Kenneth Kuttler April 29, 2004

2

Contents

1 Introduction 11

I

Preliminaries

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

13

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

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

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

4 3.11 Exercises

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

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

II

**Functions Of One Variable
**

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79

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

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

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

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

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

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

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

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

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

III

**Vector Valued Functions
**

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

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

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

CONTENTS

7

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

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

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

8

CONTENTS

IV

**Functions Of More Than One Variable
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409

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

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

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

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

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

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

10

CONTENTS

Introduction

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

11

12

INTRODUCTION

Part I Preliminaries 13 .

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(existence of additive inverse). 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. In general. This section contains a review of the algebraic properties of real numbers. · · ·} and the rational numbers. (commutative law for addition) Axiom 2. (additive identity).1. Q≡ m such that m. 1. as a line extending inﬁnitely far in both directions. deﬁned as the numbers which are the quotient of two integers. 1.1 The Number Line And Algebra Of The Real Numbers To begin with. Axiom 2. there exists −x ∈ R such that x + (−x) = 0. n ∈ Z.3 For each x ∈ R. 0. These properties will not be proved which is why they are called axioms rather than theorems. 15 . the natural numbers.1.The Real Numbers An understanding of the properties of the real numbers is essential in order to understand calculus. n = 0 n are each subsets of R as indicated in the following picture.1 x + y = y + x. Axiom 2. −4 −3 −2 −1 ' 0 1 1/2 2 3 4 E As shown in the picture. axioms are statements which are regarded as true. It is assumed that R has the following algebra properties. · · ·} . 2.2 x + 0 = x. consider the real numbers. denoted by R. Thus the integers are deﬁned as Z ≡ {· · · − 1.1. 2. the notation. By 2 analogy. N ≡ {1. listed here as a collection of assertions called axioms. In this book. you can see where to place all the other rational numbers. 1 is half way between the number 0 and the number. ≡ indicates something is being deﬁned.

(existence of multiplicative inverse). 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. This means there is a natural ambiguity in an expression like 6 − 3 − 4. the so called binary operations of addition and multiplication are associative and so no such confusion will occur. if you see 6 − 3 − 4.6 (xy) z = x (yz) . Axiom 2. Do you mean (6 − 3) − 4 = −1 or 6 − (3 − 4) = 6 − (−1) = 7? It makes a diﬀerence doesn’t it? However. think x y −1 and when you see x − y. (multiplicative identity). In many cases the source of confusion will disappear almost magically. It is conventional to simply do the operations in order of appearance reading from left to right.1.7 1x = x. In the ﬁrst part of the following theorem. 1 There are certainly real and important things which should not be described using mathematics because it has nothing to do with these things.9 x (y + z) = xy + xz. feelings and emotions have nothing to do with math. The signiﬁcance of this is that if you are wondering if a given number is the additive inverse of a given number. Axiom 2. (commutative law for multiplication). For example.1 It is also the deﬁnitions and proofs which make the subject of mathematics intellectually worth while. Thus. In mathematics. 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. there exists x−1 such that xx−1 = 1. Division and subtraction are deﬁned in the usual way by x−y ≡ x+(−y) and x/y ≡ x y −1 .1. In doing algebra. It is assumed that the reader is completely familiar with these axioms in the sense that he or she can do the usual algebraic manipulations taught in high school and junior high algebra courses. . The reason for this is that subtraction and division do not satisfy the associative law.5 xy = yx. you would normally interpret it as the ﬁrst of the above alternatives. (associative law for addition). Axiom 2. given a nonzero number. Thus. all you have to do is to check and see if it acts like one.10 The above axioms imply the following. Proofs and deﬁnitions are very important in mathematics because they are the means by which “truth” is determined.1.(distributive law). think of division as multiplication by the multiplicative inverse as just indicated and think of subtraction as addition of the additive inverse. The multiplicative inverse and additive inverses are unique. something is “true” if it follows from axioms using a correct logical argument. the following theorem is important and follows from the above axioms. Axiom 2. only one number has the property that it is a multiplicative inverse.1. 1. The reasoning which demonstrates this assertion is called a proof. This means that for a given number. only one number has the property that it is an additive inverse and that.1. The axioms listed above are just a careful statement of exactly what is necessary to make the usual algebraic manipulations valid. Take these away and it becomes a gray wasteland ﬁlled with endless tedium and meaningless manipulations. (associative law for multiplication).1. Theorem 2.1. A word of advice regarding division and subtraction is in order here. the claim is made that the additive inverse and the multiplicative inverse are unique.16 THE REAL NUMBERS Axiom 2.8 For each x = 0. Whenever you feel a little confused about an algebraic expression which involves division or subtraction. when you see x/y. Axiom 2. think x + (−y) .4 (x + y) + z = x + (y + z) .

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

x1 . Another thing to keep in mind is that you often use letters to represent numbers. Also. Parentheses are done before anything else. the following is a short review of this topic. This notation will be used whenever there are things which can be added. Recall the notion of something raised to an integer power. you should verify the following. Thus y 2 = y × y and b−3 = b1 3 etc. xm and add them all up. Thus xy 2 = x y 2 and is not equal 2 to (xy) . If you have not seen this. xm be numbers. j=1 Thus this symbol. When you have doubts. Be sure you understand why m+1 m xk = k=1 k=1 xk + xm+1 . the notation requires m+r xj−r = x1 + x2 + · · · + xm j=1+r and so j=1 xj = j=1+r xj−r . As an example of the use of this notation. · · ·. Be very careful of such things since they are a source of mistakes. j=1 xj means to take all the numbers. Since they represent numbers. m xj = x1 + x2 + · · · + xm j=1 while if r is an integer. Summation notation will be used throughout the book whenever it is convenient to do so. Deﬁnition 2. x2 .18 THE REAL NUMBERS This proves 4. m m+r . Division or multiplication is always done before addition or subtraction. Then m xj ≡ x1 + x2 + · · · + xm . As a slight generalization of this notation. you manipulate expressions involving letters in the same manner as you would if they were speciﬁc numbers. there are a few conventions related to the order in which operations are performed. Also recall summation notation. insert parentheses to resolve the ambiguities. Note the use of the j as a generic variable which takes values from 1 up to m. not just numbers. Exponents are always done before multiplication.1. j=k It is also possible to change the variable of summation.1.11 Let x1 . · · ·. and completes the proof of this theorem. Example 2. m xj ≡ xk + · · · + xm .12 6 k=1 m (2k + 1) = 48. x2 . Thus x − y (z + w) = x − [y (z + w)] and is not equal to (x − y) (z + w) .

Show on the number line the eﬀect of multiplying a number by −1. 2 12. In these expressions the variables represent real numbers. When is it true that (x + y) = xn + y n ? 9. Find the error in the following.2 Exercises 1. give a formula for (x + y) . x and y. Then 3 1 + 1 = 2 . Show on the number line the eﬀect of subtracting a positive number from another positive number. Simplify the following expressions using correct algebra. 8. yields 2 = 9. Let x = y = 1. (x2 + y) (x − 1) 2. Find the error in the following argument. Show − (ab) = (−a) b. 2 3 4 7. 1 3 n = 1 x+y = 1 x + 1 y = 13. 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 . Then 1 = 3 − 2 = 3 − (3 − 1) = x − y (x − y) = (x − y) (x − y) = 22 = 4. Now substituting in what these variables equal yields 1 = 1+1. You add these just like they were numbers. y) . 5 = 3. and (x + y) . 6.1. √ 10. Therefore. x (y − x) = (y − x) (y + x) . Let x = 1 and y = 2.2. EXERCISES Example 2. Show on the number line the eﬀect of adding two positive numbers. (x + y) .13 Add the fractions. 2) . 5 = 9. Let x = 3 and y = 1. Add the fractions x x2 −1 + x−1 x+1 . 11. Therefore. 3. Write the ﬁrst expression as (x2x(x−1) and +y)(x−1) y (x2 +y ) the second as (x−1)(x2 +y) .2. Find f (−1. 5. x2 + 1 = x + 1 and so letting x = 2. x x2 +y 19 + y x−1 . . Dividing both sides by (y − x) yields x = x+y. √ Find the error in the following argument. you add them as follows. 2. (a) (b) (c) x2 y+xy 2 +x x x2 y+xy 2 +x xy x3 +2x2 −x−2 x+1 14. 4. Then xy = y 2 and so xy − x2 = y 2 − x2 . Find a formula for (x + y) . Then since these have the same common denominator. Based on what you observe for 8 these. Then cross multiplying. Find the error in the following argument. Consider the expression x + y (x + y) − x (y − x) ≡ f (x. Simplify x2 y 4 z −6 x−2 y −1 z .

and distributive laws hold for the integers. Verify the following formulas.3. Either x is positive. This order can be deﬁned very precisely in terms of a short list of axioms but this will not be done here.3.6 If x < y then x + z < y + z (addition to an inequality).3. Axiom 2. Axiom 2. The expression x > y. Axiom 2. in words. I suggest you plug in some numbers to reassure yourself about these axioms. in words (x is greater than y) means x is to the right of y on the number line. Axiom 2.5 If x < y and y < z then x < z (Transitive law).4 For a given real number x. Axiom 2.3. x Now let x = 2 and y = 2 to obtain 3=4 THE REAL NUMBERS 17. xy + y = y + y = 2y.3. Find the error in the following. Axiom 2.10 If x < y then xz < yz if z > 0. properties which should be familiar are listed here as axioms.9 If x < 0 then x−1 < 0. one and only one of the following alternatives holds. If you examine the number line. x = 0. or −x is positive. things assumed to be true. x < y. Axiom 2. 2. commutative. (multiplication of an inequality by a positive number). Show the rational numbers satisfy the ﬁeld axioms. x ≥ y if either x > y or x = y. x ≤ y if either x = y or x < y. the following should be fairly reasonable and are listed as axioms. Axiom 2. then xy ≥ 0.3.2 The sum of two positive real numbers is positive.3.3. is positive if x > 0. (x is less than y) means y lies to the right of x on the number line.3. Deﬁnition 2.3 Order The real numbers also have an order deﬁned on them.11 If x < y and z < 0.1 The expression. .7 If x ≤ 0 and y ≤ 0.20 15. A number.3 The product of two positive real numbers is positive. x. then xz > zy (multiplication of an inequality by a negative number).3. Axiom 2.8 If x > 0 then x−1 > 0.3. Axiom 2. Instead. You may assume the associative. (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.

4. A or B. 8} . such that x > 2.14 Solve the inequality 2x + 4 ≤ x − 8 Subtract 2x from both sides to yield 4 ≤ −x−8. 3. For example {1. 8} means 9 is not an element of {1. If this is to hold.12 Each of the above holds with > and < replaced by ≥ and ≤ respectively except for 2. 7. 9 ∈ {1.3.3.9 in which it is also necessary to stipulate that x = 0.3. Be sure you understand that something which is in both A and B is in the union. Thus {1. Note that trichotomy could be stated by saying x ≤ y or y ≤ x. The union of two sets is the set consisting of everything which is contained in at least one of the sets. 8} ⊆ {1. . Next add 8 to both sides to get 12 ≤ −x. x2 + 2x + 4 = 2 (x + 1) + 3 ≥ 0 for all x.3. For example you could specify a set as all integers larger than 2. 3. However. Axiom 2. 3. 8} = {3. For example. In general. 2. 2. / Sometimes a rule speciﬁes a set. 8} ∪ {3. 8} = {1. In general A ∪ B ≡ {x : x ∈ A or x ∈ B} . 4. or x > y (trichotomy). involves set notation. 8} is a subset of {1.13 For any x and y. To indicate that 3 is an element of {1. Either x = y. 4. 3. A ∩ B ≡ {x : x ∈ A and x ∈ B} . 2. 8}. Then multiply both sides by (−1) to obtain x ≤ −12. x < y. 3. 8} would be a set consisting of the elements 1. 3. 8} because 3 and 8 are those elements the two sets have in common. 7. 8} because these numbers are those which are in at least one of the two sets. 8} . 8} . 4. Alternatively. To simplify the way such things are written. 8} ∩ {3. The ﬁrst case yields x + 1 ≥ 0 and 2x − 3 ≥ 0 so x ≥ −1 and x ≥ 2 3 yielding x ≥ 2 . {1. A and B consists of everything which is in both of the sets. 8} . and 8. Then subtract 4 from both sides to obtain x ≤ −12. 3. {1. 7.3. 2. then A is a subset of B. 2. 5.2. The second case yields x + 1 ≤ 0 and 2x − 3 ≤ 0 which implies x ≤ −1 and x ≤ 3 . 3.2. This would be written as S = {x ∈ Z : x > 2} . subtract x from both sides to get x + 4 ≤ −8. The same statement about the two sets may also be written as {1.3. in symbols. 2. 3. 2. 3. x + 1 and 2x − 3 are nonnegative or they 3 are both nonpositive. ORDER 21 Axiom 2.3. Example 2. the solution to this inequality is x ≤ −1 or x ≥ 3 .3. 3. 2. 2. 2. The intersection of two sets. 5.3. This notation says: the set of all integers. If A and B are sets with the property that every element of A is an element of B. it is customary to write 3 ∈ {1. {1.1 Set Notation A set is just a collection of things called elements. It is not an exclusive or. 8} .8 and 2. 2. 3. 2 2 Example 2. Therefore. 2. 4. 2. 2.3. This is described next. either both of the factors. 4. exactly one of the following must hold. As an example of the union of two sets. 5. the solution to this problem is all x ∈ R. 2.15 Solve the inequality (x + 1) (2x − 3) ≥ 0. Example 2. 8} ⊇ {1. x. 3. Therefore.16 Solve the inequality (x) (x + 2) ≥ −4 Here the problem is to ﬁnd x such that x2 + 2x + 4 ≥ 0. 3.

In general. 1) . Thus ∅ is deﬁned as the set which has no elements in it. 3 3. the answer is (−1. This is just everything not included in the above problem. The reason they say this is that if it were not so. In terms of set notation Example 2. Therefore. 1) . These sorts of sets of real numbers are called intervals. all that was necessary to do was to look at the two factors. a and b are called endpoints of the interval. such that ∅ has something in it which is not in A. Mathematicians like to say the empty set is a subset of every set. (a. −1 ∪ (2. Written as −1 . Solve x+1 2x−2 < 0. (x + 1) and (2x − 2) and determine where these equal zero. there would have to exist a set. x+1 Note that 2x−2 is positive if x > 1. However. 2 . [a. x. or else 3 3x + 1 ≥ 0 and x − 2 ≤ 0 so x ≥ −1 and x ≤ 2. Example 2. a situation which never occurs. If A and B are two sets. A special set which needs to be given a name is the empty set also called the null set. a] means the set of all real numbers which are less than or equal to a.3. 2 3 2 was the answer. Therefore. such that a ≤ x ≤ b and [a. Solve (3x + 1) (x − 2) ≤ 0. / Set notation is used whenever convenient. −1] ∪ [ 3 . b) consists of the set of real numbers.22 THE REAL NUMBERS When with real numbers. 2. Thus the answer would be −∞. Thus A \ B ≡ {x ∈ A : x ∈ B} . A. This was worked earlier and x ≤ −1 or x ≥ this is denoted by (−∞. b) are deﬁned by analogy to what was just explained. Thus either 3x + 1 ≤ 0 and x − 2 ≥ 0 in which case x ≤ −1 and x ≥ 2.18 Solve the inequality (x + 1) (2x − 3) ≥ 0. −12]. The reason that there will always be a curved parenthesis next to ∞ or −∞ is that these are not real numbers. Other intervals such as (−∞. ∞) means the set of all numbers. The two points. negative if x ∈ (−1. ∅ has nothing in it and so the least intellectual discomfort is achieved by saying ∅ ⊆ A. 2. 3 3 1. x such that a < x < b and (a.19 Solve the inequality (x) (x + 2) ≥ −4 Recall this inequality was true for any value of x.17 Solve the inequality 2x + 4 ≤ x − 8 This was worked earlier and x ≤ −12 was the answer. It is written as R or (−∞. To illustrate the use of this notation consider the same three examples of inequalities.3. . b] indicates the set of numbers.4 Exercises With Answers This happens when the two factors have diﬀerent signs. x such that x ≥ a and (−∞. A \ B denotes the set of things which are in A but not in B. the curved parenthesis indicates the end point it sits next to is not included while the square parenthesis indicates this end point is included.3. b] denotes the set of real numbers. and nonnegative if x ≤ −1. This is written as (−∞. Solve (3x + 1) (x − 2) > 0. To identify the interesting intervals. they cannot be included in any set of real numbers. ∞) . denoted by ∅. [a. b) denotes the set of real numbers such that a ≤ x < b. ∞) . Example 2. x such that a < x ≤ b. ∞).

Solve (x − 1) (2x + 1) > 2.6. Solve (3x + 2) (x − 3) ≤ 0.6. To describe this algebraically.5 Exercises 1. Solve 11. Solve 3x−4 x2 +2x+2 3x+9 x2 +2x+1 x2 +2x+1 3x+7 2 ≥ 0.6 The Absolute Value A fundamental idea is the absolute value of a number. Therefore.1 |x| ≡ x if x ≥ 0. this equals zero. Thus |x| can be thought of as the distance between x and 0. Deﬁnition 2. x+3 5. 8. 2. Solve (x − 1) (2x + 1) ≤ 2. 7. 6. For x ∈ (−2. Solve x2 − 2x ≤ 0.2. EXERCISES 4. On something like this. 3]. Solve (3x + 2) (x − 3) > 0. 3) the expression is positive and it is negative if x > 3 or if x < −2. Theorem 2.2 |xy| = |x| |y| . 2 x2 + 2x + 1 (x + 1) When x = 3 or x = −2. . subtract 1 from both sides to get 6 + x − x2 (3 − x) (2 + x) = . ≥ 1. −x if x < 0. 2. It may be useful to think of this function in terms of its graph if you recall the notion of the graph of a function. Solve x+2 3x−2 < 0. Solve 3x+7 x2 +2x+1 23 ≥ 1. the answer is [−2. y d d d d d x The following is a fundamental theorem about the absolute value. 3. Solve (x + 2) (x − 2) ≤ 0. 4. 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. < 1. This is important because the absolute value deﬁnes distance on R.5. 9. Solve x+1 < 1. Solve 10.

the conclusion follows from (2. Proof: By Theorem 2. ||x| − |y|| ≤ |x − y| because if |x| − |y| ≥ 0. Example 2. Now note that if 0 ≤ a ≤ b then 0 ≤ a2 ≤ ab ≤ b2 and that if a. This theorem is the basis for the following fundamental result which is of major importance in calculus. in this case the result of the theorem is veriﬁed. |3 + (−2)| = |1| = 1 while |3| + |(−2)| = 3 + 2 = 5.1) 2 . Theorem 2. then |xy| = xy because in this case xy ≥ 0 while |x| |y| = (−x) (−y) = (−1) x (−1) y = (−1) (−1) xy = xy. |x + y| ≤ |x| + |y| .24 THE REAL NUMBERS Proof: If both x.2. Consider the following. This proves the theorem.) Applying this observation to the above inequality.1) while if |x| − |y| ≤ 0. 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| . y ≥ 0 and x ≤ 0 while y ≥ 0. Therefore. b ≥ 0 then if a2 ≤ b2 it follows that b2 ≥ ba ≥ a2 and so b ≥ a (see the above axioms. Note there is an inequality involved. This veriﬁes the ﬁrst of these inequalities. both x.2) (2. |x + y| ≤ |x| + |y| . To obtain the second one.6.6. ||x| − |y|| ≤ |x − y| . 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|) .4 Solve the equation |x − 1| = 2 (2.2). Therefore. then the conclusion follows from (2. Either of these inequalities may be called the triangle inequality. You should verify the other cases. Multiply by a−1 if a = 0. You observe that 5 > 1 and so it is important to remember that the triangle inequality is an inequality.6.3 The following inequalities hold.

the desired inequality will hold.5 Solve the inequality |2x − 1| < 2 From the number line. −2 < 2x − 1 < 2 and so −1/2 < x < 3/2. Example 2. |x + 1| = x + 1 when x > −1 and |x + 1| = −1 − x when x ≤ −1. You can see these values of x do not solve the inequality. Thus the solution is x > 3/2 or x < 3 −1/2. 1 .8 Solve |x + 1| ≤ |2x − 2| In order to keep track of what is happening. In other words. for such x. Example 2. then ||x| − |2|| < 1 and so |x| < 3. x + 1 = 2 − 2x in which case x = 1/3. there are two solutions to this problem. Checking examples. y = |x + 1| and y = |2x − 2| on the same set of coordinate axes.6. Note that some of this is arbitrary.6 Solve the inequality |2x − 1| > 2. 2 . ∞ ∪ −∞. Example 2. then ||x| − 2| < 3 and so |x| < 5. The result is 10 8 6 4 2 -4 -2 0 2 4 Equality holds exactly when x = 3 or x = 1 as in the preceding example. Therefore. Therefore. if |x − 2| < 1. 1 ] ∪ [3. For example 3 x = 1 does not work. it is not hard to draw its graph. Therefore. For example.6. Therefore. 3 Example 2. −1/2 < x and x < 3/2. Therefore. 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. − 1 . you see the ﬁrst of the two cases is the one which holds. 3 must be excluded. x = 3 or x = −1.2. Similar reasoning obtains (−∞. then x2 − 4 < 1/10. 1 ]. [3.6. This is not a hard job.6. ∞). 2 Example 2. This happens if 2x − 1 > 2 or if 2x − 1 < −2. x2 − 4 = |x + 2| |x − 2| ≤ (|x| + 2) |x − 2| ≤ 5 |x − 2| . Therefore. 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. it is a very good idea to graph the two relations. 1 Therefore. Consider x 3 between 1 and 3. δ. such that if |x − 2| < δ. ∞) is included.7 Solve |x + 1| = |2x − 2| There are two ways this can happen. Therefore. THE ABSOLUTE VALUE 25 This will be true when x − 1 = 2 or when x − 1 = −2.6.9 Obtain a number. If |x − 2| < 1. It could be the case that x + 1 = 2x − 2 in which case x = 3 or alternatively. if |x − 2| < 50 . if |x − 2| < 3. It follows the solution set 3 to this inequality is (−∞.6. Similar considerations apply to the other relation. x2 − 4 = |x + 2| |x − 2| ≤ (|x| + 2) |x − 2| ≤ 7 |x − 2| .

Suppose 0 < a < b.6. 11. √ 15. Describe the set of numbers. then | x − 2| < 1/10. Suppose |x − 8| < 2. Solve |x + 2| ≤ 8 + |2x − 4| . x2 − 1 < 3 |x − 1| . Now if |x − 1| < 1. Obtain a number. δ > 0. 5. Obtain a number. 8. then | x − 1| < ε. δ > 0. then x2 − 1 < 1/10. ε Now let δ = min 1. In particular. x2 − 1 < 3 |x − 1| < 3 ε = ε. Give your answer in terms of intervals on the real line.26 THE REAL NUMBERS 1 and so it would also suﬃce to take |x − 2| < 70 . 3 . such that if |x − 1| < δ. 13. then x2 − 1 < ε. 1 ε and 3 . 3.7 Exercises 1. . Tell when equality holds in the triangle inequality. Hint: This δ will depend in some way on ε. such that if |x − 1| < δ. Obtain a number. show that if x ≤ z and y < 0 then xy ≥ yz. 3 2. note x2 − 1 = |x − 1| |x + 1| ≤ (|x| + 1) |x − 1| . Solve x+3 2x+1 x+2 3x+1 > 1. Show a−1 > b−1 .10 Suppose ε > 0 is a given positive number. it follows |x| < 2 and so for |x − 1| < 1. not the question of ﬁnding a particular such number. Solve (x + 1) (2x − 2) x ≥ 0. a 16. Solve 9. There are inﬁnitely many which will work because if you have found one. Verify the axioms for order listed above are reasonable by consideration of the number line. such that if |x − 1| < δ. This notation means to take the minimum of the two numbers. You need to tell how. Show that if |x − 6| < 1. Then if |x − 1| < δ. 4. such that if |x − 4| < δ. Solve |x + 1| = |2x − 3| . Obtain a number. δ > 0. First of all. How large can |x − 5| be? 14. > 2. The example is about the existence of a number which has a certain property. Example 2. Solve |3x + 1| < 8. Suppose ε > 0 is√ given positive number. Solve |x + 2| < |3x − 3| . 12. 7. 2. 10. a such that there is no solution to |x + 1| = 4 − |x + a| . then |x| < 7. δ > 0. then any which is smaller will also work. 6.

8. a ∈ T. 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 .8. ∞) ∩ Z) \ S = T which contradicts the choice of b as the smallest element of T. This is called the induction hypothesis. · · ·} is well ordered. 2.) Since a contradiction is obtained by assuming T = ∅. if n = 1 then the formula is true.3 (Mathematical induction) A set S ⊆ Z. The above axiom implies the principle of mathematical induction. Proof: Let T ≡ ([a. ∞) ∩ Z is also in S. (b − 1 is smaller. denoted as b.8. Example 2. Then n+1 n k2 = k=1 k=1 k 2 + (n + 1) 2 = n (n + 1) (2n + 1) 2 + (n + 1) . / b − 1 ∈ ([a. n (n + 1) (2n + 1) 2 + (n + 1) . having the property that a ∈ S and n + 1 ∈ S whenever n ∈ S contains all integers x ∈ Z such that x ≥ a. then b − 1 + 1 = b ∈ S by the assumed property of S. it must be the case that T = ∅ and this says that everything in [a. Mathematical induction is a very useful devise for proving theorems about the integers. Theorem 2. Suppose this formula is valid for some n ≥ 1 where n is an integer.1 A set is well ordered if every nonempty subset S. Thus T consists of all integers larger than or equal to a which are not in S.8 Well Ordering Principle And Archimedian Property Deﬁnition 2. If T = ∅ then by the well ordering principle. The theorem will be proved if T = ∅. WELL ORDERING PRINCIPLE AND ARCHIMEDIAN PROPERTY 27 2. 6 By inspection. The sum yields 1 and so does the formula on the right. Axiom 2.4 Prove by induction that n k=1 k2 = n(n+1)(2n+1) . b − 1 ≥ a and / b − 1 ∈ S because if b ∈ S. contains a smallest element z having the property that z ≤ x for all x ∈ S. Now simplify the expression in the second line. ∞) ∩ Z) \ S.8.2.8. there would have to exist a smallest element of T.2 Any set of integers larger than a given number is well ordered. It must be the case that b > a since by deﬁnition. 6 The step going from the ﬁrst to the second line is based on the assumption that the formula is true for n. the natural numbers deﬁned as N ≡ {1. In particular. Therefore. Then the integer.

If x < 1 then x2 < x contradicting the assertion that x is the smallest natural number. Just look at the number line. n+1 THE REAL NUMBERS k2 = k=1 (n + 1) (n + 2) (2n + 3) 6 (n + 1) ((n + 1) + 1) (2 (n + 1) + 1) . 2 . This proves the inequality. Proof: Let x be the smallest positive integer.8. Axiom 2. Suppose < = 1 2n + 1 √ 2n + 1 2n + 2 √ 2n + 1 . y. Then there exists an integer. Then 1 3 2n − 1 2n + 1 · ··· · 2 4 2n 2n + 2 < 1 √ 3 which is obviously true. In doing an inductive proof of this sort. If S is the set of integers at least as large as 1 for which the formula holds.8.28 Therefore. 1 is the smallest natural number. This Archimedian property is quite important because it shows every real number is smaller than some integer. ∞) ∩ Z. 6 = showing the formula holds for n + 1 whenever it holds for n. such that x < l < y. satisfying x < y < x + 1 since otherwise. there is no integer y satisfying x < y < x + 1. you could subtract x and conclude 0 < y − x < 1 for some integer y − x. 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. This shows there is no integer.8. Deﬁnition 2. the set.8 Suppose x < y and y − x > 1. 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. It also can be used to verify a very important property of the rational numbers. One just veriﬁes the steps above. and a > 0.5 Show that for all n ∈ N. Lets review the process just used. x = 1 but this can be proved. Not surprisingly. 1 2 · 3 4 ··· 1 2 2n−1 2n < √ 1 . Theorem 2. Therefore.6 The Archimedian property states that whenever x ∈ R. 2n+1 If n = 1 this reduces to the statement that then that the inequality holds for n.8. Example 2. If x is an integer. This is not hard to believe.7 R has the Archimedian property. all positive integers. the ﬁrst step was to show 1 ∈ S and then that whenever n ∈ S. l ∈ Z. the theorem has been proved for all m ≥ a. This proves the formula by mathematical induction. S is normally not mentioned. by the principle of mathematical induction. 2n + 2 1 The theorem will be proved if this last expression is less than √2n+3 . Therefore. it follows n + 1 ∈ S. there exists n ∈ N such that na > x. S contains [1. When this has been done.

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

prove it is valid by induction. Now consider the numbers which are of the form 2k where k ∈ Z and m ∈ N. 2 4 6. 1) . Therefore. 5. (a + kd) and then prove your . B. i = 1. The case that r1 > r2 cannot occur either by similar reasoning. If r = 0. This theorem is called the Euclidean algorithm when a and b are integers. E. Then pa ≤ b because p + 1 is the smallest in S. In doing this. and F such that things work out right. Thus r1 = r2 and it follows that p1 = p2 . Using the number m line. 1) . show by induction that 9. Find a formula for result by induction. √ n 1 7. Prove by induction that n k=1 n k=1 r ark = a r r−1 − a r−1 .8. When you get your answer. 8. 2 n k=1 10. 2. k=1 √k > n. Show there is no smallest number in (0. Prove by induction that whenever n ≥ 2. both work and r2 > r1 . Derive a formula for n 4 5 4 3 k=1 k in the following way.30 THE REAL NUMBERS Proof: Let S ≡ {n ∈ N : an > b} . Let a and d be real numbers.9 Exercises 1. suppose pi and ri . 4. 3. Then a little algebra shows r2 − r1 p1 − p2 = ∈ (0. The Archimedian property implies the rational numbers are dense in R. Recall (0. Therefore. If r ≥ a then b − pa ≥ a and so b ≥ (p + 1) a contradicting p + 1 ∈ S. 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. D. C. 1) means the real numbers which are strictly larger than 0 and smaller than 1. Prove by induction that n k=1 1 k 3 = 4 n4 + 1 n3 + 1 n2 . By the Archimedian property this set is nonempty. r < a as desired. Look for a formula in the form An + Bn + Cn + 2 Dn + En + F. To verify uniqueness of p and r. a Thus p1 − p2 is an integer between 0 and 1. Then try to ﬁnd the constants A. show (n + 1) = A (n + 1) + B (n + 1) + C (n + 1) + D (n + 1) + E (n + 1) + F −An5 + Bn4 + Cn3 + Dn2 + En + F and so some progress can be made by matching the coeﬃcients. Let p + 1 be the smallest element of S. contradicting Theorem 2. r ≡ b − pa ≥ 0. 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. demonstrate that the numbers of this form are also dense in R. 2. 2. Show there is no smallest number in Q ∩ (0. 1) . n+1 4 5 4 3 2 k= n(n+1) .8.

EXERCISES 11. In an ordinary annuity.000 with the ﬁrst monthly payment at the end of the ﬁrst month. The second sits in the bank for n − 2 payment n−2 periods so it grows to P (1 + r) . what should the monthly payments be? Hint: The rate per payment period is . Hint: The ﬁrst payment sits in the bank for n − 1 payment periods and so n−1 this payment becomes P (1 + r) . n n 2 A= k=1 P (1 + r) −k . Each accrue interest at the rate of r per payment period. . 13. 360 for a thirty year loan. These terms need a little explanation. 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) . suppose you start with P and it sits in the bank for n payment periods.07/12. 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. and you started with $100 then the amount at the end of one month would equal 100 (1 + r) = 100 + 100r. 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) . 14. (When a bank says they oﬀer 6% compounded monthly. Clearly a payment made 10 years from now can’t be considered as valuable to the bank as one made today. This is because the one made today could be invested by the bank and having accrued interest for 10 years would be far larger. n is pretty large. That is. This is called the present value of an ordinary annuity. you make payments. In this the second term is the interest and the ﬁrst is called the principal. Using Problem 11. So what is a payment made at the end of k payment periods worth today assuming money is worth r per payment period? Shouldn’t it be the amount. Using Problem 11. See the formula you got in Problem 13 and solve for P. It follows the amount of the loan should equal the sum of these “discounted payments”.9. then a − arn . n k=1 n 31 ark−1 . letting A be the amount of the loan. 1−r ark−1 = k=1 12. Typically.2. Then at the end of the nth payment period. P at the end of each payment period. the rate per payment period equals . ﬁnd a formula for the right side of the above formula. Suppose the available interest rate is 7% per year and you want to take a loan for $100. is worth −k P (1 + r) to the bank right now. Prove by induction that if r = 1. You put money in the bank and it accrues interest at the rate of r per payment period. This problem is a continuation of Problem 11.06/12. you n would have P (1 + r) in the bank. In general. If the payment period is one month. the amount you would have at the end of n months would be 100 (1 + r) . If you want to pay oﬀ the loan in 20 years. the ﬁrst payment at the end of the ﬁrst payment period. Now you have 100 (1 + r) in the bank. Thus this payment of P at the end of n payment periods.) In general. Thus there are n payments in all. Consider the geometric series. etc. this means r. Now suppose you want to buy a house by making n equal monthly payments.

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

8. p which has the property that p divides both m and n and also if q divides both m and n. Now suppose the theorem that all horses are the same color is true for n horses and consider n + 1 horses.10. Deﬁnition 2. Theorem 2. Is there something wrong with this argument? 2. However. a divides the number. Then the smallest number in S is the greatest common divisor. That is there is zero remainder.10. called p = x0 m + y0 n. A prime number is one which has the property that the only numbers which divide it are itself and 1. Similarly p|n. there is a smallest element of S. The greatest common divisor of two positive integers.2.10. n) . then by Theorem 2. Thus m = (x0 m + y0 n) q + r and so. there exists integers. By well ordering. All horses are the same color. . This proves the theorem.1 The number. Now suppose q divides both m and n. Then since the only factors of p are 1 and p it follows(p. x and y.3 If p is a prime and p|ab then either p|a or p|b. r = m (1 − x0 ) + (−y0 q) n ∈ S. Theorem 2. n be two positive integers and deﬁne S ≡ {xm + yn ∈ N : x. If p does not divide m. Put the horse which was removed back in and take out another horse. y ∈ Z } . then q divides p. x and y such that 1 = ax + yp. this is a contradiction because p was the smallest element of S.11. DIVISIBILITY AND THE FUNDAMENTAL THEOREM OF ARITHMETIC 33 25. The remaining n horses are the same color by the induction hypothesis. Proof: Suppose p does not divide a. Either p divides m or it does not. Two integers are relatively prime if their greatest common divisor is one. Proof: First note that both m and n are in S so it is a nonempty set of positive integers. However. it is good general knowledge and so is included. m. all n + 1 horses are the same color as the n − 1 horses which didn’t get moved. Here is the proof by induction.2 Let m.8. b if in Theorem 2. n) . read a divides b and a is called a factor of b. m = pq + r where 0 < r < p. p = mx0 + ny0 = x0 qx + y0 qy = q (x0 x + y0 y) showing q|p. The following deﬁnition describes what is meant by a prime number and also what is meant by the word “divides”. Therefore.11.10. p = (m. The notation for this is a|b. denoted by (m. a) = 1 and therefore. r = 0. Therefore. Remove one of the horses and use the induction hypothesis to conclude the remaining n horses are all the same color. Thus p|m.10 Divisibility And The Fundamental Theorem Of Arithmetic It is not necessary to read this section in order to do calculus. solving for r. Therefore. n is that number. Then m = qx and n = qy for integers. A single horse is the same color as himself.

Theorem 2.34 Multiplying this equation by b yields b = abx + ybp. In particular the prime factorization exists for the prime number 2. It remains to argue the prime factorization is unique except for order of the factors. an pn + an−1 pn−1 q + · · · + a1 pq n−1 + a0 q n = 0. Then by Theorem 2. it follows that n − 1 = m − 1 and the prime numbers. Then dividing both sides by p1 = q1 . Substituting into the equation. Reordering if necessary it can be assumed that qj = q1 . q) = 1. Since these are prime numbers this requires p1 = q1 . the fraction q may be reduced to lowest terms such that (p. Hence pi = qi for all i because it was already argued that p1 = q1 . proving the theorem. this prime factorization is unique except for the order of the factors. On the other hand. there is no way to reorder the qk such that m = n and pi = qi for all i.10. these are of the form factor of a0 . Proof: If a equals a prime number. each has a prime factorization. If n is a prime. q2 . Then if the equation has any rational solutions.4 (Fundamental theorem of arithmetic) Let a ∈ N\ {1}. the prime factorization clearly exists.10. if n is not a prime. ± factor of an Proof: Let p be a rational solution. Furthermore. . Suppose n m n pi = i=1 j=1 qj where the pi and qj are all prime. Since n + m was as small as possible for the theorem to fail. The next theorem is a very nice high school theorem which characterizes all possible rational roots for polynomials having integer coeﬃcients. · · ·.10. qm can be reordered in such a way that pk = qk for all k = 2. ab = pz for some integer z. and this results in a contradiction. n. Therefore. Since p|ab. Thus so does n. and n + m is the smallest positive integer such that this happens. b = abx + ybp = pzx + ybp = p (xz + yb) and this shows p divides b. then there exist two integers k and m such that n = km where each of k and m are less than n. q) if necessary. Therefore.5 (rational root theorem) Let an xn + · · · + a1 x + a0 = 0 where each ai is an integer and an = 0. · · ·. Assume this theorem is true for all a ≤ n − 1.3. Dividing p and q by (p. each of these is no larger than n − 1 and consequently. n−1 m−1 pi+1 = i=1 j=1 qj+1 . THE REAL NUMBERS Theorem 2. then it has a prime factorization. Then a = i=1 pi where pi are all prime numbers. p1 |qj for some j.

Then this number can’t be prime because it is larger than every prime number. p|a0 and this proves the theorem. y. 3 7. Therefore. Since [a. b] must divide ab. {p1 . then all the numbers dividing it other than 1 fail to divide am for all m < n. Either an is prime or it is not. b] is a common multiple of a and b. b] = ab/ (a.6 An irrational number is one which is not rational. from Theorem 2. This means they are not rational. 2. pn } and then considered the number p1 · · · pn + 1 consisting of the product of all the primes plus 1. √ 2 must be irrational. then an and am are relatively prime. [a. Then verify these numbers are irrational. Using the fact that 2 is irrational. Here is how you might proceed.11. some prime number. Similarly. If not. Let an = 22 + 1 for n = 1.11 Exercises √ √ √ 1. Hint: Show [a. This argument about inﬁnitely many primes is due to Polya.3 q|an because it does not divide pn due to the fact that pn and q have no prime factors in common. they have a greatest common divisor which may be written as ax + by + cz for some integers x. 2. z. 2(2 ) + 1 are 3 He n lived about 300 B. ab = [a.2. pn ) = 1 and so by Theorem 2. Therefore. Show that if {a. a0 q n = − an pn + · · · + a1 pq n−1 and so p|a0 q n but (p. (q. b. If a. · · ·. pk from the above list must divide it. Therefore. argue that q must divide both a and b. 4. b) . 6.10. b] q + r where 0 < r < [a. 5 5 are all irrational numbers. √ √ 2. By Theorem 2. Euclid3 showed there were inﬁnitely many prime numbers using a very simple argument. show 7 6. b] will denote their least common multiple.10. [a. However. n It gives more information than the argument of Euclid.10. If it is not. Now obtain a terrible contradiction. Then verify r is a common multiple of a and b contradicting that [a. You ﬁll in the details. 3. He assumed there were only ﬁnitely many. 5. Show that if n = m. . Now what is the largest such q? This would yield the smallest ab/q. Show [a.5. b] = ab/q for some q an integer. Explain why this shows there must be inﬁnitely many primes. Hence r = 0. q must divide the left side also. Using Theorem 2. √ √ 2 is irrational 2 is the solution of the equation x2 − 2 = 0. q n ) = 1. b] is the least common multiple. Example 2.10.10. b] . · · ·. However. The numbers. c} are three positive integers.3 again. This is the smallest number which has both a and b as factors. (not rational) show that numbers of the form r 2 where r ∈ Q are dense in R.5. Show if it exists. the only possible rational roots to this equation are ±2 and ±1 and none of these work. EXERCISES Hence an pn = − an−1 pn−1 q + · · · + a0 q n 35 and q divides the right side of the equation and therefore.C. b are integers.

If (x. (2. the number is not prime5 . Then letting m = n + r. algebra. E2 + aE1 = f2 + af1 .explain why pk2 = am = 22 n 2r + 1 = (pk1 − 1) 2r +1 = p (integer) + 2. 297. (2. p (integer) = 2. (2.12 Systems Of Equations Sometimes it is necessary to solve systems of equations.6). When numbers of this form are prime. Thus the solution is y = 2. you should see the book by Chahal.3) are of the form E1 = f1 . (x. p = 1.36 THE REAL NUMBERS prime numbers for several values of n but Euler4 showed that when n = 5. it follows from the other equation that x + 2 = 7 and so x = 5.5) then it solves the ﬁrst equation in (2. .3) The set of ordered pairs. it satisﬁes aE1 = af1 and so. At this time it is unknown whether there are inﬁnitely many Fermat primes. x and y solve the above system if and only if x and y solve the system −3y=−6 x + y = 7. That is there is no analog to pythagorean triples with higher exponents than 2. y) solves (2. 2) = (x. E2 = f2 (2. 294 . For example the problem could be to ﬁnd x and y such that x + y = 7 and 2x − y = 8. 2x − y + (−2) (x + y) = 8 + (−2) (7). analysis. Also. you can see that (5. For example. His memory was prodigious and he could do unbelievable feats of computation in his head. y) is a solution to the above system. y) which solve both equations is called the solution set.4) The second equation was replaced by −2 times the ﬁrst equation added to the second. Consequently. note that the solution set does not change if any equation is replaced by a non zero multiple of itself. 5 The number in this case is 4. This was ﬁnally proved in the 1990’s by Andrew Wiles. y) 4 Leonhard Euler.5) has the same solution set as E1 = f1 . He made major contributions to number theory. His collected papers take up more shelf space than a typical encyclopedia. He is generally regarded as the founder of number theory. Hint: To verify an and am are relatively prime for m > n. What does this say about p? How does pk1 = 22 + 1 yield a contradiction? n 2. It also does not change if one equation is replaced by itself added to a multiple of the other equation. For example. His most famous conjecture was that there is no solution to the equation xn + y n = z n if n ≥ 3. from −3y = −6 and now. For more information on these matters. 967 . they are called Fermat6 primes. The claim is that if a is a number. He had 13 children. mechanics.5) where E1 and E2 are expressions involving the variables.suppose they are not and that for some number. [4]. To solve this. and diﬀerential equations. then (2. He was the most proliﬁc mathematician ever to live. born in Switzerland. knowing y = 2.6) Why is this? If (x. He and Lagrange invented the branch of mathematics known as calculus of variations. 6 Fermat lived from 1601 to 1665. an = pk1 while am = pk2 . 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. since it also solves E2 = f2 it must solve the second equation in (2.6). lived from 1707 to 1783.

.9) At this point. E2 = f2 and it follows (x. you can tell what the solution is. In this case. It is still the case that when one equation is replaced with a multiple of another one added to itself. Therefore. This yields x=1 y=6 . Of course the same reasoning applies with no change if there are many more variables than two and many more equations than two. Here is another example. y) is a solution of the second equation in (2. the system x + 3y + 6z = 25 y + 2z = 8 2y + 5z = 19 (2. This yields x = 11. SYSTEMS OF EQUATIONS 37 solves (2. z=3 a system which has the same solution set as the original system. In (2. The other thing which does not change the solution set of a system of equations consists of listing the equations in a diﬀerent order.5). x + 3y + 6z = 25 2x + 7y + 14z = 58 2y + 5z = 19 (2. More precisely. Also aE1 = af1 and it is given that the second equation of (2. the solution set of the whole system does not change. replace the third equation with (−2) times the second added to the third. This shows the solutions to (2.12. Now using this in the top equation yields x + 6 + 18 = 25 and so x = 1.1 Find the solutions to the system. This yields. Example 2. For example.8) Now take (−2) times the second and add to the third.12.6) then it solves the ﬁrst equation of (2. This yields the system x + 3y + 6z = 25 y + 2z = 8 z=3 (2.6) is veriﬁed. Add (−2) times the bottom equation to the middle and then add (−6) times the bottom to the top. This process is not really much diﬀerent from what you have always done in solving a single equation. it follows y + 6 = 8 and so y = 2. suppose you wanted to solve 2x + 5 = 3x − 6. 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.2.9) you could have continued as follows.5).5) and (2.6) are exactly the same which means they have the same solution set. z = 3. Then using this in the second equation. you would add −2x to both sides and then add 6 to both sides.7) To solve this system replace the second equation by (−2) times the ﬁrst equation added to the second. 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.

take (−3) times the ﬁrst row and add this to 2 times the last row and replace the last row with this. 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. You get the idea I hope. Example 2. 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 ﬁrst step in solving (2.9). or replacing a row by a multiple of another row added to it. combining some row operations. and then take (−1) times the ﬁrst row and add to the second. a y column. Each of these operations leaves the solution set unchanged.7) would be to take (−2) times the ﬁrst row of the augmented matrix above and add it to the second row.12. 2 4 −3 −1 0 0 1 1 . 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. Then multiply the ﬁrst row by 1/5. This yields. 1 3 6 25 0 1 2 8 0 0 1 3 which is the same as (2.2 Give the complete solution to the system of equations.8). 1 3 6 25 0 1 2 8 . Thus the top row in the augmented matrix corresponds to the equation.7) as the following “augmented matrix” 1 3 6 25 2 7 14 58 . the ﬁrst row by 5. Now when you replace an equation with a multiple of another equation added to itself. 0 0 1 21 . 5x+10y−7z = −2. 2 . It is easier to write the system (2. 2x + 4y − 3z = −1. These operations are called row operations. multiplying a row by a non zero number. and 3x + 6y + 5z = 9. This yields 2 4 −3 −1 0 0 1 1 3 6 5 9 Now.38 THE REAL NUMBERS It is foolish to write the variables every time you do these operations. The rows correspond 5 2 0 to the equations in the system. 14 . x + 3y + 6z = 25. 7 and a z column. 0 2 5 19 Note how this corresponds to (2. Write the system as an augmented matrix and follow the procedure of either switching rows.

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

. 0 4 0 12 0 2 3 21 Take −1/2 times the third row and add to the bottom row. 3x − y + 4z = 6.13 Exercises 1.12. and −2x + y = −4. Here are some exercises. and y = 1. and 2x + z = −1. 0 12 1 −1 To solve this multiply the top row by 109. the second row by 41. Give the complete solution to the system of equations. and multiply the top row by 1/109. 109x − 40y = −447. −41x + 15y = 168. 0 12 3 21 Take (−41) times the third row and replace the ﬁrst row by this added to 3 times the ﬁrst row. y = 3 and z = 5. The augmented matrix is −41 109 −3 2 15 −40 1 0 0 168 0 −447 . x + 6z = 27. 2.40 THE REAL NUMBERS Example 2. This yields −41 15 0 168 0 −5 0 −15 . Then switch the third and the ﬁrst rows. 123 −41 0 −492 0 −5 0 −15 . 2x + z = 511. −41 15 0 −5 −3 1 0 2 the fourth row by this added to 3 times the 0 168 0 −15 . Finally take 41 times the third row and add to 4 times the top row. This yields 492 0 0 −1476 0 0 0 0 0 4 0 12 0 0 3 15 It follows x = −1476 = −3. add the top row to the second row. −3x + y = 12. −3 1 0 12 2 0 1 −1 Now take 2 times the third row and replace fourth row. Then take 5 times the third row and add to four times the second. 492 You should practice solving systems of equations.5 Give the complete solution to the system of equations. y + 8z = 0. 2. Give the complete solution to the system of equations.

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

This suggests there are a lot of rational numbers. S ⊆ R is bounded above (below) if there exists x ∈ R such that x ≥ (≤) s for all s ∈ S.42 THE REAL NUMBERS 2. Some people might wish this were the case because then each real number could be described.l.14 Completeness of R By Theorem 2. Unfortunately. Some might desire to throw out all the irrational numbers. this information is expressed by saying sup (S) = +∞ and if S is not bounded below. but this is not the approach to be followed here because it will eﬀectively eliminate every major theorem of calculus. If S is a nonempty set in R which is bounded above. led by Pythagoras believed in this. if the indicated set equals ∅. 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. thus they could √ regard 2 as a number. a group of mathematicians. conﬁne their attention to algebra. (S) means g is a lower bound for S and it is the largest of all lower bounds. (S) or often sup (S) . Proof: Consider the ﬁrst claim. a line which has no holes. it is necessary to abandon the attempt to describe arbitrary real numbers in a purely algebraic manner using only the integers. Before 500 B. contrary to the deﬁnition of sup (S) as the least upper bound.14.8. This lack of holes is more precisely described in the following way. but they discovered their beliefs were false. points on the number line.1 A non empty set. 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. Deﬁnition 2. then for every δ > 0. l. they were also able to show 2 could not be written as the quotient of two integers. as the quotient of integers. between any two real numbers. there exists a rational number.3 Let S be a nonempty set and suppose sup (S) exists. but it is not clear from this Theorem whether the entire real line consists of only rational numbers. In this book real numbers will continue to be the points on the number line.l. not just as a point on a line but also algebraically. sup (S)] = ∅. A fundamental result about sup and inf is the following. Proposition 2. If S is a nonempty set bounded below. Thus g is the g. Every existence theorem in calculus depends on some form of the completeness axiom. then a number. If S is a nonempty subset of R which is not bounded above.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. If the indicated set equals ∅. In the second claim.. g. then sup (S) − δ is an upper bound for S which is smaller than sup (S) . deﬁne the greatest lower bound. It is this axiom which distinguishes Calculus from Algebra. then inf (S) + δ would be a lower bound which is larger than inf (S) contrary to the deﬁnition of inf (S) . S ∩ [inf (S) . .u. inf (S) = −∞. Axiom 2. especially when it became clear there were an endless supply of such “irrational” numbers. and considering only the rational numbers.14. (S) or inf (S) similarly.14. If inf (S) exists.9. Then for every δ > 0.b.C.b. This shows that if it is desired to consider all points on the number line. inf (S) + δ) = ∅. It happened roughly like this.b. S ∩ (sup (S) − δ. This discovery that the rational numbers could not even account for the results of geometric constructions was very upsetting to the Pythagoreans.

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

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

Let l be the least upper bound and argue there exists n ∈ N ∩ [l − 1/4. then the Archimedian property can be proved. then x/a is an upper bound for N.2. l] . Show that if it is assumed R is complete. Find f (R) . Now what about n + 1? . If there exists x ∈ R such that na ≤ x for all n ∈ N. Hint: Suppose completeness and let a > 0. ﬁnd the largest value of f (x) and the value of x at which it occurs. 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. Suppose f (x) = −5x2 + 8x − 7. REVIEW EXERCISES 45 20.15. In particular.

46 THE REAL NUMBERS .

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

In a right triangle the long side is called the hypotenuse.1. Deﬁnition 3.11 When an angle α is placed next to an angle β as shown above. the following axiom will be used.10 says the sum of the two non 90◦ angles in a right triangle is 90◦ .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. and γ be the angles of a right triangle with γ the right angle. Theorem 3.1.1.1.6 An angle is a right angle if when either side is extended. Theorem 3. l3 in a right angle. Then if the angles.9. then the resulting angle is denoted by α + β. a is the . With this deﬁnition. This line is called perpendicular to the given line.48 BASIC GEOMETRY AND TRIGONOMETRY l2 l1 ¡ l3 ¡ α¡ ¡ ¡ ¡α ¡ ¡ As suggested by the above picture. Then c is deﬁned to be the length of the line from A to B.9 Given a straight line and a point. It is a line perpendicular to the line determined by the line segment joining B and C which passes through the point.1.1. Deﬁnition 3. B. Then l1 and l2 are parallel. Deﬁnition 3.10 Let α. Then as shown in the picture. α and β are placed next to each other. A right angle is said to have 90◦ or to be a 90◦ angle. Proof: Consider the following picture. Axiom 3. there exists a straight line which contains the point and intersects the given line in two right angles. then alternate interior angles are equal. β. Axiom 3. the angle formed by placing α and β together is a right angle as claimed. the resulting angle is a right angle.1.8 A right triangle is one in which one of the angles is a right angle.1.7 Suppose l1 and l2 both intersect a third line. Theorem 3.1.1. the new angle formed by the extension equals the original angle. Axiom 3.5 If l1 and l2 are parallel lines intersected by l3 . B α β γ α C A In the picture the top horizontal line is obtained from Axiom 3. 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. The similar triangles axiom can be used to prove the Pythagorean theorem.

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

1) all satisfy the ﬁrst relation which describes a straight line. it is common to see (x. Thus. y) referred to as a point in the plane. First here is the graph of y = x2 + 1. and (−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. 3). . The reader has likely encountered the notion of graphing relations of the form y = 2x + 3 or y = x2 + 5. I will often indulge in this sloppiness. Recall that you ﬁrst found lots of ordered pairs which satisﬁed the relation.(1.50 y • BASIC GEOMETRY AND TRIGONOMETRY (2. 5). Here are some simple examples which you should see that you understand. it is often the case that people are a little sloppy in referring to these things. 3) x Because of the simple correspondence between points in the plane and the coordinates of a point in the plane. For example (0.

2.3. Sometimes this 2 4 . then (y1 − y0 ) − (y2 − y0 ) m (x1 − x0 ) − m (x2 − x0 ) y1 − y2 = = x1 − x2 x1 − x2 x1 − x2 m (x1 − x2 ) = m. x0 . The reason this is important is that if there are two points. (x1 . taken in the same order. = 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. and y0 are numbers. For example. consider x ≤ −2 6 + x if x2 if −2 < x < 3 y= 1 − x if x≥3 Then the graph of this relation is sketched below. and (x2 . 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. y2 ) which satisfy this relation. –2 –1 1 2 8 6 4 2 –4 –2 0 –2 –4 A very important type of relation is one of the form y − y0 = m (x − x0 ) . y1 ) . where m.

4 Distance Formula And Trigonometric Functions As just explained. This is more often called the equation of the straight line. Sketch the graph of y = x3 + 1.1 Find the relation for a straight line which contains the point (1.2. Sketch the graph of x x2 +1 . Two lines are parallel if they have the same slope. 2) and has constant slope equal to 3. the slope of the line. 1 1+x2 . Find the equation of the line through the point (2. 2. 3. 7. 0) and (2. y0 ) satisﬁes the relation. There are actually many ways used to measure this distance but the best way. Suppose there are two points in the plane and it is desired to ﬁnd the distance between them. the point (x0 . Sketch the graph of the straight line which goes through the points (1. Example 3. Also. 5. 3) which is parallel to the line whose equation is 2x + 3y = 8. 0) . Such a relation is called a straight line.points in the plane may be identiﬁed by giving a pair of numbers. m. 3) and ﬁnd the relation which describes this line. From the above discussion. .52 BASIC GEOMETRY AND TRIGONOMETRY is referred to as the rise divided by the run. and (b. Suppose a. 8. and the only way used in this book is determined by the Pythagorean theorem. (y − 2) = 3 (x − 1) . b = 0. Consider the following picture. 6.3 Exercises 1. 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. between any pair of points satisfying this relation. 3. Sketch the graph of y = 4. This shows that there is a constant slope. Sketch the graph of y = x2 − 2x + 1. Find the equation of the line which goes through the points (0. a) .

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

The other trigonometric functions are deﬁned as follows. b and c are the lengths of the sides and A. the coordinates of the vertex. Then from the deﬁnition of the cos C. Then the point of intersection. sec θ ≡ . b A Theorem 3. R sin θ) . cos A ≡ b/c. and C denote the angles indicated. Since (cos θ. is given as (R cos θ.) at the point whose coordinates are (0. Extend this other side until it intersects a circle of radius R. Thus the above identity holds. 0) equals 1. deﬁne cos θ and sin θ as follows. Proposition 3. Then c2 = a2 + b2 − 2ab cos C Proof: Situate the triangle so the vertex of the angle.3 Let ABC be a triangle as shown above. and csc A ≡ c/a. C.1) It is also important to understand these functions in terms of a right triangle.1 For θ an angle. the distance of this point to (0. cot θ ≡ . θ.54 BASIC GEOMETRY AND TRIGONOMETRY Deﬁnition 3. In particular. 0) and so the side opposite the vertex. B. B a c C The law of cosines is the following. Place the vertex of the angle (The vertex is the point. 0) in such a way that one side of the angle lies on the positive x axis and the other side extends upward. csc θ ≡ . B c a A b C You should verify sin A ≡ a/c. Proof: This follows immediately from the above deﬁnition and the distance formula. cos θ sin θ cos θ sin θ (3. Consider the following picture of a right triangle. Having deﬁned the cos and sin there is a very important generalization of the Pythagorean theorem known as the law of cosines. B is on the positive x axis as shown in the above picture. tan θ ≡ sin θ cos θ 1 1 . tan A ≡ a/b. is on the point whose coordinates are (0. sin θ) is a point on the circle which has radius 1. cos2 θ + sin2 θ = 1. . this speciﬁes cos θ and sin θ by simply letting R = 1.4.4.2 For any angle. Consider the following picture of a triangle in which a.4. sec A ≡ c/b.

3. Then the length of any side is no longer than the sum of the lengths of the other two sides. Similar reasoning shows a /b = a/b = a /b . from the distance formula. and Proposition 3. Proof: This follows immediately from the law of cosines.5 Suppose T and T are two triangles such that one angle is the same in the two triangles and in each triangle. Then by the law of cosines.4. b. Therefore. 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. Such triangles in which two sides are equal are called isoceles. 2 |cos θ| ≤ 1 and so c2 = a2 + b2 − 2ab cos C ≤ a2 + b2 + 2ab = (a + b) . Let T be labeled in the same way but with primes on the letters. the sides forming that angle are equal. Similarly. Corollary 3.4.4. a sin C) while it is clear the coordinates of A are (b. b .2. Thus the angle at A is equal to the angle at A . Then the corresponding sides are proportional. C ¨ ¨ ¨ a B A¨ ¨ ¨ 2 A ¨¨ ¨ ¨¨ b ¨ ¨¨ c C ¨ ¨ b ¨ a ¨¨ c B Denote by a.5 The Circular Arc Subtended By An Angle How can angles be measured? This will be done by considering arcs on a circle. a/c = a /c . a2 = b2 + c2 − 2bc cos A = 2b2 − 2b2 cos A and so a/b = 2 (1 − cos A).5. To see how this will be done.4. 2 (1 − cos A) and so 3. Corollary 3. By assumption c/b = 1 = c /b . 0) . This proves the corollary. The following picture is descriptive of the situation.2. let θ denote an angle and place the vertex of this angle at the center of . c and c the sides indicated in the picture. THE CIRCULAR ARC SUBTENDED BY AN ANGLE 55 B are (a cos C. Proof: Let T = ABC with the two equal sides being AC and AB. From Proposition 3.4 Let ABC be any triangle as shown above. a .

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

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

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

5. (cos(θ). It follows that (1 − cos θ) + sin θ is an upper bound for all the |P | where P ∈ P (A) and so (1 − cos θ) + sin θ is at least as large as the sup or least upper bound of the .2) Proof: Situate the angle.5. (cos θ. This implies a − b < ε for all positive ε and so it must be the case that a − b ≤ 0 since otherwise. θ such that one side is on the positive x axis and extend the other side till it intersects the unit circle at the point.2 Let θ be an angle.5. To show a ≤ b ﬁrst show that for every ε > 0 it follows that a < b + ε. R r l (A2 ) Deﬁnition 3. This is also called the radian measure of the angle. Proposition 3. Corollary 3. sin θ) . To me. you could take ε = a−b and 2 conclude 0 < a − b < a−b .5. this seems abundantly clear but in case it is hard to believe.1. 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. Now is a good time to present a useful inequality which may or may not be self evident. denoted by l (A) is given by l (A) = rθ. The formula also follows from Theorem 3. the following corollary gives a proof. This is because the units of length cancel when the division takes place.5.1 and letting R = 1. Here is a picture which illustrates the conclusion of this corollary. THE CIRCULAR ARC SUBTENDED BY AN ANGLE 59 Before proceeding further. You should note the measure of θ is independent of dimension. here is the deﬁnition of the measure of an angle.5. a contradiction. Proof: That the deﬁnition is well deﬁned follows from Theorem 3.4 Let 0 < radian measure of θ < π/4. 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. if A is an arc subtended by the angle θ on a circle of radius r then the length of A. Then denoting the resulting arc on the circle by A. 2 With this preparation. note the proof of the above theorem involved showing l (A1 ) < + ε where ε > 0 was arbitrary and from this. 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.3. it follows that for all P ∈ P (A) the inequality (1 − cos θ) + sin θ ≥ |P | ≥ sin θ.3 The above deﬁnition is well deﬁned and also. the conclusion that l (A1 ) ≤ R l (A2 ). (1 − cos θ) + sin θ ≥ l (A) ≥ sin θ (3. r This is a very typical way of showing one number is no larger than another.

Proof: By deﬁnition. Up till now these have been deﬁned as functions of pointy things called angles. The bottom half follows because l (A) ≥ L where L is the length of the line segment joining (cos θ. For b ∈ R.1 Let b ∈ R. denote by rb the element of [0. 2π) .60 BASIC GEOMETRY AND TRIGONOMETRY |P | .4) (3. y = 2πp2 + ry . x = 2πp1 + rx . y ∈ R. Then from Theorem 2. This proves the top half of the inequality. Now suppose b < 0.6. p such that b = 2πp + r where 0 ≤ r < 2π. If r1 = 0.4 Let x. b = (−p) 2π + (−r1 ) = (−p − 1) 2π + 2π − r1 and r ≡ 2π − r1 ∈ (0. The next topic is the important formulas for the trig.2 Let b ∈ R.5) The other trigonometric functions are deﬁned in the usual way as in (3. 2π). Then there exists a unique integer p and real number r such that 0 ≤ r < 2π and b = p2π + r.11 on Page 29 there exists a unique integer. sin b = − sin (−b) . Lemma 3.6 The Trigonometric Functions Now the Trigonometric functions will be deﬁned as functions of an arbitrary real variable. cos (π/2) = 0 and sin (π/2) = 1. The following theorem will make possible the deﬁnition. 0) is seen to equal π by the same reasoning. then the following formulas hold. The measure of the angle which is determined by the arc from (1. 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. 2π) having the property that b = 2πp+rb for p an integer. 0) due to the deﬁnition of l (A) .1) provided they make sense. 2π). x + y = 2πp + rx+y . 0) to (−1. Then there exists a unique integer.6. cos b = cos (−b) .3) (3. sin (b + 2kπ) = sin b. Deﬁnition 3.6. functions of sums and diﬀerences of numbers. The following deﬁnition is for sin b and cos b for b ∈ R. Then rx+y = rx + ry + 2kπ for some k ∈ Z.8. Theorem 3.6. However. 3. cos (b + 2kπ) = cos b cos2 b + sin2 b = 1 (3. Proof: First suppose b ≥ 0. and r ∈ [0. Therefore. sin θ) and (1. You can easily ﬁnd other values for cos and sin at all the other multiples of π/2.3 Let k ∈ Z. . Several observations are now obvious from this. Observation 3. Then sin b ≡ sin r and cos b ≡ cos r where b = 2πp + r for p an integer. From the deﬁnition of the trig functions. r ≡r Otherwise. the measure of a right angle must be 2π/4 = π/2. then b = (−p) 2π. L ≥ sin θ because L is the length of the hypotenuse of a right triangle having sin θ as one of the sides. p such that −b = 2πp + r1 where 1 ∈ [0.

Proof: The length of the arc between p (x + y) and p (x) is |rx+y − rx | . 2π) and so k = 0. 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) . by Corollary 3. rx+y < rx and in this case |rx+y − rx | = rx − rx+y = −ry − 2kπ. Since both rx+y and rx are in [0. Therefore.6. Therefore. First assume rx+y ≥ rx . there is a unique point. identities involving sums and diﬀerences of angles are derived. the arc joining p (x) and p (x + y) is of the same length as the arc joining p (y) and (1. 0) . (3. 2 2 2 . 0) is the same as the length of the arc joining p (ry ) = p (y) to (1. Writing this in terms of the deﬁnition of the trig functions and the distance formula. Lemma 3.4. 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. |rx+y − rx | = 2π − ry . z. The following theorem is the fundamental identity from which all the major trig. Then |rx+y − rx | = rx+y − rx = ry + 2kπ.5 Let x. THE TRIGONOMETRIC FUNCTIONS From this the result follows because ≡−k 61 0 = ((x + y) − x) − y = 2π ((p − p1 ) − p2 ) + rx+y − (rx + ry ) . starting at (1.6. Now since the circumference of the unit circle is 2π. Now from the above lemma. p(x) p(x + y) (1. 0) . In the other case. 2π) and so in this case k = −1. As an illustration see the following picture. 0) and moving counter clockwise a distance of rz on the unit circle yields p (z) . Theorem 3. Since rx and rx+y are both in [0. Note also that p (z) = p (rz ) .6 Let x. y ∈ R . in this case. (cos (x + y) − cos x) + (sin (x + y) − sin x) = (cos y − 1) + sin2 x. 0) . the length of the arc joining p (2π − ry ) to (1. Thus.6) Proof: Recall that for a real number. 2π). y ∈ R. their diﬀerence is also in [0. p (z) on the unit circle and the coordinates of this point are cos z and sin z. This proves the lemma. Then cos (x + y) cos y + sin (x + y) sin y = cos x.3.6. There are two cases to consider here. 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. 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.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) . 2π) their diﬀerence is also in [0.

4 0 = cos π 2 = cos 3 π 6 = 4 cos3 π π − 3 cos . this implies sin (x − y) = sin x cos y − cos x sin y.10) (3.9) (3. Now let u = x + y and v = y.13) (3. this shows that sin (x + π/2) = cos x.7) (3.6. and Observation 3. called reference angles.6). (3. from this and (3. 4 0 = cos π 2 = cos π π + 4 4 = 2 cos2 π −1 4 2 2 (3. cos (3x) = cos 2x cos x − sin 2x sin x = 2 cos2 x − 1 cos x − 2 cos x sin2 x = 4 cos3 x − 3 cos x (3.3 again.8) (3.3. Observation 3.15) √ √ and so cos π = 2/2. letting v = π/2.6) implies cos u cos v + sin u sin v = cos (u − v) Also. In addition to this.16) With these fundamental identities. Letting y = π/2.16).62 BASIC GEOMETRY AND TRIGONOMETRY cos2 (x + y) + cos2 x − 2 cos (x + y) cos x + sin2 (x + y) + sin2 x − 2 sin (x + y) sin x = cos2 y − 2 cos y + 1 + sin2 y From Observation 3.6.) Thus √4 sin π = 2/2 also.3 this implies (3. 6 6 . cos π . From (3. it is easy to obtain the cosine and sine of many special angles. First.11) Then using Observation 3. Then (3. cos u + It follows sin (x + y) = − cos x + π +y 2 π π = − cos x + cos y − sin x + sin y 2 2 = sin x cos y + sin y cos x π 2 = − sin u.12) (3.3). (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.6. This proves the theorem.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.14) (3.6. making use of the above identities.

From now on. Prove cos2 θ = 1+cos 2θ 2 . functions of x and y.7. Prove that sin x sin y = 7. You should make sure you can obtain all these entries. and sin2 θ = 1+( 3/2) 3. ﬁnd an identity for sin x − sin y. In the table. . from Problem 2. Prove that cos x cos y = 1 2 1 2 1 2 (sin (x + y) + sin (x − y)) . 5. Prove 1 + tan2 θ = sec2 θ and 1 + cot2 θ = csc2 θ. 4 . Here is a short table including 6 6 2 these and a few others. (cos (x + y) + cos (x − y)) . θ refers to the radian measure of the angle. Using Problem 5. π. cos (π/12) = . Therefore. 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. Find a formula for tan (x + y) in terms of trig. Prove that sin x cos y = 6. Solve the equations and give all solutions. 8. On the other 2 hand. Suppose sin x = a where 0 < a < 1. (cos (x − y) − cos (x + y)) . Find cos θ and sin θ for θ ∈ 2.7 Exercises 7π 5π 4π 3π 5π 7π 11π 2π 3π 5π 3 . 4 . angles are considered as real numbers. π/12 = π/3 − π/4. Is there a problem here? Please explain. 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. EXERCISES √ 63 Therefore. 9. 6 . 6 . 4. cos π = 23 and consequently. 2 √ 1. 6 . 3 . 3 . 4 . Find all possible values for (a) tan x (b) cot x (c) sec x (d) csc x (e) cos x 10. not as pointy things. sin π = 1 . 2π 1−cos 2θ .3. 2 . (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.

This is a very √ important result. functions of x. 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. Hint: Use Problem 20. The law of sines says sin (A) /a = sin (B) /b = sin (C) /c. C. √ Show there also exists ψ such that f (x) = A2 + b2 cos (αx + ψ) . Find a formula for tan x 2 in terms of trig. θ = 1 π. b = 3. If ABC is a triangle where the capitol letters denote vertices of the triangle and the angle at the vertex. and θ = 2 π. In the picture. If f (x) = A cos αx + B sin αx. a = 5.64 BASIC GEOMETRY AND TRIGONOMETRY 12. Sketch a graph of y = cos x. 23. enough that some of these quantities are given names. 19. Using Problem 2 graph y = cos2 x. Using Problem 19 graph y = sin x + 21. 15. 3 cos x = 22. 4 3 d c αd b d d βd θ a . 20. Sketch a graph of y = sin 2x. functions of x. √ 3. 16. In the picture. 17. Give all solutions to sin x + √ √ 3 cos x. 13. Find a. show there exists φ such that f (x) = A2 + B 2 sin (αx + φ) . Find a formula for tan (2x) in terms of trig. 14. 3 d c d b d d θ d a 24. Prove the law of sines from the deﬁnition of the trigonometric functions. A2 + B 2 is called the amplitude and φ or ψ are called phase shifts. α = 2 π and c = 3. Sketch a graph of y = tan x. 18. Find c. Sketch a graph of y = sin x.

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

18) Proof: This follows from Corollary 3.4 on Page 59. whenever α is small enough. The angle between the two lines is called the central angle of the sector.8.8. θ. θ. cos α ≤ α ≤ (1 + ε) cos α tan α Taking α smaller if necessary and noting that for all α small enough. α 1≤ ≤1+ε (3.66 BASIC GEOMETRY AND TRIGONOMETRY 3. dividing by sin α. The sector. First a fundamental inequality must be obtained. let α be small enough that (3. α.1 Let 1 > ε > 0 be given.18).2 The Area Of A Circular Sector Consider an arc. A and the two lines just mentioned. (3. 2 Then the area of S (θ) equals r2 θ. cos α is very close to 1. yields (3. Therefore. To obtain (3.17) holds. sin α sin α Now using the properties of the trig functions. In this corollary. Theorem 3. 1 − cos α 1 − cos2 α = sin α sin α (1 + cos α) = sin2 α sin α = . Then whenever the positive number. The circular sector determined by A is obtained by joining the ends of the arc. 1 − cos α α +1≥ ≥ 1. Then for such α. A.5. S (θ) denotes the points which lie between the arc. This lemma is very important in another context. sin α <ε 1 + cos α and so (3.17) holds and multiply by cos α. Lemma 3.17) sin α and 1+ε≥ α ≥1−ε tan α (3. l (A) = α and so 1 − cos α + sin α ≥ α ≥ sin α.19) From the deﬁnition of the sin and cos. A. 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. to the center of the circle. sin α (1 + cos α) 1 + cos α (3.2 Let S (θ) denote the sector of a circle of radius r having central angle.19) implies that for such α. is small enough. of a circle of radius r which subtends an angle. . This proves the lemma. The following is a picture of one of these. The problem is to deﬁne the area of this shape.8.18).

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

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

b) where b = c as shown in the picture.10. An equilateral triangle is one in which all sides are of equal length. To see this.3. Then in this case. y = dx2 + ex + f where d = 0.1 Parabolas. P = (x. From this deﬁnition. complete the square on the right as follows: y = = = = Therefore. y) to the line is |c − y| . Such a set of points always is a parabola. Now join the ends of these lines to obtain a four sided ﬁgure. 2 2 2 (3. 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. b) The distance from the point. x2 = 4cy.10 3. Ellipses. one can obtain an equation which will describe a parabola.20) The simplest case is when a = 0 and b = −c. y=c · P0 = (a. 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. ELLIPSES. 5. 4d2 e2 1 2 y = (x − a) − 2 d 4d . Suppose then that the line is y = c and the point is (a. Therefore. letting a = −e 2d . What is the area of this four sided ﬁgure? 3. it reduces to dx2 + ex + f e d x2 + x + d e d x2 + x + d d x− −e 2d f d e2 4d2 2 − e2 d 4d2 − e2 d .10. Squaring both sides. Now consider an arbitrary equation of the form. By this is meant the set of points (x. Find the area of an equilateral triangle whose sides have length l. P0 . and Hyperbolas The Parabola A parabola is a collection of points. PARABOLAS. the description of the parabola requires that (x − a) + (y − b) = |c − y| . x2 − 2xa + a2 + y 2 − 2yb + b2 = c2 − 2cy + y 2 and so (x − a) + b2 − c2 = (2b − 2c) y. y) such that the equation holds. AND HYPERBOLAS 69 4.

Let the two given points be (a. b and c such that − e2 1 = b2 − c2 . P1 ) + d (P. These two points are called the foci of the ellipse. Then according to the description of an ellipse and the distance formula. −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 .10. where c is a ﬁxed positive number. Each is called a focus point by itself. 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) . y) . Exactly similar results occur if the directrix is of the form x = c and by similar arguments to those above.2 The Ellipse With an ellipse. = 2b − 2c. the set of points in the plane satisfying ay 2 + by + c = x is also a parabola.20). 2 2 2 2 Therefore. P0 in the above is called the focus. 2 4d d (3. P such that d (P. y = c is called the directrix and the point. 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 . 3.70 BASIC GEOMETRY AND TRIGONOMETRY Now you can show that there exists numbers. b + h) .21) Then the above equation reduces to (3. (y − b) − 2h (y − b) + h2 2 = c2 − 2 (x − a) + (y − b) c + (y − b) 2 2 2 and so −2h (y − b) + h2 = c2 − 2 (x − a) + (y − b) c Therefore. P1 and P2 which are ﬁxed and the ellipse consists of the set of points. there are two points. Let a generic point on the ellipse be (x. (x − a) + (y − b) + Subtracting 2 2 2 2 (x − a) + (y − b − h) = c. b) and (a. (x − a) + (y − b − h) = c − 2 2 (x − a) + (y − b) ≥ 0. The line.22) (x − a) + (y − b) from both sides. P2 ) = c. Now one can obtain an equation which will describe an ellipse much as was done with the parabola.

Let the two given points be (a. β) . an ellipse has the form (y − β) (x − α) + = 1. β) α+a © x © β − b$ In this ellipse. Now one can obtain an equation which will describe a hyperbola.3. y2 ) are two points on the above ellipse in which b > a.10.10. this reduces to the equation for a circle of radius r centered at the point (α. P1 and P2 which are ﬁxed and the hyperbola consists of the set of points. then |x1 − x2 | ≤ 2a because from the above equation. If b > a. β + b z α−a d d X $ $ y (α. AND HYPERBOLAS which is equivalent to y−b− 1+h2 4 71 h 2 2 + (x − a) 2 1+h2 c2 4 / c2 −h2 = 1. P such that d (P. y1 ) and (x2 . b + β) and (α. Then according to the description of a hyperbola and the distance formula. |(x1 . 2 implying that |x1 − x2 | ≤ |x1 − α| + |α − x2 | ≤ a + a = 2a and similarly. y) . P1 ) − d (P. there are two points. ELLIPSES. it follows that |xi − α| ≤ a for i = 1. This greatest distance between any two points is called the diameter and this shows the diameter of an ellipse is twice the larger of the two numbers appearing in the denominators on the left in (3. 3. β − b) . Therefore.24) . 2 2 You can now show that the equation of a hyperbola is of the form (y − β) (x − α) − =1 a2 b2 2 2 (3. (Why?) Suppose (x1 . (x − a) + (y − b) − 2 2 (x − a) + (y − b − h) = c. |y1 − y2 | ≤ 2b.3 The Hyperbola With a hyperbola. where c is a ﬁxed positive number. Each is called a focus point by itself. This last expression is the generic equation for an ellipse. redeﬁning the constants. P2 ) = c.23) Note that if a = b = r. Let a generic point on the hyperbola be (x. Here is the graph of a typical ellipse. b) and (a. b < a. y1 ) − (x2 . 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.23). PARABOLAS. the ellipse would be long in the y direction rather than the x direction. 2 b a2 2 2 (3. These two points are called the foci of the hyperbola. b + h) . Thus.

2. x2 4 y2 4 (x−1)2 4 (x−1)2 9 + + (y−2)2 9 (y−2)2 4 = 1. b. − − y2 9 x2 9 = 1. + (y−2)2 4 8. y) satisfying the equations given such that |(x. Sketch a graph of the ellipse whose equation is 6. (x−1)2 9 = 1.25) 2 b a2 If you like.24) or (3. Sketch a graph of the hyperbola. Sketch a graph of the hyperbola. 7. (3. Show that the set of points which satisﬁes either (3. y)| > n. Find the focus and the directrix of this parabola. What is the diameter of the ellipse. 4. (If n is any positive number there exist points (x. = 1. = 1. you can simply take these last two equations as the deﬁnition of a hyperbola. Sketch a graph of the ellipse whose equation is 5. Verify that either (3.) .72 or BASIC GEOMETRY AND TRIGONOMETRY (y − β) (x − α) − = 1. 9. Find the numbers. Consider y = 2x2 + 3x + 7.25) is unbounded. Derive a similar formula to (3.24) or (3. 3.25) holds for a hyperbola.21) hold.11 Exercises 1.20) in the case that the directrix is of the form x = c. 10. 2 2 3. c which make (3.

You see it corresponds to the point in the plane whose coordinates are (3.1 The complex numbers with multiplication and addition deﬁned as above form a ﬁeld satisfying all the ﬁeld axioms listed on Page 15. For example. if you are in a hurry to get to calculus.The Complex Numbers This chapter gives a brief treatment of the complex numbers. 73 . a + ib a + b2 a + b2 a + b2 You should prove the following theorem. In dealing with complex numbers.0. b) identiﬁes a point whose x coordinate is a and whose y coordinate is b. Theorem 4. has a unique multiplicative inverse. 2) . a+ib. such a point is written as a + ib. These things used to be taught in precalculus classes and people were expected to know them before taking calculus. q 3 + 2i Multiplication and addition are deﬁned in the most obvious way subject to the convention that i2 = −1. The ﬁeld of complex numbers is denoted as C. I have graphed the point 3 + 2i. in the following picture. with a2 +b2 = 0. Every non zero complex number. a − ib a b 1 = 2 = 2 −i 2 . An important construction regarding complex numbers is the complex conjugate denoted by a horizontal line above the number. Thus (a. Thus. Just as a real number should be considered as a point on the line. 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. However. (a + ib) + (c + id) = (a + c) + i (b + d) and (a + ib) (c + id) = = ac + iad + ibc + i2 bd (ac − bd) + i (bc + ad) . you can skip this short chapter. 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.

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

Proof: Let z = x + iy and let z = |z| (cos t + i sin t) be the polar form of the complex number. the roots are cos and cos √ π π + i sin . Then there are always exactly k k th roots of z in C. 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. and −i. This requires rk = |z| and so r = |z| This can only happen if for l an integer.0. Suppose it is true for n. 6 3 π + i sin 2 √ Thus the cube roots of i are 23 + i 1 . By De Moivre’s theorem. Therefore. 2 5 π . Corollary 4.6 Find the three cube roots of i. cos 6 6 5 π + i sin 6 3 π . l ∈ Z. Example 4. 1.l ∈ Z k t + 2lπ k cos t + 2lπ k + i sin . Thus α= and so the k th roots of z are of the form |z| 1/k 1/k n+1 = [r (cos t + i sin t)] [r (cos t + i sin t)] n and also both cos (kα) = cos t and sin (kα) = sin t. 2. . Using the formula in the proof of the above (π/2) + 2lπ 3 (π/2) + 2lπ 3 + i sin where l = 0. First note that i = 1 cos π + i sin 2 corollary. −2 3 + i 1 . kα = t + 2lπ t + 2lπ . 2 2 The ability to ﬁnd k th roots can also be used to factor some polynomials. a complex number. there are exactly k distinct numbers which result from this formula.0. r (cos α + i sin α) . the cube roots of i are 1 cos π 2 .5 Let z be a non zero complex number. is a k th root of z if and only if rk (cos kα + i sin kα) = |z| (cos t + i sin t) .75 Proof: It is clear the formula holds if n = 1.

1 Exercises 1. Hint: Use Problem 18 on Page 32 and if you like. You already know formulas for cos (x + y) and sin (x + y) and these were used to prove De Moivre’s theorem. √ √ these cube roots are 3. Completely factor x4 + 16 as a product of linear factors. De Moivre’s theorem says [r (cos t + i sin t)] = rn (cos nt + i sin nt) for n a positive integer. Now using De Moivre’s theorem. Therefore. you might use Pascal’s triangle to construct the binomial coeﬃcients.7 Factor the polynomial x3 − 27. 11. 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 . Write x3 + 27 in the form (x + 3) x2 + ax + b where x2 + ax + b cannot be factored any more using only real numbers. z. 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. 4. n. z + w. Factor x3 + 8 as a product of linear factors. 10. By the above procedure using De Moivre’s theorem. Let z = 2 + i7 and let w = 3 − i8. show that in the polar form of a complex number. Graph the complex cube roots of 8 in the complex plane. 9. THE COMPLEX NUMBERS First ﬁnd the cube roots of 27. Let z = 5 + i9. 2. Does this formula continue to hold for all integers. Factor x4 + 16 as the product of two quadratic polynomials each of which cannot be factored further without using complex numbers. 7. and 3 −1 − i 23 .0. x2 + 3x + 9 cannot be factored without using complex numbers. 12. z 2 . Find zw. Give the complete solution to x4 + 16 = 0. n . r = |z| . 5. show that in the polar form for zw the angle involved is θ + φ. even negative integers? Explain. show there exists ω a complex number with |ω| = 1 and ωz = |z| . and w/z. Find z −1 . Also. Note also x − 3 +i −i = x2 + 3x + 9 and so x3 − 27 = (x − 3) x2 + 3x + 9 where the quadratic polynomial. If z is a complex number. 3 −1 + i 23 . 3.76 Example 4. Do the same for the four fourth roots of 16. derive a formula for sin (5x) and one for cos (5x). 8. 4. 6.

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

78 THE COMPLEX NUMBERS .

Part II Functions Of One Variable 79 .

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However. Deﬁne a function which assigns an element of D to R ≡ {2. For example. and f (7) = 6. (2. Example 5. the set of ﬁrst entries in the given set of ordered pairs. 7} . the set of second entries. 6} . D (f ) = D is called the domain of f. −2) . 3. R ≡ {2.4 For x ∈ R deﬁne f (x) = m 1 n if x = n in lowest terms for m.2 Consider the list of numbers. 5. is called the range of f. Note that it is not deﬁned in a simple way from a formula. consider the following function deﬁned on the positive real numbers having the following deﬁnition. Then f is a function. also written R (f ) . When R = f (D). −2. sometimes there is no discernible procedure which yields a particular function.1 General Considerations The concept of a function is that of something which gives a unique output for a given input.Functions 5. f (2) = −2. 4.1. The set R. f . (7. (1.5 Let D consist of the set of people who have lived on the earth except for Adam and for d ∈ D. 7} ≡ D. n ∈ Z 0 if x is not rational (5. 8} by f (x) ≡ x + 1 for each x ∈ D. 6. Example 5. 3.1) This is a very interesting function called the Dirichlet function. This rule is called a function and it is denoted by a letter such as f.1. Example 5. 8. 7.1. (8. and let f (1) = 2.1. 2) .1 Consider two sets. is said to be onto.1. Sometimes functions are not given in terms of a formula. D and R along with a rule which assigns a unique element of R to every element of D. the function. The set of all elements of R which are of the form f (x) for some x ∈ D is often denoted by f (D) . 3) . Deﬁnition 5. let f (d) ≡ the biological father of d. f (8) = 3. 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. 3. 5. 4. Example 5. 2.3 Consider the ordered pairs. {1. 81 . 6) and let D ≡ {1. 6. In this example there was a clearly deﬁned procedure which determined the function. The symbol. 2.

These last two examples show how physical problems can result in functions. Examples 5. the variable.1.8 Let f. The function. 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 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)) . given by f (x) = x2 + 4. If f : D (f ) → X and g : D (g) → Y. f. g be functions with values in R. 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) . Deﬁnition 5. x. This is called the composition of the two functions. Example 5. 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) . Thus. It is the value of the function at the point. When D (f ) is not speciﬁed. 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.1. The following deﬁnition gives several ways to make new functions from old ones. In this chapter the functions are deﬁned on some subset of R having values in R. Then you could let A (t) denote the amount of the chemical at time t.6 Consider a weight which is suspended at one end of a spring which is attached at the other end to the ceiling. from this point with the positive direction being up.82 FUNCTIONS Example 5. Nevertheless. Measure the displacement of the mass. x should be considered as a generic variable free to be anything in D (f ) . it is understood to consist of every number for which f makes sense. 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. Similarly for k an integer. people often write f (x) to denote a function and it doesn’t cause too many problems in beginning courses. b be elements of R. Later this will be generalized. You should note that f (x) is not a function.1. When this is done. 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) . f k is the name of a function deﬁned as f k (x) = (f (x)) k The function. Suppose A0 is the amount of chemical at some given time.7 Certain chemicals decay with time. Let a. x. x2 + 4 may mean the function. .6 and 5.1. The name of the function is f.1.

For example.1. This is discussed in the following deﬁnition. the domain of the function might not be all of R.5. Then √ g ◦ f (t) = 1 + (2t + 1) = 2t + 2 83 for t ≥ −1.11 For any function. f −1 (f (x)) = x for all x ∈ D (f ) and f f −1 (y) = y for all y ∈ f (D (f )) .10 Let f (t) = 2t + 1 and g (t) = 1 + t. then x = x1 .1. deﬁne the following set known as the inverse image of y. the inverse function. In this case the degree of the polynomial. f is a rational function if h (x) f (x) = g (x) where h and g are polynomials. f −1 is deﬁned on f (D (f )) and f −1 (y) = x where f (x) = y. Therefore. If t < −1 the inside of the square root sign is negative so makes no sense. Thus the degree of a polynomial is the largest exponent appearing on the variable. if whenever f (x) = f (x1 ) .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. it was necessary to fuss about the domain of g ◦ f because g is only deﬁned for certain values of t. Note that in the case of a rational function. Deﬁning id by id (z) ≡ z this says f ◦ f −1 = id and f −1 ◦ f = id . 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. but when there is always only one element in this set for all y ∈ f (D (f )) . For example.1. f −1 (y) ≡ {x ∈ D (f ) : f (x) = y} . Deﬁnition 5. Then f g : R → R is given by f g (t) = t (1 + t) = t + t2 .9 Let f (t) = t and g (t) = 1 + t. Note that in this last example. f (x) is n. Deﬁnition 5. the function f is one to one sometimes written. Polynomials and rational functions are particularly easy functions to understand. There may be many elements in this set. If f is one to one. 1 − 1. f : D (f ) ⊆ X → Y. Thus f is one to one. Closely related to the deﬁnition of a function is the concept of the graph of a function. √ Example 5. g ◦ f : {t ∈ R : t ≥ −1} → R. . The concept of a one to one function is very important. Thus from the deﬁnition.1. if x2 + 8 . GENERAL CONSIDERATIONS Example 5. 1 − 1.1. f (x) = x+1 the domain of f would be all real numbers not equal to −1.

Deﬁnition 5. 3. {(x. To ﬁnd f (x) . it is traditional to write f1 . y ¡ ¡ ¡ 2 1 x −2 −1 ¡ ¡ ¡ −2 ¡ ¡ 1 ¡ ¡ 2 Here is the graph of the function. consider the picture of a part of the graph of the function f (x) = 2x − 1. · · ·} . etc. k + 2. the natural numbers consisting of {1.16 Let {ak }k=1 be deﬁned by ak ≡ k 2 + 1. f (k + 2) . Also.15 A function whose domain is deﬁned as a set of the form {k. when referring to sequences. 2. f (3) etc. For example. fk is called the ﬁrst term. 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. ∞ . k + 1. Note that knowledge of the graph of a function is equivalent to knowledge of the function. X and Y. The graph of f can be represented by drawing a picture as mentioned earlier in the section on Cartesian coordinates beginning on Page 49. instead of f (1) . R2 denotes the Cartesian product of R with R. f (2) . It is also common to write the sequence. X × Y = {(x. {0. fk+1 the second and so forth. Thus you can consider f (k) . ∞ not as f but as {fi }i=k or just {fi } for short.13 Given two sets. y) : x ∈ X and y ∈ Y } .1. f2 .14 Let f : D (f ) → R (f ) be a function. the Cartesian product of the two sets.1. etc. y) : y = f (x) for x ∈ D (f )} . 2. simply observe the ordered pair which has x as its ﬁrst element and the value of y equals f (x) . In the above context. f (x) = x2 − 2 y 2 1 x −2 −1 1 2 Deﬁnition 5. · · ·} for k an integer is known as a sequence. Usually the domain of the sequence is either N. 1. Example 5. f (k + 1) .1. · · ·} or the nonnegative integers. written as X × Y. The graph of f consists of the set. is assumed to be a set described as follows.1. 3.84 FUNCTIONS Deﬁnition 5.

Sometimes sequences are deﬁned recursively. 8. Deﬁnition 5. . If f is a strictly increasing function. then letting bk = ank . 1. Let f : {t ∈ R : t = −1} → R be deﬁned by f (t) ≡ t t+1 . 6. it follows that f (x) < f (y) . t 1. suppose an = n2 + 1 . If n1 = 1. Find f −1 if possible. f : R → R is a strictly increasing function if whenever x < y. This happens. it follows bk = (2k − 1) + 1 = 4k 2 − 4k + 2. Let g (t) ≡ 2. Thus a1 = 2.17 Let a1 = 1 and a2 = 1. Is f one to one? Can you ﬁnd a formula for f −1 ? 4. Find g ◦ f. In fact. nk = 2k − 1.2. 3. {bk } is called a subsequence of {an } . a3 = 10. does f −1 always exist? Explain your answer. However. Suppose a1 = 1.· · ·.1. an+1 are known.5. a7 = a (7) = 72 + 1 = 50 just from using the formula for the k th term of the sequence. Let f : R → R be deﬁned by f (t) ≡ t3 + 1. 2 5. this is often not the case. Example 5. Assuming a1 . A function.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 particular sequence is called the Fibonacci sequence and is important in the study of reproducing rabbits. EXERCISES 85 This gives a sequence. · · ·. a2 = 3. Then if bk ≡ ank . n3 = 5. · · ·. Suppose also that for n ≥ 4 it is known that an = an−1 + 2an−2 + 3an−3 . an+2 ≡ an + an+1 . · · ·. and a3 = −1. listed in order. an .18 Let {an } be a sequence and let n1 < n2 < n3 . Include the domain of g ◦ f. etc. ··· be any strictly increasing list of integers such that n1 is at least as large as the ﬁrst index used to deﬁne the sequence {an } . Are you able to guess a formula for the k th term of this sequence? 5. It is nice when sequences come to us in this way from a formula for the k th term.1. For example. Find a7 . 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 1. 2. 5. n2 = 3. This rule which speciﬁes an+1 from knowledge of ak for k ≤ n is known as a recurrence relation. Thus the ﬁrst several terms of this sequence. Give the domains of the following functions.

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

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

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

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

3 Show the function. Example 5. whenever |y − 0| < δ. ε 222 . FUNCTIONS which is a contradiction. f (x) = First note f (5) = √ 22. . 5 Sometimes the determination of δ in the veriﬁcation of continuity can be a little more involved. Since a contradiction is obtained by assuming that f is continuous at x. 22 ≤ √ |x − 5| < √ 22 22 2 Exercise 5. 1√ 2 √ |x − 5| ≤ 22 |x − 5| 11 2x + 12 + 22 √ whenever |x − 5| < 1 because for such x. Then if 0 < |x − (−3)| < 5 δ. Then |f (y) − f (0)| = 0 if y is irrational |f (y) − f (0)| = |y| < ε if y is rational. it follows |f (y) − f (0)| < ε and so f is continuous at x = 0. To do this. |x| < |y1 | = |f (y1 ) − f (y2 )| ≤ |f (y1 ) − f (x)| + |f (x) − f (y2 )| < 2ε = |x| . let ε > 0 be given and let δ = ε. Example 5.5 Show f (x) = −3x2 + 7 is continuous at x = 7. note ﬁrst that f (−3) = 25 and it is desired to verify the conditions for continuity. Choose δ √ such that 0 < δ ≤ min 1.90 and y2 be as just described. it must be concluded that f is not continuous there. Then if |x − 5| < δ. all the inequalities above hold and =√ √ 2x + 12 − √ √ 2 ε 22 2 = ε. Consider the following. |−5x + 10 − (25)| = 5 |x − (−3)| . To see f is continuous at 0. Now let ε > 0 be given. Here is another example. the actual ε δ argument reduces to a veriﬁcation that the intuition was correct.3. 2x + 12 > 0. Then if |y − 0| < δ = ε. How did I know to let δ = ε? That is a very good question. Now consider: √ 2x + 12 − √ 22 = √ 2x + 12 − 22 √ 2x + 12 + 22 √ 2x + 12 is continuous at x = 5. This allows one to ﬁnd a suitable δ.3.4 Show the function. If ε > 0 is given. either way. f (x) = −5x + 10 is continuous at x = −3.3. it follows from this inequality that 1 |−5x + 10 − (25)| = 5 |x − (−3)| < 5 ε = ε. The choice of δ for a particular ε is usually arrived at by using intuition. Here is another example. let 0 < δ ≤ 1 ε.

4. af + bg is continuous at x when f . If. before the need for rigor was realized. SUFFICIENT CONDITIONS FOR CONTINUITY First observe f (7) = −140. 84 . 3 Lagrange and Laplace were two great physicists of the 1700’s. it follows from the version of the triangle inequality which states ||s| − |t|| ≤ |s − t| that |x| < 1 + 7. 1.5. The function f : R → R. 2. Then for |x − 7| < δ. Now −3x2 + 7 − (−140) = 3 |x + 7| |x − 7| ≤ 3 (|x| + 7) |x − 7| . Theorem 5. The proof of this theorem is in the last section of this chapter but its conclusions are not surprising. you will have learned some very profound ideas even if they did originate in the eighteenth century.4. f (x) ∈ D (g) ⊆ R. The function. g functions and a. If you are able to master calculus as understood by Lagrange or Laplace3 . If f is continuous at x. . you will not really understand calculus as it has been understood for approximately 150 years. if |x − 7| < 1. ε Now let ε > 0 be given. However. b numbers. Choose δ such that 0 < δ ≤ min 1.4 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. 4. g are continuous at x ∈ D (f ) ∩ D (g) and a. it follows that −3x2 + 7 − (−140) ≤ 3 ((1 + 7) + 7) |x − 7| = 3 (1 + 27) |x − 7| = 84 |x − 7| . and g is continuous at f (x) . 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. given by f (x) = |x| is continuous. you should try a few of them because until you master this concept. For the third claim. b ∈ R. If f and g are each real valued functions continuous at x. |x| = |x − y + y| ≤ |x − y| + |y| and so |x| − |y| ≤ |x − y| .then g ◦ f is continuous at x. The fourth claim is veriﬁed as follows. 3. then f g is continuous at x. 84 These ε δ proofs will not be emphasized any more than necessary. then f /g is continuous at x. g (f (y)) is close to g (f (x)) . in addition to this. Therefore. it follows ε = ε. 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) .1 The following assertions are valid for f. 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. 91 If |x − 7| < 1. g (x) = 0. −3x2 + 7 − (−140) ≤ 84 |x − 7| < 84 5. Don’t be discouraged by these historical observations. They made fundamental contributions to the calculus of variations and to mechanics and astronomy.

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

Show sin is continuous. ε/4) .6 Exercises 1. Note that if one δ works in the deﬁnition. The symbol. 4. Let f (x) = x2 + 1. 11. 8. Using Theorem 5. Let f (x) = x2 + 2x. |x| < 1 + 3 = 4 and so |f (x) − f (3)| < 4 |x − 3| . Hint: First show the function given as f (x) = x is continuous and then use the theorem.1. 7. Let f (x) = 2x2 + 1. Thus if |x − 3| < 1. Proofs of these theorems are in the last section at the end of this chapter. 5. Let f (x) = x2 + 1. EXERCISES 93 5. Show f is continuous at x = 3. Then show it is continuous at every point. Hint: |f (x) − f (3)| = x2 + 1 − (9 + 1) = |x + 3| |x − 3| .7 Properties Of Continuous Functions Continuous functions have many important properties which are consequences of the completeness axiom. 10.6. Show f is continuous at x = 2. then so does any smaller δ. √ 9. it follows from the triangle inequality. 3. Show f is continuous at every value of x. Let f (x) = 1 x2 +1 . Let f (x) = x show f is continuous at every value of x in its domain. Let f (x) = |2x + 3|. In this case. show all polynomials are continuous and that a rational function is continuous at every point of its domain. Determine where g is 0 if x ∈ Q / continuous and explain your answer. Show f is continuous at x = 4. 2. Show f is continuous at x = 1. Hint: Review the two versions of the triangle inequality for absolute values. 6. Now try to complete the argument by letting δ ≤ min (1. Let f (x) = 1 if x ∈ Q and consider g (x) = f (x) sin x. √ x− √ y=√ x−y √ x+ y at some point in your argument.4. .5. Hint: You might want to make use of the identity. Show f is continuous at every point. you should try δ ≤ ε/2. Hint: You need to let ε > 0 be given. 5. Let f (x) = 2x + 7. min means to take the minimum of the two numbers in the parenthesis. Show f is continuous at every point x.

Lemma 5. y c x a b You see in the picture there is a horizontal line. It gives the existence of a certain point. Therefore. 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.1 Suppose f : [a. given √ by f (x) = x4 + 7 − x3 sin x is continuous. deﬁned on some interval is strictly increasing if whenever x < y. f.94 FUNCTIONS The next theorem is called the intermediate value theorem and the following picture illustrates its conclusion. b] → R be a one to one continuous function. It may seem this is obvious but without completeness the conclusion of the theorem cannot be drawn. 2 This example illustrates the use of this major theorem very well. This lemma is not real easy to prove but it is one of those things which seems obvious. The proof of this lemma is in the last section of this chapter in case you are interested. Deﬁnition 5.7. 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. the above picture makes this theorem very easy to believe. Then there exists x ∈ (a. 731 331 831 631 6 < 0. Theorem 5. √ Example 5.7. 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.3 A function. f (0) = 7 > 0 while f 5π 2 = 5π 2 4 +7− 5π 2 3 sin 5π 2 which is approximately equal to −422. The x value at this point is the one whose existence is guaranteed by the theorem. It says something exists but it does not tell how to ﬁnd it.1 and Problem 9 on Page 93 it follows √ easily that the function. Also. Then φ is either strictly increasing or strictly decreasing. it follows f (x) < f (y) . The function is strictly decreasing if whenever x < y. it follows f (x) > f (y) . b) such that f (x) = c.7. .7. for it to fail would be incredible. b] → R is continuous and suppose f (a) < c < f (b) . (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. f.4 Let φ : [a.2 Does there exist a solution to the equation x4 + 7 − x3 sin x = 0? By Theorem 5.4. Nevertheless. 5π such that f (x) = 0.) Now if your function is continuous (having no jumps) and is one to one. by the intermediate value theorem there must exist x ∈ 0. You should draw a picture of the graph of a strictly increasing or decreasing function from the deﬁnition. 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.

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

Then for every y ∈ Ik . then by Theorem 5. b] . x. the function. you could consider the function h (x) = M − f (x) .7. Consider the two sets. g is not bounded above. m and M such that for all x ∈ [a. x ∈ I such that (M − f (x)) is as small as desired.4. Does this violate the conclusion of the nested interval lemma? It does not because the end points of the interval involved are not in the interval. .there exists a point. The same function deﬁned on [. |x − y| ≤ 2−k (b − a). By the nested interval lemma. If for −1 1 all x ∈ I. f (x) = M. Therefore.6) holds for all such y. Alternatively. 1) . Proof: By completeness of R and Lemma 5. there exists a δ > 0 such that if |c − y| < δ. Then use what was just proved to conclude h achieves its maximum at some point. Since f is not bounded on I0 . a+b 2 and a+b . Let I1 be one of these on which f is not bounded.7. x2 ∈ I such that for all x ∈ I. Since M is the least upper bound of f (I) there exist points. y ∈ I2 |x − y| ≤ 2−1 b−a ≤ 2−2 (b − a) . y. b .7. by continuity.96 FUNCTIONS Lemma 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. a.10 Let I = [a. then |f (c) − f (y)| < 1. x.9 Let f (x) = 1/x for x ∈ (0. This proves f achieves its maximum. Example 5.8.1. This proves the theorem. c which is contained in each Ik . b] and let f : I → R be continuous. Clearly.8 Let I = [a. 2 Continue in this way obtaining sets. m ≤ f (x) ≤ M. 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. That is there exist numbers. The next theorem is known as the max min theorem or extreme value theorem. Consequently. |f (y)| ≤ |f (c)| + 1 which shows that f is bounded on Ik contrary to the way Ik was chosen. But this implies that for all y ∈ Ik . (5. M. f is not bounded. b] and let f : I → R be continuous. contrary to Lemma 5. Theorem 5. This contradiction proves the lemma.000001. x1 . Then f achieves its maximum and its minimum on I. it follows that f must fail to be bounded on at 2 least one of these sets. This means there exist. Then f is bounded. g (x) ≡ (M − f (x)) = M −f (x) is continuous on I. there must exist some x ∈ I such that f (x) = M. Proof: Let I ≡ I0 and suppose f is not bounded on I0 . Also. x1 .8 f (I) has a least upper bound.7. f (x1 ) ≤ f (x) ≤ f (x2 ) .7. Ik such that Ik ⊇ Ik+1 and for any two points in Ik . |c − y| < δ and so (5. The argument for the minimum is similar.6) Let k be so large that 2−k (b − a) < δ. Now do to I1 what was done to I0 to obtain I2 ⊆ I1 and for any two points.

does there exist a number which multiplied by itself seven times yields 8? Before you jump to any conclusions. there is no point in Q where f (x) = 0. That is. the number you get on your √ calculator is wrong. 4. Give an example of a discontinuous function deﬁned on [0. Do you believe in 7 8? That is. then.8. Hint: Look for discontinuous functions satisfying the horizontal line test.5. It has been known since the time of Pythagoras that 2 is irrational. 3. x + r) for some r > 0. then the notation is y→x+ lim f (y) = L. All it can do is try to approximate it and what it gives you is this approximation. 2. Give an example of a continuous function deﬁned on [0. √ 7. except y is required to be larger than x and f is only required to be deﬁned on (x. If you throw out all the irrational numbers. your calculator does not even know about 7 8. the rational numbers. You supply the details. Give an example of a continuous function deﬁned on (0.9 Limits Of A Function A concept closely related to continuity is that of the limit of a function. √ 6. |L − f (y)| < ε. Show that even though f (0) < 0 and f (2) > 0. 1) which does not achieve its maximum on (0.9. Give an example of a continuous function deﬁned on (0. Note that f is not necessarily deﬁned at x. 1) ∪ (1. If everything is the same as the above. Then y→x lim f (y) = L if and only if the following condition holds. Let f (x) = x − 2 for x ∈ Q. x + r) . 1] which is bounded but does not achieve either its maximum or its minimum. For all ε > 0 there exists δ > 0 such that if 0 < |y − x| < δ. Why does it exist? Hint: Use the intermediate value theorem on the function. 5. f (x) = x7 − 8. 5.1 Let f : D (f ) ⊆ R → R be a function where D (f ) ⊇ (x − r. 1) . Give an example of a function which is one to one but neither strictly increasing nor strictly decreasing.8 Exercises 1. Deﬁnition 5. negative at 0 but is not equal to zero for any value of x. 2] which is positive at 2. . show that the conclusion of the intermediate value theorem could no longer be obtained. Hint: Try f (x) = x2 − 2. In fact. Does this contradict the intermediate value theorem? Explain. 1) which is bounded but which does not achieve either its maximum or its minimum. 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. EXERCISES 97 5. x) ∪ (x. √ 8.

The above theorem holds for any of the kinds of limits presented in the above deﬁnition. You do not evaluate interesting limits by computing f (x)! In the above picture.9. this shows L = L1 . x) and y is required to be less than x. for such y. There exists δ > 0 such that if 0 < |y − x| < δ. 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. (5. The value of a function at x is irrelevant to the value of the limit at x! This must always be kept in mind. then L = L1 . c b a s c c c b s c x x In the left picture is shown the graph of a function. |f (x) − L| < ε and x→−∞ (5.9. the limit of the function equals ∞ if the values of the function are ultimately larger than any given number. The following pictures illustrate some of these deﬁnitions. Theorem 5. y→x− Limits are also taken as a variable “approaches” inﬁnity. Since ε > 0 was arbitrary. Roughly speaking.7) lim f (x) = L if for every ε > 0 there exists l such that whenever x < l. |f (y) − L1 | < ε.98 FUNCTIONS If f is only required to be deﬁned on (x − r. 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. |L − L1 | ≤ |L − f (y)| + |f (y) − L1 | < ε + ε = 2ε. limy→x f (y) = b.7) holds. Proof: Let ε > 0 be given. x→∞ lim f (x) = L if for every ε > 0 there exists l such that whenever x > l. we write lim f (y) = L. In this case. Therefore. Note the value of the function at x equals c while limy→x+ f (y) = b and limy→x− f (y) = a.2 If limy→x f (y) = L and limy→x f (y) = L1 . Of course nothing is “close” to inﬁnity and so this requires a slightly diﬀerent deﬁnition. then |f (y) − L| < ε. In the second picture.with the same conditions above. More precisely: . Another concept is that of a function having either ∞ or −∞ as a limit.6. this is equivalent to f being continuous at x. the values of the function do not ever get close to their target because nothing can be close to ±∞.

9. then limy→x f (x) = ∞ if for every number l. |f (y)| < 1 + |L| . It is like a corresponding theorem for continuous functions. for 0 < |y − x| < δ1 . there exists δ > 0 such that whenever |y − x| < δ.10) is left to you. |f (y) − L| < ε ε . Proof: The proof of (5. There exists δ 1 such that if 0 < |y − x| < δ 1 . b ∈ R.13) Now let 0 < δ 2 be such that for 0 < |x − y| < δ 2 . Let ε > 0 be given. the symbol. and so for such y. and the triangle inequality.9) and if K = 0. then y→x lim h ◦ f (y) = h (L) . .13) that |f g (y) − LK| < ε and this proves (5. limy→x denotes any of the limits described above.3 If f (x) ∈ R.9). are deﬁned similarly. limx→∞ f (x) = ∞ if for all k. y→x lim (5. if h is a continuous function deﬁned near L. |f g (y) − LK| ≤ |f g (y) − f (y) K| + |f (y) K − LK| ≤ |f (y)| |g (y) − K| + |K| |f (y) − L| . (5. Suppose limy→x f (y) = L and limy→x g (y) = K where K and L are real numbers in R. there exists l such that f (x) > k whenever x > l. The proof of (5. Next consider (5.8) is left for you.10) Also. Theorem 5. (5.11) Suppose limy→x f (y) = L. (5. it follows from (5. |g (y) − K| < . lim (af (y) + bg (y)) = aL + bK. then f (x) > l.8) y→x y→x lim f g (y) = LK f (y) L = .9. then L ≤ a and if f (y) ≥ a then L ≥ a. δ 2 ). Then if a. One sided limits and limits as the variable approaches −∞. g (y) K (5.9).12) Then letting 0 < δ ≤ min (δ 1 . Then by the triangle inequality. |f g (y) − LK| ≤ (1 + |K| + |L|) [|g (y) − K| + |f (y) − L|] .4 In this theorem.5. Therefore. It may seem there is a lot to memorize here.9. Limits as x → ±∞ and one sided limits are handled similarly. 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. 2 (1 + |K| + |L|) 2 (1 + |K| + |L|) (5. In fact. this is not so because all the deﬁnitions are intuitive when you understand them. then |f (y) − L| < 1. LIMITS OF A FUNCTION 99 Deﬁnition 5. If f (y) ≤ a all y of interest.

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

**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

(This can be done because in each case the intervals contained xn for inﬁnitely many values of n. Continue this way obtaining a sequence of nested intervals I0 ⊇ I1 ⊇ I2 ⊇ I3 · ·· where the length of In is (b − a) /2n . The following theorem is part of the Heine Borel theorem. 1) .13. Show this requires that f (x) = 0. Hint: Let en ≡ n n − 1 so that (1 + en ) = n. xn → x and yn → x such that f (xn ) < 0 and f (yn ) > 0. Furthermore. c contained in all these intervals. Deﬁnition 5. However. there exists a δ depending only on ε such that if |x − y| < δ then |f (x) − f (y)| < ε. [a.5. UNIFORM CONTINUITY 113 argue there exist sequences. Consider the two intervals a. 1) . This is discussed in this section. K ⊆ R is sequentially compact if whenever {an } ⊆ K is a sequence. Deﬁnition 5. It is an amazing fact that under certain conditions continuity implies uniform continuity. there exists a subsequence. b] is sequentially compact.01n 10n n! √ √ n 32. it is continuous at every point of (0. Call this interval I1 . Show the following converge to 0. Proof: Let {xn } ⊆ [a.13. |xnk − c| < (b − a) 2−k and so limk→∞ xnk = c ∈ [a.2 A set. This is a continuous function because. Theorem 5. By continuity.13. Consider the function f (x) = x for x ∈ (0. b] .1 Let f : D ⊆ R → R be a function. you can assume f (xn ) → f (x) and f (yn ) → f (x).13. δ deﬁnition of continuity becomes very small as x gets close to 0. 30. does it follow that limn→∞ |an | = |a|? Prove or else give a counter example.13 Uniform Continuity There is a theorem about the integral of a continuous function which requires the notion of 1 uniform continuity. b] ≡ I0 . . Now do for I1 what was done for I0 . n2 such that n2 > n1 and xn2 ∈ I2 . Split it in half and let I2 be the interval which contains xn for inﬁnitely many values of n. This n 2 nice approach to establishing this limit using only elementary algebra is in Rudin [14]. Prove limn→∞ n n = 1. Now observe that en > 0 and use the binomial theorem to conclude 1 + nen + n(n−1) e2 ≤ n.3 Every closed interval.1. by Theorem 5.) By the nested interval lemma there exists a point. etc. the δ needed in the ε. 5. for a given ε > 0.4. If limn→∞ an = a. Then f is uniformly continuous if for every ε > 0. n3 such that n3 > n2 and xn3 ∈ I3 . {ank } such that this subsequence converges to a point of K. a+b and a+b . Here is the deﬁnition. 31. This proves the theorem. b each of 2 2 which has length (b − a) /2. (a) (b) n5 1. At least one of these intervals contains xn for inﬁnitely many values of n. The notion of uniform continuity involves being able to choose a single δ which works on the whole domain of f. Now pick n1 such that xn1 ∈ I1 .

13. I = [a. 1 3. |xn − yn | < 1 . · · ·. k Consequently. Then f is uniformly continuous on K. ( xnk is like a person walking toward a certain point and ynk is like a dog on a leash which is constantly getting shorter. Taking a succession of values for δ equal to 1. 0 = |f (z) − f (z)| = lim |f (xnk ) − f (ynk )| ≥ ε.15 Theorems About Continuous Functions In this section. Theorem 5. n Now since K is sequentially compact. 2. show that yn → z also. |f (xδ ) − f (yδ )| ≥ ε. there exists ε > 0 such that for every δ > 0 there exists a pair of points. proofs of some theorems which have not been proved yet are given. 4. {xnk } such that xnk → z ∈ K. k→∞ an obvious contradiction. 5. 1/3. the theorem must be true. If f is uniformly continuous. ynk → z also. there exists a subsequence. Explain why.5 Suppose I is a closed interval. Consider f : (1. You should give a precise proof of what is needed here. and letting the exceptional pair of points for δ = 1/n be denoted by xn and yn . y ∈ D. ∞) → R given by f (x) = x . Therefore. Proof: If this is not true. Then f is uniformly continuous.3. K such that |f (x) − f (y)| ≤ K |x − y| for all x.) By continuity of f and Problem 12 on Page 111. Now nk ≥ k and so 1 |xnk − ynk | < . If |xn − yn | → 0 and xn → z. 1/2. A function.1 The following assertions are valid . Show f is uniformly continuous even though the set on which f is deﬁned is not sequentially compact. 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”. Obviously ynk must also move toward the point also.114 FUNCTIONS Theorem 5.15.13. Corollary 5.13. Show every Lipschitz function is uniformly continuous.14 Exercises 1. f : D ⊆ R → R is Lipschitz continuous or just Lipschitz for short if there exists a constant. xδ and yδ such that even though |xδ − yδ | < δ. b] and f : I → R is continuous.4 Let f : K → R be continuous where K is a sequentially compact set in R. 5. |f (xn ) − f (yn )| ≥ ε. The following corollary follows from this theorem and Theorem 5.

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

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

b) such that (φ (y1 ) − φ (x1 )) (y1 − x1 ) > 0. Now consider that interval. Then if |x−y| < δ. d] and [d. then there exists x1 < y1 . Then xt < yt for all t ∈ [0. it follows that |g (y) − g (f (x))| < ε. n→∞ Consequently f (x) = c and this proves the theorem. y2 ∈ (a. b] . 1] because tx1 ≤ ty1 and (1 − t) x2 ≤ (1 − t) y2 . then on [d. then since φ is 1 − 1.2 Suppose f : [a. This proves part 4. Then if |x−z| < δ and z ∈ D (g ◦ f ) ⊆ D (f ) . Pick the interval on which f has values which are at least as large as c and values no larger than c. Then φ is either strictly increasing or strictly decreasing on [a. then on [a. b] f ≥ 0 at one end point and ≤ 0 at the other. This proves part 3. f (x) − c = lim (f (xn ) − c) ≤ 0 n→∞ while f (x) − c = lim (f (yn ) − c) ≥ 0. divide it in half as was done for the original interval and argue that on one of these smaller intervals. If φ is not strictly decreasing on (a. (For the last step. From continuity of f at x. b) . there exists δ > 0 such that if |x−z| < δ and z ∈ D (f ) .15. Next apply the nested interval lemma to get x in all these intervals. all the above hold and so |g (f (z)) − g (f (x))| < ε. the triangle inequality implies |f (x) − f (y)| = ||x| − |y|| ≤ |x−y| < δ = ε.) To verify part 4. b). x1 . Next here is a proof of the intermediate value theorem. Now |xn − x| ≤ (b − a) 2−n and |yn − x| ≤ (b − a) 2−n and so xn → x and yn → x. if f (d) ≤ c. Lemma 5. f (yn ) ≥ c. let ε > 0 be given and let δ = ε. b] . 2 the function is ≤ c at one end point and ≥ c at the other.) and completes the proof of the theorem.15. (φ (y2 ) − φ (x2 )) (y2 − x2 ) < 0. the above inequality does not hold. d] . Then there exists x ∈ (a. On the other hand. Continue in this way.3 Let φ : [a. x2 < y2 with x2 .5. let xn .). b] → R is continuous and suppose f (a) < c < f (b) . then |f (z) − f (x)| < η. see Problem 12 on Page 111). b) such that f (x) = c. If f (d) ≥ c. yn be elements of this interval such that f (xn ) ≤ c.15. Let xt ≡ tx1 + (1 − t) x2 and yt ≡ ty1 + (1 − t) y2 . Therefore. Proof: First it is shown that φ is either strictly increasing or strictly decreasing on (a. THEOREMS ABOUT CONTINUOUS FUNCTIONS 117 |y−f (x)| < η and y ∈ D (g) . y1 ∈ (a. Proof: Let d = a+b and consider the intervals [a. b) . In the nth interval. If for some other pair of points. Theorem 5. the function has values at least as large as c and values no larger than c. b] → R be a continuous function and suppose φ is 1 − 1 on (a. b).

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

If the object were moving in the negative direction. .5) + (. consider a time interval of length h and then deﬁne the instantaneous velocity to be the number which all these average velocities get close to as h gets smaller and smaller.5 + h) + (.0001] . For example.0001) − r (. the number would be negative.5. Thus in this case form the average velocity on the interval.Derivatives 6. .5 would be close to (r (.0001. 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 + .5 + . if considering the average velocity of the object on the interval [. the object is at the point −10 kilometers and when t = 1.5.5) 2 2 /h = 30 + 2 (.000001 instead of just .0001) − 30 (. In general. the object is at 21 kilometers. 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)) /.5 + . Thus at t = 0.5 is deﬁned as 31.5 + h) − 30 (.0001 = 30 (. The average velocity during this time is the distance traveled divided by the elapsed time.0001 = 31. Thus the average velocity would be 21−(−10) = 31 1 kilometers per hour.5 + .01) + (. Thus the velocity at t = .5) 2 2 /. 000 1 Of course. It is positive because the object is moving in the positive direction. 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. this average velocity would be pretty close to the thing which deserves to be called the instantaneous velocity at t = . [. The notion just described of ﬁnding an instantaneous velocity has a geometrical application to ﬁnding the slope of a line tangent 119 .5) − (.5 hours. the position of the object is r (t) = −10 + 30t + t2 where distance is measured in kilometers and t in hours. the velocity at time . you would expect to be even closer using a time interval of length .5 + h] to get 30 (. from −10 to 21. It came out positive because the object moved in the positive direction along the real line.5) + h.1 Velocity Imagine an object which is moving along the real line in the positive direction and that at time t > 0.

in the deﬁnition of limit. Deﬁnition 6. r(t0 + h1 )) (t0 + h. is deﬁned as the following limit whenever the limit exists. 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.120 to a curve. DERIVATIVES r(t) (t0 + h.2 The Derivative The derivative of a function of one variable is a function given by the following deﬁnition. 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. 6. [t0 . r (t0 + h)) is given by r (t0 + h) − r (t0 ) h which equals the average velocity on the time interval.1) y→x . 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 . r(t0 + h)) t0 + h t 0 + h1 d d d d d d ¡ t0 d ¡ d ¡ ¡ ¡ ¡ ¡ ¡ ¡ ¡ ¡ t (t0 + h1 . y−x (6. The distinction between the limit of a function and its value is very important and must be kept in mind.2) (6.1 The derivative of a function. This is why. |h| > 0.2. r (t0 )) . t0 + h] . you see the slope of the line joining the two points (t0 . then neither does f (x) . Also it is clear from setting y = x + h that f (x) = lim f (y) − f (x) . If the limit does not exist. Note that the diﬀerence quotient on the left of the equation is a function of h which is not deﬁned at h = 0. f (x + h) − f (x) ≡ f (x) h→0 h lim The function of h on the left is called the diﬀerence quotient. r (t0 )) and (t0 + h. r(t0 )) In the above picture.

h→0 lim f (x + h) − f (x) = lim 0 = 0 h→0 h Example 6. Now letting δ < min δ 1 . Find f (x) . Proof: Suppose ε > 0 is given and choose δ 1 > 0 such that if |h| < δ 1 . Letting y = h + x. 1+|fε (x)| it follows if |h| < δ. f (x + h) − f (x) − f (x) < 1. f (h) − f (0) h lim = lim =1 h→0+ h→0+ h h while f (h) − f (0) −h = lim = −1. Geometrically. h then for such h. The following picture describes the situation. THE DERIVATIVE Theorem 6.2. Find f (x) . See Problem 18 on Page 103. f (x + h) − f (x) c−c = =0 h h Therefore.2.3 Let f (x) = c where c is a constant. h→0− h→0− h h lim Thus the two limits. this lack of diﬀerentiability is manifested by there being a pointy place in the graph of y = |x| at x = 0. this shows that if |y − x| < δ. In short. Set up the diﬀerence quotient. |f (y) − f (x)| < ε 121 which proves f is continuous at x. the pointy places don’t have derivatives. To see this. 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 = 0.2 If f (x) exists.2. then f is continuous at x. does not mean f has a derivative. 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 = 0.4 Let f (x) = cx where c is a constant. then |f (x + h) − f (x)| < ε. Example 6. It is very important to remember that just because f is continuous.6. .2. the triangle inequality implies |f (x + h) − f (x)| < |h| + |f (x)| |h| .

Theorem 6.2. h h h Therefore. (6. (6. f f (t) g (t) − g (t) f (t) (t) = . (6.5) If f is diﬀerentiable on (a. If g (t) = 0. (6.7) (6. g g 2 (t) Formula (6.6 Let a.3) (f g) (t) = f (t) g (t) + f (t) g (t) . h→0 h 2 x x+h+ x There are rules of derivatives which make ﬁnding the derivative very easy.8) Written with a slight abuse of notation. assume f (t) = 0. (f (t + c)) = f (t + c) For p an integer and f (t) exists. h→0 DERIVATIVES lim √ f (x + h) − f (x) = lim c = c. .) Written with a slight abuse of notation.5) is referred to as the quotient rule. b − c) and g (t) = f (t + c) .6) (6.2. b ∈ R and suppose f (t) and g (t) exist. (6.4) (6. b) and if g (t) ≡ f (t + c) . (af + bg) (t) = af (t) + bg (t) .5 Let f (x) = x for x > 0. Then the following formulas are obtained. then g is diﬀerentiable on (a − c.10) (In the case where p < 0.4) is referred to as the product rule.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. If f is diﬀerentiable at ct where c = 0. f (x + h) − f (x) = h and so h→0 lim f (x + h) − f (x) 1 1 = lim √ √ = √ . (f (ct)) = cf (ct) . Then (gp ) (t) = pf (t) p−1 p (6. let gp (t) ≡ f (t) . The formula. Written with a slight abuse of notation.122 Set up the diﬀerence quotient. an easy to remember version of (6.10) says (f (t) ) = pf (t) p p−1 f (t) . Find f (x) . h→0 h Example 6. g (t) = cf (ct) . Then letting g (t) ≡ f (ct) .

g−p (t) = gp (t) −1 p p p−1 −1 (t) = g (t) f (t) − g (t) f (t) .4 that (6.10) in the case where p equals a nonnegative integer. (6.7) and (6.9.4) follows. (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 5.4). g 2 (t) f (t) . Here is why.8) are left as an exercise. If the formula holds for some integer. it follows from Theorem 5. f g Now consider Formula (6.2 to conclude limh→0 f (t + h) = f (t) . THE DERIVATIVE Proof: The ﬁrst formula is left for you to prove. Next consider the quotient rule. If p = 0. p then it holds for −p. Then h1 → 0 if and only if h → 0 and so taking the limit as h → 0 yields g (t) = cf (ct) as claimed.2.2. Consider the second. First consider (6. g0 (t) = 0 = 0 (f (t)) Next suppose (6.10) holds for p an integer. f (t) . 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) .2.3. 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. Formulas (6.10) holds because g0 (t) = 1 and so by Example 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.9. Then (gp+1 (t)) = f (t) gp (t) and so by the product rule.6).6.4 on Page 99.

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.

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

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

138 DERIVATIVES .

To see it done in terms of areas of a circular sector. In the following picture.3) (cos(x). tan.Some Important Special Functions 7.4 on Page 59 that for small positive x. [2]. sin. sin x + (1 − cos x) ≥ x ≥ sin x. csc.1). and cot. (7. The ﬁrst thing to do is to give an important lemma. The proof given here is a modiﬁcation of that found in Tierney. sin x =1 x→0 x 1 − cos x =0 lim x→0 x lim (7. [13] and is based on arc length.1) (7. [17] and Rose. sin(x)) ¨ ¨¨ ¨ % x (1 − cos(x)) Now divide by sin x to get 1+ 1 − cos x 1 − cos x x =1+ ≥ ≥ 1. |sin x| sin x sin x 139 . Lemma 7. the book by Apostol has no loose ends in the presentation unlike most other books which use this approach. or almost any other calculus book. see Apostol. cos. Thus this section will be on the functions. it follows from Corollary 3.2) Proof: First consider (7. However.1 The following limits hold.1. sec.1 The Circular Functions The Trigonometric functions are also called the circular functions.5. There are several approaches to this 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. Using Lemma 7. 1 − cos x 1 − cos2 x sin x 1 = = sin x .1. With this.1.2 The derivatives of the trig. from the limit theorems. from Theorem 5. it is also true that 1+ 1 − cos x x ≥ ≥ 1. functions are as follows. it follows that for all small values of x.140 SOME IMPORTANT SPECIAL FUNCTIONS For small negative values of x. Theorem 7. and the limit theorems.1 on Page 92 which says limx→0 sin (x) = 0.5 on Page 100.9. sin (x + h) − sin x h→0 h lim sin (x) cos (h) + cos (x) sin (h) − sin x h→0 h (sin x) (cos (h) − 1) sin (h) = lim + cos x h→0 h h = cos x. x x (1 + cos x) x 1 + cos x Therefore. |sin x| sin x (Why?) From the trig. Theorem 5. it is easy to ﬁnd the derivative of sin. The following theorem is now obvious and the proofs of the remaining parts are left for you. x lim =1 x→0 sin x and consequently. Alternatively. The derivative of cos can be found the same way.5.1. = lim Finally. sin (x) cos (x) tan (x) cot (x) sec (x) csc (x) = cos x = − sin x = sec2 (x) = − csc2 (x) = sec x tan x = − csc x cot x . x→0 lim sin x = lim x→0 x 1 x sin x = 1. 1 − cos x lim = 0. 1+ sin2 x |sin x| x =1+ ≥ ≥1 |sin x| (1 + cos x) (1 + cos x) sin x and so from the squeezing theorem. identities. x→0 x This proves the Lemma.

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

a calculator can ﬁnd 2 1234567812344 . what would you do with 2 2 ? As mentioned earlier.3 7. b−1 = y x (7.1 The Exponential And Log Functions The Rules Of Exponents As mentioned earlier. Find the intervals where cos (3x) is increasing. m/n and b > 0 the symbol bm/n √ means n bm . bx+y = bx by . When x and y are not integers. Clearly something else must be going on. SOME IMPORTANT SPECIAL FUNCTIONS sec3 (2x) tan3 (3x) . The problem is not one of theory but 1234567812345 of practicality. What is the length of the longest thin rod which can be carried horizontally from one hallway to the other? 10. 1/2 suppose b = −1 and x = 1/2.3. Could you use this deﬁnition to ﬁnd 2 1234567812344 ? Consider what you would do. Repeat Problem 11 but this time show f (x) = A2 + B 2 cos (ωx + φ) . 9. f. (ab) = ax bx bxy = (bx ) . Hint: Remember a point on the unit circle determines an angle. First ﬁnd the number 21234567812345 and then · · ·? Can you ﬁnd this number? It is just 1234567812345 1234567812345 too big. What exactly is meant by (−1) ? Even in the case where b > 0 there are diﬃculties. Show there exists an angle. bm means to multiply b by itself m times assuming m is a positive integer. the meaning of bx is no longer clear. Then the following algebraic properties are obtained. . One is 3 feet wide and the other is 4 feet wide. However. Two hallways intersect at a right angle. φ such that f (x) = 11. How could you ﬁnd φ? A √ B .142 6. If m < 0. √A2 +B 2 A2 +B 2 7. A2 + B 2 gives the “amplitude” and φ is called the “phase shift” while ω is called the “frequency”. b0 ≡ 1 provided b = 0. 000 000 000 001 123 as an approximate answer. 7. These are serious diﬃculties and must be dealt with. To see this. That is its deﬁnition and it is a useful exercise for you to verify (7. The amplitude gives the height of the periodic function. Find the derivative of the function. In the case where b = 0 the symbol is undeﬁned.5) hold with this deﬁnition. The number. 8.4) (7. This is very important because it allows us to understand what is going on. consider Problem 6 on Page 97. There are no mathematical questions about the existence of this number.4) and (7. It yields 2 1234567812344 = 2. 2 is irrational and so cannot be written as the quotient of two integers. To make √ √ matters even worse. √ 12. 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. 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. A fence 5 feet high is 2 feet from a building.5) 1 b These properties are called the rules of exponents. 1 bm is deﬁned as b−m . Find all intervals where sin (2x) is concave down. If x is a rational number. For example. Be sure you understand these properties for x and y integers. √ √ A2 + B 2 sin (ωx + φ) .

3. y = bx is decreasing while if b > 1. 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.7) (7. √ expb (m/n) = n bm whenever m.8) (7. ln (by ) = y ln b. then expb (h) = bh = 1. the last claim in Wild Assumption 7.1 For every b > 0 there exists a unique diﬀerentiable function expb (x) ≡ bx valid for all real values of x such that (7. Also.2 The Exponential Functions.3. Later in the book.5) both hold for all x. Based on Wild Assumption 7. Wild Assumption 7.7. ln 1 = 0. No reason for believing in such an assumption has been given notwithstanding the pretty pictures drawn by the calculator. ln (ab) = ln (a) + ln (b) . y ∈ R. See Problem 1. Then there exists a unique number.1 one can easily ﬁnd out all about bx . n are integers. and bx > 0 for all x ∈ R. 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). This is done to conform with usual usage. A Wild Assumption Using your calculator or a computer you can obtain graphs of the functions.1 follows from the ﬁrst part of this assumption. and for all y ∈ R.3. The following picture gives a few of these graphs.1 for b > 0. the function is increasing but just how was the calculator or computer able to draw those graphs? Also.3. Furthermore. denoted by ln b for b > 0 satisfying expb (x) = ln b expb (x) . THE EXPONENTIAL AND LOG FUNCTIONS 143 7.4) and (7. Furthermore.3.3. Theorem 7. I want it to be completely clear that the Wild Assumption is just that.3.2 Let expb be deﬁned in Wild Assumption 7. if b = 1 and h = 0. 3x 8 6 (1/2)x 2x 4 2 –2 –1 0 1 x 2 These graphs suggest that if b < 1 the function. (7.6) . the wild assumption will be completely justiﬁed. y = bx for various choices of b.

1 and this is denoted by ln b. This proves (7. g (x) = y expb (xy) and so ln (by ) (by ) = y expb (xy) = y (ln b) (bxy ) = y (ln b) (by ) .1. Now dividing both sides by (by ) veriﬁes (7.144 ln SOME IMPORTANT SPECIAL FUNCTIONS a = ln (a) − ln (b) b The function. Thus ln 1 = 0 as claimed. using (6. expb (x + h) − expb (x) h→0 h lim bx+h − bx h→0 h bh − 1 x = lim b . ln (ab) = ln a + ln b as claimed. by the product rule and Wild Assumption 7.1.2) and the continuity of 2x . ln (1) = lim ln 2h − ln 1 h ln 2 ln 2 = lim h = = 1. Next. x → ln x is diﬀerentiable and deﬁned for all x > 0 and ln (x) = 1 .7) on Page 122.7).10).6). ∞) onto (−∞. Now by (7. limh→0 b h is assumed to exist thanks to Wild Assumption 7. To verify (7.3. consider the function x → bxy = (by ) .3. h→0 2 − 1 h→0 2h − 1 ln 2 . h 1x 1x = 1x+x = 12 x = 1x and so. ∞) . ∞) .10) The function.8).8). dividing both sides by 1x . From (6. x Next consider (7. if b = 1 then bx = 1x for all x ∈ R. ln (by ) (by ) = ((by ) ) = g (x) where g (x) ≡ bxy . Then. Also.4) and (7. x Therefore. Therefore. Therefore. x (7. Keeping y ﬁxed. ln maps (0.9) (7. ln (ab) (ab) x = ((ab) ) = (ax bx ) = (ax ) bx + ax (bx ) = (ln a) ax bx + (ln b) bx ax x = [ln a + ln b] (ab) . x → ln x is one to one on (0. Proof: First consider (7.3. 1x = 1 for all x ∈ R.5). b x x x x x It remains to verify (7. To obtain (7. h→0 h = lim −1 The expression. an operation justiﬁed by Wild Assumption 7.6). note ln a = ln ab−1 = ln (a) + ln b−1 = ln (a) − ln (b) .9) from this. exp1 (x) = 1 for all x and so exp1 (x) = ln 1 exp1 (x) = 0.

∞) .11) and (7.12) ln 1 2 n ≤ −n n < y < < ln (2n ) .4. By Wild Assumption 7.12) that ln achieves values which are arbitrarily large and arbitrarily large in the negative direction. (7. 2 2 1 n 2 By the intermediate value theorem.11) 2 Also. there exists x ∈ proves the theorem. Then choose n large enough that n > y and − n < y. there exists t between x and y such that (1/t) (x − y) = ln x − ln y = 0. Then 2 2 from (7. More precisely. x = y and this shows ln is one to one as claimed.7) 0 = ln (2) + ln which shows that ln 1 2 1 2 ≥ 1 + ln 2 1 2 (7. Then by the mean value theorem.1 and the mean value theorem. 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) = . Suppose ln x = ln y. ∞) onto (−∞. from (7. 2n such that ln x = y.8. Therefore. it follows there exists a unique number. then (2x ) = (ln 2) 2x = 0 and by Corollary 6. This 7. 1) such that 0< 21 − 1 = ln (2) 2y 1 Since 2y > 0 it follows ln (2) > 0 and so x → 2x is strictly increasing. THE EXPONENTIAL AND LOG FUNCTIONS 145 ln 2 = 0 because if it were. e such that ln (e) = 1.3.3.3.7. 2 It follows from (7. . 718 3.8.8. 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. This wonderful number is called Euler’s number and it can be shown to equal approximately 2. It only remains to verify that ln maps (0. this would imply 2x is a constant function which it is not.11) and (7. Therefore. e Since ln is one to one onto R. ln achieves all values. let y ∈ R. x x lim y x y x − ln 1 −1 It remains to verify ln is one to one. by Corollary 6. Corollary 6. Therefore.3 The Special Number.12) 1 ≤− . there exists y ∈ (0.3. .3 21 − 1 = ln (2) 2y ≤ ln (2) 21 1 and it follows that 1 ≤ ln 2. Therefore.

4 For all b > 0 and b = 1 logb (x) ≡ ln x . What is the derivative of this function? Corollary 7.16) (7.3 Let f (x) = ln |x| for x = 0. Then f (x) = 1 .10).(7.13) Notice this deﬁnition implies (7. logb are only deﬁned on positive numbers.3. x Proof: If x > 0 the formula is just (7. −x x This proves the corollary. Proposition 7.14) holds. The functions. ln is only deﬁned on positive numbers. it is possible to write ln |x| whenever x = 0. logb by ≡ ln (by ) y ln b = =y ln b ln b 1 1 .5 Logarithm Functions Next a new function called logb will be deﬁned. Also.14) follows from (7. However. it follows (7.3.9) all hold with ln replaced with logb .3. Suppose then that x < 0. Then ln |x| = ln (−x) so by (6. bx and logb x is in the following proposition.4 The Function ln |x| The function. ln blogb x = logb x ln b = ln x and so.13). ln b x (7. Then for all x > 0.7) .8). blogb x = x. The fundamental relationship between the exponential function. Deﬁnition 7. What is the derivative of these functions? .146 SOME IMPORTANT SPECIAL FUNCTIONS 7.3.5 Let b > 0 and b = 1.14) and this veriﬁes (7. since ln is one to one.7) on Page 122.16) is obvious from (7. (ln |x|) = (ln (−x)) = (ln ((−1) x)) 1 1 = (−1) = . it is possible to write logb |x| whenever x = 0. and for all y ∈ R. Formula (7. logb by = y.15) (7. 7. ln b (7.3.15). However. logb (x) = Proof: Formula (7. This proposition shows this new function is logb you may have studied in high school.

Example 7. (logb |x|) = = This proves the corollary. From the given equation. Thus (x − 1) ln 5 = (2x + 2) ln 3. = log3 3−2 + log3 (x) = −2 + log3 (x) . ln e Since ln e = 1 from the deﬁnition of e. 2.3. log3 From (7. (ln b) x 147 Proof: If x > 0 the formula is just (7. Hint: If bh = 1 for h = 0.3.7 Using properties of logarithms. Then solving this for x yields ln 5+2 x = ln 5−2 ln 3 . show bx = 1 for all x ∈ R. ln 3 Example 7.6 Let f (x) = logb |x| for x = 0.4. That is. These logarithms are called natural logarithms. x = 1+ 2(81) = 162 + quadratic formula. simplify the expression.7. Example 7.3. Then f (x) = 1 . (b) log3 27x3 . log3 1 x 9 = log3 1 9 + log3 (x) 1 9x (logb (−x)) = (logb ((−1) x)) 1 1 (−1) = .3. Simplify (a) log4 (16x) . Prove the last part of the Wild Assumption follows from the ﬁrst part of this assumption. loge (x) ≡ Recall that 7.3.16). show that if b = 1. it follows loge (x) = ln x.(7.7) on Page 122. Therefore. then expb (h) = 1 if h = 0 follows from the ﬁrst part. (Why?) 1 √ (x+3) 1 162 √ 973. only one solution was possible.9). solve 5x−1 = 32x+2 .10 Compare ln (x) and loge (x) ln x . Then logb |x| = logb (−x) so by (6.9 Solve log3 (x) + 2 = log9 (x + 3) .7) .4 Exercises 1. EXERCISES Corollary 7.8 Using properties of logarithms. −x ln b x ln b . 3log3 (x)+2 = 3log9 (x+3) = 9 2 (log9 (x+3)) = 9log9 √ √ 1+12×81 1 and so 9x = x + 3. Suppose then that x < 0. In the use of the Example 7. Take ln of both sides.

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

taking the limit and using Theorem 5.6 on Page 100 and 6. d) → R.Properties And Applications Of Derivatives 8.1 Suppose f : (a. f (x) = ln ln x4 + 1 ln x4 + 1 1 1 = x4 ln (x4 + 1) x4 + 1 1 1 = 4x3 .1. Then (g ◦ f ) (x) exists and (g ◦ f ) (x) = g (f (x)) f (x) . Therefore. g (f (x + h)) − g (f (x)) f (x + h) − f (x) = H (h) . Example 8. Theorem 8.1 8. From the chain rule.9.6.4.2. Special cases of it are in Theorem 6. h h Note that limh→0 H (h) = g (f (x)) due to Theorems 5.1 The Chain Rule And Derivatives Of Inverse Functions The Chain Rule The chain rule is one of the most important of diﬀerentiation rules. Find f (x) .1. b) → (c. h→0 if f (x + h) − f (x) = 0 . Also suppose that f (x) exists and that g (f (x)) exists.2 on Page 121. 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) . h This proves the chain rule.9.2.1.2 Let f (x) = ln ln x4 + 1 . Proof: Deﬁne H (h) ≡ Then for h = 0. d) and g : (c. ln (x4 + 1) x4 + 1 149 . Now it is time to consider the theorem in full generality.

you have y = − 4 − x2 . This was a simple example but in general. y Now you can solve for y and obtain y = − 3y2y−3x y. Here is an example in which.2 Implicit Diﬀerentiation And Derivatives Of Inverse Functions Sometimes a function is not given explicitly in terms of a formula. y = 4 − x2 . using the chain rule and product rule. Deﬁnition 8. x = 4 − y 2 .1. Near the point. (0. It turns out that for problems like this. and f (x) exists and is non zero then the inverse function. 1) . This relation deﬁnes y as a function of x near a given point such as (0.4 Suppose y is a diﬀerentiable function of x and y 3 + 2yx = x3 + 7 + ln |y| . you might have x2 + y 2 = 4.1. f −1 has a derivative at the point f (x) . Thus f (x) = 3 (2 + ln |x|) (2 + ln |x|) 3 2 = (2 + ln |x|) . If you believe y is some diﬀerentiable function of x. 0) . even though it is impossible to ﬁnd y (x) you can still ﬁnd the derivative of y. you can’t solve for y in terms of x but you can solve for x in terms of y. Recall that f −1 is deﬁned according to the formula f −1 (f (x)) = x.1. The interested reader should consult the book by Rudin. b] → R be a continuous function. For example.150 PROPERTIES AND APPLICATIONS OF DERIVATIVES 3 Example 8. [14] for this and generalizations of all the hard theorems given in this book. The theorems which give this justiﬁcation are called the implicit and inverse function theorems. x 2 8. then you can diﬀerentiate both sides with respect to x and write. f (b) ≡ lim . dy It happens that if f is a diﬀerentiable one to one function deﬁned on an interval. (1. Thus near (1.3 Let f (x) = (2 + ln |x|) . Use the chain rule again. This illustrates the technique of implicit diﬀerentiation. 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. Near the point. −1) .5 Let f : [a. Find y (x) . the derivative of the inverse function. 3y 2 y + 2xy + 2y = 3x2 + 2 y . the equation relating x and y actually does deﬁne y as a diﬀerentiable function of x near points where it makes sense to formally solve for y as just done. Deﬁne f (a) ≡ lim f (x) − f (a) f (x) − f (b) . b] . The procedure by which this is accomplished is nothing more than the chain rule and other rules of diﬀerentiation. 3 +2xy−1 Of course there are signiﬁcant mathematical considerations which are being ignored when it is assumed y is a diﬀerentiable function of x.1. Example 8. x→b− x−a x−b x→a+ . √ √ Near this point. One case is of special interest in which y = f (x) and it is desired to ﬁnd dx or in other words. 0) . Find f (x) . They are some of the most profound theorems in mathematics and are topics for advanced calculus. [a.

b] . The following obvious corollary comes from the above by not bothering with end points. 1 1 f −1 (f (x)) − f −1 (f (x1 )) x − x1 − − = <ε f (x) − f (x1 ) f (x1 ) f (x) − f (x1 ) f (x1 ) Therefore. . 1 f −1 (f (x1 )) = f (x1 ) . then 0 < |x1 − x| = f −1 (f (x1 )) − f −1 (f (x)) < δ where δ is small enough that for 0 < |x1 − x| < δ. b) → R be continuous and one to one. this deﬁnition includes the derivative of f at the endpoints of the interval and to save notation. This is one of those theorems which is very easy to remember if you neglect the diﬃcult questions and simply focus on formal manipulations.7.7 Let f : (a. Now use the chain rule on both sides to write f −1 (f (x)) f (x) = 1. b] → R be continuous and one to one.4. Then f −1 (f (x1 )) exists and is given by the formula. THE CHAIN RULE AND DERIVATIVES OF INVERSE FUNCTIONS 151 Recall the notation x → a+ means that only x > a are considered in the deﬁnition of limit. Proof: By Lemma 5. Suppose f (x1 ) exists for some x1 ∈ (a. f (x1 ) ≡ lim x→x1 f (x) − f (x1 ) x − x1 where it is understood that x is always in [a. f −1 (y) − f −1 (f (x1 )) 1 = y − f (x1 ) f (x1 ) y→f (x1 ) lim and this proves the theorem.1. f (x) − f (x1 ) f (x1 ) It follows that if 0 < |f (x1 ) − f (x)| < η. b) and f (x1 ) = 0.6 on Page 95 f is either strictly increasing or strictly decreasing and f −1 is continuous.7.8. The notation x → b− is deﬁned similarly.1. f (x) Of course this gives the conclusion of the above theorem rather eﬀortlessly and it is formal manipulations like this which aid many of us in remembering formulas such as the one given in the theorem. Theorem 8.1. Suppose f (x1 ) exists for some x1 ∈ [a. Consider the following. since ε > 0 is arbitrary. b] and f (x1 ) = 0. 1 f −1 (f (x1 )) = f (x1 ) . Corollary 8. Thus. and Corollary 5. f −1 (f (x)) = x. Then f −1 (f (x1 )) exists and is given by the formula.6 Let f : [a. Therefore there exists η > 0 such that if 0 < |f (x1 ) − f (x)| < η. x − x1 1 − < ε. and then divide both sides by f (x) to obtain f −1 (f (x)) = 1 .

1.8.9 Suppose f (a) = 0 and f (x) = The function.2 Exercises dy dx . This is typical in useful applications so you need to get used to this idea. dx du dx Notice how the du s cancel.1. In each of the following.5 on Page 133. 7 1 + x4 + ln (1 + x2 ). The methods of algebra are insuﬃcient to solve hard problems in analysis. However. 1 f (0) Example 8. Find f −1 (0) . 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. This particular form is a very useful crutch and is used extensively in applications. Suppose y = g (u) and u = f (x) . By Corollary 6. f is one to one because it is strictly increasing due to the fact that its derivative is positive for all x. The chain rule has a particularly attractive form in Leibniz’s notation. Thus y = g ◦ f (x) . You need something more. dy dy du = . The question is to determine whether f has an inverse.1. Show that f has an inverse and ﬁnd f −1 (7) . I can see that f (0) = 7 and so by the formula for the derivative of an inverse function. 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 .152 PROPERTIES AND APPLICATIONS OF DERIVATIVES Example 8. 8. Then from the above theorem (g ◦ f ) (x) = g (f (x)) f (x) = g (u) f (x) or in other words. 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 ) . To do this. As in the last example. I am not able to ﬁnd a formula for the inverse function.8 Let f (x) = ln 1 + x2 + x3 + 7. f −1 (7) = f −1 (f (0)) = = 1 .

Show that if D (g) ⊆ U ⊆ D (f ) . and for r a real number.0 . e2 3 (b) y = x3 + 7x + 1 (c) y = tan x3 + 5 π 4 . ln (exp (y)) = y.1 π 4 π 2 (d) y = tan −x + (e) y = 2 5x+sin(x) . THE FUNCTION X R FOR R A REAL NUMBER (d) y = log2 (sin (x) + 6) (e) y = sin log3 x2 + 1 (f) y = √ √ x3 +7 sin(x)+4 153 (g) y = 3tan(sin(x)) (h) y = x2 +2x tan(x2 +1) 6 2.7 ln−1 is diﬀerentiable. Then by Corollary 8. (a) y = ex 3 +1 . and if f and g are both one to one. then f ◦ g is also one to one. In each of the following. exp . .3. Thus exp (ln x) = x.1. Using Problem 3 show that the following functions are one to one and ﬁnd the derivative of the inverse function at the indicated point. This function is so important it is given a special symbol.3. assume the relation deﬁnes y as a function of x for values of x and y of interest and use the process of implicit diﬀerentiation to ﬁnd y (x) .1 . it also follows that ln−1 : R → (0.2 on Page 143 says that for x > 0. By this theorem.5 +1 8. 4. (a) xy 2 + sin (y) = x3 + 1 (b) y 3 + x cos y 2 = x4 (c) y cos (x) = tan (y) cos x2 + 2 (d) x2 + y 2 (e) (f) xy 2 +y y 5 +x 6 = x3 y + 3 + cos (y) = 7 2 x2 + y 4 sin (y) = 3x (g) y 3 sin (x) + y 2 x2 = 2x y + ln |y| (h) y 2 sin (y) x + log3 (xy) = y 2 + 11 (i) sin x2 + y 2 + sec (xy) = ex+y + y2y + 2 (j) sin tan xy 2 + y 3 = 16 (k) cos (sec (tan (y))) + ln (5 + sin (xy)) = x2 y + 3 3.8. ∞) exists.1) Theorem 7.3 The Function xr For r A Real Number ln (xr ) = r ln (x) (8.

7.3. it follows exp (x) =1 exp (x) which gives the desired result. ln (exp x) = x and so since ln is one to one. (xr ) = rxr−1 . it follows ex = exp x as claimed. x = x ln (e) = ln (ex ) = ln (expe (x)) and so. Therefore. f (x) 1 + x2 . (|f (x)| ) = exp (r ln |f (x)|) (r ln |f (x)|) = |f (x)| r r r |f (x)| = exp (r ln |f (x)|) .3.154 PROPERTIES AND APPLICATIONS OF DERIVATIVES Proposition 8. From (8. First. it follows exp (x) = expe (x) = ex . f (x) 8. Proof: From Theorem 7. Then exp (x) = ex .3 Suppose f (x) is a non zero diﬀerentiable function.3. Now by this theorem again. since ln is one to one. e such that ln e = 1. From the Wild Assumption on Page 143. Note that x = ln(exp (x)). Also. f (x) 2x2 = + ln 1 + x2 . in particular. To establish the last claim.2 on Page 143 there exists a unique number.2) using the chain rule. Furthermore. x x x (8.1. note that (8. r f (x) r−2 = r |f (x)| f (x) f (x) . the part about the validity of the laws of exponents.1) can be written as xr = exp (r ln x) Theorem 8. Thus ln (f (x)) = x ln 1 + x2 and so. Proof: Diﬀerentiate both sides of (8.3. ln (ex ) = x ln e = x. exp (x) = exp (x) .3) that (xr ) = rxr−1 as claimed. from the above.4 Let f (x) = 1 + x2 .2) and this shows from (8. Find f (x) .3.1 Logarithmic Diﬀerentiation x Example 8.1 There exists a unique number e such that ln e = 1. Find the derivative of r |f (x)| . note ln (exp x) = x and so using the chain rule and Corollary 8.2). Example 8.3. using the chain and product rules. taking the derivative of both sides. One way to do this is to take ln of both sides and use the chain rule to diﬀerentiate both sides with respect to x.3) (8. it becomes possible to ﬁnd derivatives of functions raised to arbitrary real powers. With this understanding. (xr ) = exp (r ln x) r r r = exp (r ln x) = xr = rxr−1 .2 For x > 0.

What is wrong with the following “proof” of the chain rule? Here g (f (x)) exists and f (x) exists. 0 if x = 0 Show h (0) = 0. 2. 3 6 Diﬀerentiating both sides. Find f (x) . What is h (x) for x = 0? Is h also periodic of period 1? . √ 3 3 x +sin(x) Example 8. Let f (x) ≡ x3 + 7x + 3. It follows from two rules which you cannot survive without. 1 1 ln (f (x)) = ln x3 + sin (x) − ln x4 + 2x . Periodic of period 1 means f (x + 1) = f (x) for all x ∈ R. 8. 3.5 Let f (x) = √x4 +2x . Is the derivative of a function always continuous? Hint: Consider a diﬀerentiable function which is periodic of period 1 and non constant.4. 4. This shows you don’t need to remember the wretched quotient rule if you don’t want to. Let f (x) ≡ x3 + 1. g (f (x + h)) − g (f (x)) lim h→0 h g (f (x + h)) − g (f (x)) f (x + h) − f (x) h→0 f (x + h) − f (x) h = g (f (x)) f (x) .3. I think you can see the advantage of doing it this way over using the quotient rule. EXERCISES Then solve for f (x) to obtain f (x) = 1 + x2 x 155 2x2 + ln 1 + x2 1 + x2 . Explain why f has an inverse. 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 . 6 You could use the quotient and chain rules but it is easier to use logarithmic diﬀerentiation.4 Exercises 1. Now ﬁnd f −1 (1) . = lim 5.8. Find f −1 (y) . This process is called logarithmic diﬀerentiation. Find f −1 (3) . f. 1 f (x) = f (x) 3 Therefore. the answer is 3 3x2 + cos x x3 + sin x − 1 4x3 + 2 . Now consider h (x) = 1 x2 f x if x = 0 . Derive the quotient rule from the product rule and the chain rule.

π shown in the 2 2 above picture as the interval containing zero on which the function climbs from −1 to 1. 7. Then use the formula given in the theorem of this section to see you get the same answer. Observe the function. is one to one on the interval − π . Graphing the function y = sin x. is clear sin is not one to one on R and so it is not possible to deﬁne an inverse function. π . a little thing like this will not prevent the deﬁnition of useful inverse trig. Now the arcsin function is deﬁned as the inverse of the sin when its domain is restricted to − π . arcsin (x) is deﬁned 2 2 to be the angle whose sine is x which lies in − π .2) or logarithmic diﬀerentiation to diﬀerentiate the following functions. From Theorem 8. The formula in this theorem could be used to ﬁnd the derivative of arcsin but it is more useful to simply use that theorem to resolve the existence question and apply . cos (y) ≥ 0. Find the derivatives of the following functions. (a) sin x2 ln x2 + 1 (b) ln 1 + x2 (c) x3 + 1 (d) ln 6 sin x2 + 7 6 x3 + 1 sin x2 + 7 √ 7 (e) tan sec sin x2 + 1 (f) sin2 x2 + 5 8.5 -4 -2 0 2 4 -0.5 The Inverse Trigonometric Functions It is desired to consider the inverse trigonometric functions. In words. π . Let f (x) = x3 + 1. Find an explicit formula for f −1 and use it to compute f −1 (9) . Use (8. the derivative of x → arcsin (x) exists for all x ∈ [−1. Also note that for y on this interval. functions.1. (a) 2 + sin x2 + 6 (b) xx (c) (xx ) x cos x tan x (d) tan2 x4 + 4 + 1 (e) sin2 (x) tan x 8.156 PROPERTIES AND APPLICATIONS OF DERIVATIVES 6.5 -1 However. 1 0. 1] . sin.6 on Page 151 2 2 about the derivative of the inverse function.

Now taking the derivative of both sides. = 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. tan (y) = x and by the chain rule. 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) . tan is one to one on − π . Thus 2 2 √ 1 = arcsin (x) . y = and so 1 1 1 = .1. it is impossible to take the inverse of tan. By Theorem 8.8.5) 1 + x2 The inverse secant function can be deﬁned similarly. letting y = arctan (x) . sec2 (y) y = 1. cos (y) y = 1 and so y = 1 = cos y 1 1 − sin2 (y) =√ 1 . ∞) is deﬁned according to the rule: arctan (x) is the angle whose tangent is x which is in − π . (8. arctan (x) for x ∈ (−∞. 2 2 Therefore. Let y = arcsin (x) so sin (y) = x. 1 − x2 (8. I will follow the way of doing it which is used in the book . Therefore. π . cos (y) ≥ 0. However. − cos (x) Therefore. π 2 2 and lim tan (x) = +∞. There is no agreement on the best way to restrict the domain of sec. π . 1 − x2 The positive value of the square root is used because for y ∈ − π .6 arctan has a derivative.4) Next consider the inverse tangent function. THE INVERSE TRIGONOMETRIC FUNCTIONS 157 the chain rule to ﬁnd the formula. −π 2 π 2 Therefore.5. It is a mistake to memorize too many formulas.

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

cosh (x) ≡ . THE HYPERBOLIC AND INVERSE HYPERBOLIC FUNCTIONS If x > 0. Thus the graphs of these functions are as follows.6.7) 8. 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. but cosh (x) > 0 for all x.8) and so the point. The other hyperbolic functions are deﬁned by analogy to the circular functions. 1 . If you guessed “hyperbolic tangent” you got it right.8. cosh (x) = sinh (x) . The reason these are called hyperbolic functions is that cosh2 t − sinh2 t = 1 (8. concave down for x < 0 and concave up for x > 0 because sinh (x) = sinh (x) while cosh is decreasing for x < 0 and increasing for x > 0. cosh (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. 2 2 tanh (x) ≡ sinh (x) . Since cosh (x) = cosh (x) . Using the chain rule. cosh (0) = 1 and that sinh (x) < 0 if x < 0 while sinh (x) > 0 for x > 0. you can use the graph of the function x → exp (x) = ex to verify that the graph of tanh (x) is as given below . it is concave up for all x. sinh is an increasing function.6 The Hyperbolic And Inverse Hyperbolic Functions ex + e−x ex − e−x . This is not important but is the source for the term hyperbolic. you see that sinh (0) = 0. (cosh t. sinh t) is a point on the hyperbola whose equation is x2 − y 2 = 1. Also. (arcsec (|x|)) = √ x x2 − 1 159 (8. I imagine you can guess what the third is called. sinh (x) = cosh x. Therefore. this function equals arcsec (x) and its derivative equals 1 1 = √ 2−1 |x| x x x2 − 1 √ and so either way.

10) √ Another notation for the inverse hyperbolic functions which is sometimes used is arcsinh or arccosh or arctanh.10). Find derivatives of the following functions.160 PROPERTIES AND APPLICATIONS OF DERIVATIVES 1 –3 –2 –1 0 –1 1 2 3 Since x → sinh (x) is strictly increasing. then sinh (y) = x and so using the chain rule and the theorem about the existence of the derivative of the inverse function. From the identity (8. 4. If y = sinh−1 (x) . sinh−1 (x) . y cosh (y) = 1. 808 decimal places. 1 John Machin computed π to 100 decimal places in 1706 through the use of this identity. y =√ which gives the formula 1 1 + x2 1 = sinh−1 (x) . computers began to be used and currently π is “known” to millions of decimal places. Later in 1873 William Shanks did it to over 700 places using this identity. Therefore. Many other schemes have been used besides this identity for computing π. A wonderful identity which was used to compute π for over 200 years1 is the following. 8. The next advance was in 1948. it has an inverse function. . Simplify arcsin x + arccos x. (8. After this. (8.8) cosh (y) = √ 1 + sinh2 (y) = 1 + x2 . (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. 2. This yields after a short computation (tanh x) = 1 − tanh2 x.7 Exercises 1. π = 4 arctan 4 1 5 − arctan 1 239 . Verify (8.9) 1 + x2 The derivative of the hyperbolic tangent is also easy to ﬁnd.

It is possible to start with the arctan function and obtain all the other trig functions in terms of this one. Prove 1 − tanh2 x = sech2 x.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. o The rule was actually due to Bernoulli who had been L’Hˆpital’s teacher. 7. L’Hˆpital did not claim the rule o o as his own but Bernoulli accused him of plagarism. Find a formula for sinh−1 in terms of ln . The best versions of this rule are based on the Cauchy Mean value theorem. Theorem 6. This is interesting because there is a simple way to deﬁne arctan directly as a function of a real variable[9]. Approaches like these avoid all reference to plane geometry. 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. Use De Moivre’s theorem to get some help in ﬁnding a formula for tan (4θ) . 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 10.1 Let [a. Theorem 8.2 on Page 133. x→b− lim f (x) = lim g (x) = 0. 6.11) and f and g exist on (a. arctan explain how to deﬁne sin and cos.8.12) there exists c < b such that if t > c. o . b). 8.ˆ 8. Suppose also that lim f (x) = L. Show arcsin x = arctan √1−x2 . g (t) 2 Now pick x. ∞] and suppose f. named after him. 5. b] ⊆ [−∞.13) Proof: By the deﬁnition of limit and (8. g are functions which satisfy.8.8 L’Hˆpital’s Rule o There is an interesting rule which is often useful for evaluating diﬃcult limits called L’Hˆpital’s2 o rule. Find a formula for tanh−1 in terms of ln. 9.12) x→b− Then x→b− lim (8. Prove coth2 x − 1 = csch2 x. If you knew the function. b) with g (x) = 0 on (a. 2 L’Hˆpital published the ﬁrst calculus book in 1696. 8. g (x) (8. x→b− (8. y such that c < x < y < b. then ε f (t) −L < . y) such that g (t) (f (x) − f (y)) = f (t) (g (x) − g (y)) . Nevertheless. g (x) f (x) = L. This rule. this rule has become known as L’Hˆpital’s o rule ever since. appeared in this book. there exists t ∈ (x. By the Cauchy mean value theorem.

Example 8. limx→0 sinx3 = −1 . x3 Note that limx→0 (sin x − x) = 0 and limx→0 x3 = 0. by L’Hˆpital’s rule.8. o 6 6 o Warning 8. From L’Hˆpital’s rule.162 PROPERTIES AND APPLICATIONS OF DERIVATIVES Since g (s) = 0 for all s ∈ (a. g are functions which satisfy. o Example 8. f (x) ε − L ≤ < ε. f (x) − f (y) ε −L < .5 Be sure to check the assumptions of L’Hˆpital’s rule before using it. . Thus. Also. if the limit of the quotient of the derivatives exists.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. if limx→0 cos x−1 exists and equals L. g (x) (8. it will equal the limit of the original function. b) it follows g (x) − g (y) = 0. b) with g (x) = 0 on (a.3 Find limx→0 5x+sin 3x tan 7x . 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 (t) f (x) − f (y) = g (t) g (x) − g (y) and so. g (x) f (x) = L. b). since t > c. ∞] and suppose f. x→a+ lim f (x) = lim g (x) = 0. g (x) 2 Since ε > 0 is arbitrary.4 Find limx→0 sin x−x . x→a+ (8. limx→0 − 6x x = −1 . it will follow o x−x that limx→0 cos x−1 = L and consequently limx→0 sinx3 = L. b] ⊆ [−∞.1. Therefore. 3x2 it will follow from L’Hˆpital’s rule that the original limit exists and equals L.2 Let [a. Therefore. x→0 7 sec2 (7x) tan 7x 7 Sometimes you have to use L’Hˆpital’s rule more than once. this shows (8. Therefore. Therefore.8.15) x→a+ Then x→a+ lim (8.8. However.1 on 3x2 sin x−x Page 139. Suppose also that lim f (x) = L. g (x) − g (y) 2 Now letting y → b−. But from Lemma 7. Corollary 8.14) and f and g exist on (a. if this limit exists and equals L. the derivative of the denominator is nonzero for x close to 0. x→0 lim 5x + sin 3x 5 + 3 cos 3x 8 = lim = . The following corollary is proved in the same way.13).16) Here is a simple example which illustrates the use of this rule.

L’HOPITAL’S RULE 163 cos 2x x . f (x) − f (y) ε −L < . f (t) f (x) − f (y) = g (t) g (x) − g (y) and so. Example 8. y such that c < x < y < b. 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. Take the derivative of the numerator and the denominator which yields −2 sin 2x . g (x) − g (y) 2 . This is a good illustration of the above warning. it follows g (x) − g (y) = 0. This is an amusing example. b] ⊆ [−∞.18) x→b− Then f (x) = L.6 Find limx→0+ The numerator becomes close to 1 and the denominator gets close to 0. the assumptions of L’Hˆpital’s rule do not hold and so it does not apply.8.001. b).8. Since g (s) = 0 on (a. g are functions which satisfy. Example 8.8. Therefore. x→b− g (x) lim (8.8 Let [a. since t > c.19) Proof: By the deﬁnition of limit and (8. b) . g (x) (8. If it is like mine. In fact there is no limit o unless you deﬁne the limit to equal +∞. an expression whose limit as 1 x → 0+ equals 0. Now lets try to use the conclusion of L’Hˆpital’s o rule even though the conditions for using this rule are not veriﬁed. 0 and will keep on returning the answer of 0 for smaller numbers than . x→b− lim f (x) = ±∞ and lim g (x) = ±∞. Suppose also lim f (x) = L. In practice. This illustrates the folly of trying to compute limits through calculator or computer experiments.7 Find limx→0 This limit equals limy→0 ln|1+x10 | . 1 ln|1+y| y = limy→0 1 ( 1+y ) Theorem 8.18) there exists c < b such that if t > c. y) such that g (t) (f (x) − f (y)) = f (t) (g (x) − g (y)) . Theoretically. b) with g (x) = 0 on (a. You should plug . the procedure may fail miserably. and x10 see what your calculator or computer gives you. x→b− (8. There is another form of L’Hˆpital’s rule in which limx→b− f (x) = ±∞ and limx→b− g (x) = o ±∞. x10 = 1 where L’Hˆpital’s rule has been o ln|1+x10 | used. If the limit is taken as x gets close to 0. it will give the answer.001 in to the function. By the Cauchy mean value theorem. Some people get the unfortunate idea that one can ﬁnd limits by doing experiments with a calculator.8. these people think one can ﬁnd the limit by evaluating the function at values of x which are closer and closer to 0. ∞] and suppose f. then f (t) ε −L < . Therefore.17) and f and g exist on (a. g (t) 2 Now pick x. there exists t ∈ (x.ˆ 8.

Please do not think any meaning is being assigned to the nonsense 0 expression 0 .21) lim f (x) = L.9 deal with indeterminate forms which are of the form ±∞ . Theorem 8. b] ⊆ [−∞. g are functions which satisfy.8.8.8.8. Corollary 8. Therefore. This observation is stated as the next corollary.20) and f and g exist on (a. . It is just a symbol to help remember the sort of thing described by Theorem 0 8. x→a+ (8.22) Theorems 8.1 8.8. Theorem 8.8. b).8.1 and Corollary 8. x→a+ lim f (x) = ±∞ and lim g (x) = ±∞. for y large enough. There are other indeterminate forms which can be reduced to these forms just discussed. Suppose also that f (x) = L. As before.2 and 8. this is just a symbol which is helpful in remembering the ∞ sort of thing being considered. ∞] and suppose f.9 will be referred to as L’Hˆpital’s o rule from now on.8. f (y) −L <ε g (y) and this is what is meant by (8. Continuing g(x) g(y) f (x) f (y) −1 −1 ε < 2 −1 −1 . −1 −1 ε + 2 g(x) g(y) f (x) f (y) −1 −1 <ε due to the assumption (8.8 and Corollaries 8. This proves the theorem.8 and Corollary 8. both f (x) − 1 and f (y) to rewrite the above inequality yields f (y) −L g (y) Therefore. b) with g (x) = 0 on (a.8.19). 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.1 and Corollary 8. x→a+ g (x) lim Then x→a+ (8.17) which implies lim g(x) g(y) f (x) f (y) −1 −1 y→b− = 1.2 involve the notion of indeterminate forms of the form 0 . Again.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. g (x) (8. Don’t ever try to assign meaning to such symbols.8. whenever y is large enough.9 Let [a. there is no essential diﬀerence between the proof in the case where x → b− and the proof when x → a+.8.2.

In this the second term is the interest and the ﬁrst is called the principal. On the other hand. Now you have 100 (1 + r) in the bank. This becomes the new principal.10 Find limy→∞ 1 + .8. 1 + x > 1 and a number raised y to higher and higher powers should approach ∞.8. o lim y ln 1 + x y = = = Therefore. the rate per payment period equals . Now 1 raised to anything is 1 and so it would y seem this limit should equal 1. The expression in (8.23) = ex . These terms need a little explanation. 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) . L’HOPITAL’S RULE 165 x y y Example 8. it follows y→∞ lim 1+ x y y = lim exp y ln 1 + y→∞ x y = ex . y→∞ y→∞ lim ln 1 + 1/y 1 1+(x/y) x y y→∞ (−1/y 2 ) x lim =x y→∞ 1 + (x/y) x y =x lim −x/y 2 lim y ln 1 + Since exp is continuous.ˆ 8. This is what is meant by compounding continuously. Consider the problem of a rate of r per year and compounding the interest n times a year and letting n increase without bound.10 that limy→∞ 1 + x y written as r P 1+ n y n t .06/12. If the payment period is one month. the amount you would have at the end of n months is 100 (1 + r) . y→∞ x y y = exp y ln 1 + x y . It really isn’t clear what this limit should be. 8. 1+ Now using L’Hˆpital’s rule. It is an indeterminate form which can be described as 1∞ .8.23) can be Recall from Example 8. it follows x/y → 0 and so 1 + x → 1. By deﬁnition.8.1 Interest Compounded Continuously Suppose you put money in the bank and it accrues interest at the rate of r per payment period. and you started with $100 then the amount at the end of one month would equal 100 (1 + r) = 100 + 100r. One might think that as y → ∞. In general. From the above the amount in the account after t years is P 1+ r n nt n 2 (8. this means r. When a bank says they oﬀer 6% compounded monthly. The interest rate per payment period is then r/n and the number of payment periods after time t years is approximately tn. It is good to ﬁrst see why this is called an indeterminate form. if x > 0.

166 PROPERTIES AND APPLICATIONS OF DERIVATIVES and so. this would be 100e(. 8. in 4 years.01)x 1/x2 ) (s) limx→0 (cos 4x)( 2. you would gain interest of about $27. 2 sin x −sin(3x) 5 . (a) limx→0+ (b) limx→0 √ 1− cos 2x √ .06)4 = 127.11 Suppose you have $100 and you put it in a savings account which pays 6% compounded continuously. 12. sin4 (4 x) 2 2x −25x . you get P ert = A.9 Exercises (a) limx→0 (b) 3x−4 sin 3x tan 3x x−(π/2) π limx→ 2 − (tan x) arctan(4x−4) arcsin(4x−4) arctan 3x−3x x3 9sec x−1 −1 3sec x−1 −1 1. Find the following limits. Find the limits. (c) limx→1 (d) limx→0 (e) limx→0+ (f) limx→0 (g) (i) 3x+sin 4x tan 2x ln(sin x) limx→π/2 x−(π/2) cosh 2x−1 x2 − arctan x+x limx→0 x3 1 x8 sin x sin 3x 2 (h) limx→0 (j) limx→0 (l) limx→0 (m) (k) limx→∞ (1 + 5x ) x −2x+3 sin x x ln(cos(x−1)) limx→1 (x−1)2 1 (n) limx→0+ sin x x (o) limx→0 (csc 5x − cot 5x) (p) limx→0+ 3sin x −1 2sin x −1 x2 (q) limx→0+ (4x) (r) limx→∞ x10 (1. taking the limit as n → ∞. This shows how to compound interest continuously. Example 8. Thus. How much will you have at the end of 4 years? From the above discussion.8.

. How fast are the sides changing when they are equal to 5 centimeters in length? . √ √ (k) limx→∞ 5 x5 + 7x4 − 3 x3 − 11x2 . x2 167 3x+2 5x−9 3x+2 5x−9 . .10. . x ln x 1−x √ 2 ln e2x +7 x √ sinh( x) √ √ 7 x− 5 x √ limx→0+ √x− 11 x . (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 8.10 Related Rates Sometimes some variables are related by a formula and it is known how fast all are changing but one.1 A cube of ice is melting such that dV = −4cm3 / sec where V is the dt volume. (l) limx→∞ (m) limx→∞ (n) limx→0+ (o) 5x2 +7 2x2 −11 5x2 +7 2x2 −11 x 1−x . √ 2 x +13n (i) limn→∞ cos π 4n n . RELATED RATES (c) limn→∞ n (d) limx→∞ (e) limx→∞ √ n 7−1 .10. 1/x 2x (f) limn→∞ cos √n 2x (g) limn→∞ cos √5n n n (h) limx→3 x −27 x−3 . 9 . Find the following limits. 3. . The related rates problem asks for how fast the remaining variable is changing. Example 8. √ √ (j) limx→∞ 3 x3 + 7x2 − x2 − 11x .8.

Note there is no way of knowing the volume or the sides as a functions of t.2 One car travels north at 70 miles per hour and the other travels east at 60 miles per hour toward an intersection. 8. ﬁnd 5. dx dt at the point (2. 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. He watches the ball go back and forth. How fast is the distance between the two cars changing when this distance equals ﬁve miles and the car heading north is at a distance of three miles from the intersection? 2. the chain rule implies dV dx −4 = = 3x2 dt dt and the problem is to ﬁnd dx dt when x = 5. it follows that x = 4. 3). l2 = x2 + y 2 .10. Suppose dA = 3 square inches per minute. dx −4 −4 = = cm/second dt 3 (25) 75 at this time. A point having coordinates (x. One car travels north at 70 miles per hour toward an intersection and the other travels east at 60 miles per hour away from the intersection. How fast is the distance between the two cars changing when this distance equals ﬁve miles and the car heading north is at a distance of three miles from the intersection? Let l denote the distance between the cars. Example 8. y) moves over the ellipse. A spectator at a tennis tournament sits 10 feet from the end of the net and on the line determined by the net.11 Exercises 1. at the instant described 2ll = 2xx + 2yy 10l = 8 (−60) + 6 (−70) and so l = −90 miles per hour at this instant. Therefore. x2 4 + y2 9 = 1.168 PROPERTIES AND APPLICATIONS OF DERIVATIVES The volume is V = x3 where x is the length of a side of the cube. Therefore. and will have a very sore neck when he wakes up the next morning. Suppose each side of the base is changing at the rate of −3 inches per second. An isosceles triangle has two sides of equal length. Therefore. When y = 3. How fast is the angle between his line of sight and the line determined by the net changing when the ball crosses over the net at a point 12 feet from the end assuming the ball travels at a speed of 60 miles per hour? . How fast is the volume changing when the side of the base equals 10 inches? 3. 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. If dy dt = 2. 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. How fast is θ changing when θ = π/6 dt radians? 4.

y /x = −4/3 (why?) and also (x ) + (y ) = 100. l2 = (x − z) + y 2 . How fast is the surface area changing when the volume of the ball equals 20π cubic inches? 7. A hemispherical dish of radius 5 inches is sitting on a table. Thus dV = −kA (y). area times height. 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. It is observed that r (t) = . then dV = A (y) where A (y) is the surface area of the top surface of the water at this dy height. 11. for her hungry children.5 feet per minute and h (t) = . A balloon in the shape of a ball is being inﬂated at the rate of 6 cubic inches per minute. 12. At the instant described. It will be shown later that if V (y) is the total volume of the vase up to height y. note that a little chunk of volume of the vase between heights y and y + dy would be dV = A (y) dy. . A mother cheetah attempts to ﬁx dinner. y) denote the coordinates of the cheetah and let (z.) Also. 0) feet? Is your answer a little surprising? Hint: Let (x. How fast is the light travelling along the nearest point on a wall 1/4 mile away? Give your answer in miles per hour. It is also known that the rate at which the grain falls oﬀ the conveyor belt is 100π cubic feet per minute. A vase of water is sitting on a table.) 1 9.8. EXERCISES 169 6. Grain comes oﬀ a conveyor belt and falls to the ground making a right circular cone. A revolving search light at a prison makes one revolution per minute. When the radius of the cone is 10 feet what is the height of the cone? 10. 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. Show dy is a constant even though the surface area of dt dt the exposed water is constantly changing in a typical vase. (To see this is very reasonable. The volume of a right circular cone is 3 πr2 h. 2 2 8. the rate at which the water evaporates is proportional to the surface area of the exposed water. 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 .11. How fast is the distance between her and dinner decreasing when she is located at the point (0. Then if l is the desired 2 distance. 40) feet and dinner is moving in the direction of the positive x axis at the point (30.3 feet per minute. She moves at 100 feet per second while dinner travels at 80 feet per second. 0) denote the coordinates of the gazelle. Soup is being poured in at the constant rate of 4 cubic inches per second. a Thompson gazelle. The surface area of a sphere of radius r equals 4πr2 and the volume of the ball of radius r equals (4/3) πr3 . How fast is the 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.

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

2. and f (2) = 3. f (−2) = −1. Therefore. x = 1 where the derivative fails to exist. −. and f (2) = 3. x = 2 and its minimum at the point. the points where the derivative fails to exist.12. For x > 1. -0. and 1. Now f (−. The following is a graph of this function. the points to look at are the end points. evaluate the function at −1. 6 4 2 -2 -1 0 -2 -4 1 2 Example 8. The graph of this function is given below. f (1) = 0. You should verify that this function fails to have a derivative at the point x = 1.5 2 Example 8.5.12. There are no points where the derivative does not exist.5. The following is a graph of this function. x = 0. THE DERIVATIVE AND OPTIMIZATION 171 The points where f (x) = 3x2 − 3 = 0 are x = 1 or −1. Therefore. It follows the function achieves its maximum at the end point. 2]. 2. f (0) = 1. −2. 1 and the point where the derivative equals zero.2 Find the maximum and minimum values of the function f (x) = x2 − 1 on the interval [−. Thus f (−1) = 3. " .3 Find the minimum value of the function f (x) = x + 1 x for x ∈ (0.5) = . the function equals x2 − 1 and so there is no point larger than 1 where the derivative equals zero.12. f (1) = −1.5 0.5. ∞). 75.8. 1) the function equals 1 − x2 and so its derivative equals zero at x = 0. Therefore.5 1 1. the maximum value of the function occurs at the point −1 and 2 and has the value of 3 while the minimum value of the function occurs at −1 and −2 and equals −1. For x ∈ (−.

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

θ2 is called the angle of refraction. y2 ) Then deﬁne by x the quantity xp − x1 . 8. Find the numbers if their product is to be as large as possible. 0) at the other end. A cylindrical can is to be constructed to hold 30 cubic inches. 0) equals 2 2 x2 + y1 /c1 2 and the time it takes to go from (xp . y1 ) to (x2 . Consider the following picture of light passing from (x1 . x2 + 4y 2 = 4. 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. y) as one end of a diagonal and (0. The angle θ1 is called the angle of incidence while the angle. Form the rectangle which has (x. y) is on the ellipse. 2. (x1 .13 Exercises 1. the total time is 2 2 2 (x2 − x1 − x) + y2 x2 + y1 T = + c1 c2 Thus T is minimized if dT d = dx dx = x c1 x2 + 2 y1 x2 + c1 2 y1 + 2 (x2 − x1 − x) + y2 2 c2 (x2 − x1 − x) − c2 2 (x2 − x1 − x) + y2 2 = sin (θ1 ) sin (θ2 ) − =0 c1 c2 at this point. A rectangle is inscribed in a circle of radius r. y2 ) as shown. 4.8. Therefore. y2 ) is (x2 − x1 − x) + y2 /c2 . 3. y1 )• θ1 Speed equals c1 d (xp . y1 ) to the point (xp . Therefore. (x.12.5 Fermat’s principle says that light travels on a path which will minimize the total time. . 0) to (x2 . this yields the desired relation between θ1 and θ2 . 0) θ2d Speed equals c2 d d d d• (x2 . Find the minimum cost for such a can. This is called Snell’s law.13. Two positive numbers sum to 8. The ordered pair. What is the relation between θ1 and θ2 ? The time it takes for the light to go from (x1 . Find the rectangle of this sort which has the largest possible area. The picture indicates a situation in which c1 > c2 . Find the formula for the rectangle of this sort which has the largest possible area. EXERCISES 173 Example 8.

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

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

2 (1. a ﬁrst approximation.5) − 2 x3 = 1. 2 x2 = 2 − = 1. f (x2 ) Continuing this way. Then extend this tangent line to ﬁnd where it intersects the x axis. suppose you wanted to ﬁnd the solution to f (x) = 0 where f (x) = x1/3 . You can see from the above picture that this must work out in the case of f (x) = x2 − 2. Thus x3 = x2 − f (x2 ) . f (x1 ) This second point. 4 Then 2 (1. f (x1 )) is obtained. You should check that the sequence of iterates which results does not converge.24). 414 216 302 046 577. f (xn ) (8.24) which hopefully has the property that limn→∞ xn = x where f (x) = 0. yields a sequence of points.5) (1.176 PROPERTIES AND APPLICATIONS OF DERIVATIVES x2 x1 In this picture.5. From (8.5 − ≤ 1.417 − 2 . Now carry out the computations in the above case for x1 = 2 and f (x) = x2 − 2. 2 (1. 414 213 562 373 095. 417. x4 = 1. denoted in the picture as x1 is chosen and then the tangent line to the curve y = f (x) at the point (x1 . Thus x2 = x1 − f (x1 ) . the sequence oscillates between positive and negative values as its absolute value gets larger and larger. For example. even starting with an initial approximation. which was not very good. In other words. set y = 0 and solve for x. {xn } given by xn+1 = xn − f (xn ) .417) √ √ What is the true value of 2? To several decimal places this is 2 = 1. 2. starting with x1 the above procedure yields x2 = −2x1 and so as the iteration continues. This value of x is denoted by x2 . This method does not always work. The equation of this tangent line is y − f (x1 ) = f (x1 ) (x − x1 ) . showing that the Newton Raphson method has yielded a very good approximation after only a few iterations. This is because. x2 is the second approximation and the same process is done for x2 that was done for x1 in order to get the third approximation.417) − 2 = 1. x3 .

. Draw some graphs to illustrate the Newton Raphson method does not yield a convergent sequence in the case where f (x) = x1/3 . √ 4. c > 0 and p > 1. x1 is taken suﬃciently close to x0 . show convergence of the Newton Raphson method in the cases described above where f (x) > 0 near x0 or f (x) < 0 near x0 . Use the Newton Raphson method to approximate the ﬁrst positive solution of x − tan x = 0. Similarly. 3. Hint: You may need to use a calculator to deal with tan x. if f (x) < 0 for x near x0 . Use the Newton Raphson method to compute an approximation to 3 which is within 10−6 of the true value.15 Exercises 1. EXERCISES 177 However. 8.8. 2. if f (x0 ) = 0 and f (x) > 0 for x near x0 . 5.15. then the method produces a sequence which converges to x0 provided x1 is close enough to x0 . By drawing representative pictures. Using the Newton Raphson method and an appropriate picture. Explain how you know you are this close. discuss the convergence of the recursively deﬁned sequence xn+1 = (p − 1) xn + cx1−p /p where n x1 . 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 .

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

b).8. Consequently. 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. G ∈ f (x) dx for x ∈ (a. Now take H ∈ (af (x) + bg (x)) dx and pick F ∈ f (x) dx. Taking the derivative of this function. b) . From Lemma 9. Then there exists a constant. Then aF ∈ a f (x) dx and (H (x) − aF (x)) = af (x) + bg (x) − af (x) = bg (x) showing that H − aF ∈ because b = 0. C. C such that for all x ∈ (a. f (x) xn . 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. F (x) = G (x) + C.4 on Page 133. Suppose then that F ∈ f (x) dx and G ∈ g (x) dx.1. b). by Corollary 6.3 it follows that if F (x) ∈ f (x) dx. bg (x) dx = b g (x) dx This has shown the two sets of functions are the same and proves the lemma. and if nonempty.1.1.3 Suppose F . F (x) − G (x) = C. It is necessary to verify the two sets of functions are the same.4 If a and b are nonzero real numbers.180 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS Lemma 9. the following table of antiderivatives follows. Then aF + bG is a typical function of the right side of the equation. Therefore H ∈ aF + b g (x) dx ⊆ a f (x) dx + b g (x) dx. then every other function in f (x) dx is of the form F (x) + C for a suitable constant. There is another simple lemma about antiderivatives. Proof: F (x) − G (x) = f (x) − f (x) = 0 for all x ∈ (a. Lemma 9. From the formulas for derivatives presented earlier. Thus it is customary to write f (x) dx = F (x) + C where it is understood that C is an arbitrary constant. 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 . This proves the lemma. called a constant of integration.

7. h h h Therefore. hf (xm ) A (x + h) − A (x) hf (xM ) ≤ ≤ = f (xM ) . x + h]} and f (xm ) ≡ min {f (x) : x ∈ [x.9. for continuous functions.2. . This discussion implies the following theorem.5 Let n k=0 181 ak xk be a polynomial. 9. In general. a and the point x as shown. f. using the squeezing theorem.4. This happens because the function is decreasing near x. h h→0 The consideration of h < 0 is also straightforward. The vertical line from the point.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. x + h]} Then. A(x) a A(x + h) − A(x) xd d dx + h The curved line on the top represents the graph of the function y = f (x) and the symbol. For example.10 on Page 96 implies there exists xM . and the continuity of f. xm ∈ [x. A (x) represents the area between this curve and the x axis between the point. f (xm ) = A (x) ≡ lim A (x + h) − A (x) = f (x) . A (x + h) − A (x) as indicated. Theorem 5. Proposition 9. Theorem 5. x + h up to the curve and the vertical line from x up to the curve deﬁne the area.1. x + h] with the properties f (xM ) ≡ max {f (x) : x ∈ [x.9.1. AREAS The above table is a good starting point for other antiderivatives. 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 9.5. You can see that this area is between hf (x) and hf (x + h).

3 Thus C = −1 . g (x) is on top. A (a) = 0. Example 9. and the x axis. Letting C = 2. and the x axis. 3 (9. f (x) A(x) g(x) A(x + h) − A(x) a x x+h You see that sometimes the function. 1 The function − x + C has the property that its derivative equals 1/x2 .3 Area Between Graphs It is a minor generalization to consider the area between the graphs of two functions.2. Find the area between the graph of the function. The problem for A described in the above theorem is called an initial value problem and the equation. 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) is on top and sometimes the function.1 Let a < b and let f : [a. It only remains to choose C in such a way that the function equals zero at x = 1. x + C has the property that its derivative gives x2 . A (x) written in terms of the derivative of this unknown function. A (x) = f (x) is a diﬀerential equation. x.2) 9. Therefore. the area described equals 3 3 3 A (2) = 8 − 1 = 7 square units. The function. the graph of the function. The assertion that A should be continuous on [a. 3 3 3 Example 9.2. It is called this because it is an equation for an unknown function. b) . b] → [0. the points 1 and 2. It is the length of the vertical line joining the two graphs which is of importance . Consider the following picture. a and b. b]. ∞) be continuous. A (x) = f (x) for x ∈ (a. which yields continuity on [a. Also. 1 A (x) = − x + 2 satisﬁes the appropriate initial value problem and so the area equals A (3) = 5 3.182 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS Theorem 9. b] follows from the fact that it has to be continuous on (a. This is true for any 3 C. 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. It follows that A (x) = x − 1 . Then letting A (x) denote the area between a.2. 2]. b].2 Let f (x) = x2 for x ∈ [1.

A (−3) = for x ∈ (−3.3. Hence A (x) = 9 − x2 . The answer is A (3) where A (x) = |f (x) − g (x)| = 9 − x2 . Then A (x + h) − A (x) |f (xM ) − g (xM )| h |f (xm ) − g (xm )| h ≤ ≤ . Theorem 9. 3). y = 0. A (x) = x − 9x + C where C is chosen so that A (−4) = 0. −3) . Example 9. Also.3. b] → R be continuous. Then letting A (t) denote the area between the graphs of the two functions for x ∈ [a. h h h and using the squeezing theorem. −3) . It follows that A (x) = 9x − x3 +D 3 10 3 . −3] 9 − x2 if x ∈ [−3. x + h]} and |f (xm ) − g (xm )| ≡ min {|f (x) − g (x)| : x ∈ [x.3. 3 A (x) = Also. Now 9 − x2 = 3 x2 − 9 if x ∈ [−4. 2 (9.3) x2 2 − 1. AREA BETWEEN GRAPHS 183 and this length is always |f (x) − g (x)| regardless of which function is larger.2 Let f (x) = 8 − x and g (x) = 2 of the two functions for x ∈ [−4. for x ∈ (−4.9.9. By Theorem 5. x + h] satisfying |f (xM ) − g (xM )| ≡ max {|f (x) − g (x)| : x ∈ [x.7. as h → 0 A (x) = |f (x) − g (x)| Also A (a) = 0 as before. A (a) = 0. 3] because it is supposed to have a derivative. b]. x + h]} . A (−4) = 0. b) . A (t) = |f (t) − g (t)| for t ∈ (a. t] .1 Let a < b and let f. A is continuous on [a.5 on Page 100. This yields the following theorem which generalizes the one presented earlier because the x axis is the graph of the function. 3). 3 Thus 3 (−4) − 9 (−4) + C = 0 3 and so C = − 44 . Theorem 5. Find the area between the graphs You should graph the two functions. 3]. It is necessary to have A continuous on the interval [−4.10 on Page 96 there exist xM . Therefore. 3 3 3 Now consider A (x) for x ∈ (−3. A (−3) = 3 x3 44 − 9x − 3 3 (−3) 44 10 − 9 (−3) − = . g : [a. xm ∈ [x. 3] It follows that on (−4.

2.3. Find the area between the graphs of y = 5x + 14 and y = x2 . B (b) is the desired area.4 Exercises 1. More generally.4). Proof: Suppose F solves (9.1. there exists a constant. ﬁnd an antiderivative. Proof: Suppose B (x) = |f (x) − g (x)| .4 To solve the initial value problem. y = x2 + 1 and y = 3x + 5. Find the area between the graphs of the functions. A (3) . A similar procedure holds for ﬁnding the area between two functions which are of the form x = f (y) and x = g (y) for y ∈ [c. A (x). G. 4 − y 2 = −3y. First ﬁnd where the two graphs intersect. B (a) = 0.4) Procedure 9.3. b] .4) it will equal G (x) − G (a) . A (b) − A (a) = (B (b) + C) − (B (a) + C) = (B (b) + C) − C = B (b) which is the desired area. ﬁnd an antiderivative of |f (x) − g (x)| . 3 3 3 This illustrates the following procedure which you can use to ﬁnd areas. you can verify that 4−y 2 > −3y and so 4 − y 2 − (−3y) = 4−y 2 +3y. The solution is y = −1 and 4. (9. (9. Find the area between the graphs of the functions. 3). 4. For y in this interval. 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 . . Then by Lemma 9. Procedure 9. consider the initial value problem F (x) = f (x) . 6 9. F (a) = 0. such that G (x) = f (x) .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. From Lemma 9. Therefore. If there is a solution to the initial value problem. d] . 3].1.3 Suppose y = f (x) and y = g (x) are two functions deﬁned for x ∈ [a.4). Then to ﬁnd the area between the two graphs of the functions. 3. (9. 3 3 3 is given by 3 (3) 64 118 A (3) = 9 (3) − + = . The desired area is then given by A (b) − A (a) . y = 2x2 and y = 6x + 8. Since F (a) = 0.3 there is some constant. C such that A (x) = B (x) + C. the area. Then from the above explanation. Find the area between the graphs of the functions y = x + 1 and y = 2x for x ∈ [0.3. Example 9. By continuity of A. C such that F (x) = G (x)+C.3. it follows C = −G (a) and so F (x) = G (x)−G (a) .5 Find the area between x = 4 − y 2 and x = −3y.

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

4 Find cos (2x) sin2 (2x) dx. it is not necessary to recall (9. 2 Thus cos (2x) sin2 (2x) dx = = 1 2 u2 du = 3 u3 +C 6 (sin (2x)) +C 6 .186 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 9. du dx Let u = sin (2x). Therefore.5) Note it is of the form given in (9. Example 9.5) with g (x) = 2−1 sin2 (x) and F (u) = Therefore.5. The crucial step in the solution of this initial value problem is to ﬁnd an antiderivative for a given function. Now formally du = cos (2x) dx. sin (x) cos (x) Example 9. 1 + x2 2x dx. This is a special case of (9.5.5. Actually.2 Find 3 + 2−1 sin2 (x) dx = 6 (3 + u) 3 .5) when g (x) = 1 + x2 and F (u) = u7 /7.5. the answer is 6 7 1 + x2 2x dx = 1 + x2 /7 + C. f (g (x)) g (x) dx = F (x) + C.5 The Method Of Substitution Finding areas can often be reduced to solving an initial value problem. 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. Here are some other examples of the method of substitution. There is a trick based on the Leibniz notation for the derivative which is very useful and illustrated in the following example. The method of substitution is based on the following formula which is merely a restatement of the chain rule.1 Find sin (x) cos (x) 3 + 2−1 sin2 (x) dx 2 3 (9. Example 9. where F (y) = f (y). Example 9. Then = 2 cos (2x).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. 1 12 3 12 + 2 sin2 x + C.5) and massage things to get them in that form.

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

5. This illustrates a general procedure.10 Find sec (x) dx. Example 9. Example 9. 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.5.11 Find d dx csc (x) dx. this becomes −1 du. Find the indicated antiderivatives. C. Find the indicated antiderivatives. (a) (b) (c) (d) (e) sec (3x) dx sec2 (3x) tan (3x) dx 1 3+5x2 dx √ 1 dx 5−4x2 √ 3 dx x 4x2 −5 3.5.9 f (x) f (x) dx = ln |f (x)| + C. At this point.188 Also ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 1 1 sin2 (x) dx = − cos x sin x + x + C 2 2 which is left as an exercise. dx csc (x) = − csc (x) cot (x) and − csc(x)(cot(x)+csc(x)) 2 cot (x) = − csc (x) . Then writing the antiderivative in terms of u. d This is done like the antiderivatives for the secant. Find the indicated antiderivatives. Procedure 9. This is usually done by a trick. Thus this antiderivative is u − ln |u| + C = ln u−1 + C and so tan (x) dx = ln |sec x| + C.6 Exercises (a) (b) (c) (d) (e) √ x 2x−3 1. recall that (ln |u|) = 1/u. Thus sec (x) dx = ln |sec (x) + tan (x)| + C. 2. Example 9. This follows from the chain rule.5. (a) x cosh x2 + 1 dx . Write the integral as − dx = − ln |cot (x) + csc (x)|+ (cot(x)+csc(x)) 9.8 Find tan (x) dx Let u = cos x so that du = − sin (x) 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.

Find the area between the graphs of y = sin2 x. 2π]. Find the indicated antiderivatives. (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. π/2]. for x ∈ [0. 2 4 189 5. 11. Find the area between the graph of f (x) = x3 / 2 + 3x4 and the x axis for x ∈ [0. (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. EXERCISES (b) (c) (d) (e) 4. 7. dx √ x3 (6x2 +5) (g) Find (h) Find dx x 3 (6x + 4) dx 9. Find the area between the graphs of y = cos2 x and y = sin2 x for x ∈ [0. Find 1 dx. x 3+x4 dx 1 x2 +2x+2 √ 1 dx 4−x2 1 √ dx x x2 −9 ln(x2 ) x Hint: Let x = 3u.6. 6.9. 4]. Hint: Derive and use sin2 (x) = 1−cos(2x) . Find the area between the graphs of y = sin (2x) and y = cos (2x) for x ∈ [0. Find the indicated antiderivatives. . sin2 (x) dx. 2π]. x1/3 +x1/2 Hint: Try letting x = u6 and use long division. Find x3 5x dx sin (x) 7cos(x) dx x sin x2 dx √ x5 2x2 + 1 dx Hint: Let u = 2x2 + 1. 8. and the x axis.

7).1 Let u and v be diﬀerentiable functions for which u (x) v (x) dx are nonempty. Example 9.7) is a function found in the right side of (9. This proves the proposition.7) is a function from the left.7).7.7) u (x) v (x) dx. Therefore every function from the left in (9. Recall the product rule.190 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 9. Then uv − Proof: Let F ∈ u (x) v (x) dx = u (x) v (x) dx. 2 . Now let G ∈ u (x) v (x) dx. Then from (9. Example 9. (uv) (x) − u (x) v (x) = u (x) v (x) Proposition 9. Thus every function from the right in (9.7.7.7. then (uv) (x) = u (x) v (x) + u (x) v (x) . Therefore.6) (9. Then applying (9. x sin (x) dx = (− cos (x)) x − (− cos (x)) dx = −x cos (x) + sin (x) + C. 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.4 Find arctan (x) dx Let u (x) = arctan (x) and v (x) = 1.7). Then (uv − F ) = (uv) − F = (uv) − u v = uv by the chain rule.7). Then from (9.3 Find x ln (x) dx Let u (x) = ln (x) and v (x) = x. It follows that uv − G ∈ u (x) v (x) dx and so G ∈ uv − u (x) v (x) dx.2 Find x sin (x) dx Let u (x) = x and v (x) = sin (x). If u and v exist. u (x) v (x) dx and (9. Then (uv − G) = −uv + (uv) = u v by the chain rule.7 Integration By Parts Another technique for ﬁnding antiderivatives is called integration by parts and is based on the product rule. 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.

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. the process will go in circles. . (a) (b) (c) (d) (e) (f) (g) (h) x3 arctan (x) dx x3 ln (x) dx x2 sin (x) dx x2 cos (x) dx x arcsin (x) dx cos (2x) sin (3x) dx x3 ex dx x3 cos x2 dx 2 5. letting u (x) = x and v (x) = to get 1 dx = x x 1 x2 dx = 1 dx. 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 6.8. 4. 1 x2 3. 2. Integrate by parts. Try doing sin2 x dx the obvious way. Find the following antiderivatives. Show that tan (x) sec (x) + ln |sec x + tan x| + C. EXERCISES 191 9.8 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. x − 1 x x+ 1 dx x = −1 + Now subtracting what? 1 x dx from both sides. Find the following antiderivatives.9. x3 cos x2 dx sec3 (x) dx = 1 2 1 2 2 2 1 x(ln(|x|))2 1. Is there anything wrong here? If so. Consider the following argument. If you don’t make any mistakes. 0 = −1.

x+1 (x + 1)2 + 1 u 1 In this picture which is descriptive of (9. this last indeﬁnite integral becomes sec2 u tan2 u + 1 2 2 dx = 1 (x + 1) + 1 2 2 dx (9. Complete the square as before and write 1 (x2 + 2x + 2) Use the following substitution next.8) du = = = = u 2 u 2 cos2 u du 1 + cos 2u du 2 sin 2u + +C 4 2 sin u cos u + +C 4 Next write this in terms of x using the following device based on the following picture.1 Find 1 (x2 +2x+2)2 dx. function. The technique will be illustrated by presenting examples. 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. x + 1 = tan u so dx = sec2 u du.9 Trig.9.192 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 9. (x+1)2 +1 Therefore. sin u = √ x+1 (x+1)2 +1 and cos u = √ 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.8). Therefore. 2 2 (x + 1)2 + 1 . Example 9.

3 Therefore.9. sec u = variable. TRIG.9. √ 1 x2 + 3 dx and tan u = √ x √ .3 Find √ √ Let 2x = 3 tan u so 2dx = 3 sec2 (u) du. 3 sec2 u du. √ √ 3 1/2 2 3 tan u + 1 sec2 (u) du 2 3 = sec3 (u) du. SUBSTITUTIONS Example 9. Making the substitution. Example 9.9.9) = tan (u) sec (u) − = tan (u) sec (u) − = tan (u) sec (u) + tan2 (u) sec (u) du sec2 (u) − 1 sec (u) du sec (u) du − sec3 (u) du sec3 (u) du = tan (u) sec (u) + ln |sec (u) + tan (u)| − . x √ 3 + x2 u √ 3 √ 3+x2 √ 3 Using the above diagram.2 Find Let x = √ √ 1 x2 +3 193 dx. restoring the x = ln = ln 3 + x2 x √ + √ +C 3 3 3 + x2 + x + C. 2 Now use integration by parts to obtain sec3 (u) du = sec2 (u) sec (u) du = 1/2 (9. 4x2 + 3 dx. consider √ 1 3 sec2 u du √ √ 2 3 tan u + 1 3 tan u so dx = √ = (sec u) du = ln |sec u + tan u| + C Now the following diagram is descriptive of the above transformation.9. Then making the substitution.

10) Now it follows from (9. Making the . 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.194 Therefore. 2 (9. let 5x = 3 sin (u) so 5dx = 3 cos (u) du. This is the auspicious substitution which often simpliﬁes these sorts of problems.4 Find √ 3 − 5x2 dx √ √ √ √ In this example. x. bx = a tan u and the trig was the right one to use. tan (u) = and sec (u) = 4x2 + 3 1/2 √ 3+4x2 √ . 2 and so sec3 (u) du = ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS sec3 (u) du = tan (u) sec (u) + ln |sec (u) + tan (u)| + C 1 [tan (u) sec (u) + ln |sec (u) + tan (u)|] + C.9. 3 Therefore. The reason this might be a good idea is that it will get rid of the square root sign as shown below.9) that in terms of u the set of antiderivatives is given by 3 [tan (u) sec (u) + ln |sec (u) + tan (u)|] + C 4 Use the following diagram to change back to the variable. 2x √ 3 + 4x2 u √ 3 2x √ 3 From the diagram. Example 9.

TRIG. 5 Now from (9. Then changing the variable. 2 5 2 5 = . sin (u) = and cos (u) = √ 3−5x2 √ . SUBSTITUTIONS substitution. 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. 3 Therefore.9.5 Find 5x2 − 3 dx √ √ √ √ In this example. 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.9.10). 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 .9. √ 5x u √ 3 √ 3 − 5x2 √ 5x √ 3 From the diagram. 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. changing back to x.

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

Find the antiderivatives.1 Find 1 x2 +2x+2 dx. Example 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. Find the antiderivatives. (a) (b) (c) (d) (36x2 − 25) dx (x2 − 4) dx (16x2 − 9) 3 dx (25x2 − 16) dx 3.9. 3 1 261+25x2 −150x (25x2 + 9) 1 25+16x2 dx dx 4.11. . Find the antiderivatives. a few more examples are presented.11. (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. Hint: Complete the square.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. PARTIAL FRACTIONS (i) (j) (4 − 9x2 ) 3 197 dx (1 − 9x2 ) dx 2. (a) (b) (c) (d) (e) (f) (g) (h) (i) (j) 1 26+x2 −2x dx Hint: Complete the square. Before presenting this technique.

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

11. a contradiction to the construction of r (x). If it is not so. This proves the lemma. this is so. Let r (x) g (x) = bm xm + · · · + b1 x + b0 = an xn + · · · + a1 x + a0 where m ≥ n and bm and an are nonzero. c. 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. In this problem.4 Let f (x) and g (x) be polynomials. g (x) g (x) Example 9. Then letting r1 (x) = r (x) − = = xm−n bm g (x) an xm−n bm g (x) an xm−n bm . ﬁrst check to see if the degree of the numerator in the integrand is less than the degree of the denominator. If this doesn’t happen. and d so that the above rational functions sum to the integrand.11. In this case. 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 . d. Thus the problem involves ﬁnding a.11. Now the degree of r1 (x) < degree of r (x). Then r (x) = 0.6 Find −x3 +11x2 +24x+14 (2x+3)(x+5)(x2 +x+1) dx. a. Corollary 9.5 Let f (x) and g (x) be polynomials. c. Suppose f (x) − g (x) l (x) is never equal to zero for any l (x). PARTIAL FRACTIONS 199 Lemma 9. q (x) such that r (x) f (x) = q (x) + . Then there exists a polynomial. b cx + d a + + 2x + 3 x + 5 x2 + x + 1 and try to ﬁnd constants. 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. Let this take place when l (x) = q1 (x) and let r (x) = f (x) − g (x) q1 (x). Then there exists a polynomial. r (x) such that the degree of r (x) < degree of g (x) and a polynomial. See the preceding corollary which guarantees this can be done. This can be done because of the well ordering of the natural numbers discussed earlier. The reason cx + d is used in the numerator of the last expression is that x2 + x + 1 cannot be factored using real polynomials. pick the one which has the smallest degree. then the degree of r ≥ the degree of g.11. It is required to show degree of r (x) < degree of g (x) or else r (x) = 0. b. Proof: Consider the polynomials of the form f (x) − g (x) l (x) and out of all these polynomials. Now look for a partial fractions expansion for the integrand which is in the following form. It is required to show the degree of r (x) is smaller than the degree of g (x) . 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). b.9.

d = 1. it is necessary to solve the equations. Anyway. This reduces the above system to a more manageable size. dx. (9. Therefore.11. Next let x = −3/2 to get a simple equation for a. In this case the degree of the numerator is larger than the degree of the denominator and so long division must ﬁrst be used. 2−1 x (x − 1) (x + 1) . Multiplying the right side out and collecting the terms. 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. −x3 + 11x2 + 24x + 14 1 2 1+x = − + . b = −2. Therefore. Here is an easier one. it is now possible to ﬁnd the antiderivative of the given function. they have the same coeﬃcients. +x+1 Now each of these indeﬁnite integrals can be found using the techniques given above. a = 1. In reality it is not that bad. First let x = −5 in (9.200 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) . (2x + 3) (x + 5) (x2 + x + 1) 2x + 3 x + 5 x2 + x + 1 This may look like a fairly formidable problem. 2b + 2c + a = −1 6a + 5b + 13c + 2d = 11 6a + 13d + 5b + 15c = 24 15d + 5a + 3b = 14 The solution is c = 1. Example 9. −x3 + 11x2 + 24x + 14 = (2b + 2c + a) x3 + (6a + 5b + 13c + 2d) x2 + (6a + 13d + 5b + 15c) x + 15d + 5a + 3b and 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.11) and obtain a simple equation for ﬁnding b.7 Find 3x5 +7 x2 −1 + C. Thus 7 + 3x 3x5 + 7 = 3x3 + 3x + 2 x2 − 1 x −1 Now look for a partial fractions expansion of the form 7 + 3x a b = + .11) Now these are two polynomials which are supposed to be equal.

x2 − 1 4 2 What is done when the factors are repeated? Example 9.11. 7 + 3x 5 2 = − x2 − 1 x−1 x+1 and so 5 2 3x5 + 7 = 3x3 + 3x + − . PARTIAL FRACTIONS Therefore. Next follow the procedure illustrated in the above examples. . In this case the correct form of the partial fraction expansion is a b c + + . do a long division. it follows b = −2. 7 + 3x = a (x + 1) + b (x − 1) . 2−1 x x−1 x+1 3x5 + 7 3 3 dx = x4 + x2 + 5 ln (x − 1) − 2 ln (x + 1) + C. If this is not so. 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. cx + d ex + f ax + b + + 3+ (x2 + 2x + 2) (x2 + 2x + 2)2 (x2 + 2x + 2) A B D gx + h + + + 2 . First observe that the degree of the numerator is less than the degree of the denominator. Therefore.8 Find 3x+7 (x+2)2 (x+3) 201 therefore. Then you factor the denominator into a product of factors. dx. Computing the constants yields 3x + 7 1 2 2 = 2 2 + x+2 − x+3 (x + 2) (x + 3) (x + 2) and therefore. 3x + 7 (x + 2) (x + 3) 2 dx = − 1 + 2 ln (x + 2) − 2 ln (x + 3) + C.9. look for a partial fractions decomposition in the following form.9 Find the proper form for the partial fractions expansion of x3 + 7x + 9 (x2 + 2x + 2) (x + 2) (x + 1) (x2 + 1) 3 2 . (x + 2) (x + 2)2 (x + 1) x +1 These examples illustrate what to do when using the method of partial fractions. ax2 + bx + c which cannot be factored further. Then letting x = −1. First check to see if the degree of the numerator is smaller than the degree of the denominator. You ﬁrst check to be sure the degree of the numerator is less than the degree of the denominator. some linear of the form ax + b and others quadratic. Letting x = 1. a = 5.11. x+2 Example 9.11.

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

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

Find √ √ 2x+1 x ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS dx. 2 19. Find (36+x2 )+ √ √ (36−x2 ) Answer: 2x+1 x (1296−x4 ) dx. Find 1 1+cos 6x dx. 1 16 1 cosh 8x sinh 8x+ 2 x+ Answer: 1 49+4x2 dx = 16. 1 3 1 − 2 sin(2x+3) cos (2x + 3) + C Answer: cosh (3x + 3) dx = C 10. 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. Answer: cosh2 8x dx = C 8. Find Answer: dx. Find 1 4 2 Answer: √ 12 1 2 (4x −9) dx = (4x2 − 9) + C dx. 1 7 7 (2x + 3) −25 −25 dx.204 1. Find 81+x dx. Find +C cosh2 8x dx. 4. Find Answer: tanh 2x dx = − 1 tanh 2x − 2 +1 4 9. Find 1 49+4x2 5 dx = (7x + 1) 31 +C Answer: C √ √ dx = −x+ 10 arctan 1 x 10+ 5 3 − x5 2 2 (1 + sin 3x) dx. Find ln (−1 + tanh 2x) 1 sin2 (2x+3) Answer: 1 sin2 (2x+3) dx = ln (1 + tanh 2x) + C cosh (3x + 3) dx. Find dx = (3 + 2x) 5 dx. ln x + 12. dx. 1 11 11 x 3 − x5 5. Find Answer: (3 + 2x) C 15. Find (36 + x2 ) + C (7x + 1) 30 30 Answer: 3. √ √ dx = 2 2 x + ln x + C Write this as 2. 1 x ln 5 5 dx. ln 2x + 17. 2 3x ln 2 2 18. Find 5−2x2 5+2x2 et t+1 +C 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 . 1 217 5−2x2 5+2x2 Answer: (7x + 1) 13. 1 14 2 arctan 7 x + C Answer: 5 dx = 7. Find Answer: (1 + sin 3x) dx = √ (1+sin 3x) 2 (sin 3x − 1) cos 3x +C 3 − x6 + 9x + C 14. Answer: (2x + 3) 6. Find x 1 dx = − 48(2x+3)24 + C dx = (3 + 2x) + 5x dx. Find √ 1 (4x2 −9) dx. √ 11. tanh2 2x dx. sinh (3x + 3) + Answer: 1 1+cos 6x dx = tan 1 x + C 2 dx.

Find 5 ln4 x x +C dx. PRACTICE PROBLEMS FOR ANTIDERIVATIVES 20. this yields 1 arcsec 5 |x| + C. Find √ 1 (x(3x−5)) sin ln 6+2x + C 6−x 34. Answer: 1 24 √ x 3+8x4 dx = 2 2 3x Answer: √sin 7x+cos 7x √ 6 +C 2 7 (sin 7x−cos 7x) dx = 6 arctan (sin 7x − cos 7x) + C csc 4x dx. x5 (6−3x2 ) dx. dx Answer: √ 1 3 dx (x(3x−5)) Answer: x23 2 − 6x12 dx = 11 1 5184 = 5 6 √ 3 ln √ 2 − 6x √ 12 12 3 x− + (3x2 − 5x) + C 1 − 2376 2 − 6x12 + C 26. Find √sin 7x+cos 7x (sin 7x−cos 7x) 22. Find dx. 27. Find u 3 18 (6+2x)(6−x) Answer: + C. Find Answer: (4x3 + 2) dx = (4x3 + 2) x8 3 Answer: x7 ex dx = 1 ex + C 8 28. Find dx. 18 (6+2x)(6−x) √ 1 (25x2 −9) dx = 1 3 du = cos ln 6+2x 6−x Now restoring the original variables. 33. 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 . Answer: x8 = 2 189 29.14. 23. dx. Find √ 1 x (25x2 −9) Answer: arctan 5x 1+25x2 Answer: You could let 3 sec u = 5x so (3 sec u tan u) du = 5 dx and then x dx = arctan2 5x + C cos ln 6+2x 6−x dx = dx. 3 3 25. Find 1 x cos(ln 4x) 35. Find Answer: √ √ 3 6 arctan 1 √ 3(2+x) x Answer: csc 4x dx = √ √ √ 3 x 6 +C dx. dx. Find dx = ln5 x + C dx. Find dx. 8 8 8 x2 (4x3 + 2) dx. Find 1 √ 3(2+x) x 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. 31.9. 1 10 24. Find x2 1 18 205 x7 ex dx. 1 4 dx = 1 6 ln |csc 4x − cot 4x| + C arctan 5x 1+25x2 1 9 32. 1 5 Answer: (3x9 + 2) 5 ln4 x x 21. Find x23 2 − 6x12 10 10 dx.

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

Find e3x sin2 2x dx. Find 1 x3 +8 1 12 1 x3 +8 dx dx. 2 ln (csc 4x − cot 4x) + C e2x (e4x + 1) dx. Find 4x +65x+266 2 (x+2)(x2 +16x+66) dx. 2 2 Answer: 4x +65x+266 2 (x+2)(x2 +16x+66) dx Answer: cos (ln 7x) dx = x cos (ln 7x) + x sin (ln (7x)) 1 x = 8 ln (x + 2) + √ √ 2 arctan 1 (16 + 2x) 2 + C 4 62.9. 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. = 6 ln (x + 2) + 2 arctan (1 + x) + C 61. 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 arctan 6x x3 x+4 3 (x+3)2 dx. Answer: x2 sin 8x dx = − 1 x2 8 49. 7x2 +100x+347 (x+2)(x+7)2 Answer: 7x2 +100x+347 (x+2)(x+7)2 52. Find (1 − x2 ) + C 57. Answer: e3x sin2 2x dx = 1 e3x − 6 x+C 58. Find Answer: (e4x + 1) dx (e4x + 1)+ 1 arcsinh e2x +C 4 cos (ln 7x) dx. dx = 1 2 x2 2x e 2 55. Find e2x = 1 e2x 4 54. 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 x e 48. Find 1 cos 8x+ 256 1 cos 8x+ 32 x sin 8x+C 56. Answer: 3x +7x+8 2 (x+2)(x2 +2x+2) dx 53. 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 3 x2 207 sin (ln 7x) .14. = x cos (ln 7x) + x sin (ln 7x) − 1 2 Answer: dx = 1 ln (x + 2) − 24 ln x2 − 2x + 4 √ √ 1 + 12 3 arctan 1 (2x − 2) 3 + C 6 cos (ln (7x)) dx and so cos (ln 7x) dx = [x cos (ln 7x) + x sin (ln 7x)] + C . Find − 1 x2 2e Answer: +C Answer: sin (ln 7x) dx = 1 2 x2 sin 8x dx [x sin (ln 7x) − x cos (ln 7x)] + C e5x sin 3x dx. Find +C dx. x3 ex dx. Find 2 +C 3x +7x+8 2 (x+2)(x2 +2x+2) dx. PRACTICE PROBLEMS FOR ANTIDERIVATIVES 47.

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 . 66. Find 1 x6 +64 2+1 √ 1 3x 2 − 1 + C √ = ln x − 69. = u 2u4 +2 2 x5 x8 +1 dx + 192 √ 2 48 . Find ln 1 + x7 + C dx x2 +1 x4 −2x2 +1 dx. Find 1 x4 +81 1 11(3−x)99 + 1 97(3−x)97 +C 67. 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. √ √ 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 + . Answer: = and so after wading through much afﬂiction. Find 1 x4 +x2 +1 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS dx. Answer: 1 x4 +x2 +1 1 4 Answer: dx = = x2 (x−3)100 dx − 3 49(3−x)98 2 3 ln x2 + x + 1 + √ √ 1 1 6 3 arctan 3 (2x + 1) 3 − 1 ln x2 − x + 1 + 4 √ √ 1 1 6 3 arctan 3 (2x − 1) 3 + C 64. Find x8 +1 dx + 1 . Answer: x2 +1 x4 −2x2 +1 Answer: First factor the denominator.208 63. Now use partial fractions. Find x2 +4 x6 +64 x2 +4 x6 +64 + dx. Find dx + 1x + 2 Now you can use partial fractions to ﬁnd 1 x4 +81 1 216 1 108 dx = √ x2 +3x√2+3 + 2 −3x 2+3 x 1 3x Answer: 1−x7 x(1+x7 ) √ √ dx 2 7 2 ln 2 arctan √ 1 + 108 2 arctan 65. Find 2 (x4+4x+3x +x dx. Find x2 (x−3)100 dx. Hint: √ x2 + 3x 2 + 9 . 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. 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.

x2 −9 77. u = tan (x) . Find Answer: √ 2 (x2 (x2 + 6x + 13) + C dx. Find √ √ √(x+3)−√(x−3) dx. u = tan +C √ 1 . Find dx √ √ . Find sin6 (3x) dx. Answer: √ √ √(x+3)−√(x−3) dx = (x+3)+ (x−3) 1 2 6x Answer: sin3 (x) cos4 (x) 3 4 dx = − 1 6 (x + 3) (x − 3) − 1 (x + 3) (x − 3)+ 2 √ 3 √ ((x−3)(x+3)) √ ln x + (x2 − 9) +C 2 (x−3) (x+3) 1 sin x 1 sin4 x 3 cos3 x − 3 cos x − 2 1 2 3 sin x cos x − 3 cos x +C 80. x2 +9 .9. 82. PRACTICE PROBLEMS FOR ANTIDERIVATIVES 72.14. Answer: x2 x2 +6x+13 tan4 2x dx = (x2 + 6x + 13)+ + 1 ln 2 + 2 tan2 2x + C 4 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. 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. Find √ 1 8 74. tan(2x) 9 (x2 + 6x + 13)− 2 7 ln x + 3 + √ 75. dx cos x+3 sin x+4 . Answer: √ 1 3 dx cos x+3 sin x+4 Answer: x3 √1 x2 +9 = dx = 1 1 6 arctan 12 6 tan 2 x + 6 √ 6+C x 2 1 − 18x2 (x2 + 9)+ 1 √ 3 54 arctanh (x2 +9) Try the substitution. You might try letting u = sinh−1 (x + 2) . 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 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. Answer: tan5 (2x) dx = − 1 tan2 2x + 4 81. (x+3)+ (x−3) dx. Find tan5 (2x) dx. x(2+3 x+ 3 x) 209 x4 dx √ . Find x3 √1 x2 +9 dx. You might try letting u = . Find √ 1 2x x2 √ x2 +6x+13 dx.

Here A (x) is the area of the surface resulting from the intersection of the plane with the solid. Then the volume of the building between the two parallel planes at height y and height y + ∆y would be approximately ∆y (A (y)) . Therefore. the result is a square. dV = π R2 − y 2 . The length of one side of this √ surface is 2 100 − x2 because the equation of the circle which bounds the base is x2 + y 2 = 100. Therefore. called the cross section at height y. 000. V (y) . V (−10) = 0 dx as an appropriate diﬀerential equation for this volume. the total volume of the pyramid would equal − 1 5 5 500 − 300 3 3 1 5 (500) . Since V (0) = 0.2 The base of a solid is a circle of radius 10 meters in the xy plane.1 Consider a pyramid which sits on a square base of length 500 feet and suppose the pyramid has height 300 feet. x. would satisfy 5 x = 3 (300 − y) . the length of one of the sides. use 3 3 V (−10) = 0 and so C = −400 (−10) + 4 (−10) = 8000 . yields dV = A (x) . would satisfy the diﬀerential equation.210 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 9.15. dy The volume of the building would be V (h) . 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. To ﬁnd C. 3 + 1 3 (500) = 25.15. 5 Example 9. Therefore. V (−R) = 0 dy . 000 cubic feet. Let the area of this intersection. Therefore.3 Find the volume of a sphere of radius R. You can use diﬀerential equations to compute volumes of other shapes as well. The sphere is obtained by revolving a disk of radius R about the y axis. Reasoning as above for the building and letting V (x) denote the volume between −10 and x. the total volume is 3 3 V (10) = 400 (10) − 4 8000 16 000 3 (10) + = 3 3 3 Example 9. Written in terms of diﬀerentials dV = A (y) dy and so the total volume of the building between 0 and y.15 Volumes Imagine a building having height h and consider the intersection of the building with a plane which is parallel to the ground at height y. Find the volume of the pyramid in cubic feet. Thus the radius of a the cross section at height y would be R2 − y 2 and so the area of this cross section is π R2 − y 2 . At height. equal A (y) . V (0) = 0. A (x) = 4 100 − x2 and so V (x) = 400x − 4 x3 + C. Find the volume of the resulting solid. Example 9. y. the constant must equal 5 3 Therefore.15. dV = A (y) . When this solid is cut with a plane which is perpendicular to the xy plane and the x axis at x.

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. 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. Therefore.15.4 The graph of the function. Consider the following picture of a circular shell.9. 2 (9. f (x) = x is revolved about the x axis. This method involves the notion of shells. Therefore. A (x) = πx and the appropriate diﬀerential equation and initial value is dV = πx. C = π − R + R3 and so 3 3 211 R3 4 + R3 = πR3 3 3 √ Example 9. Find the volume of the resulting shape between x = 0 and x = 8. The following picture is descriptive of the situation. V (x) = π x 2 and so V (8) = π 64 = 32π. 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. 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 (R) = π R3 − 1 3 (R) 3 +π − The cross sections perpendicular to the x axis for this shape are circles and the cross √ section at x has radius x. y = f (x) y = g(x) c a s xd b d x+h . b] about the line x = c for c < a. From the diﬀerential equation and initial condition. V (0) = 0 dx and the answer is V (8) .

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. Example 9. V (0) = 0. you typically will have to worry about which is larger. it is not necessary to worry about which is larger. Therefore. lim (9. π/4] about the line x = −4 In this example.13) Also. V (a) = 0 and this means that to ﬁnd the volume of revolution it suﬃces to solve the initial value problem. cos x > sin x for x ∈ [0. Example 9. dx Then using integration by parts. However. π] about the y axis.6 Find the volume of the solid formed by revolving the region between y = sin x. C = 0. π/4] and so the initial value problem is dV = 2π (x + 4) (cos x − sin x) . In this example. in doing the computations necessary to solve a given problem. Note that in the above formula.5 Find the volume of the solid formed by revolving the region between y = sin (x) and the x axis for x ∈ [0. x] about the line x = c. V (0) = 0. c = 0 and since sin (x) ≥ 0 for x ∈ [0. Therefore. the initial value problem is dV = 2πx sin (x) . 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. Therefore. V (a) = 0 dx (9.212 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS Let V (x) denote the volume of the solid which results from revolving the region between the graphs of f and g above the interval. V (x) = 2π (sin x − x cos x) + C and from the initial condition. the volume is V (π) = 2π 2 .15. [a. 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.14) and the volume of revolution will equal V (b) . f (x) or g (x) because it is expressed in terms of the absolute value of their diﬀerence. π] .15. 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) . dV = 2π |f (x) − g (x)| (x − c) . the volume is V (π/4) = 2 (5 cos (π/4) + (π/4) sin (π/4) + 3 sin (π/4) + (π/4) cos (π/4)) π − 10π √ 1 √ = 2 4 2 + π 2 π − 10π 4 . y = cos x and the x axis for x ∈ [0.

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.16 Exercises 2 2 1. Sketch the graph of this in the case where a b a = 2 and b = 3. Find the volume of the solid which results. A sphere of radius R has a hole drilled through a diameter which is centered at the diameter and of radius r < R. and the x axis for x ∈ [1. h2 5. 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. 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. C = 3 R3 π. EXERCISES Example 9. 7. R] about the y axis. 2 Argue that the area at height y. Thus this volume satisﬁes the initial value problem dV = 2π 2 R2 − x2 x.9. 213 √ In this case the volume of the sphere is obtained by revolving the region between y = √ R2 − x2 . 9. Therefore.7 Find the volume of a sphere of radius R using the method of shells. You should get an oval shaped thing which looks like a squashed circle. Show that under these general conditions. . The equation of an ellipse is x + y = 1. The region between y = 2 + sin 3x and the x axis for x ∈ [0. The bounded region between y = x2 and y = x is revolved about the x axis. denoted by A (y) is simply A (y) = A (h−y) . 4. the same formula obtained earlier using the method of cross sections to set up the diﬀerential equation. 6. 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. π/3] is revolved about the line x = −1. Find the volume of this solid. Show the volume of a right circular cone is (1/3) × area of the base × height. What is the volume of the resulting solid? 9. dx Thus. The region between y = ln x. 8. Now ﬁnd the volume of the solid obtained by revolving this ellipse about the y axis. Hint: The cross sections at height y look just like R but shrunk. How much material was taken out? 3. Find the volume of what is left after the hole has been drilled. A square having each side equal to r in the xy plane is the base of a solid which has the property that cross sections perpendicular to the x axis are equilateral triangles. Find the volume of the solid which results. using the method of substitution.15.16. the volume of the cone is (1/3) × A × h. Find the volume of this solid. 3] is revolved about the y axis. y = − R2 − x2 and the x axis for x ∈ [0. V (0) = 0. 2π 2 R2 − x2 x dx = − 4 3 (R2 − x2 ) 3 π+C 4 and from the initial condition.

the length of the line is given by d−b c−a 2 1+ (c − a) = (a − c) + (b − c) 2 2 as hoped.17 Lengths And Areas Of Surfaces Of Revolution The same techniques can be used to compute lengths of the graph of a function. Here is another familiar example. 2 2 2 2 (dl) = (dx) + (dy) and dividing by (dx) yields dl = dx 1+ dy dx 2 = 1 + f (x) . − x2 r2 − x2 . √ √ Here the function is f (x) = r2 − x2 and so f (x) = −x/ r2 − x2 . Thus.1 Find the length of the part of the circle having radius r which is between √ √ √ the points 0. dl = dx Thus l (x) = 1+ d−b c−a 2 2 2 1+ d−b c−a 2 . our diﬀerential equation is dl = dx 1+ (r2 x2 = − x2 ) r2 r2 r =√ . Example 9. consider a straight line through the points (a. Therefore. 22 r . (x − a) and in particular. Then the right answer is given by the Pythagorean theorem or distance formula and is (a − c) + (b − c) . Consider the following picture. b] . Thus this diﬀerential equation gives the right answer in the familiar cases but it also can be used to ﬁnd lengths for more general curves than straight lines.17.214 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 9. b) and (c. y = f (x) . 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 . l (a) = 0 2 as an initial value problem for the function. If the triangle is small enough. Therefore. l (c) . y = f (x) for x ∈ [a. letting l denote the arc length function. £ dl £ dy £ £ dx £ £ which depicts a small right triangle attached as shown to the graph of a function. this shows the length of the curve joined by the hypotenuse of the right triangle is essentially equal to the length of the hypotenuse. To see this. This deﬁnition gives the right answer for the length of a straight line. l (a) = 0. l (x) which gives the length of this curve on [a. 22 r and 22 r. d) where a < c. x] .

2 Find the length of the graph of y = x2 between x = 0 and x = 1. It only remains r to ﬁnd the constant.10) on Page 194. dx Thus. Therefore. 1 + 4x2 dx = 1 2 sec2 u du.17. Plugging in x = 0 this gives 0 = C and l (x) = r arcsin x so in r particular. getting the exact answer depends on ﬁnding 1 + 4x2 dx. LENGTHS AND AREAS OF SURFACES OF REVOLUTION 215 Therefore. Here is another example Example 9.17. T (x) 0 T (x) sin θ T q θ E T (x) cos θ T ' 0q ρl(x)g c . 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. substitution. l is an antiderivative of this last function. x = r sin θ. Use the trig. Using a trig substitution. 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. 2x = tan u so dx = tution and using (9. Here f (x) = 2x and so the initial value problem to be solved is dl = 1 + 4x2 .3 What is the equation of a hanging chain? Consider the following picture of a portion of this chain.9.17. 2 2 4 Note this gives the length of one eighth of the circle and so from this the length of the whole circle should be 2rπ. the length of the desired arc is √ √ 2 2 π l r = r arcsin =r . l (0) = 0.

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

Both of these have the same central angle equal to 2πR 2πR 2π = . 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. one having radius l1 and the other having radius l + l1 . 2π (l + l1 ) l + l1 Therefore. 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 . imagine painting the sides and rolling the shape on the ﬂoor for exactly one revolution. by Theorem 3. rr rl rr rr rr RE ¨¨ ¨ ¨¨ ¨ l r1 rr rE r ¨ ¨¨ ¨¨ ¨¨ ¨¨ rr To do this.17.2 on Page 66. 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. LENGTHS AND AREAS OF SURFACES OF REVOLUTION 217 cone in which it is desired to ﬁnd the lateral surface area.8. The wet paint would make the following shape. In this picture.9.

y = r for x ∈ [a. this yields the following initial value problem for A which can be used to ﬁnd the area of a surface of revolution.4 Find the surface area of the surface obtained by revolving the function. f. Consider the following picture of a piece of this graph. b] about the x axis. rewriting this a little yields A (x + h) − A (x) ≈ 2π h 1+ f (x + h) − f (x) h 2 f (x + h) + f (x) 2 Therefore. [a.17. Of course this is just the cylinder of radius r and height b − a so this area should equal 2πr (b − a) . 2 Example 9. Then from the above formula for the area of a frustrum. the area of this frustrum is πRl l+2 l+ lr R−r lr R−r = πl (R + r) = 2πl R+r 2 . substituting this into the above. A (x) = 2πf (x) 1 + f (x) . and using A (a) = 0. b] and suppose it is desired to ﬁnd the area of the surface which results when the graph of this function is revolved about the x axis. Therefore. taking the limit as h → 0. Now consider a function. Therefore. l1 = lr/ (R − r) . 1 A (x + h) − A (x) ≈ 2π h h h2 + (f (x + h) − f (x)) 2 f (x + h) + f (x) 2 where ≈ denotes that these are close to being equal and the approximation gets increasingly good as h → 0.218 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS R−r rr l rr rr l1 r rr r ¨¨ r ¨¨ ¨¨ ¨ ¨ ¨¨ and so by similar triangles. x] .) . (Imagine painting it and rolling it on the ﬂoor and then taking the area of the rectangle which results. A (a) = 0. deﬁned on an interval. 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.

solve A (x) = 2πr 1 + 02 . 11. √ Here the function involved is f (x) = r2 − x2 for x ∈ [−r. The graph of the function. 1] is revolved about the x axis. The graph of the function. Find the area of the surface of revolution. The graph of the function. y = x1/2 − x 3 is revolved about the x axis. π/4] . Hint: Switch x and y and then use the previous problem. y = sinh x for x ∈ [0. 219 The solution is A (x) = 2πr (x − a) . Find the area of the surface of revolution. The graph of the function. 3. For a a positive real number. Find the area of the surface of revolution if x ∈ [0. 3/2 . the chain was horizontal. Imagine lifting the end higher and higher and you will see this might not be the case in general.17.9. ﬁnd the length of y = course your answer should depend on a. the surface area equals A (r) = 2πr2 + 2πr2 = 4πr2 . Therefore. 1] . y = x for x ∈ [0.18 Exercises 1. Find the length of the graph of y = x1/2 − x3/2 3 for x ∈ [0. 1] is revolved about the x axis. A (a) = 0. Example 9. Of 6. 4. Why? 7. ax2 2 − 1 4a ln x for x ∈ [1. 9. 1] is revolved about the x axis. Find the area of the surface of revolution. 2] . r] and it is to be revolved about the x axis. 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 length of y = cosh (x) for x ∈ [0. y = cosh x for x ∈ [0. Find the area of the surface of revolution. 10. Find the length of the graph of y = ln (cos x) for x ∈ [0. simplifying the above yields A (x) = 2πr and so A (x) = 2πrx+C and since A (−r) = 0. y = x2 for x ∈ [0.18.5 Find the surface area of a sphere of radius r. EXERCISES Using the above initial value problem. 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 . In the hanging chain problem the picture and the derivation involved an assumption that at its lowest point. 9. Louis is in the form of an inverted catenary. 1] is revolved about the y axis. A (b) = 2πr (b − a) as expected. 2] . The graph of the function. 3] . √ 8. 5. it follows that C = 2πr2 . Therefore. A (−r) = 0 r2 − x2 Thus. The giant arch in St.

revolution. The x variables are on one side and the y variables are on the other. C. y = x . g (y) dy = f (x) dx and the variables are “separated”. C. dt Therefore. and obtain the solutions as F (x) − G (y) = c where c is a constant. Find the solution to the initial value problem. This shows that if there is a solution of the equation. The ellipse. 14. Hint: Use implicit diﬀerentiation or the chain rule. dx g (y) The reason these are called separable is that if you formally cross multiply. Generalizations of it include the entire subject of linear diﬀerential equations and even many of the most important partial diﬀerential equations occurring in applications. For this reason the expression. (9. Separable diﬀerential equations are those which can be written in the form dy f (x) = . 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. y = 1 + y 2 . x2 a2 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS + y2 b2 = 1 is revolved about the x axis. showing this yields all solutions. F (x) − G (y) = c for c an arbitrary constant is regarded as an acceptable description of the solution of the diﬀerential equation. yeat = C and so y (t) = Ce−at . Here is how to ﬁnd the solutions to this equation.220 12. then x → y (x) solves the separable diﬀerential equation. then if the equation. y + ay = 0. Find the solution to the initial value problem. Such an equation was encountered in the hanging chain problem. 9. since the derivative of the function t → eat y (t) equals zero. y (t) = Ce−at is a solution of the above diﬀerential equation. √ √ dz Recall z (x) / 1 + z 2 = c so dx = c 1 + z 2 . Multiply both sides of the equation by eat . then it must be of the form Ce−at for some constant. y (0) = 0. Find the area of the surface of 13. it suﬃces to take G (y) ∈ g (y) dy. this indicates that to ﬁnd the solutions of the equation. Consequently. . y2 15.15) It is arguably the most important diﬀerential equation in existence. F (x) − G (y) = c speciﬁes y as a diﬀerentiable function of x.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. You should verify that every function of the form. it follows this function must equal some constant. In short. F (x) ∈ f (x) dx. This proves the following theorem. y (0) = 1.

0 1 per year.1 The solutions to the equation. How big does x need to be 1. let f (x) = (ln x) in order for this to make sense. 8. Verify that for any constant.2 the half life is the time it takes for half of the original amount of the substance to decay. 10. EXERCISES 221 Theorem 9. Find the time it takes for the population to double. Thus A (t) = A0 exp −k 2 t . 3. This means it satisﬁes the diﬀerential equation.11A. it follows A0 = A (0) = C. In other words. What is the solution to the initial value problem? Write the diﬀerential equation as A (t)+ k 2 A (t) = 0. r is the interest rate per year.5 grams of the substance left. Ce−at where C is some constant.1 the solution is A (t) = Ce−k 2 t and it only remains to ﬁnd C.19. 6. Letting t = 0. They do so by letting the amount in the account satisfy the initial value problem.1 by using Problem 13 on Page 220. .19. Find the half life of the substance. and A0 is the initial amount. A population is growing at the rate of 11% per year. The rate of decay is proportional to the amount present. A (0) = A0 where A0 is the initial amount of the substance. 5. The half live of a substance is 40 years. A substance is decaying at the rate of . If $100 is placed in an account which is compounded continuously at 6% per year. r = . Find a formula for the half life assuming you know k 2 .2 Radioactive substances decay in the following way. A (0) = A0 where here A (t) is the amount at time t measured in years. 4. 2. 9. y + ay = 0 consist of all functions of the form. A sample of 4 grams of a radioactive substance has decayed to 2 grams in 5 days. the function. A (t) = −k 2 A (t) .06. From Theorem 9. Hint: Use the given information to ﬁnd k 2 and then use Problem 4. 7. C. For x suﬃciently large.19. Sometimes banks compound interest continuously. Exercise 9. letting A (t) denote the amount of the radioactive substance at time t. There are ten grams of a radioactive substance which is allowed to decay for ﬁve years.20. A (t) satisﬁes the following initial value problem. Find A (t) explicitly.9.19. Find the rate of decay of the substance. y (t) = Ce−at solves the diﬀerential equation. how many years will it be before there is $200 in the account? Hint: In this case. y + ay = 0. In Example 9. At the end of the ﬁve years there are 9. 9. A (t) = rA (t) . Prove Theorem 9. Hint: You should have ln x > 0. Find the half life of the substance. Give your answer in terms of logarithms. A = .19. Find the half life of the substance.20 Exercises ln x Find f (x) .

222 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 11. the model is far too simplistic for human population growth. 1 This has been done with the earth’s population and the maximum sustainable population has been exceeded. Hint: By assumption. it would work somewhat better for predicting the growth of things like bacteria. show how to predict the maximum sustainable population1 . Show this implies that. 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. see Problem 5.3 what it was at the time of death. there are 3000. When it dies. .0 bacteria present and after six hours there are 7000 bacteria present. A certain tree stump is known to be 4000 years old. the amount of carbon 14 can be measured and on this basis. After four hours. You do experiments and take measurements over a smaller period of time. The reason for this is that when the population gets large enough. t. $1000 is deposited in an account that earns interest at the rate of 5% per year compounded continuously. One model for population growth is to assume the rate of growth is proportional to both the population and the diﬀerence between some maximum sustainable population and the population. When 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. if A is the amount of Carbon 14 in the atmosphere. It also decays at a rate proportional to the amount present.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. What happens to this over a long period of time? 14. However. How much will be in the account after 10 years? 12. Given the half life of carbon 14 is 5730 years and the amount of carbon 14 in a mummy is . the time since the death of the animal or plant can be estimated. it is reasonable to assume the amount of Carbon 14 in the atmosphere is essentially constant over time. The following picture is what you would see. Given three measurements of population at three equally spaced times. Conclude A (t) = D − C/k 2 e−k t . assuming this has been going on for billions of years. The method of carbon dating is based on the result of Problem 13. there begin to be insuﬃcient resources. How many were present in the original sample? 13. What percentage of the original carbon 14 should it contain? 16. Therefore. how long has it been since the mummy was alive? (To see how to come up with this ﬁgure for the half life. Show this is a separable diﬀerential equation and its solutions are of the form M A (t) = 1 + CM e−kM t where C is a constant. Thus dA = kA (M − A) . 9.) 15. The half life of carbon 14 is known to be 5730 years. dA = −k 2 A + r where k 2 is the constant of dt decay described above and r is the constant rate of production. After some time. it quits absorbing carbon and the carbon 14 begins to decay. where k and M are dt positive constants. Now diﬀerentiate both 2 2 sides and show A (t) = Ce−k t . A sample of one ounce of water from a water supply is cultured in a Petri dish.

21. the total force on the dam up to depth y is obtained as a solution to the initial value problem. 2 Later on a nice result on hydrostatic pressure will be presented which will verify this assertion. If the weight of the ﬂuid per cubic foot were diﬀerent than 62. In tons this is 2.5yL (y) . 000. dy The reason for the initial condition is that the pump has done no work to pump no water. 83y 3 + 31250y 2 . 83 (500) + 31250 (500) = 5.5 × y pounds. W (0) = 0.5A (y) dy and the pump needs to lift this weight a distance of y + H feet. 604 . F (0) = 0 dy which is F (y) = −20. Here 62. the area of a cross section having constant depth is A (y) . That is a lot of force. 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. The total force on the dam would be F (500) = −20. the total force the water exerts on the long thin slice is dF = 62. say at y feet is because the pressure in the water at that depth is constant and equals 62. Therefore.5 is the weight in pounds of a cubic foot of water.5A (y) .1 Suppose the width of a dam at depth y feet equals L (y) = 1000 − y and its depth is 500 feet. 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. 375.5y (1000 − y) .0 pounds.5yL (y) dy where L (y) denotes the length of the slice. The total weight of a slice of water having thickness dy at this depth is 62. dy Example 9. Therefore. the work done is dW = (y + H) 62. think of a column of water of height y having base area equal to 1 square foot. this is obtained as the solution to the initial value problem dF = 62. If you like. 750. dF = 62. From the above. 3 2 .21. Find the total force in pounds exerted on the dam.5A (y) dy. Therefore. F (0) = 0.5y pounds per square foot2 . Suppose also that at depth y below the surface.9.5 you would do the same things but replace the number. Then the total force acting on this base area would be 62. 208. An initial value problem for the work done to pump the water down to a depth of y feet would be dW = (y + H) 62.

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

EXERCISES 225 9. What is the total force the water exerts on the storage tank? Hint: The pressure in the water at depth y is 62. A spherical storage tank having radius 10 feet is ﬁlled with water. This is a surface of revolution and you know how to deal with these. .22.9.5y consider the area corresponding to a slice at height y.

226 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS .

C. but what is the solution? Does it even exist? More generally. y (0) = y0 ? These questions are typical of mathematics. He also made fundamental contributions to physics. You may be wondering what the fuss is about. So what is the solution to this initial value problem? By Theorem 9. y (x) = f (x) . 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. found areas of curved regions by stuﬃng them with simple shapes which he knew the area of and taking a limit.1 there is at most one solution. 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. A set of points in [a. The story is told about how he determined that a gold smith had cheated the king by giving him a crown which was not solid gold as had been claimed. there is a profound diﬀerence between what is about to be presented and what has just been done. both are absolutely essential. Let [a. 1] . Areas have already been found as solutions of diﬀerential equations. It is related to the fundamental mathematical question of existence. It will also be useful for formulating other physical models.1 Upper And Lower Sums The Riemann integral pertains to bounded functions which are deﬁned on a bounded interval. However. · · ·. 2 10. The main diﬀerence is that here the triangles will be replaced with rectangles. for which functions. 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. xn } is a partition if a = x0 < x1 < · · · < xn = b. b] be a closed interval. 1 Archimedes 287-212 B. the area is obtained as a solution to the initial value problem. One is the question of existence and the other is how to ﬁnd that which exists. A (x) = ex . However.The Integral The integral originated in attempts to ﬁnd areas of various shapes and the ideas involved in ﬁnding integrals are much older than the ideas related to ﬁnding derivatives. f does there exist a solution to the initial value problem. 227 . As pointed out earlier.1.C. As an illustration. {x0 . Archimedes1 was ﬁnding areas of various curved shapes about 250 B. In fact. In the preceding chapter the only thing considered was the second question. There are usually two aspects to a mathematical concept. consider the problem of ﬁnding the 2 area between y = ex and the x axis for x ∈ [0. 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. A (0) = 0. b].

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

1. one can obtain Q from P by adding in one point at a time and each time a point is added.2) is no larger than sup {f (x) : x ∈ [xk . xk+1 ]} (xk+1 − xk ) . Q) is an upper bound to the set of all lower sums and so it is no smaller than the least upper bound. This proves the ﬁrst part of the lemma pertaining to upper sums because if Q ⊇ P.3 I ≡ inf{U (f. P ) where P is a partition} ≤ U (f.2. the corresponding upper sum either gets smaller or stays the same. Note that I and I are well deﬁned real numbers. Deﬁnition 10. P ∪ Q) ≤ U (f. Deﬁnition 10.10. I = sup{L (f. Q) is sup {f (x) : x ∈ [xk . then L (f. P ) where P is a partition} ≤ inf{U (f.2 If P and Q are two partitions. Lemma 10.1. a b f (x) dx ≡ I = I. since Q is arbitrary.3) All the other terms in the two sums coincide. y]} (y − xk ) + sup {f (x) : x ∈ [y. written as f ∈ R ([a. P ) . Now the term in the upper sum which corresponds to the interval [xk .1) sup {f (x) : x ∈ [xk . P ) where P is a partition}.1. xk+1 ] and U (f. Q) . P ) ≤ U (f. xk+1 ]} (xk+1 − y) ≡ M1 (y − xk ) + M2 (xk+1 − y) (10. xk+1 ]} (xk+1 − xk ) and the term which corresponds to the interval [xk . Proof: From Lemma 10. The second part is similar and is left as an exercise. Now sup {f (x) : x ∈ [xk . xk+1 ]} (y − xk ) = sup {f (x) : x ∈ [xk .1.1. Q) because U (f. P ∪ Q) ≤ U (f. P ) is (10. [xk . Therefore. b]) if I=I and in this case. Theorem 10. xk+1 ] in U (f. xk+1 ]} (xk+1 − y) + sup {f (x) : x ∈ [xk .4 I ≤ I. xk+1 ]} ≥ max (M1 .5 A bounded function f is Riemann integrable.1.1. M2 ) and so the expression in (10.2) (10. Q) where Q is a partition} I ≡ sup{L (f. Q) . . xk+1 ] in U (f. Q) where Q is a partition} ≡ I where the inequality holds because it was just shown that I is a lower bound to the set of all upper sums and so it is no larger than the greatest lower bound of this set. This proves the theorem. the term corresponding to the interval. L (f. I = sup{L (f. P ) ≤ L (f. Proof: By Lemma 10. UPPER AND LOWER SUMS 229 and xk+1 .1.

Verify that for f given in (10. P ) − L (f. Theorem 10. It is stated here for ease of reference. 2. P ) < ε. this shows I = I and this proves the theorem. This proposition implies the following theorem which is used to determine the question of Riemann integrability. sup (S)] = ∅. 1] all upper sums for f equal 1 while all lower sums for f equal 0. 3] and let P = −1.4) Proof: First assume f is Riemann integrable. P ) ≤ ε. Q) − L (f. Prove the second half of Lemma 10. If inf (S) exists. P ∪ Q) ≤ U (f. − 3 . there exists a partition P such that U (f. Q ∪ P ) − L (f. Recall Proposition 2. Therefore the Riemann criterion is violated for ε = 1/2.5). S ∩ (sup (S) − δ. U (f. S ∩ [inf (S) . The condition described in the theorem is called the Riemann criterion . 2 . Let f (x) = 1 + x2 for x ∈ [−1. 10.1. 1.1 about lower sums. P ) and 2 L (f. For example. (10. Proposition 10. Now suppose that for all ε > 0 there exists a partition such that (10. b] = [0.5) Then if [a.1. P ) − L (f. Find U (f. then for every δ > 0. inf (S) + δ) = ∅. Since ε is arbitrary.6 Let S be a nonempty set and suppose sup (S) exists.3.230 THE INTEGRAL Thus. 1 . . Q) < I + ε/2. 0. Not all bounded functions are Riemann integrable.7 A bounded function f is Riemann integrable if and only if for all ε > 0. the lower sums on the interval [0. P ) . Then for every δ > 0.1. Then let P and Q be two partitions such that U (f. P ) < I + ε/2 − (I − ε/2) = ε. P ) > I − ε/2. 1 3. 1] are all equal to zero while the upper sums are all equal to one.4) holds.2 Exercises 1. Then since I = I. L (f. Then for given ε and partition P corresponding to ε I − I ≤ U (f. in words. the Riemann integral is the unique number which lies between all upper sums and all lower sums if there is such a unique number.14. let f (x) ≡ 1 if x ∈ Q 0 if x ∈ R \ Q (10.

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

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

4 Properties Of The Integral The integral has many important algebraic properties. b]) then −f ∈ R ([a. This proves the theorem.3.13. In fact.10.7) Proof: Consider (10. Then by Theorem 10. although this is harder. Therefore. y. Lemma 10.2 If f ∈ R ([a. This is the content of the next theorem which is where the diﬃcult theorems about continuity and uniform continuity are used.6). b]) .1 H ◦ (f. This implies sup (−S) ≥ − inf (S) . f is uniformly continuous on [a. b]) and b b − a f (x) dx = a −f (x) dx.4. Let H (a. b] be a bounded closed interval and let φ : [a. Then x ∈ S and so x ≥ inf (S) which implies −x ≤ − inf (S) . such that for all x. is Lipschitz continuous if there is a constant. This shows (10.5 on Page 114.7) is similar and is left as an exercise.3.6). xn } be a partition with |xi − xi−1 | < δ. Let x ∈ S. then Mi − mi < b−a . Then φ ∈ R ([a. Then −x ≤ sup (−S) and so x ≥ − sup (−S) . Then f ∈ R ([a. Let P ≡ {x0 .3. b] → R is continuous.4 Suppose f : [a. it is enough to assume φ is continuous. − inf (S) is an upper bound for −S and so − inf (S) ≥ sup (−S) . Lemma 10.3.1 Let S be a nonempty set which is bounded above and below. Proof: Let f (x) = x. Then n U (f. b] . Recall that a function. Proof: By Corollary 5. (10.4. If follows that − sup (−S) is a lower bound for S and therefore. b]) . · · ·. f ) = φ ◦ f = φ is also Riemann integrable. Therefore. b−a By the Riemann criterion. Then by Theorem 10. there exists a δ > 0 such that if |xi − xi−1 | < δ. sup (−S) = − inf (S) (10. First here is a simple lemma. |φ (x) − φ (y)| < K |x − y| . b] → R be Lipschitz continuous.4. and mi (−f ) = −Mi (f ) . Formula (10. ε if ε > 0 is given.3 Let [a. − sup (−S) ≤ inf (S) . . f is Riemann integrable. PROPERTIES OF THE INTEGRAL 233 Corollary 10. b) ≡ φ (a).6) and inf (−S) = − sup (S) .2. the above lemma implies that for Mi (f ) and mi (f ) deﬁned above Mi (−f ) = −mi (f ) . Now let −x ∈ −S. b]) . This proves the corollary. P ) < i=1 (Mi − mi ) (xi − xi−1 ) < ε (b − a) = ε. In particular. φ. 10. Then if −S ≡ {−x : x ∈ S} . f ∈ R ([a. Theorem 10. P ) − L (f. K.

P ) − L (f. P ) ≥ L (f. αf + βg ∈ R ([a. To begin with.4. 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. .3 The integral is linear. P ) < ε/2. P ) . P ) ≤ U (f. b]) and α. 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. b]) . P ) < ε/2. (10. g ∈ R ([a.1. since ε is arbitrary.8) Let P1 . b]) then b b b (f + g) (x) dx = a a f (x) dx + a g (x) dx. b b b (αf + βg) (x) dx = α a a f (x) dx + β a g (x) dx. Next note that mi (f + g) ≥ mi (f ) + mi (g) .1. Therefore. and U (g. Lemma 10. consider the claim that if f. Then letting P ≡ P1 ∪ Q1 . U (g. P ) + L (g. U (g + f. b]) . Q1 ) < ε/2. Q1 ) − L (f. Thus. whenever f.Q1 be such that U (f.2 since the function φ (y) ≡ −y is Lipschitz continuous. g ∈ R ([a. Mi (f + g) ≤ Mi (f ) + Mi (g) . P1 ) − L (g. a Then since mi (−f ) = −Mi (f ) .234 THE INTEGRAL Proof: The ﬁrst part of the conclusion of this lemma follows from Theorem 10. P ) . Proof: First note that by Theorem 10. P ) + U (g. Now choose P such that b −f (x) dx − L (−f. L (g + f.3.3. P1 ) < ε/2. P ) − U (g. β ∈ R. Theorem 10. P ) < ε.1 implies U (f. a b b −f (x) dx ≤ − a f (x) dx whenever f ∈ R ([a.

b]) and f ∈ R ([b. P )) < ε/2 + ε/2 = ε. P )] . U (f + g. P )] and a b b f (x) dx + a b g (x) dx ∈ [L (f. P ) + L (g. P1 ) + U (f. U (f.4. This proves (10. P2 ) < ε/2 + ε/2 = ε.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. P ) + U (g.4. c]) and c b c f (x) dx = a a f (x) dx + b f (x) dx. Let P ≡ P1 ∪ P2 . c]) . P ) − L (f. i = 1. Then b αf (x) dx ≡ sup{L (αf. b b (f + g) (x) dx − a a f (x) dx + a g (x) dx ≤ U (f. b] and P2 be a partition of [b.4. If α < 0. P ) + L (g. then this and Lemma 10. 2. P ) . P ) − (L (f. P ) . P2 ) − L (f. P ) : P is a partition} = a b α sup{L (f. Theorem 10.4 If f ∈ R ([a. Then P is a partition of [a. PROPERTIES OF THE INTEGRAL For this partition. P )] a ⊆ [L (f. P ) . P1 ) − L (f. It remains to show that b b α a f (x) dx = a αf (x) dx. P ) : P is a partition} ≡ α a f (x) dx. P ) + U (g. Therefore. U (f. P ) + L (g.9) Proof: Let P1 be a partition of [a. P ) = U (f. This proves the theorem. (10.8) since ε is arbitrary. Pi ) < ε/2. b 235 (f + g) (x) dx ∈ [L (f + g. Suppose ﬁrst that α ≥ 0. Pi ) − L (f. (10. then f ∈ R ([a. P ) + U (g. c] such that U (f. c] and U (f.10.10) .

b c c f (x) dx + a b f (x) dx = a f (x) dx.4. P )] and a c f (x) dx ∈ [L (f. b) . Corollary 10.9) holds. a a f (x) dx = − a a a f (x) dx and so a f (x) dx = 0.4.6 Let [a. l − 1. P2 )] = [L (f. P )] . P1 ) + U (f.4 and Deﬁnition 10. b The symbol.10). b]) .4. c b b f (x) dx + a c f (x) dx = a f (x) dx .6.3. P ) . Proof: This follows from Theorem 10.4. assume c ∈ (a.5 Let [a. Then f ∈ R ([a. a f (x) dx when a > b has not yet been deﬁned. c b c f (x) dx − a a f (x) dx + b f (x) dx < U (f.4. Theorem 10. P1 ) + L (f. c]) by the Riemann criterion and also for this partition. U (f.2.4. This proves the theorem. yj+1 ] for j = 1. U (f.7 Assuming all the integrals make sense. b]) . yj+1 ] or decreasing on [yj . P2 ) .4. Proof: This follows from Theorem 10. P ) < ε which shows that since ε is arbitrary. b] which has the property that f is either increasing on [yj . f ∈ R ([a.4 and Theorem 10. Then from Theorem 10. Then a b f (x) dx ≡ − b a f (x) dx. For example. b] be an interval and let f ∈ R ([a. U (f. b c THE INTEGRAL f (x) dx + a b f (x) dx ∈ [L (f. (10. 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. Note that with this deﬁnition. P ) − L (f. P ) . Deﬁnition 10. · · ·. Hence by (10.236 Thus.4.

b]) then if c ∈ [a. by (10.4.15) (10. b] .5 Fundamental Theorem Of Calculus With these properties. FUNDAMENTAL THEOREM OF CALCULUS and so by Deﬁnition 10. Therefore.14) (10. b (10.16).12) α dx = α (b − a) .11) (10. This implies (10. 2 This theorem is why Newton and Liebnitz are credited with inventing calculus.11) f ∈ R ([a. 10. c]) . |f (x)| + f (x) ≥ 0. The integral had been around for thousands of years and the derivative was by their time well known. The ﬁrst version of the fundamental theorem of calculus is a statement about the derivative of the function x x→ a f (t) dt. However the connection between these two ideas had not been fully made although Newton’s predecessor. b = a f (x) dx + The other cases are similar. Therefore. 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. Let f ∈ R ([a. a b b b (αf + βg) (x) dx = α a b c a f (x) dx + β a c g (x) dx.13) (10. |f (x)| dx ≥ a a f (x) dx . b]) . b b |f (x)| dx ≥ a a f (x) dx b and a b |f (x)| dx ≥ − a b b f (x) dx. f (x) dx ≥ 0 if f (x) ≥ 0 and a < b.16) f (x) dx + a b b f (x) dx = a f (x) dx. f ∈ R ([a. Isaac Barrow had made some progress in this direction. it is easy to prove the fundamental theorem of calculus2 .6. x]) for each x ∈ [a. (10. a b b f (x) dx ≤ a a |f (x)| dx . If b < a then the above inequality holds with a and b switched.5.13). b] . To show this one. Then by (10. if a < b. If f ∈ R ([a. c b b 237 f (x) dx = a a b f (x) dx − c c f (x) dx f (x) dx.10. note that |f (x)| − f (x) ≥ 0.15) and (10.

Theorem 10.16). if |h| < δ. Then by using (10. F (a) = 0 whenever f is Riemann integrable and continuous. b]) and let x THE INTEGRAL F (x) ≡ a f (t) dt. x f (x) dt.17) 3 Of course it was proved that if f is continuous on a closed interval. x Let ε > 0 and let δ > 0 be small enough that if |t − x| < δ. Therefore. [a. then |f (t) − f (x)| < ε. b] . b] . Note this gives existence for the initial value problem. using (10. G. this shows h→0 −1 ε |h| = ε. by (10. lim h−1 (F (x + h) − F (x)) = f (x) and this proves the theorem.12). a (10. .2 Let f ∈ R ([a. b]) and suppose there exists an antiderivative for f. b) be a point of continuity of f and let h be small enough that x + h ∈ [a.5. b] . b) and G is continuous on [a.1 Let f ∈ R ([a.14). h−1 (F (x + h) − F (x)) = h−1 Also. Then if f is continuous at x ∈ (a. h−1 (F (x + h) − F (x)) − f (x) = h−1 x+h x+h x+h x+h f (t) dt.5. F (x) = f (x) .238 Theorem 10.3 The next theorem is also called the fundamental theorem of calculus.12) shows that h−1 (F (x + h) − F (x)) − f (x) ≤ |h| Since ε > 0 is arbitrary. the above inequality and (10. 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 . f (x) = h−1 Therefore. F (x) = f (x) . then f ∈ R ([a. Proof: Let x ∈ (a. such that G (x) = f (x) for every point of (a. Then b f (x) dx = G (b) − G (a) . b) .

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

Let F (x) = 2. x1 . Furthermore the two integrals coincide. P ) . b] is said to be Riemann integrable if there exists a number. leave it out. This proves the proposition. b] is Riemann integrable in the sense of Deﬁnition 10.240 THE INTEGRAL b Proof: Choose P such that U (f. Solve the following initial value problem from ordinary diﬀerential equations which is to ﬁnd a function y such that y (x) = x6 x7 + 1 . The deﬁnition of Riemann integrability given in this chapter is also called Darboux integrability and the integral deﬁned as the unique number which lies between all upper sums and all lower sums which is given in this chapter is called the Darboux integral . there exists δ > 0 such that if P ≡ {x0 . y (10) = 5.5 A bounded function. + 97x5 + 7 .6 Exercises x3 t5 +7 x2 t7 +87t6 +1 x 1 2 1+t4 1. It isn’t essential that you understand this theorem so if it does not interest you. Let a and b be positive numbers and consider the function. I with the property that for every ε > 0.5.5. f deﬁned on [a.12. Let F (x) = dt. 10. a2 + t2 Show that F is a constant. Theorem 10. n I− i=1 f (zi ) (xi − xi−1 ) < ε. Thus. there are two deﬁnitions of the Riemann integral. U (f. 4.5 if and only if it is integrable in the sense of Darboux. P )] and so the claimed inequality must hold. The proof of this theorem is left for the exercises in Problems 10 . P ) < ε and then both a f (x) dx and f (zk ) (xk − xk−1 ) are contained in [L (f. Note that it implies that given a Riemann integrable function f in either sense. dt. n k=1 Deﬁnition 10. and zi ∈ [xi−1 . The number b a f (x) dx is deﬁned as I.5. Sketch a graph of F and explain why it looks the way it does. 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 turns out they are equivalent which is the following theorem of Darboux. The deﬁnition of the Riemann integral in terms of Riemann sums is given next. The reason for using the Darboux approach to the integral is that all the existence theorems are easier to prove in this context. xi ] . Find F (x) . 3. it can be approximated by Riemann sums whenever ||P || is suﬃciently small.6 A bounded function deﬁned on [a. It is signiﬁcant because it gives a way of approximating the integral. · · ·. P ) − L (f. xn } is any partition having ||P || < δ. ax F (x) = 0 a2 1 dt + + t2 a/x b 1 dt.

P ) − L (f. 6. 10. Prove the second part of Theorem 10. n 0 Show that |U (f. RETURN OF THE WILD ASSUMPTION 241 5. P ) − L (f. 12. Hint: Write the sum for U (f. 7. b) such that b b f (c) a x g (x) dx = a f (x) g (x) dx. ↑ Prove Theorem 10. (In fact continuous implies Riemann integrable. P ) − L (f. Consider the function f (x) ≡ g (t) dt. Use this to give a diﬀerent proof of the fundamental theorem of calculus which has for its b conclusion a f (t) dt = G (b) − G (a) where G (x) = f (x) . b] and continuous. P )| ≤ 2M n ||P || + |U (f. x∗ } and let P be any other partition. 9. Show there exists c ∈ (a. 11. then |U (f. P )| < ε. [xi−1 . In the latter case. show there exists δ > 0 such that whenever ||P || < δ.10. Then use the Cauchy 1 sin x if x = 0 . This was a totally unjustiﬁed assumption that exponential functions existed and were diﬀerentiable. x∗ .7. · · ·. Q) − L (f. xi ] must be contained in some interval. 10. show F (x) = G (x) + C for some constant. {x∗ . the sum of terms for which [xi−1 . Suppose f is a bounded function deﬁned on [a. If F. and terms for which [xi−1 .2 about decreasing functions. x∗ . P ) and split this sum into two sums. xi ] does not contain any points of Q. C. Therefore.6. Some pictures were drawn by a . b].3. b] and that g (x) = 0 on (a. Suppose f and g are continuous functions on [a. b) . b) such that f (c) = 1 b−a b f (x) dx.7 Return Of The Wild Assumption The entire treatment of exponential functions and logarithms up till this time has been based on the Wild Assumption on Page 143. x a Hint: Deﬁne F (x) ≡ a f (t) g (t) dt and let G (x) ≡ mean value theorem on these two functions. 0 if x = 0 Is f Riemann integrable? Explain why or why not. Suppose f is Riemann integrable on [a. Q) − L (f.) Show there exists c ∈ (a. 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. ↑ If ε > 0 is given and f is a Darboux integrable function deﬁned on [a. Q)| . Q)| . b] and |f (x)| < M for all x ∈ [a. xi ] contains at least one point of Q. G ∈ f (x) dx for all x ∈ R.5. 8. Now let Q be a partition having n points. the sum of these terms should be k−1 k no larger than |U (f. b] .

Also the second derivative equals L1 (x) = −1 <0 x2 √ n xm = m L1 (x) . L1 (2) ≥ 1/2 as can be seen by looking at a lower sum for 2 1 (1/t) dt. ∞) → R satisﬁes the following properties. whenever m ∈ Q n L1 Proof: Fix y > 0 and let f (x) = L1 (xy) − (L1 (x) + L1 (y)) Then by Theorem 6. logarithms were deﬁned.6 on Page 122 and the Fundamental theorem of calculus. However.7. n (10.8. 1 From the Fundamental theorem of calculus. L1 (1) = 0. L1 (xy) = L1 (x) + L1 (y) .19). f (x) is a constant. It is now possible to establish Wild Assumption 7. xy x Therefore. L1 (2) > 0.1. Now consider the assertion that L1 is onto.5. L1 (x) = x > 0 and so L1 is a strictly increasing function and is therefore one to one. by Corollary 6. Deﬁne x 1 L1 (x) ≡ dt. n. L1 (xn ) = nL1 (x) .1 The function. L1 ((x) (x) (x)) = L1 ((x) (x)) + L1 (x) = L1 (x) + L1 (x) + L1 (x) = 3L1 (x) .4 on Page 133. Theorem 10. Based on this outrageous wild assumption. In addition to this.1. f (t) = 1/t is decreasing.1.21) . strictly increasing. In fact. (10. f (1) = 0 and so this proves (10. L1 : (0. Continuing in this way it follows that for any positive integer.2.242 THE INTEGRAL computer as evidence. Theorem 10. Theorem 10.3. L1 is one to one and onto. Now if x > 0 L1 (x × x) = L1 x + L1 x = 2L1 x. 1 1 f (x) = y − = 0.5.20) showing that the graph of L1 is concave down.19) The function.18) 1 t There is no problem in writing this integral because the function. (10. First note that from the deﬁnition. Also. (10. and its graph is concave downward.

3 The function just deﬁned in (10. 1 (10. n.22).7. Therefore.21) and use the deﬁnition of L1 to verify that L1 (2) > 0.7.2 For b > 0 deﬁne expb (x) ≡ L−1 (xL1 (b)) . 2 Also. Now Wild Assumption 7. Thus the picture of the graph of L1 looks like the following where the graph approaches the y axis as x gets close to 0. mL1 (x) = L1 (xm ) = L1 and so √ n xm n = nL1 √ n xm √ m L1 (x) = L1 n xm .21) and (10. (10.10. It only remains to verify the claim about raising x to a rational power. positive or negative. letting m. .22) You see that 1 can be made as close to zero as desired by taking n suﬃciently large. L1 (x) achieves arbitrarily large values as x gets increasingly large because you can take x = 2 in (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. from (10. Now if x > 0 =1 1 0 = L1 x (x) = L1 1 x + L1 (x) showing that L1 x−1 = L1 n 1 x = −L1 x.21).23) satisﬁes all conditions of Wild Assumption 7.23) Proposition 10. the intermediate value theorem may be used to ﬁll in all the numbers in between.1 on Page 143 and L1 (b) = ln b as deﬁned on Page 143.7. n This proves the theorem. Deﬁnition 10. for any integer. Since L1 is continuous. L1 (xn ) = nL1 (x) .3.3.1 on Page 143 can be fully justiﬁed. RETURN OF THE WILD ASSUMPTION 243 Therefore. n be integers. From (10.

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) . this shows the ﬁrst law of exponents holds.1.3. First. (L1 is deﬁned on positive real numbers and so L−1 has values in the positive real numbers.) 1 Consider the claim that if h = 0 and b = 1. 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) .20).1.23) satisﬁes all the conditions of Wild Assumption 7. Then doing L1 to both sides.244 Proof: First let x = expb m n THE INTEGRAL where m and n are integers. since L1 is one to one. Therefore. Therefore. Hence either h = 0 or b = 1 which are both excluded. This establishes all the laws of exponents for arbitrary real values of the exponent. It remains to consider the derivative of expb and verify L1 (b) = ln b. To verify that expb (m/n) = = √ n bm √ n bm .6 on Page 151. L1 L−1 (x) = x 1 and so L1 L−1 (x) 1 L−1 (x) = 1. √ m m n ≡ L−1 L1 (b) = L−1 L1 bm 1 1 n n by (10. From the deﬁnition. expb (x + y) = expb (x) expb (y) . then expb (h) = 1.1. hL1 (b) = L1 (1) = 0. Finally. 1 = expb (1 + (−1)) = expb (−1) expb (1) = expb (−1) b showing that expb (−1) = b−1 . What of the laws of exponents for arbitrary values of x and y? As part of Wild Assumption 7. expexpb (x) (y) = expb (xy) . these were assumed to hold.3. 1 . Suppose then that expb (h) = 1. expb (1) = b and expb (0) = 1. Since L1 is one to one. expb deﬁned in (10. That expb (x) > 0 follows immediately from the deﬁnition of the inverse function. expab (x) = expa (x) expb (x) . L1 expexpb (x) (y) = yL1 (expb (x)) = yxL1 (b) while L1 (expb (xy)) = xyL1 (b) and so since L1 is one to one. expb exists by Theorem 8. Again.

[a. This is known as the trapezoidal rule. EXERCISES By (10. Verify that if f (x) = mx + b. f0 h f1 Thus 1 2 yields fi +fi−1 2 approximates the area under the curve. · · ·. Now use a calculator or table to ﬁnd the exact value of ln 2. 1 1 expb (x) = L−1 (xL1 (b)) L1 (b) 1 = L−1 (xL1 (b)) L1 (b) 1 = expb (x) L1 (b) .8. Let fi = f (xi ) and assuming f ≥ 0 on the interval [xi−1 . Apply the trapezoidal rule to estimate ln 2 in the case where h = 1/5. Now by the chain rule. There is a general procedure for estimating the integral of a function. Show ln 2 ∈ [. f (x) = y on an interval. 1] . the trapezoidal rule gives the exact answer for the integral.5. Would this be true of upper and lower sums for such a function? Can you show that in the case of the function. From the deﬁnition of ln b on Page 143. xn } where for each j. and fi as shown in the following picture. f (t) = 1/t the trapezoidal rule will always yield an answer which is too large for ln 2? 3. P = {x0 . approximate the area above this interval and under the curve with the area of a trapezoid having vertical sides. b . it follows ln = L1 . fi−1 . Form a uniform partition. Show that adding these up h [f0 + 2f1 + · · · + 2fn−1 + fn ] 2 as an approximation to a f (x) dx. xi ] . 2. L−1 (x) 1 L−1 (x) 1 =1 245 showing that L−1 (x) = L−1 (x). 10. x1 . xj − xj−1 = h. b] .8 Exercises 1.18).10.

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

1 Find 2 1 x sin x2 dx du 2 Let u = x2 so du = 2x dx and so 2 1 = x dx.1 Recall The Method Of Substitution f (g (x)) g (x) dx = F (x) + C. you must change the limits! When x = a. by the fundamental theorem of calculus. 2 2 . Therefore.26) This formula follows from the observation that.9. TECHNIQUES OF INTEGRATION 247 10. This is ﬁne provided you don’t write anything which is false. b g(b) f (g (x)) g (x) dx = a g(a) f (y) dy. (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. Similarly the top limit should be g (b) . Then dy = g (x) dx and so formally dy = g (x) dx. it follows that y = g (a) to the bottom limit must equal g (a) . In (10. How can you remember this? The easiest way is to use the Leibniz notation. both sides equal F (g (b)) − F (g (a)) .9.10. Then making the substitution b a f (y) dy ? f (g (x))g (x) dx = ? f (y) dy. The above problem can be done in the following way.9 Techniques Of Integration The techniques for ﬁnding antiderivatives may be used to ﬁnd integrals. 10.26) let y = g (x) .25) where F (y) = f (y) . Example 10. What should go in as the top and bottom limits of the integral? The important thing to remember is that if you change the variable.9. 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. 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) .

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/4.2 Integration By Parts u (x) v (x) dx and Recall the following proposition for ﬁnding antiderivative. b]) . u v ∈ R ([a. letting u = Then du = correspond to the new variables.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. Proposition 10.9. this is stated in the following proposition. π (− cos (x)) dx 0 .9. Thus the area of the ellipse is α+a 4 α x−α a . x = α. (y − β) (x − α) + = 1.9.27). Example 10.2 Find the area of the ellipse. 10.28) 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. 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. Then applying (10.4 Let u and v be diﬀerentiable functions on [a. (10. b 1− (x − α) dx a2 1 a 2 Change the variables. Then b a u (x) v (x) dx = uv (x) |b − a b u (x) v (x) dx a (10. Then uv − u (x) v (x) dx = u (x) v (x) dx.9.9. Proposition 10.248 Example 10. a x sin (x) dx Let u (x) = x and v (x) = sin (x) . 2 b a2 2 2 THE INTEGRAL If you sketch the ellipse.27) In terms of integrals. π 0 x sin (x) dx = (− cos (x)) x|π − 0 = −π cos (π) = π. b] such that uv . y = β and the left top quarter is just the reﬂection of the top right quarter reﬂected about the line.

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. (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 .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 the integrals. Then from (10.9. dx √ 1 (c) 0 x 2 − x dx 3 2 (ln |x|) dx 2 π 3 x cos x2 0 2 1 (d) (e) 2.6 Find Let u (x) = x and v (x) = e2x . (a) (b) (c) (d) (e) 6 √ x 5 2x−3 dx 5 4 x 3x2 + 6 dx 2 π x sin x2 dx 0 π/4 sin3 (2x) cos (2x) 0 7 √ 1 dx Hint: Remember 0 1+4x2 the sinh−1 function and its derivative. Find 4.10 (a) (b) Exercises 4 xe−3x dx 0 3 1 2 x(ln(|x|))2 1. Find 5.10. Find the integrals. Find the integrals.10. EXERCISES 1 0 249 xe2x dx Example 10. Find Hint: Let u (x) = (ln |x|) and v (x) = 1. Find 3. 7.

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. x0 Explain the above steps and continue the process to eventually obtain Taylor’s formula. Suppose x0 ∈ (a. Give conditions under which everything is correct.5 1 dx 0 1+4x2 4 2√ x 1 + x dx 1 12. y (a) = ya is y (t) = e−P (t) ya + e−P (t) a t t eP (s) f (s) ds. 1−cos(2x) . 2 sin2 (x) dx. t a of both sides. y + p (t) y = f (t) . Consider the following. . Hint: You use the integrating factor approach. verify the left side equals d P (t) e y (t) . Find the following integrals. Hint: Derive and use sin2 (x) = 10. 11. Multiply both sides by eP (t) . 2π] . The most important of all diﬀerential equations is the ﬁrst order linear equation. Show the solution to the initial value problem consisting of this equation and the initial condition. (a) (b) (c) (d) π 2 x sin x3 dx 1 6 x dx 1 1+x2 . (a) (b) (c) (d) (e) 9. where P (t) = a p (s) ds. 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. b) and that f is a function which has n + 1 continuous derivatives on this interval. Find the area between the graphs of y = sin (2x) and y = cos (2x) for x ∈ [0. 13. Find the integrals. dt and then take the integral. 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! ≡ 1.250 (e) 6 √ 3 2 x 4x2 −5 THE INTEGRAL dx 8.

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

b.11. f.1 The symbol ∞ a f (t) dt is deﬁned to equal R R→∞ lim f (t) dt a whenever this limit exists.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 .11. R a f (t) dt is deﬁned above as limδ→0+ f (t) dt. Deﬁnition 10. The deﬁnitions are analogous to the above. In this section a few types of improper integrals will be discussed. then ∞ R f (t) dt ≡ lim a R→∞ f (t) dt a R a+δ where the improper integral. M ≥ max f (4) (t) : t ∈ [xi−1 . if limx→a+ f (t) = ±∞. Better estimates are available in numerical analysis books. Show b f (x) dx − S (a. However. Example 10. b] for all small δ. xi ] . 2m) < a M 5 1 (b − a) 1920 m4 where M ≥ max f (4) (t) : t ∈ [a. Similarly. f. 2m) deb note the approximation to a f (x) dx obtained from Simpson’s rule using 2m equally spaced points. b] . then b b f (t) dt ≡ lim a δ→0+ f (t) dt a+δ whenever this limit exists.3 Find 1 1 √ 0 x dt = limR→∞ 1 − e−R = 1. If limx→a+ f (t) = ±∞ but f is integrable on [a + δ.11 Improper Integrals The integral is only deﬁned for certain bounded functions which are deﬁned on closed and ∞ bounded intervals. 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. . Nevertheless people do consider things like the following: 0 f (t) dt. this equals limR→∞ Example 10.2 Find ∞ −t e 0 dt.11. You can probably construct other examples of improper integrals such as integrals of the a form −∞ f (t) dt. dx. 4! 5 where M satisﬁes. Whenever things like this occur they require a special deﬁnition. b. R −t e 0 From the deﬁnition. these also have the error in the form C 1/m4 . Now let S (a. 10. Finally. b − δ] for all small δ.

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

Then for such x. Therefore. 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.11. sin δ 1 Now using the argument of Example 10.3. The last case is entirely similar to this one.254 showing that for such δ. say for x < δ 1 . Since limx→0+ sin x = 1.11. 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. The second integral equals √sin δ . 1 √ δ 1 dx ≤ sin x δ1 δ 3 1 √ dx + 2 x 1 √ δ1 1 dx. the improper integral 1 √ √ √ 1−δ 1 exists because the conditions of Theorem 10. it follows that for x small enough. e−t tα−1 < e−t/2 . ∞ . 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.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. Such a k exists because e−t tα−1 = 0. This proves the theorem. 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.11.6 The gamma function is deﬁned by Γ (α) ≡ 0. the ﬁrst integral in the above is bounded above √ √ √ 1−δ 1 by δ1 − δ 6.11. Example 10. it follows 2 x < sin x 3 and so if δ < δ 1 . b a+δ THE INTEGRAL f (t) dt − I < ε. This is the case when functions are not all the same sign for example. t→∞ e−t/2 lim dt + ∞ −t/2 e k R 0 Therefore. 1 Example 10. Here k is chosen such that if t ≥ k. Sometimes the existence of the improper integral is a little more subtle.4 with M = √sin δ + δ1 − δ 6. sin x < 2 .

Verify all the details of Example 10. It is a standard problem in the subject of complex analysis.4. Thus |f (t)| = f + (t) + f − (t) and f (t) = f + (t) − f − (t) while both f + and f − 2 are nonnegative functions.12. Verify all the details in Example 10.10 Does ∞ 0 cos x2 dx exist? This is called a Fresnel integral and it has also√ √ evaluated exactly using techniques been ∞ from complex analysis.9 Suppose f is a real valued function and the conditions of Theorem ∞ 10.11. However. 2.4 hold for both f + and f − . ∞ You will eventually get an integral of the form 0 sin u du.11.7 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. x2 (|cos x| − cos x) dx ≤ x2 Since both integrands are positive. Then f + (t) ≡ |f (t)|+f (t) and f − (t) ≡ 2 |f (t)|−f (t) . There are at least two ways to show that 0 sin x dx = x 1 2 π.7. Theorem 10. Corollary 10. The above argument is a special case of the following corollary to Theorem 10. Example 10.32) limR→∞ 1 cos x dx also exists and so 0 sin x dx exists.11. x2 x ∞ This is an important example. they involve techniques which will not be discussed in this book.8 Let f be a real valued function. In fact 0 cos x2 dx = 1 2 π. Then 0 f (t) dt exists. x2 Thus the improper integral exists if it can be shown that R 1 ∞ cos x x2 1 dx exists.11. The veriﬁcation that this integral 4 exists is left to you.12 Exercises 1. Break it up into positive and u3/2 negative parts and use Corollary 10.11.11.10. First change the variable letting x2 = u and then integrate by parts.32) cos x dx = x2 R 1 R 1 R 1 cos x + |cos x| dx − x2 R 1 R 1 R 1 (|cos x| − cos x) dx x2 ∞ 0 ∞ 0 and cos x + |cos x| dx ≤ x2 2 dx ≤ x2 2 dx ≤ x2 2 dx < ∞ x2 2 dx < ∞. lim R→∞ x2 R R 1 cos x + |cos x| dx x2 ∞ both exist and so from (10.4 applies and the limits R R→∞ lim 1 (|cos x| − cos x) dx. However.11.11.11. 10. EXERCISES ∞ sin x x 0 255 dx exist? Example 10.11.9. . Deﬁnition 10. (10.6.

Suppose f is a continuous function which is bounded and deﬁned on R. bn → ∞ such that bn n→∞ ∞ R lim −an 2x dx = A.11. Show the resulting solid has ﬁnite volume but inﬁnite surface area. Show 0 1+x2 dx does not exist but that limR→∞ −R 1+x2 dx = 0. 2 Also the volume of the solid obtained in the same way is given by the integral. Try to show the following: For every number. Show Γ (1) = 1 = Γ (2) . Prove that for every α > 0. For α > 0 ﬁnd ln t dt if it exists and if it does not exist. (tan t) (sin t) α−1 α−1 11. 1 + x2 This is true and shows why such principle value integrals are somewhat disreputable. Using this and Problem 4.256 3. explain why. Next show that ε→0+ ∞ lim dx = f (x1 ) . b] for f a positive continuous function having continuous derivative is given by b 2π a f (x) 1 + (f (x)) dx. THE INTEGRAL 4. Verify all the details of Example 10. exists and ﬁnd the answer. It is not a very respectable thing. Γ (n + 1) = n!. 2 It seems reasonable to deﬁne the surface area and volume for x ∈ [a. A. b π a (f (x)) dx. ﬁnd Γ 5 . 1 α−1 t dt 0 1 0 1 0 8. ∞) in terms of an improper integral. Prove ∞ 0 sin x2 dx exists. 13. Prove that for every α > 0. Show ∞ −∞ ε π ε2 + (x − x1 ) εf (x) π ε2 + (x − x1 ) 2 2 dx = 1. The methods of complex analysis typically give the Cauchy principle value. It can be shown that Γ 1 = π. f (x) = 1/x for x ≥ 1. 10. √ 5. Recall the area of the surface obtained by revolving the graph of y = f (x) about the x axis for x ∈ [a. Sometimes people call this Gabriel’s horn.10. 1 α t 0 7. −∞ . there exist sequences an . This last limit is called the Cauchy principle value integral. Next show Γ (α + 1) = αΓ (α) and prove that for n a nonnegative integer. dt exists. Thus you could ﬁll it but you couldn’t paint it. 2x 2x 12. dt exists. What is the 2 2 advantage of the gamma function over the notion of factorials? Hint: For what values of x is Γ (x) deﬁned? 6. Try it on the function. 9. Prove that for every α > 0.

(a. 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) . Theorem 11.) Proof: Suppose ﬁrst that n = 0. f (x) − f (c) = f (ξ) (x − c) for some ξ between c and x.1 Suppose f has n + 1 derivatives on an interval. Then if x ∈ (a.8. 3! = 3 × 2! = 6. By the Cauchy mean value theorem. the symbol 0 k=1 ak will denote the number 0. In this section. 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 11.1) . Before presenting it. and the observation that g (c) and h (c) both equal 0. recall the meaning of n! for n a positive integer. Then let n+1 g (x) ≡ f (x) − f (c) − k=1 f (k) (c) k n+2 (x − c) . 4! = 4 × 3! = 24.1. things like ln (x) or sin (x) . there exists ξ between c and x such that n f (x) = f (c) + k=1 f (k) (c) f (n+1) (ξ) k (x − c) + . By the mean value theorem. In particular. Theorem 6. the method of Taylor polynomials is discussed. those which come from a formula like f (x) = x2 + 2 which are easy to evaluate by following a simple procedure. This latter type of function is not so easy to evaluate. Deﬁne 0! ≡ 1 = 1! and (n + 1)! ≡ (n + 1) n! so that n! = n (n − 1) · · · 1. The following theorem is called Taylor’s theorem. etc. (11. b) . and those which come as short words. 2! = 2.1 Approximation By Taylor Polynomials By now. Now assume the theorem holds for n. b) . h (x) = (x − c) k! so g (c) = h (c) = 0. k! (n + 1)! (In this formula. For example. you have noticed there are two sorts of functions.2 on Page 133. b) and let c ∈ (a.

Consequently. etc. dividing by (n + 2) (ξ − c) f (x) − f (c) − k=1 n+1 (n+1) (x − c) n+2 .258 The induction hypothesis in (11.2 Approximate sin x for x in some open interval containing 0. f (x) = − sin x. f (0) = 0. (ξ) The term f (n+1)! . sin x − x − ≤ ≤ 3! 5! 6! 6! . f (x) = − cos x. f (0) = 1. Thus ξ 1 is between c and x and this proves the theorem.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. Then for f (x) = sin x. (11.2) . For n = 2 in the above. is called the remainder and this particular form of the remainder is called the Lagrange form of the remainder. Therefore. the resulting polynomial is x− x5 x3 + 3! 5! and the error between this polynomial and sin x must be measured by the remainder term. f (x) = cos x. Use Taylor’s formula just presented and let c = 0. Thus the Taylor polynomial for sin x is of the form x3 x2n+1 x− +···± 3! (2n + 1)! while the remainder is of the form f (2n+2) (ξ) (2n + 2)! for some ξ between 0 and x. (n+1) Example 11. 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. x5 x3 f (6) (ξ) x6 x6 + . 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. Therefore.1. f (0) = −1. etc. f (0) = 0.

5) is less than 10−4 .5) to 3 decimal places and prove your approximation is this good. Thus the Taylor polynomial of degree n and its ﬁrst n derivatives agree with the function and its ﬁrst n derivatives when x = c. you wanted to ﬁnd sin (. no such conclusion can be drawn.5) = 6! 46 080 6 so diﬀerence between the approximation and sin (. EXERCISES 259 For small x. 11. Use your approximate polynomial to compute cos (. Find the Taylor polynomials for cos x for x near 0 along with a formula for the remainder. Find a Taylor polynomial for ln places. Find the Taylor polynomials for ln (1 + x) for x near 0. 5.5) + 3! 5! 3 5 ≤ 1 (. pn (c) = f (n) (c) . 3. Let pn (x) = a0 + k=1 ak (x − c) . 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. Find the Taylor polynomials for ln (1 − x) for x near 0.5) . · · ·.5) − (.2 Exercises n k 1. If this is used to ﬁnd sin (. then this requirement is achieved if and only if a0 = f (c) .2. this error is very small but if x is large. pn (c) = (n) f (c) . 4. sin (.5) (. This is illustrated in the following picture. Then from the above error estimate. sin x as long as |x| is small but that if |x| gets very large. · · ·. a1 = f (c) .1) the polynomial approximation would be even closer. an = f n!(c) .11.5) − (. Show that if you require that pn (c) = f (c) . Suppose for example. The above estimate indicates the good approximation holds as long as |x| is small and it quantiﬁes how good the approximation is. 1+x 1−x (n) and use it to compute ln 5 to three decimal . the approximation is lousy. 2.

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

13 on Page 107. Then { k=m ak }n=m is an increasing sequence. then k=m ak converges and its value equals n n ∞ sup k=m ak : n = m. As an example. Proof: It follows { n k=m ∞ ak }n=m n+1 ak diverges. depending on the behavior of the partial ∞ k sums.11. If it is bounded above.15 on Page n 107 it follows the sequence of partial sums converges to sup { k=m ak : n = m. This ∞ n series is n=0 r . This proves the proposition. the above proposition shows there are only two alternatives available. If the sequence of partial sums is not bounded. Then n n n+1 Sn = k=0 rk . The partial sums corresponding to this symbol alternate between −1 and 0. · · · . From this deﬁnition. is an increasing sequence because n ak − k=m k=m ak = an+1 ≥ 0. In the case where ak ≥ 0.11. One of the most important examples of a convergent series is the geometric series. people will sometimes write k=m ak < ∞ to denote the case where convergence ∞ occurs and k=m ak = ∞ for the case where divergence occurs.11. . then it is not a Cauchy sequence and so it does not converge.1 Deﬁne ∞ n ak ≡ lim k=m n→∞ ak k=m whenever the limit exists and is ﬁnite. The study of this series depends on simple High school algebra and n Theorem 5.1 Inﬁnite Series Of Numbers Basic Considerations Earlier in Deﬁnition 5.3. 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. it is said to diverge. If this ∞ sequence is bounded above. m + 1.3. It follows the symbol just written is meaningless and the inﬁnite sum diverges.11. For example. Proposition 11. it should be clear that inﬁnite sums do not always make sense.9 on Page 106.3 11. Be very careful you never think this way in the case where it is not true that all ak ≥ 0. then by the form of completeness found in Theorem 5. the inﬁnite series diverges.2 Let ak ≥ 0.3. · · ·}. m + 1. In this case the series is said to converge.1 on Page 103 the notion of limit of a sequence was discussed. Let Sn ≡ k=0 rk . Deﬁnition 11. rSn = k=0 rk+1 = k=1 rk . If it does ∞ n not converge.11. Either the sequence of partial sums is bounded above or it is not bounded above. ∞ k=m When the sequence is not bounded above. For ∞ this reason.3. INFINITE SERIES OF NUMBERS 261 11. the partial ∞ k sums of k=1 (−1) are bounded because they are all either −1 or 0 but the series does not converge. See Theorem 5. Sometimes they do and sometimes they don’t. consider k=1 (−1) . In the ﬁrst case convergence occurs and in the second case. there is no limit for the sequence of partial sums. Therefore.

the limit clearly does not exist because Sn fails to be a Cauchy sequence (Why?). if r = 1.5) ak ≤ k=m k=m |ak | where in the last inequality. 1−r INFINITE SERIES 1 By Theorem 5. Formula (11. then ∞ ak = k=m ∞ k=m+j ∞ ak−j ∞ (11. ∞ k=m ∞ n n=0 r converges and equals 1 1−r if |r| < 1 and If the series do converge.3. In fact. diverges if |r| ≥ 1. . from the triangle inequality.4 If ak and ∞ ∞ k=m bk both converge and x. y are numbers. To establish (11.5) follows from the observation that. This shows the following.262 Therefore. the last sum equals +∞ if the partial sums are not bounded above. the following holds.4) (11.6 on Page 104 and the above deﬁnitions of inﬁnite series. n ∞ ak ≤ k=m k=m n |ak | ∞ and so ∞ ak = lim k=m n→∞ ak ≤ k=m k=m |ak | . Theorem 11. Thus ∞ n n+j ∞ ak = lim k=m n→∞ ak = lim k=m n→∞ ak−j = k=m+j k=m+j ak−j .11.9.11. Sn = 1 − rn+1 . limn→∞ Sn = 1−r in the case when |r| < 1.4).11. Now if |r| ≥ 1.3 The geometric series. Proof: The above theorem is really only a restatement of Theorem 5. Theorem 11. use Theorem 5.3.6 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 .3) xak + ybk = x k=m ∞ k=m ∞ ak + y k=m bk (11. subtracting the second equation from the ﬁrst yields (1 − r) Sn = 1 − rn+1 and so a formula for Sn is available.

3. from the triangle inequality. (11.3. there exists nε > m such that if q ≥ p − 1 ≥ nε > m. Proof: Let ε > 0 be given. You might try to show this. + 6 3n From the above theorem and Theorem 11. k=p Therefore.6 The sum such that if q ≥ p ≥ nε . Deﬁnition 11.3.6) Proof: Suppose ﬁrst that the series converges.3. q p−1 q ak − k=m k=m ak = k=p ak < ε. then it converges.3.8 If ∞ k=m ak converges absolutely.3. Then from (11. Therefore. the above theorem is really another version of the completeness axiom. Then by assumption and Theorem 11.11. k=p n ∞ (11. this shows the inﬁnite sum converges as claimed.7 A series ∞ ak k=m is said to converge absolutely if ∞ |ak | k=m converges. Theorem 11. By Theorem 11. Thus its validity implies completeness.11.6. by the completeness axiom. In fact. Then { k=m ak }n=m is a Cauchy sequence by Theorem 5.5 Find ∞ n=0 5 2n 263 .3. q |ak | < ε. there exists nε such that whenever q ≥ p ≥ nε . INFINITE SERIES OF NUMBERS Example 11.7) it follows upon letting p be replaced with ∞ n p + 1 that { k=m ak }n=m is a Cauchy sequence and so.6) holds.6. then it is said to converge conditionally. 1 − (1/2) 1 − (1/3) ∞ ∞ The following criterion is useful in checking convergence. it converges. then ∞ k=m ak converges if and only if for all ε > 0. Theorem 11.13 on Page 107.7) Next suppose (11. By the deﬁnition of inﬁnite series. If the series does converge but does not converge absolutely. k=m ak converges and this proves the theorem. ∞ n=0 5 6 + n n 2 3 = 5 = 5 1 1 +6 n 2 3n n=0 n=0 1 1 +6 = 19. there exists nε q ak < ε.3. . q q ε> k=p ∞ |ak | ≥ k=p ak .3.

0<a< Then an and an an ≤ < b < ∞.3. abn < an < bbn and so the conclusion follows from the comparison test. m) and for all n ≥ n∗ bn ≥ an . If 2. an diverges.10 Determine the convergence of For n > 1. Theorem 11. then an an > a and <b bn bn and so for all such n. . The second claim is left as an exercise.264 INFINITE SERIES Theorem 11. From the assumption there exists n∗ such that n∗ > max (k. an ≤ bn . diverges. Then if p ≥ n∗ . Example 11. n=k ≤ n=m p ∞ an + Thus the sequence. This is considered next. ∞ 1 n=1 n2 . then ∞ n=m bn Proof: Consider the ﬁrst claim. If ∞ n=k bn ∞ n=k converges. bn bn bn converge or diverge together. p n∗ k an n=m ≤ n=m n∗ an + n=n∗ +1 ∞ bn bn .3.3.12 Determine the convergence of ∞ 1 √ k=1 n4 +2n+7 . Proof: Let n∗ be such that n ≥ n∗ .3.11 Let an . letting an = n2 and bn = n(n−1) A convenient way to implement the comparison test is to use the limit comparison test. Example 11. it converges by completeness.9 (comparison test) Suppose {an } and {bn } are sequences of non negative real numbers and suppose for all n suﬃciently large. Then 1. 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. Therefore. bn > 0 and suppose for all n large enough.{ n=m an }p=m is bounded above and increasing. 1 1 ≤ . then ∞ n=m an converges.

INFINITE SERIES OF NUMBERS 265 This series converges by the limit comparison test.13 Let an ≥ 0 and suppose the terms of the sequence {an } are decreasing. You see. Theorem 11. 3 n n Therefore. are decreasing. √ reasoning that 1/ n4 + 2n + 7 is a lot like 1/n2 for large n. To really exploit this limit comparison test.11. If p ≤ 1.3. where p is a positive number. Compare with the series of Example 11. Thus an ≥ an+1 for all n. an . Proof of the Claim: Note the claim is true for n = 1. Let an = 1 np . Then a2n = ∞ 1 n . some which converge and some which do not. If p > 1. It follows ∞ that the p series converges if p > 1 and diverges if p ≤ 1. the series converges with the series of Example 11. . since 2n+1 − 2n = 2n . √ 1 n4 + 2n + 7 n2 lim = lim n→∞ √ n→∞ 1 n2 n4 +2n+7 = n→∞ lim 1+ 7 2 + 4 = 1. n4 dominates the other terms in n4 + 2n + 7.3. How did I know what to √ √ compare with? I noticed that n4 + 2n + 7 is essentially like n4 = n2 for large enough n. Then ∞ ∞ an and n=1 n=0 2n a2n converge or diverge together.3. the higher order term. it was easy to see what to compare with. the last series above is a geometric series having common ratio less than 1 and so it converges. The tool for obtaining these examples here will be the following wonderful theorem known as the Cauchy condensation test. Claim: n n 2 n 2k a2k−1 ≥ k=1 k=1 ak ≥ k=0 2k−1 a2k .3.10. n+1 n 2n 2k a2k−1 = 2n+1 a2n + k=1 2n+1 2n k=1 2k a2k−1 ≥ 2n+1 a2n + k=1 n n+1 ak ≥ k=1 ak ≥ 2 a2n+1 + k=1 n ak ≥ 2n a2n+1 + k=0 2k−1 a2k = k=0 ∞ 1 k=1 kp 2k−1 a2k . Suppose the claim is true for n. and the terms. Example 11.14 Determine the convergence of These are called the p series. n=1 n−1 diverges ∞ −2 while n=1 n converges.3. Then. Of course this is not always easy and there is room for acquiring skill through practice. it is desirable to get lots of examples of series. Therefore.10. Proof: This follows from the inequality of the following claim. 2p From the Cauchy condensation test the two series ∞ 1 and np n=1 2n n=0 1 2p n ∞ = n=0 2(1−p) n converge or diverge together. it is still a geometric series but in this case the common ratio is either 1 or greater than 1 so the series diverges. In particular.

∞ 1 k=2 k ln k . A discussion of this involves some simple algebra.16 Determine the convergence of Use the Cauchy condensation test.3. The nth term test gives such a condition which is suﬃcient for this. you don’t ∞ know anything from this information. the tests for convergence have been applied to non negative terms only. The following picture is descriptive of the situation.6. Sometimes.3.3. you cannot conclude the series converges if limn→∞ an = 0. but because of cancellation taking place between positive and negative terms.15 Determine the convergence of Use the limit comparison test. That is.6 to conclude that n n→∞ lim an = lim n→∞ ak = 0. . not because the terms of the series get small fast enough. If this happens.17 If ∞ n=m an converges. Recall limn→∞ n−1 = 0 but n=1 n−1 diverges. A−1 ≡ A0 ≡ 0. lim 1 n 1 √ n2 +100n ∞ 1 √ k=1 n2 +100n . k=n It is very important to observe that this theorem goes only in one direction. It is really a corollary of Theorem 11. INFINITE SERIES n→∞ =1 and so this series diverges with ∞ 1 k=1 k .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. Theorem 11.2 More Tests For Convergence So far. Example 11. lim an = 0 an converges an = n−1 11. then limn→∞ an = 0.3. a series converges.266 Example 11. Proof: Apply Theorem 11.3. Sometimes it is good to be able to say a series does not converge. Let {an } and {bn } be sequences and let n An ≡ k=1 ak .

3. and using the partial summation formula above along with the assumption that the bn are decreasing. This is discussed next.19 If limn→∞ bn = 0. Then there exists n1 such that if n ≥ n1 . Proof: This follows quickly from Theorem 11. 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. |an | n→∞ Then diverges if r > 1 converges absolutely if r < 1 . Indeed.3.3. Corollary 11. with bn ≥ bn+1 .20 Suppose |an | > 0 for all n and suppose lim |an+1 | = r. this last expression is small whenever p and q are suﬃciently large.6.11. It is just like integration by parts. This proves the theorem. n A favorite test for convergence is the ratio test.3. Then ∞ an bn n=1 converges. letting |An | ≤ C. then ∞ n=1 (−1) bn converges. then 0< where r < R < 1.3. Then |an+1 | < R |an | an+1 <R an . an n=1 test fails if r = 1 ∞ Proof: Suppose r < 1.18 (Dirichlet’s test) Suppose An is bounded and limn→∞ bn = 0. The following corollary is known as the alternating series test. 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. Theorem 11. Theorem 11. with bn ≥ bn+1 .

3. (Be sure to check this last claim.268 for all such n. consider n−1 and n−2 . |an | converges. One reason for this is the assumption that an > 0. Corollary 11. Therefore.3. Theorem 11. n=1 If there are inﬁnitely many values of n such that |an | ∞ 1/n ≥ 1. consider the two series n=1 n and n=1 n2 both of which have r = 1 but having diﬀerent convergence properties.9) . To see the test fails if r = 1. |an1 +p | < R |an1 +p−1 | < R2 |an1 +p−2 | < · · · < Rp |an1 | INFINITE SERIES (11. and the other reason is the possibility that the limit might not exist. This proves the convergence part of the theorem. Then for such n. Then ∞ an converges absolutely. r = 1.21. k! (11. necessitated by the need to divide by an . To see the test fails ∞ ∞ 1 1 if r = 1.23 Show that for all x ∈ R. then (11.) The ratio test is very useful for many diﬀerent examples but it is somewhat unsatisfactory mathematically.22 Suppose limn→∞ |an | exists and equals r.21 Suppose |an | 1/n < R < 1 for all n suﬃciently large. it follows the series diverges. |an | ≤ Rn and so the comparison test with a geometric series applies and gives absolute convergence as claimed.3. then |am | < Rm−n1 |an1 | . n=1 Proof: Suppose ﬁrst that |an | for all n ≥ nR . Say this holds n |an | < R. called the root test removes both of these objections. Showing limn→∞ |an | = ∞. Example 11.3. Since the nth term fails to converge to 0. The next test. To verify the divergence part.8) can be turned around for some R > 1. By the comparison test and the theorem on geometric series. 1/n < R < 1 for all n suﬃciently large. then an diverges. Therefore. 1/n Next suppose |an | ≥ 1 for inﬁnitely many values of n. note that if r > 1. 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. for such n. Then for those values of n. The ﬁrst series diverges while the second one converges but in both cases. ∞ 1/n ex = k=0 xk .8) and so if m > n. |an | ≥ 1 and so the series fails to converge by the nth term test.

limits foul up algebra and also introduce things which are counter intuitive. This example is a little technical. In other words.11. . In other words. you may not do it without agonizing over the question. The major consideration for these double series is the question of when ∞ ∞ ∞ ∞ ajk = k=m j=m j=m k=m ajk . In general. it is not always true that it is permissible to interchange the two sums. 11. INFINITE SERIES OF NUMBERS By Taylor’s theorem ex = 1+x+ n 269 xn+1 x2 xn +···+ + eξn 2! n! (n + 1)! (11. (n + 1)! n→∞ Therefore. lim eξn xn+1 = 0.9) holds.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 . the nth term converges to zero by the nth term test and so for each x ∈ R. taking the limit in (11. (n + 1)! n+1 Therefore. Here is an example. You can always write M N N M ajk = k=m j=m j=m k=m ajk because addition is commutative.3. when does it make no diﬀerence which subscript is summed over ﬁrst? In the case of ﬁnite sums there is no issue here.3. Therefore. there are limits involved with inﬁnite sums and the interchange in order of summation involves taking limits in a diﬀerent order. However. A general rule of thumb is this: If something involves changing the order in which two limits are taken.10) it follows (11. Now for any x ∈ R eξ n |x| xn+1 ≤ e|x| (n + 1)! (n + 1)! n+1 and an application of the ratio test shows ∞ e|x| n=0 |x| < ∞.10) = k=0 xk xn+1 + eξ n k! (n + 1)! where |ξ n | ≤ |x| . ﬁrst sum on j yielding something which depends on k and then sum these. It is placed here just to prove conclusively there is a question which needs to be considered.

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

you can take the sup in diﬀerent orders. or −∞. to get the conclusion of the lemma. b) and therefore. b). b) ≤ supb∈B supa∈A f (a. suppose r < ∞. m n Therefore. ∞].3. it only diverges to ∞ and so ∞ is the value of the sum. it follows if m > n. ∞. for all a.3. Therefore. Since {Ak } is increasing. B are sets. b) = sup sup f (a. f (a. Lemma 11.26 Let f (a. Of course there is no such number. But in this case. a∈A b∈B b∈B a∈A Repeat the same argument interchanging a and b. +∞ is interpreted as a point out at the end of the number line which is larger than every real number. ∞] for a ∈ A and b ∈ B where A. b) ≤ sup sup f (a. sup sup f (a. . b) . a∈A b∈B b∈B a∈A Proof: Note that for all a. there exists n such that An > a.11. it follows that if m > n. Next note that ∞ ∞ ∞ n aij ≥ sup j=r i=r n j=r i=r n aij because for all j. If a sum diverges. b. In the ﬁrst case. b) is either a number. That is why it is called ∞. Am > a. r]. The following is the fundamental result on double sums. supb∈B f (a.25 Let f (a. b) ≤ supb∈B supa∈A f (a. The symbol. In the case where r = ∞. b) . then sup {An } = limn→∞ An . ∞ ∞ ∞ 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. Since {An } is increasing. then if a is a real number. Lemma 11. Proof: First note there is no trouble in deﬁning these sums because the aij are all nonnegative. The symbol. Proof: Let sup ({An : n ∈ N}) = r. there exists n such that An ∈ (r − ε.27 If {An } is an increasing sequence in [−∞.3. Then ∞ i=1 ∞ j=1 aij = ∞ j=1 ∞ i=1 aij . 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.28 Let aij ≥ 0.3.3. INFINITE SERIES OF NUMBERS 271 Deﬁnition 11. The other case is that r = −∞. Then letting ε > 0 be given. b) ∈ [−∞. b) : a ∈ A} . ∞ aij ≥ i=r i=r n aij . b) means sup (Sb ) where Sb ≡ {f (a. b) ∈ [−∞. −∞ is interpreted similarly. Then supa∈A f (a. Unlike limits. But this is what is meant by limn→∞ An = ∞. Then sup sup f (a. An = −∞ for all n and so limn→∞ An = −∞. Theorem 11.

3. every i.3. Therefore. For n ≥ r.3. One of the most important applications of this theorem is to the problem of multiplication of series. Deﬁnition 11.3.3.4 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.8 again. j=r |aij | < ∞.28 ∞ ∞ ∞ ∞ |aij | = j=r i=r i=r j=r |aij | < ∞ ∞ Therefore.3. ∞ on Page 263.3.272 Theorem 11. It only remains to verify they are equal. Proof: By Theorem 11.30 Let ∞ i=r ai and cn ≡ ∞ i=r bi n be two series. k=r The series ∞ n=r cn is called the Cauchy product of the two series. ∞ ∞ aij .28 and Theorem 11. By Theorem 11. j=r i=r i=r j=r aij both exist. ∞ i=r |aij | ∞ j=r aij ∞ < ∞ and for each i. . 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. Note 0 ≤ (|aij | + aij ) ≤ |aij | .29 Let aij be a number and suppose ∞ ∞ INFINITE SERIES |aij | < ∞ . Also. 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. for each j. by Theorem 11. This proves the theorem. i=r aij . deﬁne ak bn−k+r .8 both converge.

Theorem 11. This is known as Merten’s theorem and may be read in the 1974 book by Apostol listed in the bibliography. Then ∞ cn = k=r pnk ak bn−k+r . The following is a special case of Merten’s theorem.3. 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. This yields a0 b0 + (a0 b1 + b0 a1 ) + (a0 b2 + a1 b1 + a2 b0 ) + · · · and you see the expressions in parentheses above are just the cn for n = 0. it is 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.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. 1.3.11. ···.31 Suppose ∞ i=r ∞ ai and ai ∞ j=r bj ∞ j=r both converge absolutely1 . 2. .3. it is only necessary to assume one of the series converges and the other converges absolutely. it is necessary to prove a theorem. m=r |ak | Therefore. Then ∞ bj = n=r cn i=r where cn = n ak bn−k+r . INFINITE SERIES OF NUMBERS 273 It isn’t hard to see where this comes from. k=r Proof: Let pnk = 1 if r ≤ k ≤ n and pnk = 0 if k > n. Also. Therefore. ∞ ∞ ∞ ∞ 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 | < ∞.

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

This is also called a power series centered at a. 15.1 Let {ak }k=0 be a sequence of numbers. an interesting variation on the ratio test.5. it follows that k=1 ak converges absolutely. Consider the series ∞ ∞ k=0 n p (−1) n √1 to write . This test says the following.5 Taylor Series Earlier Taylor polynomials were used to approximate known functions such as sin x and ln (1 + x) . 1 f (t) dt and the sum k=1 f (k) converge or diverge together. For p a positive number. Verify Theorem 11. 12. Suppose there exists a constant. 2−k and ∞ k=0 11. Show the ∞ ∞ improper integral. C and a number p such that ak+1 p ≤1− ak k+C for all k large enough. Using the result of Problem 10 establish Raabe’s Test.11) is called a Taylor series centered at a. 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 . k0 such that bk0 > 1 and for all k ≥ k0 the given inequality above holds. Hint: This can be done using p the mean value theorem from calculus. k k Now use comparison theorems and the p series to obtain the conclusion of the theorem. A much more exciting idea is to use inﬁnite series of known functions as deﬁnitions of possibly new functions. Deﬁne f (x) ≡ (1 − x) − 1 + px and show that f (0) = 0 while f (x) ≥ 0 for all x ∈ (0. and p ≥ 1.5. 11. 14. 3−k . Use this test to verify convergence of k=1 k1 whenever α α > 1 and divergence whenever α ≤ 1. ∞ This is called the integral test. Then if p > 1. show that (1 − x) ≥ 1 − px. bk > 1. n+1 Show this series converges and so it makes sense 13. Hint: Let bk ≡ k − 1 + C and note that for all k large enough. The expression.11. ∞). determine the convergence of of p. Thus |ak | ≤ C/bp = C/ (k − 1 + C) . Determine the convergence of the series 16. Deﬁnition 11. .3. Now conclude that there exists an integer. 1) . 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 .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 . For 1 ≥ x ≥ 0. ∞ ∞ ak (x − a) k=0 k (11. TAYLOR SERIES p 275 10. Suppose f is a nonnegative continuous decreasing function deﬁned on [1.

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. Determining which points of {x : |x − a| = r} are in D requires the use of speciﬁc convergence tests and can be quite hard. n→∞ |x| = lim √ = |x| n→∞ n n . r fails to be an upper bound to {|y − a| : y ∈ D} and so the Taylor series must diverge as claimed. Nevertheless.5. k This might be a totally new function. Lemma 11. it follows there exists z ∈ D such that |z − a| > |x − a| since otherwise. Furthermore.5. x is a variable. With this lemma. ∞ k the series k=0 |ak | |x − a| converges. then x ∈ D also and furthermore. ∞ k Theorem 11. the Taylor series diverges. the determination of r tends to be pretty easy. one which has no name. From now on D will be referred to as the interval of convergence and r of the above theorem as the radius of convergence. so for such n. Proof: Let r ≡ sup {|y − a| : y ∈ D} . n n Therefore.3.5. Then if |x − a| < |z − a| . Proof: Let 1 > r = |x − a| / |z − a| . k=0 |ak | |x − a| converges by comparison with the geometric series. Deﬁning. lim |x| n n 1/n ∞ xn n=1 n . However. Then if |x − a| < r. the following fundamental theorem is obtained.2 Suppose z ∈ D. ∞ k Therefore. Example 11. This proves the theorem. r wouldn’t be as deﬁned. Then there exists r ≤ ∞ such that the Taylor series converges absolutely if |x − a| < r.276 INFINITE SERIES In the above deﬁnition. deﬁne a new function. The nth term test implies n→∞ lim |an | |z − a| = 0 n n and so for all n large enough. by the above lemma k=0 |ak | |x − a| converges and this proves the ﬁrst part of this theorem.3 Let k=0 ak (x − a) be a Taylor series. D to be the set of all values of x such that the resulting series does converge. much can be said about such functions. |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 . f deﬁned on D as ∞ f (x) ≡ k=0 ak (x − a) . ∞ k Now suppose |x − a| > r.22. Thus you can put in various values of x and ask whether the resulting series of numbers converges. If k=0 ak (x − a) converges then by the above lemma.4 Find the interval of convergence of the Taylor series Use Corollary 11. if |x − a| > r. In fact |x − a| would then be an upper bound to {|y − a| : y ∈ D} .

12) for |x − a| < r. The endpoints require ∞ 1 special attention. It is another example of the interchange of two limits. the derived series. integrate. You usually cannot diﬀerentiate an inﬁnite series whose terms are functions even if the functions are themselves polynomials. for n large enough.11.5. Theorem 11. th Apply the ratio test. the limit involved in taking the derivative and the limit of the sequence of ﬁnite sums. . but it is a serious mistake to think this. This theorem may seem obvious. r = 1/e. has radius of convergence equal to r.5. however. just as you would diﬀerentiate a polynomial.13) and this new diﬀerentiated power series. Proof: First it will be shown that the series on the right in (11. 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. and multiply power series.13) has the same radius of convergence as the original series.5. Then n→∞ lim |an | |y − a| ∞ n−1 = lim |an | |y − a| = 0 n→∞ n n because |an | |y − a| < ∞ n=0 and so.5 Find the radius of convergence of ∞ nn n n=1 n! x . Example 11. TAYLOR SERIES 277 √ because limn→∞ n n = 1 and so if |x| < 1 the series converges. the series converges because it reduces to n=1 n and the alternating series test applies and gives convergence.1 Operations On Power Series It is desirable to be able to diﬀerentiate. |an | |y − a| n−1 < 1. Thus let |x − a| < r and pick y such that |x − a| < |y − a| < r. The following theorem says one can diﬀerentiate power series in the most natural way on the interval of convergence. Consequently. Then ∞ ∞ f (x) = n=0 an n (x − a) n−1 = n=1 an n (x − a) n−1 (11. At the ∞ (−1)n other endpoint. 11. The following is special and pertains to power series.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 (11.5. in this case. When x = 1 the series diverges because it reduces to n=1 n .

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

6 again to take the second derivative and obtain ∞ f (x) = 2a2 + n=3 an n (n − 1) (x − a) n−2 let x = a in this equation and obtain a2 = f (a) /2 = f (a) /2!. Therefore.17) Then an = (11. for such n. From Theorem 11.5. Continuing this way proves the corollary. y−x n=1 Taking the limit as y → x (11.5.5. there exists a constant. Now let x = a and obtain that f (a) = a1 = f (a) /1!. ∞ ∞ f (x) = n=1 an n (x − a) n−1 = a1 + n=2 an n (x − a) n−1 . The ﬁrst sum on the right in (11.17). f (a) = a0 ≡ f (0) (a) /0!.16) f (y) − f (x) n−1 − an n (x − a) ≤ C |y − x| . 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.13) follows. C independent of y such that ∞ n−2 |an | n (n − 1) r1 = C < ∞ n=2 Consequently. from (11. TAYLOR SERIES which implies |wn | ≤ r1 . This proves the theorem. Next use Theorem 11. Therefore. As an immediate corollary.11.18) Proof: From (11.16) therefore satisﬁes ∞ n−2 an n (n − 1) wn (zn − (x − a)) n=2 ∞ 279 ≤ |y − x| n=2 ∞ |an | n (n − 1) |wn | n−2 ≤ |y − x| n=2 ∞ n−2 |an | r2 n (n − 1) n=2 n−2 |an | n (n − 1) r1 = |y − x| Now from (11.14). Corollary 11. .6. f (n) (a) .7 Let and let ∞ n=0 ∞ an (x − a) be a Taylor series with radius of convergence r > 0 ∞ n f (x) ≡ n=0 an (x − a) . n! n (11. it is possible to characterize the coeﬃcients of a Taylor series.5. n−2 |an | r2 r1 r2 n−2 < 1 for all n large enough.

Example 11.1. Furthermore. this equals either ± sin (ξ n ) or ± cos (ξ n ) and so its absolute value is no larger than 1. Then f (x) = cos (x) . from Taylor’s formula. f (x) = − sin (x) . ∞ sin (x) = k=0 (−1) k x2k+1 (2k + 1)! for all x ∈ R.9 Find the sum ∞ k=1 k2−k . you can diﬀerentiate both sides. 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. and cos (x) centered at 0 and give the interval of convergence. Therefore. if ∞ ∞ ak (x − a) = k=0 k=0 k bk (x − a) k for all x in some interval. doing the series term by term and obtain ∞ 2k k x cos (x) = (−1) (2k)! k=0 for all x ∈ R.5.280 INFINITE SERIES This also shows the coeﬃcients of a Taylor series are unique.1 on Page 257. That is.5. Therefore. First consider f (x) = sin (x) . by the nth term test limn→∞ n = 0.5.8 Find the power series for sin (x) . Thus f (2n+2) (ξ n ) 1 . .6. it follows that 1 <∞ (2n + 2)! n=0 and so by the comparison test. 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. Theorem 11. By Theorem 11. then ak = bk for all k. Example 11. ∞ n=0 ∞ f (2n+2) (ξ n ) <∞ (2n + 2)! f (2n+2) (ξ n ) (2n+2)! also. ≤ (2n + 2)! (2n + 2)! By the ratio test. f − cos (x) etc.

Let t = 1/2. y − α y = 0. from (11.20).6 to do this.21) be a solution to (11. Diﬀerentiate both sides to obtain ∞ (1 − t) whenever |t| < 1.19) and it is y (x) = (1 + x) . Let ∞ y (x) ≡ n=0 an xn (11. Then 4= 1 −2 = k=1 ktk−1 ∞ 2 (1 − (1/2)) −1 = k=1 k2−(k−1) and so if you multiply both sides by 2 .5. First note that if y (x) ≡ (1 + x) . Of course it is not known at this time whether such a series exists. multiply both sides of the diﬀerential equation in (11. ∞ 1 From the formula for the sum of a geometric series. The following is a very important example known as the binomial series. Use Theorem 11. However. From Theorem 11. C. there must exist a constant. there is exactly one solution α to the initial value problem in (11. (1 + x) (11. When this is done one obtains d α −α −α (1 + x) y = (1 + x) y − y dx (1 + x) Therefore. To −α see this.19).11.19) α α Next it is necessary to observe there is only one solution to this initial value problem. then y is a solution of the following initial value problem. ∞ ∞ (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 . 1−t = k=0 tk if |t| < 1. (11. The strategy for ﬁnding the Taylor series of this function consists of ﬁnding a series which solves the initial value problem above. However. the process of ﬁnding it will demonstrate its existence. ∞ 2= k=1 k2−k .20) y = C. such that (1 + x) −α = 0. Example 11.5. y (0) = 1.6 and the initial value problem. Therefore.19) by (1 + x) .5. y (0) = 1 and so it must be that C = 1. TAYLOR SERIES 281 It may not be obvious what this sum equals but with the above theorem it is easy to ﬁnd.5.10 Find a Taylor series for the function (1 + x) centered at 0 valid for |x| < 1.

it is necessary to take a course in complex analysis. To ﬁnd the radius of convergence. 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. Theorem 11. To completely understand power series. a3 = = α(α−1)(α−2) .5. these are topics for another course. In general. from (11. It turns out that the right way to consider Taylor series is through the use of geometric series and something called the Cauchy integral formula of complex analysis. use the ratio test. Then using (11. α(α−1)···(α−n+1) is often denoted as α . . n of these factors an = α (α − 1) · · · (α − n + 1) . the following n! n theorem has been established. Using the same process. 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 (−1.22) Therefore. ∞ ∞ INFINITE SERIES an+1 (n + 1) x + n=0 n=0 n an (n − α) xn = 0 and from Corollary 11. a1 = α. You may have noticed the prominent role played by geometric series. Think about this. It only remains to show the radius of convergence of this series α equals 1. It will then follow that this series equals (1 + x) because of uniqueness of the initial value problem. n! n=0 ∞ Furthermore.22) and letting n = 0. 1) . With this notation. n+1 (11.19) this requires an+1 = an (α − n) . The above technique is a standard one for obtaining solutions of diﬀerential equations and this example illustrates a deﬁciency in the method.22) again along with this ( α(α−1) )(α−2) 2 information. the above discussion shows this series solves the initial value problem on its interval of convergence. a2 = α(α−1) .5.282 Changing the order variable of summation in the ﬁrst sum. n There is a very interesting issue related to the above theorem which illustrates the α limitation of power series. The expression.11 Let α be a real number and let |x| < 1. However. By 2 3 3! now you can spot the pattern. You can also integrate power series on their interval of convergence. our candidate for the Taylor series is y (x) = α (α − 1) · · · (α − n + 1) n x . n! Therefore. a0 = 1.7 and the initial condition for (11. This is no accident. Then ∞ (1 + x) = n=0 α α n x .

Theorem 11.13 Let n=0 an (x − a) and n=0 bn (x − a) be two power series having radii of convergence r1 and r2 . ∞ ∞ an (y−a)n+1 . both positive. This theorem can be used to ﬁnd Taylor series which would perhaps be hard to ﬁnd without it. TAYLOR SERIES Theorem 11. by Theorem 11. By Theorem 11. This proves the theorem.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) .5. This proves the theorem. Here is an example. Proof: By Theorem 11.3. and Example 11.5. Then if |y − a| < r.12 Let f (x) = is r > 0. Then ∞ ∞ ∞ n ∞ n ∞ n an (x − a) n=0 n n=0 bn (x − a) n = n=0 k=0 ak bn−k (x − a) n whenever |x − a| < r ≡ min (r1 .5.3 both series converge absolutely if |x − a| < r. But C = 0 because F (a) − G (a) = 0. G (y) − F (y) = C for some constant.5.11.5.6 Proof: Deﬁne F (y) ≡ a f (x) dx and G (y) ≡ and the Fundamental theorem of calculus. r2 ) . Example 11. n Therefore.9 on Page 260 or Example 11. The signiﬁcance of this theorem in terms of applications is that it states you can multiply power series just as you would multiply polynomials and everything will be all right on the common interval of convergence. 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 + · · · .3. 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 .23 on Page 268.5.8 on Page 280. Next consider the problem of multiplying two power series. Using Problems 7 .14 Find the Taylor series for ex sin x centered at x = 0. Therefore.5. n=0 n+1 G (y) = n=0 an (y − a) = f (y) = F (y) .

Thus the ﬁrst several terms of the power series for tan are 1 tan x = x + x3 + · · ·. Find k2−k . a0 = 0.) 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. In fact. Example 11.6 (a) (b) (c) (d) (e) Exercises ∞ x n k=1 2 ∞ 1 n n k=1 sin n 3 x ∞ k k=0 k!x ∞ (3n)n n n=0 (3n)! x ∞ (2n)n n n=0 (2n)! x ∞ k=1 1. Find the radius of convergence of the following. 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. 2. . 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.284 1 = x + x2 + x3 + · · · 3 You can continue this way and get the following to a few more terms. a3 − a1 x3 = 2 2 −1 3 1 1 1 3! x so a3 − 2 = − 6 so a3 = 3 . 0 −1 + a2 x2 = 0 so a2 = 0. (In practice this tends to not be very long. 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.15 Find the Taylor series for tan x centered at x = 0. but if it does. there does not appear to be a very simple pattern for the coeﬃcients of the power series for tan x. Then cos x x4 x2 a0 + a1 x + a2 x2 + · · · 1 − + + · · · = 2 4! x− x3 x5 + +··· . as you see.5. If you are interested in this issue. 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. Clearly one can continue in this manner. 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. a1 x = x so a1 = 1. 11. read the last section of the chapter. 3! 5! Using the above.

n Now show fn (0) = 0 for all n and so fn (0) → 0. 7. Deﬁne the following function2 : f (x) ≡ 2 e−(1/x ) if x = 0 . y (0) = 0. fn (x) be given in Problem 9 and consider g1 (x) = f1 (x) . Tell where your solution gives a valid description of a solution for the initial value problem. Nevertheless. However. 1 ||x| − fn (x)| ≤ √ . The main diﬀerence is you have to do two diﬀerentiations of the power series instead of one. ex+y = ex ey .5. The theory of complex variables can be used to show there are no examples of such functions if they have a valid power series expansion. Hint: This is a little diﬀerent but you proceed the same way as in Example 11. the power series for f (x) is of the form k=0 0xk and it converges for all values of x. Therefore. Thus even though fn (x) → f (x) for all x. gn (x) = fn (x) − fn−1 (x) if n > 1. there are enough of them.10. However.5. Use Show that f (k) (x) exists for all k and for all x. 5. What is the solution to this initial value problem? 6. the function. One needs to consider test functions which have the property they have inﬁnitely many derivatives but vanish outside of some interval. you cannot say that fn (0) → f (0) . Use the power series technique which was applied in Example 11.6. Let the functions. Suppose the function. y (0) = 1. Use the power series technique to ﬁnd solutions in terms of power series to the initial value problem y + xy = 0. y (0) = 1. Be sure to check all the hypotheses. f (x) ≡ |x| has no derivative at x = 0. It even becomes a little questionable whether such strange functions even exist at all. 9.31 on Page 273 to show directly the usual law of exponents. and it is this very example which is used to show this. ex is deﬁned in terms of a power series. this function is very important to those who use modern techniques to study diﬀerential equations. y (0) = 1. 10.11. ex ≡ k=0 Theorem 11.3. 8. Show also that f (k) (0) = 0 for all ∞ k ∈ N. Let fn (x) ≡ 1 n + x2 1/2 . x = 0. 2 Surprisingly. 0 if x = 0 ∞ xk k! .10 to consider the initial value problem y = y. This yields another way to obtain the power series for ex . Show that for all x. 4. Use the power series technique on the initial value problem y + y = 0. Find the power series centered at 0 for the function 1/ 1 + x2 and give the radius of convergence. they do. . it fails to converge to f (x) except at the single point. EXERCISES 285 3.

you can’t diﬀerentiate the series term by term and get the right answer3 . 11.3.5.12 to ﬁnd the power series for ln |1 + x| centered at 0. n 12. the version of this theorem which is of interest here is listed below. You should plug in small values of x using a calculator and see what you get using modern technology. 4 This is a wonderful example. For convenience. Use the theorem about the binomial series to give a proof of the binomial theorem (a + b) = k=0 n n n−k k a b k whenever n is a positive integer. there are functions which are continuous everywhere and diﬀerentiable nowhere. Thus it is nonsense to diﬀerentiate an inﬁnite sum term by term without a theorem of some sort. How do you know this is the power series for sin x2 ? 16. In fact. We typically don’t have names for them but they are there just the same. x7 1 0 1 2 x sin x2 dx.5. Where does this power series converge? Where does it converge to the function. Use this and Theorem 11.7 Some Other Theorems First recall Theorem 11. k=0 Furthermore. Find limx→0 tan(sin x)−sin(tan x) 4 . You know 0 t+1 dt = ln |1 + x| . bad can this get? It can be much worse than this. 1 13. Therefore. Theorem 11.12 to ﬁnd the power +1 series for arctan x centered at 0. 17. Where does this power series converge? Where does it converge to the function. 3 How ∞ n=0 cn converges absolutely. Find the power series for sin x2 by plugging in x2 where ever there is an x in the power series for sin x. . Every such function can be written as an inﬁnite sum of polynomials which of course have derivatives at every point. Do the same as the previous problem for 18. It is hard to ﬁnd 0 ex dx because you don’t have a convenient antiderivative for the 2 integrand.1 Suppose ∞ i=0 ai and ∞ ai ∞ j=0 bj ∞ j=0 n both converge absolutely.286 Show that for all x. INFINITE SERIES ∞ gk (x) = |x| k=0 and that gk (0) = 0 for all k. Use this and Theorem 11. Find the exact value of ∞ n=1 n2 2−n . Then ∞ bj = n=0 cn i=0 where cn = ak bn−k . You know 0 t21 dt = arctan x. Replace ex with an appropriate power series and estimate this integral. arctan x? 15. 11.7. ln |1 + x|? x 14.31 on Page 273.

2 Deﬁne ak1 ak2 · · · akp k1 +···+kp =m as follows.7. kp which have the p property that i=1 ki = m. Note that n ak an−k = k=0 k1 +k2 =n ak1 ak2 Therefore. The theorem is about multiplying two series. ∞ ∞ 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 | < ∞. SOME OTHER THEOREMS 287 Proof: It only remains to verify the last series converges absolutely.3.3 Suppose ∞ n=0 an converges absolutely.11. . Then ∞ p ∞ an n=0 = m=0 cmp where cmp ≡ k1 +···+kp =m ak1 · · · akp . it follows ∞ ai i=0 = n=0 k1 +k2 =n ak1 ak2 . if ∞ 2 ai converges absolutely. This proves the theorem. It turns out a similar theorem holds for replacing 2 with p. ak1 ak2 · · · akp and then add all these products.7. For each such list of integers.28 on Page 271 and letting pnk be as deﬁned there. form the product. · · ·.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. Theorem 11. By Theorem 11. from the above theorem. Consider all ordered lists of nonnegative integers k1 .

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

a power series having radius of convergence r > 0.24) equals ∞ n=0 ∞ ∞ bnp p=0 (x − a) n and so.24) converges absolutely. Theorem 11. Then there exists r1 > 0 and {bn } such that for all |x − a| < r1 . letting p=0 bnp ≡ bn . this equals ∞ ∞ ∞ ∞ p cn (x − a) n=0 n . there exists r1 > 0 such that if |x − a| < r1 .5 Let f (x) = n=0 an (x − a) .28 on Page 271 implies the series in (11.7. n=1 n Now pick such an x. f (x) n=0 Proof: By continuity. With this lemma. ∞ 1 n = bn (x − a) .3.23) and the formula for the sum of a geometric series. Suppose also that f (a) = 1. Then ∞ an (x − a) n=1 n ≤ n=1 |an | |x − a| < 1 n (11. SOME OTHER THEOREMS has a power series. then ∞ ∞ n |an | |x − a| < 1.3. this proves the lemma. Since the series of (11.7.7.23) and so from the formula for the sum of a geometric series. . ∞ ∞ 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. 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 = 0.4.24) where bnp = k1 +···+kp =n ck1 · · · ckp .7. 1 = f (x) p=0 By Corollary 11. Thus |bnp | ≤ k1 +···+kp =n ∞ ∞ |ck1 | · · · ckp ≡ Bnp and so by Theorem 11. bnp (x − a) p=0 n=0 n (11. 289 Lemma 11.11. the following theorem is easy to obtain.

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

Part III Vector Valued Functions 291 .

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

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

vn + wn ) = (α (v1 + w1 ) . 5.6) (12. (a) (1.3)-(12. the existence of an additive inverse. · · ·. αvn ) + (αw1 . 3. −2.2 Exercises 1. 2. 2) (b) (−2. Verify all the properties (12. α (βv) = αβ (v) . 0) (b) (−2. · · ·. α (vn + wn )) = (αv1 + αw1 .2. 3. −2) . Also α (v + w) = αv+αw. EXERCISES the commutative law of addition. (v + w) + z = v+ (w + z) . v + 0 = v. 2. −2) (c) (−2. In the above 0 = (0.10).9) (12.4) (12.5) (12. · · ·. consider (12. · · ·. 1. Draw a picture of the points in R3 which are determined by the following ordered triples. −2) + 6 (2. · · ·. −2.7) (12. the associative law for addition. (α + β) v =αv+βv. 7) . 0).7) α (v + w) = α (v1 + w1 . 2. For example. αwn ) = αv + αw. You should verify these properties all hold.12. · · ·. αvn + αwn ) = (αv1 . Does it make sense to write (1. Draw a picture of the points in R2 which are determined by the following ordered pairs. v+ (−v) = 0. 3. 3) (d) (2.8) (12. 3. (a) (1. 1) (c) (−2.10) 12. As usual subtraction is deﬁned as x − y ≡ x+ (−y) . Compute 5 (1. −5) 4. 2) + (2. 295 (12. the existence of an additive identity. 1)? Explain. 1v = v.

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

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

the set of points which is at the same distance from the two given points consists of the points. i=1 (12. y. n n n 0 ≤ p (t) = = |x| + 2t 2 x2 + 2t i i=1 n i=1 i=1 xi θyi + t2 i=1 2 2 yi xi θyi + t2 |y| If |y| = 0 then (12.11) holds. Then for all t ∈ R.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 ) . Therefore. · · ·. If it has two zeros.3.11) Since these steps are reversible. Therefore. z) be such a point. The following lemma is fundamental. it either has no zeros or exactly one. it either has no zeroes.298 Let (x. (x. Then n xi yi ≤ |x| |y| . xn ) and y = (y1 .4 Let x = (x1 . Therefore. It is a form of the Cauchy Schwarz inequality. the above inequality must be violated because in this case the graph must dip below the x axis. two zeros or one repeated zero. · · ·. Lemma 12. 2 2 (12. 2 2 2 2 2 2 2 2 RN x2 + (y − 1) + (z − 2) . From the quadratic formula (see Problem 18 on Page 44) this happens exactly when n 2 4 i=1 xi θyi − 4 |x| |y| ≤ 0 2 2 and so n n xi θyi = i=1 i=1 xi yi ≤ |x| |y| . y. z) such that (12.12) is obviously true because both sides equal zero. yn ) be two points in Rn . 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. assume |y| = 0 and then p (t) is a polynomial of degree two whose graph opens up.

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

z1 +z2 < 1. Therefore. Then if (x. (x. the only line is just R1 = R. 6.5 Lines in Rn To begin with consider the case n = 1. What would happen 2 2 2 if you used the way of measuring distance given in Problem 4 (|(x. You see that you can always solve the above equation for t. z1 ) and (x2 . y1 ) + t (x2 − x1 . y1 ) Now by similar triangles. If (x1 . 12. consider x = x1 + t (x2 − x1 ) where t ∈ R and the totality of all such points will give R. z2 ) are two points such that |(xi .)? 7. y2 ) (x. y1 . Does a similar formula hold? Let (x1 . Suppose that x1 = x2 . In the case where n = 1. y2 . 2.300 RN 5. Therefore. y) is an arbitrary point on l. Now consider the plane. |y| . zi )| = 1 for i = 1. show that in terms of the usual distance. y1 . y2 − y1 ) . y2 . yi . y2 ) be two diﬀerent points in R2 which are contained in a line. y) = (x1 . showing that every point on R is of this form. (x1 . x1 +x2 . z)| = maximum of |z| . 2. . z2 ) . |x| . If t is deﬁned by x = x1 + t (x2 − x1 ) . Repeat the same problem except this time let the distance between the two points be |x − x | + |y − y | . y1 +y2 . Give a simple description using the distance formula of the set of points which are at an equal distance between the two points (x1 . y. you obtain this equation along with y = y1 + mt (x2 − x1 ) = y1 + t (y2 − y1 ) . is given as y − y1 = m (x − x1 ) . z1 ) and (x2 . y) m≡ y2 − y1 y − y1 = x2 − x1 x − x1 and so the point slope form of the line. l. l. y1 ) and (x2 . (x2 . if x1 and x2 are two diﬀerent points in R.

Then ta + b = x1 + t x2 − x1 and so x = ta + b is a line containing the two diﬀerent points. The directed line segment from → p to q.3 Let p and q be two points in Rn . x = x1 . Then you obtain a parametric equation for the same line because the same set of points are obtained. 6) . “a”. Deﬁnition 12.5. 2. t ∈ [0. denoted by − is deﬁned to be the collection of points. Then x = ta + b. 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. Deﬁnition 12. pq. . x1 and x2 . 0) and (2. This proves the lemma. Proof: Let x1 = b and let x2 − x1 = a so that x2 = x1 .12. Obviously. Use the deﬁnition of a line given above to write (x. Often t denotes time in applications to Physics. t ∈ R. is a line. 1] with the direction corresponding to increasing t.5.5. the following is the deﬁnition of a line in Rn . x = p + t (q − p) . LINES IN RN 301 If x1 = x2 . Note this deﬁnition agrees with the usual notion of a line in two dimensions and so this is consistent with earlier concepts. 6) .5. y1 = y2 and so you still obtain the above formula for the line. Example 12. To see this replace t with 3s. Because of this. b ∈ Rn with a = 0. y. The diﬀerence is they are obtained from diﬀerent values of the parameter. p 0 q This line segment is a part of a line from the above Deﬁnition. “the” is there are inﬁnitely many diﬀerent parametric equations for the same line.4 Find a parametric equation for the line through the points (1. The reason for the word. −6. rather than the word. −4.1 A line in Rn containing the two diﬀerent points. 2. 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. → Think of − as an arrow whose point is on q and whose base is at p as shown in the pq following picture. z) = (1. 0) + t (1.2 Let a. p = q. then in place of the point slope form above. Lemma 12. This is known as a parametric equation and the variable t is called the parameter. It tells us how the set of points are obtained. t ∈ R.5.

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

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

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

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

These are ei ≡ (0. From now on. z e3 T E e1 e2 © y x . If r is positive. only has the eﬀect of scaling all the distances. → The magnitude of a vector determined by a directed line segment − is just the distance pq between the point p and the point q. 0) where the 1 is in the ith slot and there are zeros in all the other spaces. r. 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| . k=1 vk What is the geometric signiﬁcance of scalar multiplication? If a represents the vector. · · ·. Thus the magnitude of rv equals |r| times the magnitude of v. The following picture illustrates the eﬀect of scalar multiplication. 1. · · ·. If r < 0 similar considerations apply except in this case all the ai also change sign. Thus the unit distance along any coordinate axis now has length r and in this rescaled system the vector is represented by a. See the picture in the case of R3 . then the vector represented by rv has the same direction as the vector. v in the sense that when it is slid to place its tail at the origin. a will be referred to as a vector instead of an element of Rn representing a vector as just described. ¢ ¢ ¢ ¢¢ v 2v ¢ −2v ¢ ¢ ¢ ¢ Note there are n special vectors which point along the coordinate axes. v because multiplying by the scalar. the element of Rn at its point is a. 0.306 ¢ RN ¢ ¢ ¢ ¢ ¢ ¢ ¢ ¢ In this way vectors can be identiﬁed with elements of Rn . what is rv? n 1/2 n 1/2 |rv| = k=1 (rai ) 2 1/2 2 = k=1 1/2 r (ai ) 2 2 n = r a2 i k=1 = |r| |v| . 0.

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

2. the new displacement vector for the airplane is (1. 1) . Example 12. Newtons. 1) + 5 1 1 . This gives 10i+7j + k Example 12. 3 60 60 Example 12.9. Therefore. 2. After one minute the airplane has moved in the i direction a 1 1 distance of 100 × 60 = 5 kilometer. the position vector changes. A man swims directly toward the opposite shore from the South bank of the river at a speed of 3 miles per hour. Here imagine a Cartesian coordinate system in which the third component is altitude and the ﬁrst and second components are measured on a line from West to East and a line from South to North. Therefore. T 3 ' 4 You should write these vectors in terms of components. the force in the i direction is 10 Newtons. 2.4 A certain river is one half mile wide with a current ﬂowing at 4 miles per hour from East to West.9. the velocity . 1) . Consider the vector (1. Write this as a vector. . Newtons. Find the total force in the direction of i.√ sides should be each of length 100/ 2. . Find the position of this airplane one minute later. The vector has length 100. 3 60 60 = 8 121 121 . As it moves.308 RN Newtons and the third exerts a force of 5i − j+2k. Therefore.9. To ﬁnd the total force add the vectors as described above. A picture of this situation follows.2 An airplane ﬂies North East at 100 miles per hour. while it moves 60 kilometer in the k direction. is the initial position vector of the airplane. How far down the river does he ﬁnd himself when he has swam across? How far does he end up swimming? Consider the following picture. The velocity of the swimmer in still water would be 3j while the velocity of the river would be −4i. the vector would the √ be 100/ 2i + 100/ 2j. The Newton is a unit of force like pounds. Now using that vector as the hypotenuse of a right triangle √ having equal sides. Therefore.3 An airplane is traveling at 100i + j + k kilometers per hour and at a certain instant of time its position is (1. In the j direction it has moved 60 kilometer during this 3 1 same time.

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

310 RN .

311 .6) Furthermore equality is obtained if and only if one of a or b is a scalar multiple of the other. 2.3) (13. Deﬁnition 13. 1. a·b=b·a a · a ≥ 0 and equals zero if and only if a = 0 (αa + βb) · c =α (a · c) + β (b · c) c · (αa + βb) = α (c · a) + β (c · b) |a| = a · a 2 (13.3 Find (1. It is listed here for the sake of convenience. (13. α and β will denote scalars and a.1 The Dot Product There are two ways of multiplying vectors which are of great importance in applications. This equals 0 + 2 + 0 + −3 = −1.1.4 The dot product satisﬁes the inequality |a · b| ≤ |a| |b| . The ﬁrst of these is called the dot product. In the statement of these properties. b. c will denote vectors. 2. Theorem 13. b be two vectors in Rn deﬁne a · b as n a·b≡ k=1 ak bk .Vector Products 13.2 The dot product satisﬁes the following properties. −1) · (0.5) You should verify these properties.1) (13.4) follows from the ﬁrst three and is therefore redundant. Also be sure you understand that (13. 3) . also called the scalar product and sometimes the inner product. Example 13.1. The dot product satisﬁes a fundamental inequality known as the Cauchy Schwartz inequality.1.4) (13. 0. there are several important properties satisﬁed by the dot product.1 Let a.1. Proposition 13. With this deﬁnition.2) (13.

1.4. Also ||a| − |b|| ≤ |a − b| (13. This implies that f (t) = 0 2 when t = − a · b/ |b| and so from (13.8) and equality holds if and only if one of the vectors is a nonnegative scalar multiple of the other. then equality is obtained in (13.7). it will be assumed in what follows that b = 0. equality holds in (13. Therefore. it follows that for this value of t.6) whenever one of the vectors is a scalar multiple of the other. − a·b |b| 2 2 2 ≥ 0. This proves the theorem. 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.2). a+tb = 0 showing a = −tb.1).4). This means that whenever something satisﬁes these properties. You should note that the entire argument was based only on the properties of the dot product listed in (13. Also from (13.5). If either vector equals zero.3). Theorem 13.5 (Triangle inequality) For a. Deﬁne a function of t ∈ R f (t) = (a + tb) · (a + tb) . b ∈ Rn |a + b| ≤ |a| + |b| (13. In particular f (t) ≥ 0 when t = − a · b/ |b| |a| 4 2 2 which implies (13.6). |a| |b| ≥ (a · b) 2 2 which yields (13. It only remains to verify this is the only way equality can occur. There are many other instances of these properties besides vectors in Rn .7) |b| Multiplying both sides by |b| . and (13.(13. f (t) ≥ 0 for all t ∈ R.312 VECTOR PRODUCTS Proof: First note that if b = 0 both sides of (13.6) equal zero and so the inequality holds in this case. the Cauchy Schwartz inequality holds.9) . Then by (13.1.5) f (t) = a · (a + tb) + tb · (a + tb) = a · a + t (a · b) + tb · a + t2 b · b = |a| + 2t (a · b) + |b| t2 .1) .(13.(13.2). From Theorem 13. Now f (t) = |b| 2 2 2 t2 + 2t a·b |b| 2 + |a| 2 2 2 |b| 2 = |b| t2 + 2t a·b |b| 2 + 2 a·b |b| 2 |a| |b| 2 − a·b |b| a·b |b| 2 2 2 2 = |b| t + 2 2 |a| + 2 |b| 2 a·b |b| 2 + 2 − ≥ 0 for all t ∈ R.6) so it can be assumed both vectors are non zero and that equality is obtained in (13.

2.11) and either way. |a| − |b| ≤ |a − b| Similarly. This is because ||a| − |b|| equals the left side of either (13. This proves the theorem. B ¨ b¨ e ¨ e ¨¨ θ e a e e e e q a − be e e . then that vector equals zero times the other vector and the claim about when equality occurs is veriﬁed. consider the following picture. 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.2 13. α ≥ 0. Therefore. If either vector equals zero.4 implies one of the vectors must be a multiple of the other. THE GEOMETRIC SIGNIFICANCE OF THE DOT PRODUCT Proof : By properties of the dot product and the Cauchy Schwartz inequality. (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|) . Therefore. It remains to consider when equality occurs. a=a−b+b so |a| = |a − b + b| ≤ |a − b| + |b| .10) 13. Say b = αa.11) that (13. To get equality in the second inequality above. 2 2 2 2 2 2 2 2 313 Taking square roots of both sides you obtain (13. ||a| − |b|| ≤ |a − b| . |b| − |a| ≤ |b − a| = |a − b| . the included angle is the angle between these two vectors which is less than or equal to 180 degrees.9) holds.1.8). To get the other form of the triangle inequality.11) It follows from (13. it can be assumed both vectors are nonzero. To see how to do this.10) or (13.1 The Geometric Signiﬁcance Of The Dot Product The Angle Between Two Vectors Given two vectors.10) and (13. Theorem 13.13. The dot product can be used to determine the included angle between two vectors.2. a and b. (13.

12) the cosine of the included angle equals cos θ = √ 9 √ = . √ √ The dot product of these two vectors equals 6+4−1 = 9 and the norms are 4 + 1 + 1 = √ √ 6 and 9 + 16 + 1 = 26. Recall how this 2π x last computation is done. You can tell if two nonzero vectors are perpendicular by simply taking their dot product. the angle between u and the positive x axis equals 30◦ and the angle between v and the positive x axis is -30◦ . This will involve using a calculator or a table of trigonometric functions. When you take this dot product you get 2 + 3 − 5 = 0 and so these two are indeed perpendicular.2 Let u. from (13.2. From the geometric description of the dot product in (13.3 Two vectors are said to be perpendicular if the included angle is π/2 radians (90◦ ). If the answer is zero. Set up a proportion. 898◦ . Note this gives a geometric description of the dot product which does not depend explicitly on the coordinates of the vectors. 766 16 radians or in terms of degrees.12) u · v = 3 × 4 × cos (60◦ ) = 3 × 4 × 1/2 = 6. in calculus.1 Find the angle between the vectors 2i + j − k and 3i + 4j + k. 720 58.314 By the law of cosines. you should get used to thinking in terms of radians and not degrees. this means they are are perpendicular because cos θ = 0. |a − b| = |a| + |b| − 2 |a| |b| cos θ. θ = . 2 2 2 2 2 2 VECTOR PRODUCTS (13. This is because all the important calculus formulas are deﬁned in terms of radians. The answer is θ = . Also from the properties of the dot product. 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. . Example 13.2. Therefore. cos θ = .2. |a − b| = (a − b) · (a − b) = |a| + |b| − 2a · b and so comparing the above two formulas. However.76616 = 360 because 360◦ corresponds to 2π 2π radians.2. 2i + j − k and 1i + 3j + 5k are perpendicular. . Find u · v. Example 13. 720 58 26 6 Now the cosine is known.12) In words. Example 13. a · b = |a| |b| cos θ. the angle can be determines by solving the equation. Observation 13. 766 16 × 360 = 43. the dot product of two vectors equals the product of the magnitude of the two vectors multiplied by the cosine of the included angle.4 Determine whether the two vectors.

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

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 × c ¢ ¢ ¢ ¢ c¢ ¢ ¢ ¢ ¢ ¢ B¢ ¢ ¨¨ ¨¨ ¨ θ ¢ ¨¨b ¨ ¨¨ ¢ ¨ E¨ a You notice the area of the base of the parallelepiped. c. s. The result will be either the desired volume or minus the desired volume. This expression is known as the box product and is sometimes written as [a. pick any two of these. That is.328 Using (13. r. 1] and form ra+sb + tb. (i + 2j − 5k) × (i + 3j − 6k) = = i j k 1 2 −5 1 3 −6 3i + j + k . s. You can see geometrically from drawing pictures that this merely introduces a minus sign.3 The Box Product Deﬁnition 13. 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. then the collection of all such points is what is meant by the parallelepiped determined by these three vectors. Therefore. 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.4.11 A parallelepiped determined by the three vectors.4. and t each in [0. You should consider what happens if you interchange the b with the c or the a with the c. Example 13. if you pick three numbers. b] . the parallelogram determined by the vectors. i + 3j − 6k. 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. According to the above discussion. and c consists of {ra+sb + tb : r. take the cross product and then take the dot product of this with the third of these vectors. b.24) R0 = VECTOR PRODUCTS 5 (2i + 3j + k) + 6 (i − 3j + 2k) + 3 (2i − j + 3k) 5+6+3 11 3 13 = i− j+ k 7 7 7 13.4. a.3i + 2j + 3k.12 Find the volume of the parallelepiped determined by the vectors. The following is a picture of such a thing. i + 2j − 5k. t ∈ [0. 1]} .

2. Let m1 = 5. then a = 0. In particular. Find the volume of the parallelepiped determined by the vectors. Show the box product. show that this implies (13. Suppose m1 is located at 2i − j + k. m2 is located at i − 2j + k and m3 is located at 4i + j + 3k. b. 4. b3 ) . m2 is located at i − 3j + 6k and m3 is located at 2i + j + 3k. Now to prove the distributive law. this holds for x = a× (b + c) − (a × b + a × c) showing that a× (b + c) = a × b + a × c and this proves the distributive law for the cross product another way. If you only assume (13.5 Exercises 1. m2 = 1. x· [a× (b + c) − (a × b + a × c)] = 0 for all x. a3 ) . k. Can you conclude the volume of the parallelepiped determined from these three vectors will always be an integer? 7. u. and m3 = 4 where the masses are in kilograms and the distance is in meters. m2 = 3. Find the center of mass of these three masses. and c are three vectors whose components are all integers. 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) . 5.13. From the above observation. and c = (c1 . Let m1 = 2. Suppose m1 is located at 2i − 3j + k. j. u. [a. c2 . let x be a vector. b2 . i − 7j − 5k. and m3 = 1 where the masses are in kilograms and the distance is in meters. Find the center of mass of these three masses. 3.23) holds for u = i. 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. i − 2j − 6k. c3 ) . Show that if a × u = 0 for all unit vectors. c] equals the determinant c1 a1 b1 c2 a2 b2 c3 a3 b3 . Suppose a = (a1 . b = (b1 . b. This shows the volume of this parallelepiped is 14 cubic units. 13.5. EXERCISES 329 Now take the dot product of this vector with the third which yields (3i + j + k) · (3i + 2j + 3k) = 9 + 2 + 3 = 14.3i + 2j + 3k. b. Suppose a. 6. a2 . c or -1 times the volume of this parallelepiped. Here is another proof of the distributive law for the cross product.23) holds for all unit vectors. Therefore. What does it mean geometrically if the box product of three vectors gives zero? 8. .

1) . 2) . k. (1. 1 if (i. 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. 1. 0 if i = j With the Kroneker symbol. 3} . δ ij ≡ 1 if i = j . {1. 10. j.330 VECTOR PRODUCTS 9.2 For i. All that is missing is the material about the right hand rule. A single one is called an index. 3) . called the Kroneker delta symbol is deﬁned as follows. δ ij and εijk which are very useful in dealing with vector identities. the set of all (x. k) = (2. Deﬁnition 13. Deﬁnition 13. Explain why |a × b| has the correct magnitude. Using the notion of the box product yielding either plus or minus the volume of the parallelepiped determined by the given three vectors. Verify directly that the coordinate description of the cross product.6. εijk is deﬁned as follows. 11. a and b.1 The symbol. or (3. 2. First deﬁne it in terms of coordinates and then get the geometric properties from this. εijk is also called the permutation symbol. the dot and the cross can be switched as long as the order of the vectors remains the same. δ ij . 2) −1 if (i. z) such that the above expression equals zero. 2. · · ·. 1. It is desired to ﬁnd an equation of a plane containing the two vectors. show an equation for this plane is x a1 b1 y a2 b2 z a3 b3 =0 That is. 1) . or (3. i and j can equal any integer in {1. j. Using Problem 7. To begin with. k) = (1. y. and k integers in the set. εijk ≡ 0 if there are any repeated integers The subscripts ijk and ij in the above are called indices. This symbol. by the coordinate description of the dot and cross product and by geometric reasoning. 13. 2. 3.6 Vector Identities And Notation There are two special symbols. (2. 3. Verify directly from the coordinate description of the cross product that the right thing happens with regards to the vectors i. here is the deﬁnition of these symbols. Next verify that the distributive law holds for the coordinate description of the cross product. j. This gives another way to approach the cross product. show that (a × b) ·c = a· (b × c) In other words. . 2. Hint: There are two ways to do this. n} for any n ∈ N. j.6. a × b has the property that it is perpendicular to both a and b. 3) .

It is useful to use the Einstein summation convention when dealing with these symbols. When you use this convention.3 The following holds. If you want to write i ai bi ci it is best to simply use the summation notation. Lemma 13. then every term in the sum on the left equals zero. Then the right side equals zero. If i = r and j = s for s = r. Therefore. For example. To see this. The last claim follows directly from the deﬁnition. Thus εijk = −εjik and εijk = −εkji etc. ε1jk uj vk ≡ u2 v3 − u3 v2 . it changes the sign. Simply stated. there is exactly one term in the sum on the left which is nonzero and it must equal -1. The right side also reduces to -1 in this case. i u1 v1 j u2 v2 k u3 v3 . This follows because εiij = −εiij and so εiij = 0.13. The right side also equals zero in this case.6. εijk εirs = (δ jr δ ks − δ kr δ js ) . the convention is that you sum over the repeated index. v be vectors in Rn where the Cartesian coordinates of u are (u1 . 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. then there is one of the indices in one of the sets which is not in the other set. It is this: Never have an index be repeated more than once.6. 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. Therefore. s} . un ) and the Cartesian coordinates of v are (v1 . k} = {r. the answer is zero. s} then every term in the sum on the left must have either εijk or εirs contains a repeated index. If i = s and j = r. There is a very important reduction identity connecting these two symbols. the left side equals zero. k} = {r. δ ik ak = ai . · · ·. Thus ai bi means i ai bi . From the above formula in the proposition. Proposition 13. k} . it can be assumed {j. the same thing. you can easily discover vector identities and simplify expressions which involve the cross product. δ ij xj means j δ ij xj = xi . v are vectors in R3 . For example. The right also reduces to 1 in this case. · · ·. Also. Proof: If {j. u×v ≡ and so (u × v)1 = (u2 v3 − u3 v2 ) . Also. If there is a repeated index in {j. there is one very important thing to never forget.4 Let u. For example. then there is exactly one term in the sum on the left and it equals 1. The second is veriﬁed by simply checking it works. You should check that this rule reduces to the above deﬁnition.6. Thus ai bi is all right but aii bi is not. j. vn ). Proof: The ﬁrst claim is obvious from the deﬁnition of the dot product. it immediately implies that if there is a repeated index. k. The cases for (u × v)2 and (u × v)3 are veriﬁed similarly. If u. Then u · v = ui vi . With this notation. note that if the two sets are not equal. The reason for this is that you end up getting confused about what is meant. it could be that j is not equal to either r or s. then (u × v)i = εijk uj vk .

7 Exercises 1. This is good notation and it will be used in the rest of the book whenever convenient. Simplify (u × v) · (v × w) × (w × z) . 6. 4. Simplify |u × v| + (u × v) − |u| |v| . You will see it in advanced books on mechanics in physics and engineering. From the above reduction formula. 2. Prove that εijk εijr = 2δ kr .332 Example 13. but there is time for this more general notion later. Discover a vector identity for (u × v) · (z × w) . Discover a vector identity for u× (v × w) . 2 2 2 2 . 3. ((u × v) ×w)i = εijk (u × v)j wk = εijk εjrs ur vs wk = −εjik εjrs ur vs wk = − (δ ir δ ks − δ is δ kr ) ur vs wk = − (ui vk wk − uk vi wk ) = u · wvi − v · wui = ((u · w) v − (v · w) u)i .5 Discover a formula which simpliﬁes (u × v) ×w. 5. Discover a vector identity for (u × v) × (z × w) in terms of box products. Actually. it follows that (u × v) ×w = (u · w) v − (v · w) u. It also occurs in the subject of diﬀerential geometry. this notation is a special case of something more elaborate in which the level of the indices is also important. 13.6. VECTOR PRODUCTS Since this holds for all i.

Functions Vector valued functions have values in Rp where p is an integer at least as large as 1. z) such that |x| ≤ 1 and z = 0. Let a. θ (t) is the longitude. y) = sin xy. Then D (f ) would consist of the set z of all (x. As before.1 A rocket is launched from the rotating earth. You could deﬁne a function having values in R3 as (r (t) . If f and g have values in R3 .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)) . z) = x+y . Deﬁnition 14. b be elements of R (scalars).4 Let f .0. There are many ways to make new functions from old ones. f · g or (f . θ (t) . it will be understood that the domain of f consists of those things for which f makes sense. √ Example 14. 2) = (sin 2. 9. f which is written in bold face because it will possibly have values in Rp . Then f is a function deﬁned on R2 which has values in R3 . g) (x) ≡ f · g (x) ≡ f (x) · g (x) .0. y . 16). x4 . f × g by f × g (t) ≡ f (t) × g (t) . y. Example 14. When D (f ) is not speciﬁed. For example. 1 − x2 . 333 . φ (t)) where r (t) is the distance of the center of mass of the rocket from the center of the earth. deﬁne a new function.0. and φ (t) is the latitude of the rocket. 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) .0. g) is the name of a function whose domain is D (f ) ∩ D (g) which is deﬁned as (f . f (1.3 Let f (x. Here is a simple example which is obviously of interest. y 3 + x. g be functions with values in Rp . y. If f : D (f ) → X and g : X → Y. Example 14. This is called the composition of the two functions. D (f ) denotes the domain of the function.

t3 . w) = xy zw . Find f · g. and h. 14. It is the value of the function at the point. Let f (t) = t. the variable. Let f .5 Let f (t) ≡ (t. Let f (t) = t. Example 14. I will use this slightly sloppy abuse of notation whenever convenient. Note the total similarity to the scalar valued case. 2) and g (t) ≡ t2 . When this is done. t. 3.0.1 Exercises t and let g (t) = t + 1. x. t+1 2.1 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. g be given in the previous problem. 6 − x2 y 2 . f is continuous if it is continuous at every point of D (f ) . .6 Suppose f (t) = 2t. Find D (f ) if f (x. x should be considered as a generic variable free to be anything in D (f ) . Example 14. Find the time rate of change of the volume of the parallelepiped spanned by the vectors f . g. g (t) = 1. and h (t) = (sin t. 14. Deﬁnition 14. 1 + t2 and g:R2 → R is given by g (x. Find f × g. Then f · g is the name of the function satisfying f · g (t) = f (t) · g (t) = t3 + t + t2 + 2t = t3 + t2 + 3t Note that in this case is was assumed the domains of the functions consisted of all of R because this was the set on which the two both made sense. 1 + t. t 1. 1 + t2 = 1 + 2t + t2 .2. t2 + 1.2 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. people often write f (x) to denote a function and it doesn’t cause too many problems in beginning courses. y) ≡ x + y. t2 . Then g ◦ f : R → R and g ◦ f (t) = g (f (t)) = g 2t. t.0. y. 1. 4. t2 . t. t . z. Nevertheless. Also note that f and g map R into R3 but f · g maps R into R. t2 +1 . The name of the function is f . 1) .

2. 4. Functions satisfying such an inequality are called Lipschitz functions. · · ·. If f is continuous at 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. 1. 2. Deﬁnition 14. if y is close to x. 3 1 2 An n dimensional polynomial of degree m is a function of the form p (x) = |α|≤m dα xα. The fourth claim is immediate from the triangle inequality. αn ) where each αi is a natural number or zero. This means α = (α1 . let n |α| ≡ i=1 |αi | The symbol.2 The following assertions are valid. and g is continuous at f (x) . Also. For the second claim. af + bg is continuous at x whenever f .2. Suppose |f (x) − f (y)| ≤ K |x − y| where K is a constant.means xα ≡ xα1 xα2 · · · xαn . For functions deﬁned on Rn . fq ) : D (f ) → Rq . f (x) is close to f (y) and so by continuity of g at f (x). To see the third claim is likely. 14.3. xα . Theorem 14. there is a notion of polynomial just as there is for functions deﬁned on 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. 2. g are continuous at x ∈ D (f ) ∩ D (g) and a. then f is continuous if and only if each fk is a continuous real valued function. The proof of this theorem is in the last section of this chapter.2.3 Let α be an n dimensional multi-index. 3. Let f (t) = (t. The function. Show that f is everywhere continuous. The function f : Rp → R. Its conclusions are not surprising. If f = (f1 . note that closeness in Rp is the same as closeness in each coordinate. EXERCISES 335 14. g (f (y)) is close to g (f (x)) . sin t) .then g ◦ f is continuous at x. f (x) ∈ D (g) ⊆ Rp . · · ·. b ∈ R.3 Exercises 1. Show f is continuous at every point t. where the dα are real numbers.14. The above theorem implies that polynomials are all continuous. given by f (x) = |x| is continuous. .

4.1 Let A ⊆ Rm be a set. 1). A point.4 Limits Of A Function As in the case of scalar valued functions of one variable.336 α FUNCTIONS 3. limy→x f (x) = ∞ if for every number l.4.3 If limy→x f (y) = L and limy→x f (y) = L1 . then f (x) > l. As in the case of functions of one variable.2. then L = L1 .4. which are limit points of D (f ) and this concept is deﬁned next. r) contains inﬁnitely many points of A for every r > 0. Deﬁnition 14. Then |L − L1 | ≤ |L − f (y)| + |f (y) − L1 | < ε + ε = 2ε. 5. 6. and y ∈ D (f ) then.2 Let f : D (f ) ⊆ Rp → Rq be a function and let x be a limit point of D (f ) . The following theorem is just like the one variable version presented earlier. 4. State and prove a theorem using Theorem 5.4. Deﬁnition 14. |f (y) − L1 | < ε. x. a concept closely related to continuity is that of the limit of a function.4. Pick such a y. There exists one because x is a limit point of D (f ) . Theorem 14. Then lim f (y) = L y→x if and only if the following condition holds. 14. π k : R3 → R given by π k (x) = xk is a continuous function. Generalize the previous problem to the case where f : Rq → R is a polynomial. The notion of limit of a function makes sense at points.1 which involves quotients of functions encountered in the previous problem. Since ε > 0 was arbitrary. Deﬁnition 14. .4 If f (x) ∈ R. one can deﬁne what it means for limy→x f (x) = ±∞.2 to verify 3 that f is continuous. Hint: You should ﬁrst verify that the function. Show that f is everywhere continuous. this shows L = L1 . Use Theorem 14. then |f (y) − L| < ε. For all ε > 0 there exists δ > 0 such that if 0 < |y − x| < δ. Suppose |f (x) − f (y)| ≤ K |x − y| where K is a constant and α ∈ (0. is a limit point of A if B (x. Suppose f : R3 → R is given by f (x) = 3x1 x2 + 2x2 . |L − f (y)| < ε. Proof: Let ε > 0 be given. x. there exists δ > 0 such that whenever |y − x| < δ and y ∈ D (f ) . There exists δ > 0 such that if 0 < |y − x| < δ and y ∈ D (f ) .

It is like a corresponding theorem for continuous functions. the triangle inequality implies. |g (y) − K| < . (14. b ∈ R. there exists δ > 0 such that if 0 < |y − x| < δ. lim (af (y) + bg (y)) = aL + bK. . Then if a.2). |f (y)| < 1 + |L| . Then by the triangle inequality.2)is to be veriﬁed. if 0 < |y − x| < δ.4. Let ε > 0 be given. |f (y) − L| < ε ε . then |L − b| ≤ r also.4. then |f (y) −L| < η.4) Suppose limy→x f (y) = L. then |h (y) −h (L)| < ε Now since limy→x f (y) = L.14. Therefore.3) is left to you. |f · g (y) − L · K| ≤ |fg (y) − f (y) · K| + |f (y) · K − L · K| ≤ |f (y)| |g (y) − K| + |K| |f (y) − L| . Now let 0 < δ 2 be such that if y ∈ D (f ) and 0 < |x − y| < δ 2 . it follows that for ε > 0 given. it follows from (14.5 Suppose limy→x f (y) = L and limy→x g (y) = K where K. |f · g (y) − L · K| ≤ (1 + |K| + |L|) [|g (y) − K| + |f (y) − L|] . LIMITS OF A FUNCTION 337 Theorem 14. for 0 < |y − x| < δ 1 . (14. 2 (1 + |K| + |L|) 2 (1 + |K| + |L|) (14. then y→x lim h ◦ f (y) = h (L) . and so for such y. Proof: The proof of (14.5) Then letting 0 < δ ≤ min (δ 1 . Now (14.2) and if g is scalar valued with limy→x g (y) = K = 0.3) Also. there exists η > 0 such that if |y − L| < η. The proof of (14. δ 2 ) . If |f (y) − b| ≤ r for all y suﬃciently close to x.4). if h is a continuous function deﬁned near L. There exists δ 1 such that if 0 < |y − x| < δ 1 and y ∈ D (f ) . then |f (y) − L| < 1. Since h is continuous near L.5) that |f · g (y) − L · K| < ε and this proves (14. Therefore. y→x lim f (y) g (y) = LK.1) y→x y→x lim f · g (y) = LK (14. (14. L ∈ Rq . |h (f (y)) −h (L)| < ε.1) is left for you. Consider (14.

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

1) y = 1. every point in R2 except the origin.6 The Limit Of A Sequence As in the case of real numbers.y)→(3. 0) is a limit point of the domain of the function so it might make sense to take a limit.5 Exercises x2 −y 2 x2 +y 2 x(x2 −y 2 ) (x2 +y 2 ) 1. it follows there can be no limit. show there exists δ > 0 such that B (x. the limit may not exist.0) (b) lim(x. In fact. (0.0) x sin 2 1 x2 +y 2 3 2 2 2 3 −18y +6x −13x−20−xy −x (e) lim(x. Example 14. y − 2) .0) (x2 −y4 ) 2 (x2 +y 4 )2 Hint: Consider along y = 0 and along x = y 2 .y)→(0. x2 −9 x−3 x2 −9 x−3 .8 Find lim(x. (d) lim(x. To see this.9 Find lim(x. δ) contains no points of D (f ) other than possibly x itself. one can consider the limit of a sequence of points in Rp . t) = (x − 1. Hint: It might help to −y 2 write this in terms of the variables (s. . 1) .3 is a limit and that so is 22 and 7 and 11.2) −2yx +8yx+34y+3y+4y−5−x2 +2x . However. Therefore. Therefore. Example 14.5. the value of the function equals 0. this limit xy x2 +y 2 .1) It is clear that lim(x.0) First of all observe the domain of the function is R2 \ {(0. Find the following limits if possible (a) lim(x. 14. Now consider points on the line y = x where the value of the function equals 1/2. take points on the line y = 0.y)→(3. 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. just as in the case of a function of one variable. 14.y)→(0.y)→(0. 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. 0)} . 2.y)→(3.1) equals (6. At these points. = 6 and lim(x. Argue that 33.4. Just take ε = 1/10 for example.y)→(1. why must x be a limit point of D (f )? Hint: If x were not a limit point of D (f ).4.0) (c) lim(x. In other words the concept is totally worthless. this is the case here. Since arbitrarily close to (0.y)→(0.14. You can’t be within 1/10 of 1/2 and also within 1/10 of 0 at the same time. y .y)→(0. In the deﬁnition of limit. It is what it is and you will not deal with these concepts without agony. This theorem shows it suﬃces to consider the components of a vector valued function when computing the limit.

an ∈ Rp . Thus the limit is (0. This is the content of the next theorem.1 A sequence {an }n=1 converges to a. Therefore. np ) . · · ·. Then given ε > 0 there exists nε such that if n > nε . Then letting ε > 0 be given there exist nk such that if n > nk . the terms of the sequence are eventually all this close to a.6. · · ·. p. n 1/2 n |an − a| = k=1 |an k − ak | 2 < k=1 ε2 p 1/2 = ε.2 If limn→∞ an = a and limn→∞ an = a1 then a1 = a. n n +3 sin (n) . · · ·. for such n. . 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 . a contradiction. it suﬃces to consider the components.3 Let an = an . In words the deﬁnition says that given any measure of closeness. letting nε > max (n1 .8) k n→∞ Proof: First suppose limn→∞ an = a. It follows there exists nε such that if n ≥ nε .6. (14. then |an − ak | ≤ |an − a| < ε k which establishes (14. As in the case of a vector valued function. ε. Proof: Suppose a1 = a. 2 It suﬃces to consider the limits of the components according to the following theorem. lim an = ak . |a1 −a| ≤ |a1 −an | + |an −a| < ε + ε < |a1 −a| /2 + |a1 −a| /2 = |a1 −a| . 3n2 +5n .340 Deﬁnition 14. Then let 0 < ε < |a1 −a| /2 in the deﬁnition of the limit.8) holds for each k. Example 14. Theorem 14.4 Let an = 1 1 n2 +1 .6. 0. |an −a| < ε. Then limn→∞ an = a ≡ (a1 .8). · · ·. ap ) if and p 1 only if for each k = 1.6. Theorem 14. This proves the theorem. then |an −a| < ε and |an −a1 | < ε. Now suppose (14. showing that limn→∞ an = a. it follows that for n > nε . 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 . 1/3) . k Therefore. √ |an − ak | < ε/ p.

n get large. 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| . Then n→∞ lim xan + ybn = xa + yb n→∞ (14. Then for such n.6.9). 2 (|a| + 1) 2 (|b| + 1) Such a number exists because of the deﬁnition of limit. 2 (|a| + 1) 2 (|b| + 1) This proves (14.5 Suppose {an } and {bn } are sequences and that n→∞ 341 lim an = a and lim bn = b. there exists nε such that whenever n. A sequence is Cauchy means the terms are “bunching up to each other” as m. and |an −a| < . let ε > 0 be given and choose n1 such that if n ≥ n1 then |an −a| < 1. |an · bn −a · b| ≤ (|a| + 1) |bn −b| + |b| |an −a| ε ε < (|a| + 1) + |b| ≤ ε. If bn ∈ R. Deﬁnition 14. For n ≥ nε . n2 ) .9) (14.6 {an } is a Cauchy sequence if for all ε > 0. m ≥ nε .14.6. Then there exists a ∈ Rp such that an → a.1 Sequences And Completeness Recall the deﬁnition of a Cauchy sequence.6.10) is entirely similar and is left for you. ∞ . THE LIMIT OF A SEQUENCE Theorem 14. The proof of (14. Theorem 14.6.6. let nε > max (n1 . |an −am | < ε. then Proof: The ﬁrst of these claims is left for you to do. To do the second.10) lim an · bn = a · b an bn → ab. 14. n→∞ Also suppose x and y are real numbers.7 Let {an }n=1 be a Cauchy sequence in Rp . Therefore. |bn −b| < ε ε . Now let n2 be large enough that for n ≥ n2 .

It follows that for all n > n1 . there is a very useful way of thinking of continuity in terms of limits of sequences found in the following theorem.6. Then p 1 |an − am | ≤ |an − am | k k FUNCTIONS which shows for each k = 1. it follows there exists ak such that limn→∞ an = ak . it follows f (xn ) → f (x) . |an | < M for some M < ∞. Letting a = (a1 . n ≥ nε + 1.8 The set of terms in a Cauchy sequence in Rp is bounded in the sense that for all n.9 If a sequence {an } in Rp converges. since ε > 0 is arbitrary. ap ) . if m. By completeness k of R. · · ·. for all n. Therefore. an . Then from the deﬁnition of convergence. it says a function is continuous if it takes convergent sequences to convergent sequences whenever possible. whenever xn → x with xn ∈ D (f ) . Theorem 14. Proof: Let ε = 1 in the deﬁnition of a Cauchy sequence and let n > n1 . · · ·. |an −an1 | < 1. Theorem 14.6.2 Continuity And The Limit Of A Sequence Just as in the case of a function of one variable. it follows that |an −a| < Therefore. n→∞ ∞ This proves the theorem. · · ·. there exists nε such that if n > nε . Proof: Let ε > 0 be given and suppose an → a.6. This proves the theorem. |an | < 1 + |an1 | . it follows that |an −am | ≤ |an −a| + |a − am | < ε ε + =ε 2 2 ε 2 showing that. In words.342 Proof: Let an = an .3 that lim an = a. 14.6. . it follows k from Theorem 14. it follows {an }n=1 is a Cauchy sequence.6.10 A function f : D (f ) → Rq is continuous at x ∈ D (f ) if and only if. Theorem 14. p. Then from the deﬁnition. then the sequence is a Cauchy sequence. n1 |an | ≤ 1 + |an1 | + k=1 |ak | . {an } is a Cauchy sequence.

Now suppose the condition about taking convergent sequences to convergent sequences holds at x. Theorem 14. 3. K such that |f (x) − f (y)| ≤ K |x − y| for all x. But this is clearly a contradiction because. x1 .1 Let C be closed and bounded and let f : C → R be continuous. then |f (x) − f (y)| < ε.7 Properties Of Continuous Functions Functions of p variables have many of the same properties as functions of one variable.7. 14. If f = (f1 . Suppose f fails to be continuous at x. there exists nδ such that if n ≥ nδ . If. · · ·. 5. The function f : Rp → R. 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”. then |xn −x| < δ and so for all n this large. Explain why. Then f achieves its maximum and its minimum on C. b ∈ R. f : D ⊆ Rp → Rq is Lipschitz continuous or just Lipschitz for short if there exists a constant. This proves the theorem. These theorems are proved in the next section. then |f (x) − f (y)| < ε. 4. g are continuous at x ∈ D (f ) ∩ D (g) and a.14. .7. Then there exists ε > 0 and xn ∈ D (f ) 1 such that |x − xn | < n . 14. then f g is continuous at x. There is also the long technical theorem about sums and products of continuous functions. fq ) : D (f ) → Rq . f (xn ) fails to converge to f (x) . given by f (x) = |x| is continuous. It follows f must be continuous after all. yet |f (x) −f (xn )| ≥ ε. If and f and g are each real valued functions continuous at x. in addition to this. |f (x) −f (xn )| < ε which shows f (xn ) → f (x) . If f is continuous at x. f (x1 ) ≤ f (x) ≤ f (x2 ) .7. then f /g is continuous at x. 2. 2.2 The following assertions are valid 1. However. Theorem 14. although xn → x. g (x) = 0. f (x) ∈ D (g) ⊆ Rp .then g ◦ f is continuous at x. x2 ∈ C such that for all x ∈ C. and g is continuous at f (x) . By continuity. then f is continuous if and only if each fk is a continuous real valued function. This means there exist. 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. af + bg is continuous at x when f . y ∈ D. Let ε > 0 be given. The function. If f is uniformly continuous. First there is a version of the extreme value theorem generalizing the one dimensional case. PROPERTIES OF CONTINUOUS FUNCTIONS 343 Proof: Suppose ﬁrst that f is continuous at x and let xn → x. there exists δ > 0 such that if |y − x| < δ.8 Exercises 1.

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

then |g (y) − g (x)| < ε −1 M . Then if |x − y| < min (δ 0 . 2 ε −1 M 2 Then if 0 < δ ≤ min (δ 0 .) To obtain the second part. and |g (y)| < 3 |g (x)| /2. then |f (x) − f (y)| < and let δ 3 be such that if |x − y| < δ 3 . − |g (x)| /2 ≤ |g (y)| − |g (x)| ≤ |g (x)| /2 which implies |g (y)| ≥ |g (x)| /2. everything holds and f (x) f (y) − ≤ M [|f (x) − f (y)| + |g (y) − g (x)|] g (x) g (y) . let δ 1 be as described above and let δ 0 > 0 be such that for |x − y| < δ 0 . 345 This proves the ﬁrst part of 2. 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. 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 . δ 3 ) . δ 1 . |g (x) − g (y)| < |g (x)| /2 and so by the triangle inequality. and |x − y| < δ. δ 2 .14.9. δ 1 ) .

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

di ] where [ci . Therefore. {xnk }k=1 such that xnk → x. ak ≤ ci ≤ bk . it follows that for each i = 1. bk ≡ x ∈ Rp : xi ∈ ak . bk+1 and so by the nested interval i i i i theorem for one dimensional problems. (14. there exists a point ci ∈ ak . Thus. p. The following deﬁnition is similar to that given earlier. p. bi ] . Lemma 5. Therefore.(14. for each i and each k. Lemma 14. It deﬁnes what is meant by a sequentially compact set in Rp . for each k = 1. cp ) it follows c ∈ Ik for all k. . SOME ADVANCED CALCULUS 347 Proof: Since Ik ⊇ Ik+1 . i i Deﬁning c ≡ (c1 . there exists a point. p . ak ≤ ak+1 .7 on Page 95. c ∈ Ik for all k. if k ≤ l. k + 1.14.7. Only half of this result will be needed in this book and this is proved next. picking any k. · · ·.12). c ∈ R which is an element of every Ik . ak . · · ·. · · ·.9.4 A set. It turns out the sequentially compact sets in Rp are exactly those which are closed and bounded. and consider all sets of the form i=1 [ci . ai +bi or [ci . bi . if x and y are two points in one of these sets. here is another one which follows directly from the one variable nested interval lemma. x ∈ K and a subsequence.13) By the ﬁrst inequality in (14. Proof: For each i = 1. Thus there are 2p of these sets 2 2 because there are two choices for the ith slot for i = 1. 1/2 2 |x − y| = i=1 |xi − yi | p −1 i=1 1/2 ≤2 |bi − ai | 2 ≡ 2−1 D0 . This proves the lemma. Then C is sequentially compact. di ] = ai +bi . |xi − yi | ≤ 2−1 |bi − ai | . bk ≥ bk+1 . · · ·.14). · · · i bk i (14.13) shows that is an upper bound for the set.3 Let Ik = k = 1.9. ak . Theorem 14. · · ·.9. bk+1 . · · · i ci = sup al : l = k. This proves the lemma. bk i i i i Ik ⊇ Ik+1 . al : l = k. 2.9. Also. Deﬁnition 14. K ⊆ Rp is sequentially compact if and only if whenever {xn }n=1 ∞ is a sequence of points in K. Then i i letting c ≡ (c1 . and suppose that for all Then there exists a point. i i i i This implies that for each i. i i i ci ≡ sup al : l = 1. bk for all 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 (14.12) i i i i Consequently. bk ⊇ ak+1 . k + 1.14) (14. cp ) . p i=1 ak .5 Let C ⊆ Rp be closed and bounded. 2 · · · . di ] equals either ai . 2. Now deﬁne al ≤ bl ≤ bk . let C ⊆ i=1 [ai . Proof: Let {an } ⊆ C. bk ⊇ ak+1 . letting D0 = p i=1 p p ∞ p |bi − ai | p 2 1/2 . · · ·. If you don’t like the proof.

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

But |xnk − ynk | < 1/k and so ynk → x also. Since C is sequentially compact. there exists ε > 0 and pairs of points. k→∞ a contradiction. from Theorem 14. {xnk } satisfying xnk → x.14. xn and yn satisfying |xn − yn | < 1/n but |f (xn ) − f (yn )| ≥ ε.10 on Page 342. there exists x ∈ C and a subsequence. This proves the theorem.9.6. ε ≤ lim |f (xnk ) − f (ynk )| = |f (x) − f (x)| = 0. Therefore. SOME ADVANCED CALCULUS 349 Proof: If this is not so. .

350 FUNCTIONS .

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. lim f (s) . s→t+ lim f (s) = L if and only if for all ε > 0 there exists δ > 0 such that if 0 < s − t < δ. 351 . Deﬁnition 15. s→t− s→∞ and s−∞ lim f (s) . then |f (s) − L| < ε. then |f (s) − L| < ε.1. one can give a meaning to s→t+ The above discussion considered expressions like lim f (s) .1 In the case where D (f ) is only assumed to satisfy D (f ) ⊇ (t. lim f (s) . t + r) .Limits And Derivatives 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. t) . In the case where D (f ) is only assumed to satisfy D (f ) ⊇ (t − r.

Example 15. The only diﬀerence is that here |·| refers to the norm or length in Rp where maybe p > 1. Find limt→0 f (t) . ln π π + 1 . a b b f1 (t) dt. Then from Theorem 14. b]) . If the limit does not exist. lim t→π/2 t→π/2 t→π/2 t2 + 1 .1 The derivative of a function. 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. p.t 2 . 0.1) lim f (t) = L if for every ε > 0 there exists l such that whenever t < l.1) holds. = 1.t . sin t.1. Of course nothing is “close” to inﬁnity and so this requires a slightly diﬀerent deﬁnition. sin t t + 1 . fp (t)) and a fi (t) dt exists for each i = 1.3 Let f (t) = Recall that limt→0 (1. f (t) . · · ·. 1. 1) . · · ·.4. t2 + 1. then b f (t) dt is deﬁned as the vector.7 on Page 338 and the continuity of the functions to write this limit equals lim cos t. t→∞ lim f (t) = L if for every ε > 0 there exists l such that whenever t > l. This is what is meant by saying f ∈ R ([a. If f (t) = (f1 (t) . (15. lim sin t. ln 4 2 sin t 2 t .2. . lim ln (t) t→π/2 = 0. then neither does f (t) .2 The Derivative And Integral The following deﬁnition is on the derivative and integral of a vector valued function of one variable. a a fp (t) dt . Find limt→π/2 f (t) .1. |f (t) − L| < ε and t→−∞ (15. Note that in all of this the deﬁnitions are identical to the case of scalar valued functions. · · ·. ln (t) .4. limt→0 f (t) = 15. Use Theorem 14.352 LIMITS AND DERIVATIVES One can also consider limits as a variable “approaches” inﬁnity. Deﬁnition 15.2 Let f (t) = cos t. is deﬁned as the following limit whenever the limit exists. Example 15.7 on Page 338.

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

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

t2 . Find a tangent line to the curve parameterized by r at the point r (2) .2. 5] .2. In any case. Find the velocity vector when t = 1. Example 15. 1) = (x.4.2) get close to the corresponding coordinate functions of v. this simply says the velocity vector equals the vector whose components are the derivatives of the components of the displacement vector. t + 1 for t ∈ [0. r (t) . r (t) and so it is possible to ﬁnd parametric equations for the line tangent to the curve at various points. · · ·. (f · g) (t) = f (t) · g (t) + f (t) · g (t) If f . (15. T determines a direction vector which is tangent to the curve at the point.4). In the case where t is time.5) (15. Theorem 15. h h Then as h converges to 0. From the above discussion. THE DERIVATIVE AND INTEGRAL is equal to r1 (t0 + h) − r1 (t0 ) rq (t0 + h) − rq (t0 ) . (af + bg) (t) = af (t) + bg (t) . (15. 4. Therefore. 4. 3) + t (cos 2.8 Let a. and (15. then (f × g) (t) = f (t) × g (t) + f (t) × g (t) The formulas. 2. the cross product.2.2 Diﬀerentiation Rules There are rules which relate the derivative to the various operations done with vectors such as the dot product. y. 355 where vk = rk (t) .2) gets close to a vector. t + 1 for t ∈ [0.15.2. 1) . 5] . Then the following formulas are obtained. t2 . g have values in R3 .3) (15. 15.2. the vector.6 Let r (t) = sin t. 1) . b ∈ R and suppose f (t) and g (t) exist.2) converges to v ≡ (v1 . This by Theorem 14.7 Let r (t) = sin t. 4. vq ) . a direction vector has the same direction as r (2) .5) are referred to as the product rule. Example 15.4) . z) . which says that the term in (15. and vector addition and scalar multiplication. v if and only if all the coordinate functions of the term in (15. (15. r (2) = (cos 2. · · ·.7 on Page 338. this is simply r (1) = (cos 1. it suﬃces to simply use r (2) as a direction vector for the line. Therefore. a parametric equation for the tangent line is (sin 2. From the above discussion.

(15. sometimes it is possible to give a simple description of the curve which results. r (t) = = When t = 1. Usually it is not possible to do this! Example 15. 2 .2. Recall the velocity at time t was r (t) . cos t and let p (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. dt. Therefore. . cos t × 1. Example 15. r (t) = (cos 2t.11 An object has position r (t) = t3 . . π 0 sin t dt. the velocity is r (1) = 1 1 3. .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. t2 + 2 kilometers where t is given in hours. sin t. Consider the second. ln (t + 1) .5) this equals(2t. That is. √ 4 3 kilometers per hour. 1+1 . sin 2t.356 LIMITS AND DERIVATIVES Proof: The ﬁrst formula is left for you to prove. 2t) + t2 . cos t. 2 2 (1 + t) 1 (1 + t) 2.10 Let r (t) = t2 . When you are given a vector valued function of one variable. 1 (1 + t) − t 1 2 t +2 . − sin t) × (t.4). cos t Find This equals π 2 t 0 π 0 r (t) dt. 2t). 0 √ t Example 15.2. π 0 cos t dt = 1 3 3 π . Example 15. −1/2 2t 1 (t2 + 2) t Obviously. 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) . t+1 . 1 From (15. sin t. sin t. 3t2 . 3t2 . t) where t ∈ R. Find (r (t) × p (t)) .2.9 Let r (t) = t2 . Formula (15. this can be continued.2. 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. 2. you can consider the possibility of taking the derivative of the derivative and then the derivative of that and so forth.12 Describe the curve which results from the vector valued function. Thus r (t) denotes the second derivative. ln (t + 1) .

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

sin t2 . Find a tangent line to the curve parameterized by r at the point r (2) . Prove (15. Find a tangent line to the curve parameterized by r at the point r (2) . Let r (t) = t. t + 1 for t ∈ [0. x 1. t2 . a + 1) for all a ∈ R. a3 − b3 = (a − b) a2 + ab + b2 . t2 . x−2 2 √ √ 3. tan 4x 5x x x2 sin x2 1+x2 . sin x/x. 4. 5] . x + 1) = ( 3 a. Prove (15. Find the velocity when t = 3. Is the velocity of this object ever equal to zero? If so. 1+x2 . 10. cos t2 . 2t + 1 for t ∈ [0.358 LIMITS AND DERIVATIVES 15. e x2 −16 x+4 . the velocity is always perpendicular to the displacement. Let r (t) = sin t. Let r (t) = 4 + (t − 1) . 5.5) directly from the deﬁnition of the derivative without considering components. 5] . t + 1 for t ∈ [0. 9. cos t2 for t ∈ [0. 14. 4] . ﬁnd the value of t at which this occurs and the point in R3 at which the velocity is zero. 6. Hint: You can do this either mathematically or by giving a physical example. x −4 . 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) = sin t. Find the velocity when t = 3. 12. cos x x x |x| . Prove from the deﬁnition that limx→a ( 3 x. Hint: You might want to use the formula for the diﬀerence of two cubes. Prove (15. 7. t + 1 for t ∈ [0.5) from the component description of the cross product.4 Exercises (a) limx→0+ |x| x . x x2 −4 2 x+2 . 11. . 3 2 √ t2 + 1 (t − 1) . Find limx→2 + 7. (b) Show that you can conclude that r (t) · r (t) = 0. Find the velocity when t = 3. x + 2x − 1. Find a tangent line to the curve parameterized by r at the point r (2) . t + 1 for t ∈ [0. (a) Show ﬁrst that this condition does not require r (t) to be a constant.5) from the formula (f × g)i = εijk fj gk . 5] . 8. 5] . (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. 13. Find the following limits if possible (b) limx→0+ (c) limx→4 (d) limx→∞ 2. t2 . sec x. That is. ln t2 + 1 . 5] . Let r (t) = sin t. Let r (t) = sin 2t. Let r (t) = 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. In 1686 he published an important book.15. If r (t) = 0 for all t ∈ (a. He ﬁnished his life as Master of the Mint. 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. then you can determine the position. 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. b) and F is continuous on [a. Show k that y (0) = x0 .5. and directed to contrary parts. . 1. Recall that n = n = 1 and 0 n n n n−1 = 1 = n. he made major contributions to the subject partly in order to study physics and astronomy. Note that the statement of this law depends on the concept of the derivative because the acceleration is deﬁned as a derivative. show F (b) − F (a) . Newton used calculus and these laws to solve profound problems involving the motion of the planets and other problems in mechanics. 1) meters. The third law says roughly that if you apply a force to something.” Newton’s second law is: F = ma (15. b). b a f (t) dt = 15. Then the acceleration of the object is deﬁned to be r (t) . show there exists a constant vector. If F (t) = f (t) for all t ∈ (a. 17.1 Let r (t) denote the position of an object.5 Newton’s Laws Of Motion Deﬁnition 15. the mutual actions of two bodies upon each other are always equal. b] . 0. Find a formula for (r (t) × s (t) · p (t)) . or. However. made major contributions to optics.5. Principia. and stated the fundamental laws of mechanics listed here.” Of these laws. 2e−t . The next example involves the concept that if you know the force along with the initial velocity and initial position. He formulated the laws of gravity. Newton’s third law states: “To every action there is always opposed an equal reaction. Find r (t) . 1 − t2 . Suppose r (0) = (1. Example 15. only the second two are independent of each other. c such that r (t) = c for all t ∈ (a. The second law is the one of most interest. b) . y (1) = xn . Suppose r (t). A bezier curve in Rn is a vector valued function of the form n y (t) = k=0 n n−k k xk (1 − t) t k where here the n are the binomial coeﬃcients and xk are n + 1 points in Rn . and r (0) = (0. s (t) . and ﬁnd y (0) and y (1) . Curves of this sort are important in various computer programs.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 p (t) are three diﬀerentiable functions of t which have values in R3 . in which many of his ideas are found.7) where a is the acceleration and m is the mass of the object. 16. NEWTON’S LAWS OF MOTION 359 15. the thing applies the same force back.5. He invented a version of the binomial theorem when he was only 23 years old and built a reﬂecting telescope. 1) meters/sec. the ﬁrst law being implied by the second. He showed that Kepler’s laws for the motion of the planets came from calculus and his laws of gravitation. 18.

4 2 Now from this. Also let the direction of ﬂight be along the positive x axis. C3 ) which means C1 = 1. . c2 . 1. How far does the shell ﬂy before hitting the ground? Neglect air resistance in this problem. Denoting r (t) as (x (t) . The angle of elevation is π/6 radians and the speed of the shell is 400 meters per second. C3 ) 12 2 where the constant vector. C2 . 1) = (0. + 1. C2 . −1) + (c1 . C3 ) must be determined from the initial condition for the displacement. c3 ) . Example 15. Actually. Therefore the velocity is given by r (t) = t2 t − t3 /3 . and C3 = 0. Rather. 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. 0. y (t)) . + t. the displacement has also been found. Thus letting c = (c1 . c2 = 1. 1 − t2 . x (t) = 0. y (t) = −g. −mgj where m is the mass of the shell. C2 . 1 − t2 /2. Therefore. 0) . Therefore. −e−t + 2 . the velocity is found. 1) = (0. + t. The acceleration of gravity equals 9. 1) + (C1 . Thus r (0) = (1. 0. 400 cos (π/6) i + 400 sin (π/6) j while the only force experienced by the shell after leaving the artillery piece is the force of gravity. e−t + 2t + (C1 . c3 ) which requires c1 = 0. mr (t) = −mgj. . 2r (t) = F (t) = t. r (0) = (0. r (t) = t3 t2 /2 − t4 /12 + 1. 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.5.3 An artillery piece is ﬁred at ground level on a level plain. and c3 = 2. Thus the initial velocity is the vector. it comes as measurements taken by instruments and the position is continuously being updated based on this information. e−t + 2t 12 2 meters. r (t) = t2 t − t3 /3 . C2 = 0.360 LIMITS AND DERIVATIVES By Newton’s second law. (0. r (0) = 400 cos (π/6) i + 400 sin (π/6) j. e−t . c2 . 2e−t and so r (t) = t/2. the displacement must equal r (t) = t3 t2 /2 − t4 /12 . (C1 . −e−t 4 2 +c where c is a constant vector which must be determined from the initial condition given for the velocity.8 meters per sec2 and so the following needs to be solved. 0.

r2 (0)) = (880. C = 400 sin (π/6) = 200. The jet is ﬂying at 600 miles per hour. 2 (r1 (t) . 30000) feet and the initial velocity is r (0) = (880. Thus it ﬂies at 600 × 5280 = 880 feet per second.1) (r1 (t) . The next example is more complicated because it also takes in to account air resistance. x (t) = 400 cos (π/6) so x (t) = 400 cos (π/6) t = 200 3t.1) r (t) pounds. The blue ice weighs 32 pounds near the earth. 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.5. 190 265 9 meters. This blue ice weighs 64 pounds near the earth and experiences a force of air resistance equal to (−. 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.000 feet.9t2 + 200t = 0. Newtons second law yields the following initial value problem for r (t) = (r1 (t) . Thus m = 2 slugs. 64 = m × 32. (r1 (0) . r2 (0)) = (0. The shell hits the ground when y = 0 and this occurs when −4. r2 (t)) . The force of gravity is (0. 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. √ x = 200 3 (40.15.1) r (t) pounds. Similarly. D = 0 because the artillery piece is ﬁred at ground level which requires both x and √ to y equal zero at this time. 0) . 0) feet/sec. r2 (t)) + (0. y (t) = −gt+C and from the information on the initial velocity. Thus t = 40. Thus y (t) = −4. The slug is the unit of mass in the system involving feet and pounds.4 A lump of “blue ice” escapes the lavatory of a jet ﬂying at 600 miles per hour at an altitude of 30. (r1 (0) .5. I want to change this to feet per second. r2 (t)) = (−.9t2 + 200t + D. Thus the initial displacement is r (0) = (0. Find the position and velocity of the blue ice as a function of time measured in seconds. 30000) . Such lumps have been known to surprise people on the ground. Example 15. −64) . NEWTON’S LAWS OF MOTION 361 Therefore. There are 60 × 60 seconds in an hour. 816 326 530 6) = 14139. −64) pounds and the force due to air resistance is (−. The ﬁrst thing needed is to obtain information which involves consistent units. 816 326 530 6 seconds and so at this time. Also ﬁnd the velocity when the lump hits the ground.

1) r2 (t) = −64 r1 (0) = 0 r2 (0) = 30000 r1 (0) = 880 r2 (0) = 0 To save on repetition solve LIMITS AND DERIVATIVES (15.1) = −640.362 Therefore.0 This gives the coordinates of the position. Divide the diﬀerential equation by m and get r + (k/m) r = c/m. You should check this gives d e(k/m)t r dt Therefore.0 + 640.8) mr + kr = c. r (0) = v.0 5t) + 17600.0 exp (−. v = c/k + C and so r (t) = (c/k) + (v − (c/k)) e− m t Now this implies 1 −kt c me m v − +D k k where D is a constant to be determined from the initial conditions.1) 2 64 (. What of the velocity? Using (15.0 5t) . Now multiply both sides by e(k/m)t .0 5t) + 42800.1) .1) r1 (t) = 0 2r2 (t) + (.0t − 12800. e(k/m)t r = = (c/m) e(k/m)t 1 kt em c + C k and using the initial condition.0 exp (−. (15.1) − (.10) .1) 64 (.1) t 2 (880) + 2 (880) (.0 5t) . 2r1 (t) + (.9) in the same way to obtain the velocity.1)) t − (. r2 (t) = −640.9) = −17600.1) + 30000 + 2 (. r (0) = u.8) to ﬁnd r (t) = (c/k) t − r1 (t) = − 1 2 exp (. r1 (t) = 880. k (15.0 exp (−.0 and r2 (t) = (−64/ (.1) 1 2 exp − t (.0 exp (−. Thus m c u=− v− +D k k r (t) = (c/k) t − and so 1 −kt c m c me m v − + u+ v− k k k k Now apply this to the system (15.

2 2 . the work done on the object would be approximately equal to dW = F (t) · v (t) dt. Now in a small increment of time. dW m d 2 = mv (t) · v (t) = |v (t)| . the total work done up to time t would be W (t) = m |v (t)| − m |v0 | where |v0 | 2 2 denotes the initial speed of the object. It was also assumed the air resistance is proportional to the velocity.14)) . Actually.14))) = (32.0.14) − 12800. You see that air resistance can be very important so it is not enough to pretend. However if plugging in various values of t using a calculator you eventually ﬁnd that when t = 66. It hits ground when r2 (t) = 0. (15. In fact.0 + 640.0 5 (66. This is close enough to hitting the ground and so plugging in this value for t yields the approximate velocity. it is necessary to ﬁnd the value of t when this event takes place and then to use (15. 23. and letting v be the velocity. −616. 0 = −640. t + dt) .10) to determine the velocity. NEWTON’S LAWS OF MOTION 363 To determine the velocity when the blue ice hits the ground.588 feet. 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. Notice how because of air resistance the component of velocity in the horizontal direction is only about 32 feet per second even though this component started out at 880 feet per second while the component in the vertical direction is -616 feet per second even though this component started oﬀ at 0 feet per second.15. dt Hence. This diﬀerence represents the change in the kinetic energy.0 5 (66. as is often done in beginning physics courses that everything takes place in a vacuum.0 5 (66. This is an over simpliﬁcation when high speeds are involved. When a force is exerted on an object which causes the object to move.0 exp (−.0 (66. increasingly correct models can be studied in a systematic way as above.then (15. (t.14.0 = 1. −640. 15. 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.0t − 12800. I do not have a good way to ﬁnd this value of t using algebra.0 exp (−. 56) . −640.0 exp (−.11) If no work has been done at time t = 0. However.5. F (t) = mv (t) . Thus it suﬃces to solve the equation.0 exp (−. This is a fairly hard equation to solve using the methods of algebra.14)) + 42800.5. (880. It was assumed the force acting on the lump of blue ice by gravity was constant.0 5t) + 42800. dt 2 dt Therefore.1 Kinetic Energy Newton’s second law is also the basis for the notion of kinetic energy. this problem used several physical simpliﬁcations.11) implies dW = F · v. W (0) = 0. it follows that the force is doing work which manifests itself in a change of velocity of the object.

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) . In other words. Deﬁnition 15.5.2 Impulse And Momentum Work and energy involve a force acting on an object for some distance. The linear momentum of an object of mass m and velocity v is deﬁned as Linear momentum = mv.12) Now suppose two point masses. 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.6 Let F be a force acting on an object of mass m. b] . b F (t) dt = mv (b) − mv (a) .5 Let F be a force which acts on an object during the time interval.5. The impulse of this force is b F (t) dt. Theorem 15. a This is deﬁned as b b b F1 (t) dt. More precisely. Letting the collision take place in the time interval. The notion of impulse and momentum are related in the following theorem. in a collision between two masses the total linear momentum before the collision equals the total linear momentum after the collision. Then the impulse equals the change in momentum. [a. This is known as the conservation of linear momentum. . a Proof: This is really just the fundamental theorem of calculus and Newton’s second law applied to the components of F.5. Impulse involves a force which acts on an object for an interval of time. [a. A and B collide. a F3 (t) dt . b b F (t) dt = a a m dv dt = mv (b) − mv (a) dt (15.364 LIMITS AND DERIVATIVES 15. a a F2 (t) dt.

only its direction. The speed of the ball as it leaves the mouth of the cannon is known to be s meters per second. Fill in the details for the derivation of kinetic energy.12) carefully by considering the components. what can be said about z and r? . 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. Hint: Let r (t) denote the position vector of the object from the ﬁxed point. 9. If v is velocity and r = k/m where k is a constant for air r resistance and m is the mass. Neglecting air resistance. EXERCISES 365 15. If the angle of elevation equals π/4. Verify that the motion of the object takes place in a plane.15. then there exists a constant vector. z. 5. Then the force acting on the object must be of the form g (r (t)) r (t) and by Newton’s second law. mr × r = g (r) r × r = 0. Also. Describe how you could ﬁnd this constant.8. 3. Show using Corollary 6. Therefore. v of an object acted on by air resistance proportional to the velocity and a constant force. 11. Therefore. In particular verify that mv (t) · 2 d v (t) = m dt |v (t)| . A cannon is ﬁred at an angle. 1. r (t) of the cannon ball. 10. Such forces are sometimes called forces of constraint because they do not contribute to the speed of the object. why would dW = F (t) · v (t) dt? 2 6. Does there exist a terminal velocity? What is it? 2. f . F (t) =e−t i + cos (t) j + t2 k meters per sec2 . F is always perpendicular to the velocity of the object.01v Newtons where v is the velocity in meters per second. Suppose that the air resistance is proportional to the velocity but it is desired to ﬁnd the constant of proportionality. Find the position of the object as a function of t. possibly from gravity. z independent of t such that v (t) = z for all t. Suppose the force acting on an object. 4. for all t ∈ (a. Now argue that r × r = (r × r) . argue from Newton’s second law that this is the equation for ﬁnding the velocity. 7. b) . showing that (r × r) must equal a constant vector. v (0) = v0 is v (t) = v0 − c e−rt + (c/r) . Show the solution to v + rv = c with the initial condition. Suppose an object having mass equal to 5 kilograms experiences a time dependent force. and c = f /m. Verify Formula (15.6 Exercises 1.4 that Newton’s ﬁrst law can be obtained from the second law. ﬁnd a formula for how far the cannon ball goes before hitting the ground.6. Show that if v (t) = 0.8 meters per sec2 . Find a formula for the displacement. Show the Kinetic energy of the object is constant. use a calculator or other means to estimate the time before the cannon ball hits the ground. this equals mr (t) . 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 . θ from ground level on a vast plain. Suppose also that the object is at the point (0. Thus F · v = 0. Show the maximum range for the cannon ball is achieved when θ = π/4. 8. 1) meters at time t = 0 and that its initial velocity at this time is v = i + j − k meters per sec. The acceleration of gravity is 9.

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

vn ) .4 on Page 233.2 Suppose x : [a.15. Proof: By the triangle inequality. n 1/2 ||f (t)| − |f (s)|| ≤ |f (t) − f (s)| ≡ i=1 |fi (t) − fi (s)| 2 and since f is continuous. if f is a continuous vector valued function deﬁned on [a. First of all. SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS 367 a profound question which must ultimately be dealt with. Also from this deﬁnition.3. Therefore. v such that |v| = 1 and u · v = |u| . x = f (t. then f ∈ R ([a. t (15. Then x is a solution to the initial value problem. Lemma 15. recall from Theorem 10. · · ·. 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. If u = 0. b]) . This section contains a fairly general result on existence and uniqueness for systems of ordinary diﬀerential equations.1 Picard Iteration |f (t.7. b] .1 Let f be a continuous function deﬁned on [a. b] it follows from Deﬁnition 15. b] → Rn is a continuous function and c ∈ [a. x (c) = x0 if and only if x is a solution to the integral equation.15) x (t) = x0 + c f (s. The ﬁrst of these conditions is known as a Lipschitz condition. b] × Rn → Rn satisﬁes the following two conditions.2. b]) . To do this. b].14) Suppose that f : [a. This proves the lemma. x) − f (t. one can obtain the following simple lemma. Therefore. It only remains to prove the inequality. In fact you may let v = u/ |u| if u = 0.7.16) . there exists a vector. x) . if f is continuous on [a. 15. (15.7. (15. note that if u ∈ Rn . x1 )| ≤ K |x − x1 | .1 on Page 352 that f ∈ R ([a. b] having values in Rn . Lemma 15. Then letting v = (v1 . let v be such a unit vector with the property that b b v· a f (t) dt = a f (t) dt .7.13) (15. x (s)) ds. f is continuous and bounded. let v = e1 . each fi is also and so lims→t |f (s)| = |f (t)| showing f is continuous at t. Then |f | is also continuous and b b f (t) dt ≤ a a |f | (t) dt.

and if xk−1 (s) has been determined. Lemma 15. 2 2 KMf c |s − c| ds ≤ KMf (15. |x1 (t) − x0 | ≤ t |f (s. then since f is continuous. Then for any t ∈ [a. Conversely. b] . integrate both sides from c to t obtaining (15. x0 )| : s ∈ [a. t |x2 (t) − x1 (t)| ≤ c t |f (s.7.3 Let k ≥ 2. x1 (s)) ds. c (15.2. b] . x0 )| ds ≤ Mf |t − c| . x0 )| ds ≤ c t K |x1 (s) − x0 | ds ≤ |t − c| .19) . The most famous technique for studying this integral equation is the method of Picard iteration . xk−1 (s)) ds. gives x (c) = x0 . letting t = c on both sides. t x2 (t) ≡ x0 + c f (s.368 LIMITS AND DERIVATIVES Proof: If x solves (15. It follows from this lemma that the initial value problem. (15. In this method. x ∈ Rn } .16).18) Continuing in this way leads to the following lemma. Let Mf ≡ max {|f (s.15) is equivalent to the integral equation (15.17) Now using this estimate and the Lipschitz condition for f . t xk (t) ≡ x0 + c f (s. Theorem 15.the fundamental theorem of calculus. t x1 (t) ≡ x0 + c t f (s.16). k! k (15. Then for any t ∈ [a.16) and so it suﬃces to study this integral equation. This proves the lemma. x0 (s)) ds = x0 + c f (s. |xk (t) − xk−1 (t)| ≤ Mf K k−1 |t − c| . x0 ) ds. These deﬁnitions imply some simple estimates. x0 (t) ≡ x0 and then iterate as follows. Also. you begin with an initial function. x1 (s)) − f (s. x (t)) . if x is a solution of the initial value problem.3 on Page 353 can be used to diﬀerentiate both sides and obtain x (t) = f (t. b] .

1 implies t t |xk+1 (t) − xk (t)| = x0 + c t f (s. |t − c| . (15. Since the right side of the inequality does not depend on t. xk−1 (s))| ds t ≤ c K |xk (s) − xk−1 (s)| ds which. {xk (t)}k=1 is a Cauchy sequence. (r+1)! a fact which is easily seen by an application of the ratio test. it follows that for all ε > 0. In other words.7. {xk (t)}k=1 is a Cauchy sequence. denote by x (t) the point to which it converges. b] . Assume it is true for k. |x (t) − xl (t)| < ε.20) ∞ r a quantity which converges to zero as l → ∞ due to the convergence of the series.. SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS 369 Proof: The estimate has been veriﬁed when k = 2. b] . by the induction hypothesis. Then the Lipshitz condition on f and Lemma 15. ∞ Since {xk (t)}k=1 is a Cauchy sequence. ∞ |x (t) − xl (t)| ≤ Mf r=l (K (b − a)) <ε (r + 1)! r (15.5 The function t → x (t) is continuous and l→∞ lim (sup {|x (t) − xl (t)| : t ∈ [a. This shows that for every ε > 0. 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. Then if k > l. Proof: Pick such a t ∈ [a. l > L. xk (s)) ds − x0 + c f (s.7.21) whenever l is suﬃciently large. then for all t ∈ [a. Lemma 15.20). there exists L such that if l ≥ L.15. r=0 (K(b−a)) . then |xk (t) − xl (t)| < ε.22) . Letting k → ∞ in (15.7.7. b]}) = 0. ∞ there exists L such that if k. (k + 1)! Lemma 15.4 For each t ∈ [a. is dominated by t ≤ c KMf K k−1 |s − c| ds k! k+1 k ≤ Mf K k This proves the lemma. xk+1 (s)) ds = c |f (s. This proves the lemma. b] . xk (s)) − f (s.

Letting l be large enough that l→∞ lim (sup {|x (t) − xl (t)| : t ∈ [a.7. b] . assume x and x1 are two solutions to the initial value problem. K (b − a) f (s. (15. x (s)) − f (s. x is a solution to the initial value problem.2.14).13) and (15.22) was established above in (15. Let ε > 0 be given and let t ∈ [a. xl (s)) ds − c t c f (s. .7.7. This veriﬁes continuity of t → x (t) and proves the lemma. x (s))| ds t ≤ c K |xl (s) − x (s)| ds ε = ε. xl (s)) − f (s. Then letting l be large enough that l→∞ lim (sup {|x (t) − xl (t)| : t ∈ [a. |x (s) − x (t)| ≤ |x (s) − xl (s)| + |xl (s) − xl (t)| + |xl (t) − x (t)| ≤ 2ε + |xl (s) − xl (t)| . x (s)) ds c = x0 + and so by Lemma 15. K (b − a) < K (b − a) Since ε is arbitrary. (15. Therefore. this veriﬁes that t l→∞ t lim f (s.15).370 LIMITS AND DERIVATIVES Proof: Formula (15.21). x1 (s))) ds. This proves the existence part of the following theorem.15). It follows that x (t) = lim xk (t) k→∞ t = lim k→∞ x0 + c t f (s. Theorem 15. Then by Lemma 15. xk−1 (s)) ds f (s.2 it follows that t x (t) − x1 (t) = c (f (s.6 Let f satisfy (15. Proof: It only remains to verify the uniqueness assertion. Then there exists a unique solution to the initial value problem. b]}) < t t ε . b]}) < ε/3.the last term is dominated by 3 whenever |s − t| is small enough. xl (s)) ds = c c f (s. x (s)) ds. 3 ε By the continuity of xl . x (s)) ds ≤ c |f (s.

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

x (t1 )) . y500 = (1. there will be no pattern and you just have to iterate things till you get to the end. It is customary to write xi instead of x (ti ) . If you used the step size . Using x (t2 ) one used (15. xn + k3 ) . How well does it work? In general. x (0) = x0 . Now from Euler’s method.24) Now this can be used to ﬁnd an approximate solution as follows. k1 k2 k3 k4 ≡ ≡ ≡ ≡ hf (tn .01 + (. 042 which is pretty close. x0 is known because it is given. you then n n n n n replace the derivative with a diﬀerence quotient as follows.23) (15. 5000 you would have (1. x0 ) . x (ti )) . 77 and this is the value which Euler’s method gives for y (5) . One of the most famous is the Runge Kutta fourth order method.01 = (1.01. Next. xn + k1 2 2 1 1 hf tn + h. T ] . xn + k2 2 2 hf (tn + h. 413 159 102 576 6.001. x) . (15.24) x (t1 ) = x0 + hf (0. y (0) = 1 for t ∈ [0. Letting h = T and ti = ih.001) = 148. From (15.01) 1. xn ) 1 1 hf tn + h. and using the pattern which is emerging. You need a much better method than the Euler method if you want to solve ordinary diﬀerential equations.01) 500 2 = 144. x (ti )) . For t ∈ (tk .01) 1 = 1. nT . In the following example. To solve x = f (t. This is done by a computer. Euler’s method will be applied to an initial value problem whose solution is known. x (0) = x0 . T . Of course this was an easy example because it led to a pattern which was easy to apply. 2T . you do the following to go from tn to tn+1 . Therefore. where f satisﬁes the conditions given above for existence.24) to ﬁnd x (t2 ) = x (t1 ) + hf (t1 . You split the time interval into n equal pieces. Having found x (t1 ) . this can be substituted back in to (15. this can be written more simply as x (ti+1 ) = x (ti ) + hf (ti .7 Solve the initial value problem y = y. y3 = 1.001. The correct answer is y = ex . Thus y (5) = e5 = 148. tk+1 ) you deﬁne (tk+1 − t) (t − tk ) x (tk ) + x (tk+1 ) . 0. 5] using Euler’s method with a step size of . · · ·. y1 = 1 + .24) to ﬁnd x (t3 ) and you continue doing this till you get x (tn ).7.01 and a step size of . x (t) ≡ Example 15. . In general. h Noting that ti + h = ti+1 . x (0) = x0 . There are many methods and the detailed study of them is outside the scope of this book.372 LIMITS AND DERIVATIVES for t ∈ [0. when you are working with numerical methods you test them on known examples and see how well they perform. (n−1)T . the resulting function will be piecewise linear and hopefully will not be too far oﬀ. h h This whole idea is based on approximating functions with their linear approximations locally.01) . Continuing this way.01 (0) = 1 Now y2 = 1 + (. x (ti + h) − x (ti ) = f (ti .

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

374 LIMITS AND DERIVATIVES .

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

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 . p and q. Would the same length be obtained if another parameterization were used? This is a very important question because the length of the curve should depend only on the curve itself and not on the method used to trace out the curve. . C. 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. 1] . You can see from the following picture that the polygonal approximation would appear to be even better and that as more points are added in the partition. The proof is somewhat technical so is given in the last section of this chapter. t ∈ [0. k=1 Since the functions in the parameterization are diﬀerentiable. 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. A parameterization for the line segment joining these two points is fi (t) ≡ tpi + (1 − t) qi . 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. p3 p1 p2 p0 Thus the length of the curve is approximated by n |p (tk ) − p (tk−1 )| .

5. It is proved in Lemma 16. Now by Corollary 16. Deﬁnition 16. Here is an example.1) is obvious because f −1 ◦ f (t) = t so it is clearly an increasing function. b] → C is a parameterization of C. Lemma 16. Then g−1 ◦ f is either strictly increasing or strictly decreasing. of motion along the curve and this also shows there are exactly two orientations of the curve since either g−1 ◦ f is increasing or it is decreasing.1.3).16. To see (16. If f ∼ g and g ∼ h.6.2 If g−1 ◦ f is increasing.1. then if f −1 ◦ h is not increasing.1 Let C be a smooth curve and let f : [a.4 Graph the curve t3 . This is not hard to believe. b] → C and g : [c. the point can stop and change directions abruptly. If f ∼ g then g ∼ f . Thus this new deﬁnition which is valid for smooth curves which may not be straight line segments gives the usual length for straight line segments. Sometimes people wonder why it is required.1) (16.2). Imagine t is time and p (t) gives the location of a point in space. it follows f −1 ◦ h is also increasing. then f ∼ h. (16. also a parameterization of C. When the parameterizations are equivalent. You see that going from f to g corresponds to tracing out the curve in the opposite direction. h. ∼ is called an equivalence relation. The proof that curve length is well deﬁned for a smooth curve contains a result which deserves to be stated as a corollary.1.1. 1] . then f and g are said to be equivalent parameterizations and this is written as f ∼ g. f −1 ◦ h = f −1 ◦ g ◦ g−1 ◦ h and so since both of these functions are increasing. which satisfy h ∼ f are called the equivalence class determined by f and those h ∼ g are called the equivalence class determined by g. f ∼ f. They give the direction of motion on C. if h is a parameterization.3 The following hold for ∼. ARC LENGTH AND ORIENTATIONS 377 Using the deﬁnition of length of a smooth curve just given. Consequently. the length according to this deﬁnition is 1 0 n 1/2 (pi − qi ) i=1 2 dt = |p − q| . and if f : [a. in the deﬁnition of a smooth curve that p (t) = 0.1. This proves the lemma. either h ∼ g or h ∼ f . These two classes are called orientations of C.2 on Page 385 but the proof is mathematically fairly advanced so it is presented later. If C is such a smooth curve just described. This veriﬁes (16. consider g (t) ≡ f ((a + b) − t) . Corollary 16. the message is that there are exactly two directions of motion along a curve. it must be the case that g−1 ◦ h is increasing.1. If f ∼ g then f −1 ◦ g is increasing. Example 16. d] → C be two parameterizations satisfying 1 . producing a pointy place in C. they preserve the direction. These parameterizations. In simple language. . t2 for t ∈ [−1.1.2) (16. The symbol. If p (t) is allowed to equal zero. Now g−1 ◦ f must also be increasing because it is the inverse of f −1 ◦ g. It is also said that the two parameterization give the same orientation for the curve when f ∼ g.3) Proof: Formula (16.

Thus the graph of this curve looks like the picture below. t = x1/3 and so y = x2/3 . consider the following picture. 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. Thus. orientation speciﬁes a direction over which motion along the curve is to take place.2. each of which is called an “orientation”. 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)) .1 Suppose F (x) ∈ Rp is given for each x ∈ C where C is a smooth oriented curve and suppose x → F (x) is continuous. F(x(t)) x(t) x(t + h) In this picture. 16. In the notation of Leibniz. one writes dt for h and dW = F (x (t)) · x (t) dt . Also. provided h is small. in the direction determined by the given orientation of the curve will be deﬁned. In simple language. A curve. it is called a force ﬁeld. 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. C. This is new. Note the pointy place. Next the concept of work done by a force ﬁeld. it speciﬁes the order in which the points of C are encountered.2 Line Integrals And Work Let C be a smooth curve contained in Rp . C is an “oriented curve” if the only parameterizations considered are those which lie in exactly one of the two equivalence classes. In the case that F (x) is a force. Such a curve should not be considered smooth.378 LINE INTEGRALS In this case. x (t + h) − x (t) ≈ x (t) h where the wriggly equal sign indicates the two quantities are close. Deﬁnition 16. F on an object as it moves along the curve. 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. The mapping x → F (x) is called a vector ﬁeld. the work done by a constant force. In order to deﬁne what is meant by the work.

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

2. 3] the position of an object is given by r (t) = ti + tj + tk.t2 . y. R (t) = (cos 2t. 2yz and here is the parameterization of a curve. y. x + z 2 . If f and g are both increasing functions. z) ≡ 2xyi+ x2 + 2zy j+ y 2 k. 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. Repeat the problem for r (t) = ti + t2 j + tk. −2 sin (2t) . Taking the dot product. 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 . t) where t goes from 0 to π/4. 5. π] the position of an object is given by r (t) = ti + cos (2t) j + sin (2t) k. Suppose for t ∈ [0.380 LINE INTEGRALS Example 16.4 Suppose for t ∈ [0. 2. 2π] the position of an object is given by r (t) = ti + cos (2t) j + sin (2t) k. z) ≡ zi + xzj + xyk. C. Here is a vector ﬁeld.3 Exercises 1. 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 cos (2t)) dt In evaluating this replace the x in the formula for F with t. show f ◦ g is an increasing function also. Find F · dR C where C is the curve traced out by this object which has the orientation determined by the direction of increasing t. y. Find F · dR C where C is the curve traced out by this object which has the orientation determined by the direction of increasing t. 3. F (x. F (x. this equals the following integral. Suppose for t ∈ [0. Repeat the problem for r (t) = ti + t2 j + tk. z) ≡ 2xyi + x2 j + k. y. 4. z) ≡ yzi + xzj + xyk. Also suppose there is a force ﬁeld deﬁned on R3 . F (x. 1] the position of an object is given by r (t) = ti + tj + tk. y. 2 sin 2t. Find C F· dR. Suppose for t ∈ [0.1 · (1. Also suppose there is a force ﬁeld deﬁned on R3 . Also suppose there is a force ﬁeld deﬁned on R3 . . π 2t cos 2t − 2 (sin 2t) t2 + 2 cos 2t dt = π 2 0 16. Find F · dR C where C is the curve traced out by this object which has the orientation determined by the direction of increasing t. Assume anything you like about the domains of the functions.

y (t) . In case T (s) = 0. Thus it measures the rate at which the curve twists. In particular. T · T = 1 and so upon diﬀerentiating this on both sides. yields T · T + T · T = 0 which shows T · T = 0. the principal normal is undeﬁned in this case. Thus at points where there is a lot of curvature.4. It identiﬁes a particular plane which is in a sense tangent to this space curve. z (t)) · (x (t) .4. assume anything about smoothness and continuity to make the following manipulations valid. the vector. This makes sense because if there is no curving going on. a person riding a roller coaster. z (t)) dt. In the case where |T (s)| = 0. b] . the vector. 1 The radius of curvature is deﬁned as ρ = κ . Also. assume that R exists and is continuous. B (s) ≡ T (s) × N (s) is called the binormal. Denote by R (s) the function which takes s to a point on this curve where s is arc length. z (t)) dt = a b m (x (t) . a etc. (x (t) . there is no special direction normal to the curve at such points which could be distinguished from any other direction normal to the curve. In this section. y. y (t) . Deﬁnition 16.2 The vector. κ (s) with T (s) = κ (s) N (s) . Show directly that the work done equals the diﬀerence in the kinetic energy. z (t)) · (x (t) . the radius of curvature is large. N (s) perpendicular to T (s) and a scalar valued function. Hint: b F (x (t) . T. 1 = |R (s)| = |T (s)| . This is known as the parameterization of the curve in terms of arc length. Therefore. m on a curve with parameterization. y (t) . They are moving over some sort of curve in three dimensions. from the fundamental theorem of calculus. Thus R (s) equals the point on the curve which occurs when you have traveled a distance of s along the curve from one end. T let N (s) = |T (s) and so T (s) = |T (s)| N (s) .4 Motion On A Space Curve A ﬂy buzzing around the room. y (t) . N (s) is called the principal normal. Then |T (s)| = 1 and if T (s) = 0. The function. The binormal is normal to the osculating plane and B tells how fast this vector changes.4.16. Note also that it incorporates an orientation on the curve because there are exactly two ends you could begin measuring length from. The plane determined by the two vectors. T (s) is called the unit tangent vector and the vector. and a satellite orbiting the earth all have something in common. κ (s) in the above lemma is called the curvature. In the case where |T (s)| = 0 near the point of interest. y (t) . Let F (x. s = 0 |R (r)| dr because of the deﬁnition of arc length. T (s) equals a constant and so the space curve is a straight line which it would be supposed has no curvature. T is perpendicular to the vector. showing the scalar valued function is (s)| κ (s) = |T (s)| . s . the radius of curvature is small and at points where the curvature is small. Lemma 16. then there exists a unit vector. Therefore. 16. T and N is called the osculating plane. This proves the lemma. Proof: First. κ (s) = 0 and the radius of curvature would be considered inﬁnite. Therefore.When T (s) = 0 so the principal normal is deﬁned. z) be a given force ﬁeld and suppose it acts on an object having mass.1 Deﬁne T (s) ≡ R (s) . z (t)) for t ∈ [a. MOTION ON A SPACE CURVE 381 6.

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

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

.5 Exercises 1. (−2. 10. y. Therefore. This is unfortunate when it occurs but you can sometimes ﬁnd a parametric description of such curves. Thus. y. r r r r Sometimes curves don’t come to you parametrically. 2. 1] .7 Find a parameterization for the intersection of the surfaces y + 3z = 2x2 + 4 and y + 2z = x + 1. Now you should check to see this works. 2. . 1) is obtained from (1. Also note that from the above. 8. 4 + t) where t ∈ [0. the parameterization is (x. 2. 2. Example 16. Find a parametrization for the intersection of the plane 4x + 2y + 3z = 2 and the elliptic cylinder x2 + 4z 2 = 9. Find a parametrization for the intersection of the planes 2x + y + 3z = −2 and 3x − 2y + z = −4. r sin t r r v rt . z) = (3. The vector. The parameterization of the object which is as described is R (t) = r cos Therefore. −t + 3 + 2t2 . (x. You need to solve for x and y in terms of x. −4t2 − 5 + 3t. letting t = x. it is possible to give an important formula from physics. − v sin r v rt . 10. 5) − (3. z) = t.4. 4) and (1. 16. 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. T = − sin 1 r . Note where this came from. y = −4x2 + 3x − 5. 5) . dt r The vector. a= Example 16. cos v rt and T = − v cos r . 2 + 8t. a = = dv dT T+v dt dt dv dT dv T+v v= T + v 2 κN dt ds dt Note how this decomposes the acceleration into a component tangent to the curve and one |T | which is normal to it. − v sin v t .4. This follows from the above quite easily. Suppose an object orbits a point at constant speed. 8. N points from the object toward the center of the circle because it is a positive multiple of the vector. Find a parametrization for the intersection of the plane 3x + y + z = −3 and the circular cylinder x2 + y 2 = 1. 4) . 1) = (3 − 2t. This yields z = 2x2 − x + 3. v. 3. − v cos v t . κ = |T (t)| /v = dv v2 T + v 2 κN = N. It follows v rt v v t .8 Find a parametrization for the straight line joining (3.384 LINE INTEGRALS Now the acceleration is just the derivative of the velocity and so by the Serrat Frenet formulas. v |T | T (t) = v 2 κN and so v = κ |T | and N = T (t) |T | From this. 4) + t (−2.

for some ε > 0 there 1 Recall that all continuous functions of this sort are Riemann integrable.6. 4) . d] → C be parameterizations of a smooth curve which satisfy conditions 1 . 4. if t = 0 is taken to correspond to s = 0. Suppose φ is strictly decreasing.3 on Page 117.16. 0) and then along the curve y = x2 in the direction of increasing x at constant speed. Let R (t) = e5t i+e−5t j+5 2tk. and either strictly increasing or strictly decreasing on [a.5. would the same answer be obtained? Theorem 16. Then if f is a continuous function deﬁned on [a. b) from the conditions f and g satisfy.) Then the ﬁrst integral equals F (d) − F (c) by the fundamental theorem of calculus. 7. s as a function of the parameter. An object moves along the x axis toward (0.4 on Page 94. 9.6 Independence Of Parameterization b Recall that if p (t) : t ∈ [a. Then φ (t) ≡ g−1 ◦ f (t) is 1 − 1 on (a. .6. 16. d] be one to one and suppose φ exists and is continuous on [a. 2. √ 8. b] because then the ﬁnal claim follows from Lemma 5. continuous on [a. if t = 0 is taken to correspond to s = 0. b) . Therefore. This proves the theorem. INDEPENDENCE OF PARAMETERIZATION 4.1 Let φ : [a. Find a parametrization for the intersection of the surfaces 3y + 3z = 3x2 + 2 and 3y + 2z = 3. Therefore. t. t. Find a parametrization for the straight line joining (1. Proof: It is obvious φ is 1 − 1 on (a. If φ is not continuous on [a. if t = 0 is taken to correspond to s = 0. Then φ (a) = d and φ (b) = c. It only remains to verify continuity on [a. then there exists a sequence. g : [c. b] .15. b] → [c. √ 6. Is the force acting on the object a continuous function? Explain. d b f (s) ds = c a f (φ (t)) φ (t) dt s Proof: Let F (s) = f (s) . 1) and (−1. b] .7. b] → C. 385 5.6. b] such that tn → t but φ (tn ) fails to converge to φ (t) . {tn } ⊆ [a. Find the arc length. b] . Lemma 16. Find the arc length. (For example. C. s as a function of the parameter. 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) . φ is either strictly increasing or strictly decreasing. The case when φ is increasing is similar. t. the length of C is deﬁned as |p (t)| dt a If some other parameterization were used to trace out C. s as a function of the parameter. b] . Let R (t) = 2i + (4t + 2) j + 4tk.2 Let f : [a. Find the arc length. b] was a parameterization of a smooth curve. By Lemma 5. b] which is Riemann integrable1 . let F (s) = a f (r) dr. Let R (t) = (cos t) i + (cos t) j + 2 sin t k.

b + δ] . By continuity of gi .386 LINE INTEGRALS exists a subsequence. this implies that for s ∈ I. yields d b |g (s)| ds = c a |f (t)| dt and this proves the theorem.4) Now letting s = φ (t) for s ∈ I. It follows f (t) = g (φ (t)) φ (t) and so. Then by assumption 4. g (s) = f (t) and so s = g−1 ◦ f (t) = φ (t) . d] .5. Consequently. of [c. d] which contains s0 . Is it true that a |f (t)| dt = c |g (s)| ds? Let φ (t) ≡ g−1 ◦f (t) for t ∈ [a. . Thus g−1 ◦ f (tn ) → s and still tn → t. Therefore. a contradiction. an open interval containing φ−1 (s0 ) . b] and letting δ → 0+ in the above. As in Theorem 8. still denoted by n such that |φ (tn ) − φ (t)| ≥ ε. J ≡ gi (I) is also an open interval and you can deﬁne a diﬀerentiable function. Let s0 ∈ φ ([a + δ.1. gi is either strictly increasing or strictly decreasing. b]. Suppose for the sake of simplicity that it is strictly increasing. and f on [a. f (t) = g (s) and so in particular. φ (t) = hi (fi (t)) fi (t) = hi (gi (s)) fi (t) = fi (t) gi (φ (t)) (16. φ is continuous as claimed. Therefore. gi (s) (16. an open interval. Then by the above lemma φ is either strictly increasing or strictly decreasing on [a. the continuity of f and g imply f (tn ) → g (s) and f (tn ) → f (t) .1. for s ∈ I. Also. it follows t ∈ J1 . 1 hi (gi (s)) = . for t ∈ J1 . b − δ]) ⊂ (c. Therefore. d] → C both satisfy b d conditions 1 . this shows φ exists on [a + δ. by Theorem 16. hi : J → I by hi (gi (s)) = s. gi (s) = fi (t) . it follows gi (s) = 0 for all s ∈ I where I is an open interval contained in [c. s = hi (fi (t)) = φ (t) and so. 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.) there is a further subsequence. (See Theorem 14. It follows that on this interval. b] → C and g : [c. for s and t related this way. b − δ] and is continuous there. Using the sequential compactness of [c. a+δ = Now using the continuity of φ.3 The length of a smooth curve is not dependent on parameterization. The decreasing case is handled similarly.5 on Page 347. Since s0 is arbitrary.6 on Page 151. s. d) . Proof: Let C be the curve and suppose f : [a. b] .6.5) which shows that φ exists and is continuous on J1 . d] which is not equal to φ (t) . still denoted by n such that {φ (tn )} converges to a point. Therefore. φ(b−δ) b−δ |g (s)| ds = φ(a+δ) a+δ b−δ |g (φ (t))| φ (t) dt |f (t)| dt.9.6. Theorem 16. gi (s0 ) = 0 for some i. g .

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

3) that C (t) satisﬁes the following initial value problems.2).3) Using the ratio test.4 There exists exactly one function. Therefore. (17. However this expression equals zero when t = a and so it must be zero for all t. y (a) = y0 . z (0) = y0 . Then y solves (17.4) Consider the function. The following theorem gives the necessary existence and uniqueness results.2. let z (t) ≡ y (t + a) . Based on physical reasoning just presented.1). S (t) ≡ (−1) . our solution to (17. (2n!) (2n + 1)! n=0 ∞ (17. Therefore. y.388 THE CIRCULAR FUNCTIONS AGAIN Dividing by m and letting ω 2 = k/m yields the equation for undamped oscillation. z (0) = y1 .2) Now let C (t) ≡ n=0 ∞ (−1) n t2n t2n+1 n . It follows from the chain rule and what ω was just observed about S and C that z solves (17.6 again to write 2 2 d (x ) ω 2 (x) + = 0. which satisﬁes the following initial value problem. C (0) = 0.2.1) if and only if z solves z + ω 2 z = 0. you see both series in the above converge for all t ∈ R. there should be a solution to this equation.) Then you see right away using the theorem about diﬀerentiation of power series that S (t) = C (t) and C (t) = −S (t) . The quantity which is a constant in the above proof of uniqueness is sometimes referred to as the energy. This proves the uniqueness part. dt 2 2 By Corollary 6. Remember. x + ω 2 x = 0. z (t) = y0 C (ωt) + y0 S (ωt) .4 on Page 133 the expression (x ) ω 2 (x) + 2 2 2 2 must equal a constant.1) Proof: First consider the question of uniqueness. (17. in particular. y + ω 2 y = 0. Theorem 17. although it is sometimes done. It is the displacement of the bottom end of a spring from the equilibrium position. (17. it is not enough to base questions of existence in mathematics on physical intuition.8. (Of course you know what these series are already but you don’t need to know this for the purposes of this presentation. It follows immediately from (17. y + ω 2 y = 0. you can deﬁne functions in terms of power series. C + C = 0. C (0) = 1. y (t) ≡ z (t − a). . x (t) = 0 and so z (t) = y (t) . x (a) = x (a) = 0.0. Suppose both z and y are solutions to the problem (17. Then let x = z − y and use Theorem 6.6 to conclude x satisﬁes the following initial value problem. y (a) = y1 . To establish the existence of a solution.1) is the function. However. Now multiply both sides of the diﬀerential equation by x and use Theorem 6.

0. x3 ≤ S (x) . y (x) = 0. S (−t) = −S (t) . The second of these functions. y (0) = S (0) − C (0) = 1 − 1 = 0. C and S.2.4) is proved similarly only this time consider y (x) = S (x) − C (x) . S (0) = 0.5) (17. It will be shown that y solves the diﬀerential equation and the initial condition. while y (0) = C (0) + S (0) = −C (0) + C (0) = 0. the spring constant. The second half of (17. k equal in magnitude to the mass. These properties will be obtained directly from the initial value problems they satisfy. S (t) is the solution to the initial value problem S + S = 0.7) (17. The next theorem is on properties of these functions. 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. Now multiply by C and use Theorem 6.4) consider the function. To verify (17.4 again y (x) = 0. Theorem 17. S (x + y) = S (x) C (y) + C (x) S (y) .389 In terms of the spring. S (0) = 1. In terms of the spring.0. (17.8) (17.4. By the Theorem 17.9) (17.6 to obtain d dt (C (t)) (C (t)) + 2 2 2 2 +C +S +S =0 =0 .0. Then y +y =C and y (0) = C (0) + S (0) = 0 + 0 = 0. this would have the spring constant.5) use the initial value problem satisﬁed by C to write C + C = 0. 6 x2 x2 x4 1− ≤ C (x) ≤ 1 − + . m and the function would be the displacements from equilibrium of the bottom of the spring when initially it is at the equilibrium point and moving upward with unit speed. another proof is given of Property (17. 2 2 24 x− (17. In addition.6) These conditions in (17. C 2 (t) + S 2 (t) = 1.5 The functions C and S satisfy the following properties. C (x − y) = C (x) C (y) + S (x) S (y) .10) Proof: To verify (17. y (x) = C + S. Thus by 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. For x ≥ 0.4) which is based on the initial value problems satisﬁed by the functions rather than the diﬀerentiation theorem for power series. C (−t) = C (t) .

By Corollary 6. Then y (0) = 0 and so by Corollary 6. This proves + x 24 4 − C (x) . Let w (x) = x − S (x) . Also y (0) = S (y) − S (y) = 0 and y (0) = C (y) − C (y) = 0.2. Then by Theorem 6. 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. . Also using Theorem 6. Let z (x) = C (x) − 1 − x2 2 2 2 .10). y (t) = S (−t) + S (t) and so y + y = 0.4).4. . Then u (0) = 0 and x3 + S (x) ≥ 0 6 u (x) = −x + by (17. Now the initial conditions for C imply this constant. by Corollary 6.8.2. With (17. Then w (0) = 0 and w (x) = 1 − C (x) ≥ 0. u (x) ≥ 0 for all x ≥ 0 and this shows the top half of (17. Therefore.9) and (17. it follows y (x) = 0 proving (17. it follows that y (x) = S (x) − x − (17.390 and so THE CIRCULAR FUNCTIONS AGAIN (C (t)) (C (t)) + =c 2 2 for some constant.6).10).9).5on Page 133. by Theorem 17. The proof of (17.8) is completely similar and is left as an exercise.4.0. ∞).8.5). yields (17. Now let u (x) = 1 − x 2 2 ≥ 0 for all x ≥ 0.7).8. it follows that w is increasing on [0. Using C = −S.5. Then z (0) = 0 and z (x) = −S (x) + x ≥ 0 so by Corollary 6. Then by Theorem 17. The second part is similar. c. Therefore.8. it follows that z (x) = C (x) − 1 − proving the bottom half of (17.5 on Page 133.9). This brings us to the estimates. Let y (t) = S (−t) + S (t) .7). ﬁx y and let y (x) = S (x + y) − (S (x) C (y) + S (y) C (x)) . Therefore. it follows y (t) = 0.0. This proves the ﬁrst part of (17. c equals 1/2.6 again. To verify (17. Then from (17.10) other properties of C and S related to their periodic behavior may be obtained.6 y (t) = −S (−t) + S (t) and so y (0) = 0 and y (0) = −1 + 1 = 0. w (x) ≥ 0 which shows that x − S (x) ≥ 0.5. 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.

6.391 Theorem 17. r (t) ≡ (C (t) . 2) such that C (P/2) = 0. and (17. P/2] . Now consider what happens on the interval. P ] because its derivative. 3P/2] . 2P ). 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 6.5). P/2) while S (x + P/2) = S (x) C (P/2) + S (P/2) C (x) = C (x) ≥ 0. Since C is strictly decreasing on the interval [0. There is only one such number because for x ∈ (0. P/2) .0. P ). In addition to this. But S (t1 ) ≥ 0 and so t1 = P = t2 . 2 3 C (1) = 1 > 0. From (17. Therefore. Now S (t1 ) = S (t2 ) < 0 which can’t happen for t1 ∈ [0. P/2] . Therefore. C (x + 2P ) = C (x) . P/2] . then C (t1 ) = C (t2 ) and S (t1 ) = S (t2 ) . t1 ∈ [0. S (x + 2P ) = S (x) . and that C = cos while S = sin. both C and S are periodic of period 2P. r is one to one on [0. Also this shows that r (t) is one to one for t ∈ [0. P ] it follows that r is one to one on [0. Points on this interval are of the form. Recall. In going from P to 3P/2. P ) and 2 C P = 0. P/2) .8). S is strictly decreasing on [P/2. Furthermore. Now if r (t1 ) = r (t2 ) for t2 ∈ (3P/2. P/2) because S (x) = C (x) and C (x) > 0 on (0. Also the function. from (17. C (x + P/2) = C (x) C (P/2) − S (x) S (P/2) = −S (x) ≤ 0. This proves the ﬁrst part of the theorem. If r (t1 ) = r (t2 ) for t1 ∈ [0. 2p) and t1 ∈ [0. S (t2 ) ≤ 0 and so S (t1 ) ≤ 0. This means that for 2 all x ∈ R. P such that C (x) > 0 on [0. First consider the claim that S and C are 2P periodic. 2 Proof: From (17. x + P/2 where x ∈ [0.6 There exists a positive number. that P = π. 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. It follows that r is one to one on [0.10) that C (2) < 0 because C (2) ≤ 1 − 2 + 24 = − 1 < 0. It only remains to verify that C and S are periodic of period 2P. S (P/2) = 1. 2) . P ] .(17. Also C is strictly decreasing on this interval because its derivative. < 0 if x ∈ (0. P/2 ∈ (0. [P/2. By the intermediate value theorem there exists a number. P ) . C (t1 ) = C (t2 ) > 0 and so. C is negative on (P/2. . P ] .7). −S is negative on (P/2. S is increasing on (0. 3P/2] .6). In going from 3P/2 to 2P. 3P/2] .8. > 0 if x ∈ (0. Therefore. P/2). Therefore. use the same arguments to verify that C and S are strictly increasing and C (2P ) = 1 while S (2P ) = 0. 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) . S (t)) is one to one for t ∈ [0. use similar arguments to verify that S is strictly decreasing and that C is strictly increasing and that S (3P/2) = −1 while C (−3P/2) = 0. P ] and t2 ∈ [P. S (P ) = S (P/2) C (P/2) + S (P/2) C (P/2) = 0 C (P ) = C (P/2) C (P/2) − S (P/2) S (P/2) = −1.

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

Therefore.11). every solution of y = 0 is of the form C1 t + C2 for some constants. In the case when a = 0.17. d −at e y = C1 e−2at . It follows from Theorem 17. By the product and chain rules.13). THE EQUATIONS OF UNDAMPED AND DAMPED OSCILLATION has a unique solution and this solution is y (t) = y0 cos (ωt) + y1 sin (ωt) . ω 393 (17. In the example of the object bobbing on the end of a spring.2 Every solution of the diﬀerential equation. it follows any solution of (17. You know how these work. Multiply both sides of this last equation by e−at . (D − a) y ≡ y − ay = C1 e−at . If the car is just sitting still the shock absorber applies no force to the car.19. Now you should verify that any expression of this form actually solves the equation. Suppose the object is also attached to a dash pot. Now consider the diﬀerential equation of damped oscillation.1.1. Then the diﬀerential equation may be written as (D + a) (D − a) y = 0. you would have my = −ky − δ 2 y . e−at y = and so y= C1 −2at e + C2 −2a C1 −at e + C2 eat . Now consider another sort of diﬀerential equation.13) is of the form y = C1 e−at +C2 eat . This proves most of the following theorem. 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.12) does indeed provide a solution to the initial value problem (17. dt Therefore. Theorem 17.4 that this is the only solution to this problem. y − a2 y = 0 is of the form C1 e−at + C2 eat for some constants C1 and C2 provided a > 0.12) Proof: You should verify that (17. a > 0 (17.13) To give the complete solution.1 on Page 221. 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.0. This is a device which resists motion like a shock absorber on a car. y − a2 y = 0. Thus in our spring example. (17. −2a Now since C1 is arbitrary. my = −ky where k was the spring constant and m was the mass of the object. Let z = (D − a) y. Thus (D + a) z = 0 and so z (t) = C1 e−at from Theorem 9. let Dy ≡ y . C1 and C2 .

(17.3 Suppose b2 − a < 0. z (t) = C1 cos (ωt) + C2 sin (ωt) where ω = Therefore.1. .4 An important example of these equations occurs in an electrical circuit having a capacitor.14) are of the form e−bt (C1 cos (ωt) + C2 sin (ωt)) . Example 17. Thus i = Q = Cv . y + 2by + ay = 0. Then all solutions of (17. you di must get zero because there is no voltage source in the circuit. The voltage drop across the capacitor is v = Q where Q is the charge on the C capacitor and C is a constant called the capacitance.16) In the case that b2 − a > 0 the solutions are of the form e−bt C1 e−rt + C2 ert . (17. a second order linear diﬀerential equation of the sort discussed above. The other two cases are completely similar.394 THE CIRCULAR FUNCTIONS AGAIN where δ 2 is the constant of proportionality of the resisting force.1. then by Theorem 17.14) Actually this is a general homogeneous second order equation.15) √ where ω = a − b2 and C1 and C2 are constants. and an inductor in series as shown in the following picture. more general than what results from damped oscillation. z is a solution to the equation z + a − b2 z = 0. When these voltages are summed. The second case is called the critically damped case and the third is called the overdamped case. In the case that b2 − a = 0 the solutions of (17. The current equals the rate of change of the charge on the capacitor.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. y = e−bt (C1 cos (ωt) + C2 sin (ωt)) (17. Dividing by m and adjusting the coeﬃcients. Thus L dt + Ri + Q = 0 and C written in terms of the voltage drop across the capacitor. the following theorem is given. where r = √ b2 − a.such damped oscillation satisﬁes an equation of the form.14) in terms of z. Concerning the solutions to this equation. This is according to Ohm’s law. In this theorem the ﬁrst case is referred to as the underdamped case.2 rather than Theorem 17.18) √ a − b2 . The voltage drop across the resistor is Ri where R is the resistance. a resistor. this becomes LCv + CRv + v = 0. They use Theorem 17. Theorem 17. If b2 − a < 0.1.1.1. Thus. (17.1. (17. as claimed.1.17) Proof: Let z = ebt y and write (17.

9. y (0) = 1. EXERCISES 395 17. 10. Verify that all solutions to the diﬀerential equation. Assume the acceleration of gravity is 9.0. 9.14) consider the equation in which b = −1 and a = 3. Verify (17.1) . Explain why this equation describes a physical system which has some dubious properties. In (17. called the amplitude. establish the limit.8. Verify that y = C1 e−at + C2 eat solves the diﬀerential equation. 1 − C (x) = 0. 3.8m/ sec2 .1) and C (. 12.6).5 that for all x ≥ 0.0. S (x) ≤ x − x3 x5 + . 13. Prove from the initial value problems satisﬁed by S and C the formula (17.2. x→0 x lim 8. 2 cm. 0 if x = 0 Show h (0) = 0. Keep everything the same in Problem 8 except suppose the suspended end of the spring is also attached to a dash pot which provides a force opposite the direction of the √ velocity having magnitude 10 19 |v| Newtons for |v| the speed. 4. 11. Find the displacement from the equilibrium position of the end of the spring as a function of time. Solve the initial value problem y + 2y + 2y = 0. y (0) = 1. 7. establish the limit. and released. Also verify the second half of (17. Is the derivative of a function always continuous? Hint: Consider h (x) = 1 x2 sin x if x = 0 . (17.5 and Theorem 17. 14.0. 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.5 and Problem 5 and Theorem 5.5. y (0) = 0.5. Give the displacement as before. Using Theorem 17.19) 6. S (x) = 1.8).2 Exercises 1.5 and Problem 5.0. Using Theorem 17.17. Show from Corollary 6. A mass of ten Kilograms is suspended from a spring attached to the ceiling. 2.13).18). Using Theorem 17. A. y C1 t + C2 .9. The mass end of the spring is then pulled down a distance of one cm. What is h (x) for x = 0? . Solve the initial value problem. x→0 x lim 15. = 0 are of the form y = 5.5 and Problem 5 and Theorem 5. 6 120 (17. Give upper and lower bounds for these numbers. estimate S (. y (0) = 0. This mass causes the end of the spring to be displaced a distance of 39. y + 5y − y = 0.

3π/4.5π/3. π/4. .4π/3. 2π/3. π/6.11π/6. π/2.7π/6. These are important examples.3π/2. For θ = 0. Suppose f (t) = a cos ωt + b sin ωt.2π. sin φ) . 7π/4. Do this without any reference to triangles or plane geometry. √ a a Hint: f (t) = a2 + b2 √a2 +b2 cos ωt + √a2b+b2 sin ωt and √a2b+b2 . √a2 +b2 is a point on the unit circle so it is of the form (cos φ.396 THE CIRCULAR FUNCTIONS AGAIN 16. show these angles on the unit circle and ﬁnd the sine and cosine of each one. π/3. Now recall the formulas for the sine and cosine of sums of angles.5π/6. Show there exists φ such that f (t) = a2 + b2 sin (ωt + φ) .π. 17.5π/4.

0) while θ is the angle shown between the positive x axis and the line from the origin to the point. 2π). π . In general these lists of numbers which have a diﬀerent meaning than Cartesian coordinates are called Curvilinear coordinates. (r. y = r sin (θ) . y (x. Thus the Cartesian coordinates 6 2 6 2 √ 5 5 are 2 3. Thus the given point. This angle will always be given in radians and is in the interval [0. y) • (r. Example 18. θ) θ r x You see in this picture. √ From (18. x = 5 cos π = 5 3 and y = 5 sin π = 5 . 2 . (18. The idea is suggested in the following picture. 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. y) or the polar coordinates. Probably the simplest curvilinear coordinate system is that of polar coordinates.1) Example 18. (0. the number r identiﬁes the distance of the point from the origin.1 The polar coordinates of a point in the plane are 5.Curvilinear Coordinate Systems 18.1).1. indicated by a small dot in the picture. Find the polar coordinates. 4) . can be described in terms of the Cartesian coordinates. x = r cos (θ) . 397 .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.1.2 Suppose the Cartesian coordinates of a point are (3. Find the Carte6 sian or rectangular coordinates of this point. How are the two coordinates systems related? From the picture. (x.

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

Thus r (t) is just the distance from the origin.2). der deθ = θ (t) eθ . r (t) = = Next consider the acceleration.3) as needed along with the product rule and the chain rule. it is often useful to express things in terms of diﬀerent coordinates which are consistent with these directions. A good example of this is the force exerted by the sun on a planet. The latitude corresponds to φ and the longitude corresponds to θ. = θ (t) dt dθ dt dθ and so from (18. r (t) er + r (t) = er + 2r (t) θ (t) + r (t) θ (t) eθ . THE ACCELERATION IN POLAR COORDINATES 399 that the standard way to determine position on the earth is to give the longitude and latitude. θ) θ The vector. 0 to the point. eθ = (− sin θ.Then r (t) = r (t) er (θ (t)) where r (t) = |r (t)| . er and eθ are shown. You should convince yourself that the picture above corresponds to this deﬁnition of the two vectors. . r (t) .3) dt dt Using (18. (18.18.2) dθ dθ Now consider the position vector from 0 of a point in the plane. cos θ) . er = − .1 18.2. To discuss this.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. What is the velocity and acceleration? Using the chain rule. This force is always directed toward the sun and so the force vector changes as the planet moves. consider the following simple diagram in which two unit vectors. er = (cos θ. Note that er is a unit vector pointing away from 0 and der deθ eθ = . (18. r (t) = r (t) er + r (t) der d + r (t) θ (t) eθ + r (t) θ (t) eθ + r (t) θ (t) (eθ ) dt dt = r (t) er + 2r (t) θ (t) eθ + r (t) θ (t) eθ + r (t) θ (t) (−er ) θ (t) r (t) − r (t) θ (t) 2 d (er (θ (t))) dt r (t) er + r (t) θ (t) eθ . = −θ (t) er (18. der der deθ deθ = θ (t) . 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. s d eθ e d r y (r. sin θ) and the vector.

2. Then r (t) = v.4) mr (t) = −mr (t) ω 2 er + m2vωeθ . Consider the following examples. objects must move in a plane. a force ﬁeld is a central force ﬁeld if F (r) = g (r) er . mr = g (r) r. The speed of the object is s and so it moves s/R radians in unit time. Then the motion of the object is in a plane. From (18. θ = 0.400 CURVILINEAR COORDINATE SYSTEMS This is a very profound formula. R This is the familiar formula for centripetal force from elementary physics. a constant and since the speed is constant. obtained as a very special case of (18. (r × r) = n.4). the equal area law. This is called a force ﬁeld. r is associated a force. r (t) = R. θ (t) = 0. Thus θ (t) = s/R and so mr = −mR s R 2 er = −m s2 er . mr × r = m (r × r) = g (r) r × r = 0. around a circle of radius R.1 Suppose an object of mass m moves at a uniform speed. In this case. F (r) which a given object of mass m will experience if its position vector is r. Kepler’s second law . Proof: Let r (t) denote the position vector of the object. the force an object experiences will always be directed toward or away from the origin. What forces act on this object? Let v denote the constant speed of the object moving toward the edge of the platform. Example 18. The next example has as a special case one of Kepler’s laws. 0.3 Suppose an object moves in three dimensions in such a way that the only force acting on the object is a central force. You can observe this by experiment if you like. Therefore. . Thus in a central force ﬁeld. Therefore. By Newton’s second law. 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. The term 2r θ is called the Coriolis force. Then from the deﬁnition of a central force and Newton’s second law.2. The following simple lemma is very interesting because it says that in a central force ﬁeld.2. 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. while θ (t) = ω. the term in (18. a positive constant. This proves the lemma. the force acting on the object is mr . Lemma 18. Example 18.4) corresponding 2 to eθ equals zero and mr = −Rθ (t) er . Therefore.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. 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. Suppose at each point of space. s. Find the force acting on the object.

This yields 2rr θ + r2 θ = r2 θ Consequently. Here G is the gravitation constant. The area of the circular sector. dA. and there is a formula for the time it takes for the planet to move around the sun. 2 1 dθ c dA = r2 = . 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 . This is called an inverse square law. Then the object moves in a plane and the radius vector from the origin to the object sweeps out area at a constant rate. the equal area law described above holds.4 An object moves in three dimensions in such a way that the only force acting on the object is a central force.18. (18.5) dθ 2 2222 2 222 In this picture. C. These laws. M is given by F = −GM m 1 r3 r = − GM m 1 r2 er where r is the distance between centers of mass and r is the position vector from M to m.2. The above lemma says the object moves in a plane. dt 2 dt 2 (18. (18.6) = 0. discovered by Kepler. r2 θ = c for some constant. dθ is the indicated angle and the two lines determining this angle are position vectors for the object at point t and point t + dt. is very small when usual units are used and it has been computed using a very delicate experiment. Gravity acts according to this law and so does electrostatic force. it follows from (18.67 × 10−11 Newton meter2 /kilogram2 .4) that 2r (t) θ (t) + r (t) θ (t) = 0 Multiply both sides of this equation by r. From the assumption that the force ﬁeld is a central force ﬁeld. m by a mass.3.7) 18. were shown by Newton to be consequences of his law of gravitation which states that the force acting on a mass. Therefore. The constant. Now consider the following picture. G. It is now accepted to be 6. is essentially r2 dθ and so dA = 1 r2 dθ. PLANETARY MOTION 401 Example 18.3 Planetary Motion Kepler’s laws of planetary motion state that planets move around the sun along an ellipse.

10) and (18. (18.4) and Newton’s second law.) Consider the ﬁrst of Kepler’s laws. From Lemma 18. and so 2rr θ + r2 θ = 0 −2r θ −2 dr c −2rr θ = = (18.10) r2 r r dt r2 −2c dr = (18. M is the mass of the sun and m is the mass of the planet. The question of interest is to know how r depends on θ.9). θ = dr dθ dr = dθ dt dt and by (18.3. dθ r dt d2 θ dt2 −2c dr −2c dr dθ = 3 3 dt r r dθ dt −2c2 dr −2c dr c = 5 r3 dθ r2 r dθ d2 r dθ2 d2 r dθ2 d2 r dθ2 dr d2 θ dθ dt2 2 dr −2c2 dr + dθ r5 dθ + 2 2 (18. The 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.12) (18. In the following argument. (18.5). the one which states that planets move along ellipses. regarding r as a function of θ and θ as a function of t. dr c dr = 2 . such that r2 θ = c. The constant was ﬁrst measured successfully by Lord Cavendish in 1798 and the present accepted value was obtained in 1942. r (t) − r (t) θ (t) Thus k = GM and r (t) − r (t) θ (t) = −k As in (18.12) again with respect to t. .9) Therefore. d2 r dt2 = = = dθ dt c r2 c r2 − dr dθ 2 2c2 r5 . by (18.13) Also. = = Diﬀerentiating (18. (It could also be a comet or an asteroid. c.11) r3 dt Now consider the ﬁrst of the above equations. Now from (18. the motion is in a plane. 2r (t) θ (t) + r (t) θ (t) = 0.9).2. Experiments like these are major accomplishments. By the chain rule.402 CURVILINEAR COORDINATE SYSTEMS by two larger masses. also. 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 .8) = 0 and so there exists a constant.

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

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

19) This relationship is known as Kepler’s third law. and (18. this has shown T2 = 4π 2 GM diameter of ellipse 2 3 . 2) (1 − ε (1 − ε2 ) / ε2 p2 (1 − ε2 ) 2 = 1. .2 on Page 248 which gives the area of an ellipse.7) the following equation must hold. ellipses or circles. 1 − ε2 Now let T denote the time it takes for the planet to make one revolution about the sun. area of ellipse π√ Therefore. PLANETARY MOTION 405 are acted on only by a force of the form given in the above example move along hyperbolas.3.16). ε is called the eccentricity. Kepler’s second law. T2 = = 4π 2 ε4 p4 3 kεp (1 − ε2 ) k (1 − ε2 ) 2 3 2 3 4π a 4π a = . This is called Kepler’s ﬁrst law in the case of a planet. (18. εp c εp =T 2 1 − ε2 (1 − ε2 ) 2 πε2 p2 c (1 − ε2 )3/2 4π 2 ε4 p4 c2 (1 − ε2 ) 3 T = and so T2 = Now using (18. The constant. k GM = 4π 2 (εp) 3 3 Written more memorably. Using this formula. Recall Example 10.18.9. holds for any central force. The case where ε = 0 corresponds to a circle. (1 − ε2 ) This follows because ε2 p2 (1 − 2 ε2 ) ≥ ε2 p2 . From (18. Kepler’s third law involves the time it takes for the planet to orbit the sun. (18. not just one which satisﬁes an inverse square law.18) Now note this is the equation of an ellipse and that the diameter of this ellipse is 2εp ≡ 2a.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 = . the equal area formula.

Give the cone. (b) x2 − y 2 = 1 (c) z 2 + x2 + y 2 = 6 (d) z = (e) y = x (f) z = x 10. Not only is it often very diﬃcult or even impossible to do it. Hint: You would need to ﬁnd x (t) . (a) z = x2 + y 2 . (a) z = x2 + y 2 . Find its spherical and cylindrical coordinates. Find the speed and the velocity of the object in terms of Cartesian coordinates. Suppose you know how the spherical coordinates of a moving point change as a function of t. the velocity would be x (t) i + y (t) j + z (t) k. 6. Describe the following surface in rectangular coordinates. Describe the following surface in rectangular coordinates. θ = π/4 where θ is the angle measured from the postive x axis spherical coordinates. φ = π/4 where φ is the polar angle in spherical coordinates.4 Exercises 1. x2 + y 2 x2 + y 2 . 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. Describe the following surface in rectangular coordinates. Describe how to solve for r and θ in terms of x and y in polar coordinates. 8. 5. However. 9. θ = π/4 where θ is the angle measured from the postive x axis cylindrical coordinates. and ρ (t) = t. sometimes this inversion can be done. (b) x2 − y 2 = 1 (c) z 2 + x2 + y 2 = 6 (d) z = (e) y = x (f) z = x 11. Can you ﬁgure out the velocity of the point? Speciﬁcally. A point has Cartesian coordinates. Describe the following surface in rectangular coordinates. and z (t) . Write the following in cylindrical coordinates. 2. 3) . suppose φ (t) = t. y (t) . θ (t) = 1 + t. 7. Write the following in spherical coordinates. Describe the following surface in rectangular coordinates. 2. 4. z = x2 + y 2 in cylindrical coordinates and in spherical coordinates. ρ = 4 where ρ is the distance to the origin. r = 5 where r is one of the cylindrical coordinates. Then in terms of Cartesian coordinates. 3.406 CURVILINEAR COORDINATE SYSTEMS 18. (1. 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.

(Actually it is 365.4. The orbit of the earth is pretty nearly circular and the distance from the sun to the earth is about 149 × 106 kilometers. determine the mass of the sun.256 days. The earth goes around it in 365 days. How are things diﬀerent in the Southern hemisphere? 13. . What are some physical assumptions which are made in the above derivation of Keplers laws from Newton’s laws of motion? 14.) 15. 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 5.18.6).19) and the above value of the universal gravitation constant. Such a satellite is called geosynchronous. Explain why low pressure areas rotate counter clockwise in the Northern hemisphere and clockwise in the Southern hemisphere. Using (18. EXERCISES 407 12.98 × 1024 kilograms. the low pressure area already has a counter clockwise rotation because of the rotation of the earth and its spherical shape. Hint: Note that from the point of view of an observer ﬁxed in space. 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. Now consider (18. In the low pressure area stuﬀ will move toward the center so r gets smaller. 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.

408 CURVILINEAR COORDINATE SYSTEMS .

Part IV Functions Of More Than One Variable 409 .

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

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

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

Before doing so. it must be possible to do this.1. Abp ) where Abk is an m × 1 matrix. (19.9) deﬁned is an m × p matrix. 7 6 2 2 6 First check to see if this is possible. you can’t multiply the matrices. Then an m × p matrix. 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.414 LINEAR ALGEBRA With this done. Deﬁnition 19. (AB)ij = Aik Bkj . AB is deﬁned as follows: AB ≡ (Ab1 .10) This motivates the deﬁnition for matrix multiplication which identiﬁes the ij th entries of the product. 3 1 1 7 6 2 2 6 2 6 2 6 . Let A be an m × n matrix and let B be an n × p matrix. · · ·. . bp ) where bk is an n × 1 matrix. Thus Aik Bkj .12) Two matrices. k=1 (19. Then AB is an m × p matrix and n (AB)ij = k=1 Aik Bkj . AB. Then B is of the form B = (b1 . the ith entry is n (19. 3 1 3 .4 Let A = (Aij ) be an m × n matrix and let B = (Bij ) be an n × p matrix. these must match (m × n) (n × p )=m×p If the two middle numbers don’t match. ith entry of the j th column of AB. Thus if A is an r × s matrix and B is a s × p then A and B are conformable in the order. Hence AB as just What is the ij th entry of AB? It would be the it would be the ith entry of Abj . Now B1j .5 Multiply if possible 3 1 . A and B are said to be conformable in a particular order if they can be multiplied in that order. Bnj and from the above deﬁnition. on Page 331.11) In terms of the repeated summation convention. the next task is to multiply an m × n matrix times an n × p matrix.1. 1 2 2 3 1 Example 19. (19. the following may be helpful. bj = . · · ·.

A (aB + bC) = a (AB) + b (AC) (B + C) A = BA + CA A (BC) = (AB) C (19. it can happen that AB makes sense while BA does not make sense which was the case in these examples. Therefore. you cannot conclude that AB = BA for matrix multiplication. b scalars. Proposition 19.1. MATRICES where the commas separate the columns in the equals 16 15 13 15 46 42 a 3 × 3 matrix as desired. In fact.15) . 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. the following hold for matrices and a.1.13) (19. Thus the above product 5 5 . 1 2 3 4 0 1 1 0 and 0 1 1 0 1 3 2 4 . It seems natural to ask if the product of any two n × n matrices commutes.7 Multiply if possible 7 6 2 3 1 . 14 This is not possible because it is of the form (3 × 2) (3 × 3) and the middle numbers don’t match. However. 2 3 1 2 Example 19.6 Multiply if possible 3 1 7 6 0 0 2 6 1 2 . and you see these are not equal. 0 1 1 0 = 2 4 1 3 . 2 3 1 1 2 Example 19. there are some properties which do hold.14) (19.9 If all multiplications and additions make sense.19.1. 0 0 Note the above two examples show matrix multiplication is not commutative.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 . When the multiplication is done it equals 13 13 29 32 .1.1. Example 19. 0 415 resulting product.

Another important operation on matrices is that of taking the transpose. The following example shows what is meant by this operation.17) (αA + βB) = αAT + βB T T = = = = (AB)ji Ajk Bki B T ik AT B T AT ij kj (19. .17) is left as an exercise and this proves the lemma. Deﬁnition 19. Then (AB) = B T AT and if α and β are scalars. denoted by placing a T as an exponent on the matrix. Thus the 3 × 2 matrix became a 2 × 3 matrix.1. This proves (19. Proof: From the deﬁnition. (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. the associative law of multiplication. Consider (19. Formula (19. The number 3 was in the second row and the ﬁrst column and it ended up in the ﬁrst row and second column. AT ij = Aji The transpose of a matrix has the following important property.1. Then AT denotes the n × m matrix which is deﬁned as follows. (A (BC))ij = Aik (BC)kj = Aik Bkl Clj = (AB)il Clj = ((AB) C)ij .416 LINEAR ALGEBRA Proof: Using the repeated index summation convention and the above deﬁnition of matrix multiplication. This motivates the following deﬁnition of the transpose of a matrix.15).14) is entirely similar.16) (19.15). Lemma 19. (AB) T ij T (19.10 Let A be an m × n matrix.11 Let A be an m × n matrix and let B be a n × p matrix. 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.

1 1 1 1 −1 1 = 0 0 and if A−1 existed. = . However.1. However. Then AIn = A.1.19. Lemma 19. it also follows that Im A = A. Does A have an inverse? One might think A would have an inverse because it does not equal zero. Show 2 −1 −1 1 is the inverse of A. = A−1 A a contradiction.14 Let A = 1 1 1 1 . The other case is left as an exercise for you. 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 Finding The Inverse Of A Matrix A little later a formula is given for the inverse of a matrix. Proof: (AIn )ij = = Aik δ kj Aij and so AIn = A. it is not a good way to ﬁnd the inverse for a matrix. 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 330.13 An n×n matrix. A has an inverse. Deﬁnition 19. It is also important to note that not all matrices have inverses. If Im is the m × m identity matrix.15 Let A = To check this. It is called the identity matrix because it is a multiplicative identity in the following sense.1.1. 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 19.12 Suppose A is an m × n matrix and In is the n × n identity matrix. Thus the answer is that A does not have an inverse. multiply 1 1 1 2 and 2 −1 −1 1 2 −1 1 1 −1 1 1 2 = 1 0 1 0 0 1 0 1 1 1 1 2 . Example 19.1. Example 19.

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

1 1 −1 Form the augmented matrix. Prove that Im A = A where A is an m × n matrix.8) show 0A = 0. −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. B = A−1 . 1 0 1 Example 19. A has no inverse exactly when it is impossible to do row operations and end up with one like (19. 1 19. Here the 0 on the left is the scalar 0 and the 0 on the right is the zero for m × n matrices. EXERCISES 419 Procedure 19. 1 1 0 2 2 1 −1 0 .2 Exercises 1.8) and previous problems show (−1) A = −A.1. 0 0 .(19. In (19. When this has been done.8) describe −A and 0. Using only the properties (19. 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. (A|I) and then do row operations until you obtain an n × 2n matrix of the form (I|B) (19.19. 3. Using only the properties (19.(19. 4.8) show 0 is unique.(19. Prove (19. Find A−1 . 2.1) .1) . This yields after a some computations. 1 1 1 −2 −2 Checking the answer is easy.1) .1) .8) show −A is unique. To ﬁnd A−1 if it exists. 6.17).2.20) if possible.20). 1 1 0 0 1 0 1 0 . Using only the properties (19.(19. The matrix. 7. Using only the properties (19.17 Let A = 1 −1 1 . 1 1 1 0 0 0 2 2 0 1 0 1 −1 0 1 0 0 1 1 −2 −1 2 and so the inverse of A is the matrix on the right. form the augmented n × 2n matrix. .1) . 5.(19.16 Suppose A is an n × n matrix.1.

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

Let 1 2 3 A = 2 1 4 . ei ∈ Rn is deﬁned 0 . Before showing this. v1 . determine why. From (19. which one is meant will be determined by the context in which they occur. here is a simple deﬁnition. They are all right. Thus ei = (0. A : Rn → Rm is called a linear transformation if for all u. 0. · · ·. then letting ei ∈ Rm and ej ∈ Rn . if A is an m × n matrix. 421 21. eT Aej = Aij i (19. LINEAR TRANSFORMATIONS (i) All of the above. . · · ·. Lemma 19. b scalars. v ∈ Rn and a.3. One of them is longer than the other.19. 1 0 2 Find A−1 if possible. However.21) Deﬁnition 19. · · ·. Prove that if A−1 exists and Ax = 0 then x = 0. if A is an m × n matrix. ∈Rn A au + bv = aAu + bAv ∈ Rm (19. matrix multiplication deﬁnes a linear transformation as just deﬁned. there is always a matrix which produces A. If A−1 does not exist. 19. Of course the ei for a particular value of i in Rn would be diﬀerent than the ei for that same value of i in Rm for m = n. (19. where the 1 is in the ith position and there are zeros everywhere else.3.3.3 Linear Transformations By (19. (19. Thus v is a list of real numbers arranged vertically. B such that AB = 0. b scalars.23) T . 0.2 A vector. 0) .1 A function. then for v.21). .3. Thus if A is a linear transformation from Rn to Rm . 0 as follows: . Find all 2 × 2 matrices. Let A = −1 3 −1 3 . ei ≡ 1 . Then eT v = v i . u vectors in Rn and a.13). vn . 1.22) i Also. . 20. Deﬁnition 19.21) holds. .3 Let v ∈ Rn . 22. It turns out this is the only type of linear transformation available. These vectors have a signiﬁcant property.

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

In this case. Aeik } = span {Ae1 .1 Least Squares Problems k Deﬁnition 19.25) . fk } for some j. · · ·. Proof: Let f1 = Aei1 |Aei1 | where ei1 is the ﬁrst vector in the list.3. · · ·. fk } for all j ≤ ik . fk } for all j. (By construction. · · ·. The other case is that Aej ∈ span {f1 .3. you should review the dot product and its properties on Page 311. Aeik } = span {f1 . Also recall that δ ij = 1 if i = j . · · ·. · · ·. · · ·.3. en } with the property that Aei = 0. · · ·. fk } = A (Rn ) . Then deﬁne / fk+1 ≡ Aeik+1 − Aeik+1 − k j=1 k j=1 Aeik+1 · fj fj Aeik+1 · fj fj . · · ·. xk }. · · ·. Deﬁne span {x1 .7 Let {x1 . First it could happen that Aej ∈ span {f1 . For x ∈ Rn arbitrary. fk } showing that span {f1 .3. · · ·. · · ·. LINEAR TRANSFORMATIONS 423 19. · · ·. · · ·. fk } . Thus span {f1 } = span {Aei1 } = span {Ae1 . Now suppose {f1 . Ae2 . xk } be a set of vectors in Rn . being a special case of something called the Gram Schmidt procedure. {f1 . fk } . fk } . · · ·. These sums are called linear combinations. xk } consists of all vectors which can be obtained by adding up scalars times the vectors in the set {x1 . This was just accomplished for k = 1. · · ·. (19. Aej is in / span {f1 .) Let ik+1 be the smallest index larger than ik such that Aeik+1 ∈ span {f1 .8 Let A be an m × n matrix. Before reading further. A = 0. · · ·. There are two cases to consider. · · ·. fr } such that fi · fj = δ ij and span {f1 . Then there exist vectors. · · ·. Aei1 } because Aek = 0 for k < i1 . stop and consider span {f1 . fr } = A (Rn ) ≡ {Ax : x ∈ Rn }. 0 if i = j Lemma 19. xk } ≡ i=1 ci xi : c1 . · · ·.19. ck ∈ R In words span {x1 . The following lemma is very signiﬁcant. fk } have been chosen in such a way that fi · fj = δ ij and span {Aei1 . 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 . {e1 . · · ·.

· · ·.9 Let y ∈ Rm and let A be an m × n matrix.26) fk+1 · fl = = Aeik+1 · fl − Aeik+1 − Aeik+1 − k j=1 k j=1 Aeik+1 · fj fj · fl Aeik+1 · fj fj =0 Aeik+1 · fl − Aeik+1 · fl k j=1 Aeik+1 · fj fj Therefore. fr } . This must happen in no more than n applications of the above process because for each j. it follows that if you can ﬁnd y1 . Proof: Let {f1 . · · ·. Let y1 . Continue until the ﬁrst case is obtained.8 with span {f1 .424 LINEAR ALGEBRA Note the denominator is non zero because of the assumption that Aeik+1 ∈ span {f1 . · · ·. · · ·. yr in such a way as to minimize r 2 n y− k=1 r y k fk . · · ·. fr } be the vectors of Lemma 19. / Then span {f1 . Since A (Rn ) = span {f1 . fk+1 } has the property that fi · fj = δ ij and each fj ∈ A (Rn ) . Aeik+1 = span Ae1 .3. fk+1 } = span Aei1 . Then there exists x ∈ Rn 2 minimizing the function. it will follow that this x is the desired solution. . Theorem 19. Then from the deﬁnition of |·| and the properties of the dot product. since |fk+1 | = 1. fr } = A (Rn ). The following is a fundamental existence theorem which is based on the above lemma. then letting Ax = k=1 yk fk . δ jl (19. Furthermore. · · ·.3. This proves the lemma. 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 ) . x minimizes this function if and only if (y−Ax) · Aw = 0 for all w ∈ R . · · ·. yr be a list of scalars. for l < k + 1. · · ·. fk } . Aeik+1 Also. ij < ij+1 and ij can’t be any larger than n. · · ·. · · ·. from the properties of the dot product on Page 311. it follows that {f1 . |y−Ax| .

. . yn 2 A as small as possible. Of course this will be impossible in general. This proves the existence part of the Theorem. . b yn . let t ∈ R and consider |y−A (x + tw)| 2 = = (y−Ax − tAw) · (y−Ax − tAw) |y−Ax| − 2t (y−Ax) · Aw + t2 |Aw| . {(xi . . 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. = . Therefore. Then Ax · y = x·AT y Proof: This follows from the deﬁnition. Lemma 19. m . − . the best values for m and b occur as the solution to y1 m . The desired system is y1 x1 1 .3. b to get as close as possible. 2 2 2 2 19.9. . which occurs if and only if (y−Ax) · Aw = 0 for all w ∈ Rn .10 Let A be an m × n matrix. According to Theorem 19. (Why?) This proves the theorem. LINEAR TRANSFORMATIONS 425 This shows that the minimum is obtained when yk = (y · f k ) . .3. . Suppose you are given points in the plane. Using the repeated index summation convention. b yn xn 1 which is of the form y = Ax and it is desired to choose m and b to make m b y1 .3. Ax · y = = = Aij xj yi xj AT yi ji x·AT y. |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 .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. 2 2 2 2 Then from the above equation. try to ﬁnd m. . AT A = AT . To verify the other part.19. −2t (y−Ax) · Aw + t2 |Aw| ≥ 0.3.

Then letting AT z = 0 and using the above lemma. b.3.9 and Lemma 19. . b = . computing AT A.426 where 1 . . and c the system 2 y x1 x1 1 1 a . m= and b= −( n i=1 xi ) ( n i=1 n i=1 yi ) + ( ( n i=1 x2 ) n − ( i ( n i=1 xi yi ) n 2 n i=1 xi ) n i=1 −( xi ) ( n i=1 xi yi + n 2 i=1 xi ) n − ( n i=1 yi ) 2 n i=1 xi ) x2 i . 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. One could clearly do a least squares ﬁt for curves of the form y = ax2 + bx + c in the same way. From Theorem 19. Then there exists x ∈ Rn such that Ax = y if and only if whenever AT z = 0 it follows that z · y = 0. . . . In this case you want to solve as well as possible for a. 19.3. including many in higher dimensions and they are all solved the same way. suppose that whenever.3. 1 LINEAR ALGEBRA x1 .9 there exists 2 x minimizing |y − Ax| which therefore satisﬁes (y − Ax) · Aw = 0 for all w ∈ Rn . (Why?) Therefore. by assumption.27) . AT (y − Ax) · w = 0 which shows that AT (y − Ax) = 0. y · z = Ax · z = x · AT z = x · 0 = 0. . xn Thus. . AT z = 0 it follows that z · y = 0. . Ax = y. Many other similar problems are important. This proves half the theorem. (19. (y − Ax) · y = 0.10. . . Therefore. c x2 xn 1 yn n and one would use the same technique as above. for all w ∈ Rn .11 Let A be an m × n matrix.3 The Fredholm Alternative The next major result is called the Fredholm alternative. A= . . It comes from Theorem 19. Theorem 19. To do the other half. . Proof: First suppose that for some x ∈ Rn .3.3. . It is necessary to show there exists x ∈ Rn such that y = Ax. .

4.8 explain the assertion (19.5) . by Theorem 19. 2) .3. 8. 5. y = Ax. 7. let y = z where AT z = 0 and conclude that z · z = 0 whenever AT z = 0. 19. ﬁnd the least squares solution to the following system. Then by Theorem 19. Using Corollary 19.12 and Problem 4.11 there exists x such that Ax = y therefore. If AT x = AT y.27) with w = x.26). 6. The proof of Theorem 19.3. and 0 is a solution to this equation. EXERCISES Now by (19. Show the following are equivalent. show that an m × n matrix is onto if and only if its transpose is one to one. Is it possible that AT is one to one? What does this say about A being onto? Prove your answer.11 the following argument was used. Therefore. This proves the theorem. ﬁnding a.3.12 Let A be an m × n matrix. 4) . Suppose L : Rn → Rm is a linear transformation. Thus AT is one to one. it follows that for all y ∈ Rm .19. Now do the same thing for y = ax2 + bx + c. x + 2y = 1 2x + 3y = 2 3x + 5y = 4 9. (1. If x · w = 0 for all w ∈ Rn . The following corollary is also called the Fredholm alternative. then x = 0.4 Exercises 1.3. b. Suppose A is a 3 × 2 matrix. and c to give the best approximation. Therefore. 427 Corollary 19.3. AT y = AT Ax and also explain why this is called a least squares solution to the equation. In the proof of Theorem 19. 3. A is onto. (0. Referring to Problem 7. In the proof of Lemma 19. 1) . Find m and b such that y = mx + b approximates these four points as well as possible. y · z = 0 whenever AT z = 0. (y − Ax) · (y−Ax) = (y − Ax) · y− (y − Ax) · Ax = 0 showing that y = Ax. Then A is onto if and only if AT is one to one. y · z = 0 whenever AT z = 0 because. (2. Why is this so? 4. . and (3. 3. since AT is assumed to be one to one.3. (b) L is one to one. If −ta+t2 b ≥ 0 for all t ∈ R and b ≥ 0. Proof: Suppose ﬁrst A is onto. then a = 0.11. (a) Lx = 0 implies x = 0. You are doing experiments and have obtained the ordered pairs. Why is this so? 2. Now let y ∈ Rm be given. then AT (x − y) = 0 and so x − y = 0.3. Explain why there always exists a solution to the equation. it must be the only solution.9 concluded with the following observation.

Then (A (t) B (t)) = A (t) B (t) + A (t) B (t) .5. The next lemma is just a version of the product rule. Proof: (A (t) B (t)) = Cij (t) where Cij (t) = Aik (t) Bkj (t) and the repeated index summation convention is being used. Then deﬁne A (t) ≡ Aij (t) .5. z = a + bx + cy + dxy + ex2 + f y 2 for example giving the best ﬁt to the given ordered triples. one pointing East and one pointing directly away from the center of the earth.1 The Coriolis Acceleration Imagine a point on the surface of the earth. Describe how to ﬁnd a polynomial. Lemma 19. To begin with. 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.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. yi . Such an m × n matrix in which the entries are diﬀerentiable functions is called a diﬀerentiable matrix. A (t) is the matrix which consists of replacing each entry by its derivative. That is. 19. Now consider unit vectors. (xi . Suppose you have several ordered triples. Deﬁnition 19.5 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.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. k ' i£ £ £ rrj r j . Therefore. one pointing South.1 Let A (t) be an m × n matrix. Is there any reason you have to use a polynomial? Would similar approaches work for other combinations of functions just as well? 19.5. j. zi ) . Suppose also that Aij (t) is a diﬀerentiable function for all i. here is the concept of the product rule extended to matrix multiplication. Say A (t) = (Aij (t)) .

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

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

MOVING COORDINATE SYSTEMS 431 Theorem 19. k} . k (t) . rB (t) is the position vector of a point as perceived by the observer on the earth with respect to the vectors he thinks of as ﬁxed. Now let R (t) be a position vector and let r (t) = R (t) + rB (t) where rB (t) ≡ x (t) i (t) +y (t) j (t) +z (t) k (t) . this implies (Ω − Ω1 ) ×w = 0 for all w and thus Ω − Ω1 = 0. e = Ω × e because the components of these vectors with respect to i. k (t). xi + yj + zk = xΩ × i + yΩ × j + zΩ × k = Ω × (xi + yj + zk) and consequently. (Ω − Ω1 ) ×Q (t) u = 0 for all u and since Q (t) is one to one and onto. Similarly. v = R + x i + y j + z k + Ω × rB = R + x i + y j + z k + Ω× (xi + yj + zk) . if e ∈ {i. Ω×vB a = v = R + x i + y j + z k+x i + y j + z k + Ω × rB .5. j (t) . j (t) . Therefore. j. thus regarding p (t) as the origin. 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.4 Let i (t) .19. vB (t) and aB (t) will be the velocity and acceleration relative to i (t) . j. and so vB = x i + y j + z k and aB = x i + y j + z k. Then v ≡ r = R + x i + y j + z k+xi + yj + zk . 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. Suppose Ω1 also works. By . Now consider the acceleration. then u (t) = Ω (t) × u (t) . R (t) is the position vector of a point p (t) on the earth’s surface and rB (t) is the position vector of another point from p (t) . This proves the theorem.29). Proof: It only remains to prove uniqueness. k (t) be as described. (19. k are constant. rB (t) ¢¢d d ¢ R(t) ¢ r(t) ¢ In the example of the earth. 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) .5. Therefore. j (t) . B on those relative to the moving coordinates system.

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. 19.30) implies aB = a − Ω× (Ω × R) − 2Ω × vB − Ω× (Ω × rB ) . be the usual basis vectors attached to the rotating earth. an acceleration experienced by the observer as he moves relative to the moving coordinate system. Also. k be the unit vectors described earlier with i pointing South. j pointing East. observe the coordinates of R (t) are constant with respect to i (t) . it being an acceleration felt by the observer relative to the moving coordinate system which he regards as ﬁxed. j. Solving for aB . p. The term Ω× (Ω × rB ) is called the centripetal acceleration. (19. Formula (19. 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. The mass multiplied by the Coriolis acceleration deﬁnes the Coriolis force. The force they feel is called centrifugal force and it causes centrifugal acceleration. (19. Then the whole circular room begins to revolve faster and faster.5.2 The Coriolis Acceleration On The Rotating Earth Now consider the earth. However. and the term −2Ω × vB is called the Coriolis acceleration. j∗ . Letting R (t) be the position vector of the point p. j (t) . The diﬀerence between these forces is that the Coriolis force is caused by movement relative to the moving coordinate system and the centrifugal force is not. from the center of the earth. the bottom drops out and the victims are held in place by friction. Let i∗ . Thus i∗ and j∗ depend on t while k∗ does not. k (t) . it follows from the geometric deﬁnition of the cross product that R = ωk∗ × R Therefore. aB = a − R − Ω × rB − 2Ω × vB − Ω× (Ω × rB ) . Thus k∗ is ﬁxed in space with k∗ pointing in the direction of the north pole from the center of the earth while i∗ and j∗ point to ﬁxed points on the survace of the earth. Ω = ωk∗ and so =0 R = Ω × R+Ω × R = Ω× (Ω × R) since Ω does not depend on t. 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. 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. and k pointing away from the center of the earth at some point of the rotating earth’s surface.30) Here the term − (Ω× (Ω × rB )) is called the centrifugal acceleration.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 ) .31) . if the nauseated victim moves relative to the rotating wall. k∗ . he will feel the eﬀects of the Coriolis force and this force is really strange. Let i. At some point.

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

(19. in (19. considering the j component.5 Suppose a rock is dropped from a tall building.33). and c = cos (φ) . 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) . the following equation is descriptive of the situation. there is a little sign which says Warning! 1000 ohms. p (t) on the earth’s surface. Also. aB = −gk−2z ω sin φj. the Coriolis force will not be neglected. z = −gt approximately. Where will it strike? Assume a = −gk and the j component of aB is approximately −2ω (x cos φ + z sin φ) . the i and k contributions will be very small. the second is j and the third is k in the above matrix. a is due to gravity. However.434 LINEAR ALGEBRA The ﬁrst column is i. The solution is a = − sin (φ) . b = 0. if the acceleration. The term Ω× (Ω × R) is pretty |R+rB | small and so it will be neglected. This is what allowed him to observe the earth rotate out from under it. Example 19. aB = a − Ω× (Ω × R) −2ω [(−y cos φ) i+ (x cos φ + z sin φ) j − (y sin φ) k] . This equals 2ω [(−y cos φ) i+ (x cos φ + z sin φ) j − (y sin φ) k] . It is also reasonable to expect that no such observed rotation would take place on the equator. 1 There is such a pendulum in the Eyring building at BYU and to keep people from touching it. The dominant term in this expression is clearly the second one because x will be small. . It was a very long pendulum with a heavy weight at the end so that it would vibrate for a long time without stopping1 . Therefore.33) Remember φ is ﬁxed and pertains to the ﬁxed point. Therefore. Example 19.5.5. aB = g−2ω [(−y cos φ) i+ (x cos φ + z sin φ) j − (y sin φ) k] B where g = − GM (R+r3 ) − Ω× (Ω × R) as explained above. Clearly such a pendulum will take 24 hours for the plane of vibration to appear to make one complete revolution at the north pole. This shows the rock does not fall directly towards the center of the earth as expected but slightly to the east.31). Two integrations give ωgt3 /3 sin φ for the j component of the relative displacement at time t. this is 2gtω sin φ. Therefore. Is it possible to predict what will take place at various latitudes? Using (19.6 In 1851 Foucault set a pendulum vibrating and observed the earth rotate out from under it.

Also. the last equation may be solved for T to get z =T gm − 2ωy sin (φ) m = T. l (19. g l x = 2ωy cos φ l y = −2ωx cos φ. 0.34) along with the initial conditions. y = c cos 2 bt 2 √ sin b2 + 4a2 t 2 x = c sin (19. and m is the mass of the pendulum bob. this becomes = −gk + T/m−2ω [(−y cos φ) i+ (x cos φ + z sin φ) j − (y sin φ) k] where T. the tension in the string of the pendulum. 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. x (0) = 0. The pendulum can be 2 thought of as the position vector from (0. √ c b2 + 4a2 x (0) = 0. MOVING COORDINATE SYSTEMS 435 Neglecting the small term. Ω× (Ω × R) .34) and b = 2ω cos φ. the pendulum is assumed to be long with a heavy weight so that x and y are also small. the ﬁrst two equations become x = − (gm − 2ωmy sin φ) and x + 2ωy cos φ ml y − 2ω (x cos φ + z sin φ) . y l−z x k T = −T i−T j+T l l l and consequently. y (0) = . With these simplifying assumptions. l) to the surface of the sphere x2 +y 2 +(z − l) = 2 l . 2 (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 . z = z = 0. Therefore. is directed towards the point at which the pendulum is supported.36) .19.35) yields a solution to (19. ml If the vibrations of the pendulum are small so that for practical purposes. c. y + a2 y = −bx where a2 = constant. ml All terms of the form xy or y y can be neglected because it is assumed x and y remain small. Therefore. y (0) = 0. Then it is fairly tedious but routine to verify that for each bt 2 √ sin b2 + 4a2 t .5.

it follows ω = hour. the conditions of (19.34) having these initial conditions will be those of (19. This is what describes the actual observed vibrations of the pendulum.7 It is known that low pressure areas rotate counterclockwise as seen from above in the Northern hemisphere but clockwise in the Southern hemisphere. The plane of vibration is √ b2 +4a2 determined by this vector and the vector k. observe T in hours. deﬁned as t = 0. the above formula implies T = 24 sec φ.5. the time it takes for the earth to turn out from under the pendulum is This is very interesting! The vector. The Coriolis acceleration is also responsible for the phenomenon of the next example.436 LINEAR ALGEBRA It is clear from experiments with the pendulum that the earth does indeed rotate out from under it causing the plane of vibration of the pendulum to appear to rotate. You could actually determine latitude. Example 19. = π 12 in radians per I think this is really amazing. and then solve the above equation for φ. j.36) will hold for some value of c and so the solution to (19. there will be some instant in time at which the pendulum will be vibrating in a plane determined by k and j. ) At this instant in time. (Recall k points away from the center of the earth and j points East. Thus the plane of vibration will have made one complete revolution when t = T for bT ≡ 2π. Then the acceleration observed by a person on the earth relative to the apparently ﬁxed vectors. i. 2 Therefore. 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.35) by uniqueness of the initial value problem. k. c T = 4π 2π = sec φ. 2ω cos φ ω 2π 24 Since ω is the angular speed of the rotating earth. The term sin t changes relatively fast 2 and takes values between −1 and 1. Also note the pendulum would not appear to change its plane of vibration at the equator because limφ→π/2 sec φ = ∞. not by taking readings with instruments using the North Star but by doing an experiment with a big pendulum. Of course the situation could be more complicated but this will suﬃce to explain the above question. is aB = −a (rB ) (xi+yj+zk) − 2ω [−y cos (φ) i+ (x cos (φ) + z sin (φ)) j− (y sin (φ) k)] . You would set it vibrating. 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. Therefore. Writing these solutions diﬀerently. 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. √ 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.

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

j points East.2 Find det 2 4 −1 6 a b c d . The determinant is also often denoted by enclosing the matrix with two vertical lines. You pick a row or column and corresponding to each number in that row or column. Cross out the row and column containing this 3 and take the determinant of what is left.3 Find the determinant of 1 2 4 3 3 2 3 2 . Then take the determinant of the resulting 2 × 2 matrix. what about a 3 × 3 matrix? Example 19.1 Let A = a b c d . Cross out the row and the column which contain 4 and take the determinant of the 2 × 2 2+1 matrix which remains. Deﬁnition 19. (−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. Thus det Example 19. If the matrix is a 2×2 matrix. Having deﬁned what is meant by the determinant of a 2 × 2 matrix.7.7. Then det (A) ≡ ad − cb. 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. Then 3+1 multiply this by 3 and by (−1) because this 3 is in the third row and the ﬁrst column.7. you cross out the row . and i points South. Now go to the 4. This gives the ﬁrst term in the above sum. What other irregularities will occur? Recall the Coriolis force is 2ω [(−y cos φ) i+ (x cos φ + z sin φ) j − (y sin φ) k] where k points away from the center of the earth. (−1) 2+1 4 2 3 2 1 + (−1) 2+2 3 1 3 3 1 + (−1) 2+3 2 1 3 2 2 = 0. It follows exactly the same pattern and you see it gave the same answer. From the deﬁnition this is just (2) (6) − (−1) (4) = 16.438 LINEAR ALGEBRA takes place over a large perfectly ﬂat ﬁeld so the curvature of the earth is not an issue? Explain. 19. You could also expand the determinant along the second row as follows.7 Determinants Let A be an n × n matrix. = a b c d . Finally consider the 3 on the bottom of the ﬁrst column. This is the pattern used to evaluate the determinant by expansion along the ﬁrst column. this number is very easy to ﬁnd. Multiply this by 4 and then by (−1) because the 4 is in the ﬁrst column and the second row. What is going on here? Take the 1 in the upper left corner and cross out the row and the column containing the 1. The determinant of A. 1 Here is how it is done by “expanding along the ﬁrst column”. denoted as det (A) is a number.

If you do so. ) and then multiply this number by (−1) . take the determinant of what is left. Lets pick the third column. you can expand this along any row or column. The above examples motivate the following incredible theorem and deﬁnition. However.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. To make the th formulas easier to remember.7.37) The ﬁrst formula consists of expanding the determinant along the ith row and the second expands the determinant along the j th column. Note that each of the four terms above involves three terms consisting of determinants of 2 × 2 matrices and each of these will need 2 terms. (This i+j is called the ij th minor of A. multiply this by the number i+j and by (−1) assuming the number is in the ith row and the j th column. I think you should regard the above claim that you always get the same answer by picking any row or column with considerable skepticism. This is a lot of terms. Now you know how to expand each of these 3 × 3 matrices along a row or a column. Then n n det (A) = j=1 aij cof (A)ij = i=1 aij cof (A)ij . You could expand this matrix along any row or any column and assuming you make no mistakes. (19. I hope you see that from the above pattern there will be 10! = 3. Suppose now you have a 10 × 10 matrix. It is incredible and not at all obvious.7.7. . there will be 4 × 3 × 2 = 24 terms to evaluate in order to ﬁnd the determinant using the method of Laplace expansion.7. This is done in the section on the theory of the determinant which follows. This method of evaluating a determinant by expanding along a row or a column is called the method of Laplace expansion. 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 . In addition to the diﬃculties just discussed. Deﬁnition 19.5 Let A = (aij ) be an n×n matrix. cof (A)ij will denote the ij entry of the cofactor matrix. Then adding these gives the value of the determinant. Therefore. 628 . 800 terms involved in the evaluation of such a determinant by Laplace expansion along a row or column. What about a 4 × 4 matrix? Example 19.19. Theorem 19. you will always get the same thing which is deﬁned to be the determinant of the matrix. you will get −12 assuming you make no mistakes. it requires a little eﬀort to establish it. take the determinant of the (n − 1) × (n − 1) matrix which results. 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.6 Let A be an n × n matrix where n ≥ 2. DETERMINANTS 439 and column containing it.

is upper triangular if Mij = 0 whenever i > j. · · ·. Corollary 19..7 0 −1 Next expand the last along the ﬁrst column which reduces to the product of the main diagonal elements as claimed. Then det (M ) is obtained by taking the product of the entries on the main diagonal. ∗ ∗ ··· ∗ . . Then det (A) = x det (A1 ) + y det (A2 ) where the ith row of A1 is (a1 . bn ) . .7.7. In other words. it suﬃces to take the product of the diagonal elements. as shown. This example also demonstrates why the above corollary is true. 0 ∗ . Thus det (A) = 1 × 2 × 3 × −1 = −6.. the entries of the form Mii . If A is an n×n matrix in which two rows are equal or two columns are equal then det (A) = 0. Theorem 19. .7. . You should verify the following using the above theorem on Laplace expansion.. Thus such a matrix equals zero below the main diagonal.7 0 0 −1 and now expand this along the ﬁrst column to get this equals 1×2× 3 33. . Suppose the ith row of A equals (xa1 + yb1 .7. Deﬁnition 19. all other rows of A1 and A2 coinciding with those of A. There are many properties satisﬁed by determinants. . . xan + ybn ). · · ·.10 If two rows or two columns in an n × n matrix. Example 19. you could expand along the ﬁrst column. an ) and the ith row of A2 is (b1 .7 0 −1 2 2 0 0 3 77 6 7 3 33.9 Let 1 0 A= 0 0 Find det (A) . . A. ∗ . · · ·.440 LINEAR ALGEBRA Notwithstanding the diﬃculties involved in using the method of Laplace expansion.8 Let M be an upper (lower) triangular matrix. certain types of matrices are very easy to deal with. Without using the corollary.. the determinant of the resulting matrix equals (−1) times the determinant of the original matrix. From the above corollary. are switched. Some of the most important are listed in the following theorem. This gives 2 6 7 1 0 3 33. det is a linear function of each .7 A matrix M . 0 ··· 0 ∗ A lower triangular matrix is deﬁned similarly as a matrix for which all entries above the main diagonal are equal to zero.

the method of Laplace expansion will not be practical for any matrix of large size. det (B) = −1 det (C) where 3 1 0 C= 0 0 2 0 −3 6 3 11 −8 30 4 22 . replace the fourth row by (−2) times the ﬁrst row added to it.7. DETERMINANTS 441 row A. As I pointed out above. it has the same determinant as A.11 Let A be an n × n matrix and let B be the matrix obtained by replacing the ith row (column) of A with the sum of the ith row (column) added to a multiple of another row (column). −13 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) . This yields the matrix. then det (AB) = det (A) det (B) . In addition to this. The same is true with the word “row” replaced with the word “column”.7. This theorem implies the following corollary which gives a way to ﬁnd determinants. 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.19. Then det (C) = − det (D) where 1 0 D= 0 0 2 −3 0 0 3 4 −8 −13 11 22 14 −17 . Corollary 19. and if A is an n × n matrix. if A and B are n × n matrices. Then replace the third row by (−4) times the ﬁrst row added to it.12 Find the determinant of the matrix. 1 2 3 4 0 −9 −13 −17 B= 0 −3 −8 −13 0 −2 −10 −3 and from the above corollary. Now using the corollary some more. Here is an example which shows how to use this corollary to ﬁnd a determinant. Finally. then det (A) = det AT . Now replace the last row with 2 times the third added to it and then switch the third and second rows. Example 19.7. 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 det (A) = det (B) .

Thus 11 22 det (D) = 1 (−3) = 1485 14 −17 and so det (C) = −1485 and det (A) = det (B) = −1 (−1485) = 495.7. If det(A) = 0.6. expanding this matrix along the k th column yields n th 0 = det (Bk ) det (A) Summarizing. if det (A) = 0.442 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.6 and letting (air ) = A. Recall the deﬁnition of the inverse of a matrix in Deﬁnition 19. n −1 = i=1 air cof (A)ik det (A) −1 air cof (A)ik det (A) i=1 −1 = δ rk . Proof: By Theorem 19. 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. n T (19.7.13 A−1 exists if and only if det(A) = 0. cof (A) A = I. i=1 Now consider n air cof (A)ik det(A)−1 i=1 when k = r. n air cof (A)ir det(A)−1 = det(A) det(A)−1 = 1.10.7. 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. and similar reasoning. Replace the k column with the rth column to obtain a matrix. Theorem 19. However. Therefore.1. det (A) Using the other formula in Theorem 19.38) arj cof (A)kj det (A) j=1 −1 = δ rk Now n n arj cof (A)kj = j=1 j=1 arj cof (A)jk T . 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.7.13 on Page 417. Bk whose determinant equals zero by Theorem 19.

11 on Page 441. Using Corollary 19. 1 2 3 A= 3 0 1 1 2 1 First ﬁnd the determinant of this matrix. Theorem 19.13 says that to ﬁnd the inverse. Now suppose A−1 exists. The cofactor matrix of A −2 4 2 is −2 6 −2 0 . from the above theorem. The transpose of the cofactor matrix is called the adjugate or sometimes the classical adjoint of the matrix A. where ij a−1 = cof (A)ji det (A) ij In other words.7.39) and it follows from (19. . Example 19. A cof (A) = I. In words.7. DETERMINANTS which is the rk th entry of A cof (A) . Therefore. 8 −6 Each entry of A was replaced by its cofactor. 1 2 3 0 −6 −8 0 0 −2 which equals 12.14 Find the inverse of the matrix. It is an abomination to call it the adjoint although you do sometimes see it referred to in this way.39) that A−1 = a−1 . 1 = det (I) = det AA−1 = det (A) det A−1 so det (A) = 0. Then by Theorem 19. 0 This way of ﬁnding inverses is especially useful in the case where it is desired to ﬁnd the inverse of a matrix whose entries are functions. the determinant of this matrix equals the determinant of the matrix. A−1 = cof (A) .38) and (19.7. det (A) T T 443 (19. This proves the theorem. take the transpose of the cofactor matrix and divide by the determinant.7.19. Therefore.7.10. A−1 is equal to one over the determinant of A times the adjugate matrix of A. det (A) T −1 . 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 .

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

7. Theorem 19. In fact. 2.20 Let A be an n × n matrix. There also exist r columns such that every column is a linear combination of these r columns. Theorem 19. 19.19. 3. Corollary 19.18 If A has determinant rank. r. A is onto.) 0 9 8 4 3 2 (b) 1 7 8 (The answer is 375. It is a remarkable fact that for n × n matrices. . A matrix is said to be orthogonal if AT A = I.8. This amazing result is proved in the next section but is stated here.7.8 Exercises 1. Thus the inverse of an orthogonal matrix is just its transpose. Find the determinants of the following matrices. 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).) 3 −9 3 1 2 3 2 1 3 2 3 (c) 4 1 5 0 .19 Let A be an n × n matrix. It is proved in the next section. A is one to one. What are the possible values of det (A) if A is an orthogonal matrix? 3. 1. Is it true that det (A + B) = det (A) + det (B)? If this is so. 4. det (A) = 0.7. Then the following are equivalent. 1 2 3 (a) 3 2 2 (The answer is 31. Show det (A) = 0. (The answer is −2. If A−1 exist. The following theorem is of fundamental importance and ties together many of the ideas presented above. EXERCISES 445 The following theorem is proved in the section on the theory of the determinant.) 1 2 1 2 2. then there exist r rows of the matrix such that every other row is a linear combination of these r rows. explain why it is so and if it is not so. Explain your answer. 5. one to one is equivalent to onto. what is the relationship between det (A) and det A−1 . it is easy to see they are all equal once the theorem has been proved. It says the row rank and column rank are both no larger than the determinant rank. Then A is one to one if and only if A is onto. give a counter example.

Let F (t) = det a (t) c (t) b (t) d (t) . 8. the vector. A ∼ B (A is similar to B) means there exists an invertible matrix. What sort of equation is this? How many solutions does it have? 12. 7. It turns out that not every number is an eigenvalue. Show that A−1 exists if and only if all elements of the main diagonal are non zero. then A ∼ C. Let A and B be two n × n matrices. Suppose A is an upper triangular matrix.19 there exists x = 0 such that (λI − A) x = 0. When this occurs. Show using Theorem 19. ↑Theorem 19. 10.7. In the context of Problem 9 show that if A ∼ B. g (t) h (t) i (t) Conjecture a general result valid for n × n matrices and explain why it will be true. t e 0 0 . 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) . λ is called an eigenvalue. 13. 11. then det (A) = det (B) . et cos t et sin t A= 0 t t t 0 e cos t − e sin t e cos t + et sin t . Explain why this shows that (λI − A) is not one to one and not onto. Now use Theorem 19. x is called an eigenvector and the scalar. Verify a (t) c (t) b (t) d (t) + det a (t) c (t) b (t) d (t) . Suppose det (λI − A) = 0.19 to argue det (λI − A) = 0. Why? Hint: Show that if Ax = λx. Is everything the same for lower triangular matrices? 9. F (t) = det Now suppose a (t) b (t) c (t) F (t) = det d (t) e (t) f (t) . Show also that A ∼ A and that if A ∼ B and B ∼ C. Let A be an n × n matrix and let x be a nonzero vector such that Ax = λx for some scalar.18 showed that determinant rank is at least as large as column and row rank.7. Show they are all equal. then (λI − A) x = 0. Can a similar thing be done with the columns? 14.446 LINEAR ALGEBRA 6. S such that A = S −1 BS. Only certain ones are. λ. Show det (aA) = an det (A) where here A is an n × n matrix and a is a scalar. then B ∼ A. Show that if A ∼ B.7. Use the formula for the inverse in terms of the cofactor matrix to ﬁnd the inverse of the matrix. Is it true that A−1 will also be upper triangular? Explain.

where the D is an m × r matrix. in } = {1. There will be some repetition between this section and the previous section for the convenience of the reader. · · ·. n} . n} to one of the three numbers. · · ·. The following Lemma will be essential in the deﬁnition of the determinant. 0. n) = 1 sgnn (i1 .7.42) where n = iθ in the ordered list. Let (i1 . tell why C= A D 0 Im Ir 0 0 B . In the case where n = 2. in ) = − sgnn (i1 . q. No switching is possible. · · ·. Thus. sgnn (i1 . n + 1. · · ·. · · ·.19.1 There exists a unique function. Let θ be the position of the number n + 1 in the list. · · ·. Proof: To begin with. n} so that every number from {1. in ) ≡ (−1) n−θ sgnn−1 (i1 . and the 0 is a r × m matrix. iθ+1 . n. · · ·. 3) and (2. Lemma 19. · · ·. 2) = sgn2 (1. in+1 ) . If there are no repeats. · · ·. in+1 ) . in ) be an ordered list of numbers from {1. in ) . iθ−1 . iθ+1 . THE MATHEMATICAL THEORY OF DETERMINANTS 447 15.9. This means the order is important so (1. · · ·. 1) = 0 while sgn2 (2. Letting Ik denote the k × k identity matrix. iθ+1 . p.9. p. Now explain why det (C) = det (A) det (B) . it is also clearly true. in ) . Deﬁne sgn1 (1) ≡ 1 and observe that it works. 1) = 0 and verify it works. · · ·. in ) (19.41) In words. · · ·.42) it must be that sgnn+1 (i1 . Let sgn2 (1. it is necessary to show the existence of such a function. If there are any repeated numbers in (i1 . sgnn which maps each list of numbers from {1. q. Consider the following n × n block matrix C= A D 0 B . Let A be an r × r matrix and let B be an m × m matrix such that r + m = n. Hint: Part of this will require an explanation of why A 0 det = det (A) . · · ·. · · ·. the value of the function is multiplied by −1. iθ−1 . (i1 . sgnn+1 (i1 . n + 1. or −1 which also has the following properties. in the case where n > 1 and {i1 . · · ·.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. · · ·. in+1 ) ≡ 0. n} appears in the ordered list. in ) (19. 3) are diﬀerent. sgnn+1 will be deﬁned in terms of sgnn . From (19. iθ−1 . in+1 ) ≡ . then n + 1 appears somewhere in the ordered list. · · ·. · · ·. · · ·. · · ·. (i1 . iθ+1 . · · ·. · · ·. the list is of the form (i1 . 1. · · ·. Also. · · ·. iθ−1 .11. D Im See Corollary 19. sgnn (1.40) (19. Assuming such a function exists for n. 2. This is clearly true if n = 1. 1. 2) = 1 and sgn2 (2. the second property states that if two of the numbers are switched. 19. · · ·.

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

3 Let (aij ) = A denote an n × n matrix. · · ·.41) gives both functions are equal to zero for that ordered list. f and g both satisfying (19. n) and applying the same sequence of switches. note that you can obtain any ordered list of distinct numbers from a sequence of switches. Then sgn (r1 . · · ·. · · ·. To see this function is unique. · · ·. n + 1. r s 449 This proves the existence of the desired function. rn )) . THE MATHEMATICAL THEORY OF DETERMINANTS = − sgnn+1 i1 .41). Proposition 19. Deﬁnition 19.···. k2 ) = f (1.k2 ) Deﬁnition 19. in+1 . · · ·. .···. · · ·.kn ) sgn (k1 .9. eventually arrive at f (i1 . rn ) denote an ordered list of n numbers from {1. If any numbers are repeated. · · ·.kn ) sgn (k1 . 1) + f (1. kn ) a1k1 · · · ankn where the sum is taken over all ordered lists of numbers from {1.9. n}. · · ·. For example. rn ) be an ordered list of numbers from {1. · · ·. n) = A. · · ·. · · ·. then (19.kn ) to be the sum of all the f (k1 · · · kn ) for all possible choices of ordered lists (k1 . The determinant of A. A. Thus det (A (r1 . denoted by det (A) is deﬁned by det (A) ≡ (k1 .45) and A (1.46) (19. · · ·. In what follows sgn will often be used rather than sgnn because the context supplies the appropriate n. n} . Let A (r1 . f (k1 . · · ·. · · ·. · · ·.2 Let f be a real valued function which has the set of ordered lists of numbers from {1. · · ·. rn ) denote the matrix whose k th row is the rk row of the matrix.47) = det (A (r1 . · · ·. 2) + f (2. · · ·. Note it suﬃces to take the sum over only those ordered lists in which there are no repeats because if there are. 1) + f (2.9. kn ) of numbers of {1. Deﬁne f (k1 · · · kn ) (k1 .4 Let (r1 .40) and (19. n}. rn ) det (A) = (k1 . If there exist two functions. · · ·. kn ) ar1 k1 · · · arn kn (19.9. · · ·. · · ·. (k1 .···. kn ) ar1 k1 · · · arn kn (19. Let A be an n × n matrix. n) = g (1. kn ) = 0 and so that term contributes 0 to the sum. n} as its domain. rn )) = (k1 . · · ·. A = (aij ) and let (r1 .19.kn ) sgn (k1 .···. sgn (k1 . n}. q. · · ·. · · ·. 2) . you could start with f (1. This proves the lemma. in ) . in ) = g (i1 .

· · ·. · · ·. s. kn a1k1 · · · askr · · · arks · · · ankn (19. · · ·.···. ks = − det (A (1. · · ·.9. n)) = LINEAR ALGEBRA (19. rn ) det (A) and proves the proposition in the case when there are no repeated numbers in the ordered list.48) -(19. r. Thus there are n (n − 1) ways to ﬁll the ﬁrst two slots. calling ks .kn ) − sgn k1 . · · ·.kn ) sgn (k1 . · · ·. rn ) sgn (k1 .1. rn ) = 0 and also sgn (r1 . · · ·. this equals = (k1 . and continuing in this way. ij aT = aji .49) = (k1 . ks . Then for each of these ways there are n − 2 choices left for the third slot. · · ·. · · ·. (Recall that for AT = aT . kr . then the reasoning of (19. n)) = − det (A (1. n). To see this. n} as stated in the observation. s. With the above. · · ·. · · ·. · · ·. ks . kn ) a1k1 · · · arks · · · askr · · · ankn These got switched . · · ·.···. (k1 . · · ·. kr and kr . kn ) a1k1 · · · arkr · · · asks · · · ankn . · · ·. There are n choices for the ﬁrst slot. · · ·. det (A (1. · · ·. rn )) = (−1) det (A) = sgn (r1 .49) shows that A (r1 . However. n) play the role of A. · · ·. kn ) ar1 k1 · · · arn kn . there are n − 1 choices for the second.450 Proof: Let (1. · · ·. · · ·. · · ·.···. ks . Continuing this way. this implies det (A (r1 . · · ·. det (A (1.···. For each of these choices. it is possible to give a more symmetric description of the determinant from which it will follow that det (A) = det AT . switching pairs of numbers. s.kn ) and renaming the variables. (r1 . · · ·. · · ·. · · ·. · · ·.50) p sgn (r1 . r. Corollary 19. · · ·. det (A) = 1 · n! (19.48) sgn (k1 . · · ·.5 There are n! ordered lists of distinct numbers from {1. r. · · ·. r. · · ·. · · ·s. kr . (r1 . r. · · ·. n) so r < s. · · ·. · · ·. there are n! ordered lists of distinct numbers from {1. n} . · · ·. · · ·. · · ·. rn ) = 0 so the formula holds in this case also.) ij .···.9. n) = (1.9. rn ) from (1. rn ). Observation 19. p det (A (r1 . say the rth row equals the sth row. By Lemma 19. kr .rn ) (k1 .kn ) And also det AT = det (A) where AT is the transpose of A. · · ·. rn )) = (−1) det (A) where it took p switches to obtain(r1 .6 The following formula for det (A) is valid. s. consider n slots placed in order. s. n)) = − det (A) Now letting A (1. · · ·. · · ·. n)) . Consequently. r. if there is a repeat.

) n! det (A) = sgn (r1 . In other words. · · ·.9. It remains to verify the last assertion.4. kn ) ar1 k1 · · · arn kn .9. Thus if A1 is the matrix obtained from A by switching two columns. A.4 when two rows are switched. · · ·cr such that w = k=1 ck vk . 1 If A has two equal columns or two equal rows. kn ) a1k1 · · · bki · · · ankn ≡ x det (A1 ) + y det (A2 ) .kn ) =x +y (k1 . Then det (A) = x det (A1 ) + y det (A2 ) where the ith row of A1 is (a1 . · · ·.9.6 the same holds for columns because the columns of the matrix equal the rows of the transposed matrix. then switching them results in the same matrix. · · ·. vr } . Therefore. · · ·.···. The following corollary is also of great use. Corollary 19. rn ) sgn (k1 . rn ) where the ri are distinct. If A is an n×n matrix in which two rows are equal or two columns are equal then det (A) = 0. · · ·. Proof: By Proposition 19. the determinant of the resulting matrix equals (−1) times the determinant of the original matrix.kn ) 451 sgn (r1 .···.···. det (A) = (k1 .···.9. · · ·. The same is true of columns because det AT = det (A) and the rows of AT are the columns of A.9. sgn (r1 . Summing over all ordered lists. an ) and the ith row of A2 is (b1 .kn ) sgn (k1 . Deﬁnition 19. (r1 . the determinant of the resulting matrix is (−1) times the determinant of the original matrix. are switched. · · ·. · · ·.···. bn ) . kn ) ar1 k1 · · · arn kn .8 We say a vector. kn ) a1k1 · · · (xaki + ybki ) · · · ankn sgn (k1 .···.7 If two rows or two columns in an n × n matrix.19. is a linear combination of the vectors {v1 . · · ·. vr } r if there exists scalars. . (r1 . if the ri are distinct.kn ) sgn (k1 . The same is true with the word “row” replaced with the word “column”. xan + ybn ). THE MATHEMATICAL THEORY OF DETERMINANTS Proof: From Proposition 19.rn ) (k1 . kn ) a1k1 · · · aki · · · ankn (k1 . · · ·.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 ) . c1 . · · ·. · · ·. · · ·.9. (If the ri are not distinct. det (A) ≡ (k1 . det is a linear function of each row A. rn ) = 0 and so there is no contribution to the sum. det (A) = − det (A) and so det (A) = 0. all other rows of A1 and A2 coinciding with those of A. By Corollary 19. Suppose the ith row of A equals (xa1 + yb1 . This is the same as saying w ∈ span {v1 . w. rn ) sgn (k1 .

Then det (A) = 0. · · ·. kn ) c1k1 · · · cnkn (k1 .12 Suppose a matrix is of the form M= or M= A 0 A ∗ ∗ a 0 a (19. A = (aij ) and B = (bij ).10 If A and B are n × n matrices.9. Deﬁnition 19.9.9.9. Proof: Let cij be the ij th entry of AB.rn ) = This proves the theorem.452 LINEAR ALGEBRA Corollary 19.9. 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. det (AB) = sgn (k1 .52) .9. This proves the corollary. Recall the following deﬁnition of matrix multiplication.rn ) (k1 .···. AB = (cij ) where n cij ≡ k=1 aik bkj . (r1 ···. Proof: Let A = a1 · · · an be the columns of A and suppose the condition that one column is a linear combination of r of the others is satisﬁed.9. · · ·. kn ) br1 k1 · · · brn kn (a1r1 · · · anrn ) sgn (r1 · · · rn ) a1r1 · · · anrn det (B) = det (A) det (B) . Lemma 19.51) (19.4.9 Suppose A is an n × n matrix and some column (row) is a linear combination of r other columns (rows). · · ·. Theorem 19.7 r a1 ··· ar ··· an−1 r k=1 ck ak . The case for rows follows from the fact that det (A) = det AT .kn ) = (k1 .kn ) sgn (k1 .···. kn ) r1 a1r1 br1 k1 ··· rn anrn brn kn = (r1 ···.kn ) sgn (k1 . Then det (AB) = det (A) det (B) . Then by Proposition 19. det (A) = k=1 ck det a1 · · · ar ··· an−1 ak = 0. Thus an = k=1 ck ak and so det (A) = det By Corollary 19.11 Let A and B be n × n matrices.···. One of the most important rules about determinants is that the determinant of a product equals the product of the determinants.

. kn ) m1k1 · · · mnkn Letting θ denote the position of n in the ordered list.13 Let A = (aij ) be an n × n matrix. 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.···. To get the assertion in the situation of (19. In terms of the theory of determinants. mnn = a and mni = 0 if i = n while in the second case. kn ) then using the earlier conventions used to prove Lemma 19.kn−1 ) sgnn−1 (k1 . Therefore. The following theorem proves this assertion. those for which kn = n.kn ) n−θ sgnn−1 k1 .···.9. the term involving mnkn in the above expression equals zero.19.51) use Corollary 19.9.1. mnn = a and min = 0 if i = n. cof (A) is deﬁned by cof (A) = (cij ) where to obtain cij delete the ith row and the j th column of A. The following is the main result.14 Let A be an n × n matrix where n ≥ 2.52).9. det (M ) equals (−1) (k1 . take the determinant of the (n − 1) × (n − 1) matrix which results.6 and (19. (19. Therefore. · · ·kn−1 ) m1k1 · · · m(n−1)kn−1 = a det (A) . Then a new matrix called the cofactor matrix. Proof: Denote M by (mij ) . the above expression reduces to a (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. This proves the lemma. det (M ) ≡ (k1 .kn ) sgnn (k1 . Then n n det (A) = j=1 aij cof (A)ij = i=1 aij cof (A)ij . From the deﬁnition of the determinant. kθ−1 . the only terms which survive are those for which θ = n or in other words. arguably the most important idea is that of Laplace expansion along a row or a column. · · ·. Then det (M ) = a det (A) . Theorem 19. kn θ n−1 m1k1 · · · mnkn Now suppose (19. To make th the formulas easier to remember. · · ·. ) and then multiply this number by (−1) . This will follow from the above deﬁnition of a determinant. kθ+1 . · · ·. (k1 .9. cof (A)ij will denote the ij entry of the cofactor matrix.53) The ﬁrst formula consists of expanding the determinant along the ith row and the second expands the determinant along the j th column. Then if kn = n. Deﬁnition 19.52) to write det (M ) = det M T = det AT ∗ 0 a = a det AT = a det (A) .9. i+j (This is called the ij th minor of A.···. · · ·. Thus in the ﬁrst case.

0) . · · ·. Also.13 on Page 417. Replace the k column with the rth column to obtain a matrix. by Lemma 19. Recall the deﬁnition of the inverse of a matrix in Deﬁnition 19.1. this results in multiplying the determinant of the old matrix by −1 to get the determinant of the new matrix. Thus cof (A)ij ≡ (−1) det Aij .14 and letting (air ) = A.7. · · ·. n air cof (A)ir det(A)−1 = det(A) det(A)−1 = 1. ain ) be the ith row of A.15 A−1 exists if and only if det(A) = 0. i=1 Now consider n air cof (A)ik det(A)−1 i=1 when k = r.4. when two rows or two columns in a matrix. n det (A) = = det A n T = j=1 aT cof AT ij ij aji cof (A)ji j=1 which is the formula for expanding det (A) along the ith column.9. However. Then by Corollary 19. 0. Let Bj be the matrix obtained from A by leaving every row the same except the ith row which in Bj equals (0. At this point.7. This proves the theorem. 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.9. M. 0. i+j Aij 0 n aij cof (A)ij which is the formula for expanding det (A) along the ith row. det (A) = j=1 (−1) (−1) n−j (−1) det n−i det ∗ aij Aij 0 ∗ aij = aij cof (A)ij . recall that from Proposition 19. det (Bj ) = = Therefore. Theorem 19.9. Bk whose determinant equals zero by Corollary 19. then A−1 = a−1 ij where a−1 = det(A)−1 cof (A)ji ij for cof (A)ij the ij th cofactor of A. Proof: By Theorem 19. are switched. · · ·. Therefore.9. expanding this matrix along the k th column yields n th 0 = det (Bk ) det (A) −1 = i=1 air cof (A)ik det (A) −1 .12. aij . if det (A) = 0.9. If det(A) = 0. Note that this gives an easy way to write a formula for the inverse of an n × n matrix.9.454 LINEAR ALGEBRA Proof: Let (ai1 .

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.

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

468 LINEAR ALGEBRA .

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

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

v ≡ (v1 . Thus. 1. A simple example of this is a person climbing a mountain. ∂xi This is called the partial derivative of f. this results in a change in z = f (x. Thus f (x + tv) = 1 + Therefore. y) = x2 y in the direction of i + j at the point (1. t→0 lim Deﬁnition 20. 0. When (x. This unit 1 1 vector is v ≡ √2 . 2 There is something you must keep in mind about this. write the diﬀerence quotient described above. These are the vectors. xi . 2) = 5√ 2 .3 Let U be an open subset of Rn and let f : U → R.2. Deﬁnition 20. There are some special unit vectors which come to mind immediately. ei where T ei = (0. at the point x as Dv f (x) ≡ lim t→0 f (x + tv) − f (x) . = lim t→0 t t→0 lim 2 Actually. you would be getting the slope of the indicated tangent line. ∂f (x) ∂xi ≡ f (x+tei ) − f (x) t f (x1 . Then letting T x = (x1 . THE DIRECTIONAL DERIVATIVE 471 In this picture.2.2. y0 ) . t Example 20.20. this you diﬀerence quotient equals 1 2 10 + 4t 2 + t2 and so. The directional derivative is just a measure of the steepness in a given direction. · · ·. However. t t and to ﬁnd the directional √ derivative. letting t → 0. 4 Dv f (1. 2 t √ 2 2 2+ t √ 2 and f (x) = 2. y0 ) is a point in the xy plane. · · ·xn ) − f (x1 . · · ·xn ) . y) moves in the direction of v. He could go various directions. 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. √ take the limit of this as t → 0. · · ·. deﬁne the directional derivative of f in the direction. ∂f (x) ≡ Dei f (x) . For x ∈ U.2. xn ) be a typical element of Rn . The directional derivative in this direction is deﬁned as f (x0 + tv1 . .2 Find the directional derivative of the function. · · ·. some steeper than others. If you looked at it from the side. y) as shown in the picture. v2 ) is a unit vector in the xy plane and x0 ≡ (x0 . t t 1 + √2 2 + √2 − 2 f (x + tv) − f (x) = . This motivates the following general deﬁnition of the directional derivative. · · ·0) and the 1 is in the ith position. y0 + tv2 ) − f (x0 . First you need a unit vector which has the same direction as the given vector. 2) . · · ·. 0. v. Then to ﬁnd the directional derivative from the deﬁnition. The direction vector must always be a unit vector2 . √2 . xi + t. f (x.1 Let f : U → R where U is an open set in Rn and let v be a unit vector. t It tells how fast z is changing in this direction.

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

0) . Would the directional derivative be a correct manifestation of steepness? 2. fzy . 6. 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. In other words. f (x) ≤ f (y) . · · ·. 4. As an important application of Problem 5 consider the following. fxy . Why must the vector in the deﬁnition of the directional derivative be a unit vector? Hint: Suppose not. Find a formula for a and b in terms of the given ordered pairs. EXERCISES 473 20. i=1 (ati + b − xi ) is as small as possible.3 Exercises 1.5. (a) x2 y 3 z 4 + sin (xyz) (b) sin (xyz) + x2 yz (c) z ln x2 + y 2 + 1 (d) ex 2 +y 2 +z 2 (e) tan (xyz) 5. Suppose f : U → R where U is an open set and suppose that x ∈ U has the property that for all y near x. t2 . tn and at each time there results a collection of numerical p outcomes. 0) and (0. Hint: This is just a repeat of the similar one variable theorem given earlier.2 on Page 126. Experiments are done at n times. Theorem 6. fyz for the following and form a conjecture about the mixed partial derivatives. then fxi (x) = 0 for each xi .20. t1 . fyx . fz . you want to minimize the function of two variables. ∂f ∂y (0. b) ≡ i=1 (ati + b − xi ) . p 2 f (a. Find fx . Suppose f (x. y) = Find ∂f ∂x 2xy+6x3 +12xy 2 +18yx2 +36y 3 +sin(x3 )+tan(3y 3 ) 3x2 +6y 2 if (x.3. fxz. You just do this argument given earlier for each variable to get the conclusion. 0) 0 if (x. You will be ﬁnding the formula for the least squares regression line. Find ∂f ∂f ∂x . . y) = (0. Denote by {(ti . y) = (0. 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. fzx . Prove that if f has all of its partial derivatives at x. fy . ∂y .

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

y) = (0.5. an open set. Proof: Let x ∈ A and let B (x. THE LIMIT OF A FUNCTION OF MANY VARIABLES Example 20. Now every nonempty ball in Rp contains inﬁnitely many points (Why?) and this proves the lemma. y) = if (x. Deﬁnition 20. it follows B (x. B (x. y) − fx (0. r1 ) ⊆ A for some r1 > 0.3 Let f : D (f ) ⊆ Rp → Rq where q. they are not equal there. fx = y Now fxy (0. r) . 0) = fy (0. Now consider vector valued functions of many variables. The case where A is open will be the one of most interest but many other sets have limit points.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. Since x ∈ A.4. x is said to be a limit point of the set. y) = (0.2 If A is a nonempty open set in Rp . Lemma 20.1 Let A denote a nonempty subset of Rp .5. 0) − fy (0. r) be a ball as above. Deﬁnition 20. δ) ⊆ A∩B (x. r) contains inﬁnitely many points of A.20. D (f ) and this concept is deﬁned next. Then letting δ = min (r1 . 0) = 0. 0) . A if for every r > 0. 20. 0) ≡ = fy (x. 0) 0 if (x. 0) ≡ = while fyx (0. then every point of A is a limit point of A. y) = (0. 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. Then lim f (y) = L y→x . fy = x x4 − y 4 − 4x2 y 2 (x2 + y 2 ) 2 fx (0. 0) . r) . 0) x x4 lim =1 x→0 (x2 )2 x→0 x4 − y 4 + 4x2 y 2 (x2 + 2 y2 ) . Using the standard rules of diﬀerentiation. B (x.5. for (x.3 Let f (x.5. When f : D (f ) → Rq one can only consider in a meaningful way limits at limit points of the set. 0) xy (x2 −y 2 ) x2 +y 2 475 From the deﬁnition of partial derivatives it follows immediately that fx (0. p ≥ 1 be a function and let x be a limit point of D (f ). A point.

Proof: Suppose limy→x f (y) = L1 and limy→x f (y) = L2 . the properties of the dot product and the Cauchy Schwartz inequality. Then by the triangle inequality. Lk ) if and only if lim fk (y) = Lk (20. and so for such y. |L − f (y)| < ε. There exists δ 1 such that if 0 < |y − x| < δ 1 . Theorem 20.5) y→x for each k = 1.5. limy→x f (y) = L = (L1 · ··.5 Suppose x is a limit point of D (f ) and limy→x f (y) = L . fq (y)) . this shows L1 = L2 . Then if limy→x f (y) exists.4) T For a vector valued function. limy→x g (y) = K where K and L are vectors in Rp for p ≥ 1. it must be unique.2) is left for you. Proof: The proof of (20. if h is a continuous function deﬁned near L. then y→x lim h ◦ f (y) = h (L) . |g (y) − K| < . It is like a corresponding theorem for continuous functions. For all ε > 0 there exists δ > 0 such that if 0 < |y − x| < δ and y ∈ D (f ) then. |f (y) − L| < ε ε . y→x lim af (y) + bg (y) = aL + bK. δ) ∩ D (f ) . 2 (1 + |K| + |L|) 2 (1 + |K| + |L|) (20. Since x is a limit point.476 FUNCTIONS OF MANY VARIABLES if and only if the following condition holds. Proposition 20.6) . Then if a. p.3) lim f · g (y) = L · K Also. Now let 0 < δ 2 be such that for 0 < |x − y| < δ 2 . b ∈ R. Therefore. |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| . Let ε > 0 be given.4 Let f : D (f ) ⊆ Rp → Rq where q.2) (20. δ 2 ). Since ε > 0 is arbitrary. let δ i > 0 correspond to Li in the deﬁnition of the limit and let δ = min (δ 1 . Therefore. · · ·. for 0 < |y − x| < δ 1 . Then for ε > 0 be given.5. then |f (y) − L| < 1. (20. y→x (20.3). · · ·. it follows from the triangle inequality that |f (y)| < 1 + |L| .7) (20. p ≥ 1 be a function and let x be a limit point of D (f ). |f · g (y) − L · K| ≤ (1 + |K| + |L|) [|g (y) − K| + |f (y) − L|] . f (y) = (f1 (y) . |L1 − L2 | ≤ |L1 − f (y)| + |f (y) − L2 | < ε + ε = 2ε. there exists y ∈ B (x. Consider (20.

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

∞). f (x0 )) ¢ ¢ ¢ ¢ Thus from (20. Give some examples of limit problems for functions of many variables which have limits and prove your assertions. show if limy→x f (y) = L and limy→x g (y) = M. Let f (x.0) f (x. Let {xk }k=1 be any ﬁnite set of points in Rp . f at the point (x0 . B (x.7 Approximation With A Tangent Plane To begin with. 20.6 Exercises 1. tell why it does not exist. Find limx→0 sin(|x|) |x| and prove your answer from the deﬁnition of limit. Prove lim g (|x|) = g (|x0 |) . 0) xy x2 +y 2 n Find lim(x.8) and a picture of the situation is depicted below. 0 if (x.478 FUNCTIONS OF MANY VARIABLES 20. Show this set has no limit points. Why? 2. y) if it exists.8). y) = (0. 4. Suppose x is deﬁned to be a limit point of a set. 7. x→x0 8. 6. Show this is equivalent to the above deﬁnition of limit point. f (x0 )) is given by y − f (x0 ) = f (x0 ) (x − x0 ) (20. If it does not exist. ¢ ¢ ¢ ¢ ¢r (x0 .y)→(0. A if and only if for all r > 0. y = f (x0 ) + f (x0 ) (x − x0 ) . r) contains a point of A diﬀerent than x. 5. 3. g :U → R3 where U is a nonempty subset of Rp and x is a limit point of U. Then the tangent line to the graph of the function. y) = (0. Suppose g is a continuous vector valued function of one variable deﬁned on [0. Show that if f . 0) . limy→x f (y) was only deﬁned in the case where x was a limit point of D (f ) . then limy→x f (y) × g (y) = L × M. . suppose f is a function of one variable which has a derivative at the point x0 . y) ≡ if (x.

y0 ) v2 ∂x ∂y − By the mean value theorem. y0 + v2 ) + f (x0 .9) Theorem 20. 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 . |v| (20. there exist numbers s and t in [0. v2 )) = f (x0 . y0 ) ∂f ∂f (x0 . y0 ) v2 ∂x ∂y changes only in second component ∂f ∂f (x0 .9). y) ∈ U and are continuous at the point (x0 . y0 + sv2 ) v2 ∂x ∂y . v2 )) − f (x0 . y0 ) + ∂f ∂f (x0 . y0 + v2 ) v1 + (x0 . y0 ) . v2 )) = f (x0 . for small v. y0 ) v1 + (x0 . y0 ) + (v1 .20.7. APPROXIMATION WITH A TANGENT PLANE How close y is to f (x)? Letting v = (x − x0 ) . y0 ) v2 ∂x ∂y ∂f ∂f (x0 . y0 ) + av1 + bv2 + o (v1 . v2 ) where |v|→0 lim |o (v)| = 0. Proof: f ((x0 . y0 + v2 ) − f (x0 . y0 ) + (v1 . v→0 |v| lim Therefore.7.10) = (f (x0 + v1 . y0 + v2 ) − f (x0 . 1] such that this equals = ∂f ∂f (x0 + tv1 . f (x0 + v) − y = f (x0 + v) − f (x0 ) (v) − f (x0 ) (v) v →0 as v→0 479 f (x0 + v) − f (x0 ) − f (x0 ) v. y0 ) v1 + (x0 . y0 ) + (v1 . y0 ) v1 + (x0 . f (x0 ) + f (x0 ) v is a very good approximation to. y0 + v2 ) − f (x0 . 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 )) − changes only in ﬁrst component = f (x0 + v1 . y0 ) + where o (v) satisﬁes (20.1 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. = v Now this shows f (x0 + v) − (f (x0 ) + f (x0 ) v) = o (v) where o (v) = 0. f (x0 + v) . Then f ((x0 . y0 ) v2 + o (v) ∂x ∂x (20.

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

This proves the theorem. 3) = 2. 3) . 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. z) = xy + z 2 . 0. fx (1.20. Therefore. APPROXIMATION WITH A TANGENT PLANE Thus θ0 v = v. y. z) near (1. y. θp−1 (v) = (0. and fz (1. fy (1. Then f is in C 1 (U ) if all its partial derivatives exist and are continuous on U.4 Suppose f (x. 2. · · ·. fz = 2z.3 Let f :U → Rp where U is an open set in Rn . 2. 2. 3) = 6. vp ) . Taking the partial derivatives of f. z) for (x.7.9). 2. 2.11). Approximate f (x. 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. Therefore. Now p T 481 f (x0 + v) − p f (x0 ) + i=1 ∂f (x0 ) vi ∂xi p i=1 (20.7. Deﬁnition 20. Sometimes people use C 1 as an adjective and say f is C 1 Example 20. 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 . This is called the linear approximation of the function f at the point x0 .7. 3) + 1 (x − 1) + 2 (y − 2) + 6 (z − 3) = 11 + 1 (x − 1) + 2 (y − 2) + 6 (z − 3) = −12 + x + 2y + 6z What about the case where f has values in Rq rather than R? Is there a similar theorem about linear approximations in this case also? . fx = 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. As before. the desired approximation is f (1. y. and θp v = 0. fy = x. 3) = 1.

This is the content of the following important lemma. p . if |x − x0 | < δ 1 . ∂xi i=1 Deﬁne o (v) ≡ (o1 (v) .12).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.13) holds. then p ∂f f (x0 + v) = f (x0 ) + (x0 ) vi + o (v) (20. the following holds for each k = 1. then ∂f f is continuous at x0 . |f (x) − f (x0 )| ≤ (Cp + 1) |x − x0 | (20. From Theorem 20. Cp+1 .6 Let f : U → Rq where U is an open subset of Rp . then |o (x − x0 )| < |x − x0 | . |f (x) − f (x0 )| < (Cp + 1) |x − x0 | < (Cp + 1) showing f is continuous at x0 .9) holds for o (v) because it holds for each of the components of o (v) . Proof: Let f (x) ≡ (f1 (x) . Corollary 12. Since o (v) satisﬁes (20. Now letting ε > 0 be given. the function must be continuous at x0 . Lemma 20. Then (20. Furthermore. let δ = min δ 1 . then whenever |x − x0 | is small enough.7.12) ∂xi i=1 where o (v) satisﬁes (20. p ∂fk fk (x) = fk (x0 ) + (x0 ) vi + ok (v) . Then for |x − x0 | < δ. · · ·. p |f (x) − f (x0 )| ≤ i=1 ∂f (x0 ) (xi − x0i ) + |x − x0 | ∂xi < (Cp + 1) |x − x0 | ε which veriﬁes (20. fq (x)) .14).7.482 FUNCTIONS OF MANY VARIABLES Theorem 20. there exists δ 1 > 0 such that if |x − x0 | < δ 1 .5 on Page 299. But also. q.14) Proof: Suppose (20. by the triangle inequality.7. this is equivalent to p T T f (x) = f (x0 ) + i=1 ∂f (x0 ) (xi − x0i ) + o (x − x0 ) . the above equation is then equivalent to (20.3. · · ·. ε =ε Cp + 1 . if C ≥ max ∂xi (x0 ) .13) holds. ∂xi (20. i = 1.2. p i=1 ∂f (x0 ) (xi − x0i ) ≤ C ∂xi p |xi − x0i | ≤ Cp |x − x0 | i=1 Therefore. · · ·. · · ·. If (20. Letting v = x − x0 . Also.9). oq (v)) .9).13) When a formula like the above holds.

However. it is likely the picture would never have revealed the truth. 0) − f (0. This illustrates the limitations of abandoning careful logical reasoning and deﬁnitions in favor of pictures.7. Consequently no limit can exist. APPROXIMATION WITH A TANGENT PLANE Deﬁnition 20. This is both imprecise and useful because it neglects everything which is not important and directs our attention to that which really matters. Here is another picture. 0) 0 if (x. the symbol.5. 0) 0 = lim = 0.7. This time it is of the function. y) = (0. However.15) . 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. 0) because for every δ > 0. |v| 483 v→0 Also. Here is an example. v → g (v) is o (v) if (20. fy (0.20.9) holds for g (v) . δ/2) = 1 while 2 f (0. You might ﬁnd the picture of this function amusing. y) ≡ if (x. I think you should notice that from the above discussion you see there is a problem and so it can be seen in the picture because it was expected. You see the way it is pinched near the center. f (δ/2. t→0 t→0 t t if (x. Something more than existence of the partial derivatives at a point is necessary in order to accomplish such a linear approximation. 0) . namely (20.7 A function.7. Therefore. lim |g (v)| = 0. y) ≡ Then fx (0. o (v) . f (x. That is. this function is not even continuous at the point (0. 0) . means o (·) is a function which satisﬁes (20. 0) xy x2 +y 2 Similarly. 0) ≡ lim f (t. f (x. 0) x2 −y 4 x2 +y 4 2 (20. 0) . y) = (0. I realize some of the above theorems and deﬁnitions are hard but they are the only route to correct understanding of multivariable calculus. I ﬁnd it helpful to think of o (v) as an adjective rather than a precise deﬁnition. 0) 1 if (x. y) = (0. y) = (0. Thus B ((0. 0) = 0 so the partial derivatives do indeed exist.1 at the point (0. from the above discussion. then so does o (v) + o (v) and 10o (v) .6 on Page 477 that f is not continuous at (0. it is impossible to give the sort of approximation for f described in Theorem 20. (Why?) It follows from Theorem 20.9).9). δ/2) = 0.9). δ) contains points where the value of the function equals 1/2 and also points where the value of the function equals 0.

it is important to consider the derivative of a composition of two functions.9. z) = x 3 yz 2 near the point (1.17) From (20.1) and then use a calculator to make a comparison. 1.484 FUNCTIONS OF MANY VARIABLES This is a very interesting example which you will examine in the exercises. (20. A function. then |g (x + v) − g (x)| ≤ (Cn + 1) |v| . 0).15) is not continuous at (0. “And he made a molten sea.. |v| (20. ten cubits from the one brim to the other: it was round all about.. 1) .1 Diﬀerentiation And The Chain Rule The Chain Rule As in the case of a function of one variable. What was the approximate volume in cubic feet of the brass used in the molten sea.. (20.9. Find a linear approximation to the function f (x.9 20.6. 20. 0) and yet it has directional derivatives in every direction at (0. Proof: It is necessary to show v→0 lim |o (g (x + v) − g (x))| = 0.” Lets assume a hand breadth is 8 inches and a cubit is 1. How many baths of brass were used? 20. In 1 Kings chapter 7 there is a description of the molten sea in Solomon’s temple. Use this approximation to estimate f (1. 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. and Lemma 20.1 Let g : U → Rp where U is an open set in Rn and suppose g has a good linear approximation at x ∈ U . there exists δ > 0 such that if |v| < δ.. Then o (g (x + v) − g (x)) = o (v) .18) Now let ε > 0 be given. 3.9.8 Exercises 1.5 feet.16) ∂xi i=1 Lemma 20. and his height was ﬁve cubits: and a line of thirty cubits did compass it round about. y..7.16). 8. It contained two thousand baths. then |o (g (x + v) − g (x))| < ε Cn + 1 |g (x + v) − g (x)| (20.. Show the function in (20. 7.. √ 2.1. And it was an hand breadth thick.19) .

Suppose g has a good linear approximation at x ∈ U and that f has a good linear approximation at g (x) .21) Proof: From the assumption that f has a good linear approximation at g (x) . let g : U → Rp be such that g (U ) ⊆ V. DIFFERENTIATION AND THE CHAIN RULE η Let |v| < min δ. Then f ◦ g has a good linear approximation at x and furthermore. ∂yi ∂xj (20. |g (x + v) − g (x)| ≤ η. This proves the lemma.17).9. Cn+1 .9. Recall the notation f ◦ g (x) ≡ f (g (x)) . and let f : V → Rq .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. The last assertion of the following theorem is known as the chain rule. Thus f ◦ g is the name of a function and this function is deﬁned by what was just written. Theorem 20. the above becomes p n ∂gi (x) ∂f (g (x)) f (g (x + v)) = f (g (x)) + vj + o (v) + o (v) ∂yi ∂xj j=1 i=1 p p n ∂gi (x) ∂f (g (x)) ∂f (g (x)) vj + o (v) + o (v) = f (g (x)) + ∂yi ∂xj ∂yi j=1 i=1 i=1 n p i=1 = f (g (x)) + j=1 ∂f (g (x)) ∂gi (x) ∂yi ∂xj vj + o (v) .20. let V be an open set in Rp . n p i=1 f (g (x + v)) = f (g (x)) + j=1 ∂f (g (x)) ∂gi (x) ∂yi ∂xj vj + o (v) . (20.20) and ∂ (f ◦ g) (x) = ∂xj p i=1 ∂f (g (x)) ∂gi (x) .1 equals p f (g (x + v)) = f (g (x)) + i=1 ∂f (g (x)) (gi (x + v) − gi (x)) + o (v) . which implies 485 |o (g (x + v) − g (x))| < < ε Cn + 1 ε Cn + 1 |g (x + v) − g (x)| (Cn + 1) |v| and so |o (g (x + v) − g (x))| <ε |v| which establishes (20. For such v.2 Let U be an open set in Rn . ∂yi Now since g has a good linear approximation at x.

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

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

T = = (−ρ cos φ sin θ.23). ρ cos φ cos θ. 0) (cot φ) eθ ∂eφ 1 T = (cos φ cos θ. ∂ρ ρ With these formulas for various partial derivatives. ∂eφ T = (−ρ sin φ cos θ.488 Also. 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. 0) = (cot φ) eθ ∂φ ∂eθ 1 T = (− sin φ sin θ. sin φ cos θ. d (eρ ) = dt = ∂eρ ∂eρ ∂eρ θ + φ + ρ ∂θ ∂φ ∂ρ θ φ eθ + eφ ρ ρ d (eθ ) dt = = ∂eθ ∂eθ ∂eθ θ + φ + ρ ∂θ ∂φ ∂ρ θ (− cos φ sin φ) eφ + −ρ sin2 φ eρ + φ (cot φ) eθ + ρ eθ ρ d (eφ ) = dt = By (20. 0) = eθ . 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.23) it is also necessary to consider eφ . ρ cos φ cos θ. this equals ρ eρ + φ eφ + θ eθ + ρ φ θ φ θ eθ + eφ ρ ρ ρ θ cot φ eθ + φ (−ρeρ ) + eφ ρ + + ρ eθ ρ θ (− cos φ sin φ) eφ + −ρ sin2 φ eρ + φ (cot φ) eθ + . −ρ sin φ sin θ. FUNCTIONS OF MANY VARIABLES ∂eθ T = (−ρ cos φ sin θ. ∂ρ ρ and Now in (20. −ρ cos φ) = −ρeρ ∂φ ∂eφ ∂θ and ﬁnally. − sin φ) = eφ . By the chain rule.

All of the above is done in books on mechanics for general curvilinear coordinate systems and in the more general context. φ . ρ and this gives the acceleration in spherical coordinates.) Then all that would be required would be to solve the system of diﬀerential equations3 . the above shows how to do it systematically and you see it is all an exercise in using the chain rule. 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 . Then f is deﬁned to be diﬀerentiable at x ∈ U if and only if f has a good linear approximation at x. Suppose you wanted to know the latitude and longitude of the rocket as a function of time. this would be a known function. 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. ρ −ρ φ φ + 2 −ρ θ 2 sin2 (φ) = a (t) .20. Thus you could predict where the booster shells would fall to earth so you would know where to look for them.2 Diﬀerentiation And The Derivative By now. 20.9. (There is no reason to think these will stay the same. 2ρ φ 2 − θ cos φ sin φ = 0. Suppose for simplicity that it experiences a force only in the direction of eρ . This means you determine the value of the various variables for various values of t without ﬁnding a neat formula involving known functions for the solution.9. However. More could be said here involving moving coordinate systems and the Coriolis force.5 Let f : U → Rp where U is an open set in Rn for n. . ρ 2θ ρ + 2φ θ cot (φ) = 0 θ + ρ along with initial conditions. Of course this force produces a corresponding acceleration which can be computed as a function of time. 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 (0) = ρ1 (the initial vertical component of velocity of the rocket. As the fuel is burned. 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. 3 You won’t be able to ﬁnd the solution to equations like these in terms of simple functions. p ≥ 1 and let x ∈ U be given.). 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. The point is that if you are interested in doing all this in terms of φ. This is in fact the case.9. However. probably 0. θ. ρ (0) = ρ0 (the distance from the launch site to the center of 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. DIFFERENTIATION AND THE CHAIN RULE and now all that remains is to collect the terms. consider a rocket. directly away from the earth. and ρ. This sort of computation is usually done by a computer. As an example of how this could be used. θ.) and then initial conditions for φ. θ . Deﬁnition 20. they can be solved numerically. say a (t).

What if n. it is diﬀerentiable in the new way just described.490 FUNCTIONS OF MANY VARIABLES Of course an obvious question arrises. Therefore. Is this new deﬁnition equivalent to the old one in this case? In the case where n. f (x + v) = f (x) + f (x) v + o (v) . 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. but multiplication by it yields a linear transformation from R to R. p = 1.24) where v ∈ R. Let f : U → Rq where U is an open subset of Rp and f is diﬀerentiable. and f (x) can be thought of as this linear mapping. ∂xj Taking the ith coordinate of the above equation yields p fi (x + v) = fi (x) + j=1 ∂fi (x) vj + o (v) ∂xj . v It follows that f (x + v) − f (x) − f (x) v = o (v) . a linear transformation. Now that a deﬁnition of what it means for a function to be diﬀerentiable has been given. then it is diﬀerentiable in the old way. Thus v → f (x) v is a linear mapping from R to R. it has been thought of as a number and this is what it is. p = 1. f (x) equals the limit of the diﬀerence quotient as before and this shows that if f is diﬀerentiable in the new 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) . Now suppose f is diﬀerentiable in the new way in terms of having a good linear approximation. Till now. Recall this implies p f (x + v) = f (x) + j=1 ∂f (x) vj + o (v) . In the more general setting described above. suppose f (x) exists. the old deﬁnition makes absolutely no sense because you can’t divide by a vector. Therefore. the derivative is the same thing. if f is diﬀerentiable in the old way. This is the whole reason for the new way of looking at things. (20.

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

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

f (1.11. 0. 1) and take the dot product. f (x) ≡ ∂f ∂x1 ∂f (x) . Dv f (x) = f (x) · v. − | f (x)| ≤ Dv f (x) ≤ | f (x)| . Because of (20. 1. y. √3 = √ 4 3 3.2 Let f (x. 1) where v = .29) and the Cauchy Schwarz inequality.28) An important aspect of the gradient is its relation with the directional derivative. Find Dv f (1. 1. t f (x) · v+ Example 20. it is only necessary to ﬁnd f (1. · · ·.31) occurs when v = − f (x) / | f (x)| . the directional derivative is (2.27) that f (x + v) = f (x) + f (x) · v + o (v) (20. ∂xn (x) T .3 Let f : U → R be a diﬀerentiable function and let x ∈ U. x cos (xy) . . (20. Proposition 20. (20.30) occurs when v = in (20. taking t → 0. |Dv f (x)| ≤ | f (x)| and so for any choice of v with |v| = 1.31) f (x) / | f (x)| and the minimum (20. Then max {Dv f (x) : |v| = 1} = | f (x)| and min {Dv f (x) : |v| = 1} = − | f (x)| . Note this vector which is given is already a unit vector. 1 1 1 Therefore. f (x+tv) − f (x) t = = Therefore. z) = (2x. This vector is called the This deﬁnes the gradient for a scalar valued function.29) 1 1 1 √ . √ 3 3 3 o (tv) t o (t) f (x) · v+ . from the above. It follows immediately from (20. Thus if x ∈ U. Therefore.11. There are ways to deﬁne the gradient for vector valued functions but this will not be attempted in this book. Therefore. (20.28).27) ∂xi j=1 Deﬁnition 20.29) it is easy to ﬁnd the largest possible directional derivative and the smallest possible directional derivative. THE GRADIENT 493 20. 1) .11.11 The Gradient Let f : U → R where U is an open subset of Rn and suppose f is diﬀerentiable on U. the maximum in (20. 1) = (2. From (20.11. 0. √ . for v a unit vector. 1)· √3 . 0.1 Deﬁne gradient vector.20. n ∂f (x) f (x + v) = f (x) + vi + o (v) . Furthermore. z) = x2 +sin (xy)+z. f (x. y.30) Proof: From (20. √3 . 1) .

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

2. 2) 2. z − 1) = 0 or in other words. y1 (t) . z1 (t)) z1 (t) = 0. . z2 (s)) · x2 (s) = 0. y0 . 1. 4y. 1. Letting s = s0 and t = t0 . 4. 6) · (x − 1. z0 ) · x2 (s0 ) = 0. Example 20. y − 1. 2x − 12 + 4y + 6z = 0. 1. f (x.20. z0 ) · x1 (t0 ) = 0. Therefore. 1) is a point on this level surface. Surely if things are as they should be. y0 . it suﬃces to ﬁnd the normal vector to the proposed plane. z0 ) is perpendicular to both the direction vectors of the two indicated curves shown. y1 (t) . z) = 6 of the function. 1. this merely states f (x1 (t) . Similarly. But f (x. 6z) and so f (1. 0) (c) u ln x + y + z 2 + w at (x. 1. Therefore. 1. y1 (t) . y1 (t) . y. taking the derivative of both sides and using the chain rule on the left. y0 . 2 . ∂y ∂z In terms of the gradient. u) = (1. z) = (2x. z0 ) and that f (x0 . 6) . these two direction vectors would determine a plane which deserves to be called the tangent plane to the level surface of f at the point (x0 . 1 1 1 √ 2. from this problem. 2) (b) z sin x2 y + 2x+y at (1. the equation of the plane is (2. Therefore. ∂f (x1 (t) . 1. y0 . z) = x2 + 2y 2 + 3z 2 at the point (1. f (x0 . (x0 . 20. one of the greatest theorems in all mathematics and a topic for an advanced calculus class. 1) . (a) x2 y + z 3 at (1. z0 ) is perpendicular to this tangent plane at the point. f (x2 (s) . y2 (s) . z1 (t)) y1 (t) + (x1 (t) . First note that (1. y. 1. Find the gradients of f = (a) x2 y + z 3 at (1.11. Find the directional derivatives of f at the indicated point in the direction. 1) consequence of the implicit function theorem. y0 . 4. f (x. 1) = (2. y. z0 ). w. z1 (t)) = c for all t in some interval. y0 . y1 (t) .12. it follows f (x0 . y. z1 (t)) · x1 (t) = 0.4 Find the equation of the tangent plane to the level surface.12 Exercises 1. z. 1. z1 (t)) x1 (t) + ∂x ∂f ∂f (x1 (t) . EXERCISES 495 f (x1 (t) . It follows f (x0 .

y. Find a diﬀerential equation for this curve. 1.3. In a slightly more general setting. Find the tangent plane to the indicated level surface at the indicated point. where M denotes ∂f the maximum of ∂xi (z) for z ∈ D (x0 . 5. · · ·.13 Nonlinear Ordinary Diﬀerential Equations Local Existence Recall Deﬁnition 20. y ∈ D (x0 . 22 . r) ≡ {x ∈ Rn : |x − x0 | ≤ r} and suppose U is an open set containing D (x0 . r) . The level surfaces x2 + y 2 + z 2 = 4 and z + x2 + y 2 = 4 have the point 22 . 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. 2 2 4. r) such that f : U → Rn is C 1 (U ) . Lemma 20. 1 in the curve formed by the intersection of these surfaces. 1. Then for K = M n. Proof: Let x.496 (b) z sin x2 y + 2x+y at (1. it follows that for all x. 2) (c) cos (x) + z sin (x + y) = 1 at −π. Hint: Recall the gradients of the two surfaces are perpendicular to the corresponding surfaces at this point. √ √ 20. 3π . suppose f1 (x. D(x0 . 1) . (a) x2 y + z 3 = 2 at (1. 1. z) = 0 are two level surfaces which intersect in a curve which has parameterization.13. 3) FUNCTIONS OF MANY VARIABLES 3. z (t)) . 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. |x+t (y − x) − x0 | = ≤ ≤ |(1 − t) (x − x0 ) + t (y − x0 )| (1 − t) |x − x0 | + t |y − x0 | (1 − t) r + tr = r . y (t) . 6.7. r) r r x x0 r y Observe x+ (0) (y − x) = x while x+ (1) (y − x) = y and for t ∈ (0. r) and i = 1. n. y ∈ D (x0 . 2) (c) xy + z 2 + w at (1.1 Let D (x0 . z) = 0 and f2 (x. 1) (b) z sin x2 y + 2x+y = 2 sin 1 + 4 at (1. The following lemma applies to such functions. 2. 1] as shown in the following picture. (x (t) . y. Find a direction vector for this curve at this point. |f (x) − f (y)| ≤ K |x − y| . x+t (y − x) for t ∈ [0.

the cosine of this angle is always negative. P x = x. the angle between the vectors x−P x and z−P x is always greater than π/2 radians. If h (t) = f (x+t (y − x)) for t ∈ [0. r) as claimed and as indicated in the picture. Also. NONLINEAR ORDINARY DIFFERENTIAL EQUATIONS LOCAL EXISTENCE 497 showing that the points on the line segment x+t (y − x) for t ∈ [0. |P x − P y| ≤ |x − y| . n h (t) = i=1 ∂f (x+t (y − x)) (yi − xi ) . by the chain rule. r) • x0 Lemma 20. 1] are contained in D (x0 . It follows that (y−P y) · (P x−P y) ≤ 0 and (x−P x) · (P y−P x) ≤ 0.13. 1] . 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) . r) arbitrary.20. r) to x. r) P x will be the closest point in D (x0 . y ∈ Rn . r) given as follows. ∂xi |f (y) − f (x)| = Therefore. For x ∈ D (x0 . P which maps all of Rn to D (x0 . / x $$P x W $$ • $ z ' D(x0 . Proof: From the above picture and z ∈ D (x0 . then 1 f (y) − f (x) = h (1) − h (0) = 0 h (t) dt. . Therefore. For x ∈D (x0 . x.2 For any pair of points.13. Now consider the map.

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

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

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

b) × U → Rn where U is an open set in Rn and suppose D1 f and D2 f are both continuous on (a.2 Let f : (a. 3. (p. Now consider the system of nonlinear equations f (x) gi (x) = t = 0. q) . x (t))−1 D1 f (t. Thus. −3. each of 2λx2 . (−3. Proof: By the Peano existence theorem6 . x : (p. This proves the theorem. 3) which can be veriﬁed by plugging in to the function which is being maximized. x) (20. x (t)) = 0 for all t ∈ (p. x0 ) and by the chain rule. Then there exists (p. A local minimum is deﬁned similarly. · · ·. x) → −D2 f (t. x (t)) x (t) = 0. x (t)) . Therefore. etc. However you can just assume in addition that the function (t.4 on Page 499 there exists an open interval. Then 0 = f (t0 . x (t)) + D2 f (t. x (t))) = D1 f (t. f (t0 . q) containing t0 and a solution. q) → U such that f (t. m. It was still required to solve a system of nonlinear equations to get the answer. x0 is a local maximum if f (x0 ) ≥ f (x) for all x near x0 which also satisﬁes the constraints (20.14. b) and x0 ∈ U. q) . m (20. D1 f (t. x) is continuous.14. Suppose also that for t0 ∈ (a. 3) .35). First it is essential to have a special case of the implicit function theorem. it does often help to do it this way. (t. The maximum occurs at (3. 3. 3) . · · ·. q) such that t0 ∈ (p.20. x (t0 ) = x0 −1 for t ∈ (p. Not much is lost in doing this because this extra regularity will be available in nearly every conceivable example of any interest. x to the initial value problem. i = 1. |x| = |y| = |z| .36) be a collection of equality constraints with m < n. i = 1. 6 I have not presented a proof of this important theorem so this part of the argument is technically incomplete. the only candidates for the point where the maximum occurs are (3.36). d (f (t. b) × U. the function. LAGRANGE MULTIPLIERS 501 Therefore. . x) → −D2 f (t. It follows that at any point which maximizes xyz. det (D2 f (t0 . 2λy 2 . Theorem 20. Let f : U → R be a C 1 function and let gi (x) = 0. 3. There are no magic bullets here. q) and a function. 3) (−3. The above generalizes to a general procedure.35) Therefore. x (t)) + D2 f (t. However. t → f (t. x (t) = −D2 f (t. x (t)) −1 D1 f (t. x0 ) = 0.13. Theorem 20. This is because by assumption. x (t)) x (t) = 0 dt D1 f (t. x0 )) = 0. 2λz 2 equals xyz. x (t)) must be a constant vector and this vector equals zero by (20. x (t)) is C 1 and then use the Theorem on the local existence for solutions to ordinary diﬀerential equations which was proved.

. . This determines m + 1 variables.38) . This will be established by deriving a contradiction if the matrix has rank m + 1. . (The case of a local minimum is handled similarly.9. · · ·. . (p. g m (y) Therefore by Theorem 20. . Consider the m + 1 × n matrix. xi1 . · · ·. 1 1 fy1 (y0 ) fy2 (y0 ) 1 1 gy (y0 ) gy (y0 ) 2 1 . some m + 1 × m + 1 submatrix has nonzero determinant. 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. . q) . · · ·. .37) . · · ·. ym+1 ) ≡ xi1 . this matrix has rank m + 1 then by Deﬁnition 19. xim+1 where x ∈ U. f 1 (y0 ) = t0 .37) has rank less than m + 1 as claimed. . .19 on Page 456. Therefore. · · ·. m m gy1 (y0 ) gy2 (y0 ) = 0 for each l = 1.) Thus t0 ≡ f (x0 ) is the largest value of any f (x) for x near x0 satisfying the constraints. This is a contradiction because. . Denote by W the set of points in Rm+1 W ≡ y ∈ Rm+1 : y = xi1 . · · ·. · · ·. and a function y deﬁned on this interval with the property that F (t. . as noted above. xim+1 corresponding to the columns used to get the m + 1 × m + 1 matrix having nonzero determinant. . . m. replace the variable.39) . m gym+1 (y0 ) has nonzero determinant. y0m+1 ) ≡ x0i1 . xj with the constant x0j where x0 ≡ (x01 . · · ·. · · ·.2 there is an open interval containing t0 . 2. q) . gmx1 (x0 ) gmx2 (x0 ) ··· gmxn (x0 ) . · · ·. if j is not equal to one of the ik . . and for all y close enough to y0 with g l (y) Furthermore. the matrix of (20. . Suppose now the rank of the matrix. ··· ··· ··· 1 fym+1 (y0 ) 1 gym+1 (y0 ) . g l (y0 ) = 0. m. y (t)) = 0 for all t ∈ (p. .502 FUNCTIONS OF MANY VARIABLES Now suppose x0 satisﬁes all the constraints and is a point where f has a local maximum. x0n ) and let y ∈ Rm+1 be deﬁned as y ≡ (y1 . . t0 ≥ f 1 (y) . . gmx1 (x0 ) gmx2 (x0 ) · · · gmxn (x0 ) It will be shown that this matrix has rank less than m + 1. xim+1 and let y0 ≡ (y01 . y0 ) where F : R×W → Rm+1 is deﬁned as 1 f (y) − t g 1 (y) F (t. . Therefore. . . xn ) . x0im+1 . Suppose therefore. . fx1 (x0 ) fx2 (x0 ) · · · fxn (x0 ) g1x1 (x0 ) g1x2 (x0 ) · · · g1xn (x0 ) (20. . But this matrix equals D2 F (t0 . . g1x1 (x0 ) g1x2 (x0 ) · · · g1xn (x0 ) . For x ≡ (x1 . (20.14. t0 is the largest value for all f 1 (y) with y close to y0 such that g l (y) = 0. y) ≡ (20. .

20. from the ﬁrst two equations. by Theorem 19. Example 20.14. λ1 . . then from the ﬁrst two equations. then from the third equation.37) is a linear combination of the rows of the above matrix.40) holds. When you take the derivatives with respect to the Lagrange multipliers. you just pick up the constraint equations. Then you proceed to look for solutions to these equations. and set what results equal to 0.40) is what results from taking the derivatives of L with respect to the components of x. This yields n + m equations for the n + m unknowns. Of course these might be impossible to ﬁnd using methods of algebra. there exist scalars. and if the rank of the matrix in (20. If µ = 0 and λ = 0. ···. which . In general. If λ = 0. . xn . · · ·. L = xyz − λ x2 + y 2 + z 2 − 4 − µ (x − 2y) and proceed to take derivatives with respect to every possible variable. · · ·.36). Theorem 20. . leading to the following system of equations.4 Minimize xyz subject to the constraints x2 + y 2 + z 2 = 4 and x − 2y = 0. This means there is an m × m submatrix which has nonzero determinant and so none of the above rows can be a linear combination of the others. This proves the following theorem.40) it may be helpful to do the following. λ1 . In particular. . either x or y must equal 0. LAGRANGE MULTIPLIERS 503 equals m. this could be very hard or even impossible. · · ·.20 on Page 456 every row of the matrix of (20. λ1 . Therefore. then there exist scalars. + · · · + λm = λ1 . . µ = 0 also. Then if x0 ∈ U is either a local maximum or local minimum of f subject to the constraints (20.39) equals m. gmxn (x0 ) g1xn (x0 ) fxn (x0 ) The λi are called the Lagrange multipliers. Therefore.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. λm such that gmx1 (x0 ) g1x1 (x0 ) fx1 (x0 ) . To help remember how to use (20.14. The formula (20. Form the Lagrangian. but you just do your best and hope it will work out. x1 . xyz = 2λx2 and xyz = 2λy 2 and so either x = y or x = −y. . .3 Let U be an open subset of Rn and let f : U → R be a C 1 function. First write the Lagrangian. 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. λm . λm such that (20.9. m (20.14.

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

0. 0) . Let A = (Aij ) be an n × n matrix which is symmetric. · · ·. Maximize their product subject to the constraint that x1 + 2x2 + 3x3 + 4x4 + 5x5 = 300. Thus Ax = λx. 0. Show ∂xi (Aij xj xi ) = 2Aij xj . Find the point on the intersection of z = x2 + y 2 and x + y + z = 1 which is closest to (0. 20. Let f (x1 . 3) . 0.20. · · ·. n 1 n S≡ x ∈ Rn : i=1 ixi = 1 and each xi ≥ 0 . 8. 2x + 3y + z = 4 which is closest to the point (1. A curve is formed from the intersection of the plane. Find the point on this curve which is closest to (0. Find the point on this curve which is closest to (0. n−1 22. (x. the value of λ which j corresponds to the maximum value of this functions is such that Aij xj = λxi . 17. If x ∈ S is the point where this maximum is achieved. j=1 x2 = 1. 2x + 3y + z = 3 and the sphere x2 + y 2 + z 2 = 16. 21. 1 + 2s. Minimize xyz subject to the constraints x2 + y 2 + z 2 = r2 and x − y = 0. 11. 13. 0. 2x + 3y + z = 3 and the cylinder x2 + y 2 = 4. Minimize j=1 xj subject to the constraint j=1 x2 = a2 . Find the dimensions of the largest triangle which can be inscribed in a circle of radius r. 9. Aij xj xi subject to the constraint. Your answer should be j some function of a which you may assume is a positive number. Find the point on the plane. 10. 16. Let x1 . Find the point on the level surface. Here are two lines. 14. 18. Then f achieves a maximum on the set. 0) . x5 be 5 positive numbers. Find the point on x2 4 T T + y2 9 + z 2 = 1 closest to the plane x + y + z = 10. Find the point. xn ) = xn x2 · · · x1 . 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. 0. z) on the level surface. Thus Aij = Aji and recall ∂ (Ax)i = Aij xj where as usual sum over the repeated index. x = (1 + 2t. 15. 12. Let n be a positive integer. 2.15. Minimize 4x2 + y 2 + 9z 2 subject to x + y − z = 1 and x − 2y + z = 0. 0) . Show that when you use the method of Lagrange multipliers to maximize n the function. 2 + t. 19. 4x2 + y 2 − z 2 = 1which is closest to (0. EXERCISES n n 505 7. one chosen on one line and the other on the other line. 3 + t) and x = (2 + s. y. ﬁnd x1 /xn . Find n numbers whose sum is 8n and the sum of the squares is as small as possible. A. A curve is formed from the intersection of the plane. 0) . 1 + 3s) . 0) . . 2x2 + xy + z 2 = 16 which is closest to (0. This λ is called an eigenvalue of the matrix.

That this is the case is part of the next lemma. Let (x.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. it follows that x + tv ∈ U whenever |t| ≤ 2. conclude that if each number xi ≥ 0. y) denote the area of the triangle formed by this line and the two coordinate axes. y) be a point on the ellipse. · · ·. Now show from this that n 1/n n n i=1 x2 = r2 .1 Let ∂i denote the partial derivative with respect to xi where x = (x1 . 2r) ⊆ U.16. 20. 2) . 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. then xp yq xy ≤ + p q and there are values of x and y where this inequality is an equation. i x2 i i=1 ≤ 1 n n x2 i i=1 and ﬁnally. Now conclude that if x. Thus ∂g . then n 1/n xi i=1 ≤ 1 n n xi i=1 and there exist values of the xi for which equality holds. q are real numbers larger than 1 which have the property that 1 1 + = 1. y > 0. Extend the tangent line through (x. Then if v ∈ Rp with |v| < r. x2 /a2 + y 2 /b2 = 1 which is in the ﬁrst quadrant. 25.506 FUNCTIONS OF MANY VARIABLES 23. xp ) . This says the “geometric mean” is always smaller than the arithmetic mean. Maximize i=1 x2 (≡ x2 × x2 × x2 × · · · × x2 ) subject to the constraint. Find the maximum value of the area of this triangle as a function of a and b. First a deﬁnition is convenient. The consideration of this question involves the function F (t) ≡ f (x + tv) for t ∈ (0. What is the analog of Taylor’s formula for a function of one variable? To answer this question. 24. ∂i g ≡ ∂xi . let x ∈ U and let B (x. n 1 2 3 i n Show the maximum is r2 /n . Maximize x2 y 2 subject to the constraint x2p y 2q + = r2 p q where p. Deﬁnition 20. y) till it intersects the x and y axes and let A (x.

Then F ∈ C k (0. 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 .k vi vj vk ∂i ∂j ∂k and more generally. p} .j. ( vi ∂i ) is deﬁned just as you might expect. i1 .j vi vj ∂i ∂j (g) = i. p 2 vi ∂i i=1 = i. in in {1.in vi1 vi2 · · · vin ∂i1 ∂i2 · · · ∂in where the sum is taken over all choices of the indices.···.2 Let f and F be as above.···. Lemma 20. 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. Then p l F (l) (t) = i=1 vi ∂i f (x + tv) = i1 . Similarly.j vi vj ∂i ∂j where i. · · ·. · · ·.il vi1 vi2 · · · vil ∂i1 ∂i2 · · · ∂il f (x + tv) . a ﬁxed vector. ∂xi The symbol. Proof: From the chain rule. · · ·. p n vi ∂i i=1 = i1 .j vi vj (∂i (∂j g)) . TAYLOR’S FORMULA FOR FUNCTIONS OF MANY VARIABLES p i=1 507 vi ∂i ac- Now for v = (v1 .16. vp ) . Now suppose this is true for l < k. deﬁne the “diﬀerential operator”.16.20. 2) and for each l ≤ k p l (l) F (t) = i=1 vi ∂i f (x + tv) . p 3 vi ∂i i=1 = i.

16. if xµ is a point of S at which Hxµ · xµ = µ. If xλ is a point of S at which Hxλ · xλ = λ. then Hxµ = µxµ . Theorem 20. Proof: Using the repeated index summation convention.···. ji yi = x·AT y. Theorem 20. (20. . This proves the following theorem. then λ ≤ r ≤ µ. t) . In addition to this. Then there exists s ∈ (0. this formula holds for t = 1 since 1 < 2. here is a proof of this exercise.···. there exists s ∈ (0. Then there exists λ. µ = max {Hx · x : x ∈ S} . 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) (20.1. Ax · y = Aij xj yi = xj Aij yi = xj AT This lemma implies (20. Theorem 11.42).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. Then Ax · y = x·AT y.508 FUNCTIONS OF MANY VARIABLES Taking the derivative of this using the chain rule. By Taylor’s theorem. then Hxλ = λxλ .16. it follows from Exercise 8 on Page 420 In case you didn’t work this exercise. 1) such that (20. Lemma 20.42) If H is an n × n matrix with H = H T . yields F (l+1) (t) = i1 .4 Let A be an m × n matrix.16. F (t) = F (0) + F (0) t + · · · + F (k−1) (0) tk−1 F (k) (st ) tk + (k − 1)! k! for some st ∈ (0. Similarly.16.5 Let H be a real n × n symmetric matrix and let S denote the vectors in Rn which have unit length.il p vil+1 ∂il+1 f (x + tv) vi1 vi2 · · · vil ∂i1 ∂i2 · · · ∂il il+1 =1 = i1 .41) holds whenever |v| is suﬃciently small. 20.1 Some Linear Algebra Hx · y = x·Hy =Hy · x. if Hx =rx for some real number. Therefore.3 Let U be an open set in Rp and let f : U → R be C k .41) and this is Taylor’s formula for a function of many variables. µ such that λ = min {Hx · x : x ∈ S} . r and x = 0. In particular. from the above lemma.

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. Since this holds for any v. it achieves a minimum value. 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. Thus all partial derivatives of f at this point equal zero. What is the analog of the second derivative test for functions of one variable? Let x be a point of U where Df (x) = 0.16. it holds in particular for v = (H − λI) xλ and therefore.3 the following equation is valid for all v having |v| small enough. Hxλ · v = λxλ · v and so (H − λI) xλ · v = 0.2 The Second Derivative Test Let f : U → R where U is an open set in Rn and f is C 2 . It remains to show µ and λ satisfy the given conditions. TAYLOR’S FORMULA FOR FUNCTIONS OF MANY VARIABLES 509 Proof: A vector in S determines a unique point.43) . subtract this from both sides and then divide both sides by t. x is a closed and bounded set in Rn and so since x →Hx · x is continuous. x x x x Now suppose Hx = rx. x which is at unit distance from 0. Since Hxλ · xλ = λ.42). The set of such points. This proves the theorem. 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. These points are called critical points. =λ Hxλ · xλ + 2tHxλ · v + t Hv · v ≥ λxλ · xλ + 2tλxλ · v + t2 λv · v.20.16. 2 20.j 1 f (x) + vT H (x + sv) v 2 1 f (x) + H (x + sv) v · v 2 (20. (H − λI) xλ = 0. Consequently. Now let v ∈ Rn be an arbitrary vector. First note that if u is any nonzero vector in Rn . If t is negative this yields 2Hxλ · v + tHv · v ≤ 2λxλ · v + tλv · v Now let t → 0 to obtain 2Hxλ · v ≤ 2λxλ · v. The claim about xµ and µ is completely similar.16. By Theorem 20. Letting t > 0 and doing the same thing leads to 2Hxλ · v ≥ 2λxλ · v. This means H |x| · |x| = r |x| · |x| = r and so λ ≤ r ≤ µ by the way these two numbers are deﬁned. µ. λ and a maximum value.

From (20. 2 2 (20. Also let µ and λ be deﬁned for H = H (x) as in Theorem 20. ∂i f (x) = 0 for all i.44) showing f has a local minimum at x. The line through x having v as its direction vector is just x+tv and so from (20. the test fails. Proof: Suppose ﬁrst λ > 0.16. y) = x4 − y 4 in which (0.1 on Page 474. If either λ or µ equals zero. fx1 xn (y) fx2 xn (y) . .5 there exists v such 2 that H (x) v = µv. If µ < 0 then f has a local maximum at x.5. 0) is clearly neither a local minimum nor a local maximum for this function. It remains to verify the test fails in case either µ or λ = 0. This matrix is called the Hessian matrix. |(H (x + sv) − H (x)) v · v| ≤ Therefore. 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.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. This last case is called a saddle point.16. Thus H (x) v · v = µ |v| . it follows that if |v| is small enough.. the resulting function of one variable has a local maximum. f (x.46) . 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) . .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.43). fxn xn (y) fxn x1 (y) fxn x2 (y) · · · and this is a symmetric matrix due to Theorem 20. ··· ··· . µ = max {H (x) u · u : u ∈ S} .510 where H (y) ≡ FUNCTIONS OF MANY VARIABLES fx1 x1 (y) fx2 x1 (y) . . . This is easily done by looking at f (x. The case where µ < 0 is completely similar and is left as an exercise. the resulting function of one variable has a local minimum and there exists a direction in which when f is evaluated on the line through the critical point having this direction. The following theorem is the second derivative test for a function of many variables. . Finally consider the case where µ > 0 and λ < 0. all the entries of H (y) are continuous functions of y. fx1 x2 (y) fx2 x2 (y) . . y) = x4 + y 4 in which f clearly has a local minimum at (0. f (x + v) ≥ ≥ 1 v v 1 2 f (x) + H (x) · |v| + 2 |v| |v| 2 λ 2 f (x) + |v| 4 λ 2 − |v| 2 λ 2 |v| 2 (20.By the assumption f is C 2 . Thus λ = min {H (x) u · u : u ∈ S} . By Theorem 20. and f (x. for all v small enough. . If λ > 0 then f has a local minimum at x. Theorem 20. y) = −x4 − y 4 in which f has a local maximum at (0.4.45) (20.16. 0) . 0) .

fx (x. det (λI − H) = 0. 4 −12 Next consider (0. The line is unchanged if v is multiplied by a small scalar. This is the case λ > 0. y) = 2x4 − 4x3 + 14x2 + 12yx2 − 12yx − 12x + 2y 2 + 4y + 2.16. 2 4 4 showing that in that direction. y) = 8x3 − 12x2 + 28x + 24yx − 12y − 12 and fy (x. 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| .16. −1) at this point the Hessian matrix is and the eigen−12 4 values are 16.7 Let f (x. and (1. 2 The Hessian matrix is 24x2 + 28 + 24y − 24x 24x − 12 24x − 12 4 . This is the case µ < 0. for small enough |v| in a certain direction. Find the critical points and determine whether they are local minimums. −1) . local maximums. TAYLOR’S FORMULA FOR FUNCTIONS OF MANY VARIABLES 511 Now consider the last term. f has a local minimum at the point. λ and µ will be found among the solutions to the above equation. 16 0 First consider the point 1 . The number λ is the smallest solution to this equation and the number µ is the largest. − 4 . −1) . Therefore. then (λI − H) x = 0 even though x = 0. the matrix (λI − H) must not have an inverse since if it did.16. In general. this point is a saddle point. called the characteristic equation of the matrix. |(H (x + sv) − H (x)) v · v| ≤ µ 2 |v| 4 provided |v| is small enough. Example 20. −8. The 1 points at which both fx and fy equal zero are 1 . and the thing to determine is the sign of its eigenvalues evaluated at the critical points. therefore. − 1 . This matrix is and its eigenvalues are 16. Therefore. . there is a picture to help you remember the situation. Therefore. you could multiply both sides of (λI − H) x = 0 by this inverse and conclude x = 0. The case where λ < 0 is similar. Note this equation will always be an nth degree polynomial equation. (0. As in the case of a function of one variable. if Hx = λx and x = 0. y) = 12x2 − 12x + 4y + 4.5 in which it was shown that Hxλ = λxλ and Hxµ = µxµ . 4 2 4 0 4 showing that this is a local minimum. or saddle points. The minus signs denote all negative eigenvalues. In the picture the plus signs denote all positive eigenvalues. From continuity of the partial derivatives. How can you tell which case occurs? The way to do this is to recall Theorem 20. It follows the numbers.20. x. The solutions to this equation are called eigenvalues of the matrix.

Here is a picture of the graph of the above function near the saddle point.8 0.16.1 y –1 0x –0. y) = arctan 2x4 − 4x3 + 14x2 + 12yx2 − 12yx − 12x + 2y 2 + 4y + 2 .1 –0.2 –0. a nice example is the Monkey saddle.4 0. Below is a graph of this function which illustrates the behavior near the point (1. This should be no surprise since this was the case even for a function of one variable. −1) . (0. 0.5 0 –0.6 0.4 –1.2 0 –0. −1) .5 1 0. In one direction it looks like a local minimum while in another it looks like a local maximum. Since arctan is a strictly increasing function.5 –2 –1 x0 1 2 –2 –1 0y 1 2 Or course sometimes the second derivative test is inadequate to determine what is going on. −1) .8 Suppose f (x. At this point the Hessian is 4 12 12 4 and the eigenvalues are 16. In fact. you could graph instead f (x. Show (0. The geometric signiﬁcance of a saddle point was explained above.2 –1.9 –0. For a function of two variables.2 0. y) = arctan 6xy 2 − 2x3 − 3y 4 .5 –1 –1. . Before doing anything it might be interesting to look at the graph of this function of two variables plotted using Maple. Example 20.512 FUNCTIONS OF MANY VARIABLES Finally consider the point (1.1 –0. −8 so this point is also a saddle point. 1. they do look like a saddle. it preserves all the information about whether the given function is increasing or decreasing in certain directions.2 You see it is a lot like the place where you sit on a saddle. 0) is a critical point for which the second derivative test gives no information. If you want to get a better picture.

−1) for Example 20. 2. gx (x. 4. Verify the claims made about the three examples in Theorem 20. y) and that a similar formula holds for the partial derivative with respect to y. and (1. fyy are all equal to zero at (0. So are (1. Therefore. −4) are critical points of the following 2 4 function of three variables and classify them as local minimums. 5.16. t) = arctan(4t3 − t4 ). Next let x = 0 and y = t. Then p (t) ≡ f (0. t) = −3t4 . (0. Use the second derivative test on the critical points (1. −1) . . 1) and (1. (0.17. y))) 1 = 2 gx (x. 0) is a critical point. the Hessian matrix is the zero matrix and clearly has only the zero eigenvalue. y) = 6y 2 − 6x2 . Therefore. 0) also. local maximums or saddle points. fxy . y) ∂x 1 + g (x. EXERCISES 513 This picture should indicate why this is called a monkey saddle.17 Exercises 1. suppose you took x = t and y = t and evaluated this function on this line.8. nor a local min. (0. Now gxx (0. This shows the critical point. the second derivative test is totally useless at this point. − 21 . Now to see (0. f has a local maximum at (0. 0) of f is neither a local max. If H = H T and Hx = λx while Hx = µx for λ = µ.16. 0) = 0. This implies fxx . it suﬃces to verify that for g (x. t) . Show the points 1 . 0) . note that ∂ (arctan (g (x.6. gy (x.16. 1) . 0) . Therefore. y) = 12xy − 12y 3 and clearly (0. 0) is a critical point. 0) and gyy (0. 0) = gy (0. It is because the monkey can sit in the saddle and have a place for his tail. However. −4) . 3. show x · y = 0.5. 20. This reduces to h (t) = f (t.20. (Why?) Therefore. which is strictly increasing near t = 0. y) = 6xy 2 − 2x3 − 3y 4 gx (0. and (1. Finish the proof of Theorem 20. 0) = 0 and so does gxy (0. along the line.

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

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

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

− 1 . −3. − 15 + 2 is a local max. Therefore. 2 The Hessian is −12 + 36x + 2z − 18x2 0 −2 + 2x 0 −4 0 −2 + 2x 0 −3 Now consider the critical point. −3.17.20. −3. 0) . y. 3 f (x. −3. 25 3 20 3 20 3 y + 38 3 z 20 3 x − − 10 3 − 10 3 50 3 38 3 x − − 10 3 −1 3 95 3 (t) − − 10 3 − 10 3 50 3 38 3 (t) − − 10 3 −1 3 95 3 . 0 2 −4 0 0 −3 1 2 Next consider the critical point. local maximums or saddle points. 0) . −3. all these critical points are saddle points. −3 and so this point is a saddle point. At this point the Hessian matrix equals 3 0 0 The eigenvalues are 16 3 . 1 2 √ 97. −3. EXERCISES 25 2 6 x 517 + 10 2 3 yx 1 f (x. − 3 and classify them as local minimums. 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. Show the critical points of the following function are (0. − 15 − 2 √ 97. all negative so at this point there Finally consider the critical point. (0. z) = − 2 x4 + 6x3 − 6x2 + zx2 − 2zx − 2y 2 − 12y − 18 − 3 z 2 . 1. −3. At this point the Hessian is . 3 3 3 If you graph these functions of t you ﬁnd the second is always positive and the third is always negative. (2. − t2 + t − 6 + 3 3 3 and (t4 − 10t3 + 493t2 − 2340t + 2916). 0) . −4 16 3 0 −4 0 0 0 . y. 2 10 2 − t2 + t − 6 − (t4 − 10t3 + 493t2 − 2340t + 2916). At this point the Hessian matrix is −12 0 2 The eigenvalues are −4. 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. 1 23. (2. and 1. 6 The veriﬁcation that the critical points are of the indicated form is left for you. 0) .

−1. y. −12) and classify them as local minimums. z) = t. there is a local maximum at this point. −1. y. Show the critical points of the following function are (0. all negative. Show the critical points of the following function are points of the form. 24. 0) . y. 1 f (x. 2 . z) = −2yx2 − 6yx − 4zx2 − 12zx + y 2 + 2yz. local maximums or saddle points. f (x. and (2. (4. z) = 2 x4 − 4x3 + 8x2 − 3zx2 + 12zx + 2y 2 + 4y + 2 + 1 z 2 . −t2 − 3t for t ∈ R and classify them as local minimums. Therefore. 2t2 + 6t. (x. −1. local maximums or saddle points. 25.518 FUNCTIONS OF MANY VARIABLES −12 0 −2 0 −2 −4 0 0 −3 and the eigenvalues are the same as the above. 0) .

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

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

G as described above in the discussion of the volume under a surface. let αi k k→∞ ∞ k=−∞ 521 be points on R which satisfy (21. mQ (f ) v (Q) . α1 k k+1 × αl .1) by its area. v (Q) and sum all these products for every Q ∈ G. this means to take a rectangle from G multiply MQ (f ) deﬁned in (21. This deﬁnition begs a diﬃcult question. .1.21. y) outside some bounded set. k k→−∞ lim αi = −∞. Q∈G called a lower sum. is deﬁned similarly.3) Q = α1 . αl+1 . MQ (f ) v (Q) Q∈G is called the upper sum associated with the grid. b] × [c. Deﬁnition 21. F is a reﬁnement of G if every box of G is the union of boxes of F. Again. another grid.1. deﬁne a grid on R2 denoted by G or F as the collection of rectangles of the form 2 2 (21. With this preparation it is time to give a deﬁnition of the Riemann integral of a function of two variables. If G is a grid. Deﬁnition 21. 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.1. The symbol. 2. Then f dV is deﬁned to be the unique number which lies between all upper sums and all lower sums. the expression.1 For i = 1. First consider the question: How can the Riemann integral be computed? Consider the following picture in which f equals zero outside the rectangle [a. it is common to replace the V with A and write this symbol as f dA where A stands for area. For G a grid. d] .2) lim αi = ∞. In the case of R2 . METHODS FOR DOUBLE INTEGRALS comprise the rectangle just as shown in the picture.2 Let f : R2 → R be a bounded function which equals zero for all (x. k k k+1 For such sequences. αi < αi .

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

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

524 THE RIEMANN INTEGRAL ON RN y R 4 x Now from the above discussion.1. Then 4 4 y f dV = R 0 x2 y + yx dx dy For each y between 0 and 4. Find f dV. goes from y to 4. below the line y = 2x and to the left of the line x = 4.