists a constant vector. Example 15. Suppose r (0) = (1. in which many of his ideas are found.1 Let r (t) denote the position of an object.” Newton’s second law is: F = ma (15. and stated the fundamental laws of mechanics listed here. He invented a version of the binomial theorem when he was only 23 years old and built a reﬂecting telescope. In 1686 he published an important book. The second law is the one of most interest.5. the thing applies the same force back.5. the mutual actions of two bodies upon each other are always equal. b) . b) and F is continuous on [a. Show k that y (0) = x0 . 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 . 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. or.

C2 . mr (t) = −mgj. Therefore. . Denoting r (t) as (x (t) . 0. C2 . e−t + 2t 12 2 meters. Also let the direction of ﬂight be along the positive x axis. x (t) = 0.360 LIMITS AND DERIVATIVES By Newton’s second law. How far does the shell ﬂy before hitting the ground? Neglect air resistance in this problem. it comes as measurements taken by instruments and the position is continuously being updated based on this information. the velocity is found. Rather. 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. Actually. −mgj where m is the mass of the shell. C3 ) which means C1 = 1. e−t . c2 . C2 . −e−t + 2 . The acceleration of gravity equals 9. c2 = 1. C2 = 0. 1) = (0. Thus r (0) = (1. r (t) = t2 t − t3 /3 . 0) . −1) + (c1 . y (t)) . The angle of elevation is π/6 radians and the speed of the shell is 400 meters per second. 0. e−t + 2t + (C1 . (C1 . the displacement must equal r (t) = t3 t2 /2 − t4 /12 . C3 ) must be determined from the initial condition for the displacement. 0. 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. Therefore. and c3 = 2. y (t) = −g. + t. 1) = (0. c3 ) which requires c1 = 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. the displacement has also been found. r (0) = 400 cos (π/6) i + 400 sin (π/6) j. Thus letting c = (c1 . C3 ) 12 2 where the constant vector. c3 ) . Thus the initial velocity is the vector. 1) + (C1 . 1 − t2 /2. (0.3 An artillery piece is ﬁred at ground level on a level plain.5. + 1. . 2r (t) = F (t) = t. −e−t 4 2 +c where c is a constant vector which must be determined from the initial condition given for the velocity. and C3 = 0. c2 . + t. 4 2 Now from this. 1 − t2 . 2e−t and so r (t) = t/2. Therefore the velocity is given by r (t) = t2 t − t3 /3 . 1.8 meters per sec2 and so the following needs to be solved. r (0) = (0. Example 15. r (t) = t3 t2 /2 − t4 /12 + 1.

The next example is more complicated because it also takes in to account air resistance. Thus the initial displacement is r (0) = (0.1) r (t) pounds. x (t) = 400 cos (π/6) so x (t) = 400 cos (π/6) t = 200 3t. 30000) . This blue ice weighs 64 pounds near the earth and experiences a force of air resistance equal to (−.9t2 + 200t = 0. Example 15.000 feet. Find the position and velocity of the blue ice as a function of time measured in seconds. Thus it ﬂies at 600 × 5280 = 880 feet per second. Newtons second law yields the following initial value problem for r (t) = (r1 (t) . r2 (t)) . Thus 32 pounds is the force exerted by gravity on the lump and so its mass must be given by Newton’s second law as follows. −64) . (r1 (0) . 30000) feet and the initial velocity is r (0) = (880. 190 265 9 meters. 2 (r1 (t) . 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. 64 = m × 32. r2 (t)) + (0. Thus t = 40.1) r (t) pounds. Thus y (t) = −4. r2 (0)) = (0. The jet is ﬂying at 600 miles per hour. 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. The shell hits the ground when y = 0 and this occurs when −4.4 A lump of “blue ice” escapes the lavatory of a jet ﬂying at 600 miles per hour at an altitude of 30. C = 400 sin (π/6) = 200.15. Similarly. √ x = 200 3 (40. There are 60 × 60 seconds in an hour. Thus m = 2 slugs. D = 0 because the artillery piece is ﬁred at ground level which requires both x and √ to y equal zero at this time. The force of gravity is (0. 816 326 530 6) = 14139. I want to change this to feet per second. The slug is the unit of mass in the system involving feet and pounds. Such lumps have been known to surprise people on the ground. y (t) = −gt+C and from the information on the initial velocity. 816 326 530 6 seconds and so at this time.5.5. 0) . The blue ice weighs 32 pounds near the earth. r2 (0)) = (880. (r1 (0) . r2 (t)) = (−. The ﬁrst thing needed is to obtain information which involves consistent units.1) (r1 (t) . NEWTON’S LAWS OF MOTION 361 Therefore. −64) pounds and the force due to air resistance is (−. Also ﬁnd the velocity when the lump hits the ground.9t2 + 200t + D. 0) feet/sec.

8) mr + kr = c. Now multiply both sides by e(k/m)t .9) = −17600.0 5t) + 17600.0 5t) + 42800. r1 (t) = 880.1) 2 64 (. 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 (15.8) to ﬁnd r (t) = (c/k) t − r1 (t) = − 1 2 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.0 exp (−.0 This gives the coordinates of the position.362 Therefore.9) in the same way to obtain the velocity. Divide the diﬀerential equation by m and get r + (k/m) r = c/m. e(k/m)t r = = (c/m) e(k/m)t 1 kt em c + C k and using the initial condition.1)) t − (.1) − (.1) t 2 (880) + 2 (880) (.0 and r2 (t) = (−64/ (.1) + 30000 + 2 (.1) .1) 1 2 exp − t (.0 exp (−.10) .1) 64 (.1) r2 (t) = −64 r1 (0) = 0 r2 (0) = 30000 r1 (0) = 880 r2 (0) = 0 To save on repetition solve LIMITS AND DERIVATIVES (15. r (0) = v. k (15.1) r1 (t) = 0 2r2 (t) + (. 2r1 (t) + (.0 + 640. (15.0 5t) .0 exp (−. r2 (t) = −640.0 5t) . What of the velocity? Using (15.0t − 12800. r (0) = u.1) = −640. You should check this gives d e(k/m)t r dt Therefore.0 exp (−.

−616. This is a fairly hard equation to solve using the methods of algebra. 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. However if plugging in various values of t using a calculator you eventually ﬁnd that when t = 66. You see that air resistance can be very important so it is not enough to pretend.14. However. dt 2 dt Therefore. F (t) = mv (t) .15. dt Hence.0 exp (−. This is not really true because it actually depends on the distance between the center of mass of the earth and the center of mass of the lump. t + dt) .0 exp (−.14))) = (32. (15.0 + 640. This is close enough to hitting the ground and so plugging in this value for t yields the approximate velocity. W (0) = 0. I do not have a good way to ﬁnd this value of t using algebra. 23.0 5 (66. −640.0 5 (66.14)) .11) implies dW = F · v.5.0 (66. It was also assumed the air resistance is proportional to the velocity. 0 = −640. 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.11) If no work has been done at time t = 0. (880. 56) . it follows that the force is doing work which manifests itself in a change of velocity of the object. Thus it suﬃces to solve the equation. NEWTON’S LAWS OF MOTION 363 To determine the velocity when the blue ice hits the ground. It was assumed the force acting on the lump of blue ice by gravity was constant. and letting v be the velocity. This diﬀerence represents the change in the kinetic energy. It hits ground when r2 (t) = 0.0.0 5 (66. it is necessary to ﬁnd the value of t when this event takes place and then to use (15. Actually.588 feet.1 Kinetic Energy Newton’s second law is also the basis for the notion of kinetic energy. In fact. this problem used several physical simpliﬁcations. 2 2 .0 exp (−.0 = 1. dW m d 2 = mv (t) · v (t) = |v (t)| . increasingly correct models can be studied in a systematic way as above.0t − 12800. 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. as is often done in beginning physics courses that everything takes place in a vacuum. (t.10) to determine the velocity. This is an over simpliﬁcation when high speeds are involved.14)) + 42800.14) − 12800.5. the work done on the object would be approximately equal to dW = F (t) · v (t) dt.0 exp (−.then (15. −640.0 5t) + 42800. When a force is exerted on an object which causes the object to move. Now in a small increment of time.

b] .6 Let F be a force acting on an object of mass m. Theorem 15. a Proof: This is really just the fundamental theorem of calculus and Newton’s second law applied to the components of F. b] and denoting the two masses by mA and mB and their velocities by vA and vB it follows that b mA vA (b) − mA vA (a) = a (Force of B on A) dt and b mB vB (b) − mB vB (a) = a (Force of A on B) dt b = − a (Force of B on A) dt = − (mA vA (b) − mA vA (a)) and this shows mB vB (b) + mA vA (b) = mB vB (a) + mA vA (a) . [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.364 LIMITS AND DERIVATIVES 15.5. The linear momentum of an object of mass m and velocity v is deﬁned as Linear momentum = mv. in a collision between two masses the total linear momentum before the collision equals the total linear momentum after the collision. This is known as the conservation of linear momentum. In other words. b b F (t) dt = a a m dv dt = mv (b) − mv (a) dt (15. [a. Then the impulse equals the change in momentum. Deﬁnition 15.5 Let F be a force which acts on an object during the time interval. b F (t) dt = mv (b) − mv (a) . The impulse of this force is b F (t) dt.12) Now suppose two point masses. a a F2 (t) dt.5. The notion of impulse and momentum are related in the following theorem. a This is deﬁned as b b b F1 (t) dt. a F3 (t) dt . A and B collide.2 Impulse And Momentum Work and energy involve a force acting on an object for some distance. Impulse involves a force which acts on an object for an interval of time. . More precisely. Letting the collision take place in the time interval.5.

and c = f /m.6. The acceleration of gravity is 9. F is always perpendicular to the velocity of the object. r (t) of the cannon ball. what can be said about z and r? . 10. Verify Formula (15. 5. possibly from gravity. 3. Suppose also that the object is at the point (0.8. 9. use a calculator or other means to estimate the time before the cannon ball hits the ground. 11. 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 . z. F (t) =e−t i + cos (t) j + t2 k meters per sec2 . v (0) = v0 is v (t) = v0 − c e−rt + (c/r) .12) carefully by considering the components. Find a formula for the displacement. only its direction. Thus F · v = 0. If v is velocity and r = k/m where k is a constant for air r resistance and m is the mass. In particular verify that mv (t) · 2 d v (t) = m dt |v (t)| . Suppose an object having mass equal to 5 kilograms experiences a time dependent force. θ from ground level on a vast plain.01v Newtons where v is the velocity in meters per second. EXERCISES 365 15. Also suppose that the initial speed is 100 meters per second. 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. z independent of t such that v (t) = z for all t. A cannon is ﬁred at an angle. mr × r = g (r) r × r = 0.15. Suppose that the air resistance is proportional to the velocity but it is desired to ﬁnd the constant of proportionality. The speed of the ball as it leaves the mouth of the cannon is known to be s meters per second. Describe how you could ﬁnd this constant. v of an object acted on by air resistance proportional to the velocity and a constant force. Then the force acting on the object must be of the form g (r (t)) r (t) and by Newton’s second law. argue from Newton’s second law that this is the equation for ﬁnding the velocity. this equals mr (t) . Find the position of the object as a function of t. Show using Corollary 6. showing that (r × r) must equal a constant vector. then there exists a constant vector. Fill in the details for the derivation of kinetic energy. Therefore. Neglecting air resistance. why would dW = F (t) · v (t) dt? 2 6. Verify that the motion of the object takes place in a plane. f . Also. Therefore. 1. 8.4 that Newton’s ﬁrst law can be obtained from the second law. Does there exist a terminal velocity? What is it? 2. 1) meters at time t = 0 and that its initial velocity at this time is v = i + j − k meters per sec.8 meters per sec2 . Suppose the force acting on an object. b) .6 Exercises 1. Show the maximum range for the cannon ball is achieved when θ = π/4. If the angle of elevation equals π/4. Show the Kinetic energy of the object is constant. 7. ﬁnd a formula for how far the cannon ball goes before hitting the ground. Now argue that r × r = (r × r) . Such forces are sometimes called forces of constraint because they do not contribute to the speed of the object. Show the solution to v + rv = c with the initial condition. Hint: Let r (t) denote the position vector of the object from the ﬁxed point. 4. for all t ∈ (a. Show that if v (t) = 0.

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

7. Proof: By the triangle inequality. recall from Theorem 10. (15. x (s)) ds.14) Suppose that f : [a. (15. if f is a continuous vector valued function deﬁned on [a.1 Picard Iteration |f (t. First of all. SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS 367 a profound question which must ultimately be dealt with. then f ∈ R ([a. let v = e1 . x1 )| ≤ K |x − x1 | . x (c) = x0 if and only if x is a solution to the integral equation. Then x is a solution to the initial value problem. If u = 0.15. Then letting v = (v1 . Also from this deﬁnition. Then |f | is also continuous and b b f (t) dt ≤ a a |f | (t) dt. f is continuous and bounded. v such that |v| = 1 and u · v = |u| . x = f (t. b]) . Lemma 15. each fi is also and so lims→t |f (s)| = |f (t)| showing f is continuous at t. x) − f (t.2 Suppose x : [a.7. This proves the lemma. In fact you may let v = u/ |u| if u = 0. b] × Rn → Rn satisﬁes the following two conditions. b]. vn ) . let v be such a unit vector with the property that b b v· a f (t) dt = a f (t) dt . This section contains a fairly general result on existence and uniqueness for systems of ordinary diﬀerential equations.7. b] → Rn is a continuous function and c ∈ [a.1 Let f be a continuous function deﬁned on [a. b]) .15) x (t) = x0 + c f (s. Lemma 15.16) .1 on Page 352 that f ∈ R ([a.2. b] it follows from Deﬁnition 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. It only remains to prove the inequality. one can obtain the following simple lemma. b] having values in Rn . Therefore. x) . b] . note that if u ∈ Rn .3. Therefore. n 1/2 ||f (t)| − |f (s)|| ≤ |f (t) − f (s)| ≡ i=1 |fi (t) − fi (s)| 2 and since f is continuous.7. there exists a vector. · · ·. The ﬁrst of these conditions is known as a Lipschitz condition. To do this.4 on Page 233. t (15. if f is continuous on [a.13) (15. 15.

The most famous technique for studying this integral equation is the method of Picard iteration . integrate both sides from c to t obtaining (15. These deﬁnitions imply some simple estimates.2. t xk (t) ≡ x0 + c f (s.3 Let k ≥ 2.3 on Page 353 can be used to diﬀerentiate both sides and obtain x (t) = f (t. c (15. x0 ) ds. x (t)) . t |x2 (t) − x1 (t)| ≤ c t |f (s. t x2 (t) ≡ x0 + c f (s. x0 )| : s ∈ [a.16). (15. This proves the lemma. x0 )| ds ≤ c t K |x1 (s) − x0 | ds ≤ |t − c| . Also. b] . Let Mf ≡ max {|f (s. x0 )| ds ≤ Mf |t − c| . x0 (t) ≡ x0 and then iterate as follows.the fundamental theorem of calculus. k! k (15.368 LIMITS AND DERIVATIVES Proof: If x solves (15. 2 2 KMf c |s − c| ds ≤ KMf (15. x1 (s)) ds. x ∈ Rn } . x1 (s)) − f (s. t x1 (t) ≡ x0 + c t f (s. Lemma 15. letting t = c on both sides.7.15) is equivalent to the integral equation (15. In this method. |xk (t) − xk−1 (t)| ≤ Mf K k−1 |t − c| . |x1 (t) − x0 | ≤ t |f (s. x0 (s)) ds = x0 + c f (s. Conversely.18) Continuing in this way leads to the following lemma.16) and so it suﬃces to study this integral equation. if x is a solution of the initial value problem. and if xk−1 (s) has been determined. gives x (c) = x0 .16). Then for any t ∈ [a. you begin with an initial function. b] . xk−1 (s)) ds. Then for any t ∈ [a. b] .17) Now using this estimate and the Lipschitz condition for f . Theorem 15. It follows from this lemma that the initial value problem.19) . then since f is continuous.

Since the right side of the inequality does not depend on t. Lemma 15. Assume it is true for k. b] . Then if k > l. In other words.1 implies t t |xk+1 (t) − xk (t)| = x0 + c t f (s. 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. is dominated by t ≤ c KMf K k−1 |s − c| ds k! k+1 k ≤ Mf K k This proves the lemma.7. xk (s)) − f (s. it follows that for all ε > 0.. ∞ there exists L such that if k.7. ∞ Since {xk (t)}k=1 is a Cauchy sequence. then for all t ∈ [a. (15.15. |x (t) − xl (t)| < ε. SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS 369 Proof: The estimate has been veriﬁed when k = 2. xk (s)) ds − x0 + c f (s. This proves the lemma. {xk (t)}k=1 is a Cauchy sequence. Letting k → ∞ in (15. b]}) = 0. r=0 (K(b−a)) . xk−1 (s))| ds t ≤ c K |xk (s) − xk−1 (s)| ds which. there exists L such that if l ≥ L. l > L. This shows that for every ε > 0.7.20) ∞ r a quantity which converges to zero as l → ∞ due to the convergence of the series.4 For each t ∈ [a. Then the Lipshitz condition on f and Lemma 15. (r+1)! a fact which is easily seen by an application of the ratio test.20). (k + 1)! Lemma 15.5 The function t → x (t) is continuous and l→∞ lim (sup {|x (t) − xl (t)| : t ∈ [a. |t − c| . Proof: Pick such a t ∈ [a. then |xk (t) − xl (t)| < ε. ∞ |x (t) − xl (t)| ≤ Mf r=l (K (b − a)) <ε (r + 1)! r (15.7. {xk (t)}k=1 is a Cauchy sequence. by the induction hypothesis.21) whenever l is suﬃciently large.22) . b] . b] . denote by x (t) the point to which it converges. xk+1 (s)) ds = c |f (s.

13) and (15. b] . xl (s)) ds − c t c f (s.7.21). x (s)) − f (s. Then there exists a unique solution to the initial value problem. (15. |x (s) − x (t)| ≤ |x (s) − xl (s)| + |xl (s) − xl (t)| + |xl (t) − x (t)| ≤ 2ε + |xl (s) − xl (t)| . b]}) < t t ε . Theorem 15. It follows that x (t) = lim xk (t) k→∞ t = lim k→∞ x0 + c t f (s. x (s))| ds t ≤ c K |xl (s) − x (s)| ds ε = ε. x is a solution to the initial value problem. 3 ε By the continuity of xl . Let ε > 0 be given and let t ∈ [a. Then letting l be large enough that l→∞ lim (sup {|x (t) − xl (t)| : t ∈ [a.370 LIMITS AND DERIVATIVES Proof: Formula (15. x1 (s))) ds.15).2 it follows that t x (t) − x1 (t) = c (f (s. this veriﬁes that t l→∞ t lim f (s. assume x and x1 are two solutions to the initial value problem. xk−1 (s)) ds f (s. This proves the existence part of the following theorem. Then by Lemma 15. K (b − a) < K (b − a) Since ε is arbitrary. xl (s)) ds = c c f (s. (15.the last term is dominated by 3 whenever |s − t| is small enough.22) was established above in (15.2. Letting l be large enough that l→∞ lim (sup {|x (t) − xl (t)| : t ∈ [a.6 Let f satisfy (15.14). x (s)) ds c = x0 + and so by Lemma 15. . Proof: It only remains to verify the uniqueness assertion. This veriﬁes continuity of t → x (t) and proves the lemma. x (s)) ds ≤ c |f (s. xl (s)) − f (s. x (s)) ds.15).7. K (b − a) f (s. b]}) < ε/3. Therefore.7.

This proves uniqueness and establishes the theorem. 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. x (0) = x0 . x (s)) − f (s.7.15.2 Numerical Methods For Diﬀerential Equations The above considers a fundamental philosophical question about existence of solutions to the initial value problem. x1 (s))| |x (s) − x1 (s)| ds. Then this equation implies that for all such t. it yields a method for ﬁnding the solution as well but it is never used this way. Therefore. ≤K c Letting h (t) = t c |x (s) − x1 (s)| ds. x (s)) − f (s.7. Hence g (t) = 0 for all t ≤ c and so x (t) = x1 (t) for these values of t. x = f (t. But g (c) = 0 and so 0 ≥ g (t) ≥ 0. The most primitive way of doing this is the Euler method. c |x (t) − x1 (t)| ≤ t c |f (s. SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS 371 Suppose ﬁrst that t < c. 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. There are much simpler and better ways to obtain approximate solutions to diﬀerential equations than using Picard iteration. it follows that −g (t) = |x (t) − x1 (t)| and so −g (t) ≤ Kg (t) which implies 0 ≤ g (t) + Kg (t) and consequently. x1 (s))| ≤ t K |x (s) − x1 (s)| ds. 0 ≤ eKt g (t) which implies integration from t to c gives 0 ≤ eKc g (c) − eKt g (t) . x1 = x. In principle. x) . Then t |x (t) − x1 (t)| ≤ c t |f (s. Now suppose that t ≥ c. 15. . Letting g (t) = c t |x (s) − x1 (s)| ds. Suppose you want to ﬁnd the solution to the initial value problem.

Next. y (0) = 1 for t ∈ [0. there will be no pattern and you just have to iterate things till you get to the end. 2T . x (ti )) . 5000 you would have (1. x (t1 )) . x (ti + h) − x (ti ) = f (ti . you do the following to go from tn to tn+1 .01) 500 2 = 144.01 (0) = 1 Now y2 = 1 + (. xn + k3 ) . y3 = 1. T ] . h h This whole idea is based on approximating functions with their linear approximations locally. · · ·. 413 159 102 576 6.24) x (t1 ) = x0 + hf (0. y1 = 1 + . This is done by a computer.01) 1 = 1. xn + k1 2 2 1 1 hf tn + h.001) = 148. In general. T .001. If you used the step size . this can be substituted back in to (15. when you are working with numerical methods you test them on known examples and see how well they perform. .01 = (1.7 Solve the initial value problem y = y. 0. where f satisﬁes the conditions given above for existence. tk+1 ) you deﬁne (tk+1 − t) (t − tk ) x (tk ) + x (tk+1 ) . Therefore.372 LIMITS AND DERIVATIVES for t ∈ [0. From (15.01 + (. x (ti )) .01 and a step size of . For t ∈ (tk .01. 5] using Euler’s method with a step size of . It is customary to write xi instead of x (ti ) . xn + k2 2 2 hf (tn + h. xn ) 1 1 hf tn + h. In the following example. nT . 042 which is pretty close. x0 ) . this can be written more simply as x (ti+1 ) = x (ti ) + hf (ti . k1 k2 k3 k4 ≡ ≡ ≡ ≡ hf (tn . x (t) ≡ Example 15. x) . The correct answer is y = ex . You need a much better method than the Euler method if you want to solve ordinary diﬀerential equations. Thus y (5) = e5 = 148. Having found x (t1 ) . Continuing this way. x (0) = x0 .001. (n−1)T . Now from Euler’s method. Of course this was an easy example because it led to a pattern which was easy to apply.01) 1. x0 is known because it is given. There are many methods and the detailed study of them is outside the scope of this book. To solve x = f (t. y500 = (1.23) (15. You split the time interval into n equal pieces. x (0) = x0 . (15. 77 and this is the value which Euler’s method gives for y (5) .24) Now this can be used to ﬁnd an approximate solution as follows.24) to ﬁnd x (t2 ) = x (t1 ) + hf (t1 .01) . How well does it work? In general.24) to ﬁnd x (t3 ) and you continue doing this till you get x (tn ). Euler’s method will be applied to an initial value problem whose solution is known. h Noting that ti + h = ti+1 . and using the pattern which is emerging.7. Using x (t2 ) one used (15. you then n n n n n replace the derivative with a diﬀerence quotient as follows. One of the most famous is the Runge Kutta fourth order method. x (0) = x0 . Letting h = T and ti = ih. the resulting function will be piecewise linear and hopefully will not be too far oﬀ.

Use h = . 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. 2.2 using the Euler method and compare with the true solution. f. Assume anything you like about smoothness of the function. The computer algebra system. 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.the diﬀerence between the Euler solution and true solution is less than a constant times h2 . Even better schemes have been devised. . Maple. xn+1 = xn + h f (tn . Work the above model problem using the following method known as a predictor corrector method. xn+1 ≡ xn + 15. y (0) = 0 so the diﬀerential equation does not depend on y. Now show how these errors add up and conclude Euler method is of order 1.8 Exercises 1. uses one such system which is a ﬁfth order method. xn ) .2 and compare with the true solution. Thus the diﬀerence between the true solution and Euler solution is less than Ch. y (0) = 1 on the interval [0. Show that in going from 0 to t1 . Now use the Runge Kutta method for h = . Then EXERCISES 373 1 (k1 + 2k2 + 2k3 + k4 ) . Show that if y = f (x) .8. Then xn+1 is the correction. 1] . xn ) + f tn+1 .15. Solve it numerically for h = . Consider the model problem y = y. This xn+1 is the prediction. then the Runge Kutta method above reduces to Simpson’s rule for numerical integration.2 and compare with the true solution. the the the the 4.

374 LIMITS AND DERIVATIVES .

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

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

2) (16. the point can stop and change directions abruptly.1. and if f : [a. then f ∼ h.2 If g−1 ◦ f is increasing.1) (16. which satisfy h ∼ f are called the equivalence class determined by f and those h ∼ g are called the equivalence class determined by g. This is not hard to believe. they preserve the direction. 1] . Corollary 16. either h ∼ g or h ∼ f .1. If p (t) is allowed to equal zero.2).3). Example 16. This proves the lemma. b] → C and g : [c. also a parameterization of C. in the deﬁnition of a smooth curve that p (t) = 0. This veriﬁes (16. To see (16. Lemma 16. Deﬁnition 16. Thus this new deﬁnition which is valid for smooth curves which may not be straight line segments gives the usual length for straight line segments. In simple language. If f ∼ g then g ∼ f . f −1 ◦ h = f −1 ◦ g ◦ g−1 ◦ h and so since both of these functions are increasing. h.16. the length according to this deﬁnition is 1 0 n 1/2 (pi − qi ) i=1 2 dt = |p − q| .1. it must be the case that g−1 ◦ h is increasing.1) is obvious because f −1 ◦ f (t) = t so it is clearly an increasing function. f ∼ f. Sometimes people wonder why it is required.5. then f and g are said to be equivalent parameterizations and this is written as f ∼ g. b] → C is a parameterization of C.1. (16. t2 for t ∈ [−1. it follows f −1 ◦ h is also increasing. consider g (t) ≡ f ((a + b) − t) . the message is that there are exactly two directions of motion along a curve. When the parameterizations are equivalent.2 on Page 385 but the proof is mathematically fairly advanced so it is presented later.6.4 Graph the curve t3 . The proof that curve length is well deﬁned for a smooth curve contains a result which deserves to be stated as a corollary.1. ARC LENGTH AND ORIENTATIONS 377 Using the deﬁnition of length of a smooth curve just given. then if f −1 ◦ h is not increasing. 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.3 The following hold for ∼. Then g−1 ◦ f is either strictly increasing or strictly decreasing. Here is an example. If f ∼ g and g ∼ h. If C is such a smooth curve just described. It is proved in Lemma 16.1. You see that going from f to g corresponds to tracing out the curve in the opposite direction. These two classes are called orientations of C.3) Proof: Formula (16. . These parameterizations. If f ∼ g then f −1 ◦ g is increasing. They give the direction of motion on C. Now g−1 ◦ f must also be increasing because it is the inverse of f −1 ◦ g. The symbol. Consequently. It is also said that the two parameterization give the same orientation for the curve when f ∼ g. if h is a parameterization.1. ∼ is called an equivalence relation. producing a pointy place in C. d] → C be two parameterizations satisfying 1 . Imagine t is time and p (t) gives the location of a point in space.1 Let C be a smooth curve and let f : [a. Now by Corollary 16.

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

Then x (t) = q − p and F (x (t)) = F.2. the line integral measures the extent to which the motion over the curve in the indicated direction is aided by the force. LINE INTEGRALS AND WORK or in other words.3 The symbol. Deﬁnition 16. Is the same thing obtained from the above deﬁnition? Let x (t) ≡ p+t (q − p) . 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.2 Let F (x) be given above. Then since φ is increasing. 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. 1] be a parameterization for this oriented curve. dt This motivates the following deﬁnition of work. W (a) = 0. When F is interpreted as a force. b] and as t goes from a to b. Proof: Suppose g : [c. Theorem 16. d] → C is another allowed parameterization. the straight line in the direction from p to q. to equal zero. Thus g−1 ◦ f is an increasing function. 0 Therefore. there is an interval. dt 379 Deﬁning the total work done by the force at t = 0. corresponding to the ﬁrst endpoint of the curve. This proves the theorem. t ∈ [0.2. C F · dR. . If the net eﬀect of the force on the object is to impede rather than to aid the motion. this is called the line integral. Therefore. φ. dW = F (x (t)) · x (t) . the work would satisfy the following initial value problem. [a. the above deﬁnition yields 1 F · (q − p) dt = F · (q − p) . Then the work done is F · (q − p) .16. is well deﬁned in the sense that every parameterization in the given orientation of C gives the same value for C F · dR. Does the concept of work as deﬁned here coincide with the earlier concept of work when the object moves over a straight line when acted on by a constant force? Let p and q be two points in Rn and suppose F is a constant force acting on an object which moves from p to q along the straight line joining these points. x is one of the allowed parameterizations of C in the given orientation of C. the new deﬁnition adds to but does not contradict the old one. Regardless the physical interpretation of F. x (t) moves in the direction determined from the given orientation of the curve. dW = F (x (t)) · x (t) .2. In other words. this will show up as the work being negative.

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

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

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

v (t) = R (t) and let v (t) ≡ |v (t)| denote the speed and let a (t) denote the acceleration. T = v/v which implies v = vT as claimed. Then v = vT and a = dv T + κv 2 N. Recall that B = τ N where the derivative on B is taken with respect to arc length. the binormal. Also. κ (t) . τ (t) . The ﬁnal task is to ﬁnd the torsion. Note the curvature is constant in this example. N (t) . B (s) = = = 1 dt ((b cos t) i+ (b sin t) j) 2 ds +b 1 ((b cos t) i+ (b sin t) j) a2 + b2 τ (− (cos t) i − (sin t) j) = τ N √ a2 and it follows −b/ a2 + b2 = τ . and the torsion.4. t ds dt = v which implies . s (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. the curvature. B (t) .16.4. MOTION ON A SPACE CURVE 383 Example 16. 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. the principal normal. Therefore. Corollary 16. Therefore. T (t) .4.the unit tangent vector.6 Let R (t) be a space curve and denote by v (t) the velocity. s = 0 v (r) dr and so ds dt 1 = v . T ] . dt dt ds dt dt Proof: T = dR = dR ds = v ds . ﬁnd the arc length. Here t ∈ [0. remembering that t is a function of s. κ (t) = dT ds = + a sin t a2 +b2 2 = a a2 +b2 . R (t) = (a cos t) i + (a sin t) j + (bt) k.5 Given the circular helix. 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.

Suppose an object orbits a point at constant speed.4. 1) = (3 − 2t.384 LINE INTEGRALS Now the acceleration is just the derivative of the velocity and so by the Serrat Frenet formulas. − v sin v t . You need to solve for x and y in terms of x. 2 + 8t. . This is unfortunate when it occurs but you can sometimes ﬁnd a parametric description of such curves. Note where this came from. What is the centripetal acceleration of this object? You may know from a physics class that the answer is v 2 /r where r is the radius. Find a parametrization for the intersection of the plane 4x + 2y + 3z = 2 and the elliptic cylinder x2 + 4z 2 = 9. κ = |T (t)| /v = dv v2 T + v 2 κN = N. the parameterization is (x. − v sin r v rt . 4 + t) where t ∈ [0.4. 1) is obtained from (1. a= Example 16. Thus. 8. This follows from the above quite easily. −t + 3 + 2t2 . y. letting t = x. 4) + t (−2. 10. − v cos v t . z) = (3. The parameterization of the object which is as described is R (t) = r cos Therefore. 8. Example 16. v. dt r The vector. 2. 1] .8 Find a parametrization for the straight line joining (3. Now you should check to see this works. It follows v rt v v t .5 Exercises 1. 2. 10. 5) . r sin t r r v rt . Find a parametrization for the intersection of the plane 3x + y + z = −3 and the circular cylinder x2 + y 2 = 1. (x. z) = t. 2. Therefore. This yields z = 2x2 − x + 3. 3. N points from the object toward the center of the circle because it is a positive multiple of the vector. 16. Find a parametrization for the intersection of the planes 2x + y + 3z = −2 and 3x − 2y + z = −4. v |T | T (t) = v 2 κN and so v = κ |T | and N = T (t) |T | From this. . 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. −4t2 − 5 + 3t. T = − sin 1 r . it is possible to give an important formula from physics. 4) . Also note that from the above. 2.7 Find a parameterization for the intersection of the surfaces y + 3z = 2x2 + 4 and y + 2z = x + 1. cos v rt and T = − v cos r . y = −4x2 + 3x − 5. y. (−2. 5) − (3. r r r r Sometimes curves don’t come to you parametrically. The vector. 4) and (1.

Let R (t) = (cos t) i + (cos t) j + 2 sin t k. b] . Then φ (a) = d and φ (b) = c. {tn } ⊆ [a.4 on Page 94. for some ε > 0 there 1 Recall that all continuous functions of this sort are Riemann integrable. 16.6. 0) and then along the curve y = x2 in the direction of increasing x at constant speed. C.5. If φ is not continuous on [a. b] . s as a function of the parameter. then there exists a sequence.6. Suppose φ is strictly decreasing. Proof: It is obvious φ is 1 − 1 on (a.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) . g : [c. √ 6. t. b] such that tn → t but φ (tn ) fails to converge to φ (t) . s as a function of the parameter. 385 5. let F (s) = a f (r) dr. b) from the conditions f and g satisfy. d] be one to one and suppose φ exists and is continuous on [a. continuous on [a. 7. Find the arc length. Find the arc length. d] → C be parameterizations of a smooth curve which satisfy conditions 1 . Let R (t) = e5t i+e−5t j+5 2tk. 2. Find a parametrization for the intersection of the surfaces 3y + 3z = 3x2 + 2 and 3y + 2z = 3. An object moves along the x axis toward (0. 4) . INDEPENDENCE OF PARAMETERIZATION 4. d b f (s) ds = c a f (φ (t)) φ (t) dt s Proof: Let F (s) = f (s) . Lemma 16.) 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. By Lemma 5.3 on Page 117. b] . Therefore. b] was a parameterization of a smooth curve.15. It only remains to verify continuity on [a.6. 9. Then if f is a continuous function deﬁned on [a. φ is either strictly increasing or strictly decreasing. if t = 0 is taken to correspond to s = 0. Let R (t) = 2i + (4t + 2) j + 4tk. b] because then the ﬁnal claim follows from Lemma 5. Find the arc length.7. b] → C. This proves the theorem. The case when φ is increasing is similar. if t = 0 is taken to correspond to s = 0. b] . (For example. the length of C is deﬁned as |p (t)| dt a If some other parameterization were used to trace out C. 1) and (−1. b] → [c. √ 8. s as a function of the parameter. b) . would the same answer be obtained? Theorem 16. t. b] which is Riemann integrable1 . Then φ (t) ≡ g−1 ◦ f (t) is 1 − 1 on (a. t.1 Let φ : [a. .16. and either strictly increasing or strictly decreasing on [a. Therefore.6 Independence Of Parameterization b Recall that if p (t) : t ∈ [a. Is the force acting on the object a continuous function? Explain. 4. Find a parametrization for the straight line joining (1.

d] → C both satisfy b d conditions 1 . s. g . Thus g−1 ◦ f (tn ) → s and still tn → t. b]. of [c. b] and letting δ → 0+ in the above. Then by the above lemma φ is either strictly increasing or strictly decreasing on [a. (See Theorem 14. hi : J → I by hi (gi (s)) = s. an open interval containing φ−1 (s0 ) . d] .1. As in Theorem 8. and f on [a. still denoted by n such that {φ (tn )} converges to a point. for s ∈ I. this implies that for s ∈ I. Consequently. J ≡ gi (I) is also an open interval and you can deﬁne a diﬀerentiable function. gi (s0 ) = 0 for some i. 1 hi (gi (s)) = . 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. Also. an open interval. s = hi (fi (t)) = φ (t) and so. b − δ]) ⊂ (c. d] which contains s0 . b + δ] . the continuity of f and g imply f (tn ) → g (s) and f (tn ) → f (t) . φ (t) = hi (fi (t)) fi (t) = hi (gi (s)) fi (t) = fi (t) gi (φ (t)) (16. a+δ = Now using the continuity of φ. Suppose for the sake of simplicity that it is strictly increasing.6 on Page 151.4) Now letting s = φ (t) for s ∈ I.) there is a further subsequence. b] . b − δ] and is continuous there. φ is continuous as claimed. By continuity of gi . Since s0 is arbitrary.9. still denoted by n such that |φ (tn ) − φ (t)| ≥ ε. a contradiction. Theorem 16. The decreasing case is handled similarly. gi (s) (16. Therefore. for t ∈ J1 . it follows t ∈ J1 . gi (s) = fi (t) .6.1. Then by assumption 4.386 LINE INTEGRALS exists a subsequence. d) . Therefore. Therefore. Let s0 ∈ φ ([a + δ. It follows that on this interval.6.5 on Page 347.5) which shows that φ exists and is continuous on J1 . gi is either strictly increasing or strictly decreasing. . Therefore. d] which is not equal to φ (t) .5. it follows gi (s) = 0 for all s ∈ I where I is an open interval contained in [c. φ(b−δ) b−δ |g (s)| ds = φ(a+δ) a+δ b−δ |g (φ (t))| φ (t) dt |f (t)| dt. Proof: Let C be the curve and suppose f : [a. yields d b |g (s)| ds = c a |f (t)| dt and this proves the theorem. by Theorem 16. for s and t related this way.3 The length of a smooth curve is not dependent on parameterization. this shows φ exists on [a + δ. f (t) = g (s) and so in particular. It follows f (t) = g (φ (t)) φ (t) and so. g (s) = f (t) and so s = g−1 ◦ f (t) = φ (t) . Is it true that a |f (t)| dt = c |g (s)| ds? Let φ (t) ≡ g−1 ◦f (t) for t ∈ [a. Using the sequential compactness of [c. b] → C and g : [c.

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

6 again to write 2 2 d (x ) ω 2 (x) + = 0. y + ω 2 y = 0. However this expression equals zero when t = a and so it must be zero for all t. . However. z (0) = y1 . you see both series in the above converge for all t ∈ R. It follows immediately from (17.1). which satisﬁes the following initial value problem. y + ω 2 y = 0. our solution to (17. C + C = 0. Therefore. To establish the existence of a solution. C (0) = 1.3) that C (t) satisﬁes the following initial value problems.3) Using the ratio test.2. z (t) = y0 C (ωt) + y0 S (ωt) . (17. (2n!) (2n + 1)! n=0 ∞ (17.1) Proof: First consider the question of uniqueness. y. S (t) ≡ (−1) . y (t) ≡ z (t − a). Theorem 17. The quantity which is a constant in the above proof of uniqueness is sometimes referred to as the energy.1) is the function. x + ω 2 x = 0. It follows from the chain rule and what ω was just observed about S and C that z solves (17. The following theorem gives the necessary existence and uniqueness results. you can deﬁne functions in terms of power series. dt 2 2 By Corollary 6. z (0) = y0 .2.6 to conclude x satisﬁes the following initial value problem.1) if and only if z solves z + ω 2 z = 0. (17. in particular.2) Now let C (t) ≡ n=0 ∞ (−1) n t2n t2n+1 n . Now multiply both sides of the diﬀerential equation by x and use Theorem 6. Suppose both z and y are solutions to the problem (17. let z (t) ≡ y (t + a) . It is the displacement of the bottom end of a spring from the equilibrium position. y (a) = y0 . Then let x = z − y and use Theorem 6. (17.4 on Page 133 the expression (x ) ω 2 (x) + 2 2 2 2 must equal a constant.388 THE CIRCULAR FUNCTIONS AGAIN Dividing by m and letting ω 2 = k/m yields the equation for undamped oscillation. although it is sometimes done. it is not enough to base questions of existence in mathematics on physical intuition. there should be a solution to this equation. Remember.4 There exists exactly one function. Based on physical reasoning just presented. x (a) = x (a) = 0.8. This proves the uniqueness part. C (0) = 0.4) Consider the function.2). x (t) = 0 and so z (t) = y (t) . Therefore. Then y solves (17. (Of course you know what these series are already but you don’t need to know this for the purposes of this presentation.0.) Then you see right away using the theorem about diﬀerentiation of power series that S (t) = C (t) and C (t) = −S (t) . y (a) = y1 .

0. the spring constant. The second half of (17. To verify (17. C and S.5) (17. Thus by Theorem 17.4) which is based on the initial value problems satisﬁed by the functions rather than the diﬀerentiation theorem for power series.4) consider the function.5 The functions C and S satisfy the following properties. For x ≥ 0. x3 ≤ S (x) . Then y +y =C and y (0) = C (0) + S (0) = 0 + 0 = 0. y (x) = C + S. C (−t) = C (t) . Theorem 17. The second of these functions.389 In terms of the spring. Now multiply by C and use Theorem 6. The next theorem is on properties of these functions. (17.4) is proved similarly only this time consider y (x) = S (x) − C (x) . S (t) is the solution to the initial value problem S + S = 0.6) These conditions in (17. These properties will be obtained directly from the initial value problems they satisfy.5) use the initial value problem satisﬁed by C to write C + C = 0.0. 6 x2 x2 x4 1− ≤ C (x) ≤ 1 − + . S (0) = 0.4. S (−t) = −S (t) . y (x) = 0.0. another proof is given of Property (17. while y (0) = C (0) + S (0) = −C (0) + C (0) = 0. S (x + y) = S (x) C (y) + C (x) S (y) .10) Proof: To verify (17.9) (17.6 to obtain d dt (C (t)) (C (t)) + 2 2 2 2 +C +S +S =0 =0 . In terms of the spring.4 again y (x) = 0. C 2 (t) + S 2 (t) = 1. k equal in magnitude to the mass. this would have the spring constant. 2 2 24 x− (17.8) (17. y (0) = S (0) − C (0) = 1 − 1 = 0. By the Theorem 17.6) say that S is odd and C is even because the property of being odd or even is deﬁned in terms of these equations.2. In addition. 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. S (0) = 1. It will be shown that y solves the diﬀerential equation and the initial condition.7) (17. k would be equal in magnitude to the mass. 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. C (x − y) = C (x) C (y) + S (x) S (y) .

4). Also y (0) = S (y) − S (y) = 0 and y (0) = C (y) − C (y) = 0.0. w (x) ≥ 0 which shows that x − S (x) ≥ 0. Then y (0) = 0 and so by Corollary 6. Then by Theorem 17. With (17.4. it follows y (x) = 0 proving (17.5on Page 133. ﬁx y and let y (x) = S (x + y) − (S (x) C (y) + S (y) C (x)) .8. 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 = 0.7). By Corollary 6. Now the initial conditions for C imply this constant. Let w (x) = x − S (x) . it follows that w is increasing on [0.8. yields (17.10). Also using Theorem 6. it follows y (t) = 0. Now let u (x) = 1 − x 2 2 ≥ 0 for all x ≥ 0.6 again. u (x) ≥ 0 for all x ≥ 0 and this shows the top half of (17. it follows that y (x) = S (x) − x − (17. This brings us to the estimates. c equals 1/2. .390 and so THE CIRCULAR FUNCTIONS AGAIN (C (t)) (C (t)) + =c 2 2 for some constant. Therefore. by Corollary 6. Therefore.0.8.5. The proof of (17. c.5. The second part is similar.10). This proves + x 24 4 − C (x) .10) other properties of C and S related to their periodic behavior may be obtained.6).5).9) and (17. 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. Then z (0) = 0 and z (x) = −S (x) + x ≥ 0 so by Corollary 6. Therefore. To verify (17. Then w (0) = 0 and w (x) = 1 − C (x) ≥ 0. y (t) = S (−t) + S (t) and so y + y = 0.6 y (t) = −S (−t) + S (t) and so y (0) = 0 and y (0) = −1 + 1 = 0. it follows that z (x) = C (x) − 1 − proving the bottom half of (17. by Theorem 17.9). This proves the ﬁrst part of (17.2. Let y (t) = S (−t) + S (t) .4.7).5 on Page 133. Let z (x) = C (x) − 1 − x2 2 2 2 . Then u (0) = 0 and x3 + S (x) ≥ 0 6 u (x) = −x + by (17. ∞). Then by Theorem 6. . Using C = −S.9). Then from (17.8) is completely similar and is left as an exercise.8.2.

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. that P = π. 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. from (17. This means that for 2 all x ∈ R. C (x + P/2) = C (x) C (P/2) − S (x) S (P/2) = −S (x) ≤ 0. Points on this interval are of the form. Now if r (t1 ) = r (t2 ) for t2 ∈ (3P/2. 3P/2] . P ). P ] because its derivative. 2 Proof: From (17. P ] . In addition to this.0. P ] and t2 ∈ [P. Also this shows that r (t) is one to one for t ∈ [0. C is negative on (P/2. Therefore. S is increasing on (0. use the same arguments to verify that C and S are strictly increasing and C (2P ) = 1 while S (2P ) = 0. 3P/2] . P/2) because S (x) = C (x) and C (x) > 0 on (0. C (t1 ) = C (t2 ) > 0 and so. It follows that r is one to one on [0. . P ) and 2 C P = 0. P/2) . First consider the claim that S and C are 2P periodic. There is only one such number because for x ∈ (0. But S (t1 ) ≥ 0 and so t1 = P = t2 .10) that C (2) < 0 because C (2) ≤ 1 − 2 + 24 = − 1 < 0. 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. r (t) ≡ (C (t) . P/2) while S (x + P/2) = S (x) C (P/2) + S (P/2) C (x) = C (x) ≥ 0. S (t2 ) ≤ 0 and so S (t1 ) ≤ 0. Therefore. 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. S (x + 2P ) = S (x) . [P/2. P ] it follows that r is one to one on [0. If r (t1 ) = r (t2 ) for t1 ∈ [0. Now S (t1 ) = S (t2 ) < 0 which can’t happen for t1 ∈ [0. Therefore.7). 2) . and (17. > 0 if x ∈ (0. 2p) and t1 ∈ [0. −S is negative on (P/2. In going from P to 3P/2. < 0 if x ∈ (0. C (x + 2P ) = C (x) . t1 ∈ [0.6 There exists a positive number. Also C is strictly decreasing on this interval because its derivative. Recall. 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) . P ) .(17. Since C is strictly decreasing on the interval [0. S (t)) is one to one for t ∈ [0. By the intermediate value theorem there exists a number. 2 3 C (1) = 1 > 0. Now consider what happens on the interval. 2) such that C (P/2) = 0. r is one to one on [0. P/2) . S is strictly decreasing on [P/2. P/2). P such that C (x) > 0 on [0. In going from 3P/2 to 2P. P ] . then C (t1 ) = C (t2 ) and S (t1 ) = S (t2 ) . This proves the ﬁrst part of the theorem. P/2] . both C and S are periodic of period 2P. 2P ).5). and that C = cos while S = sin. x + P/2 where x ∈ [0. 3P/2] . It only remains to verify that C and S are periodic of period 2P.6. Also the function. P/2] .8. P/2 ∈ (0.6). P/2] . From (17. S (P/2) = 1.391 Theorem 17. Therefore.8). Furthermore.

1.1 The Equations Of Undamped And Damped Oscillation With the circular functions. S(t)) t Thus. 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. This equation resulted from the oscillations of a heavy weight on a spring but it occurs in many other physical contexts also. Therefore. r (t) = (C (t) . s] is given by A (s) where A solves the initial value problem. y (0) = y0 . In other words. this involves starting at (1.1 The initial value problem. 0) . y + ω 2 y = 0 may be solved. (C (t) .11) . y (0) = y1 (17. 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) . just the deﬁnition of distance along with the notion of arc length. the length of the path traced out by r for t ∈ [0. Since r is one to one on (0. drawing a right triangle with the radius of the circle as its hypotenuse and t the angle just described. Now the length of the curve traced out by r for t ∈ [0. Theorem 17. P = π. This proves the theorem. A (0) = 0. A (t) = (C (t)) + (S (t)) = 2 2 S 2 (t) + C 2 (t) = 1.5). 2P ) . C (t) = cos t and S (t) = sin t. Deﬁne 2π to be this length. Now it remains to verify the other assertions. First note that by (17. the equation of undamped oscillation. (C(t). S (t)) is a point on the unit circle. 0) and continuing around the unit circle till (1.392 To verify the assertion about C. No reference was made to plane geometry. 17. 2P ] is just 2P but from the above discussion. S (t)) is the point on the unit circle which is at a distance of t measured along an arc which starts at (1. Note that this ﬁnishes oﬀ all the trig identities as well thanks to the previous theorem. so this gives an alternate way of deﬁning the circular functions. y + ω 2 y = 0. The solution to this is just A (t) = t and so the length of this path traced out by r is just s.

11). Now consider the diﬀerential equation of damped oscillation. Thus in our spring example. a > 0 (17. y − a2 y = 0 is of the form C1 e−at + C2 eat for some constants C1 and C2 provided a > 0.2 Every solution of the diﬀerential equation. −2a Now since C1 is arbitrary. Let z = (D − a) y. every solution of y = 0 is of the form C1 t + C2 for some constants. Thus (D + a) z = 0 and so z (t) = C1 e−at from Theorem 9. you would have my = −ky − δ 2 y . Therefore. In the case when a = 0.1. By the product and chain rules. In the example of the object bobbing on the end of a spring. If the car is just sitting still the shock absorber applies no force to the car. (D − a) y ≡ y − ay = C1 e−at .4 that this is the only solution to this problem.13).1 on Page 221. (17. This proves most of the following theorem. THE EQUATIONS OF UNDAMPED AND DAMPED OSCILLATION has a unique solution and this solution is y (t) = y0 cos (ωt) + y1 sin (ωt) . d −at e y = C1 e−2at .13) To give the complete solution.19.0.13) is of the form y = C1 e−at +C2 eat .12) Proof: You should verify that (17. e−at y = and so y= C1 −2at e + C2 −2a C1 −at e + C2 eat . It follows from Theorem 17. Then the diﬀerential equation may be written as (D + a) (D − a) y = 0. y − a2 y = 0.17. Multiply both sides of this last equation by e−at . Now consider another sort of diﬀerential equation. it follows any solution of (17. You know how these work. 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. Suppose the object is also attached to a dash pot. Now you should verify that any expression of this form actually solves the equation. my = −ky where k was the spring constant and m was the mass of the object. Theorem 17. let Dy ≡ y . dt Therefore. ω 393 (17. C1 and C2 .12) does indeed provide a solution to the initial value problem (17.1. This is a device which resists motion like a shock absorber on a car. It only gives a force in response to up and down motion of the car and you assume this force is proportional to the velocity and opposite the velocity.

The voltage drop across the resistor is Ri where R is the resistance. Dividing by m and adjusting the coeﬃcients. Then all solutions of (17. a second order linear diﬀerential equation of the sort discussed above.1.18) √ a − b2 . this becomes LCv + CRv + v = 0. This is according to Ohm’s law. as claimed. then by Theorem 17.3 Suppose b2 − a < 0.1. the following theorem is given.1.14) are of the form e−bt (C1 + C2 t) . R C L di The voltage drop across the inductor is L dt where i is the current and L is the inductance. (17.1.1. The other two cases are completely similar. z (t) = C1 cos (ωt) + C2 sin (ωt) where ω = Therefore.14) are of the form e−bt (C1 cos (ωt) + C2 sin (ωt)) .16) In the case that b2 − a > 0 the solutions are of the form e−bt C1 e−rt + C2 ert .17) Proof: Let z = ebt y and write (17.1. They use Theorem 17. Theorem 17. (17. Thus L dt + Ri + Q = 0 and C written in terms of the voltage drop across the capacitor. Thus i = Q = Cv . In the case that b2 − a = 0 the solutions of (17. In this theorem the ﬁrst case is referred to as the underdamped case. Example 17. When these voltages are summed. a resistor. The voltage drop across the capacitor is v = Q where Q is the charge on the C capacitor and C is a constant called the capacitance. z is a solution to the equation z + a − b2 z = 0. y + 2by + ay = 0.15) √ where ω = a − b2 and C1 and C2 are constants. you di must get zero because there is no voltage source in the circuit. The second case is called the critically damped case and the third is called the overdamped case.such damped oscillation satisﬁes an equation of the form. more general than what results from damped oscillation. If b2 − a < 0. (17. Thus. (17.1. y = e−bt (C1 cos (ωt) + C2 sin (ωt)) (17.14) in terms of z. The current equals the rate of change of the charge on the capacitor. .14) Actually this is a general homogeneous second order equation.2 rather than Theorem 17. Concerning the solutions to this equation.394 THE CIRCULAR FUNCTIONS AGAIN where δ 2 is the constant of proportionality of the resisting force. and an inductor in series as shown in the following picture.4 An important example of these equations occurs in an electrical circuit having a capacitor. where r = √ b2 − a.

What is h (x) for x = 0? .5 and Problem 5 and Theorem 5. 6 120 (17. establish the limit. y (0) = 1. Show from Corollary 6.13). Is the derivative of a function always continuous? Hint: Consider h (x) = 1 x2 sin x if x = 0 . 0 if x = 0 Show h (0) = 0. 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. EXERCISES 395 17.9. A.0. and released.17.0. Solve the initial value problem.5 and Problem 5.14) consider the equation in which b = −1 and a = 3. S (x) = 1. Verify (17.5 that for all x ≥ 0. 14.8m/ sec2 .5. x→0 x lim 8.8. (17.19) 6.2 Exercises 1. x→0 x lim 15.18). Prove from the initial value problems satisﬁed by S and C the formula (17. Verify that all solutions to the diﬀerential equation. 7. y C1 t + C2 .2. 2 cm. Solve the initial value problem y + 2y + 2y = 0. The mass end of the spring is then pulled down a distance of one cm. 9. Using Theorem 17.0. called the amplitude. 3. estimate S (.0. Assume the acceleration of gravity is 9. 2. establish the limit.1) . 11. Explain why this equation describes a physical system which has some dubious properties. This mass causes the end of the spring to be displaced a distance of 39. Using Theorem 17.9.8).5 and Problem 5 and Theorem 5. y (0) = 1. 10.5. A mass of ten Kilograms is suspended from a spring attached to the ceiling. Using Theorem 17.1) and C (. y (0) = 0. 4. Also verify the second half of (17. = 0 are of the form y = 5. 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. y (0) = 0.6). 13. S (x) ≤ x − x3 x5 + . y + 5y − y = 0. Verify that y = C1 e−at + C2 eat solves the diﬀerential equation. In (17. 12. Find the displacement from the equilibrium position of the end of the spring as a function of time.5 and Theorem 17. 1 − C (x) = 0. Give upper and lower bounds for these numbers. Give the displacement as before.

396 THE CIRCULAR FUNCTIONS AGAIN 16. These are important examples.11π/6.4π/3. sin φ) . show these angles on the unit circle and ﬁnd the sine and cosine of each one.π. π/2. √a2 +b2 is a point on the unit circle so it is of the form (cos φ. √ a a Hint: f (t) = a2 + b2 √a2 +b2 cos ωt + √a2b+b2 sin ωt and √a2b+b2 . Now recall the formulas for the sine and cosine of sums of angles. 2π/3.3π/2. 7π/4.5π/6.3π/4.7π/6.5π/4.5π/3. Suppose f (t) = a cos ωt + b sin ωt. For θ = 0. π/3. Do this without any reference to triangles or plane geometry. π/4.2π. π/6. . Show there exists φ such that f (t) = a2 + b2 sin (ωt + φ) . 17.

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

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

2) dθ dθ Now consider the position vector from 0 of a point in the plane. When this is the case.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. A good example of this is the force exerted by the sun on a planet.2). der deθ = θ (t) eθ . r (t) . THE ACCELERATION IN POLAR COORDINATES 399 that the standard way to determine position on the earth is to give the longitude and latitude.2.1 18. Note that er is a unit vector pointing away from 0 and der deθ eθ = . r (t) = = Next consider the acceleration. = −θ (t) er (18. To discuss this. s d eθ e d r y (r. You should convince yourself that the picture above corresponds to this deﬁnition of the two vectors. (18.18. er = − . eθ = (− sin θ. θ) θ The vector.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.3) dt dt Using (18. The latitude corresponds to φ and the longitude corresponds to θ. What is the velocity and acceleration? Using the chain rule. der der deθ deθ = θ (t) .3) as needed along with the product rule and the chain rule. er and eθ are shown. This force is always directed toward the sun and so the force vector changes as the planet moves. . sin θ) and the vector. Thus r (t) is just the distance from the origin. 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 . it is often useful to express things in terms of diﬀerent coordinates which are consistent with these directions. = θ (t) dt dθ dt dθ and so from (18.Then r (t) = r (t) er (θ (t)) where r (t) = |r (t)| . r (t) er + r (t) = er + 2r (t) θ (t) + r (t) θ (t) eθ . 0 to the point. cos θ) . (18. er = (cos θ. consider the following simple diagram in which two unit vectors.

Then r (t) = v. r (t) = 0. 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. 0. Proof: Let r (t) denote the position vector of the object.4). the force acting on the object is mr . a constant and since the speed is constant. Find the force acting on the object.1 Suppose an object of mass m moves at a uniform speed. F (r) which a given object of mass m will experience if its position vector is r. The term 2r θ is called the Coriolis force. r (t) = R. the term in (18.4) corresponding 2 to eθ equals zero and mr = −Rθ (t) er . . obtained as a very special case of (18. In this case. 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 force ﬁeld is a central force ﬁeld if F (r) = g (r) er . objects must move in a plane. From (18. Consider the following examples. r is associated a force.3 Suppose an object moves in three dimensions in such a way that the only force acting on the object is a central force. Then from the deﬁnition of a central force and Newton’s second law. Therefore. The following simple lemma is very interesting because it says that in a central force ﬁeld.2. The next example has as a special case one of Kepler’s laws. 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. This proves the lemma. Lemma 18.400 CURVILINEAR COORDINATE SYSTEMS This is a very profound formula. the equal area law.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.2. R This is the familiar formula for centripetal force from elementary physics. Thus θ (t) = s/R and so mr = −mR s R 2 er = −m s2 er . The speed of the object is s and so it moves s/R radians in unit time. around a circle of radius R. 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. θ = 0. mr × r = m (r × r) = g (r) r × r = 0. Example 18.2. Kepler’s second law . Example 18. Therefore. Thus in a central force ﬁeld. You can observe this by experiment if you like. θ (t) = 0. What forces act on this object? Let v denote the constant speed of the object moving toward the edge of the platform. This is called a force ﬁeld. mr = g (r) r. (r × r) = n. s. Therefore. Suppose at each point of space. while θ (t) = ω. a positive constant.4) mr (t) = −mr (t) ω 2 er + m2vωeθ . By Newton’s second law.

These laws. discovered by Kepler. Therefore.3 Planetary Motion Kepler’s laws of planetary motion state that planets move around the sun along an ellipse. 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. Here G is the gravitation constant. (18.18. and there is a formula for the time it takes for the planet to move around the sun.5) dθ 2 2222 2 222 In this picture. The area of the circular sector. 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. is very small when usual units are used and it has been computed using a very delicate experiment. it follows from (18. (18. is essentially r2 dθ and so dA = 1 r2 dθ. From the assumption that the force ﬁeld is a central force ﬁeld. m by a mass.6) = 0. were shown by Newton to be consequences of his law of gravitation which states that the force acting on a mass. This is called an inverse square law.3. G.67 × 10−11 Newton meter2 /kilogram2 . 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 . Now consider the following picture. This yields 2rr θ + r2 θ = r2 θ Consequently. The constant.2. It is now accepted to be 6. dA. Gravity acts according to this law and so does electrostatic force. dt 2 dt 2 (18. PLANETARY MOTION 401 Example 18. the equal area law described above holds.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. 2 1 dθ c dA = r2 = .4 An object moves in three dimensions in such a way that the only force acting on the object is a central force. The above lemma says the object moves in a plane. C. r2 θ = c for some constant.7) 18.

such that r2 θ = c. M is the mass of the sun and m is the mass of the planet. c.12) again with respect to t.13) Also. r (t) − r (t) θ (t) Thus k = GM and r (t) − r (t) θ (t) = −k As in (18.402 CURVILINEAR COORDINATE SYSTEMS by two larger masses.) Consider the ﬁrst of Kepler’s laws. (18. Experiments like these are major accomplishments.9). regarding r as a function of θ and θ as a function of t. the motion is in a plane. d2 r dt2 = = = dθ dt c r2 c r2 − dr dθ 2 2c2 r5 . The constant was ﬁrst measured successfully by Lord Cavendish in 1798 and the present accepted value was obtained in 1942.8) = 0 and so there exists a constant. Now from (18. From Lemma 18.3. The question of interest is to know how r depends on θ. the one which states that planets move along ellipses. .4) and Newton’s second law.2. By the chain rule.9) Therefore. and so 2rr θ + r2 θ = 0 −2r θ −2 dr c −2rr θ = = (18. dr c dr = 2 .10) and (18.10) r2 r r dt r2 −2c dr = (18.11) r3 dt Now consider the ﬁrst of the above equations.12) (18. (18. by (18.9). In the following argument. (It could also be a comet or an asteroid. 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 . θ = dr dθ dr = dθ dt dt and by (18. 2r (t) θ (t) + r (t) θ (t) = 0. = = Diﬀerentiating (18. also. 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.5). 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.

PLANETARY MOTION It follows that the ﬁrst equation of (18. d2 ρ k + ρ = 2. However.3. r = ρ−1 . c2 dθ Therefore.18. 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. 1 d 2 dθ dρ dθ 2 dρ dθ . dθ dθ dρ dθ 2 d2 r = 2ρ−3 dθ2 substituting this in to (18.14) Next consider the above equation in terms of ρ = r−1 . 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. d r = dθ2 2 − ρ−2 d2 ρ . c dθ2 a much more manageable equation. Multiply both sides by d2 ρ dρ dρ k dρ +ρ = 2 dθ c dθ dθ2 dθ Then from the product rule.14). c1 such that 1 2 dρ dθ 2 + ρ2 − k ρ = c1 c2 . dr dρ = (−1) ρ−2 . Thus. dθ2 dr = dθ 2 2ρ−3 dρ dθ 2 − ρ−2 d2 ρ dρ k − (−1) ρ−2 (2ρ) − ρ−1 = − 2 2 .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. there exists a constant. from the chain rule. + ρ2 = k dρ .

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

this has shown T2 = 4π 2 GM diameter of ellipse 2 3 .3. This is called Kepler’s ﬁrst law in the case of a planet.7) the following equation must hold. not just one which satisﬁes an inverse square law.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 = . and (18. T2 = = 4π 2 ε4 p4 3 kεp (1 − ε2 ) k (1 − ε2 ) 2 3 2 3 4π a 4π a = .18) Now note this is the equation of an ellipse and that the diameter of this ellipse is 2εp ≡ 2a.9. The case where ε = 0 corresponds to a circle. (18.18. k GM = 4π 2 (εp) 3 3 Written more memorably. ε is called the eccentricity. Using this formula. Kepler’s third law involves the time it takes for the planet to orbit the sun. (1 − ε2 ) This follows because ε2 p2 (1 − 2 ε2 ) ≥ ε2 p2 . The constant. 1 − ε2 Now let T denote the time it takes for the planet to make one revolution about the sun. From (18. Recall Example 10. (18. holds for any central force. 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 (18.2 on Page 248 which gives the area of an ellipse. PLANETARY MOTION 405 are acted on only by a force of the form given in the above example move along hyperbolas. area of ellipse π√ Therefore. the equal area formula.16). Kepler’s second law. 2) (1 − ε (1 − ε2 ) / ε2 p2 (1 − ε2 ) 2 = 1. .19) This relationship is known as Kepler’s third law. ellipses or circles.

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

How are things diﬀerent in the Southern hemisphere? 13. Hint: Note that from the point of view of an observer ﬁxed in space. (Actually it is 365. Now consider (18. 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. The orbit of the earth is pretty nearly circular and the distance from the sun to the earth is about 149 × 106 kilometers.19) and the above value of the universal gravitation constant.256 days. . Such a satellite is called geosynchronous. Explain why low pressure areas rotate counter clockwise in the Northern hemisphere and clockwise in the Southern hemisphere. at what distance from the center of mass of the earth should the satellite be? You may use that the mass of the earth is 5.18.98 × 1024 kilograms. EXERCISES 407 12.4. The earth goes around it in 365 days.) 15.6). 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. determine the mass of the sun. Using (18. 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. What are some physical assumptions which are made in the above derivation of Keplers laws from Newton’s laws of motion? 14.

408 CURVILINEAR COORDINATE SYSTEMS .

Part IV Functions Of More Than One Variable 409 .

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

A + 0 = A.3) (19. denoted by 0 will be the matrix consisting of all zeros. Then A + B = C where C = (cij ) for cij = aij + bij .1) The above properties.8) (19. (α + β) A = αA + βA. In fact for every size there is a zero matrix. . B.5) (19. A + (−A) = 0. (A + B) + C = A + (B + C) .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. A.2 Let x ∈ Rn . α (A + B) = αA + αB. From now on.1. (19.1 Let A = (aij ) and B = (bij ) be two m × n matrices. etc. the following also hold. the following properties are all obvious but you should verify all of these properties valid for A. for α. With this deﬁnition. Also if x is a scalar. the associative law for addition. x = .7) (19. this list of numbers will be arranged vertically. and C. α (βA) = αβ (A) . The zero matrix.1. 1A = A. sometimes column vectors. Recall this means x is a list of n real numbers. (19. . the commutative law of addition.2) (19.1) . xn These n × 1 matrices are also called vectors. Note there are 2 × 3 zero matrices. Deﬁnition 19. 3 × 4 zero matrices. The number Aij will typically refer to the ij th entry of the matrix. the existence of an additive identity. m × n matrices and 0 an m × n zero matrix. A + B = B + A.412 LINEAR ALGEBRA Deﬁnition 19. Also.6) (19.(19. the existence of an additive inverse. .4) (19. xA = (cij ) where cij = xaij . while a 1 × n matrix of the form (x1 · · · xn ) is referred to as a row vector. Thus x1 . β scalars.

placing it on top the two rows as shown 7 8 9 1 2 3 . an m × 1 matrix. and produces a vector in Rm . (Av)i = Aij vj . . n j=1 Amj vj n j=1 Using the repeated index summation convention on Page 331. in this case. vn Then Av is an m × 1 matrix and the ith component of this matrix is n (Av)i = j=1 Aij vj .1.1. an n × 1 matrix. . First consider the problem of multiplying an m × n matrix by an n × 1 column vector. MATRICES 413 All the above is ﬁne. Note also that multiplication by an m × n matrix takes a vector in Rn . v1 .3 Let A = Aij be an m × n matrix and let v be an n × 1 matrix. Consider the following example 7 1 2 3 8 =? 4 5 6 9 The way I like to remember this is as follows. v = . Thus 7 1 2 3 7×1+8×2+9×3 50 8 = = . 4 5 6 7×4+8×5+9×6 122 9 In more general terms. Thus Av = A1j vj . Slide the vector. but the real reason for considering matrices is that they can be multiplied. These numbers are listed in the same order giving.19. a 2 × 1 matrix. . 8 9 7 4 5 6 multiply the numbers on the top by the numbers on the bottom and add them up to get a single number for each row of the matrix. Motivated by this example. a11 a21 a12 a22 a13 a23 x1 x2 = x3 a11 x1 + a12 x2 + a13 x3 a21 x1 + a22 x2 + a23 x3 . here is the deﬁnition of how to multiply an m × n matrix by an n × 1 matrix. . . This is where things quit being banal. (vector) Deﬁnition 19.

it must be possible to do this. Thus Aik Bkj .4 Let A = (Aij ) be an m × n matrix and let B = (Bij ) be an n × p matrix. 1 2 2 3 1 Example 19. 3 1 1 7 6 2 2 6 2 6 2 6 . Now B1j .11) In terms of the repeated summation convention. Bnj and from the above deﬁnition. Then an m × p matrix. Abp ) where Abk is an m × 1 matrix. the following may be helpful. (19. Then AB is an m × p matrix and n (AB)ij = k=1 Aik Bkj . · · ·. The answer is of the form 1 2 1 2 1 2 3 1 2 . It is of the form (3 × 2) (2 × 3) and since the inside numbers match. k=1 (19. the next task is to multiply an m × n matrix times an n × p matrix. (19.5 Multiply if possible 3 1 . . AB is deﬁned as follows: AB ≡ (Ab1 .1.414 LINEAR ALGEBRA With this done. 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 331.9) deﬁned is an m × p matrix. you can’t multiply the matrices. Thus if A is an r × s matrix and B is a s × p then A and B are conformable in the order.10) This motivates the deﬁnition for matrix multiplication which identiﬁes the ij th entries of the product. 3 1 3 . (AB)ij = Aik Bkj . Let A be an m × n matrix and let B be an n × p matrix. the ith entry is n (19. ith entry of the j th column of AB. bp ) where bk is an n × 1 matrix. A and B are said to be conformable in a particular order if they can be multiplied in that order. Deﬁnition 19. Before doing so. bj = . · · ·.12) Two matrices. 7 6 2 2 6 First check to see if this is possible.1. these must match (m × n) (n × p )=m×p If the two middle numbers don’t match. AB. Then B is of the form B = (b1 .

Therefore.15) . In fact.1. the following hold for matrices and a. When the multiplication is done it equals 13 13 29 32 .19.8 Compare The ﬁrst product is 1 2 3 4 the second product is 0 1 1 0 1 3 2 4 = 3 1 4 2 . it can happen that AB makes sense while BA does not make sense which was the case in these examples. 0 0 Note the above two examples show matrix multiplication is not commutative.14) (19.1. Thus the above product 5 5 . However. there are some properties which do hold.6 Multiply if possible 3 1 7 6 0 0 2 6 1 2 . 14 This is not possible because it is of the form (3 × 2) (3 × 3) and the middle numbers don’t match. 2 3 1 1 2 Example 19.1. It seems natural to ask if the product of any two n × n matrices commutes.7 Multiply if possible 7 6 2 3 1 . A (aB + bC) = a (AB) + b (AC) (B + C) A = BA + CA A (BC) = (AB) C (19. 0 415 resulting product. 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. b scalars.1.9 If all multiplications and additions make sense. MATRICES where the commas separate the columns in the equals 16 15 13 15 46 42 a 3 × 3 matrix as desired. 2 3 1 2 Example 19. 0 1 1 0 = 2 4 1 3 . and you see these are not equal. Proposition 19. 1 2 3 4 0 1 1 0 and 0 1 1 0 1 3 2 4 . you cannot conclude that AB = BA for matrix multiplication. Example 19.13) (19.1.

Consider (19. The number 3 was in the second row and the ﬁrst column and it ended up in the ﬁrst row and second column.16) (19.17) is left as an exercise and this proves the lemma. The following example shows what is meant by this operation.416 LINEAR ALGEBRA Proof: Using the repeated index summation convention and the above deﬁnition of matrix multiplication.15). This motivates the following deﬁnition of the transpose of a matrix. denoted by placing a T as an exponent on the matrix.14) is entirely similar. . Thus the 3 × 2 matrix became a 2 × 3 matrix. Then AT denotes the n × m matrix which is deﬁned as follows. Then (AB) = B T AT and if α and β are scalars. (A (BC))ij = Aik (BC)kj = Aik Bkl Clj = (AB)il Clj = ((AB) C)ij . 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. Lemma 19. Proof: From the deﬁnition.15).11 Let A be an m × n matrix and let B be a n × p matrix.1. AT ij = Aji The transpose of a matrix has the following important property. the associative law of multiplication.1.17) (αA + βB) = αAT + βB T T = = = = (AB)ji Ajk Bki B T ik AT B T AT ij kj (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. This proves (19. (AB) T ij T (19. Deﬁnition 19. Another important operation on matrices is that of taking the transpose. Formula (19.10 Let A be an m × n matrix.

it is not a good way to ﬁnd the inverse for a matrix. A has an inverse. Example 19.13 An n×n matrix.19.15 Let A = To check this. Lemma 19. 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 = . 1 1 1 1 −1 1 = 0 0 and if A−1 existed. Proof: (AIn )ij = = Aik δ kj Aij and so AIn = A.1 Finding The Inverse Of A Matrix A little later a formula is given for the inverse of a matrix. However.1. 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. = .1.12 Suppose A is an m × n matrix and In is the n × n identity matrix. Example 19.1. The other case is left as an exercise for you. Thus the answer is that A does not have an inverse. If Im is the m × m identity matrix. Does A have an inverse? One might think A would have an inverse because it does not equal zero. However. Deﬁnition 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. Show 2 −1 −1 1 is the inverse of A.1. it also follows that Im A = A.1. = A−1 A a contradiction. Then AIn = A.1.14 Let A = 1 1 1 1 . It is also important to note that not all matrices have inverses. It is called the identity matrix because it is a multiplicative identity in the following sense. 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 .

. the ﬁrst y z column of the inverse was obtained ﬁrst and then the second column . . In each case. Take (−1) times the ﬁrst row and add to the second to get 1 1 0 . In the above. 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. the end result was something of the form (I|v) x where I is the identity and v gave a column of the inverse. 0 1 1 Now take (−1) times the second row and add to the ﬁrst to get 1 0 0 1 −1 1 . Putting in the variables.418 showing that this matrix is indeed the inverse of A. how would you ﬁnd A−1 ? You wish to ﬁnd a matrix. w This is the reason for the following simple procedure for ﬁnding the inverse of a matrix. 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. Now solve the second system. Lets solve the ﬁrst system.19) to ﬁnd z and w. the inverse is 2 −1 −1 1 . (19.18) for the second. Putting in the variables. LINEAR ALGEBRA In the last example. x + y = 1. Didn’t the above seem rather repetitive? Note that exactly the same row operations were used in both systems. z + 2w = 1. Therefore.19) 1 0 (19. such that 1 1 1 2 x z y w = 1 0 0 1 . x + 2y = 0 and z + w = 0. this says x = 2 and y = −1. x z y w This requires the solution of the systems of equations.

This yields after a some computations.16 Suppose A is an n × n matrix. 1 1 −1 Form the augmented matrix.1.(19.8) show −A is unique. 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. Prove that Im A = A where A is an m × n matrix.8) show 0 is unique.(19. 1 1 0 2 2 1 −1 0 .(19.(19.20).19.8) and previous problems show (−1) A = −A. Using only the properties (19. Here the 0 on the left is the scalar 0 and the 0 on the right is the zero for m × n matrices. (A|I) and then do row operations until you obtain an n × 2n matrix of the form (I|B) (19. form the augmented n × 2n matrix. 2.17).1) . To ﬁnd A−1 if it exists. 1 0 1 Example 19. 1 19. The matrix. When this has been done.(19. EXERCISES 419 Procedure 19. Using only the properties (19.1) . 1 1 0 0 1 0 1 0 . 3. In (19. B = A−1 . 1 1 1 −2 −2 Checking the answer is easy.1) .2 Exercises 1. Just multiply the matrices and see if 1 1 1 0 1 0 1 0 2 2 1 −1 1 1 −1 0 = 0 1 1 1 −1 0 0 1 −1 −1 2 2 it works.8) show 0A = 0. Find A−1 . 5. . 4. Prove (19. 7. 6. 0 0 .8) describe −A and 0.1. Using only the properties (19. −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.1) . Using only the properties (19.1) .17 Let A = 1 −1 1 .2.20) if possible. A has no inverse exactly when it is impossible to do row operations and end up with one like (19.

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

If A−1 does not exist. v1 . · · ·.21) holds.3 Let v ∈ Rn . B such that AB = 0. Then eT v = v i . then for v. Prove that if A−1 exists and Ax = 0 then x = 0. eT Aej = Aij i (19. which one is meant will be determined by the context in which they occur. if A is an m × n matrix. .3. Deﬁnition 19. Lemma 19. 1. matrix multiplication deﬁnes a linear transformation as just deﬁned. u vectors in Rn and a. 0) .3. 421 21. Thus v is a list of real numbers arranged vertically. . ei ∈ Rn is deﬁned 0 . 0 as follows: . 1 0 2 Find A−1 if possible.23) T .3.3.22) i Also. (19. One of them is longer than the other. It turns out this is the only type of linear transformation available. 19. 20. (19. there is always a matrix which produces A. Before showing this. determine why. b scalars. · · ·. . Find all 2 × 2 matrices. v ∈ Rn and a. 0. However.3 Linear Transformations By (19. LINEAR TRANSFORMATIONS (i) All of the above. · · ·. 0. Thus ei = (0. Let A = −1 3 −1 3 . .21).13). if A is an m × n matrix.2 A vector. then letting ei ∈ Rm and ej ∈ Rn . A : Rn → Rm is called a linear transformation if for all u. 22. They are all right.19. where the 1 is in the ith position and there are zeros everywhere else. ei ≡ 1 . Let 1 2 3 A = 2 1 4 . here is a simple deﬁnition.21) Deﬁnition 19. ∈Rn A au + bv = aAu + bAv ∈ Rm (19. From (19. These vectors have a signiﬁcant property.1 A function. b scalars. vn . Thus if A is a linear transformation from Rn to Rm . 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.

and noting that (ej )k = δ kj A1j A1k (ej )k . . Len } . (Lx)i = eT Lx = eT xk Lek = eT Lek xk . means the linear transformation determined by the matrix is one to one. From the deﬁnition of matrix multiplication using the repeated index summation convention. The ik th entry of this matrix is given by eT Lek i Proof: By the lemma. Proof: This follows immediately from the above theorem.3. .3. suppose Bx = Ax = Lx for all x ∈ Rn . (19. . . Example 19.4 Let L : Rn → Rm be a linear transformation. . . From the above theorem and corollary. (0. . . · · ·0) vi = vi .23). vn as claimed.6 Find the linear transformation. 1. L : Rn → Rm is completely determined by the vectors {Le1 . L : R2 → R2 which has the property 2 1 that Le1 = and Le2 = . this linear 1 3 transformation is that determined by matrix multiplication by the matrix 2 1 1 3 . · · ·. A such that Ax = Lx for all x ∈ Rn .5 A linear transformation.22) makes perfect sense.3. . 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. Amj Amk (ej )k by the ﬁrst part of the lemma. Theorem 19.24) . . Consider (19.24) depends only on these vectors. It equals v1 . . This proves uniqueness. the terms “linear transformation” and “matrix” will be used interchangeably. · · ·. . Then in particular. i i i Let Aik = eT Lek . to prove the existence part of the theorem. The unique matrix determining the linear transformation which is given in (19. T T T ei Aej = ei Aik (ej )k = ei Aij = Aij . This theorem shows that any linear transformation deﬁned on Rn can always be considered as a matrix. Then there exists a unique m × n matrix.422 LINEAR ALGEBRA Proof: First note that eT is a 1 × n matrix and v is an n × 1 matrix so the above i multiplication in (19. Therefore. . This proves the lemma. Corollary 19. . to say a matrix is one to one. For example. i To verify uniqueness.

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

9 Let y ∈ Rm and let A be an m × n matrix. Aeik+1 = span Ae1 . · · ·. 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 ) . Continue until the ﬁrst case is obtained. Let y1 . · · ·. it follows that if you can ﬁnd y1 . then letting Ax = k=1 yk 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. Since A (Rn ) = span {f1 . · · ·. · · ·. Proof: Let {f1 . The following is a fundamental existence theorem which is based on the above lemma. · · ·. since |fk+1 | = 1. Aeik+1 Also. x minimizes this function if and only if (y−Ax) · Aw = 0 for all w ∈ R . Theorem 19. Furthermore. fr } be the vectors of Lemma 19.3.424 LINEAR ALGEBRA Note the denominator is non zero because of the assumption that Aeik+1 ∈ span {f1 . for l < k + 1. · · ·. from the properties of the dot product on Page 311.3. fk+1 } has the property that fi · fj = δ ij and each fj ∈ A (Rn ) . . This must happen in no more than n applications of the above process because for each j. · · ·. yr be a list of scalars.8 with span {f1 . fr } = A (Rn ). fk } . · · ·. This proves the lemma. fk+1 } = span Aei1 . / Then span {f1 . it will follow that this x is the desired solution. · · ·. |y−Ax| . fr } . yr in such a way as to minimize r 2 n y− k=1 r y k fk . it follows that {f1 . δ jl (19. ij < ij+1 and ij can’t be any larger than n. · · ·. Then from the deﬁnition of |·| and the properties of the dot product. Then there exists x ∈ Rn 2 minimizing the function.

. The desired system is y1 x1 1 . .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. b to get as close as possible.3. Then Ax · y = x·AT y Proof: This follows from the deﬁnition. Suppose you are given points in the plane. Lemma 19.3.3. This proves the existence part of the Theorem. {(xi . |y−Ax| ≤ |y−Az| for all z ∈ Rn if and only if for all w ∈ Rn and t ∈ R |y−Ax| − 2t (y−Ax) · Aw + t2 |w| ≥ |y−Ax| and this happens if and only if for all t ∈ R and w ∈ Rn . 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 . Using the repeated index summation convention. . yn 2 A as small as possible. . −2t (y−Ax) · Aw + t2 |Aw| ≥ 0.3. let t ∈ R and consider |y−A (x + tw)| 2 = = (y−Ax − tAw) · (y−Ax − tAw) |y−Ax| − 2t (y−Ax) · Aw + t2 |Aw| . b yn . 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 . try to ﬁnd m. According to Theorem 19. 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. . m .19. . Therefore. Of course this will be impossible in general. . To verify the other part. 2 2 2 2 19.10 Let A be an m × n matrix. AT A = AT . LINEAR TRANSFORMATIONS 425 This shows that the minimum is obtained when yk = (y · f k ) . = . (Why?) This proves the theorem. − . the best values for m and b occur as the solution to y1 m . . 2 2 2 2 Then from the above equation.9.

3.9 and Lemma 19. Ax = y. . 1 LINEAR ALGEBRA x1 . It comes from Theorem 19. . xn Thus. . b = . including many in higher dimensions and they are all solved the same way. suppose that whenever. . . In this case you want to solve as well as possible for a.3. y · z = Ax · z = x · AT z = x · 0 = 0.3.10. for all w ∈ Rn . AT z = 0 it follows that z · y = 0. computing AT A. Therefore. . . To do the other half. Proof: First suppose that for some x ∈ Rn . 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. . AT (y − Ax) · w = 0 which shows that AT (y − Ax) = 0. . This proves half the theorem. 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 .3. One could clearly do a least squares ﬁt for curves of the form y = ax2 + bx + c in the same way.11 Let A be an m × n matrix. and c the system 2 y x1 x1 1 1 a . c x2 xn 1 yn n and one would use the same technique as above. A= . Theorem 19.3. Then letting AT z = 0 and using the above lemma. by assumption. .3 The Fredholm Alternative The next major result is called the Fredholm alternative. . b. .426 where 1 .9 there exists 2 x minimizing |y − Ax| which therefore satisﬁes (y − Ax) · Aw = 0 for all w ∈ Rn . Then there exists x ∈ Rn such that Ax = y if and only if whenever AT z = 0 it follows that z · y = 0.27) . (y − Ax) · y = 0. It is necessary to show there exists x ∈ Rn such that y = Ax. From Theorem 19. 19. (Why?) Therefore. . Many other similar problems are important. (19. .

3. 19. 8. The following corollary is also called the Fredholm alternative.4. Suppose L : Rn → Rm is a linear transformation. (1. (2. x + 2y = 1 2x + 3y = 2 3x + 5y = 4 9. and (3. AT y = AT Ax and also explain why this is called a least squares solution to the equation. If x · w = 0 for all w ∈ Rn .9 concluded with the following observation. The proof of Theorem 19. and 0 is a solution to this equation.3. y = Ax. Find m and b such that y = mx + b approximates these four points as well as possible. Is it possible that AT is one to one? What does this say about A being onto? Prove your answer.19. Now do the same thing for y = ax2 + bx + c. show that an m × n matrix is onto if and only if its transpose is one to one. Suppose A is a 3 × 2 matrix. 6. If AT x = AT y. by Theorem 19. In the proof of Theorem 19. y · z = 0 whenever AT z = 0. . Proof: Suppose ﬁrst A is onto. (0. Explain why there always exists a solution to the equation. 3. Thus AT is one to one.11 the following argument was used. Then A is onto if and only if AT is one to one. You are doing experiments and have obtained the ordered pairs. 4) . Show the following are equivalent. ﬁnding a. 3.3. Referring to Problem 7.11 there exists x such that Ax = y therefore. 5. Why is this so? 4.11. Therefore. 427 Corollary 19. Using Corollary 19. In the proof of Lemma 19. then a = 0. since AT is assumed to be one to one. If −ta+t2 b ≥ 0 for all t ∈ R and b ≥ 0. ﬁnd the least squares solution to the following system.12 and Problem 4.12 Let A be an m × n matrix.26).4 Exercises 1. Now let y ∈ Rm be given.5) .3. (a) Lx = 0 implies x = 0.8 explain the assertion (19. b. EXERCISES Now by (19. 2) . A is onto. This proves the theorem. let y = z where AT z = 0 and conclude that z · z = 0 whenever AT z = 0.3. 1) . then x = 0. (b) L is one to one. 7. then AT (x − y) = 0 and so x − y = 0.3. it follows that for all y ∈ Rm . Then by Theorem 19. it must be the only solution. (y − Ax) · (y−Ax) = (y − Ax) · y− (y − Ax) · Ax = 0 showing that y = Ax.27) with w = x.3. y · z = 0 whenever AT z = 0 because. Why is this so? 2. Therefore. and c to give the best approximation.

5. Such an m × n matrix in which the entries are diﬀerentiable functions is called a diﬀerentiable matrix. The next lemma is just a version of the product rule.428 LINEAR ALGEBRA 10. 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. Now consider unit vectors. Then (A (t) B (t)) = A (t) B (t) + A (t) B (t) .1 The Coriolis Acceleration Imagine a point on the surface of the earth. Suppose also that Aij (t) is a diﬀerentiable function for all i. That is. yi . Is there any reason you have to use a polynomial? Would similar approaches work for other combinations of functions just as well? 19. Therefore. k ' i£ £ £ rrj r j . one pointing South. one pointing East and one pointing directly away from the center of the earth. Deﬁnition 19. Suppose you have several ordered triples.1 Let A (t) be an m × n matrix. Say A (t) = (Aij (t)) . A (t) is the matrix which consists of replacing each entry by its derivative.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. 19. Lemma 19.2 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. z = a + bx + cy + dxy + ex2 + f y 2 for example giving the best ﬁt to the given ordered triples.5. To begin with. j.5. Proof: (A (t) B (t)) = Cij (t) where Cij (t) = Aik (t) Bkj (t) and the repeated index summation convention is being used. (xi . zi ) . here is the concept of the product rule extended to matrix multiplication. 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. Then deﬁne A (t) ≡ Aij (t) . Describe how to ﬁnd a polynomial.

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

This proves the ﬁrst part of the lemma.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. k∗ . . =u T T T T T T T T . Then writing the matrix of Q (t) Q (t) with respect to ﬁxed in space orthonormal basis vectors. 1 1 u 0 −ω 3 (t) ω 2 (t) u u2 (t) = ω 3 (t) 0 −ω 1 (t) u2 (t) u3 −ω 2 (t) ω 1 (t) 0 u3 w2 (t) u3 (t) − w3 (t) u2 (t) = w3 (t) u1 (t) − w1 (t) u3 (t) w1 (t) u2 (t) − w2 (t) u1 (t) where the ui are the components of the vector u (t) in terms of the ﬁxed vectors i∗ . j∗ . it follows from (19. (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) . ω i . It follows from the product rule. i∗ . Therefore. Therefore.2 that Q (t) Q (t) + Q (t) Q (t) = 0 and so Q (t) Q (t) = − Q (t) Q (t) From the deﬁnition. w.5. This proves the lemma and yields the existence part of the following theorem. Q (t) u = u (t) . Therefore.28) u (t) = Q (t) u =Q (t) Q (t) u (t). Lemma 19.29) where because Ω (t) × u (t) ≡ Ω (t) = ω 1 (t) i∗ +ω 2 (t) j∗ +ω 3 (t) k∗ . T Q (t) Q (t) u · w = (u · w) for all u. 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 . Q (t) Q (t) u = u and so Q (t) Q (t) = Q (t) Q (t) = I. T u (t) = Ω (t) ×u (t) = Q (t) Q (t) u (t) (19. where these are the usual basis vectors for R3 . k∗ . j∗ . (19. Therefore.430 Proof: Recall that (z · w) = 1 4 LINEAR ALGEBRA |z + w| − |z − w| 2 2 .

xi + yj + zk = xΩ × i + yΩ × j + zΩ × k = Ω × (xi + yj + zk) and consequently. Therefore. thus regarding p (t) as the origin. k} . 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. Now consider the acceleration. j (t) . (19. and so vB = x i + y j + z k and aB = x i + y j + z k. if e ∈ {i. j (t) . Proof: It only remains to prove uniqueness. j. 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. then u (t) = Ω (t) × u (t) . Ω×vB a = v = R + x i + y j + z k+x i + y j + z k + Ω × rB . j (t) . rB (t) ¢¢d d ¢ R(t) ¢ r(t) ¢ In the example of the earth. 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.29). (Ω − Ω1 ) ×Q (t) u = 0 for all u and since Q (t) is one to one and onto. e = Ω × e because the components of these vectors with respect to i. j. Similarly.19.4 Let i (t) . k are constant. k (t) . Therefore. k (t). 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) . By . k (t) be as described. this implies (Ω − Ω1 ) ×w = 0 for all w and thus Ω − Ω1 = 0.5. Then v ≡ r = R + x i + y j + z k+xi + yj + zk . 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) . 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) . vB (t) and aB (t) will be the velocity and acceleration relative to i (t) .5. Suppose Ω1 also works. This proves the theorem. v = R + x i + y j + z k + Ω × rB = R + x i + y j + z k + Ω× (xi + yj + zk) . B on those relative to the moving coordinates system. MOVING COORDINATE SYSTEMS 431 Theorem 19.

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

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

However. The dominant term in this expression is clearly the second one because x will be small. a is due to gravity.434 LINEAR ALGEBRA The ﬁrst column is i. 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) . Therefore.31). and c = cos (φ) .5. The solution is a = − sin (φ) . Is it possible to predict what will take place at various latitudes? Using (19. This equals 2ω [(−y cos φ) i+ (x cos φ + z sin φ) j − (y sin φ) k] .6 In 1851 Foucault set a pendulum vibrating and observed the earth rotate out from under it.5 Suppose a rock is dropped from a tall building. This shows the rock does not fall directly towards the center of the earth as expected but slightly to the east. It is also reasonable to expect that no such observed rotation would take place on the equator. the i and k contributions will be very small. the Coriolis force will not be neglected. there is a little sign which says Warning! 1000 ohms. the second is j and the third is k in the above matrix. Two integrations give ωgt3 /3 sin φ for the j component of the relative displacement at time t. 1 There is such a pendulum in the Eyring building at BYU and to keep people from touching it. the following equation is descriptive of the situation. p (t) on the earth’s surface.5.33) Remember φ is ﬁxed and pertains to the ﬁxed point. This is what allowed him to observe the earth rotate out from under it. Example 19. Example 19. considering the j component. aB = a − Ω× (Ω × R) −2ω [(−y cos φ) i+ (x cos φ + z sin φ) j − (y sin φ) k] . Therefore. aB = −gk−2z ω sin φj. this is 2gtω sin φ. in (19. 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. z = −gt approximately. Clearly such a pendulum will take 24 hours for the plane of vibration to appear to make one complete revolution at the north pole. Therefore. aB = g−2ω [(−y cos φ) i+ (x cos φ + z sin φ) j − (y sin φ) k] B where g = − GM (R+r3 ) − Ω× (Ω × R) as explained above. .33). Where will it strike? Assume a = −gk and the j component of aB is approximately −2ω (x cos φ + z sin φ) . (19. if the acceleration. b = 0. The term Ω× (Ω × R) is pretty |R+rB | small and so it will be neglected.

34) along with the initial conditions. 0. l (19. y = c cos 2 bt 2 √ sin b2 + 4a2 t 2 x = c sin (19. √ c b2 + 4a2 x (0) = 0.36) . ml All terms of the form xy or y y can be neglected because it is assumed x and y remain small.35) yields a solution to (19. 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 . 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. Ω× (Ω × R) . this becomes = −gk + T/m−2ω [(−y cos φ) i+ (x cos φ + z sin φ) j − (y sin φ) k] where T.34) and b = 2ω cos φ. z = z = 0. is directed towards the point at which the pendulum is supported. and m is the mass of the pendulum bob.19. The pendulum can be 2 thought of as the position vector from (0. Then it is fairly tedious but routine to verify that for each bt 2 √ sin b2 + 4a2 t .5. the ﬁrst two equations become x = − (gm − 2ωmy sin φ) and x + 2ωy cos φ ml y − 2ω (x cos φ + z sin φ) . the pendulum is assumed to be long with a heavy weight so that x and y are also small. Also. the last equation may be solved for T to get z =T gm − 2ωy sin (φ) m = T. the tension in the string of the pendulum. 2 (19. Therefore. Therefore. y l−z x k T = −T i−T j+T l l l and consequently. x (0) = 0. y (0) = . c. With these simplifying assumptions. MOVING COORDINATE SYSTEMS 435 Neglecting the small term. y + a2 y = −bx where a2 = constant. l) to the surface of the sphere x2 +y 2 +(z − l) = 2 l . y (0) = 0. g l x = 2ωy cos φ l y = −2ωx cos φ. ml If the vibrations of the pendulum are small so that for practical purposes.

) At this instant in time. You could actually determine latitude. The plane of vibration is √ b2 +4a2 determined by this vector and the vector k. (Recall k points away from the center of the earth and j points East. i. Therefore. Of course the situation could be more complicated but this will suﬃce to explain the above question. the time it takes for the earth to turn out from under the pendulum is This is very interesting! The vector. the conditions of (19. the above formula implies T = 24 sec φ.34) having these initial conditions will be those of (19. and then solve the above equation for φ. it follows ω = hour.5.35) by uniqueness of the initial value problem. Then the acceleration observed by a person on the earth relative to the apparently ﬁxed vectors. Therefore. 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. deﬁned as t = 0. k. 2ω cos φ ω 2π 24 Since ω is the angular speed of the rotating earth. Also note the pendulum would not appear to change its plane of vibration at the equator because limφ→π/2 sec φ = ∞.7 It is known that low pressure areas rotate counterclockwise as seen from above in the Northern hemisphere but clockwise in the Southern hemisphere. Example 19. √ b2 + 4a2 x (t) sin bt 2 t =c sin bt y (t) cos 2 2 sin bt 2 always has magnitude equal to |c| cos bt 2 but its direction changes very slowly because b is very small. is aB = −a (rB ) (xi+yj+zk) − 2ω [−y cos (φ) i+ (x cos (φ) + z sin (φ)) j− (y sin (φ) k)] . The term sin t changes relatively fast 2 and takes values between −1 and 1.436 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. observe T in hours. 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. there will be some instant in time at which the pendulum will be vibrating in a plane determined by k and j. Thus the plane of vibration will have made one complete revolution when t = T for bT ≡ 2π. 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. not by taking readings with instruments using the North Star but by doing an experiment with a big pendulum. j. = π 12 in radians per I think this is really amazing. 2 Therefore. You would set it vibrating. Writing these solutions diﬀerently.36) will hold for some value of c and so the solution to (19. This is what describes the actual observed vibrations of the pendulum. c T = 4π 2π = sec φ. The Coriolis acceleration is also responsible for the phenomenon of the next example.

π and positive if φ ∈ π . k are ﬁxed relative to the earth and so are constant vectors. Remember the Coriolis force was 2Ω × vB where Ω was a particular vector which came from the matrix. this shows clockwise rotation in the lower hemisphere and counter clockwise rotation in the upper hemisphere. 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.6 Exercises 1. the motion towards the low pressure has to be more pronounced in comparison with the motion in the k direction in order to draw this conclusion. When will Q (t) = 0? 2. the above reasoning tends to break down because cos (φ) becomes close to zero. π . The ﬁrst term will be negative because it is assumed p (t) is the location of low pressure causing y 2 +x2 to be a decreasing function. Q (t) as described above. Note also that as φ gets close to π/2 near the equator. 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/2.6. Therefore. i (t) · k (t0 ) j (t) · k (t0 ) k (t) · k (t0 ) There will be no Coriolis force exactly when Ω = 0 which corresponds to Q (t) = 0. 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 ) . 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. Is this true on the rotating earth assuming the experiment . Using the right hand and the geometric deﬁnition of the cross product.19. from the properties of the determinant and the above diﬀerential equations. so that z is fairly constant and the last term can be neglected. Therefore. j. i. then the kth component of (rB × rB ) is negative provided φ ∈ 0. 19. the vectors. 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. (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) . If it is assumed there is not a substantial motion in the k direction. EXERCISES 437 Therefore.

you cross out the row . You pick a row or column and corresponding to each number in that row or column. You could also expand the determinant along the second row as follows. (−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. Finally consider the 3 on the bottom of the ﬁrst column. Now go to the 4. Cross out the row and column containing this 3 and take the determinant of what is left. If the matrix is a 2×2 matrix. = a b c d .7. Multiply this by 4 and then by (−1) because the 4 is in the ﬁrst column and the second row. denoted as det (A) is a number. (−1) 1+1 1 3 2 2 1 + (−1) 2+1 4 2 2 3 1 + (−1) 3+1 3 2 3 3 2 = 0.438 LINEAR ALGEBRA takes place over a large perfectly ﬂat ﬁeld so the curvature of the earth is not an issue? Explain.1 Let A = a b c d . This gives the ﬁrst term in the above sum. and i points South.3 Find the determinant of 1 2 4 3 3 2 3 2 . j points East. The determinant of A.2 Find det 2 4 −1 6 a b c d . 1 Here is how it is done by “expanding along the ﬁrst column”. From the deﬁnition this is just (2) (6) − (−1) (4) = 16.7. Deﬁnition 19. Having deﬁned what is meant by the determinant of a 2 × 2 matrix. Now 1+1 multiply this determinant by 1 and then multiply by (−1) because this 1 is in the ﬁrst row and the ﬁrst column. this number is very easy to ﬁnd. 19. What is going on here? Take the 1 in the upper left corner and cross out the row and the column containing the 1.7 Determinants Let A be an n × n matrix. Cross out the row and the column which contain 4 and take the determinant of the 2 × 2 2+1 matrix which remains. 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. Thus det Example 19. The determinant is also often denoted by enclosing the matrix with two vertical lines. what about a 3 × 3 matrix? Example 19. Then 3+1 multiply this by 3 and by (−1) because this 3 is in the third row and the ﬁrst column. Then det (A) ≡ ad − cb. This is the pattern used to evaluate the determinant by expansion along the ﬁrst column. Then take the determinant of the resulting 2 × 2 matrix.7. It follows exactly the same pattern and you see it gave the same answer.

Then n n det (A) = j=1 aij cof (A)ij = i=1 aij cof (A)ij . take the determinant of the (n − 1) × (n − 1) matrix which results. multiply this by the number i+j and by (−1) assuming the number is in the ith row and the j th column. Lets pick the third column. you will always get the same thing which is deﬁned to be the determinant of the matrix. What about a 4 × 4 matrix? Example 19. DETERMINANTS 439 and column containing it. It is incredible and not at all obvious. Then a new matrix called the cofactor matrix. cof (A) is deﬁned by cof (A) = (cij ) where to obtain cij delete the ith row and the j th column of A. The above examples motivate the following incredible theorem and deﬁnition. Now you know how to expand each of these 3 × 3 matrices along a row or a column.6 Let A be an n × n matrix where n ≥ 2. This method of evaluating a determinant by expanding along a row or a column is called the method of Laplace expansion.5 Let A = (aij ) be an n×n matrix. This is done in the section on the theory of the determinant which follows. I think you should regard the above claim that you always get the same answer by picking any row or column with considerable skepticism.7. 628 . I hope you see that from the above pattern there will be 10! = 3. take the determinant of what is left. This is a lot of terms. ) and then multiply this number by (−1) . Theorem 19.19. Therefore.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. (This i+j is called the ij th minor of A. . Suppose now you have a 10 × 10 matrix. there will be 4 × 3 × 2 = 24 terms to evaluate in order to ﬁnd the determinant using the method of Laplace expansion. In addition to the diﬃculties just discussed.37) The ﬁrst formula consists of expanding the determinant along the ith row and the second expands the determinant along the j th column. you will get −12 assuming you make no mistakes. you can expand this along any row or column.7.7. Then adding these gives the value of the determinant. it requires a little eﬀort to establish it. cof (A)ij will denote the ij entry of the cofactor matrix. You could expand this matrix along any row or any column and assuming you make no mistakes. Deﬁnition 19. However. (19.7. If you do so. 800 terms involved in the evaluation of such a determinant by Laplace expansion along a row or column. To make the th formulas easier to remember. A. 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 . 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.

Example 19. the determinant of the resulting matrix equals (−1) times the determinant of the original matrix. Some of the most important are listed in the following theorem.7 A matrix M . You should verify the following using the above theorem on Laplace expansion. you could expand along the ﬁrst column. In other words. . .9 Let 1 0 A= 0 0 Find det (A) ...7. Theorem 19. 0 ··· 0 ∗ A lower triangular matrix is deﬁned similarly as a matrix for which all entries above the main diagonal are equal to zero. · · ·. as shown. If A is an n×n matrix in which two rows are equal or two columns are equal then det (A) = 0.10 If two rows or two columns in an n × n matrix. This gives 2 6 7 1 0 3 33.7 0 −1 2 2 0 0 3 77 6 7 3 33. it suﬃces to take the product of the diagonal elements. are switched. · · ·. . There are many properties satisﬁed by determinants.7. . Deﬁnition 19. Suppose the ith row of A equals (xa1 + yb1 . 0 ∗ . . This example also demonstrates why the above corollary is true.440 LINEAR ALGEBRA Notwithstanding the diﬃculties involved in using the method of Laplace expansion. an ) and the ith row of A2 is (b1 . . Then det (M ) is obtained by taking the product of the entries on the main diagonal. certain types of matrices are very easy to deal with. the entries of the form Mii . . is upper triangular if Mij = 0 whenever i > j. ∗ .7. bn ) . . Then det (A) = x det (A1 ) + y det (A2 ) where the ith row of A1 is (a1 . all other rows of A1 and A2 coinciding with those of A. ∗ ∗ ··· ∗ .7 0 0 −1 and now expand this along the ﬁrst column to get this equals 1×2× 3 33..8 Let M be an upper (lower) triangular matrix. Thus det (A) = 1 × 2 × 3 × −1 = −6. Thus such a matrix equals zero below the main diagonal. xan + ybn ).7.7 0 −1 Next expand the last along the ﬁrst column which reduces to the product of the main diagonal elements as claimed.. Without using the corollary. A. · · ·. Corollary 19. det is a linear function of each . From the above corollary.

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

if det (A) = 0. n T (19.13 A−1 exists if and only if det(A) = 0.7. i=1 Now consider n air cof (A)ik det(A)−1 i=1 when k = r.7.1.6 and letting (air ) = A.7.6. cof (A) A = I. Bk whose determinant equals zero by Theorem 19. Theorem 19. If det(A) = 0. n −1 = i=1 air cof (A)ik det (A) −1 air cof (A)ik det (A) i=1 −1 = δ rk . expanding this matrix along the k th column yields n th 0 = det (Bk ) det (A) Summarizing.13 on Page 417. However. 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. Therefore. Recall the deﬁnition of the inverse of a matrix in Deﬁnition 19.38) arj cof (A)kj det (A) j=1 −1 = δ rk Now n n arj cof (A)kj = j=1 j=1 arj cof (A)jk T . n air cof (A)ir det(A)−1 = det(A) det(A)−1 = 1.10. Thus 11 22 det (D) = 1 (−3) = 1485 14 −17 and so det (C) = −1485 and det (A) = det (B) = −1 (−1485) = 495. Proof: By Theorem 19.7. and similar reasoning.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. 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. Replace the k column with the rth column to obtain a matrix. 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. det (A) Using the other formula in Theorem 19.

from the above theorem. This proves the theorem. det (A) T −1 . It is an abomination to call it the adjoint although you do sometimes see it referred to in this way. . Then by Theorem 19.7.7. det (A) T T 443 (19.39) and it follows from (19. Therefore. 1 2 3 A= 3 0 1 1 2 1 First ﬁnd the determinant of this matrix. 1 = det (I) = det AA−1 = det (A) det A−1 so det (A) = 0. In words. Now suppose A−1 exists.10. Therefore.14 Find the inverse of the matrix. Using Corollary 19.7. The transpose of the cofactor matrix is called the adjugate or sometimes the classical adjoint of the matrix A.13 says that to ﬁnd the inverse. where ij a−1 = cof (A)ji det (A) ij In other words. Theorem 19. DETERMINANTS which is the rk th entry of A cof (A) .19. A−1 = cof (A) . the determinant of this matrix equals the determinant of the matrix. A cof (A) = I. A−1 is equal to one over the determinant of A times the adjugate matrix of A. The cofactor matrix of A −2 4 2 is −2 6 −2 0 .7. 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. take the transpose of the cofactor matrix and divide by the determinant. 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 . 8 −6 Each entry of A was replaced by its cofactor. Example 19.39) that A−1 = a−1 .11 on Page 441.7.38) and (19. 1 2 3 0 −6 −8 0 0 −2 which equals 12.

xi = det . The row rank of a matrix is the smallest number. First note det (A (t)) = et . n n xi = j=1 a−1 yj ij = j=1 1 cof (A)ji yj . 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 . · · ·.444 Example 19. . . x. Now in the case that A−1 exists. it follows that if A−1 exists. as of a matrix. air if there are scalars. Let A be an m × n matrix. such that every column is a linear combination of some r columns. . ∗ · · · y1 · · · ∗ 1 . det (A) By the formula for the expansion of a determinant along a column. Ax = y for x. Ax = y. . . (y1 · · · ·. · · ·.16 Suppose A is an n × n matrix and it is desired to solve the system T T Ax = y. Procedure 19. to a system of equations. . x = A−1 A x = A−1 (Ax) = A−1 y thus solving the system. 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 . . A is a linear combination of rows r ai1 .17 A submatrix of a matrix A is a rectangular array of numbers obtained by deleting some rows and columns of A. yn ) . The determinant rank of the matrix equals r where r is the largest number such that some r × r submatrix of A has a non zero determinant. xn ) . cj such that as = j=1 cj aij .15 Suppose LINEAR ALGEBRA et 0 A (t) = 0 Find A (t) −1 0 0 cos t sin t − sin t cos t . and the determinant of this modiﬁed matrix is taken and divided by det (A).7. Using this formula. Deﬁnition 19. det (A) ∗ · · · yn · · · ∗ where here the ith column of A is replaced with the column vector. This formula is known as Cramer’s rule. ···. In case you are solving a system of equations. cos t 0 cos t sin t This formula for the inverse also implies a famous procedure known as Cramer’s rule. Cramer’s rule gives a formula for the solutions. . · · ·. r.7. . there is a formula for A−1 given above. yn ) for x = (x1 . y = (y1 .7. r such that every row is a linear combination of some r rows. The column rank of a matrix is the smallest number. yn ) . A given row.

Then the following are equivalent. Thus the inverse of an orthogonal matrix is just its transpose. 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). what is the relationship between det (A) and det A−1 . EXERCISES 445 The following theorem is proved in the section on the theory of the determinant. explain why it is so and if it is not so. 3.20 Let A be an n × n matrix. If A−1 exist. A matrix is said to be orthogonal if AT A = I. 1. It is proved in the next section. There also exist r columns such that every column is a linear combination of these r columns. In fact.) 3 −9 3 1 2 3 2 1 3 2 3 (c) 4 1 5 0 .18 If A has determinant rank. r. 1 2 3 (a) 3 2 2 (The answer is 31. Explain your answer. one to one is equivalent to onto.7. then there exist r rows of the matrix such that every other row is a linear combination of these r rows.7. It says the row rank and column rank are both no larger than the determinant rank.19 Let A be an n × n matrix. Corollary 19. it is easy to see they are all equal once the theorem has been proved. (The answer is −2. det (A) = 0.7.19. Theorem 19. 4. A is one to one.) 0 9 8 4 3 2 (b) 1 7 8 (The answer is 375. 19. What are the possible values of det (A) if A is an orthogonal matrix? 3. give a counter example.8. 2. A is onto. . Show det (A) = 0.) 1 2 1 2 2. Find the determinants of the following matrices. It is a remarkable fact that for n × n matrices. Then A is one to one if and only if A is onto. Theorem 19. The following theorem is of fundamental importance and ties together many of the ideas presented above. Is it true that det (A + B) = det (A) + det (B)? If this is so. 5. This amazing result is proved in the next section but is stated here.8 Exercises 1.

7. Suppose det (λI − A) = 0. then (λI − A) x = 0. Show they are all equal. g (t) h (t) i (t) Conjecture a general result valid for n × n matrices and explain why it will be true. Verify a (t) c (t) b (t) d (t) + det a (t) c (t) b (t) d (t) . t e 0 0 . then A ∼ C. S such that A = S −1 BS. Show using Theorem 19. A ∼ B (A is similar to B) means there exists an invertible matrix. λ is called an eigenvalue. Show that if A ∼ B. Suppose A is an upper triangular matrix. Only certain ones are. then B ∼ A. F (t) = det Now suppose a (t) b (t) c (t) F (t) = det d (t) e (t) f (t) . 11. It turns out that not every number is an eigenvalue.19 there exists x = 0 such that (λI − A) x = 0. 13. What sort of equation is this? How many solutions does it have? 12.7.7. Let F (t) = det a (t) c (t) b (t) d (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 . 7.19 to argue det (λI − A) = 0. Let A be an n × n matrix and let x be a nonzero vector such that Ax = λx for some scalar. Let A and B be two n × n matrices. Show that A−1 exists if and only if all elements of the main diagonal are non zero. Why? Hint: Show that if Ax = λx.18 showed that determinant rank is at least as large as column and row rank. Use the formula for the inverse in terms of the cofactor matrix to ﬁnd the inverse of the matrix. x is called an eigenvector and the scalar. Is it true that A−1 will also be upper triangular? Explain. Can a similar thing be done with the columns? 14.446 LINEAR ALGEBRA 6. λ. the vector. 10. 8. Is everything the same for lower triangular matrices? 9. Show also that A ∼ A and that if A ∼ B and B ∼ C. When this occurs. In the context of Problem 9 show that if A ∼ B. ↑Theorem 19. Explain why this shows that (λI − A) is not one to one and not onto. then det (A) = det (B) . 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) . Show det (aA) = an det (A) where here A is an n × n matrix and a is a scalar. Now use Theorem 19.

n} so that every number from {1. the second property states that if two of the numbers are switched.9. 1. 1. The following Lemma will be essential in the deﬁnition of the determinant. (i1 . Let θ be the position of the number n + 1 in the list.40) (19. q. n. iθ+1 . in ) be an ordered list of numbers from {1. · · ·. sgnn which maps each list of numbers from {1. sgnn+1 (i1 . D Im See Corollary 19. · · ·. iθ−1 .9. · · ·. · · ·. in ) = − sgnn (i1 . or −1 which also has the following properties. Let (i1 . Hint: Part of this will require an explanation of why A 0 det = det (A) . the value of the function is multiplied by −1. No switching is possible. 3) are diﬀerent. p. Let A be an r × r matrix and let B be an m × m matrix such that r + m = n. · · ·. 2. sgnn+1 will be deﬁned in terms of sgnn . in ) . Lemma 19. · · ·. · · ·. Now explain why det (C) = det (A) det (B) . · · ·. In the case where n = 2.19. and the 0 is a r × m matrix. · · ·. q. THE MATHEMATICAL THEORY OF DETERMINANTS 447 15. Thus. in ) ≡ (−1) n−θ sgnn−1 (i1 . 1) = 0 while sgn2 (2. · · ·. the list is of the form (i1 . it is necessary to show the existence of such a function. Also. 2) = 1 and sgn2 (2. · · ·. iθ−1 . n} appears in the ordered list. 2) = sgn2 (1. · · ·. · · ·. in ) . 1) = 0 and verify it works.7. If there are no repeats. in+1 ) ≡ .1 There exists a unique function. · · ·.11. in+1 ) . · · ·. 3) and (2. in+1 ) . n} .41) In words. From (19. tell why C= A D 0 Im Ir 0 0 B .42) it must be that sgnn+1 (i1 . 0. · · ·. iθ+1 . sgnn (1. sgnn (i1 . iθ+1 . 19. If there are any repeated numbers in (i1 . it is also clearly true. · · ·. There will be some repetition between this section and the previous section for the convenience of the reader. p. · · ·. in+1 ) ≡ 0. n + 1. n} to one of the three numbers. · · ·. n) = 1 sgnn (i1 . · · ·.42) where n = iθ in the ordered list. Deﬁne sgn1 (1) ≡ 1 and observe that it works. · · ·. · · ·. where the D is an m × r matrix. Let sgn2 (1. This means the order is important so (1. n + 1. in ) (19. Proof: To begin with. iθ−1 . in ) (19. then n + 1 appears somewhere in the ordered list. · · ·. This is clearly true if n = 1. · · ·. in the case where n > 1 and {i1 . Letting Ik denote the k × k identity matrix. in } = {1. Assuming such a function exists for n. Consider the following n × n block matrix C= A D 0 B . (i1 . iθ−1 .9 The Mathematical Theory Of Determinants It is easiest to give a diﬀerent deﬁnition of the determinant which is clearly well deﬁned and then prove the earlier one in terms of Laplace expansion. iθ+1 . · · ·.

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

19. then (19. (k1 . 2) .k2 ) Deﬁnition 19. For example. n} . n}. kn ) a1k1 · · · ankn where the sum is taken over all ordered lists of numbers from {1. · · ·. Deﬁne f (k1 · · · kn ) (k1 .4 Let (r1 . · · ·. · · ·.kn ) sgn (k1 .41). n) = g (1. Let A be an n × n matrix. rn ) be an ordered list of numbers from {1. · · ·.···. If there exist two functions. · · ·. in ) . q. The determinant of A. THE MATHEMATICAL THEORY OF DETERMINANTS = − sgnn+1 i1 .45) and A (1.41) gives both functions are equal to zero for that ordered list. A = (aij ) and let (r1 .3 Let (aij ) = A denote an n × n matrix. kn ) ar1 k1 · · · arn kn (19. in+1 . 1) + f (2. rn ) det (A) = (k1 . kn ) of numbers of {1.···. · · ·. note that you can obtain any ordered list of distinct numbers from a sequence of switches. Proposition 19.···. · · ·. · · ·. k2 ) = f (1. rn )) . n}. n) and applying the same sequence of switches. kn ) ar1 k1 · · · arn kn (19. · · ·.kn ) sgn (k1 . · · ·. · · ·. Note it suﬃces to take the sum over only those ordered lists in which there are no repeats because if there are. n) = A. denoted by det (A) is deﬁned by det (A) ≡ (k1 . eventually arrive at f (i1 . · · ·.9.kn ) sgn (k1 . n + 1. · · ·.9. sgn (k1 . To see this function is unique. kn ) = 0 and so that term contributes 0 to the sum. Let A (r1 . · · ·.2 Let f be a real valued function which has the set of ordered lists of numbers from {1. A.···. · · ·. rn ) denote an ordered list of n numbers from {1.47) = det (A (r1 . f and g both satisfying (19.kn ) to be the sum of all the f (k1 · · · kn ) for all possible choices of ordered lists (k1 . Then sgn (r1 . . · · ·. · · ·. Deﬁnition 19. · · ·. in ) = g (i1 . · · ·. rn ) denote the matrix whose k th row is the rk row of the matrix. · · ·.9.40) and (19. If any numbers are repeated. rn )) = (k1 . n}. In what follows sgn will often be used rather than sgnn because the context supplies the appropriate n. 2) + f (2. · · ·. · · ·. r s 449 This proves the existence of the desired function.46) (19. · · ·.9. n} as its domain. 1) + f (1. · · ·. Thus det (A (r1 . f (k1 . This proves the lemma. you could start with f (1.

· · ·.5 There are n! ordered lists of distinct numbers from {1.49) = (k1 .1. Then for each of these ways there are n − 2 choices left for the third slot. · · ·. · · ·. n)) .9. · · ·. rn ) = 0 so the formula holds in this case also.···. · · ·.) ij . · · ·. Consequently. · · ·. kn a1k1 · · · askr · · · arks · · · ankn (19. r. · · ·. switching pairs of numbers.50) p sgn (r1 .kn ) and renaming the variables. there are n − 1 choices for the second. n} as stated in the observation. · · ·. · · ·. · · ·. · · ·. · · ·. n) play the role of A. · · ·. s. r. rn ) det (A) and proves the proposition in the case when there are no repeated numbers in the ordered list. Observation 19. · · ·. (k1 . · · ·. · · ·. ks . ks . Thus there are n (n − 1) ways to ﬁll the ﬁrst two slots. r. · · ·. · · ·.49) shows that A (r1 . · · ·.kn ) sgn (k1 . rn )) = (−1) det (A) where it took p switches to obtain(r1 . · · ·. · · ·. (r1 . rn ) = 0 and also sgn (r1 .···. det (A) = 1 · n! (19. · · ·. kr . p det (A (r1 . Corollary 19. · · ·. kn ) ar1 k1 · · · arn kn . this implies det (A (r1 . · · ·. n)) = − det (A) Now letting A (1. det (A (1. · · ·. · · ·.9. calling ks . s. if there is a repeat. and continuing in this way. (Recall that for AT = aT . · · ·. · · ·. · · ·. rn )) = (−1) det (A) = sgn (r1 .9.rn ) (k1 .···. To see this. Continuing this way. · · ·s. · · ·. n). · · ·. it is possible to give a more symmetric description of the determinant from which it will follow that det (A) = det AT . this equals = (k1 . ks . · · ·. ij aT = aji . s.···. With the above.6 The following formula for det (A) is valid.kn ) − sgn k1 .kn ) And also det AT = det (A) where AT is the transpose of A. s. rn ). By Lemma 19. then the reasoning of (19. n} . · · ·. kn ) a1k1 · · · arkr · · · asks · · · ankn . · · ·. r. n) = (1. s. consider n slots placed in order. · · ·.···. ks = − det (A (1. However. rn ) from (1. r. n)) = − det (A (1. · · ·. · · ·. n)) = LINEAR ALGEBRA (19. (r1 . rn ) sgn (k1 . r.48) -(19. say the rth row equals the sth row. kr . kn ) a1k1 · · · arks · · · askr · · · ankn These got switched .450 Proof: Let (1. · · ·. kr . n) so r < s. kr and kr . there are n! ordered lists of distinct numbers from {1. det (A (1. There are n choices for the ﬁrst slot.48) sgn (k1 . For each of these choices.

bn ) . Corollary 19.9.) n! det (A) = sgn (r1 . THE MATHEMATICAL THEORY OF DETERMINANTS Proof: From Proposition 19. (r1 . 1 If A has two equal columns or two equal rows. · · ·. is a linear combination of the vectors {v1 . The same is true with the word “row” replaced with the word “column”. c1 . By Corollary 19.···. · · ·.···. vr } r if there exists scalars. This is the same as saying w ∈ span {v1 . rn ) where the ri are distinct. A. Proof: By Proposition 19.8 We say a vector. · · ·. · · ·. Suppose the ith row of A equals (xa1 + yb1 . kn ) ar1 k1 · · · arn kn .···. · · ·. xan + ybn ). If A is an n×n matrix in which two rows are equal or two columns are equal then det (A) = 0.kn ) =x +y (k1 .19. the determinant of the resulting matrix is (−1) times the determinant of the original matrix.kn ) sgn (k1 . . · · ·. · · ·.4 when two rows are switched. 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 . det (A) = det AT = − det AT = − det (A1 ) .···.···. The same is true of columns because det AT = det (A) and the rows of AT are the columns of A. the determinant of the resulting matrix equals (−1) times the determinant of the original matrix.···. It remains to verify the last assertion. rn ) sgn (k1 . · · ·. · · ·. Then det (A) = x det (A1 ) + y det (A2 ) where the ith row of A1 is (a1 .9. kn ) a1k1 · · · bki · · · ankn ≡ x det (A1 ) + y det (A2 ) .9.6 the same holds for columns because the columns of the matrix equal the rows of the transposed matrix. sgn (r1 . are switched. det is a linear function of each row A. det (A) = (k1 . Thus if A1 is the matrix obtained from A by switching two columns. · · ·. (If the ri are not distinct. · · ·. an ) and the ith row of A2 is (b1 .kn ) 451 sgn (r1 .4.rn ) (k1 . w. The following corollary is also of great use.9. kn ) a1k1 · · · aki · · · ankn (k1 . · · ·cr such that w = k=1 ck vk . · · ·. (r1 . all other rows of A1 and A2 coinciding with those of A. Therefore. vr } . then switching them results in the same matrix. det (A) ≡ (k1 .9. rn ) sgn (k1 .7 If two rows or two columns in an n × n matrix. Deﬁnition 19. if the ri are distinct. · · ·. · · ·. kn ) a1k1 · · · (xaki + ybki ) · · · ankn sgn (k1 .9.kn ) sgn (k1 . Summing over all ordered lists. kn ) ar1 k1 · · · arn kn . In other words. rn ) = 0 and so there is no contribution to the sum.

51) (19.452 LINEAR ALGEBRA Corollary 19. (r1 ···. Recall the following deﬁnition of matrix multiplication. Then det (AB) = det (A) det (B) . Thus an = k=1 ck ak and so det (A) = det By Corollary 19. The case for rows follows from the fact that det (A) = det AT . det (A) = k=1 ck det a1 · · · ar ··· an−1 ak = 0.9. Then det (A) = 0.11 Let A and B be n × n matrices.9. · · ·.9.kn ) sgn (k1 . · · ·.12 Suppose a matrix is of the form M= or M= A 0 A ∗ ∗ a 0 a (19. 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.···. det (AB) = sgn (k1 .4.9. Deﬁnition 19.rn ) = This proves the theorem. kn ) c1k1 · · · cnkn (k1 .9. kn ) r1 a1r1 br1 k1 ··· rn anrn brn kn = (r1 ···. AB = (cij ) where n cij ≡ k=1 aik bkj .···. One of the most important rules about determinants is that the determinant of a product equals the product of the determinants. · · ·. Then by Proposition 19. Then by using Corollary 19.7 we may rearrange the columns to have the nth column a linear combination of the r ﬁrst r columns. This proves the corollary. Lemma 19. Theorem 19. kn ) br1 k1 · · · brn kn (a1r1 · · · anrn ) sgn (r1 · · · rn ) a1r1 · · · anrn det (B) = det (A) det (B) .9 Suppose A is an n × n matrix and some column (row) is a linear combination of r other columns (rows).9.10 If A and B are n × n matrices. Proof: Let cij be the ij th entry of AB.kn ) = (k1 .7 r a1 ··· ar ··· an−1 r k=1 ck ak .kn ) sgn (k1 .9.···.52) . A = (aij ) and B = (bij ).rn ) (k1 .

1. take the determinant of the (n − 1) × (n − 1) matrix which results. mnn = a and mni = 0 if i = n while in the second case. cof (A)ij will denote the ij entry of the cofactor matrix. those for which kn = n. the only terms which survive are those for which θ = n or in other words. · · ·.19. (k1 . · · ·kn−1 ) m1k1 · · · m(n−1)kn−1 = a det (A) . This will follow from the above deﬁnition of a determinant. kθ+1 . Thus in the ﬁrst case. kn ) then using the earlier conventions used to prove Lemma 19. i+j (This is called the ij th minor of A. kn θ n−1 m1k1 · · · mnkn Now suppose (19. Then det (M ) = a det (A) . kn ) m1k1 · · · mnkn Letting θ denote the position of n in the ordered list.kn ) n−θ sgnn−1 k1 . the above expression reduces to a (k1 . (19. Theorem 19.51) use Corollary 19. Then a new matrix called the cofactor matrix. In terms of the theory of determinants. kθ−1 . · · ·.13 Let A = (aij ) be an n × n matrix. det (M ) equals (−1) (k1 . 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 if kn = n.52) to write det (M ) = det M T = det AT ∗ 0 a = a det AT = a det (A) .9.···.kn−1 ) sgnn−1 (k1 . To make th the 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. To get the assertion in the situation of (19. From the deﬁnition of the determinant. Therefore.6 and (19. · · ·.52).···. arguably the most important idea is that of Laplace expansion along a row or a column. Deﬁnition 19.···. ) and then multiply this number by (−1) . · · ·.9. 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. Therefore. the term involving mnkn in the above expression equals zero. This proves the lemma.14 Let A be an n × n matrix where n ≥ 2.9. mnn = a and min = 0 if i = n.kn ) sgnn (k1 . The following theorem proves this assertion.53) The ﬁrst formula consists of expanding the determinant along the ith row and the second expands the determinant along the j th column.9. Proof: Denote M by (mij ) . .9. det (M ) ≡ (k1 . Then n n det (A) = j=1 aij cof (A)ij = i=1 aij cof (A)ij . The following is the main result.

· · ·. Thus cof (A)ij ≡ (−1) det Aij .7. · · ·.7. Also. Then by Corollary 19. 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 . det (Bj ) = = Therefore. are switched.9.9.9. · · ·.454 LINEAR ALGEBRA Proof: Let (ai1 . n air cof (A)ir det(A)−1 = det(A) det(A)−1 = 1.14 and letting (air ) = A. Note that this gives an easy way to write a formula for the inverse of an n × n matrix. if det (A) = 0. aij . det (A) = j=1 (−1) (−1) n−j (−1) det n−i det ∗ aij Aij 0 ∗ aij = aij cof (A)ij . This proves the theorem.9. Recall the deﬁnition of the inverse of a matrix in Deﬁnition 19. 0. M.13 on Page 417. i+j Aij 0 n aij cof (A)ij which is the formula for expanding det (A) along the ith row. ain ) be the ith row of A. Let Bj be the matrix obtained from A by leaving every row the same except the ith row which in Bj equals (0.12. 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. Therefore. Theorem 19.1. However. this results in multiplying the determinant of the old matrix by −1 to get the determinant of the new matrix. i=1 Now consider n air cof (A)ik det(A)−1 i=1 when k = r. 0) .15 A−1 exists if and only if det(A) = 0. 0. If det(A) = 0. recall that from Proposition 19. Bk whose determinant equals zero by Corollary 19. Replace the k column with the rth column to obtain a matrix. by Lemma 19.9. then A−1 = a−1 ij where a−1 = det(A)−1 cof (A)ji ij for cof (A)ij the ij th cofactor of A.4. Proof: By Theorem 19. At this point.9. n det (A) = = det A n T = j=1 aT cof AT ij ij aji cof (A)ji j=1 which is the formula for expanding det (A) along the ith column. when two rows or two columns in a matrix.

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.

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

468 LINEAR ALGEBRA .

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

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

4 Dv f (1.2 Find the directional derivative of the function. Then to ﬁnd the directional derivative from the deﬁnition. He could go various directions. The directional derivative in this direction is deﬁned as f (x0 + tv1 . · · ·0) and the 1 is in the ith position.1 Let f : U → R where U is an open set in Rn and let v be a unit vector. at the point x as Dv f (x) ≡ lim t→0 f (x + tv) − f (x) . THE DIRECTIONAL DERIVATIVE 471 In this picture. y0 + tv2 ) − f (x0 . this results in a change in z = f (x. y) moves in the direction of v. 1. However. 0. · · ·xn ) − f (x1 . These are the vectors. 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. f (x. Deﬁnition 20. some steeper than others. This motivates the following general deﬁnition of the directional derivative. y0 ) is a point in the xy plane. When (x. 2) = 5√ 2 . . t→0 lim Deﬁnition 20. write the diﬀerence quotient described above. · · ·. The directional derivative is just a measure of the steepness in a given direction. This unit 1 1 vector is v ≡ √2 . y) = x2 y in the direction of i + j at the point (1. ∂xi This is called the partial derivative of f.20. · · ·. = lim t→0 t t→0 lim 2 Actually. letting t → 0. Thus. this you diﬀerence quotient equals 1 2 10 + 4t 2 + t2 and so. · · ·. · · ·xn ) . The direction vector must always be a unit vector2 . Thus f (x + tv) = 1 + Therefore. t Example 20. · · ·. t It tells how fast z is changing in this direction. 2 t √ 2 2 2+ t √ 2 and f (x) = 2. v ≡ (v1 . A simple example of this is a person climbing a mountain.2. ei where T ei = (0. 2 There is something you must keep in mind about this. If you looked at it from the side.2. √ take the limit of this as t → 0. t t 1 + √2 2 + √2 − 2 f (x + tv) − f (x) = . ∂f (x) ∂xi ≡ f (x+tei ) − f (x) t f (x1 . There are some special unit vectors which come to mind immediately. 2) . you would be getting the slope of the indicated tangent line.3 Let U be an open subset of Rn and let f : U → R. √2 . xn ) be a typical element of Rn .2. v2 ) is a unit vector in the xy plane and x0 ≡ (x0 . t t and to ﬁnd the directional √ derivative. y0 ) . y) as shown in the picture. xi + t. First you need a unit vector which has the same direction as the given vector. Then letting T x = (x1 . xi . For x ∈ U. 0.2. v. ∂f (x) ≡ Dei f (x) . deﬁne the directional derivative of f in the direction.

and ∂f = 1. Other notation for this partial derivative is fxi . Thus. 2/ 5 and from the deﬁnition. 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. . y. In the above example. ∂y∂x Also observe that ∂2f = fyx = cos x + 2x. From the deﬁnition above.6 Let f (x. deﬁne the directional derivative of f in the direction. y) . z sin (xy) . x 5 + y 5 + t t→0 5 5 5 5 25 5 5 5 4 √ 1√ 2 2 √ 1 √ = xy 5 + 5y .i . you can take partial derivatives of vector valued functions and use the same notation. v. a unit vector in this direction is 1/ 5. In particular. z) = D1 f (x. ∂f = y cos x + 2xy. fx (x. ∂f = sin x + x2 . z) = y 2 .2. f. x 5 + y 5 . ∂x∂y Higher order partial derivatives are deﬁned by analogy to the above. the partial derivative of f with respect to xi may also be denoted by ∂y or yxi . If y = f (x) . Example 20. For x ∈ U.4 Find ∂f ∂f ∂x . yx T (1. Find the directional derivative in the direction √ √ T First. w) = T xy 2 . zy cos (xy) . one could take the partial ∂2f derivative with respect to y of the partial derivative with respect to x. z 3 T .2. Having taken ∂x ∂y ∂z one partial derivative. 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. These partial derivatives. z 3 x . y) = xy 2 . y. fyxx = − sin x + 2. ∂y . at the point x as Dv f (x) ≡ lim Example 20. and ∂f ∂z if 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 5.472 FUNCTIONS OF MANY VARIABLES and to ﬁnd the partial derivative. denoted by ∂y∂x or fxy . ∂2f = fxy = cos x + 2x. ∂xi Example 20. fxy are called mixed partial derivatives. there is no reason to stop doing it. y) = y sin x + x2 y + z. From the above deﬁnition.2. Thus in the above example. y. or Di f. Deﬁnition 20.2. T t→0 f (x + tv) − f (x) . diﬀerentiate with respect to the variable of interest and regard all the others as constants. 2) at the point (x.5 Let f : U → Rp where U is an open set in Rn and let v be a unit vector. z.7 Find the partial derivative with respect to x of the function f (x. the desired limit is √ √ 2 √ √ x + t 1/ 5 y + t 2/ 5 − xy 2 . t .

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

y). y)) s for some α ∈ (0. If the terms f (x + t. y) . Corollary 20. fy . t) = = 1 1 (h (t) − h (0)) = h (αt) t st st 1 (fx (x + αt. fxl xk . fxl . y) . β ∈ (0.1 Suppose f : U ⊆ R2 → R where U is an open set on which fx . The following is a well known example [1]. t) ≡ {f (x + t. y) . 2 As implied above. t) = fxy (x + αt. y + s) − f (x. Now let |t| . l. y + s) − (x. t) is also unchanged and the above argument shows there exist γ. y) − (f (x.t)→(0. ∆ (s.2 Suppose U is an open subset of Rn and f : U → R has the property that for two indices. This proves the theorem. Applying the mean value theorem again. t) = fyx (x + γt. y)| = ≤ |(t.4. y) ∈ U . y + s) − fx (x + αt. y + s)−f (x + t. It is necessary to assume the mixed partial derivatives are continuous in order to assert they are equal.4. y) = fyx (x. s)| = t2 + s2 r2 r2 + 4 4 1/2 1/2 (20.0) lim ∆ (s. it follows fxy (x. This astonishing fact is due to Euler in 1734. Letting (s. 1). by the mean value theorem from calculus and the (one variable) chain rule. . Then if fxy and fyx are continuous at the point (x. y) and f (x. 1) . t) → (0. δ ∈ (0. 0) and using the continuity of fxy and fyx at (x. and fxk xl exist on U and fxk xl and fxl xk are both continuous at x ∈ U.4 Mixed Partial Derivatives Under certain conditions the mixed partial derivatives will always be equal. y + δs) . k. ∆ (s.1) r = √ < r. 1) such that ∆ (s. there exists r > 0 such that B ((x. y + βs) where α. h (t) ≡ f (x + t. ∆ (s. fxy and fyx exist. r) ⊆ U. fxk .474 FUNCTIONS OF MANY VARIABLES 20. Theorem 20. |s| < r/2 and consider h(t) h(0) 1 ∆ (s. y + s) ∈ U because |(x + t. The following is obtained from the above by simply ﬁxing all the variables except for the two of interest. (s. st Note that (x + t. Therefore. y + s) are interchanged in (20. y) = fyx (x. t) = fxy (x. y) . Then fxk xl (x) = fxl xk (x) . y + s) − f (x + t. y))}.1). Proof: Since U is open.

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

4 Let f : D (f ) ⊆ Rp → Rq where q. Theorem 20. |L − f (y)| < ε. p. |g (y) − K| < . let δ i > 0 correspond to Li in the deﬁnition of the limit and let δ = min (δ 1 . y→x (20. the properties of the dot product and the Cauchy Schwartz inequality. Then by the triangle inequality. limy→x g (y) = K where K and L are vectors in Rp for p ≥ 1. |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| . Since x is a limit point. and so for such y. fq (y)) . this shows L1 = L2 . (20. δ) ∩ D (f ) . Let ε > 0 be given. · · ·. Proposition 20. Now let 0 < δ 2 be such that for 0 < |x − y| < δ 2 . y→x lim af (y) + bg (y) = aL + bK. Lk ) if and only if lim fk (y) = Lk (20.2) is left for you. 2 (1 + |K| + |L|) 2 (1 + |K| + |L|) (20. p ≥ 1 be a function and let x be a limit point of D (f ). then y→x lim h ◦ f (y) = h (L) . if h is a continuous function deﬁned near L.2) (20.5 Suppose x is a limit point of D (f ) and limy→x f (y) = L . Therefore. There exists δ 1 such that if 0 < |y − x| < δ 1 . it follows from the triangle inequality that |f (y)| < 1 + |L| . Proof: Suppose limy→x f (y) = L1 and limy→x f (y) = L2 .5) y→x for each k = 1.7) (20. f (y) = (f1 (y) . then |f (y) − L| < 1.3) lim f · g (y) = L · K Also. |L1 − L2 | ≤ |L1 − f (y)| + |f (y) − L2 | < ε + ε = 2ε. limy→x f (y) = L = (L1 · ··. Since ε > 0 is arbitrary. for 0 < |y − x| < δ 1 . there exists y ∈ B (x. |f · g (y) − L · K| ≤ (1 + |K| + |L|) [|g (y) − K| + |f (y) − L|] .4) T For a vector valued function.6) . δ 2 ). Therefore.5. Proof: The proof of (20. · · ·.5. It is like a corresponding theorem for continuous functions. Then if a.476 FUNCTIONS OF MANY VARIABLES if and only if the following condition holds. |f (y) − L| < ε ε . b ∈ R. Then if limy→x f (y) exists.3). For all ε > 0 there exists δ > 0 such that if 0 < |y − x| < δ and y ∈ D (f ) then. Consider (20. it must be unique. Then for ε > 0 be given.

Consider (20. it follows from (20. 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 ) . Since h is continuous near. if follows that if 0 < |y − x| < δ. there exists η > 0 such that if |y − L| < η.4). Suppose ﬁrst that limy→x f (y) = L. |f (y) − L| < ε. THE LIMIT OF A FUNCTION OF MANY VARIABLES Then letting 0 < δ ≤ min (δ 1 . Then if ε > 0 is given. if 0 < |y − x| < δ. |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. q Then. then |f (y) − L| < η. Therefore. This proves the theorem. Also. · · ·. From the deﬁnition of the limit. δ 2 ) . since x is a limit point of D (f ) . there exists δ > 0 such that if 0 < |y − x| < δ. Suppose then that limy→x f (y) = f (x) and let ε > 0 be given. L.5). then |h (f (y)) − h (L)| < ε. there exists δ > 0 such that whenever y ∈ D (f ) and |y − x| < δ. Therefore. δ q ) . Consider (20.5. ε |fk (y) − Lk | < √ . there exists δ k such that if 0 < |y − x| < δ k . letting 0 < δ ≤ min (δ 1 . Then if ε > 0 is given. it follows |f (y) − f (x)| < ε.20. there exists δ > 0 such that if |y − x| < δ. But for each k.7) that |f · g (y) − L · K| < ε 477 and this proves (20. Theorem 20. Next suppose limy→x fk (y) = Lk for each k. then |f (x) − f (y)| < ε.3). then |f (x) − f (y)| < ε. it follows f is continuous at x if and only if limy→x f (y) = f (x) . |fk (y) − Lk | ≤ |f (y) − L| and so if |y − x| < δ.5. then |h (y) − h (L)| < ε Since limy→x f (y) = L. limy→x f (y) = f (x) . .6 For f : D (f ) → Rq and x ∈ D (f ) such that x is a limit point of D (f ) . it follows that for ε > 0 given. |f (x) − f (x)| < ε and so if |x − y| < δ.

y) = (0. suppose f is a function of one variable which has a derivative at the point x0 .8) and a picture of the situation is depicted below. Show this is equivalent to the above deﬁnition of limit point. Why? 2. tell why it does not exist. x→x0 8. show if limy→x f (y) = L and limy→x g (y) = M.478 FUNCTIONS OF MANY VARIABLES 20. Show that if f .8). Prove lim g (|x|) = g (|x0 |) . y) if it exists.y)→(0. Let {xk }k=1 be any ﬁnite set of points in Rp . 0) xy x2 +y 2 n Find lim(x. y = f (x0 ) + f (x0 ) (x − x0 ) . Let f (x. Find limx→0 sin(|x|) |x| and prove your answer from the deﬁnition of limit. Suppose g is a continuous vector valued function of one variable deﬁned on [0. f (x0 )) ¢ ¢ ¢ ¢ Thus from (20.0) f (x. 0 if (x. Then the tangent line to the graph of the function. f at the point (x0 . g :U → R3 where U is a nonempty subset of Rp and x is a limit point of U. f (x0 )) is given by y − f (x0 ) = f (x0 ) (x − x0 ) (20.7 Approximation With A Tangent Plane To begin with. ¢ ¢ ¢ ¢ ¢r (x0 . ∞). 20. y) = (0. . r) contains a point of A diﬀerent than x. then limy→x f (y) × g (y) = L × M. y) ≡ if (x. limy→x f (y) was only deﬁned in the case where x was a limit point of D (f ) . B (x. 6. Give some examples of limit problems for functions of many variables which have limits and prove your assertions. Suppose x is deﬁned to be a limit point of a set. Show this set has no limit points. A if and only if for all r > 0. 5. 4. 7. If it does not exist.6 Exercises 1. 0) . 3.

y0 ) v1 + (x0 . What of a function of two variables? Obviously such an approximation exists in one direction if the function has a directional derivative in the given direction. y0 ) + (v1 . y0 + v2 ) − f (x0 .10) = (f (x0 + v1 . y0 ) + av1 + bv2 + o (v1 . but what about letting v be arbitrary and small? The idea similar to the above is an expression of the form =o(v) f ((x0 . y0 ) + (v1 . f (x0 + v) . y0 ) v2 ∂x ∂y ∂f ∂f (x0 .9) Theorem 20. y0 ) + (v1 . v2 )) = f (x0 . = v Now this shows f (x0 + v) − (f (x0 ) + f (x0 ) v) = o (v) where o (v) = 0. y0 + v2 ) − f (x0 . y0 + v2 ) v1 + (x0 . y) ∈ U and are continuous at the point (x0 . Proof: f ((x0 . for small v.7. Then f ((x0 . y0 ) v2 + o (v) ∂x ∂x (20. y0 ) + ∂f ∂f (x0 . y0 )) − changes only in ﬁrst component = f (x0 + v1 . y0 ) + where o (v) satisﬁes (20.20. y0 + sv2 ) v2 ∂x ∂y . f (x0 ) + f (x0 ) v is a very good approximation to. v2 ) where |v|→0 lim |o (v)| = 0. y0 ) v1 + (x0 . y0 ) v2 ∂x ∂y changes only in second component ∂f ∂f (x0 . v2 )) = f (x0 . y0 + v2 ) − f (x0 . v2 )) − f (x0 . APPROXIMATION WITH A TANGENT PLANE How close y is to f (x)? Letting v = (x − x0 ) . y0 + v2 ) + f (x0 . y0 ) v1 + (x0 . y0 ) v2 ∂x ∂y − By the mean value theorem. v→0 |v| lim Therefore. y0 ) v1 + (x0 . |v| (20. there exist numbers s and t in [0. 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. 1] such that this equals = ∂f ∂f (x0 + tv1 .1 Let U be an open subset of R2 and suppose f : U → R has the property that the partial derivatives fx and fy exist for (x. y0 ) ∂f ∂f (x0 .9).7. y0 ) .

y0 ) v1 + (x0 . Theorem 20. y0 + v2 ) − (x0 . vp ) T . The message of the above theorem is that the approximation is very good if both |x − x0 | and |y − y0 | are small.7. Letting v = (v1 · ··. limv→0 |o(v)| = 0 because of the assumption that fx and fy are continuous at |v| the point (x0 . Of course the above theorem has a generalization to any number of variables but for more than two it is impossible to draw a meaningful picture. vp ) . y0 ) v2 ∂x ∂y ∂f ∂f (x0 . y0 + sv2 ) − (x0 . Then p ∂f f (x0 + v) = f (x0 ) + (x0 ) vi + o (v) . · · ·. The right side of the above. y0 ) + ∂f ∂f (x0 . · · ·. y0 ) (y − y0 ) = z is the ∂x ∂x equation of a plane tangent to the graph of f. |o (v)| ≤ It follows |o (v)| ∂f ∂f ∂f ∂f ≤ (x0 + tv1 . y0 ) v1 + ∂x ∂x Therefore. letting v ≡ (x − x0 . y0 ) (x − x0 ) + (x0 . y − y0 ) . ∂xi i=1 That is. ∂x1 ∂xp Proof: The proof is similar to the case of two variables. f (x0 . y0 ) + (x0 . y0 + v2 ) − (x0 . · · ·. f is diﬀerentiable at x0 and the derivative of f equals the linear transformation obtained by multiplying by the 1 × p matrix. and noticing that |v1 | and |v2 | are both no larger than |v| .480 − = FUNCTIONS OF MANY VARIABLES ∂f ∂f (x0 . y0 + v2 ) − (x0 . vi . Writing this in a diﬀerent form. y0 ) ∂x ∂x ∂y ∂y |v| . y0 ) and this proves the theorem. letting o (v) denote the expression in (20. y) = f (x0 . Nevertheless. y0 ) (y − y0 ) + o (v) ∂x ∂x ∂f ∂f ∂f ∂f (x0 + tv1 . 0.10). there is a meaningful theorem about approximating the function with one of a special form as above. vi+1 . (x0 ) . y0 ) |v| ∂x ∂x ∂y ∂y Therefore. f (x.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 ) v2 ∂y ∂y ∂f ∂f (x0 + tv1 . denote by θi v the vector T (0. y0 + sv2 ) − (x0 . y0 + sv2 ) − (x0 . y0 ) (x − x0 ) + ∂f (x0 . y0 ) + ∂f (x0 . ∂f ∂f (x0 ) . y0 ) + (x0 .

7. and fz (1. y. y. z) for (x.11). Now p T 481 f (x0 + v) − p f (x0 ) + i=1 ∂f (x0 ) vi ∂xi p i=1 (20. 3) = 6. This is called the linear approximation of the function f at the point x0 . 0. 2. Approximate f (x.9). This proves the theorem. vp ) . Therefore. fx = y.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. fx (1. θp−1 (v) = (0. Therefore. 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 . y. APPROXIMATION WITH A TANGENT PLANE Thus θ0 v = v. 3) = 2. · · ·. and θp v = 0.7. 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. the desired approximation is f (1. z) = xy + z 2 . 2.4 Suppose f (x. 2. 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? . fz = 2z. Then f is in C 1 (U ) if all its partial derivatives exist and are continuous on U. z) near (1. Taking the partial derivatives of f. Sometimes people use C 1 as an adjective and say f is C 1 Example 20.3 Let f :U → Rp where U is an open set in Rn . fy (1. Deﬁnition 20. 3) .7. fy = x. 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. 3) = 1. 2.20. 2. As before.

5 on Page 299.9). Then for |x − x0 | < δ.12) ∂xi i=1 where o (v) satisﬁes (20.7.2. From Theorem 20. the following holds for each k = 1.13) holds. Furthermore. |f (x) − f (x0 )| ≤ (Cp + 1) |x − x0 | (20.9). i = 1. if C ≥ max ∂xi (x0 ) . if |x − x0 | < δ 1 . Proof: Let f (x) ≡ (f1 (x) . the above equation is then equivalent to (20. Also. p ∂fk fk (x) = fk (x0 ) + (x0 ) vi + ok (v) . p . Then (20. then ∂f f is continuous at x0 . Lemma 20.482 FUNCTIONS OF MANY VARIABLES Theorem 20. oq (v)) . let δ = min δ 1 .3. then whenever |x − x0 | is small enough. ε =ε Cp + 1 .12). by the triangle inequality. Now letting ε > 0 be given. the function must be continuous at x0 . Since o (v) satisﬁes (20. · · ·. · · ·. ∂xi (20.7.13) When a formula like the above holds.6 Let f : U → Rq where U is an open subset of Rp . fq (x)) . Cp+1 . p |f (x) − f (x0 )| ≤ i=1 ∂f (x0 ) (xi − x0i ) + |x − x0 | ∂xi < (Cp + 1) |x − x0 | ε which veriﬁes (20. Letting v = x − x0 . q. If (20. this is equivalent to p T T f (x) = f (x0 ) + i=1 ∂f (x0 ) (xi − x0i ) + o (x − x0 ) . then p ∂f f (x0 + v) = f (x0 ) + (x0 ) vi + o (v) (20. |f (x) − f (x0 )| < (Cp + 1) |x − x0 | < (Cp + 1) showing f is continuous at x0 . · · ·. But also.9) holds for o (v) because it holds for each of the components of o (v) .14).14) Proof: Suppose (20. there exists δ 1 > 0 such that if |x − x0 | < δ 1 . then |o (x − x0 )| < |x − x0 | . ∂xi i=1 Deﬁne o (v) ≡ (o1 (v) . p i=1 ∂f (x0 ) (xi − x0i ) ≤ C ∂xi p |xi − x0i | ≤ Cp |x − x0 | i=1 Therefore. This is the content of the following important lemma.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. Corollary 12.13) holds. · · ·.7.

9). lim |g (v)| = 0. y) ≡ Then fx (0. 0) − f (0.7.5. 0) . You see the way it is pinched near the center. v → g (v) is o (v) if (20. However.9).7. I realize some of the above theorems and deﬁnitions are hard but they are the only route to correct understanding of multivariable calculus. f (x. from the above discussion. 0) x2 −y 4 x2 +y 4 2 (20. 0) = 0 so the partial derivatives do indeed exist. o (v) . 0) ≡ lim f (t. APPROXIMATION WITH A TANGENT PLANE Deﬁnition 20. fy (0. 0) 1 if (x. Something more than existence of the partial derivatives at a point is necessary in order to accomplish such a linear approximation. 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. y) = (0.1 at the point (0. δ) contains points where the value of the function equals 1/2 and also points where the value of the function equals 0. δ/2) = 1 while 2 f (0. it is impossible to give the sort of approximation for f described in Theorem 20. Here is another picture. 0) xy x2 +y 2 Similarly.20. 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. f (δ/2. means o (·) is a function which satisﬁes (20. y) = (0. 0) 0 = lim = 0. this function is not even continuous at the point (0.9) holds for g (v) . This illustrates the limitations of abandoning careful logical reasoning and deﬁnitions in favor of pictures. |v| 483 v→0 Also.7. Consequently no limit can exist.6 on Page 477 that f is not continuous at (0. 0) . f (x. 0) 0 if (x. Thus B ((0. Therefore. y) ≡ if (x. I ﬁnd it helpful to think of o (v) as an adjective rather than a precise deﬁnition.9). 0) because for every δ > 0. y) = (0. You might ﬁnd the picture of this function amusing. (Why?) It follows from Theorem 20. That is. y) = (0. t→0 t→0 t t if (x. Here is an example.15) . This time it is of the function. δ/2) = 0. However. This is both imprecise and useful because it neglects everything which is not important and directs our attention to that which really matters. then so does o (v) + o (v) and 10o (v) . the symbol. 0) .7 A function. namely (20. it is likely the picture would never have revealed the truth.

1) and then use a calculator to make a comparison. 0). (20.1 Diﬀerentiation And The Chain Rule The Chain Rule As in the case of a function of one variable. 8.7.9. and Lemma 20.1.9. ten cubits from the one brim to the other: it was round all about.9 20.16) ∂xi i=1 Lemma 20. Then o (g (x + v) − g (x)) = o (v) . (20.17) From (20. y.. 3.15) is not continuous at (0.. And it was an hand breadth thick.” Lets assume a hand breadth is 8 inches and a cubit is 1.5 feet. √ 2.19) .6. it is important to consider the derivative of a composition of two functions. 7. |v| (20. g : U → Rp has a good linear approximation at x ∈ U if n ∂g (x) g (x + v) = g (x) + vi + o (v) . There exists η > 0 such that if |g (x + v) − g (x)| < η.9. there exists δ > 0 such that if |v| < δ.. 1) . In 1 Kings chapter 7 there is a description of the molten sea in Solomon’s temple. then |o (g (x + v) − g (x))| < ε Cn + 1 |g (x + v) − g (x)| (20.. 0) and yet it has directional derivatives in every direction at (0. What was the approximate volume in cubic feet of the brass used in the molten sea.8 Exercises 1. and his height was ﬁve cubits: and a line of thirty cubits did compass it round about. Show the function in (20. then |g (x + v) − g (x)| ≤ (Cn + 1) |v| .. Use this approximation to estimate f (1.1 Let g : U → Rp where U is an open set in Rn and suppose g has a good linear approximation at x ∈ U ..16). 1. Proof: It is necessary to show v→0 lim |o (g (x + v) − g (x))| = 0.. Find a linear approximation to the function f (x.18) Now let ε > 0 be given. 20. How many baths of brass were used? 20. It contained two thousand baths. A function.484 FUNCTIONS OF MANY VARIABLES This is a very interesting example which you will examine in the exercises. z) = x 3 yz 2 near the point (1. “And he made a molten sea.

∂yi Now since g has a good linear approximation at x. 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.21) Proof: From the assumption that f has a good linear approximation at g (x) . Suppose g has a good linear approximation at x ∈ U and that f has a good linear approximation at g (x) .20) and ∂ (f ◦ g) (x) = ∂xj p i=1 ∂f (g (x)) ∂gi (x) . Theorem 20. (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. Thus f ◦ g is the name of a function and this function is deﬁned by what was just written. For such v.9. 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. let V be an open set in Rp . This proves the lemma.17). DIFFERENTIATION AND THE CHAIN RULE η Let |v| < min δ. ∂yi ∂xj (20. and let f : V → Rq . The last assertion of the following theorem is known as the chain rule.1 equals p f (g (x + v)) = f (g (x)) + i=1 ∂f (g (x)) (gi (x + v) − gi (x)) + o (v) . 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) .9.20. Cn+1 . |g (x + v) − g (x)| ≤ η.2 Let U be an open set in Rn .9. Then f ◦ g has a good linear approximation at x and furthermore. Recall the notation f ◦ g (x) ≡ f (g (x)) .

eθ = (−ρ sin φ sin θ. eρ = (sin φ cos θ. v are as just described. Example 20. y = ρ sin φ sin θ. sin φ sin θ. describe its acceleration in terms of spherical coordinates and the vectors. This follows from observing that for v = tek . ﬁnd ∂z and ∂x . It only remains to ∂yi verify (20.486 p FUNCTIONS OF MANY VARIABLES because i=1 ∂f (g(x)) o (v) + o (v) = o (v) . ∂yi ∂xk ∂xk Remember there is a sum on the repeated index. ∂x ∂u ∂x ∂v ∂x Clearly you can continue in this way taking partial derivatives with respect to any of the other variables. and eφ = (ρ cos φ cos θ. Then the above says ∂z ∂yi ∂z = . −ρ sin φ) .21). ρ sin φ cos θ. taking the limit yields ∂ (f ◦ g) (x) = ∂xk p i=1 ∂f (g (x)) ∂gi (x) ∂yi ∂xk as claimed. v) where u. ρ cos φ sin θ.3 Let f (u. t) = t sin x + cos y and v (x.9. ∂z ∂z ∂u ∂z ∂v = + = v cos (uv) t cos (x) + us sec2 (x) cos (uv) . v) = sin (uv) and let u (x.9. There is an easy way to remember this in terms of the repeated index summation convention presented earlier. Using the formula. y.20). ∂z ∂z ∂u ∂z ∂v = + = v cos (uv) sin (x) + us cos (uv) . ∂ (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 ) .4 Recall spherical coordinates are given by x = ρ sin φ cos θ. If an object moves in three dimensions. s) = ∂z s tan x + y 2 + ts. Now t→0 lim |o (tek )| =0 t and so. t. ∂t ∂u ∂t ∂v ∂t Also. Example 20. T T T . cos φ) . ∂t From the above. y. z = ρ cos φ. This establishes (20. Letting z = f (u. Let y = g (x) and z = f (y) . vi = 0 unless i = k in which case vk = t. 0) .

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

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

ρ 2θ ρ + 2φ θ cot (φ) = 0 θ + ρ along with initial conditions.20. and ρ. ρ (0) = ρ0 (the distance from the launch site to the center of the earth. (There is no reason to think these will stay the same. they can be solved numerically. All of the above is done in books on mechanics for general curvilinear coordinate systems and in the more general context. Then f is deﬁned to be diﬀerentiable at x ∈ U if and only if f has a good linear approximation at x.9. Suppose you wanted to know the latitude and longitude of the rocket as a function of time. As the fuel is burned.9. φ .) and then initial conditions for φ. directly away from the earth. 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. θ . consider a rocket. the rocket becomes less massive and so the acceleration will be an increasing function of t. Note the prominent role played by the chain rule. As an example of how this could be used. Of course this force produces a corresponding acceleration which can be computed as a function of time. The initial value problems could then be solved numerically and you would know the distance from the center of the earth as a function of t along with θ and φ. You might want to specify forces in the eθ and eφ direction as well and attempt to control the position of the rocket or rather its payload. ρ −ρ φ φ + 2 −ρ θ 2 sin2 (φ) = a (t) . However. say a (t). p ≥ 1 and let x ∈ U be given. this would be a known function. .5 Let f : U → Rp where U is an open set in Rn for n. ρ (0) = ρ1 (the initial vertical component of velocity of the rocket. Of course there are many variations of this. special theorems are developed which make things go much faster but these theorems are all exercises in the chain rule. Suppose for simplicity that it experiences a force only in the direction of eρ . Deﬁnition 20. probably 0. Thus you could predict where the booster shells would fall to earth so you would know where to look for them.). This sort of computation is usually done by a computer. 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. ρ and this gives the acceleration in spherical coordinates. The point is that if you are interested in doing all this in terms of φ.) Then all that would be required would be to solve the system of diﬀerential equations3 . 20. 3 You won’t be able to ﬁnd the solution to equations like these in terms of simple functions. θ. DIFFERENTIATION AND THE CHAIN RULE and now all that remains is to collect the terms. More could be said here involving moving coordinate systems and the Coriolis force. 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. the above shows how to do it systematically and you see it is all an exercise in using the chain rule.9. This is in fact the case. 2ρ φ 2 − θ cos φ sin φ = 0.2 Diﬀerentiation And The Derivative By now. However.

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

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

L such that f (x + v) = f (x) + Lv + o (v) . Show Dv f (x) = Df (x) v. Consider f (x) = 1 x2 sin x if x = 0 . 0) . 0) . there can’t be two diﬀerent linear transformations which satisfy the above equation. 0) . That is. Hint: Replace v with tv and use the above to write f (x+tv) − f (x) o (t) = Li v+ . show that Jf (x) the above matrix of partial derivatives exists and Df (x) v = Lv = Jf (x) v. 1 if (x. such an example exists even in one dimension. y) = if (x. −x if |y| ≤ |x| Show f is continuous at (0. y) = x if |y| > |x| . Show that deﬁning L ≡ Df (x) . In fact. Thus the function is diﬀerentiable at every point of R but fails to be C 1 at every point of R. f is diﬀerentiable at x ∈ U if there exists a linear transformation. 2. Let f (x. then Df (x) is well deﬁned. y) = (0. 20. 3. Let f : U → Rq where U is an open set in Rp . 0) . 4. t t Now this implies L1 v = L2 v+ o(t) . 0) (x2 +y 4 )2 (x2 −y4 ) 2 Show that all directional derivatives of f exist at (0. 0 if x = 0 (20. t 2. i = 1. Of course there are. 0) but the function is not diﬀerentiable at (0. Let f (x.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 . In more advanced treatments of diﬀerentiation the following is done. .26) Then you should verify that f (x) exists for all x ∈ R but f fails to be continuous at x = 0. Suppose f : U → Rq and let x ∈ U and v be a unit vector. and are all equal to zero but the function is not even continuous at (0. using the deﬁnition in Problem 1. Now. 0) and that the partial derivatives exist at (0. y) = (0.10 Exercises 1. 5.

1. Dv f (x) = f (x) · v. it is only necessary to ﬁnd f (1. Thus if x ∈ U. x cos (xy) . y.30) Proof: From (20. |Dv f (x)| ≤ | f (x)| and so for any choice of v with |v| = 1.11.3 Let f : U → R be a diﬀerentiable function and let x ∈ U. 1 1 1 Therefore. 1. (20.30) occurs when v = in (20. t f (x) · v+ Example 20. 0. 1) . f (x) ≡ ∂f ∂x1 ∂f (x) .27) that f (x + v) = f (x) + f (x) · v + o (v) (20. √ . It follows immediately from (20. z) = x2 +sin (xy)+z. This vector is called the This deﬁnes the gradient for a scalar valued function.2 Let f (x. from the above.28). Find Dv f (1. ∂xn (x) T . · · ·. 1) where v = .1 Deﬁne gradient vector. y. Therefore.11 The Gradient Let f : U → R where U is an open subset of Rn and suppose f is diﬀerentiable on U. (20.29) 1 1 1 √ . the maximum in (20. taking t → 0.20.31) f (x) / | f (x)| and the minimum (20. Furthermore. Because of (20. n ∂f (x) f (x + v) = f (x) + vi + o (v) .27) ∂xi j=1 Deﬁnition 20. 1) and take the dot product. 1) = (2. f (x. Therefore.11. Then max {Dv f (x) : |v| = 1} = | f (x)| and min {Dv f (x) : |v| = 1} = − | f (x)| . (20. for v a unit vector.29) and the Cauchy Schwarz inequality. . − | f (x)| ≤ Dv f (x) ≤ | f (x)| . Proposition 20. the directional derivative is (2.11.28) An important aspect of the gradient is its relation with the directional derivative.11.31) occurs when v = − f (x) / | f (x)| . Note this vector which is given is already a unit vector. √ 3 3 3 o (tv) t o (t) f (x) · v+ . z) = (2x. √3 = √ 4 3 3. 0. f (x+tv) − f (x) t = = Therefore. 0.29) it is easy to ﬁnd the largest possible directional derivative and the smallest possible directional derivative. THE GRADIENT 493 20. From (20. 1) . 1)· √3 . There are ways to deﬁne the gradient for vector valued functions but this will not be attempted in this book. f (1. √3 .

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

1) is a point on this level surface. 4. it suﬃces to ﬁnd the normal vector to the proposed plane. Example 20. w. Find the directional derivatives of f at the indicated point in the direction. 1. (x0 . z) = 6 of the function. Therefore.4 Find the equation of the tangent plane to the level surface. y1 (t) . z1 (t)) = c for all t in some interval. z) = x2 + 2y 2 + 3z 2 at the point (1. 2) 2. But f (x. y. 1) . z0 ). 20.20. 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 . y0 . (a) x2 y + z 3 at (1. ∂y ∂z In terms of the gradient. 1. 4y. this merely states f (x1 (t) . one of the greatest theorems in all mathematics and a topic for an advanced calculus class. Therefore. 2) (b) z sin x2 y + 2x+y at (1. 1. z1 (t)) z1 (t) = 0. f (x2 (s) . 1 1 1 √ 2. EXERCISES 495 f (x1 (t) . u) = (1. y1 (t) . it follows f (x0 . y0 . 2.12 Exercises 1. f (x. 1. 1. z1 (t)) y1 (t) + (x1 (t) . 0) (c) u ln x + y + z 2 + w at (x. y − 1. z1 (t)) x1 (t) + ∂x ∂f ∂f (x1 (t) . 1. f (x. Similarly. 1. y2 (s) . Letting s = s0 and t = t0 . y1 (t) . y1 (t) . z0 ) · x2 (s0 ) = 0. the equation of the plane is (2. z − 1) = 0 or in other words. y0 . Therefore.12. 1.11. 1) consequence of the implicit function theorem. z0 ) is perpendicular to this tangent plane at the point. from this problem. . z1 (t)) · x1 (t) = 0. y0 . z0 ) and that f (x0 . 2x − 12 + 4y + 6z = 0. z0 ) · x1 (t0 ) = 0. Find the gradients of f = (a) x2 y + z 3 at (1. y. 1. taking the derivative of both sides and using the chain rule on the left. z. f (x0 . 4. z0 ) is perpendicular to both the direction vectors of the two indicated curves shown. 6) · (x − 1. It follows f (x0 . y0 . 6) . 6z) and so f (1. y0 . 1) = (2. z2 (s)) · x2 (s) = 0. y1 (t) . y. First note that (1. y. ∂f (x1 (t) . 2 . z) = (2x. Surely if things are as they should be.

5. z) = 0 are two level surfaces which intersect in a curve which has parameterization. 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.496 (b) z sin x2 y + 2x+y at (1. suppose f1 (x. Find the tangent plane to the indicated level surface at the indicated point. In a slightly more general setting. Find a diﬀerential equation for this curve. |f (x) − f (y)| ≤ K |x − y| . 22 . 2) (c) xy + z 2 + w at (1. y.7.13 Nonlinear Ordinary Diﬀerential Equations Local Existence Recall Deﬁnition 20. |x+t (y − x) − x0 | = ≤ ≤ |(1 − t) (x − x0 ) + t (y − x0 )| (1 − t) |x − x0 | + t |y − x0 | (1 − t) r + tr = r . The following lemma applies to such functions. y ∈ D (x0 . y ∈ D (x0 . 2. · · ·.3. (a) x2 y + z 3 = 2 at (1. Find a direction vector for this curve at this point. it follows that for all x. n. 1) (b) z sin x2 y + 2x+y = 2 sin 1 + 4 at (1. r) ≡ {x ∈ Rn : |x − x0 | ≤ r} and suppose U is an open set containing D (x0 . 6. The level surfaces x2 + y 2 + z 2 = 4 and z + x2 + y 2 = 4 have the point 22 . 2 2 4. 1. 1 in the curve formed by the intersection of these surfaces. r) . where M denotes ∂f the maximum of ∂xi (z) for z ∈ D (x0 . 3) FUNCTIONS OF MANY VARIABLES 3. 1. 1. 1) . r) and consider the line segment joining these two points. A direction vector for the desired curve should be perpendicular to both of these gradients. (x (t) . √ √ 20. x+t (y − x) for t ∈ [0. Proof: Let x.1 Let D (x0 . Lemma 20. 3π . 1] as shown in the following picture. 2) (c) cos (x) + z sin (x + y) = 1 at −π. y. Then for K = M n. D(x0 . y (t) . z (t)) . r) r r x x0 r y Observe x+ (0) (y − x) = x while x+ (1) (y − x) = y and for t ∈ (0. z) = 0 and f2 (x. r) and i = 1.13. Hint: Recall the gradients of the two surfaces are perpendicular to the corresponding surfaces at this point. r) such that f : U → Rn is C 1 (U ) .

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

P y)| ≤ K |P x−P y| ≤ K |x − y| . 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.2. b] such that c ∈ I and there exists a unique solution to the initial value problem.33) ∂f From Lemma 20.13. then one can take I = [p. . (20. Then there exists an interval. x) .3 Let [a. y)| ≤ K |x − y| for all t ∈ [a.13. r M and q = min b. b] be a closed interval and let U be an open subset of Rn . x) is continuous. If D (x0 . the map x → ∂xi (t. x (c) = x0 . r) The large dotted circle represents U and the little solid circle represents D (x0 . x) . c + r M . r)} . then |f (t. x)| : (t. |f (t. Let ∂f f : [a. r) is contained in U as shown.32) valid for t ∈ I. c − Proof: Consider the following picture. r) is a closed ball as deﬁned above which is contained in U. there exists a constant. P x) − f (t. x) ∈ [a. Theorem 20. x (c) = x0 (20. Now let P denote the projection map deﬁned above. Consider the initial value problem x = f (t. U D(x0 . K such that if x. b] × U → Rn be continuous and suppose that for each t ∈ [a. r) as indicated. q] where p = max a. and if M ≡ max {|f (t. y ∈ D (x0 . b] × D (x0 . by Lemma 20. r) . x = f (t. P x) .498 FUNCTIONS OF MANY VARIABLES Thus (x−P x) · (P x−P y) ≥ 0 and so if subtracting yields (x−P x− (y−P y)) · (P x−P y) ≥ 0 which implies (x − y) · (P x−P y) ≥ (P x−P y) · (P x−P y) = |P x−P y| . b] . Also let x0 ∈ U and c ∈ [a. x) − f (t. b] . I ⊆ [a. b] . This implies the following local existence and uniqueness theorem.1 and the continuity of x → ∂xi (t. Here r is chosen so small that D (x0 . Therefore.13.

x)| : (t. Also. what if you had many constraints.7. y. sometimes you can’t solve the constraint equation for one variable in terms of the others. Let f : [a. It remains to describe I. it follows that there exists an interval. r) . 20. b] × D (x0 . b] . it seems you might encounter many cases and it does look a little fussy. c − r M (20. Since x is continuous. x) and so there is a unique solution to (20. This is not too hard to do using methods developed earlier. This is called the Peano (pronounced piano) existence theorem and it is one of the most useful results in certain areas of applied math. say z. x) ∈ [a. . Solve for one of the variables in the constraint equation. and then ﬁnd where the partial derivatives equal zero to ﬁnd candidates for the extremum. in the constraint equation. Therefore. This relation can be seen geometrically as in the following picture. 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. t t |x (t) − x0 | = c x (s) ds ≤ c |x (s)| ds ≤ M |t − c| r and so. substitute it into f. suppose you want to maximize xy given that x+y = 4. r) is a closed ball which is contained in U. P x (t) = x (t) and the solution to (20. Then the function to maximize is f (x) = x (4 − x) and the answer is clearly x = 2. f (t. P x) = f (t. However. it follows x (t) ∈ D (x0 . x) . b] be a closed interval and let U be an open subset of Rn .20.32) on I. and if M ≡ max {|f (t.32). b] . z) subject to the constraints x2 + y 2 = 4 and z = 2x + 3y 2 .14 Lagrange Multipliers Lagrange multipliers are used to solve extremum problems for a function deﬁned on a level set of another function. For example. If D (x0 . The proof is not particularly hard and may be found as an exercise in [10] or [14]. What if you wanted to maximize f (x. y. q] as given. x (c) = x0 valid for t ∈ I. Solve for one of the variables. for these values of t. It turns out that at an extremum.33) has a unique solution valid for t ∈ [a. There is a more general theorem which just gives existence. This proves the theorem. I ⊆ [a. r)} . b] such that c ∈ I and there exists a solution to the initial value problem.13. Now what if you wanted to maximize f (x. there is a simple relationship between the gradient of the function to be maximized and the gradient of the constraint function. then one can take I = [p. x (t) ∈ B (x0 .33) is the solution to (20. c + r M . r) and so for [p. q] . Theorem 20. q] where p = max a. Then there exists an interval. x + y = 4 to ﬁnd y = 4 − x. if t ∈ [p. it does involve the notion of compactness in a space of continuous functions and this is a topic for an advanced calculus course. However. This was easy because you could easily solve the constraint equation for one of the variables in terms of the other. say y. b] × U → Rn be continuous. Also let x0 ∈ U and c ∈ [a.14. Things are clearly getting more involved and messy. However. x = f (t.4 Let [a. I containing c such that for t ∈ I. LAGRANGE MULTIPLIERS 499 It follows from Theorem 15. Thus the two numbers are x = y = 2.34) and q = min b. if |t − c| < M .6 on Page 370 that (20.

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

x (t)) must be a constant vector and this vector equals zero by (20. 3) (−3. However you can just assume in addition that the function (t. Therefore. q) containing t0 and a solution.36) be a collection of equality constraints with m < n.2 Let f : (a. 2λz 2 equals xyz. −3. There are no magic bullets here.13. x0 is a local maximum if f (x0 ) ≥ f (x) for all x near x0 which also satisﬁes the constraints (20. |x| = |y| = |z| . it does often help to do it this way. x (t0 ) = x0 −1 for t ∈ (p. (p. m (20. 3) . x (t)) = 0 for all t ∈ (p. This proves the theorem. 3) which can be veriﬁed by plugging in to the function which is being maximized. t → f (t.36). q) → U such that f (t. 3. q) and a function. Then there exists (p. Then 0 = f (t0 . det (D2 f (t0 . x (t)) x (t) = 0. i = 1. Suppose also that for t0 ∈ (a. It follows that at any point which maximizes xyz. 3.14. 3. the only candidates for the point where the maximum occurs are (3. q) . q) such that t0 ∈ (p. x0 ) and by the chain rule. f (t0 .35). Let f : U → R be a C 1 function and let gi (x) = 0. Theorem 20. 3) . x) → −D2 f (t. x : (p. LAGRANGE MULTIPLIERS 501 Therefore. the function. The maximum occurs at (3. x (t))−1 D1 f (t. i = 1. b) × U. x) (20. x (t) = −D2 f (t. · · ·. Not much is lost in doing this because this extra regularity will be available in nearly every conceivable example of any interest. x (t)) x (t) = 0 dt D1 f (t. · · ·.20. . This is because by assumption. x0 )) = 0. D1 f (t. (−3.14. However. A local minimum is deﬁned similarly. First it is essential to have a special case of the implicit function theorem. x (t))) = D1 f (t. x to the initial value problem. Proof: By the Peano existence theorem6 . 6 I have not presented a proof of this important theorem so this part of the argument is technically incomplete. x (t)) + D2 f (t. b) × U → Rn where U is an open set in Rn and suppose D1 f and D2 f are both continuous on (a. d (f (t. 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. etc.4 on Page 499 there exists an open interval. m. x (t)) + D2 f (t. x) → −D2 f (t. b) and x0 ∈ U. q) . each of 2λx2 . x0 ) = 0. The above generalizes to a general procedure. x (t)) −1 D1 f (t.35) Therefore. x) is continuous. Theorem 20. Now consider the system of nonlinear equations f (x) gi (x) = t = 0. x (t)) . 2λy 2 . Thus. (t.

gmx1 (x0 ) gmx2 (x0 ) · · · gmxn (x0 ) It will be shown that this matrix has rank less than m + 1.37) . this matrix has rank m + 1 then by Deﬁnition 19. . and a function y deﬁned on this interval with the property that F (t. xi1 . (p. g l (y0 ) = 0.502 FUNCTIONS OF MANY VARIABLES Now suppose x0 satisﬁes all the constraints and is a point where f has a local maximum. . · · ·. xim+1 corresponding to the columns used to get the m + 1 × m + 1 matrix having nonzero determinant. . y0 ) where F : R×W → Rm+1 is deﬁned as 1 f (y) − t g 1 (y) F (t. m gym+1 (y0 ) has nonzero determinant. 1 1 fy1 (y0 ) fy2 (y0 ) 1 1 gy (y0 ) gy (y0 ) 2 1 . · · ·. .19 on Page 456.37) has rank less than m + 1 as claimed. (20.) Thus t0 ≡ f (x0 ) is the largest value of any f (x) for x near x0 satisfying the constraints. . . · · ·. . Consider the m + 1 × n matrix. ··· ··· ··· 1 fym+1 (y0 ) 1 gym+1 (y0 ) . x0im+1 .14. . if j is not equal to one of the ik . . m. . . and for all y close enough to y0 with g l (y) Furthermore. · · ·. . Denote by W the set of points in Rm+1 W ≡ y ∈ Rm+1 : y = xi1 . y0m+1 ) ≡ x0i1 . This determines m + 1 variables. . . xn ) . m m gy1 (y0 ) gy2 (y0 ) = 0 for each l = 1.2 there is an open interval containing t0 . the matrix of (20. q) . . y) ≡ (20. · · ·. some m + 1 × m + 1 submatrix has nonzero determinant. . . . · · ·. as noted above.38) .39) . For x ≡ (x1 . t0 is the largest value for all f 1 (y) with y close to y0 such that g l (y) = 0. xim+1 where x ∈ U. . . t0 ≥ f 1 (y) . . Suppose therefore. m. fx1 (x0 ) fx2 (x0 ) · · · fxn (x0 ) g1x1 (x0 ) g1x2 (x0 ) · · · g1xn (x0 ) (20. · · ·. Therefore. . xj with the constant x0j where x0 ≡ (x01 . . · · ·. Suppose now the rank of the matrix. · · ·. This will be established by deriving a contradiction if the matrix has rank m + 1. . ym+1 ) ≡ xi1 . gmx1 (x0 ) gmx2 (x0 ) ··· gmxn (x0 ) . x0n ) and let y ∈ Rm+1 be deﬁned as y ≡ (y1 . (The case of a local minimum is handled similarly. . y (t)) = 0 for all t ∈ (p. · · ·. This is a contradiction because. 2. f 1 (y0 ) = t0 . xim+1 and let y0 ≡ (y01 . g m (y) Therefore by Theorem 20. 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. But this matrix equals D2 F (t0 . replace the variable. g1x1 (x0 ) g1x2 (x0 ) · · · g1xn (x0 ) .9. q) . Therefore.

14. then from the third equation. Then you proceed to look for solutions to these equations. from the ﬁrst two equations.3 Let U be an open subset of Rn and let f : U → R be a C 1 function. L = xyz − λ x2 + y 2 + z 2 − 4 − µ (x − 2y) and proceed to take derivatives with respect to every possible variable. In particular. xn .14. If λ = 0. Of course these might be impossible to ﬁnd using methods of algebra. This proves the following theorem. This yields n + m equations for the n + m unknowns. and if the rank of the matrix in (20. λm such that gmx1 (x0 ) g1x1 (x0 ) fx1 (x0 ) .40) holds. λm . Then if x0 ∈ U is either a local maximum or local minimum of f subject to the constraints (20. µ = 0 also. 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.37) is a linear combination of the rows of the above matrix. then there exist scalars. If µ = 0 and λ = 0. In general. LAGRANGE MULTIPLIERS 503 equals m. . Therefore. . leading to the following system of equations. λ1 . When you take the derivatives with respect to the Lagrange multipliers. . but you just do your best and hope it will work out. x1 .20 on Page 456 every row of the matrix of (20. either x or y must equal 0. you just pick up the constraint equations. · · ·. · · ·. To help remember how to use (20. Theorem 20. by Theorem 19. Therefore.39) equals m. .20. λm such that (20.40) is what results from taking the derivatives of L with respect to the components of x.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. 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.14. m (20. xyz = 2λx2 and xyz = 2λy 2 and so either x = y or x = −y. there exist scalars. The formula (20. . + · · · + λm = λ1 .4 Minimize xyz subject to the constraints x2 + y 2 + z 2 = 4 and x − 2y = 0.40) it may be helpful to do the following. Form the Lagrangian. Example 20. ···. .9.36). this could be very hard or even impossible. First write the Lagrangian. λ1 . gmxn (x0 ) g1xn (x0 ) fxn (x0 ) The λi are called the Lagrange multipliers. and set what results equal to 0. . · · ·. then from the ﬁrst two equations. λ1 . which .

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

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

xp ) . 2r) ⊆ U. ∂i g ≡ ∂xi . Thus ∂g .506 FUNCTIONS OF MANY VARIABLES 23. conclude that if each number xi ≥ 0.1 Let ∂i denote the partial derivative with respect to xi where x = (x1 . Deﬁnition 20.16. y) till it intersects the x and y axes and let A (x. Maximize i=1 x2 (≡ x2 × x2 × x2 × · · · × x2 ) subject to the constraint. 24. y) be a point on the ellipse. then xp yq xy ≤ + p q and there are values of x and y where this inequality is an equation. Then if v ∈ Rp with |v| < r. i x2 i i=1 ≤ 1 n n x2 i i=1 and ﬁnally. then n 1/n xi i=1 ≤ 1 n n xi i=1 and there exist values of the xi for which equality holds. x2 /a2 + y 2 /b2 = 1 which is in the ﬁrst quadrant. it follows that x + tv ∈ U whenever |t| ≤ 2. Find the maximum value of the area of this triangle as a function of a and b. p q show the maximum is achieved when x2p = y 2q and equals r2 . · · ·. This is a function of one variable and so the one variable Taylor’s formula applies to F provided F has derivatives. What is the analog of Taylor’s formula for a function of one variable? To answer this question. The consideration of this question involves the function F (t) ≡ f (x + tv) for t ∈ (0. let x ∈ U and let B (x. q are real numbers larger than 1 which have the property that 1 1 + = 1.16 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. Now conclude that if x. 20. First a deﬁnition is convenient. n 1 2 3 i n Show the maximum is r2 /n . Let (x. Extend the tangent line through (x. y > 0. 2) . That this is the case is part of the next lemma. Maximize x2 y 2 subject to the constraint x2p y 2q + = r2 p q where p. y) denote the area of the triangle formed by this line and the two coordinate axes. This says the “geometric mean” is always smaller than the arithmetic mean. Now show from this that n 1/n n n i=1 x2 = r2 . 25.

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

16. yields F (l+1) (t) = i1 . Similarly. Theorem 20.41) holds whenever |v| is suﬃciently small. this formula holds for t = 1 since 1 < 2. µ such that λ = min {Hx · x : x ∈ S} . Therefore.42) If H is an n × n matrix with H = H T . Theorem 11. Then Ax · y = x·AT y. Lemma 20.16. Ax · y = Aij xj yi = xj Aij yi = xj AT This lemma implies (20. if Hx =rx for some real number. If xλ is a point of S at which Hxλ · xλ = λ. Then there exists s ∈ (0. 1) such that (20. then Hxλ = λxλ . 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. Then there exists λ.···. from the above lemma.508 FUNCTIONS OF MANY VARIABLES Taking the derivative of this using the chain rule. then Hxµ = µxµ .16.3 Let U be an open set in Rp and let f : U → R be C k . t) . there exists s ∈ (0. Theorem 20. then λ ≤ r ≤ µ.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.1 on Page 257. here is a proof of this exercise.1 Some Linear Algebra Hx · y = x·Hy =Hy · x. In particular.42). if xµ is a point of S at which Hxµ · xµ = µ.16. Proof: Using the repeated index summation convention. (20. This proves the following theorem. r and x = 0. F (t) = F (0) + F (0) t + · · · + F (k−1) (0) tk−1 F (k) (st ) tk + (k − 1)! k! for some st ∈ (0.41) and this is Taylor’s formula for a function of many variables. By Taylor’s theorem.4 Let A be an m × n matrix. it follows from Exercise 8 on Page 420 In case you didn’t work this exercise.il p vil+1 ∂il+1 f (x + tv) vi1 vi2 · · · vil ∂i1 ∂i2 · · · ∂il il+1 =1 = i1 . . µ = max {Hx · x : x ∈ S} .···.5 Let H be a real n × n symmetric matrix and let S denote the vectors in Rn which have unit length.1. ji yi = x·AT y. 20. In addition to this.

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

and f (x.16. µ = max {H (x) u · u : u ∈ S} . 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) . . Finally consider the case where µ > 0 and λ < 0. . it follows that if |v| is small enough. Thus H (x) v · v = µ |v| . y) = −x4 − y 4 in which f has a local maximum at (0. If λ > 0 then f has a local minimum at x. |(H (x + sv) − H (x)) v · v| ≤ Therefore. y) = x4 − y 4 in which (0. the test fails.. If µ < 0 then f has a local maximum at x. Proof: Suppose ﬁrst λ > 0. . The line through x having v as its direction vector is just x+tv and so from (20. Theorem 20.44) showing f has a local minimum at x.4. ∂i f (x) = 0 for all i. Thus λ = min {H (x) u · u : u ∈ S} . the resulting function of one variable has a local maximum.43). It remains to verify the test fails in case either µ or λ = 0. 2 2 (20. for all v small enough. From (20. 0) is clearly neither a local minimum nor a local maximum for this function. all the entries of H (y) are continuous functions of y. ··· ··· . .By the assumption f is C 2 . Also let µ and λ be deﬁned for H = H (x) as in Theorem 20. f (x. If λ < 0 and µ > 0 there exists a direction in which when f is evaluated on the line through the critical point having this direction. fxn xn (y) fxn x1 (y) fxn x2 (y) · · · and this is a symmetric matrix due to Theorem 20.44) 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. If either λ or µ equals zero. 0) . fx1 x2 (y) fx2 x2 (y) .5 there exists v such 2 that H (x) v = µv. This is easily done by looking at f (x.5. . The following theorem is the second derivative test for a function of many variables.46) .16. By Theorem 20.16. .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. 0) . The case where µ < 0 is completely similar and is left as an exercise. fx1 xn (y) fx2 xn (y) . This matrix is called the Hessian matrix. This last case is called a saddle point. y) = x4 + y 4 in which f clearly has a local minimum at (0.45) (20. .510 where H (y) ≡ FUNCTIONS OF MANY VARIABLES fx1 x1 (y) fx2 x1 (y) .1 on Page 474. 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. f (x + v) ≥ ≥ 1 v v 1 2 f (x) + H (x) · |v| + 2 |v| |v| 2 λ 2 f (x) + |v| 4 λ 2 − |v| 2 λ 2 |v| 2 (20.

The case where λ < 0 is similar. and the thing to determine is the sign of its eigenvalues evaluated at the critical points. This matrix is and its eigenvalues are 16. As in the case of a function of one variable.16. λ and µ will be found among the solutions to the above equation. −1) at this point the Hessian matrix is and the eigen−12 4 values are 16.16. there is a picture to help you remember the situation. therefore.16. called the characteristic equation of the matrix. Therefore. Therefore. . x. then (λI − H) x = 0 even though x = 0. Note this equation will always be an nth degree polynomial equation. this point is a saddle point. f has a local minimum at the point.7 Let f (x. 4 −12 Next consider (0. and (1. This is the case µ < 0. you could multiply both sides of (λI − H) x = 0 by this inverse and conclude x = 0.5 in which it was shown that Hxλ = λxλ and Hxµ = µxµ . The number λ is the smallest solution to this equation and the number µ is the largest. if Hx = λx and x = 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| . 2 The Hessian matrix is 24x2 + 28 + 24y − 24x 24x − 12 24x − 12 4 . TAYLOR’S FORMULA FOR FUNCTIONS OF MANY VARIABLES 511 Now consider the last term. 16 0 First consider the point 1 . fx (x. In general. The solutions to this equation are called eigenvalues of the matrix. y) = 2x4 − 4x3 + 14x2 + 12yx2 − 12yx − 12x + 2y 2 + 4y + 2. for small enough |v| in a certain direction. − 1 . The minus signs denote all negative eigenvalues. In the picture the plus signs denote all positive eigenvalues. y) = 12x2 − 12x + 4y + 4. It follows the numbers. (0. the matrix (λI − H) must not have an inverse since if it did. 4 2 4 0 4 showing that this is a local minimum. The line is unchanged if v is multiplied by a small scalar. local maximums. Example 20. How can you tell which case occurs? The way to do this is to recall Theorem 20. Therefore. −8. The 1 points at which both fx and fy equal zero are 1 . y) = 8x3 − 12x2 + 28x + 24yx − 12y − 12 and fy (x. Find the critical points and determine whether they are local minimums. From continuity of the partial derivatives. det (λI − H) = 0. 2 4 4 showing that in that direction. −1) . − 4 . |(H (x + sv) − H (x)) v · v| ≤ µ 2 |v| 4 provided |v| is small enough. or saddle points. This is the case λ > 0.20. −1) .

1. . At this point the Hessian is 4 12 12 4 and the eigenvalues are 16.5 –1 –1.16. (0.1 –0. For a function of two variables. Here is a picture of the graph of the above function near the saddle point. −8 so this point is also a saddle point. The geometric signiﬁcance of a saddle point was explained above.2 0. y) = arctan 6xy 2 − 2x3 − 3y 4 . Before doing anything it might be interesting to look at the graph of this function of two variables plotted using Maple. a nice example is the Monkey saddle.6 0.5 –2 –1 x0 1 2 –2 –1 0y 1 2 Or course sometimes the second derivative test is inadequate to determine what is going on. In fact. In one direction it looks like a local minimum while in another it looks like a local maximum. −1) .8 0.2 –1.9 –0.512 FUNCTIONS OF MANY VARIABLES Finally consider the point (1. Since arctan is a strictly increasing function. −1) . Show (0.4 –1.1 –0. they do look like a saddle. This should be no surprise since this was the case even for a function of one variable.4 0.2 –0. y) = arctan 2x4 − 4x3 + 14x2 + 12yx2 − 12yx − 12x + 2y 2 + 4y + 2 . you could graph instead f (x. If you want to get a better picture. Below is a graph of this function which illustrates the behavior near the point (1.1 y –1 0x –0. 0) is a critical point for which the second derivative test gives no information.5 0 –0.2 You see it is a lot like the place where you sit on a saddle. −1) .5 1 0.8 Suppose f (x.2 0 –0. 0. Example 20. it preserves all the information about whether the given function is increasing or decreasing in certain directions.

Use the second derivative test on the critical points (1.5. gx (x. Therefore. 1) . Show the points 1 . y) = 6xy 2 − 2x3 − 3y 4 gx (0. 0) = 0. suppose you took x = t and y = t and evaluated this function on this line. EXERCISES 513 This picture should indicate why this is called a monkey saddle. 0) of f is neither a local max. (0. Now gxx (0. 0) . 2.6. y))) 1 = 2 gx (x. . show x · y = 0. fxy . local maximums or saddle points.17. If H = H T and Hx = λx while Hx = µx for λ = µ. t) . 1) and (1. This shows the critical point. 0) is a critical point. So are (1. 20. 0) = 0 and so does gxy (0.17 Exercises 1. Therefore.16. y) = 12xy − 12y 3 and clearly (0. Finish the proof of Theorem 20.20. nor a local min. 5. (0. Next let x = 0 and y = t. −1) for Example 20. 0) and gyy (0. y) ∂x 1 + g (x. 0) . and (1. the Hessian matrix is the zero matrix and clearly has only the zero eigenvalue. It is because the monkey can sit in the saddle and have a place for his tail. (Why?) Therefore. t) = arctan(4t3 − t4 ). (0. it suﬃces to verify that for g (x. y) = 6y 2 − 6x2 . −4) are critical points of the following 2 4 function of three variables and classify them as local minimums. gy (x. 0) also. −1) . Verify the claims made about the three examples in Theorem 20. − 21 .16. and (1. f has a local maximum at (0.16. Therefore. note that ∂ (arctan (g (x. y) and that a similar formula holds for the partial derivative with respect to y. Then p (t) ≡ f (0. 4. Now to see (0. 3. 0) is a critical point. fyy are all equal to zero at (0. t) = −3t4 .8. This reduces to h (t) = f (t. 0) = gy (0. the second derivative test is totally useless at this point. along the line. −4) . However. This implies fxx . which is strictly increasing near t = 0.

both negative. 6. f (x. 37 . Therefore. The Hessian equals −2 10 10 −2 having eigenvalues: 8. and (1. The same 3 analysis shows there are saddle points at the other two critical points.514 FUNCTIONS OF MANY VARIABLES f (x. −4) . Finally consider the point (1. −4) . −2. Answer: . local maximums or saddle points. −12 so the function has a saddle point. (0. − 53 . y) = 5x4 − 10x3 + 17x2 − 6yx2 + 6yx − 12x + 5y 2 − 20y + 20. and (1. the function has a local maximum at this point. Show the points 1 . At this point. −4) are critical points of the following func2 12 tion of three variables and classify them according to whether they are local minimums. First consider the point point the Hessian is − 16 3 0 0 −6 . − 12 Check its eigenvalues at the critical points. y) = −x4 + 2x3 + 39x2 + 10yx2 − 10yx − 40x − y 2 − 8y − 16. Answer: The Hessian matrix is −36x2 + 74 + 20y + 36x 20x − 10 20x − 10 −6 . Answer: The Hessian matrix is −12x2 + 78 + 20y + 12x 20x − 10 20x − 10 −2 The eigenvalues must be checked at the critical points. (0. At this and its eigenvalues are − 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. − 4 . y) = −3x4 + 6x3 + 37x2 + 10yx2 − 10yx − 40x − 3y 2 − 24y − 48. Show the points 1 . 2) . the Hessian is −24 0 0 −2 and its eigenvalues are −24. First consider the point 1 21 2 . 1 53 2 . −4) . local maximums or saddle points. Next consider (0. f (x. At this point the Hessian matrix is −2 −10 −10 −2 and the eigenvalues are 8. 7. −6 so there is a local maximum at this point.

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

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

Therefore. 3 3 3 If you graph these functions of t you ﬁnd the second is always positive and the third is always negative. Show the critical points of the following function are (0. − 15 + 2 is a local max. −3. At this point the Hessian matrix equals 3 0 0 The eigenvalues are 16 3 . all negative so at this point there Finally consider the critical point.17. 2 The Hessian is −12 + 36x + 2z − 18x2 0 −2 + 2x 0 −4 0 −2 + 2x 0 −3 Now consider the critical point. −3. (2. 3 f (x. −3. and 1. −3. −4 16 3 0 −4 0 0 0 . 0 2 −4 0 0 −3 1 2 Next consider the critical point. − 15 − 2 √ 97. − 3 and classify them as local minimums. 0) . z) = − 6 x4 + 5 x3 − 3 − 50 19 2 3 yx + 3 zx − 95 5 2 3 zx − 3 y − 10 3 zy − 1 z2. The Hessian is −2x2 + 10x − 25 + 3 20 50 3 x− 3 38 95 3 x− 3 at a critical point it is − 4 t2 + 20 t − 3 3 20 50 3 (t) − 3 38 95 3 (t) − 3 The eigenvalues are 2 10 2 0. At this point the Hessian matrix is −12 0 2 The eigenvalues are −4. 0) . y. all these critical points are saddle points. (2. − t2 + t − 6 + 3 3 3 and (t4 − 10t3 + 493t2 − 2340t + 2916). EXERCISES 25 2 6 x 517 + 10 2 3 yx 1 f (x. At this point the Hessian is . 1 23. 0) . local maximums or saddle points. −3. y. 1 2 √ 97. 25 3 20 3 20 3 y + 38 3 z 20 3 x − − 10 3 − 10 3 50 3 38 3 x − − 10 3 −1 3 95 3 (t) − − 10 3 − 10 3 50 3 38 3 (t) − − 10 3 −1 3 95 3 . 2 10 2 − t2 + t − 6 − (t4 − 10t3 + 493t2 − 2340t + 2916).20. (0. 0) . 6 The veriﬁcation that the critical points are of the indicated form is left for you. −3. −3. z) = − 2 x4 + 6x3 − 6x2 + zx2 − 2zx − 2y 2 − 12y − 18 − 3 z 2 . − 1 . 1. −3 and so this point is a saddle point.

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

519 . y) Q In this picture. To solve this problem. y) ≥ 0 and f (x. y) outside of some bounded set. Now consider the following picture. (21. the volume of the little prism which lies above the rectangle Q and the graph of the function would lie between MQ (f ) v (Q) and mQ (f ) v (Q) where MQ (f ) ≡ sup {f (x) : x ∈ Q} . It begins by introducing the basic concepts and applications of the integral. mQ (f ) ≡ inf {f (x) : x ∈ Q} . To begin with consider the problem of ﬁnding the volume under a surface of the form z = f (x. y) where f (x.1 Methods For Double Integrals This chapter is on the Riemann integral for a function of n variables. The proofs of the theorems involved are diﬃcult and are left till the end.The Riemann Integral On Rn 21.1) and v (Q) is deﬁned as the area of Q. y) = 0 for all (x. z = f (x. consider the following picture.

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

. For which functions does there exist a unique number between all the upper and lower sums? This interesting question is discussed in the section on the theory of the Riemann integral. METHODS FOR DOUBLE INTEGRALS comprise the rectangle just as shown in the picture.3) Q = α1 .21. k k→−∞ lim αi = −∞. b] × [c. αl+1 . The symbol. Q∈G called a lower sum. αi < αi . MQ (f ) v (Q) Q∈G is called the upper sum associated with the grid. y) outside some bounded set. This deﬁnition begs a diﬃcult question.2 Let f : R2 → R be a bounded function which equals zero for all (x. the expression. d] . If G is a grid. another grid. this means to take a rectangle from G multiply MQ (f ) deﬁned in (21. For G a grid.2) lim αi = ∞. First consider the question: How can the Riemann integral be computed? Consider the following picture in which f equals zero outside the rectangle [a. 2. Deﬁnition 21. G as described above in the discussion of the volume under a surface.1 For i = 1.1. Deﬁnition 21. mQ (f ) v (Q) . deﬁne a grid on R2 denoted by G or F as the collection of rectangles of the form 2 2 (21.1. let αi k k→∞ ∞ k=−∞ 521 be points on R which satisfy (21.1. v (Q) and sum all these products for every Q ∈ G. α1 k k+1 × αl . Again. it is common to replace the V with A and write this symbol as f dA where A stands for area. is deﬁned similarly. In the case of R2 . k k k+1 For such sequences. With this preparation it is time to give a deﬁnition of the Riemann integral of a function of two variables. F is a reﬁnement of G if every box of G is the union of boxes of F. Then f dV is deﬁned to be the unique number which lies between all upper sums and all lower sums.1) by its area.

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

A careful presentation will be given later. The inside integral yields 2 0 x2 y + yx dy = 2x2 + 2x 1 0 and now the process is completed by doing 1 0 0 2 to what was just obtained. 2] ≡ R. Find R f dV. It is only intended to make things plausible. below the line y = x and to the left of the line x = 4. suppose f is deﬁned on the set.1. f1 (x. What is meant by f dV ? S Deﬁnition 21.1.21. y) if (x. y) = x2 y + yx for (x. y) = x2 y + yx for (x. Thus 1 2 0 R f dV = R 0 x2 y + yx dy dx. Then denote by f1 the function deﬁned by f (x. y) ≡