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Lecture Notes by Geovani Leoni on Vector calculus

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Real Numbers

There are two ways to introduce the real numbers. The rst is to give them

in an axiomatic way, the second is to construct them starting from the natural

numbers. We will use the rst method.

The real numbers are a set R with two binary operations, addition

+:R

R!R

(x; y) 7! x + y

and multiplication

:R

R!R

(x; y) 7! x y

and a relation

(A1 ) for every a; b 2 R, a + b = b + a,

(A3 ) there exists a unique element in R, called zero and denoted 0, such

that 0 + a = a + 0 = a for every a 2 R,

(A4 ) for every a 2 R there exists a unique element in R, called the opposite

of a and denoted a, such that ( a) + a = a + ( a) = 0,

(M )

(M1 ) for every a; b 2 R, a b = b a,

(M3 ) there exists a unique element in R, called one and denoted 1, such

that 1 6= 0 and 1 a = a 1 = a for every a 2 R with a 6= 0,

the inverse of a and denoted a 1 , such that a 1 a = a a 1 = 1,

(O)

(O1 ) for every a; b 2 R either a

(O2 ) for every a; b; c 2 R if a

(O3 ) for every a; b 2 R if a

b or b

b and b

b and b

a,

a,

c, then a

a, then a = b,

c,

(AO) for every a; b; c 2 R if a

(M O) for every a; b 2 R if 0

b, a + c

a and 0

b + c,

b, then 0

a b,

Remark 1 Properties (A), (M ), (O), (AM ), (AO), (M O), and (S) completely

characterize the real numbers in the sense that if (R0 ; ; ; 4) satises the same

properties, then there exists a bijection T : R ! R0 such that T is an isomorphism between the two elds, that is,

T (a + b) = T (a)

T (b) ;

T (a b) = T (a)

T (b)

for all a; b 2 R, and a b if and only if T (a) 4 T (b). Hence, for all practical

purposes, we cannot distinguish R from R0 .

If a

Exercise 2 Using only the axioms (A), (M ), (O), (AO), (AM ) and (M O) of

R, prove the following properties of R:

(i) if a b = 0 then either a = 0 or b = 0,

(ii) if a

(iii) if a

0 then

0,

bc,

0,

(v) 1 > 0.

Denition 3 Let E

R be a nonempty set.

L for all x 2 E;

(iii) if E is bounded from above, the least of all its upper bounds, if it exists, is

called the supremum of E and is denoted sup E.

(iv) E has a maximum if there exists L 2 E such that x

We write L = max E.

L for all x 2 E.

(S) (supremum property) every nonempty set E

has a supremum in R.

bounded from above always exists in R.

2

Remark 4 (i) Note that if a set has a maximum L, then L is also the supremum of the set.

(ii) If E

R is a set bounded from below, to prove that a number L 2 R is

the supremum of E, we need to show that L is an upper bound of E, that

is, that x L for every x 2 E, and that any number s < L cannot be an

upper bound of E, that is, that there exists x 2 E such that s < x.

Denition 5 Let E

R be a nonempty set.

x for all x 2 E;

(iii) if E is bounded from above, the greatest of all its lower bounds, if it exists,

is called the inmum of E and is denoted inf E;

(iv) E has a minimum if there exists ` 2 E such that `

write ` = min E.

x for all x 2 E. We

Remark 6 (i) Note that if a set has a minimum `, then ` is also the inmum

of the set.

(ii) If E

R is a set bounded from above, to prove that a number ` 2 R is

the inmum of E, we need to show that ` is a lower bound of E, that is,

that ` x for every x 2 E, and that any number ` < s cannot be a lower

bound of E, that is, that there exists x 2 E such that x < s.

Example 7 Consider the set

E = y 2 R : y = arctan x2

arctan t

Since 2

the minimum of E is

inf E = arctan 1 =

Since

1 +1 ; x2R :

1

:

4

d

1

(arctan t) = 2

> 0;

dt

t +1

1, and so arctan x2 1 + 1 > arctan 1, while if x = 1, y = arctan (0 + 1) =

1

4 . Hence, min E = 4 . To nd the supremum note that since arctan t

2 for

all t 2 R, we have that 2 is an upper bound of the set E. To prove that it is the

supremum, we need to show that any s < 2 is not an upper bound of E. Since

lim arctan x2

x!1

1 +1 =

arctan x2

1 +1

3

<"

" < arctan x2 1 + 1 < + "

2

2

for all x > M . Taking 0 < " < 2 s, we have that 2 " > s, and so

" < arctan x2 1 + 1

2

for all x > M , which shows that s is not an upper bound of E. Hence,

least upper bound of E. This implies that

s<

sup E =

is the

:

Wednesday, January 16, 2013

E=

xy

; x; y 2 R; x < y :

x2 + y 2

t2R: t=

xy

1

The set E is bounded since 21

x2 +y 2

2 for all x; y 2 R, with x < y.

Moreover, by taking x = 1 and y = 1, we get t = 21 , so

inf E = min E =

1

:

2

1

:

2

1

We need to show that any s < 21 is not an upper bound for the set E. If s

2,

then we can take x = 1 and y = 0, so that s < t = 0. Thus assume that

1

1

2 < s < 2 . Take the y = 1. Since

sup E =

lim

x!1

x2

for all 1

1

<"

2

x

+1

1

2

for all 1

1

x

= ;

x2 + 1

2

"<

x

1

< +"

x2 + 1

2

s<

1

2

1

2

s, we have that

"<

x

x2 + 1

1

2

for all 1

< x < 1, which shows that s is not an upper bound of E. Thus, 12

1

is the supremum of the set. Note that t = x2xy

+y 2 = 2 only if x = y, which is not

allowed, so the set does not have a maximum.

4

whose elements are called vectors, together with two operations, addition and

multiplication by scalars,

X X!X

(x; y) 7! x + y

and

R X!X

(t; x) 7! tx

(i) (X; +) is a commutative group, that is,

(a) x + y = y + x for all x; y 2 X (commutative property),

x 2 X,

and denoted x, such that x + ( x) = 0,

(ii) for all x; y 2 X and s; t 2 R,

(a) s (tx) = (st) x,

(b) 1x = x,

(c) s (x + y) = (sx) + (sy),

(d) (s + t)x = (sx) + (tx).

Remark 10 Instead of using real numbers, one can use C or a eld F . For

most or our purposes the real numbers will su ce. From now on, whenever we

dont specify, it is understood that a vector space is over R.

Example 11 Some important examples of vector spaces over R are the following.

(i) The Euclidean space RN is the space of all N -tuples x = (x1 ; : : : ; xN )

of real numbers. The elements of RN are called vectors or points. The

Euclidean space is a vector space with the following operations

x + y := (x1 + y1 ; : : : ; xN + yN ) ;

tx := (tx1 ; : : : ; txN )

(ii) The collection of all polynomials p : R ! R.

(iii) The space of continuous functions f : [a; b] ! R.

function

(; ):X X!R

such that

(i) (x; x)

(iii) (sx + ty; z) = s (x; z)+t (y; z) for all x; y; z 2 X and s; t 2 R (bilinearity).

Remark 13 If X is a vector space over C, then an inner product is a function

( ; ) : X X ! C satisfying properties (i),

(ii)0 (x; y) = (y; x) for all x; y 2 X (skew-symmetry), where given z 2 C, the

number z is the complex conjugate;

(iii) (sx + ty; z) = s (x; z)+t (y; z) for all x; y; z 2 X and s; t 2 C (bilinearity).

Example 14 Some important examples of inner products are the following.

(i) Consider the Euclidean space RN , then

x y := x1 y1 +

+ xN yN ;

(ii) Consider the space of continuous functions f : [a; b] ! R. Then

(f; g)L2 ([a;b]) :=

f (x) g (x) dx

is an inner product.

Friday, January 18, 2013

Solutions of the test.

Monday, January 21, 2013

Martin Luther Kings Day. No class

Wednesday, January 23, 2013

Denition 15 A norm on a vector space X is a map

k k : X ! [0; 1)

such that

(i) kxk = 0 implies x = 0;

(ii) ktxk = jtj kxk for all x 2 X and t 2 R;

(iii) kx + yk

6

simplicity, we often say that X is a normed space.

Given an inner product ( ; ) : X X ! R on a vector space X, it turns out

that the function

p

(1)

kxk := (x; x); x 2 X;

is a norm. This follows from the following result.

X X ! R on a vector space X,

j(x; y)j

kxk kyk

for all x; y 2 X.

Proof. If y = 0, then both sides of the previous inequality are zeros, and so

there is nothing to prove. Thus, assume that y 6= 0 and let t 2 R. By properties

(i)-(iii),

2

2

0 (x + ty; x + ty) = kxk + t2 kyk + 2t (x; y) :

(2)

Taking

(x; y)

t :=

kyk

2

kxk +

(x; y)

or, equivalently,

(x; y)

kyk

2

kyk

2

(x; y)

2

kyk

kxk kyk :

Remark 17 It follows from the proof that equality holds in the CauchySchwarz

inequality if and only you have equality in (2), that is, if x + ty = 0 for some

t 2 R or y = 0.

Corollary 18 Given a scalar product ( ; ) : X X ! R on a vector space X,

the function

p

kxk := (x; x); x 2 X;

is a norm.

Taking t = 1 in (2) and using the CauchySchwarz inequality gives

0

2

7

which is the triangle inequality for the norm. Moreover, by properties (ii) and

(iii) for every t 2 R,

p

p

p

p

ktxk = (tx; tx) = t (x; tx) = t (tx; x) = t2 (x; x) = jtj kxk :

Thus k k is a norm.

kxk`1 := max fjx1 j ; : : : ; jxN jg ;

kxk`1 := jx1 j +

+ jxN j ;

kxk`p := (jx1 j +

for x = (x1 ; : : : ; xN ) 2 RN and where 1

p 1=p

+ jxN j )

p < 1.

Theorem 20 Let (X; k k) be a normed p

space. Then there exists an inner product ( ; ) : X X ! R such that kxk = (x; x) for all x 2 X if and only if k k

satises the parallelogram law

2

kx + yk + kx

yk = 2 kxk + 2 kyk

for all x; y 2 X.

Example 21 Using the previous theorem, we can prove that some normed

spaces are not inner product spaces. The space RN with the norm k k`p for

p 6= 2 is not an inner product . Take x = (1; 1; 0; : : :), y = (1; 1; 0; : : :). Then

x + y = (2; 0; : : :), x y = (0; 2; 0; : : :). Hence,

2

kx + yk`p + kx

2

6= 2 kxk`p + 2 kyk`p

2

Denition 22 Given a set E and a function f : E ! R, we say that f is

bounded from above if the set

f (E) := fy 2 R : y = f (x) ; x 2 Eg

is bounded from above. We say that f is bounded from below if the set f (E)

is bounded from below. Finally, we say that f is bounded if the set f (E) is

bounded.

Given a set E and a function f : E ! R, we write

sup f := sup f (E) ;

E

For f 2 X, dene

kf k := sup jf j :

E

Denition 24 Given a set E and functions fn : E ! R, n 2 N, we say that

the sequence of functions ffn g converges pointwise in a set F

E to some

function f : F ! R if

lim fn (x) = f (x)

n!1

for all x 2 F . We say that the sequence of functions ffn g converges uniformly

in a set F E to some function f : F ! R if

lim sup jfn

f j = 0:

n!1 F

lim xn =

n!1

0

1

if 0 x < 1;

if x = 1;

and so the sequence ffn g converges pointwise in [0; 1] to the function f dened

by

0 if 0 x < 1;

f (x) =

1 if x = 1:

On the other hand,

jfn (x)

Fix n 2 N. We claim that

xn

0

f (x)j =

sup jfn

if 0 x < 1;

if x = 1:

f j = 1:

[0;1]

jfn f j ([0; 1]) = [0; 1) :

p

Indeed, if 0 y < 1, let x := n y. Then xn = y.

Lets prove that

sup [0; 1) = 1:

Note that 1 is an upper bound for the set [0; 1), and for any s < 1, if s < 0

then s is not an upper bound of [0; 1), while if 0 s < 1, then the middle point

1+s

2 belongs to [0; 1) and is greater than s. Thus, s is not an upper bound of

jfn f j ([0; 1]) = [0; 1), which proves that

sup jfn

f j = 1:

[0;1]

In turn,

lim sup jfn

n!1 [0;1]

f j = lim 1 = 1;

n!1

which shows that the sequence does not converges uniformly in [0; 1].

9

Example 26 (Continued) Now lets try to nd a smaller set of [0; 1] where

there is uniform convergence. Since the problem is at 1, lets remove a small

set near 1. Consider F = [0; a], where 0 < a < 1. Since fn f = fn 0 is

increasing in [0; a],

sup jfn

f j = max jfn j

[0;a]

[0;a]

= fn (a) = an ! 0:

Hence, there is uniform convergence in F .

Example 27 Consider the sequence of functions

fn (x) =

Let x 2 R. We have that

nx

;

1 + n4 x4

x 2 R:

fn (0) = 0 ! 0:

lim

n!1

nx

n

= lim 4

n!1 n

1 + n4 x4

1

n4

x

1

= lim 3

n!1 n

+ x4

1

n4

x

x

=0

= 0:

0 + x4

+ x4

To study uniform convergence, for each xed n we sketch the graph of the

function fn f in E. Since f = 0, we need to sketch the graph of fn . Note that

fn ( x) =

fn (x) ;

which means that the function fn is odd. So it is enough to study the function

nx

0 for x 0. Moreover,

for x 0. We have that fn (x) = 1+n

4 x4

lim

x!1

nx

x

= lim 4

x!1 x

1 + n4 x4

1

x4

n

1

= lim 3

x!1 x

+ n4

1

x4

n

n

=0

= 0:

0 + n4

+ n4

Hence the supremum of jfn j will be in the interior. To nd it, lets calculate

fn0 (x) =

n1 1 + n4 x4

nx 0 + 4n4 x3

2

(1 + n4 x4 )

5 4

n+n x

4n5 x4

n 3n5 x4

=

=

2

2

(1 + n4 x4 )

(1 + n4 x4 )

for n

3n5 x4

Hence, fn is increasing in 0

0 for x4

n

1

p

4

1

3n4 ,

10

1

p

4

x

3

1

p

4

. It follows

sup jfn (x)

x2R

1

p

4

= fn

1

p

4

. It follows that

1

p

4

3

1

3

0 = max

x2R

nx

1 + n4 x4

1

nnp

4

3

n 3

1+

nx

1 + n4 x4

f (x)j = sup

x2R

1 + n4

1

p

4

4

3

9 0:

1

Since x = n p

! 0, the problem is near zero. However if we remove only

4

3

0, we have that

sup jfn (x)

f (x)j = max

x2Rnf0g

x2Rnf0g

= fn

=

1

p

4

n 3

1

p

4

3

1+

nx

1 + n4 x4

1

3

9 0:

1

set near 0. Consider F = R n ( a; a). Since a > 0 and n p

! 0, there exists

4

3

n1 such that 0 <

x a. In turn,

1

p

4

f (x)j = max

x2F

x2F

nx

1 + n4 x4

= fn (a)

na

=

1 + n4 a 4

1

a

= 4 1

! 0:

n n4 + a4

This shows that there is uniform convergence in F .

Denition 28 A metric on a set X is a map d : X

(ii) d (x; y) = d (y; x) for all x; y 2 X (symmetry),

(iii) d (x; y)

no possibility of confusion, we abbreviate by saying that X is a metric space.

11

d (x; y) := kx

yk

is a metric.

Proof. By property (i) in Denition 15, we have that 0 = d (x; y) = kx

and only if x y = 0, that is, x = y.

By property (ii) in Denition 15, we obtain that

d (y; x) = ky

xk = k 1 (x

y)k = j 1j kx

yk = kx

yk if

yk = d (x; y) :

d (x; y) = kx

yk = kx

z+z

yk

kx

zk + kz

yk = d (x; z) + d (z; y) :

d1 (x; y) :=

x

1 + jxj

y

1 + jyj

(3)

is a metric.

Monday, January 28, 2013

of radius r is the set

B (x0 ; r) := x 2 RN : kx

x0 k < r :

Remark 32 We can give a similar denition in a metric space (X; d), precisely,

given a point x0 2 X and r > 0, the ball centered at x0 and of radius r is the

set

B (x0 ; r) := fx 2 X : d (x; x0 ) < rg :

Denition 33 Given a set E RN , a point x 2 E is called an interior point

of E if there exists r > 0 such that B (x; r)

E. The interior E of a set

E

RN is the union of all its interior points. A subset U

RN is open if

every x 2 U is an interior point of U .

Example 34 The ball B (x0 ; r) is open. To see this, let x 2 B (x0 ; r). Then

B (x; r kx x0 k) is contained in B (x0 ; r). Indeed, if y 2 B (x; r kx x0 k),

then

ky

x0 k

ky

xk + kx

x0 k < r

12

kx

x0 k + kx

x0 k = r;

Example 35 Some simple examples of sets that are open and of some that are

not.

(i) The set (a; 1) = fx 2 R : x > ag is open. Indeed, if x > a, take r :=

x a > 0. Then B (x; r) (a; 1). Similarly, the set ( 1; a) is open.

(ii) The set (a; b) = fx 2 R : a < x < bg is open. Indeed, given a < x < b,

take r := min fb x; x ag > 0. Then B (x; r) (a; b).

(iii) The set (a; b] = fx 2 R : a < x bg is not open, since b belongs to the set

but there is no ball B (b; r) contained in (a; b].

Example 36 Consider the set

U = R n f0g [

1

: n2N

n

Lets prove that U is open. If x < 0, take r = x > 0, then B (x; r) = ( 2x; 0)

1

< x < n1 ,

U . If x > 1, take r = x 1, then B (x; r) = (1; 2x 1) U . If n+1

n

o

1

1

take r = min n1 x; x n+1

, then B (x; r) U . Hence, U is open.

= n+1

1

: n2N

n

E =Rn

Lets prove that E is not open. The point x = 0 belongs to E, but for every

r > 0, by the Archimedean principle we can nd n 2 N such that n > 1r , and

so 0 < n1 < r, which shows that n1 2 ( r; r). Since n1 does not belong to E, the

ball ( r; r) is not contained in E for any r > 0. Hence, E is not open.

The main properties of open sets are given in the next proposition.

In what follows by an arbitrary family of sets of RN we mean that there

exists a set I and a function

f : I ! P RN

2 I 7! f ( ) = U

We write fU g or fU gI or fU g

2I

2 Ig.

(i) ; and RN are open.

RN , i = 1; : : : ; n, is a nite family of open sets of RN , then

\ Un is open.

S

(iii) If fU g is an arbitrary collection of open sets of RN , then

U is open.

(ii) If Ui

U1 \

13

and since Ui is open, there exists ri > 0 such that B (x; ri )

Ui . Take r :=

min fr1 ; : : : ; rn g > 0. Then

B (x; r)

U1 \

\ Un ;

\ Un S

is open.

To prove (iii), let x 2 U :=

U . Then there is such that x 2 U and

since U is open, there exists r > 0 such that B (x; r) U

U . This shows

that U is open.

Remark 39 The same proof continues to hold for a metric space.

Properties (i)(iii) are used to dene topological spaces.

Denition 40 Let X be a nonempty set and let be a family of sets of X. The

pair (X; ) is called a topological space if the following hold.

(i) ;; X 2 .

(ii) If Ui 2

for i = 1; : : : ; M , then U1 \ : : : \ UM 2 .

The elements of the family

U 2 .

Remark 41 The intersection of innitely many open sets is not open in gen1 1

eral. Take Un :=

n ; n for n 2 N. Then

1

\

n=1

1 1

;

n n

= f0g ;

but f0g is not open. Indeed, for every r > 0, the ball ( r; r) is not contained in

f0g.

Remark 42 Proposition 38 shows that the family of open sets in RN dened

in Denition 33 is a a topology, called the Euclidean topology. Unless specied,

in RN we will always consider the Euclidean topology.

Example 43 Given a nonempty set X, there are always at least two topologies

on X, namely,

1 = f;; Xg

(so according to

1,

the only open sets are the empty set and X) and

2

(so according to

= fall subsets of Xg

every set E

X is open).

14

kxk`1 := max fjx1 j ; : : : ; jxN jg ;

kxk`1 := jx1 j +

+ jxN j ;

kxk`p := (jx1 j +

p 1=p

+ jxN j )

Wednesday, January 30, 2013

Remark 45 For a topological space (X; ), given a point x 2 X, a neighborhood of x is an open set containing x. Neighborhoods play the role of balls in

metric spaces. Thus, given a set E

X, a point x 2 E is called an interior

point of E if there exists a neighborhood U of x such that U E.

A subset C RN is closed if its complement RN n C.

The main properties of closed sets are given in the next proposition.

Proposition 46 The following properties hold:

(i) ; and RN are closed.

RN , i = 1; : : : ; n, is a nite family of closed sets of RN , then

[ Cn is closed.

T

(iii) If fC g is an arbitrary collection of closed sets of RN , then

C is

closed.

(ii) If Ci

C1 [

an arbitrary collection of subsets of a set RN , then De Morgans laws are

!

[

\

N

R n

E

=

RN n E ;

N

R n

RN n E

or cluster point of E if for every r > 0 the ball B (x; r) contains at least one

point of E di erent from x.

Note that x does not necessarily belong to the set E.

Remark 48 An interior point of E

RN is an accumulation point of E.

15

1

n

E :=

n2N

[ 1+

1

n

:

n2N

= E,

while 1 2 E (so accumulation points may or may not be in the set E). For

r > 0, by taking a natural number n > 1r , we have that 0 < n1 < r, and so

1

1

n 2 B (0; r) \ E (of course n 6= 0). This shows that 0 is an accumulation points

of E.

Similarly, for r > 0, by taking a natural number n > 1r , we have that 0 <

1

1

1

n < r, and so 1 < 1 + n < 1 + r, which shows that 1 + n 2 B (1; r) \ E (of

1

course 1 + n 6= 1). This shows that 1 is an accumulation points of E. Next we

show that there are no other accumulation points of E.

Indeed, if x < 0, take r = x > 0, then B (x; r) = ( 2x; 0) does not intersect

E. If x > 2, take r = x 1, then Bn (x; r) = (1; 2x o 1) does not intersect E.

If

1

n+1

<x<

1

n,

take r = min

not intersect E. If x =

1

n,

If 1 +

< x < 1+

x; x

1

n+1

1

n+1

1

n

1

n,

1

n.

1

n+1 ,

1

n

Hence, U n

is open.

take r = min 1 + n1 x; x

o

1

1

1

n+1 ; n 1

n . Then

Then B (x; r) intersects E only in 1 + n1 .

1+

n

1

n

1

n+1

1

1

n+1 ; n 1

1

n+1 ,

1

n

o

.

Remark 50 Note take if x 2 RN is an accumulation point of E, then by taking

r = n1 , n 2 N, there exists a sequence fxn g

E with xn 6= x for all n 2 N

such that kxn xk < n1 ! 0. Thus fxn g converges to x. Conversely, if there

exists fxn g E with xn 6= x for all n 2 N such that kxn xk ! 0, then x is

an accumulation point of E.

Exercise 51 Prove that a set E

accumulation points.

RN , a point x 2 RN is a boundary point of

E if for every r > 0 the ball B (x; r) contains at least one point of E and one

point of RN n E. The set of boundary points of E is denoted @E.

Exercise 53 Prove that a set E

boundary points.

Friday, February 1, 2013

16

Functions

RN . The set E is called the

domain of f . If E is not specied, then E should be taken to be the largest set

of x for which f (x) makes sense. This means that:

If there are even roots, their arguments should be nonnegative. If there are

logarithms, their arguments should be strictly positive. Denominators should

be dierent from zero. If a function is raised to an irrational number, then the

function should be nonnegative.

Given a set F

E, the set f (F ) = y 2 RM : y = f (x) for some x 2 F

is called the image of F through f . The function f is said to be bounded from

above in F , bounded from below in F , bounded in F if the set f (F ) is bounded

from above, bounded from below, bounded, respectively.

Given a set G

R, the set f 1 (G) = fx 2 E : f (x) 2 Gg is called the

inverse image of F through f . It has NOTHING to do with the inverse function.

It is just one of those unfortunate cases in which we use the same symbol for

two dierent objects.

The graph of a function is the set of RN RM dened by

gr f = f(x; f (x)) : x 2 Eg :

A function f is said to be

one-to-one or injective if f (x) 6= f (z) for all x; z 2 E with x 6= z.

If f : E ! F , where E; F

R, then f is said to be

bijective or invertible if it is one-to-one and onto. The function f 1 : F !

E, which assigns to each y 2 F = f (E) the unique x 2 E such that

f (x) = y, is called the inverse function of f .

If N = M = 1 a function f : E ! R is said to be

increasing if f (x)

decreasing if f (x)

monotone if one of the four property above holds.

17

Limits of Functions

let f : E ! RN . We say that a number ` 2 RM is the limit of f (x) as x

approaches x0 if for every " > 0 there exists a real number = ("; x0 ) > 0

with the property that

kf (x) `k < "

for all x 2 E with 0 < kx

x0 k < . We write

lim f (x) = `

x!x0

or

f (x) ! ` as x ! x0 :

we require 0 < kx x0 k.

Remark 55 If (X; dX ) and (Y; dY ) are two metric spaces, E X, x0 2 E is an

accumulation point of E and f : E ! Y , we say that ` 2 Y is the limit of f (x)

as x approaches x0 if for every " > 0 there exists a real number = ("; x0 ) > 0

with the property that

dY (f (x) ; `) < "

for all x 2 E with 0 < dX (x; x0 ) < . We write

lim f (x) = `:

x!x0

X, x0 2 E is an accumulation point of E and f : E ! Y , we say that ` 2 Y is the limit of f (x) as

x approaches x0 if for every neighborhood V of ` there exists a neighborhood U

of x0 with the property that

f (x) 2 V

for all x 2 E with x 2 U n fx0 g. We write

lim f (x) = `:

x!x0

Note that unless the space Y is Hausdor , the limit may not be unique.

Remark 56 Let E RN , let x0 2 RN be an accumulation point of E, and let

f : E ! RN . Assume that there exists

lim f (x) = `:

x!x0

property that

kf (x) `k < "

(4)

N

an accumulation point of E and we consider the resctriction of f to F , denoted

18

(4) we have that

kf (x)

`k < "

lim f jF (x) = `:

x!x0

E and G E such that x0 2 acc F

and x0 2 acc G

lim f jF (x) = `1 6= `2 = lim f jG (x) ;

x!x0

x!x0

Example 57 Lets study the limit

xm y

;

(x;y)!(0;0) x2 + y 2

lim

where m 2 N. In this case f (x; y) = xx2 +yy2 and the domain is R2 n f(0; 0)g.

m

2, we have that the limit is 0. Indeed, using the fact that jxj =

p For p

x2

x2 + y 2 , we have

xm y

x2 + y 2

m=2

x2 + y 2

jxj jyj

0 = 2

x + y2

x2 + y 2

x2 + y 2

1=2

= x2 + y 2

(m 1)=2

!0

lim f (x; x) = lim

x!0 x2

x!0

x2

1

= ;

+ x2

2

f (x; 0) =

x2

0

= 0 ! 0;

+0

Remark 58 Note that the degree of the numerator is m + 1 and the degree

of the numerator is 2, so that in this particular example the limit exists if the

degree of the numerator is higher than the degree of the numerator, that is, if

m + 1 > 2.

The next example shows that checking the limit on every line passing through

x0 is not enough to gaurantee the existence of the limit.

Example 59 Let

f (x; y) :=

1

0

if y = x2 ; x 6= 0;

otherwise.

19

Given the line y = mx, the line intersects the parabola y = x2 only in 0 and in

at most one point. Hence, if x is very small,

f (x; mx) = 0 ! 0

as x ! 0. However, since f x; x2 = 1 ! 1 as x ! 0, the limit does not exists.

Example 60 Study the limit

xm y

;

y2

lim

(x;y)!(0;0) x2

Taking y = 0, we have that

f (x; 0) =

xm y

x2 y 2

0

x2

= 0 ! 0:

f (x; x + xa ) =

xm (x + xa )

2

x2

x2 (x + xa )

xm+1 + xm+a

=

:

2xa+1 + x2a

xm+1 + xm+a

x2 2xa+1 x2a

Take a = m. Then

f (x; x + xm ) =

=

xm+1 + x2m

=

2xm+1 + x2m

1 + xm 1

9 0:

2 + xm 1

xm+1 1 + xm

xm+1 (2 + xm

1

1)

Remark 61 Note that the degree of the numerator is m + 1 and the degree of

the numerator is 2, but in this case the limit never exists no matter how high is

the degree of the numerator.

Monday, February 4, 2013

Denition 62 Let E RN , let x0 2 RN be an accumulation point of E, and

let f : E ! R. We say that

1 is the limit of f (x) as x approaches x0 if for every L > 0 there exists

a real number = (L; x0 ) > 0 with the property that

f (x) > L

for all x 2 E with 0 < kx

x0 k < . We write

lim f (x) = 1

x!x0

or

20

f (x) ! 1 as x ! x0 ;

a real number = (L; x0 ) > 0 with the property that

f (x) <

for all x 2 E with 0 < kx

x0 k

lim f (x) =

x!x0

. We write

or

f (x) !

1 as x ! x0 :

Theorem 63 Let E

RN and let x0 2 RN be an accumulation point of E.

Given a function f : E ! RM , if the limit

lim f (x)

x!x0

exists, it is unique.

Proof. Assume by contradiction that there exist

lim f (x) = ` and

lim f (x) = L

x!x0

x!x0

there exists 1 > 0 with the property that

kf (x)

for all x 2 E with 0 < kx x0 k <

exists 2 > 0 with the property that

kf (x)

1

2

k`

`k < "

1,

Lk < "

Take = min f 1 ; 2 g > 0 and take x 2 E with 0 < kx x0 k < . Note that

such x exists because x0 is an accumulation point of E. Then by the properties

of the norm,

k`

Lk = k`

f (x) + f (x)

Lk < k`

Lk

Lk ;

k`

f (x)k + kf (x)

Lk

Remark 64 This proof continues to hold in metric spaces, since we only used

the fact that the balls B (`; ") and B (L; ") are disjoint whenever 0 < " <

1

Lk. For topological spaces in general the limit is not unique. Given

2 k`

(X; X ) and (Y; Y ) are two topological spaces, E X, x0 2 E is an accumulation point of E and f : E ! Y , it can be shown that the limit is unique if the

space Y is Hausdor . A topological space Y is a Hausdor space, if for every

x and y 2 Y , with x 6= y, there exist disjoint neighborhoods of x and y.

21

Theorem 65 Let E

RN and let x0 2 RN be an accumulation point of E.

Given two functions f ; g : E ! RM , assume that there exist

lim g (x) = `2 2 RM :

lim f (x) = `1 2 RM ;

x!x0

x!x0

Then

(i) there exists lim (f + g) (x) = `1 + `2 ,

x!x0

x!x0

`1

tion point of F and there exists lim

(x) = .

x!x0

g F

`2

Proof. Parts (i) and (ii) are left as an exercise. We prove part (iii). The fact

that x0 is an accumulation point of F is left as an exercise. Write

f (x)

g (x)

`1

f (x) `2 g (x) `1

f (x) `2 `1 `2 g (x) `1

=

=

`2

g (x) `2

g (x) `2

1

=

j`2 (f (x) `1 ) + `1 (g (x) `2 )j

jg (x)j j`2 j

1 j`1 j

1

jf (x) `1 j +

jg (x) `2 j :

jg (x)j

jg (x)j j`2 j

1

jg(x)j

stay away from zero. Since `2 6= 0, taking " = j`22 j > 0, there exist

that

j`2 j

jg (x) `2 j

2

for all x 2 E with 0 < kx x0 k < 1 . Hence,

jg (x)j = jg (x)

`2 j

f (x)

g (x)

`1

`2

j`2 j

x0 k <

1.

jg (x)

`2 j

j`2 j

j`2 j

j`2 j

=

2

2

It follows that

1

1 j`1 j

jf (x) `1 j +

jg (x) `2 j

jg (x)j

jg (x)j j`2 j

2

2 j`1 j

jf (x) `1 j +

jg (x) `2 j :

j`2 j

j`2 j j`2 j

2

jf (x)

`1 j

22

" j`2 j

4

> 0 such

x0 k <

and

2

jg (x)

" j`2 j

4 (1 + j`1 j)

`2 j

for all x 2 E with 0 < kx x0 k < 3 . Then for for all x 2 E with 0 <

kx x0 k < = min f 1 ; 2 ; 3 g, we have that

f (x)

g (x)

2

2 j`1 j

jf (x) `1 j +

jg (x)

j`2 j

j`2 j j`2 j

" " j`1 j

" "

+

+ 1 = ":

2 2 1 + j`1 j

2 2

`1

`2

`2 j

Remark 66 The previous theorem continues to hold if `1 ; `1 2 [ 1; 1], provided we avoid the cases 1 1, 01, 00 , 1

1.

Theorem 67 (Squeeze Theorem) Let E RN and let x0 2 RN be an accumulation point of E. Given three functions f; g; h : E ! R, assume that there

exist

lim f (x) = lim g (x) = `:

x!x0

x!x0

h (x)

x!x0

Proof. We prove the case in which ` 2 R and leave the cases ` = 1 and

` = 1 as an exercise. Given " > 0 there exist 1 > 0 such that

jf (x)

for all x 2 E with 0 < kx

x0 k <

`j

and

jg (x)

"

2

`j

"

for all x 2 E with 0 < kx x0 k < 2 . Then for for all x 2 E with 0 <

kx x0 k < = min f 1 ; 2 g, we have that

`

"

f (x)

g (x)

h (x)

` + ":

Hence,

for all x 2 E with 0 < kx

jh (x)

`j

"

x!x0

Theorem 68 Let E

RN and let x0 2 R be an accumulation point of E.

Given two functions f ; g : E ! RM , assume that there exists

lim f (x) = 0;

x!x0

Then there exists lim (f g) (x) = 0.

x!x0

23

"

kf (x) 0k <

1+L

j(f g) (x)

0j = j(f g) (x)j

"

L<"

1+L

x0 k < .

Example 69 The previous theorem can be used for example to show that for

a>0

1

lim xa sin = 0:

x!0

x

Wednesday, February 6, 2013

We next study the limit of composite functions.

Theorem 70 Let E RN , F

RM and let x0 2 R be an accumulation point

of E. Given two functions f : E ! F and g : F ! RP , assume that there exist

lim f (x) = ` 2 RM ;

x!x0

lim g (y) = L 2 RP :

y!`

Assume that either there exists 1 > 0 such that f (x) 6= ` for all x 2 E with 0 <

jx x0 j

1 , or that ` 2 F and g (`) = L. Then there exists lim g (f (x)) = L.

x!x0

kg (y)

Lk < "

Since limx!x0 f (x) = `, there exists

kf (x)

(5)

(x0 ; ) > 0 such that

`k <

We now distinguish two cases.

Case 1: Assume that f (x) 6= ` for all x 2 E with 0 < kx x0 k < 1 . Then

taking = min f 1 ; 2 g, we have that for all x 2 E with 0 < kx x0 k < ,

0 < kf (x)

`k < :

kg (f (x))

24

Lk < "

L.

1.

x!x0

If f (x) = `, then g (f (x)) = L, and so

kg (f (x))

x0 k <

Lk = 0 < ";

kg (f (x))

Lk < ":

Example 71 Lets prove that the previous theorem fails without the hypotheses

that either f (x) 6= ` for all x 2 E near x0 or ` 2 F , L 2 R and g (`) = L.

Consider the function

1 if y 6= 0;

g (y) :=

2 if y = 0:

Then there exists

lim g (y) = 1:

y!0

x0 2 R, we have that

lim f (x) = 0:

x!x0

lim g (f (x)) = lim 2 = 2 6= 1;

x!x0

x!x0

Example 72 We list below some important limits.

sin x

1 cos x

1

log (1 + x)

= 1;

lim

= ;

lim

= 1;

2

x!0

x!0

x

x

2

x

a

(1 + x)

1

ex 1

lim

= a for a 2 R;

lim

= 1:

x!0

x!0

x

x

lim

x!0

Note that the previous theorem can be used to change variables in limits.

Example 73 Lets try to calculate

lim

x!0

log (1 + sin x)

:

x

log (1 + sin x)

log (1 + sin x) sin x

log (1 + sin x) sin x

=

=

:

x

x

sin x

sin x

x

25

Since limx!0

sin x

x

= 1, it remains to study

lim

x!0

log (1 + sin x)

:

sin x

Consider the function g (y) = log(1+y)

y

we have that sin x ! 0 = `, while

lim

y!0

log (1 + y)

= 1:

y

2; 2

previous theorem to conclude that

lim

log (1 + sin x)

= 1:

sin x

lim

log (1 + sin x)

= 1:

x

x!0

In turn,

x!0

Continuity

there exists > 0 such that

B (x0 ; ) \ E = fx0 g :

It is clear that if a point of the set E is not an isolated point of E then it is

an accumulation point of E.

Denition 75 Let E

RN and let x0 2 E. Given a function f : E ! RM

we say that f is continuous at x0 if for every " > 0 there exists a real number

= ("; x0 ) > 0 such that for all x 2 E with kx x0 k < we have

kf (x)

write f 2 C (E) or f 2 C 0 (E).

Remark 76 If (X; dX ) and (Y; dY ) are two metric spaces, E

X, x0 2 E,

and f : E ! Y , we say that f is continuous at x0 if for every " > 0 there exists

a real number = ("; x0 ) > 0 with the property that

dY (f (x) ; f (x0 )) < "

for all x 2 E with dX (x; x0 ) < .

If (X; X ) and (Y; Y ) are two topological spaces, E

X, x0 2 E, and

f : E ! Y , we say that f is continuous at x0 if for every neighborhood V of

f (x0 ) there exists a neighborhood U of x0 with the property that

f (x) 2 V

for all x 2 E with x 2 U .

26

Theorem 77 Let E

(ii) if x0 is an accumulation point of E then f is continuous at x0 if and only

if there exists lim f (x) = f (x0 ).

x!x0

that

B (x0 ; 0 ) \ E = fx0 g :

> 0 such

Fix " > 0 and take := 0 in the denition of continuity. Clearly if x 2 E and

kx x0 k < then necessarily x = x0 so that we have kf (x) f (x0 )k = 0.

Exercise 78 Prove that the functions sin x, cos x, xn , where n 2 N, are continuous.

The following theorems follows from the analogous results for limits.

Theorem 79 Let E RN and let x0 2 E. Given two functions f , g : E ! R

assume that f and g are continuous at x0 . Then

(i) f + g and f g are continuous at x0 ;

(ii) if g (x0 ) 6= 0 then

continuous at x0 .

f

restricted to the set F := fx 2 E : g (x) 6= 0g is

g

sin x

cos x

tan x = cos

x and cot x = sin x are continuous in their domain of denition.

Theorem 81 Let E

RN , F

RM and let x0 2 E. Given two functions

P

f : E ! F and g : F ! R assume that f is continuous at x0 and that g is

continuous at f (x0 ). Then g f : E ! RP is continuous at x0 .

We now discuss the continuity of inverse functions and of composite functions. If a continuous function f is invertible its inverse function f 1 may not

be continuous.

Example 82 Let

f (x) :=

Then f

x

x

if 0 x

if 2 < x

1;

3:

: [0; 2] ! R is given by

f

(x) :=

x

x+1

27

if 0 x

if 1 < x

1;

2;

Theorem 83 Let K

RN be a closed and bounded set and let f : K ! RN

be one-to-one and continuous. Then the inverse function f 1 : f (K) ! RN is

continuous.

Theorem 84 Let I

R be an interval and let f : I ! R be one-to-one and

continuous. Then the inverse function f 1 : f (I) ! R is continuous.

Friday, February 8, 2013

the line through x0 in the direction v, that is,

L := x 2 RN : x = x0 + tv; t 2 R ;

and assume that x0 is an accumulation point of the set E \ L. The directional

derivative of f at x0 in the direction v is dened as

f (x0 + tv)

@f

(x0 ) := lim

t!0

@v

t

f (x0 )

provided the limit exists in R. In the special case in which v = ei , the directional

@f

derivative @e

(x0 ), if it exists, is called the partial derivative of f with respect

i

@f

to xi and is denoted @x

(x0 ) or fxi (x0 ) or Di f (x0 ).

i

Remark 85 The previous denition continues to hold if in place of RN one

takes a normed space V , so that f : E ! R where E V .

Remark 86 If N = 1, taking the direction v = 1, we have that

@f

f (x0 + t)

(x0 ) = lim

t!0

@1

t

which is the denition of derivative

df

dx

f (x0 )

(x0 ) or f 0 (x0 ).

Next we show that even if the directional derivatives at x0 exist and are

nite in every direction, then f does not have to be continuous at x0 .

Example 87 Let

f (x; y) :=

x2 y

x4 +y 2

if (x; y) 6= (0; 0) ;

if (x; y) = (0; 0) :

with v12 + v22 = 1, we have

f (0 + tv1 ; 0 + tv2 ) = 0:

28

It follows that

f (0 + tv1 ; 0 + tv2 )

t

f (0; 0)

f (0 + tv1 ; 0 + tv2 )

t

f (0; 0)

(tv1 )2 tv2

(tv1 )4 +(tv2 )2

t

t3 v12 v2

= 5 4

:

t v1 + t3 v22

If v2 = 0 then

as t ! 0, so

@f

@x

0

t5 v14

+0

=0!0

(0; 0) = 0. If v2 6= 0, then,

f (0 + tv1 ; 0 + tv2 )

t

so

In particular,

We have

f (0; 0)

v12 v2

v12 v2

v12

!

=

;

t2 v14 + v22

0 + v22

v2

v2

@f

(0; 0) = 1 :

@v

v2

@f

@y

(0; 0) =

0

1

f (x; 0) =

as x ! 0, while

0

=0!0

0 + y2

x2 x2

1

1

= !

4

4

x +x

2

2

as x ! 0. Hence, the limit lim(x;y)!(0;0) f (x; y) does not exists and so f is not

continuous at (0; 0). Note that f is continuous at all other points (x; y) 6= (0; 0)

by Theorem 79, since h (x; y) = x and g (x; y) = y are continuous functions in

R2 .

f x; x2 =

not give the same kind of results as in the case N = 1. To solve this problem, we

introduce a stronger notion of derivative, namely, the notion of dierentiability.

We recall that a function T : RN ! R is linear if

T (x + y) = T (x) + T (y)

for all x; y 2 RN and

T (sx) = sT (x)

PN

for all s 2 R and x 2 R . Write x = i=1 xi ei . Then by the linearity of T ,

!

N

N

X

X

T (x) = T

xi e i =

xi T (ei ) :

N

i=1

i=1

that

T (x) = b x

for all x 2 RN :

29

point of E. The function f is dierentiable at x0 if there exists a linear function

T : RN ! R (depending on f and x0 ) such that

lim

f (x)

x!x0

f (x0 ) T (x

kx x0 k

x0 )

= 0:

provided the limit exists. The function T , if it exists, is called the dierential of

f at x0 and is denoted df (x0 ) or dfx0 .

Exercise 89 Prove that if N = 1, then f is di erentiable at x0 if and only

there exists the derivative f 0 (x0 ) 2 R.

Remark 90 The previous denition continues to hold if in place of RN one

takes a normed space V , so that f : E ! R where E

V . In this case,

however, we require T : V ! R to be linear and continuous. Note that in RN

every linear function is continuous.

The next theorem shows that dierentiability in dimension N

same role of the derivative in dimension N = 1.

2 plays the

point of E. If f is di erentiable at x0 , then f is continuous at x0 .

Proof. Let T be the dierential of f at x0 . Write T (x) = b x. We have

f (x)

f (x0 ) = f (x)

=

f (x0 )

f (x)

b (x

f (x0 ) b (x

kx x0 k

x0 ) + b (x

x0 )

kx

x0 )

x0 k + b (x

x0 ) :

0

jf (x)

f (x)

f (x0 )j

f (x)

f (x0 ) b (x

kx x0 k

f (x0 ) b (x x0 )

kx x0 k + jb (x

kx x0 k

x0 )

kx x0 k + kbk kx x0 k

x0 )j

! j0j 0 + kbk 0 = 0

Monday, February 11, 2013

Next we study the relation between directional derivatives and dierentiability. The next theorem gives a formula for the vector b used in the previous

proof and hence determines T . Here we need x0 to be an interior point of E.

Theorem 92 Let E

RN , let f : E ! R be di erentiable at some point

x0 2 E and T be the di erential of f at x0 . Then

30

@f

(x0 ) = T (v) ;

@v

(ii) for every direction v,

N

X @f

@f

(x0 ) =

(x0 ) vi :

@v

@xi

i=1

(6)

a direction and x = x0 + tv. Note that for jtj < r, we have that

kx

x0 k = kx0 + tv

and so x0 + tv 2 B (x0 ; r)

dierentiable at x0 ,

f (x0 ) T (x x0 )

= lim

x!x0

t!0

kx x0 k

kx0 + tv x0 k

f (x0 + tv) f (x0 ) tT (v)

= lim

:

t!0

jtj

0 = lim

Since

lim

jtj

t

f (x)

f (x0 + tv)

t!0

f (x0 )

t

tT (v)

= lim

t!0

t

jtj

tT (v)

= 0:

But then

0 = lim

t!0

f (x0 + tv)

f (x0 )

t

tT (v)

f (x0 + tv)

t!0

t

= lim

f (x0 )

T (v) ;

@f

(x0 ) = T (v).

which shows that there exists @v

PN

Part (ii) follows from the linearity of T . Indeed, writing v = i=1 vi ei , by

the linearity of T ,

!

N

N

N

X

X

X

@f

@f

(x0 ) = T (v) = T

vi ei =

vi T (ei ) =

(x0 ) vi :

@v

@x

i

i=1

i=1

i=1

Remark 93 If in the previous theorem x0 is not an interior point but for some

direction v 2 RN , the point x0 is an accumulation point of the set E \ L, where

L is the line through x0 in the direction v, then as in the rst part of the proof

@f

(x0 ) and

we can show that there exists the directional derivative @v

@f

(x0 ) = T (v) :

@v

31

x0 )

@f

@f

(x0 ) ; : : : ;

(x0 )

@x1

@xN

2 RN

Df (x0 ). Note that part (ii) of the previous theorem shows that

N

X

@f

dfx0 (v) = T (v) = rf (x0 ) v =

(x0 ) vi :

@x

i

i=1

(7)

it is enough to prove that

lim

f (x)

f (x0 ) rf (x0 ) (x

kx x0 k

x!x0

x0 )

= 0:

(8)

a point x0 .

Theorem 94 Let E RN , let f : E ! R, let x0 2 E . Assume that there ex@f

ists r > 0 such that B (x0 ; r) E and the partial derivatives @x

, j = 1; : : : ; N ,

j

exist for every x 2 B (x0 ; r) and are continuous at x0 . Then f is di erentiable

at x0 .

Wednesday, February 13, 2013

Example 95 Let

f (x; y) :=

x2 jyj

x2 +y 2

if (x; y) 6= (0; 0) ;

if (x; y) = (0; 0) :

(0; 0), we have that f is continuous by Theorem 79, while for (x; y) = (0; 0), we

need to check that

lim

f (x; y) = f (0; 0) :

(x;y)!(0;0)

We have

0

jf (x; y)

f (0; 0)j =

x2 jyj

x2 + y 2

0 =

x2 jyj

x2 + y 2

x2 + y 2 jyj

= jyj ! 0

x2 + y 2

Next, lets study partial derivatives. For (x; y) 6= (0; 0), by the quotient rule,

we have

2x jyj x2 + y 2

x2 jyj (2x + 0)

@f

(x; y) =

;

(9)

2

@x

(x2 + y 2 )

32

@f

f (0 + t1; 0 + t0)

(0; 0) = lim

t!0

@x

t

f (0; 0)

t2 j0j

t2 +0

= lim

= lim

t!0 t3

t!0

= 0:

y

x2 jyj

x2 + y 2

x2 jyj 0 + y 2

@f

(x; y) =

;

2

@y

(x2 + y 2 )

(10)

@f

f (x0 + t0; 0 + t1)

(x0 ; 0) = lim

t!0

@y

t

x2

0

If x0 = 0, then jtj

t x20 +t2 =

x0 6= 0, we have

jtj 0

t 0+t2

f (x0 ; 0)

x20 jtj

x20 +t2

= lim

t!0

@f

@y

= 0 ! 0 as t ! 0, so

jtj x20

:

2

t!0 t x2

0+t

= lim

(0; 0) = 0, while if

jtj x20

t x20

x20

x20

=

lim

=

lim

=

= 1;

2

2

t x20 + t2

x20 + 0

t!0

t!0+ t x0 + t2

t!0+ x0 + t2

jtj x20

t x20

x20

x20

lim

=

lim

=

lim

=

=

2

2

t x20 + t2

x20 + 0

t!0

t!0+ t x0 + t2

t!0+ x0 + t2

lim+

1:

Hence, @f

@y (x0 ; 0) does not exist at (x0 ; 0) for x0 6= 0, and so by Theorem 92, f

is not di erentiable at (x0 ; 0) for x0 6= 0.

@f

On the other hand, at points (x; y) with y 6= 0, we have that @f

@x and @y exist

in a small ball centered at (x; y) (see (9) and (10)) and they are continuous by

Theorem 79. Hence, we can apply Theorem 94 to conclude that f is di erentiable

at all points (x; y) with y 6= 0.

It remains to study di erentiability at (0; 0). By 8, we need to prove that

lim

f (x; y)

(x;y)!(0;0)

k(x; y) (0; 0)k

(0; 0))

= 0:

We have

f (x; y)

k(x; y) (0; 0)k

(0; 0))

=

=

x2 jyj

x2 +y 2

x2 jyj

3=2

(x2 + y 2 )

(0; 0) ((x; y)

p

x2 + y 2

:

(x2

x2 jxj

+

3=2

x2 )

x2 x3

(x2

3=2

x2 )

33

1

3=2

(2)

9 0:

(0; 0))

The next exercise shows that the conditions in Theorem 94 are su cient but

not necessary for dierentiability.

Example 96 Let

f (x; y) :=

1

x2 + y 2 sin x+y

0

if (x; y) 6= (0; 0) or x + y 6= 0;

otherwise.

have that f is continuous by Theorem 79 and Theorem 81. For (x; y) = (0; 0),

we need to check that

lim

(x;y)!(0;0)

f (x; y) = f (0; 0) :

We have

0

jf (x; y)

f (0; 0)j =

x2 + y 2 sin

1

x+y

x2 + y 2 1 ! 0

as (x; y) ! (0; 0). Hence, f is continuous at (0; 0). At a point (x0 ; x0 ) with

x0 6= 0, taking x = x0 and y = x0 + t, where t ! 0. We have

2

f (x0 ; x0 + t) = x20 + ( x0 + t)

=

Take t =

2

1

+2n

x0 ; x0 +

2

x20

+ ( x0 + t)

sin

x0

1

sin :

t

1

x0 + t

. Then

1

+ 2n

=

=

x20

x20

+

+

1

+ 2n

1

+ 2n

x0 +

x0 +

!

!

sin

+ 2n

1 ! x20 + ( x0 + 0)

Theorem 91, f is not di erentiable at (x0 ; x0 ) with x0 6= 0. Next, lets study

partial derivatives. If x + y 6= 0,

!

@f

1

1

1

2

2

(x; y) = (2x + 0) sin

+ x +y

cos

;

2

@x

x+y

x+y

(x + y)

!

1

1

1

@f

(x; y) = (0 + 2y) sin

+ x2 + y 2 cos

:

2

@y

x+y

x+y

(x + y)

@f

Since for every (x; y), with x + y 6= 0, @f

@x and @y exist in a small ball centered

at (x; y) and they are continuous by Theorem 79 and Theorem 81, we can apply

Theorem 94 to conclude that f is di erentiable at all points (x; y) with x+y 6= 0.

34

= 2x20 6= 0

f (x; 0)

x

1

x2 + 0 sin x+0

f (0; 0)

=

0

x 0

For (x0 ; x0 ), with x0 6= 0,

@f

@x

1

!0

x

= x sin

(0; 0) = 0. Similarly,

@f

@y

(0; 0) = 0.

@f

(x0 ; x0 ) = lim

t!0

@x

t

2

= lim

x20 + ( x0 + t)

x20 +

1

+2n

x0 +

and t =

1

2 +2n

1

2n

sin

sin x0

1

x0 +t

0

:

sin

2

1

+2n

1

+2n

= lim

x20 + ( x0 + t)

t!0

1

t

t!0

Taking t =

f (x0 ; x0 )

x20 +

1

2 +2n

x0 +

=

2

1

!

1

+2n

2x20

=1

0+

as n ! 1, while

x20 +

1

2n

1

2n

x0 +

sin

1

1

2n

x20 +

x0 +

1

2n

0

=

1

2n

0

1

2n

=0!0

as n ! 1. Similarly, @f

@y (x0 ; x0 ) does not exist.

Lets prove that f is di erentiable at (0; 0) at (0; 0). We have,

8 2 2

sin 1

0) @f

0) < (x +y

f (x; 0) f (0; 0) @f

p 2) 2x+y if x + y 6= 0;

@x (0; 0) (x

@y (0; 0) (y

q

x +y

=

: 0

2

2

otherwise.

(x 0) + (y 0)

p

1

x2 + y 2 sin x+y

if x + y 6= 0;

=

0

otherwise.

1

as (x; y) ! (0; 0) since sin x+y

is bounded and

@f

@x

and

@f

@y

!0

x2 + y 2 ! 0. Hence, f is

Let E

RN , let f : E ! R and let x0 2 E. Let i 2 f1; : : : ; N g and assume

@f

that there exists the partial derivatives @x

(x) for all x 2 E. If j 2 f1; : : : ; N g

i

and x0 is an accumulation point of E \ L, where L is the line through x0 in

35

the direction ej , then we can consider the partial derivative of the function

with respect to xj , that is,

@

@xj

@f

@xi

=:

@f

@xi

@2f

:

@xj @xi

Example 97 Let

f (x; y) :=

y 2 arctan xy

0

if y 6= 0;

if y = 0:

x

y

If y 6= 0, then

@f

@

(x; y) =

@x

@x

=

y 2 arctan

= y2

1+

x

y

@

@x

x

y

y3

;

x2 + y 2

and

@f

@

(x; y) =

@y

@y

x

y

y 2 arctan

= 2y arctan

= 2y arctan

x

+ y2

y

1

1+

x

y

@

@y

x

y

xy 2

;

x2 + y 2

x

y

f (x0 + t; 0) f (x0 ; 0)

0 0

@f

(x0 ; 0) = lim

= lim

= 0;

t!0

t!0

@x

t

t

t2 arctan xt0

@f

f (x0 ; 0 + t) f (x0 ; 0)

(x0 ; 0) = lim

= lim

t!0

t!0

@y

t

t

x0

= lim t arctan

= 0;

t!0

t

where we have used the fact that arctan xt0 is bounded and t ! 0. Thus,

(

(

2

y3

@f

@f

if

y

=

6

0;

2y arctan xy x2xy

if y 6= 0;

2

2

x +y

+y 2

(x; y) =

(x; y) =

@x

@y

0

if y = 0;

0

if y = 0:

To nd

@2f

@y@x

@2f

@

(0; 0) =

@y@x

@y

= lim

t!0

@f

@x

t3

0+t2

(0; 0) = lim

@f

@x

t!0

= lim 1 = 1;

t!0

36

(0; 0 + t)

t

@f

@x

(0; 0)

while

@2f

@

(0; 0) =

@x@y

@x

@f

(0; 0) = lim

t!0

@y

0 0

= lim

= lim 0 = 0:

t!0

t!0

t

Hence,

@2f

@x@y

(0; 0) 6=

@2f

@y@x

@f

@y

(0 + t; 0)

@f

@y

(0; 0)

(0; 0).

Exercise 98 Let

f (x; y) :=

Prove that

@2f

@x@y

(0; 0) 6=

@2f

@y@x

x3 y xy 3

x2 +y 2

if (x; y) 6= (0; 0) ;

if (x; y) = (0; 0) :

(0; 0).

The next important theorem shows that at "good points" the order in which

we take derivatives does not matter.

Theorem 99 (Schwartz) Let E

RN , let f : E ! R, let x0 2 E , and let

i; j 2 f1; : : : ; N g. Assume that there exists r > 0 such that B (x0 ; r) E and for

2

@f

f

@f

(x), @x

(x), and @x@j @x

(x) exist.

all x 2 B (x0 ; r), the partial derivatives @x

i

j

i

Assume also that

@2f

@xj @xi

@2f

@xi @xj

(x0 ) and

@2f

@2f

(x0 ) =

(x0 ) :

@xi @xj

@xj @xi

Monday, February 18, 2013

Next we prove Taylors formula in higher dimensions. We set N0 := N [ f0g.

N

A multi-index

is a vector = ( 1 ; : : : ; N ) 2 (N0 ) . The length of a multiindex is dened as

j j := 1 +

+ N:

Given a multi-index

@

@x

@

@x

where x = (x1 ; : : : ; xN ). If

:=

@j

@x1 1

= 0, we set

@xNN

@0f

@x0

is dened as

;

:= f .

@ (2;1;0)

@ (x; y; z)

(2;1;0)

37

@3

:

@x2 @y

and x 2 RN , we set

Given a multi-index

! :=

If

1!

N !;

x := x1 1

xNN :

= 0, we set x0 := 1.

Using this notation, we can extend the binomial theorem.

n 2 N. Then

X

(x1 +

+ xN ) =

n!

x :

!

Proof. Exercise.

Given an open set U

RN , for every nonnegative integer m 2 N0 , we

m

denote by C (U ) the space of all functions that are continuous together with

1

T

their partial derivatives up to order m. We set C 1 (U ) :=

C m (U ).

m=0

RN be an open set, let f 2

m

C (U ), m 2 N, and let x0 2 U . Then for every x 2 U ,

X

f (x) =

m ulti-in dex, 0 j j m

where

lim

x!x0

as x ! x0 .

1 @ f

(x0 ) (x

! @x

x0 ) + Rm (x) ;

Rm (x)

m = 0:

kx x0 k

x0 k

y

(1 + x)

1

p

:

2

2

(x;y)!(0;0)

x +y

lim

y

f (x; y) = (1 + x)

1 = elog(1+x)

1 = ey log(1+x)

1;

class C 1 . Lets use Taylors formula of order m = 1 at (0; 0),

f (x; y) = f (0; 0) +

@f

(0; 0) (x

@x

0) +

38

@f

(0; 0) (y

@y

0) + o

p

x2 + y 2 :

We have

@f

(x; y) =

@x

@f

(x; y) =

@y

@

ey log(1+x)

@x

@

ey log(1+x)

@y

1 = ey log(1+x) y

1 = ey log(1+x) y log (1 + x) ;

and so

f (x; y) = 0 + 0 (x

1

;

1+x

0) + 0 (y

0) + o

p

x2 + y 2 ;

p

y

x2 + y 2

o

(1 + x)

1

p

p

=

lim

lim

(x;y)!(0;0)

(x;y)!(0;0)

x2 + y 2

x2 + y 2

= 0:

(1 + x)

1

;

2

2

x +y

(x;y)!(0;0)

lim

@f

(0; 0) (x

@x

1 @2f

+

(0; 0) (x

(2; 0)! @x2

1 @2f

(0; 0) (y

+

(0; 2)! @y 2

f (x; y) = f (0; 0) +

@f

(0; 0) (y 0)

@y

1

@2f

2

0) +

(0; 0) (x

(1; 1)! @x@y

0) +

0) (y

0)

0) + o x2 + y 2 :

Another simpler method would be to use the Taylors formulas for et and log (1 + s).

Wednesday, February 20, 2013

First midterm

Friday, February 22, 2013

Solutions First midterm.

Example 104 (Example 103, continued) Second method: If either x =

0 or y = 0, we get

y

(1 + x)

1

0

p

=p

= 0:

2

2

2

x +y

x + y2

If x 6= 0 and y 6= 0, then

y

(1 + x)

ey log(1+x) 1 log (1 + x)

xy

1

p

p

=

:

2

2

y log (1 + x)

x

x +y

x2 + y 2

et 1

t

= 1 and limt!0

ey log(1+x) 1

= 1;

(x;y)!(0;0) y log (1 + x)

lim

39

log(1+t)

t

= 1, we have

log (1 + x)

;

x

while

0

xy

=p

x2 + y 2

x2 jyj

x2 + y 2 jyj

p

= jyj ! 0

x2 + y 2

x2 + y 2

Example 105 Lets calculate

log 1 + sin2 (xy)

lim

(x2 + y 2 )

(x;y)!(0;0)

x2 y 2

sin t = t + o t2

and so

2

sin2 t = t + o t2

= t2 + o t2

+ 2to t2

= t2 + o t3

where we have used the properties of the little o. Hence

log 1 + sin2 t = log 1 + t2 + o t3

log (1 + s) = s + o (s) ;

where for us s = sin2 t = t2 + o t3 . We get

log 1 + sin2 t = log 1 + t2 + o t3

= t2 + o t3

+ o t2 + o t3

= t2 + o t2 :

Hence,

log 1 + sin2 (xy)

(x2 + y 2 )

x2 y 2

=

=

if x 6= 0 and y 6= 0. Now

0

and so

x2 y 2 + o x2 y 2

(x2 + y 2 )

o x2 y 2

(x2 +

2

y2 )

x2 y 2

(x2

2

y2 )

40

x2 y 2

(x2 +

1

;

2

o x2 y 2

!0

2

(x2 + y 2 ) x2 y 2

x2 y 2

x2 y 2

2

y2 )

o x2 y 2

x2 y 2

log 1 + sin2 (xy)

(x2

x2 y 2

2

y2 )

0

(x2

+ y2 )

= 0:

Hence,

log 1 + sin2 (xy)

lim

(x2 +

(x;y)!(0;0)

x2 y 2

2

y2 )

=0

lim

(x;y)!(0;0)

(x2 +

x2 y 2

4

y2 )

(i) f attains a local minimum at x0 if there exists r > 0 such that f (x)

f (x0 ) for all x 2 E \ B (x0 ; r),

(ii) f attains a global minimum at x0 if f (x)

(iii) f attains a local maximum at x0 if there exists r > 0 such that f (x)

f (x0 ) for all x 2 E \ B (x0 ; r),

(iv) f attains a global maximum at x0 if f (x)

minimum (or maximum) at some point x0 2 E. If there exists a direction v

and > 0 such that the set

fx0 + tv : t 2 (

@f

@v

; )g

(11)

@f

@v

(x0 ), then necessarily,

(x0 ) = 0. In particular, if x0 is

an interior point of E and f is di erentiable at x0 , then all partial derivatives

and directional derivatives of f at x0 are zero.

Proof. Exercise.

Remark 109 In view of the previous theorem, when looking for local minima

and maxima, we have to search among the following:

Interior points at which f is di erentiable and rf (x) = 0, these are

called critical points. Note that if rf (x0 ) = 0, the function f may not

attain a local minimum or maximum at x0 . Indeed, consider the function

f (x) = x3 . Then f 0 (0) = 0, but f is strictly increasing, and so f does

not attain a local minimum or maximum at 0.

41

attains a global minimum at x = 0, but f is not di erentiable at x = 0.

Boundary points.

To nd su cient conditions for a critical point to be a point of local minimum

or local maximu, we study the second order derivatives of f .

RN , and let x0 2 E. The Hessian

matrix of f at x0 is the N N matrix

0

@2f

@x21

B .

Hf (x0 ) : = B

@ ..

@2f

@x1 @xN

@2f

@xN @x1

(x0 )

(x0 )

..

.

@2f

@x2N

(x0 )

@2f

(x0 )

@xi @xj

(x0 )

1

C

C

A

;

i;j=1

whenever it is dened.

Remark 111 If the hypotheses of Schwartzs theorem are satised for all i; j =

1; : : : ; N , then

@2f

@2f

(x0 ) =

(x0 ) ;

@xi @xj

@xj @xi

which means that the Hessian matrix Hf (x0 ) is symmetric.

Given an N

nomial

H) ;

t 2 R:

of the characteristic polynomial are real.

Theorem 113 Given a polynomial of the form

p (t) = tN + aN

N

1t

+ aN

N

2t

+ a1 t + a0 ;

of p are real. Then

t 2 R;

(i) all roots of p are positive if and only if the coe cients alternate sign, that

is, aN 1 < 0, aN 2 > 0, aN 3 < 0, etc.

(ii) all roots of p are negative if and only ai > 0 for every i = 0; : : : ; N

1.

The next theorem gives necessary and su cient conditions for a point to be

of local minimum or maximum.

42

RN be open, let f : U ! R be of class C 2 (U ) and let

x0 2 U be a critical point of f .

(i) If Hf (x0 ) is positive denite, then f attains a local minimum at x0 ,

(ii) if f attains a local minimum at x0 , then Hf (x0 ) is positive semidenite,

(iii) if Hf (x0 ) is negative denite, then f attains a local maximum at x0 ,

(iv) if f attains a local maximum at x0 , then Hf (x0 ) is negative semidenite.

Remark 115 Note that in view of the previous theorem, if at a critical point x0

the characteristic polynomial of Hf (x0 ) has one positive root and one negative

root, then f does not admit a local minimum or a local maximum at x0 .

Theorem 114 shows that if Hf (x0 ) is positive denite, then f admits a local

minimum at x0 . The following exercise shows that we cannot weakened this

hypothesis to Hf (x0 ) positive semidenite.

Example 116 Let f (x; y) := x2

have

@f

(x; y) =

@x

@f

(x; y) =

@y

@

x2

@x

@

x2

@y

y 4 = 2x

0 = 0;

y4 = 0

4y 3 = 0:

Hence, (0; 0) is the only critical point. Lets nd the Hessian matrix at these

points. Note that the function is of class C 1 , so we can apply Schwartzs theorem. We have

@2f

(x; y) =

@x2

@2f

(x; y) =

@y 2

@2f

(x; y) =

@y@x

@

(2x ) = 2;

@x

@

4y 3 = 12y 2 ;

@y

@

(2x) = 0:

@y

Hence,

2

0

Hf (0; 0) =

0

0

so that

1

0

0 = det

= det

=(

2

0

0

1

Hf (0; 0)

0

0

2) ;

43

=(

2) (

0)

maximum. But it could be a local minimum. However, taking

y4 ;

f (0; y) =

which has a strict maximum at y = 0. This shows that f does not admit a local

minimum or a local maximum at (0; 0).Theorem 114 shows that if Hf (x0 ) is

positive denite, then f admits a local minimum at x0 . The following exercise

shows that we cannot weakened this hypothesis to Hf (x0 ) positive semidenite.

A critical point at which f does not admit a local minimum or a local

maximum is called a saddle point.

Friday, March 1, 2013

Example 117 Consider the function

f (x; y) := (x

y) e

x2 y 2

E := B ((0; 0) ; 1):

Lets nd the critical points of f . We have

@f

(x; y) =

@x

@f

(x; y) =

@y

@

(x

@x

@

(x

@y

x2 y 2

y) e

x2 y 2

y) e

=e

=

x2 y 2

2x2 + 2yx + 1 = 0;

x2 y 2

2y 2 + 2xy + 1 = 0:

x2 + y 2 = 0;

2y 2 + 2xy + 1 = 0:

If x = y, then 2x2 + 2x2 + 1 = 0, which has no solutions, while if x = y,

1 1

then 4y 2 + 1 = 0. Hence, the critical points are 21 ; 12 and

2 ; 2 . Lets

nd the Hessian matrix at these points. Note that the function is of class C 1 ,

so we can apply Schwartzs theorem. We have

@2f

(x; y) =

@x2

@2f

(x; y) =

@y 2

@2f

(x; y) =

@y@x

2

2

2

@

e x y

2x2 + 2yx + 1 = 2e x

@x

2

2

@

e x y

2y 2 + 2xy + 1 = 2e

@y

2

2

2

@

e x y

2x2 + 2yx + 1 = 2e x

@y

y2

x2 y 2

y2

Hence,

Hf

1

;

2

1

2

3e 2

1

e 2

44

e 2

1

3e 2

2x3

2yx2

2y 3

2x2 y

3x + y ;

2xy 2

3y + x ;

2xy 2 + x

y :

so that

1

0

0 = det

+ 3e

1

e 2

= det

=

0

1

1

2

+ 6e

1

;

2

Hf

1

1

2

+ 8e

1

2

e 2

+ 3e

1

1

2

;

1

2;

maximum. On the other hand

Hf

1

2

+ 3e

1 1

;

2 2

0

1

Hf

3e

e

1

2

e

3e

1

2

1

2

1

2

we have a local

1

2

so that

1

0

0 = det

3e

1

e 2

= det

=

6e

1

2

1

2

+ 8e

1 1

;+

2 2

e 2

3e

1

1

2

3e

1

2

have a local minimum.

It remains to study the boundary. Using polar coordinates, we have x = cos ,

y = sin , so that

g ( ) := f (cos ; sin ) = (cos

sin ) e

2 [0; 2 ] :

We have

g 0 ( ) = ( sin

3

4

of local maximum. Are they?

for

7

4

cos ) e

0

p

p

2

2

2 ; 2

p

p

2

2

2 ;

2

could be a point

could be a point

Example 118 First method: To see if they are consider the restriction y =

x. Let

" p p #

2

2

2x2

h (x) = f (x; x) = 2xe

; x2

;

2

2

Then

h0 (x) = 2e

2x2

+ 2xe

2x2

( 4x) = 2e

45

2x2

4x2 > 0

1

2

for

p

2

2

1

2,

1

1

2p< x < 2 ,

2

2

is not

2 ; 2

p

p

that 22 ; 22

increases for

p

is not a point of local maximum.

Second method: Another way to look at this was to study the partial and

directional derivatives. We have

p p !

2

2

@f

= e 1 ( 1 1 + 1) = e 1 ;

;

@x

2

2

p p !

@f

2

2

;

= e 1 ( 1 1 + 1) = e 1 :

@y

2

2

Since

@f

@x

have that f

p

p

2

2

;

2

2

p

x; 22 ; y

p

2

2

2 ; 2

2

2

2 ; 2

<f

2

2

p !

f

2

2

;

= lim

t!0

2

2

@f

@x

2

2

2

2

"<

+ t;

2

2

2

2

we

+ t;

2

2

p

2

2

;

2

2

2

2

p

2

2

2 ; 2

f

t

<

+"<0

p

2

2

p

2

2

2 ; 2

close to

, we can nd

p

with x >

x;

+ t;

2

2

<

Similarly,

@f

@x

p !

2

=e

2

2

;

2

( 1

f

2

2 ;

2

2

f

"<

0j <

2

2

+ t;

2

2

1 + 1) =

In particular, if

2

2 ;

2

2 ;

2

2

46

< 0;

t

1.

2

2

<

+"<0

p

2

2

+ t;

2

2

>

8

8

8

@f

>

x z=0

< @x = 2x 2z = 0

<

< x z=0

@f

3

2

=

4y

+

2y

=

0

y=0

y

2y

+

1

=

0

()

()

@y

>

:

:

: @f = 3z 2 2x = 0

3z 2 2z = 0

3z 2 2x = 0

@z

8

< x z=0

y=0

()

:

z (3z 2) = 0

and so the critical points are (0; 0; 0) and 32 ; 0; 32 . Note that (0; 0; 0) is not a

point of local minimum or maximum, since f (0; 0; z) = z 3 which changes sign

near 0. Lets study the point 23 ; 0; 23 . We have

0

B

Hf = @

@2f

@x2

@2f

@x@y

@2f

@x@z

@2f

@y@x

@2f

@y 2

@2f

@y@z

@2f

@z@x

@2f

@z@y

@2f

@z 2

and so

Hf

2

2

; 0;

3

3

We have

2

C @

0

=

A

2

0

2

=@ 0

2

1

1 0 0

0 = det @t @ 0 1 0 A

0 0 1

0

t 2

0

t 2

= det @ 0

2

0

t

0 0

2

0

12y 2 + 2

0

1

2

0 A:

6

0

2

0

2

@ 0

2

1

1

2

0 A

6z

0

2

0

A = t3

11

2

0 AA

4

8t2 + 16t

local minimum.

8:

2

2

3 ; 0; 3

we have a

K ! R be a continuous function. Then there exists x0 ; x1 2 K such that

f (x0 ) = min f (x) ;

x2K

x2K

matrix of f = (f1 ; : : : ; fM ) at some point x0 2 E, whenever it exists, is the

M N matrix

1

0

1 0 @f1

@f1

rf1 (x0 )

@x1 (x0 )

@xN (x0 )

B

C

C B ..

..

..

Jf (x0 ) := @

A:

A=@ .

.

.

@fM

@x1

rfM (x0 )

47

(x0 )

@fM

@xN

(x0 )

It is also denoted

@ (f1 ; : : : ; fM )

(x0 ) :

@ (x1 ; : : : ; xN )

the Jacobian determinant of f at x0 . Thus,

det Jf (x0 ) = det

10

@fj

(x0 )

@xi

:

i;j=1;:::;N

Lagrange Multipliers

In Section 9 (see Theorem 114) we have seen how to nd points of local minima

and maxima of a function f : E ! R in the interior E of E. Now we are ready

to nd points of local minima and maxima of a function f : E ! R on the

boundary @E of E. We assume that the boundary of E has a special form, that

is, it is given by a set of the form

x 2 RN : g (x) = 0 :

Denition 122 Let f : E ! R, where E

We say that

RN , let F

E and let x0 2 F .

that f (x) f (x0 ) for all x 2 F \ B (x0 ; r),

(ii) f attains a constrained local maximum at x0 if there exists r > 0 such

that f (x) f (x0 ) for all x 2 F \ B (x0 ; r).

The set F is called the constraint.

Wednesday, March 6, 2013

Theorem 123 (Lagrange Multipliers) Let U

RN be an open set, let f :

1

M

U ! R be a function of class C and let g : U ! R be a class of function C 1 ,

where M < N , and let

F := fx 2 U : g (x) = 0g :

Let x0 2 F and assume that f attains a constrained local minimum (or maximum) at x0 . If Jg (x0 ) has maximum rank M , then there exist 1 , . . . , M 2 R

such that

rf (x0 ) = 1 rg1 (x0 ) +

+ M rgM (x0 ) :

Example 124 We want to nd points of local minima and maxima of the function f (x; y; z) := x y + 2z over the set

E = (x; y; z) 2 R3 : x2 + y 2 + 2z 2

48

2 :

@x (x; y; z) = 1 6= 0, there

are no critical points in the interior. Thus, points of local minima and maxima,

if they exist, must be found on the boundary of E, that is,

@E = (x; y; z) 2 R3 : x2 + y 2 + 2z 2 = 2 :

In other words, we are looking at a constrained problem. The constraint is given

by x2 + y 2 + 2z 2 = 2. Dene g (x; y; z) := x2 + y 2 + 2z 2 2. In this case the

Jacobian matrix of g coincides with the gradient, that is,

Jg (x; y; z) = rg (x; y; z) = (2x; 2y; 4z) :

In this case the maximum rank is one, so it is enough to check that (2x; 2y; 4z) 6=

(0; 0; 0) at points in the constraint @E. But (2x; 2y; 4z) = (0; 0; 0) only at the

origin and this point does not belong to the constraint.

By the theorem on Lagrange multipliers, we need to nd (x; y; z) and such

that

8

@g

@f

@

y + 2z

x2 + y 2 + 2z 2 2 = 1 2x ;

>

@x (x; y; z)

@x (x; y; z) = @x x

> 0 = @f

<

@g

@

0 = @y (x; y; z)

y + 2z

x2 + y 2 + 2z 2 2 = 1 2y ;

@y (x; y; z) = @y x

@g

@f

@

>

y; z) = @z x y + 2z

x2 + y 2 + 2z 2 2 = 2 4z ;

>

: 0 = @z (x; y; z) 2 @z (x;

2

2

0 = g (x; y; z) = x + y + 2z

2:

If

8

x = 21 ;

>

>

<

y = 21 ;

z= 1;

>

>

: 2 2 2

x + y + 2z 2 2 = 0:

Substituting gives

and so

p

2

2 ;

=

p

p

2

2

2 ; 2

p1 .

2

1

2

1

2

+2

1

2

2 = 0, that is, 2

p

2

2

2 ; 2 ;

1 = 0,

2

2

and

Since f is continuous, it follows by the Weierstrass theorempthatp there

exist

p

2

2

2

;

;

=

the minimum and the maximum of f over E. Hence, f

2

2

2

p

2

2

2

2

2

the maximum.

2

2

2

2 ;

p

2

2

2 ; 2

2

2

2

2

+2

2

2

is

E = (x; y; z) 2 R3 : x2

xy + y 2

z 2 = 1; x2 + y 2 = 1 ;

need to nd

q

2

2

2

min

(x 0) + (y 0) + (z 0) : (x; y; z) 2 E :

49

y 2 + z 2 . We want to nd the minimum of f over the st E.

First method. Let g : R2 ! R3 be the function

g (x; y; z) = x2

xy + y 2

z2

1; x2 + y 2

1 :

that

8

@g1

@g1

@

2

2

2

2

0 = @f

xy + y 2 z 2

1 @x

2 @x = @x x + y + z

1 x

>

@x

>

>

@g

@g

@f

@

2

2

2

2

1

1

>

xy + y 2 z 2

< 0 = @y

1 @y

2 @y = @y x + y + z

1 x

@g1

@g1

@

2

2

2

2

0 = @f

xy + y 2 z 2

1 @z

2 @z = @z x + y + z

1 x

@z

>

>

2

2

2

>

+y

z

1 = 0;

>

: 0 = g1 (x; y; z) = x2 xy

0 = g2 (x; y; z) = x + y 2 1 = 0:

We have

8

0 = 2x

y)

>

1 (2x

>

>

>

< 0 = 2y

1 ( x + 2y)

0 = 2z

1 ( 2z) ;

>

>

> 0 = x2 xy + y 2 z 2

>

:

0 = x2 + y 2 1:

such

1

1

1

2

2

2

2 2x;

2 2y;

1;

Adding the rst two equations and substituting the last in the fourth one, we get

8

0 = (x + y) (2

2 2) ;

>

1

>

>

>

(

x

+

2y)

< 0 = 2y

1

2 2y;

0 = z (1 + 1 ) ;

>

>

0 = xy z 2 ;

>

>

:

0 = x2 + y 2 1:

From the third equation 0 = z (1 + 1 ) we have that either z = 0 or

If z = 0 we get

8

0 = (x + y) (2

2 2) ;

>

1

>

>

>

0

=

2y

(

x

+

2y)

<

1

2 2y;

0 = z;

>

>

0 = xy;

>

>

:

0 = x2 + y 2 1:

1.

so that

8

8

8

2 2;

0=1

1 = 2;

>

>

>

1

2;

> 0=2

>

>

>

>

>

>

>

>

< 0=1

< 0=1

< 0 = 1;

1

2;

1

2;

0 = z;

0 = z;

0 = z;

()

()

>

>

>

>

>

>

0 = x;

0 = x;

> 0 = x;

>

>

>

>

>

:

:

:

1 = y:

1 = y:

1 = y:

1,

50

x2 + y 2

x2 + y 2

x2 + y 2

1

1

1

;

;

;

8

8

0 = (2

2 2) ;

1 = 2;

>

>

1

>

>

>

>

>

>

< 0 = 1;

< 0 = 1;

0 = z;

0 = z;

()

>

>

>

>

0

=

y;

0 = y;

>

>

>

>

:

:

1 = x:

1 = x:

If

1, then

8

0 = (x + y) (3 2 2 ) ;

>

>

>

>

< 0 = 4y x

2 2y;

1 = 1;

>

>

0 = xy z 2 ;

>

>

:

0 = x2 + y 2 1:

8

8

x = y;

x = y;

>

>

>

>

>

>

5

>

>

< 2 = 2;

< 0 = x ( 5 + 2 2) ;

1 = 1;

1 = 1;

()

>

>

2

2

>

>

z

= x;

0

=

x

z

;

>

>

>

>

: p1 = x;

:

1 = 2x2 ;

2

8 3

8 3

= 2;

>

>

2

2 = 2;

>

>

>

>

>

>

< 0 = 4y x 3y;

< x = y;

1 = 1;

1 = 1;

()

>

>

2

>

>

0

=

xy

z

;

0

= x2 z 2 ;

>

>

>

>

:

:

2

2

0=x +y

1:

0 = 2x2 1:

The fourth and fth equation are incompatible, so there are no solutions in this

case.

In conclusion, we have found the points (0; 1; 0) with 1 = 0 and 2 = 1,

( 1; 0; 0) with

= 0 and

1,

p1 ;

2

p1 ;

2

p1

2

and

p1 ;

2

p1 ;

2

with 1 = 1 and 2 = 52 .

Lets prove that E is bounded. We have that x2 + y 2 = 1, so jxj

jyj 1, while

z 2 = 1 x2 + xy y 2 xy 1:

p1

2

1 and

has a mimimum over E. Since

f

1

p ;

2

1

p ;

2

1

p

2

=f

1

p ;

2

1

p ;

2

1

p

2

3

> 1 = f ( 1; 0; 0) = f (0; 1; 0) ;

2

it follows that ( 1; 0; 0) and (0; 1; 0) are the two points in E of minimal distance from the origin.

Second method. Exercise. Find a simpler way to solve this problem.

51

Midsemester break, no classes

Monday, March 11, 2013

Spring break, no classes

Wednesday, March 13, 2013

Spring break, no classes

Friday, March 15, 2013

Spring break, no classes

Monday, March 18, 2013

11

Chain Rule

Denition 126 Let E RN , let f : E ! RM , and let x0 2 E be an accumulation point of E. The function f is dierentiable at x0 if there exists a linear

function T : RN ! RM (depending on f and x0 ) such that

lim

x!x0

f (x)

f (x0 ) T (x

kx x0 kN

x0 )

= 0:

(12)

provided the limit exists. The function T , if it exists, is called the dierential of

f at x0 and is denoted df (x0 ) or dfx0 .

Theorem 127 Let E

RN , let f : E ! RM , and let x0 2 E be an accumulation point of E. Then f = (f1 ; : : : ; fM ) is di erentiable at x0 if and

only if all its components fj , j = 1; : : : ; M , are di erentiable at x0 . Moreover,

dfx0 = d (f1 )x0 ; : : : ; d (fM )x0 .

Proof. Exercise.

We study the dierentiability of composite functions.

Theorem 128 (Chain Rule) Let F

RM , E

RN , let g : F ! E, g =

(g1 ; : : : ; gN ), and let f : E ! R. Assume that at some point y0 2 F there

@gN

1

exist the directional derivatives @g

@v (y0 ), . . . , @v (y0 ) for some direction v and

f is di erentiable at the point g (y0 ). Then the composite function f g admits

a directional derivative at y0 in the direction v and

N

X @f

@ (f g)

@gi

(y0 ) =

(y0 )

(g (y0 ))

@v

@x

@v

i

i=1

= rf (g (y0 ))

@g

(y0 ) :

@v

is di erentiable at y0 .

Example 129 Consider the function

g (x) := f (kxk) = f

q

52

x21 + x22 +

+ x2N

q

@g

2xi

(x) = f 0

x21 + x22 +

+ x2N

p

@xi

2

x21 + x22 +

Example 130 Consider the function

Z

h (x; y) =

g(x;y)

t2

+ x2N

dt;

f (x;y)

consider the function

Z z

2

k (z; w) =

e t dt;

w

Hence, by the chain rule,

@h

(x; y) =

@x

@h

(x; y) =

@y

@k

@g

@k

@f

(g (x; y) ; f (x; y))

(x; y) +

(g (x; y) ; f (x; y))

(x; y) ;

@z

@x

@w

@x

@k

@g

@k

@f

(g (x; y) ; f (x; y))

(x; y) +

(g (x; y) ; f (x; y))

(x; y) :

@z

@y

@w

@y

Now

@k

(z; w) = e

@z

while

@k

(z; w) =

@w

z2

z2

and so

@h

(x; y) = e

@x

@h

(x; y) = e

@y

@g

(x; y)

@x

(g(x;y))2 @g

(x; y)

@y

(g(x;y))2

@f

(x; y) ;

@x

2 @f

e (f (x;y))

(x; y) :

@y

e

(f (x;y))2

f (x1 ; x2 ) = x1 x2

1;

g (y1 ; y2 ) = (y1 y2

Then

@f

@f

(x1 ; x2 ) = 1x2 0;

(x1 ; x2 ) = x1 1 0;

@x1

@x2

@g1

@g1

(y1 ; y2 ) = 1y2 ey1 ;

(y1 ; y2 ) = y1 1 0;

@y1

@y2

@g2

@g2

(y1 ; y2 ) = 1 sin (y1 y2 ) + y1 cos (y1 y2 ) (1y2 ) ;

(y1 ; y2 ) = y1 cos (y1 y2 ) (y1 1) :

@y1

@y2

53

(f

@ (f g)

@f

@g1

@f

@g2

(y1 ; y2 ) =

(g1 (y1 ; y2 ) ; g2 (y1 ; y2 ))

(y1 ; y2 ) +

(g1 (y1 ; y2 ) ; g2 (y1 ; y2 ))

(y1 ; y2 )

@y1

@x1

@y1

@x2

@y1

= y1 sin (y1 y2 ) (1y2 ey1 ) + (y1 y2 ey1 ) (1 sin (y1 y2 ) + y1 cos (y1 y2 ) (1y2 )) ;

while

@ (f g)

@f

@g1

@f

@g2

(y1 ; y2 ) =

(g1 (y1 ; y2 ) ; g2 (y1 ; y2 ))

(y1 ; y2 ) +

(g1 (y1 ; y2 ) ; g2 (y1 ; y2 ))

(y1 ; y2 )

@y2

@x1

@y2

@x2

@y2

= y1 sin (y1 y2 ) (y1 1 0) + (y1 y2 ey1 ) (y1 cos (y1 y2 ) (y1 1)) :

Second method: Write the explicit formula for (f

(f

ey1 ) (y1 sin (y1 y2 ))

= (y1 y2

1:

Then

@

@ (f g)

(y1 ; y2 ) =

[(y1 y2 ey1 ) (y1 sin (y1 y2 )) 1]

@y1

@y1

= (1y2 ey1 ) (y1 sin (y1 y2 )) + (y1 y2 ey1 ) (1 sin (y1 y2 ) + y1 cos (y1 y2 ) (1y2 ))

and

@ (f g)

@

(y1 ; y2 ) =

[(y1 y2 ey1 ) (y1 sin (y1 y2 ))

@y2

@y2

= (y1 1 0) (y1 sin (y1 y2 )) + (y1 y2

1]

ey1 ) (y1 cos (y1 y2 ) (y1 1))

Corollary 132 Let F

RM , E RN , let g : F ! E, g = (g1 ; : : : ; gN ), and

let f : E ! RP . Assume that g is di erentiable at some point y0 2 F and that

f is di erentiable at the point g (y0 ) and that g (y0 ) 2 E . Then the composite

function f g is di erentiable at y0 and

Jf

Wednesday, March 20, 2013

12

f (x; y) = 0:

54

0:

We want to solve for y, that is, we are interested in nding a function y = g (x)

such that

f (x; g (x)) = 0:

We will see under which conditions we can do this. The result is going to be

local.

In what follows given x 2 RN and y 2 RM and f (x; y), we write

0

@f1

@x1

@f

B

(x; y) := @ ...

@x

@f

@f1

@y1

B .

@f

(x; y) := B

@ ..

@y

@f

@y1

(x; y)

@fM

@xN

(x; y)

@f1

@yM

(x; y)

@fM

@yM

(x; y)

..

.

@x1

and

@f1

@xN

(x; y)

(x; y)

(x; y)

..

.

(x; y)

1

C

A

C

C:

A

RM , and let (a; b) 2 U . Assume that f 2 C m (U ) for some m 2 N, that

f (a; b) = 0

and

det

@f

(a; b) 6= 0:

@y

RN and BM (b; r1 )

BM (b; r1 ) U , and a unique function

RM , with BN (a; r0 )

g : BN (a; r0 ) ! BM (b; r1 )

of class C m such that f (x; g (x)) = 0 for all x 2 BN (a; r0 ) and g (a) = b.

@f

(a; b) = 0, then anything can

The next examples show that when det @y

happen.

@f

@y

(x0 ; y0 ) = 0.

f (x; y) := (y

Then f (0; 0) = 0,

@f

@y

x) :

f (x; y) := x2 + y 2 :

Then f (0; 0) = 0, @f

@y (0; 0) = 0 but there is no function g dened near

x = 0 such that f (x; g (x)) = 0.

55

1) x2 + y 2 :

f (x; y) := (xy

Then f (0; 0) = 0,

@f

@y

(0; 0) = 0 but

0

g (x) =

if x = 0;

if x =

6 0;

1

x

which is discontinuous.

Next we give some examples on how to apply the implicit function theorem.

Example 135 Consider the function

f (x; y) := xey

y:

y

1 so that @f

1. By the implicit

Then f (0; 0) = 0, @f

@y (x; y) = xe

@y (0; 0) =

function theorem there exist r > 0 and a function g 2 C 1 (( r; r)) such that

g (0) = 0 and f (x; g (x)) = 0. To nd the behavior of g near x = 0, we can use

Taylors formula. Lets nd g 0 (0) and g 00 (0). We have

xeg(x)

g (x) = 0:

1eg(x) + xg 0 (x) eg(x)

g 0 (x) = 0;

2

g 00 (x) = 0:

1e0 + 0

g 0 (0) = 0;

e0 g 0 (0) + g 0 (0) e0 + 0 + 0

g 00 (0) = 0:

g (x) = g (0) + g 0 (0) (x

= 0 + 1 (x

1

0) + g 00 (0) (x

2

1

0) + 2 (x

2

0) + o (x

0) + o (x

0)

0)

Correction homework.

Monday, March 25, 2013

Example 136 Consider the function

x2 + 1; y sin (xz)

56

x :

that g (1) = 1; 2 and f (x; g (x)) = 0. Note that f is of class C 1 . Here the

point is 1; 1; 2 and

f 1; 1;

= 1 cos 1

1 + 1; 1 sin 1

1 = (0; 0) :

Moreover,

@f

(x; y; z) =

@ (y; z)

@f1

@y

@f2

@y

@f1

@z

@f1

@z

(x; y; z)

(x; y; z)

@

@y

@

@y

1 cos (xz)

1 sin (xz)

y cos (xz)

(y sin (xz)

0

0

(x; y; z)

(x; y; z)

x2 + 1

x)

0

!

@

@z

@

@z

x2 + 1

x)

y cos (xz)

(y sin (xz)

xy sin (xz) 0

xy cos (xz) 0

and so

det

@f

1; 1;

@ (y; z)

2

cos 1 2

sin 1 2

= det

1 sin 1 2

1 cos 1 2

= 1 6= 0:

R2 of class C 1 such that g (1) = 1; 2 and f (x; g (x)) = 0 for all x 2

(1 r; 1 + r), that is,

g1 (x) cos (xg2 (x))

g1 (x) sin (xg2 (x))

x2 + 1 = 0;

x = 0:

g2 near x = 1, that is,

g1 (x) = g1 (1) + g10 (1) (x

g2 (x) = g2 (1) +

g20

(1) (x

1) + o ((x

1)) ;

1) + o ((x

1)) :

g10 (x) cos (xg2 (x)) g1 (x) (1g2 (x) + xg20 (x)) sin (xg2 (x))

g10 (x) sin (xg2 (x)) + g1 (x) (1g2 (x) + xg20 (x)) cos (xg2 (x))

Taking x = 1 and using the fact that g1 (1) = 1 and g2 (1) =

g10 (1) cos 1 2

1

g10 (1) sin 1 2 + 1

2

2

+ 1g20 (1) cos 1 2

that is,

0 1 2 + g20 (1) 1 2 = 0;

g10 (1) 1 + 0 1 = 0;

57

2,

2x + 0 = 0;

1 = 0:

we obtain

2 = 0;

1 = 0;

2.

g1 (x) = 1 + 1 (x

g2 (x) =

Hence,

1) + o ((x

2

(x

1)) ;

1) + o ((x

1)) :

Theorem 137 (Inverse Function) Let U

RN be open, let f : U ! RN ,

m

and let a 2 U . Assume that f 2 C (U ) for some m 2 N and that

det Jf (a) 6= 0:

Then there exists B (a; r0 )

f : B (a; r0 ) ! f (B (a; r0 ))

is invertible and f

Jf

(y) = Jf f

(y)

0

x + 2x2 sin x1

f1 (x; y) =

f2 (x; y) = y:

if x = 0;

if x =

6 0;

is not one-to-one in any neighborhood of (0; 0).

The next example shows that the existence of a local inverse at every point

does not imply the existence of a global inverse.

Example 139 Consider the function f : R2 ! R2 dened by

f (x; y) = (ex cos y; ex sin y) :

The function f is not injective. Indeed, f (x; y) = f (x; y + 2 ) for all (x; y) 2 R2 .

Hence, f does not admit a global inverse. However,

!

@f1

@f1

ex cos y

ex sin y

@x

@y

Jf (x; y) =

=

;

x

@f2

@f2

e sin y ex cos y

@x

@y

and so

det Jf (x; y) = det

ex cos y

ex sin y

ex sin y

ex cos y

for all (x; y) 2 R2 . Hence, by the inverse function theorem f admits a local

inverse in a neighborhood of every point (x; y) 2 R2 .

Wednesday, March 27, 2013

58

13

Curves

t traverses I, ' (t) traverses a curve in RN . Rather than calling ' a curve, it

is better to regard any vector function g obtained from ' by a suitable change

of parameter as representing the same curve as '. Thus, one should dene a

curve as an equivalence class of equivalent parametric representations.

Denition 140 Given two intervals I; J

R and two functions ' : I ! RN

N

and

: J ! R , we say that they are equivalent if there exists a continuous,

bijective function h : I ! J such that

' (t) =

(h (t))

and we call ' and

and the function h a parameter change.

Note that in view of a theorem done in class, h

parametric representations

1

: J ! I is also continuous.

is an equivalence relation.

tions.

R

is an interval, the multiplicity of a point y 2 RN is the (possibly innite)

number of points t 2 I such that ' (t) = y. Since every parameter change

h : I ! J is bijective, the multiplicity of a point does not depend on the

particular parametric representation. The range of

is the set of points of

RN with positive multiplicity, that is, ' (I). A point in the range of with

multiplicity one is called a simple point. If every point of the range is simple,

then is called a simple arc.

If I = [a; b] and ' (a) = ' (b), then the curve

is called a closed curve.

A closed curve is called simple if every point of the range is simple, with the

exception of ' (a), which has multiplicity two.

Example 143 The two functions

' (t) := (cos t; sin t) ;

t 2 [0; 2 ] ;

s 2 [0; ] ;

p (r) := (cos r; sin r) ;

r 2 [0; 4 ] ;

is not equivalent to the previous two, since the rst curve is simple and the

second no. Note that the range is the same, the unit circle.

59

given by

' (t) := (t (t 1) ; t (t 1) (2t 1)) ; t 2 R:

Lets try to sketch the range of the curve. Set x (t) := t (t 1) and y (t) :=

t (t 1) (2t 1). We have x (t)

0 for t (t 1)

0, that is, when t

1 or

t 0, while x0 (t) = 1 (t 1) + t (1 0) = 2t 1 0 for t 21 . Moreover,

lim x (t) = lim t (t

t! 1

1) =

t! 1

t!1

t!1

or t 1, while y 0 (t) = 6t2

1) = 1 (1

0 for t (t 1) (2t

6t + 1 0 for t

t! 1

t! 1

t!1

1( 1

t!1

1) = 1:

1)

p

3+ 3

6

1) (2t

1) (2t

1) = 1;

p

or t 3 6 3 . Moreover,

1) =

1;

1) = 1:

To draw the range of the curve in the xy plane, note that x increasing means

that we are moving to the right, x decreasing to the left, y increasing means that

we are moving upwards, y decreasing downwards.

Next we start discussing the regularity of a curve.

Denition 145 The curve is said to be continuous if one (and so all) of its

parametric representations is continuous.

The next result shows that the class of continuous curves is somehow too

large for our intuitive idea of curve. Indeed, we construct a continuous curve

that lls the unit square in R2 . The rst example of this type was given by

Peano in 1890.

Theorem 146 (Peano) There exists a continuous function ' : [0; 1] ! R2

such that ' ([0; 1]) = [0; 1] [0; 1].

Friday, March 29, 2013

In view of the previous result, to recover the intuitive idea of a curve, we

restrict the class of continuous curves to those with nite length.

In what follows, given an interval I

R, a partition of I is a nite set

P := ft0 ; : : : ; tn g I, where

t0 < t1 <

< tn :

R be an interval and let ' : I ! RN be a function.

The pointwise variation of ' on the interval I is

( n

)

X

VarI ' := sup

k' (ti ) ' (ti 1 )k ;

(13)

i=1

function ' : I ! RN has nite or bounded pointwise variation if VarI ' < 1.

60

: J ! RN are equivalent, then VarI ' = VarJ .

We are now ready to dene the length of a curve.

Denition 149 Given a curve , let ' : I ! RN be a parametric representation of , where I R is an interval. We dene the length of as

L ( ) := VarI ':

We say that the curve

is rectiable if L ( ) < 1.

In view of the previous exercise, the denition makes sense, that is, the length

of the curve does not depend on the particular representation of the curve.

Peanos example shows that continuous curves in general are not rectiable,

that is, they may have innite length. Next we show that C 1 or piecewise C 1

curves are rectiable.

Denition 150 Given a function ' : [a; b] ! RN , we say that f is piecewise

C 1 if there exists a partition P = ft0 ; : : : ; tn g of [a; b] 2 I, with a = t0 < t1 <

< tn = b such that ' is of class C 1 in each interval [ti 1 ; ti ], i = 1; : : : ; n.

Note that at each ti , i = 1; : : : ; n 1, the function ' has a right and a left

derivative, but they might be dierent.

Example 151 Consider the curve with parametric representations ' : [ 1; 1] !

R2 , given by

' (t) := (t; jtj) ; t 2 [ 1; 1] ;

is not a curve of class C 1 since at t = 0 the second component of ' is not

di erentiable, but it is piecewise C 1 , since

' (t) = (t; t) ;

' (t) = (t; t) ;

t 2 [ 1; 0] ;

t 2 [0; 1] ;

are both C 1 functions. Note that the left derivative at 0 is '0 (0) = (1; 1)

while the right derivative is '0+ (0) = (1; 1). Hence, the curve has a corner at

the point ' (0) = (0; 0).

By requiring parametric representations, parameter changes and their inverses to be dierentiable, or Lipschitz, or of class C n , n 2 N0 , etc., or piecewise

C 1 , we may dene curves that are dierentiable, or Lipschitz, or of class C n ,

n 2 N0 , or piecewise C 1 , respectively.

Theorem 152 Let

be a curve of class C 1 , with parametric representation

N

' : [a; b] ! R . Then

Z b

k'0 (t)k dt = L ( ) :

a

61

is an interval. If ' is dierentiable at a point t0 2 I and '0 (t0 ) 6= 0, the straight

line parametrized by

(t) := ' (t0 ) + '0 (t0 ) (t

t0 ) ;

t 2 R;

is called a tangent line to at the point ' (t0 ), and the vector '0 (t0 ) is called

a tangent vector to at the point ' (t0 ). Note that if is a simple arc, then

the tangent line at a point y of the range of , if it exists, is unique, while

if the curve is self-intersecting at some point y 2 , then there could be more

than one tangent line at y.

Given a function f : I ! R, where I

R is an interval, the graph of f is

the range of a curve parametrized by

' (t) = (t; f (t)) :

If f is dierentiable at some point t0 2 I, then the tangent vector is given by

'0 (t0 ) = (1; f 0 (t0 )) :

Denition 153 Given a rectiable curve , we say that is parametrized by

arclength if it admits a parametrization

: [0; L ( )] ! RN such that

is

0

( ) = 1 for all but

di erentiable for all but nitely many 2 [0; L ( )] with

nitely many .

The name arclength comes from the fact that if is piecewise C 1 then for

every 1 < 2 , by Theorem 152 we have that the length of the portion of the

curve parametrized by : [ 1 ; 2 ] ! RN is given by

Z 2

Z 2

0

1d = 2

( ) d =

1:

1

Denition 154 A curve is regular if is piecewise C 1 and it admits a parametric representation ' : [a; b] ! RN for which the left and right derivative are

di erent from zero for all t 2 [a; b].

Theorem 155 If

and dene the length function

Z t

s (t) :=

k'0 (r)k dr:

a

[0; L ( )] is onto. We claim that s is invertible. Indeed, if t1 < t2 , then since

k'0 (r)k > 0 for all but nitely many t in [t1 ; t2 ], we have that

Z t2

s (t2 ) s (t1 ) =

k'0 (r)k dr > 0

t1

62

s 1 : [0; L ( )] ! [a; b] is continuous. By the fundamental theorem of calculus,

s0 (t) = k'0 (t)k > 0 for all but nitely many t. Hence, s is piecewise C 1 . In

turn, by a theorem in the Real Analysis, for any such t,

d

d

(s (t)) =

s0

1

:

(t)

d

d

( )=

1

s0 (s

( ))

1

k'0 (s

(14)

( ))k

for all but nitely many . Since ' is piecewise C 1 and the left and right

derivatives of ' are always dierent from zero, it follows from (14) and the

continuity of s 1 that s 1 is piecewise C 1 . Thus, the function : [0; L ( )] !

RN , dened by

( ) := ' s 1 ( ) ;

2 [0; L ( )] ;

(15)

is equivalent to '. Moreover, by the chain rule and (14), for all but nitely

many ,

'0 s 1 ( )

d

0

s 1 ( )=

( ) = '0 s 1 ( )

d

k'0 (s 1 ( ))k

and so

( ) = 1.

Example 156 Consider the curve with parametric representations ' : [0; 2 ] !

R3 , given by

' (t) := (R cos t; R sin t; 2t) ; t 2 [0; 2 ] :

Since

'0 (t) = ( R sin t; R cot st; 2) 6= (0; 0; 0) ;

the curve is regular. Lets parametrize it using arclength. Set

Z t

Z tp

s (t) :=

k'0 (r)k dr =

R2 sin2 t + R2 cos2 t + 4 dr

0

0

p

= R2 + 4t:

p

2

In particular, s (2 ) = 2 R

p + 4 is the length of the curve. The inverse of s

s

is t (s) := pR2 +4 , s 2 0; 2 R2 + 4 . Hence,

(s) := ' (t (s)) =

where s 2 0; 2

R cos p

s

R2

+4

; R sin p

s

R2

+4

;p

2s

R2 + 4

63

14

Curve Integrals

Denition 157 Given a piecewise C 1 curve with parametric representation

' : [a; b] ! RN and a bounded function f : E ! R, where ' ([a; b])

E, we

dene the curve (or line) integral of f along the curve as the number

Z

f ds :=

whenever the function t 2 [a; b] 7! f (' (t)) k'0 (t)k is Riemann integrable.

R

Note that

f ds is always dened if f is continuous.

Next we show that the curve integral does not depend on the particular

parametric representation.

Proposition 158 Let be a piecewise C 1 curve and let ' : [a; b] ! RN and

: [c; d] ! RN be two parametric representations. Given a continuous function

f : E ! R, where E contains the range of ,

Z

b

0

f ( ( ))

( ) d :

Proof. Exercise

Remark 159 In particular, if is a regular curve and : [0; L ( )] ! RN is

0

the parametric representation obtained using arclength, then

( ) = 1 for

all but nitely many . Hence,

Z

f ds =

L( )

f ( ( )) d :

Next we introduce the notion of an oriented curve.

Denition 160 Given a curve with parametric representations ' : I ! RN

and

: J ! RN , we say that ' and

have the same orientation if the parameter change h : I ! J is increasing and opposite orientation if the parameter

change h : I ! J is decreasing. If ' and have the same orientation, we write

'

.

Exercise 161 Prove that

is an equivalence relation.

Denition 162 An oriented curve is an equivalence class of parametric representations with the same orientation.

64

Note that any curve gives rise to two oriented curves. Indeed, it is enough

to x a parametric representation ' : I ! RN and considering the equivalence

class + of parametric representations with the same orientation of ' and the

equivalence class

of parametric representations with the opposite orientation

of '.

Let E RN and let g : E ! RN be a continuous function. Given a piecewise

1

C oriented curve with parametric representation ' : [a; b] ! RN such that

' ([a; b]) E, we dene

Z

g :=

N

bX

a i=1

g is conservative vector eld if there exists a di erentiable function f : U ! R

such that

rf (x) = g (x)

for all x 2 U . The function f is called a scalar potential for g.

Denition 164 Given E

RN , we say that

that

E

U [ V;

E \ U 6= ;;

E \ V 6= ;;

RN such

E \ U \ V = ;:

Theorem 165 Let U RN be an open connected set and let g : U ! RN be a

continuous function. Then the following conditions are equivalent.

(i) g is a conservative vector eld,

(ii) for every x, y 2 U and for every two piecewise C 1 oriented curves 1 and

N

and '2 : [c; d] ! RN ,

2 with parametric representations '1 : [a; b] ! R

respectively, such that '1 (b) = '2 (d) = x, '1 (a) = '2 (c) = y, and

'1 ([a; b]) ; '2 ([c; d]) U ,

Z

Z

g=

g:

1

Z

g = 0:

65

RN be an open set and let g : U ! RN be di erentiable. We say that g is an irrotational vector eld or a curl-free vector eld

if

@gi

@gj

(x) =

(x)

@xj

@xi

for all i; j = 1; : : : ; N and all x 2 U .

Theorem 167 Let U RN be an open set and let g : U ! RN be a conservative vector eld of class C 1 . Then g is irrotational.

Proof. Since g is a conservative vector eld, there exists a a scalar potential

f : U ! R with rf = g in U . But since g is of class C 1 , we have that f is of

class C 2 . Hence, we are in a position to apply the Schwartz theorem to conclude

that

@2f

@2f

@gj

@gi

(x) =

(x) =

(x) =

(x)

@xj

@xj @xi

@xi @xj

@xi

for all i; j = 1; : : : ; N and all x 2 U .

The next example shows that there exist irrotational vector elds that are

not conservative.

Example 168 Let U := R2 n f(0; 0)g and consider the function

g (x; y) :=

y

x

;

x2 + y 2 x2 + y 2

Note that

@

@y

x2

y

+ y2

@

@x

x

x2 + y 2

x2 + y 2

2;

(x2 + y 2 )

x2 + y 2

(x2 + y 2 )

2;

representation ' (t) = (cos t; sin t), t 2 [0; 2 ], we have that

Z

Z 2

sin t

cos t

0

0

g=

dt

2 (cos t) +

2 (sin t)

2

2

cos t + sin t

cos t + sin t

0

Z 2

=

sin2 t + cos2 t dt = 2 6= 0;

0

The problem here is the fact that the domain has a hole.

Wednesday, April 3, 2013

Denition 169 A set E RN is starshaped with respect to a point x0 2 E if

for every x 2 E, the segment joining x and x0 is contained in E.

66

RN be an open set starshaped

N

with respect to a point x0 and let g : U ! R be an irrotational vector eld of

class C 1 . Then g is a conservative vector eld.

Example 171 Consider the function g : R2 ! R2 dened by

g (x; y) := (yex ; ex

cos y) :

We have,

@

(yex ) = 1ex ;

@y

@ x

(e

@x

cos y) = ex

0;

every point. Hence, by the previous theorem, g is conservative. To nd a scalar

potential, note that

@f

(x; y) = yex ;

@x

@f

(x; y) = ex

@y

cos y

and so

f (x; y)

@f

(s; y) ds =

0 @x

= y (ex 1) :

f (0; y) =

yes ds

Hence,

f (x; y) = f (0; y) + y (ex

1) :

ex

and so

cos y =

@f

@f

(x; y) =

(0; y) + ex

@y

@y

@f

(0; y) =

@y

cos y + 1:

Hence,

f (0; y)

f (0; 0) =

=y

@f

(0; t) dt =

@y

sin y

( cos t + 1) dt

and so

f (x; y) = f (0; y) + y (ex

= f (0; 0) + y

1) =

sin y + yex

67

y = f (0; 0)

sin y + yex :

namely simply connected sets.

Denition 172 Given a set E

RN , two continuous closed curves, with

parametric representations ' : [a; b] ! RN and

: [a; b] ! RN such that

' ([a; b]) E and ([a; b]) E, are homotopic in E if there exists a continuous function h : [a; b] [0; 1] ! RN such that h ([a; b] [0; 1]) E,

h (t; 0) = ' (t) for all t 2 [a; b] ;

h (t; 1) =

Roughly speaking, two curves are homotopic in E if it is possible to deform

the rst continuously until it becomes the second without leaving the set E.

Denition 173 A set E

RN is pathwise connected if for every two points

x; y 2 E there exists a continuous curve joining x and y and with range contained in E.

Denition 174 A set E RN is simply connected if it is pathwise connected

and if every continuous closed curve with range in E is homotopic in E to a point

in E (that is, to a curve with parametric representation a constant function).

Example 175 A star-shaped set is simply connected. Indeed, let E

RN be

star-shaped with respect to some point x0 2 E and consider a continuous closed

curve with parametric representation ' : [a; b] ! RN such that ' ([a; b]) E.

Then the function

h (t; s) := s' (t) + (1 s) x0

is an homotopy between

Remark 176 It can be shown that R2 n a point is not simply connected, while

R3 n a point is. On the other hand, R3 n a line is not simply connected.

Friday, April 5, 2013

Given an open set U

RN and a dierentiable function g : U ! RN , a

dierentiable function h : U ! R is called an integrating factor for g if the

function

hg = (hg1 ; : : : ; hgN )

is irrotational.

Exercise 177 Assume that N = 2 and that g : U ! R2 is of class C 2 . Prove

that if

@g1

@g2

(x; y)

(x; y) = a (x) g2 (x; y) b (y) g1 (x; y)

@y

@x

for some continuous functions a : I ! R and b : J ! R, where I and J are

intervals, then an integrating factor is given by

h (x; y) = e

Rx

x0

a(t) dt

Ry

y0

68

b(s) ds

Consider the di erential equation

y 0 (x) =

g1 (x; y (x))

;

g2 (x; y (x))

where

g (x; y) = (g1 (x; y) ; g2 (x; y))

1

that rf = g, so that

@f

@x (x; y (x))

;

y 0 (x) = @f

@y (x; y (x))

which implies that

@f

@f

(x; y (x)) +

(x; y (x)) y 0 (x) = 0:

@x

@y

Consider the function

h (x) := f (x; y (x)) :

By the chain rule, we have that

h0 (x) =

@f

@f

(x; y (x)) +

(x; y (x)) y 0 (x) = 0:

@x

@y

dened in some interval I, then

f (x; y (x)) = constant

for all x 2 I. Thus, we have solved implicitly our di erential equation.

If g is not irrotational, but it admits an integrating factor h 6= 0, then

y 0 (x) =

g1 (x; y (x))

=

g2 (x; y (x))

;

h (x; y (x)) g2 (x; y (x))

before that

f (x; y (x)) = constant

for all x 2 I, so we have solved implicitly our di erential equation.

Example 179 We want to solve the di erential equations

y0 =

2 log (xy) + 1

x

y

g (x; y) =

2 log (xy) + 1;

69

x

y

@

2

(2 log (xy) + 1) = 6=

@y

y

1

@

=

y

@x

x

y

an integrating factor h. We have

@g1

(x; y)

@y

Take a (x) =

3

x

@g2

2 1

(x; y) = + = a (x) g2 (x; y) b (y) g1 (x; y)

@x

y y

x

= a (x)

b (y) (2 log (xy) + 1) :

y

h (x; y) = e

Rx

x0

3

x

dt

Ry

y0

0 ds

3 logjxj+3 log x0

=e

= celogjxj

c

3

jxj

@

@y

1

(2 log (xy) + 1)

x3

2

@

=

3

x y

@x

1

x2 y

Hence,

h (x; y) g (x; y) =

1

jxj

(2 log (xy) + 1) ;

jxj y

by the disjoint union of two convex sets. In each of these convex sets hg is

conservative by the the Poincar lemma. Lets nd a potential f . We have

@f

1

(x; y) =

3 (2 log (xy) + 1) ;

@x

jxj

@f

(x; y) =

@y

x

3

jxj y

and so

f (x; y) =

=

Z

@f

x

(x; y) dy =

3 dy

@y

jxj y

x

3 log jyj + c (x) :

jxj

Hence,

f (x; y) =

x

jxj

1

@f

@

(2 log (xy) + 1) =

(x; y) =

3

x

@x

@x

1

log y + c (x)

x2

70

2

log y + c0 (x)

x3

and so

2

1

2

2

log x + 3 log y + 3 = 3 log y + c0 (x) :

x3

x

x

x

It follows that

c0 (x) =

1

2

log x + 3 :

x3

x

Hence,

c (x) =

c0 (x) dx =

2

1

log x + 3

x3

x

dx =

1

(log x + 1) + c1 :

x2

1

@

@f

(x; y) =

(2 log jxyj + 1) =

x3

@x

@x

and so

1

log jyj + c (x)

x2

2

1

log jyj + 3 =

x3

x

2

log jxj

x3

2

log jyj+c0 (x)

x3

2

log jyj + c0 (x) :

x3

It follows that

c0 (x) =

2

1

log jxj + 3 :

x3

x

Hence,

c (x) =

c0 (x) dx =

(

x

jxj3

x

jxj3

f (x; y) =

2

1

log ( x) + 3

3

x

x

log jyj

log jyj +

1

x2

1

x2

dx =

(log x + 1) + c1

log ( x) + c2

1

log ( x) + c2 :

x2

if x > 0;

if x < 0:

15

Integration

R, a rectangle in RN is a set of the

form

R := I1

IN :

meas R := length I1

length IN ;

the dependence on N , we will use the notation measN .

Remark 180 Note that the intersection of two rectangles is still a rectangle.

We will use this fact a lot in what follows.

71

R1 , . . . , Rn such that Ri \ Rj = ; if i 6= j and

n

[

R=

Ri :

i=1

RN be a rectangle and let P = fR1 ; : : : ; Rn g be a

partition of R. Prove that

meas R =

n

X

meas Ri :

i=1

Given a rectangle R, consider a bounded function f : R ! R and a partition

P of R. We dene the lower and upper sums of f for the partition P respectively

by

L (f; P) :=

U (f; P) :=

n

X

i=1

n

X

x2Ri

x2Ri

i=1

meas R inf f (x) =

x2R

n

X

i=1

U (f; P)

x2R

n

X

L (f; P)

(16)

meas R sup f (x) :

x2R

i=1

x2R

Z

f (x) dx := sup fL (f; P) : P partition of Rg ;

R

Riemann integrable over R if the lower and upper integral coincide. RWe call the

common value the Riemann integral of f over R and we denote it by R f (x) dx.

Thus, for a Riemann integrable function,

Z

Z

Z

f (x) dx := f (x) dx = f (x) dx:

R

72

Remark 182 Note that the function f = 1 is Riemann integrable over a rectangle R and

Z

1 dx = meas R:

R

the notion of sets of Lebesgue measure zero.

Denition 183 A set E

RN has Lebesgue measure zero if for every " > 0

there exists a countable family of rectangles Rn such that

[

X

E

Rn and

meas Rn ":

n

(i) A singleton E = fcg has Lebesgue measure zero. Given " > 0, take R to

be the cube centered at c and of side-length "1=N .

(ii) If a set E contains an open rectangle R, then it cannot have Lebesgue

measure zero. Indeed, for any countable family of rectangles Rn , we have

[

R E

Rn ;

n

and so

meas R

meas Rn :

(iii) A countable set E = fxn gn has Lebesgue measure zero. Given " > 0, take

Rn to be the cube centered at xn and of side-length

X

meas Rn = "

X 1

2n

n

" 1=N

.

2n

Then

":

(iv) If fEk gk is a countable family of sets, each with Lebesgue measure zero,

then their union

[

E :=

Ek

k

has Lebesgue measure zero. Indeed, given " > 0 x k. Since Ek has

(k)

Lebesgue measure zero, there exists a countable family of rectangles Rn

such that

[

X

"

Ek

Rn(k) and

meas Rn(k)

:

k

2

n

n

73

n

o

(k)

Rn

n;k

E=

. It is still countable,

Ek

and

meas Rn(k) =

n;k

[[

k

XX

Rn(k)

meas Rn(k)

X "

2k

":

(v) There are uncountable sets that have Lebesgue measure zero. One such

example is given by the Cantor set.

Exercise 185 Prove that the boundary of a rectangle R

measure zero.

RN has Lebesgue

Exercise 186 Prove that in Denition 183, the rectangles Rn can be assumed

to be open.

The following theorem characterizes Riemann integrable functions.

Theorem 187 Given a rectangle R, a bounded function f : R ! R is Riemann

integrable if and only if the set of its discontinuity points has Lebesgue measure

zero.

Wednesday, April 10, 2013

Second midterm

Friday, April 5, 2013

The next theorem is very important in exercises. It allows to calculate triple,

double, etc.. integrals by integrating one variable at a time.

Theorem 188 (Repeated Integration) Let S

RN and T

RM be rectangles, let f : S T ! R be Riemann integrable and assume that for every

x 2 S, theR function y 2 T 7! f (x; y) is Riemann integrable. Then the function

x 2 S 7! T f (x; y) dy is Riemann integrable and

Z

f (x; y) d (x; y) =

S T

f (x; y) dy

dx:

(17)

x 2 S 7! f (x; y) is Riemann inteR

grable, then the function y 2 T 7! S f (x; y) dx is Riemann integrable and

Z

f (x; y) d (x; y) =

S T

[0;1] [0;1]

f (x; y) dx

f (x; y) = x sin (x + y) :

74

dy:

Since f is continuous and bounded, we can apply the previous theorem. We have

Z

Z 1 Z 1

x sin (x + y) dy dx

x sin (x + y) d (x; y) =

[0;1] [0;1]

dx

y=1

x [ cos (x + y)]y=0 dx

sin (x + y) dy

cos (x + 1) + cos x, so that g (x) = sin (x + 1) + sin x. We have

Z

x[ cos (x + 1) + cos x] dx

h

"

g0

#x=1

= x[ sin (x + 1) + sin x]

h

= sin 1

sin 2

0+

1 [ sin (x + 1) + sin x] dx

0

0 h

x=0

[sin (x + 1)

sin x] dx:

We can also dene the Riemann integral over bounded sets E. Given a

bounded set E RN , let R be a rectangle containing E. We say that function

f : E ! R is Riemann integrable over E if the function

g (x) :=

f (x) if x 2 R

0

if x 2 R n E

to be

Z

Z

f (x) dx :=

g (x) dx:

E

Exercise 190 Prove the previous denition does not depend on the choice of

the particular rectangle R containing E.

Given a bounded set E

RN , let R be a rectangle containing E. We say

that E is PeanoJordan measurable if the function E is Riemann integrable

over R. In this case the PeanoJordan measure of E is given by

Z

meas E :=

E (x) dx:

R

dimension N = 3 it is called volume of a set.

75

Exercise 191 Prove that the previous denition does not depend on the choice

of the rectangle R containing E.

Remark 192 Note that a rectangle is PeanoJordan measurable and its Peano

Jordan measure coincides with its elementary measure (see Remark 182).

Theorem 193 A bounded set E RN is PeanoJordan measurable if and only

if its boundary is PeanoJordan measurable and it has PeanoJordan measure

zero.

Denition 194 A set E RN +1 is called a normal domain if it can be written

as

E = f(x; y) 2 R R : (x) y

(x)g ;

integrable functions, with (x)

(x) for all x 2 R.

Theorem 195 A normal domain E

Z

measN +1 E =

!

Z (x)

1 dy dx:

(x)

RN +1 be a normal domain and let f : E ! R be a

bounded continuous function. Then f is Riemann integrable over E and

!

Z

Z

Z

(x)

f (x; y) d (x; y) =

f (x; y) dy

dx:

(x)

p

Example 197 Calculate the volume of the set E R3 bounded by z = x2 + y 2

and x2 + y 2 + z 2 z = 0. Note that the rst is a cone, while the second can be

2

written as x2 + y 2 + z 12 = 14 and so it is a sphere of center 0; 0; 12 and

1

radius 2 . To see where these surfaces intersect, lets solve the system

p

z 2 = x2 + y 2

z 2 = x2 + y 2

z = x2 + y 2

,

,

2

2

2

2

2

2

x +y +z

z=0

z2 + z2 z = 0

x +y +z

z=0

z 2 = x2 + y 2

,

z (2z 1) = 0

z 2 = x2 + y 2

z = 0 or z =

1

2

normal domain, since we can write it as

(

)

r

p

1

1

1

3

2

2

2

2

2

2

E = (x; y; z) 2 R : x + y

z

+

(x + y ); x + y

:

2

4

4

We have

meas3 E =

76

(x) dx:

meas3 E =

[0;1]

[ 1;1] [ 1;1]

dz:

So we are xing z0 2 [0; 1] and we are cutting the set E with the plane z = z0

and calculating in R2 the area of the section

Ez0 = (x; y) 2 R2 : (x; y; z0 ) 2 E

=

(x; y) 2 R2 : x2 + y 2

(x; y) 2 R2 : x2 + y 2

if z0 2 21 ; 1 ;

if z0 2 0; 21 :

z02

z0

z02

Hence,

!

dz

E (x; y; z) d (x; y)

[ 1;1] [ 1;1]

[0; 12 ]

!

Z

Z

+

dz

E (x; y; z) d (x; y)

[ 1;1] [ 1;1]

[ 12 ;1]

Z

Z

=

meas2 Ez dz +

meas2 Ez dz

[0; 12 ]

[ 12 ;1]

Z

Z

2

=

z dz +

z z 2 dz:

[0; 12 ]

[ 21 ;1]

meas3 E =

meas3 E =

[ 1;1] [ 1;1]

(x; y; z) dz

[0;1]

d (x; y) :

Exercise 198 Calculate the integral

Z

log (xy) dxdy;

E

Exercise 199 Calculate the integral

Z

x log 1 + y 2 dxdy;

E

n

where E = (x; y) 2 R2 :

x

4

y2

2

1; x2

y 2 = 1; x

o

0 .

p

and z = 4 x2 y 2 .

77

1

3

x2 + y 2

Proposition 201 Given a rectangle R, let f; g : R ! R be Riemann integrable.

(i) If

Z

Z

f (x) dx =

f (x) dx:

R

Z

Z

Z

(f (x) + g (x)) dx =

f (x) dx +

g (x) dx:

R

(iii) If f

g, then

(18)

f (x) dx

(19)

g (x) dx:

Z

Z

jf (x)j dx:

f (x) dx

R

is Riemann integrable over R, but f is not.

Remark 203 If E; F

RN are two PeanoJordan measurable sets, with E

F , then E

F , and so by Proposition 201,

meas E

meas F:

RN and F

RN are PeanoJordan measurable and R is a rectangle containing E, then E [ F , E \ F , R n E are

PeanoJordan measurable.

Exercise 205 Prove that if E1 ; : : : ; En

RN are PeanoJordan measurable

and pairwise disjoint, then

!

n

n

[

X

meas

Ei =

meas Ei :

i=1

i=1

RN are PeanoJordan measurable

n

and E

i=1 Ei is PeanoJordan measurable, then

meas E

n

X

i=1

78

meas Ei :

f : E ! R, if F E is PeanoJordan measurable, then f is integrable over F .

Theorem 208 If E RN is given by the disjoint union of a nite number of

PeanoJordan measurable,

N

[

E=

En ;

n=1

Z

f dx =

Corollary 209 If E

normal domains,

N Z

X

f dx:

En

n=1

E=

N

[

En ;

N

X

measN En

n=1

then

measN E =

n=1

over E and

Z

N Z

X

f dx:

f dx =

E

that is,

En

n=1

x = (x1 ; : : : ; xi ; : : : ; xN ) 2 E ) x = (x1 ; : : : ; xi ; : : : ; xN ) 2 E

and let f : E ! R is Riemann integrable over E. If f is odd with respect to xi ,

that is,

f (x1 ; : : : ; xi ; : : : ; xN ) = f (x1 ; : : : ; xi ; : : : ; xN ) ;

then

f dx = 0;

f (x1 ; : : : ; xi ; : : : ; xN ) = f (x1 ; : : : ; xi ; : : : ; xN ) ;

then

f dx = 2

where E1 = fx 2 E : xi

E1

0g.

79

f dx;

Example 211 Lets compute the area of a circle of radius r centered at (0; 0).

We have

E = (x; y) 2 R2 : x2 + y 2 r2

and so

meas2 E =

1 dxdy:

axes, we have that

Z

meas2 E = 4

1 dxdy;

E1

where

E1 = (x; y) 2 R2 : x2 + y 2 r2 ; x 0; y 0

o

n

p

r 2 x2 ; 0 x r :

= (x; y) 2 R2 : 0 y

Since E1 is normal,

meas2 E = 4

r 2 x2

1 dy

=4

hp

r2

x2

dx = 4

i

0 dx:

p

y= r 2 x2

[y]y=0

dx

2 , we get dx =

p

p

p

2

2

2

2

2

2

2

x = r

r cos = r sin = r sin , so that

r sin d and r

Z r hp

Z =2 p

i

meas2 E = 4

r2 x2 0 dx = 4

r2 r2 cos2 ( r sin ) d

0

= 4r2

=2

sin2

16

1

d = 4r2 :

4

Change of Variables

RN be an open set and let g : U ! RM be a function

1

of class C , with N M . Let E RN be a PeanoJordan measurable set with

E U . Moreover, if N = M , assume that E has measure zero. Then g (E) is

PeanoJordan measurable with measure zero.

Theorem 213 (Change of variables for multiple integrals) Let U RN

be an open set and let g : U ! RN be a one-to-one function of class C 1 such

that det Jg (x) 6= 0 for all x 2 U . Let E

RN be PeanoJordan measurable

with E

U and let f : g (E) ! R be Riemann integrable. Then the function

x 2 E 7! f (g (x)) jdet Jg (x)j is Riemann integrable and

Z

Z

f (y) dy =

f (g (x)) jdet Jg (x)j dx:

g(E)

80

ZZ

(x + y) dxdy;

F

where

F := (x; y) 2 R2 : 0 < x < y < 2x; 1 < xy < 2 :

p

p

We have x = uv and y = uv. Dene g : U ! R2 as follows

g (u; v) :=

u p

; uv ;

v

where

U := (u; v) 2 R2 : u > 0; v > 0 :

that in general it is much simpler to check that g is one-to-one than nding the

inverse). Moreover,

@g1

@u

@g2

@u

p1

2p uv

pv

2 u

= det

@g1

@v

@g2

@v

p

u

3=2

p2v

pu

2 v

(u; v)

(u; v)

(u; v)

(u; v)

!

=

1

:

2v

Set E = (1; 2) (1; 2) and note g (E) = F . By the change of variables theorem,

ZZ

ZZ

(x + y) dxdy =

(g1 (u; v) + g2 (u; v)) jdet Jg (u; v)j dudv

F

E

r

ZZ

1

u p

=

+ uv

dudv

v

2v

E

p

p

ZZ

u

u

1

+

dudv:

=

3=2

2

v

v

E

It follows that

ZZ

1

(x + y) dxdy =

2

=

1

2

v 3=2

u

+

v

u log 2 du =

dv

1

du =

2

p

1

(log 2) 2 2

3

v 1=2

v=2

u log v

1 :

The previous theorem unfortunately does not work for polar coordinates.

The problem is that polar coordinates are not one-to-one.

81

v=1

du

@gi

be such that there exist @x

in E for all i; j = 1; : : : ; N , and that they are bounded

j

and continuous. Assume that there exists a PeanoJordan measurable set E1

E such that meas (E1 ) = meas (g (E1 )) = 0, E n E1 is open, det Jg (x) 6= 0

for all x 2 E n E1 and g : E n E1 ! RN is one-to-one. Let f : g (E) ! R

be Riemann integrable. Then the function x 2 E 7! f (g (x)) jdet Jg (x)j is

Riemann integrable and

Z

Z

f (y) dy =

f (g (x)) jdet Jg (x)j dx:

g(E)

coordinates in R2 . Let P = (x; y) 2 R2 n f(0; 0)g, let O = (0; 0), and let be

the angle that the OP forms with theppositive x axis. Then 0

2 and

x = r cos and y = r sin , where r = x2 + y 2 . Hence,

g (r; ) := (r cos ; r sin ) ;

(r; ) 2 [0; 1)

[0; 2 ) :

Note that partial derivatives of g of any order exist in R2 and are continuous.

The Jacobian of g is given by

det Jg (r; ) = det

@g1

@r

@g2

@r

= det

cos

sin

(r; )

(r; )

@g1

@

@g2

@

r sin

r cos

(r; )

(r; )

= r cos2 + r sin2 = r;

the set where (0; 1) [0; 2 ). However, this is not open. Consider instead, the

open sets U := (0; 1) (0; 2 ) and V := R2 n f(x; 0) : x 0g and lets prove

that g : U ! V is invertible. Note that we cannot apply Theorem 213 to g

but we can apply Corollary 215, since given a PeanoJordan measurable set

E [0; 1) [0; 2 ) the badset E1 is given by the intersection of E with the

two lines r = 0 and = 0, precisely,

E1 := E n (f(r; 0) : r

0g [ f(0; ) :

2 [0; 2 )g) :

Moreover g (E1 ) is a bounded subset of the x-axis. Hence, meas (E1 ) = meas (g (E1 )) =

0.

Example 216 Lets calculate the integral

ZZ p 2

x + y2

dxdy;

x

F

where

F := (x; y) 2 R2 : x2 + y 2 > 1; x2 + y 2

82

2x < 0 :

Note that the domain is symmetric with respect to the x-axis and f is even in

y. Hence,

ZZ p 2

ZZ p 2

x + y2

x + y2

dxdy = 2

dxdy;

x

x

F

F1

where

F1 = (x; y) 2 R2 : x2 + y 2 > 1; x2 + y 2

2x < 0; y

0 :

Using polar coordinates we have r2 cos2 + r2 sin2 > 1, that is, r > 1, and

r2 cos2 + r2 sin2

2r cos < 0, that is, r (r 2 cos ) < 0, which gives r <

2 cos . So 1 < r < 2 cos and 0

2 . However, for the rst inequality to

make sense we need 1 < 2 cos , that is, 12 < cos , so 0

< 3 . It follows that

F1 is the image of the set

o

n

E1 = (r; ) 2 R2 : 0

< ; 1 < r < 2 cos ;

3

which is a normal domain. Using polar coordinates, we get

ZZ p 2

ZZ p 2

x + y2

r cos2 + r2 sin2

2

dxdy = 2

jrj d dr

x

r cos

F1

E1

!

Z =3 Z 2 cos

Z =3

r

1

=2

dr d =

cos

cos

0

1

0

Z =3

Z =3

1

=

4 cos2

1 d =

4 cos

cos

0

0

r2

r=2 cos

r=1

1

cos

Z

=3

1

d =

cos

=3

cos

cos2

d =

=3

cos

1 sin2

and we can now make the change of variables t = sin , so that dt = cos dt. It

follows that

Z

=3

cos

1 sin2

d =

3=2

1

1

t2

dt

Z p3=2

1

1

1

=

+

dt

2 0

1 t 1+t

p

1

t= 3=2

= [log j1 tj + log j1 + tj]t=0

2

1

1p

1

1p

= log 1

3 + log

3+1 :

2

2

2

2

f(0; 0; 0)g, let O = (0; 0; 0), and let be the angle that the OP forms with the

83

d

d :

positive z

Project P

OQ forms

where 0

p

axis. Then 0

2 and z = r cos , where r = x2 + y 2 + z 2 .

in the plane z = 0 to get a point Q and let ' be the angle that the

with the positive x-axis. Then x = r sin cos ' and y = r sin sin ',

' 2 . Then

Note that partial derivatives of g of any order exist in R3 and are continuous.

The Jacobian of g is given by

1

0 @g

@g1

@g1

1

@r (r; ; ')

@ (r; ; ')

@' (r; ; ')

C

B 2

@g2

@g2

det Jg (r; ; ') = det @ @g

@r (r; ; ')

@ (r; ; ')

@' (r; ; ') A

@g3

@g3

@g3

@r (r; ; ')

@ (r; ; ')

@' (r; ; ')

1

0

sin cos ' r cos cos '

r sin sin '

= det @ sin sin ' r cos sin ' r sin cos ' A = r2 sin > 0

cos

r sin

0

< .

ZZZ

1

p

dxdydz;

2 + y2 + z2

x

F

where

F := (x; y; z) 2 R3 : 1

x2 + y 2 + z 2 < 4; z

0 :

image of the set

n

o

E = (r; ; ') 2 R3 : 1 r < 2; 2 0;

;0 ' 2

2

and so

ZZZ

p

F

1

x2

y2

z2

dxdydz =

=

ZZZ

1 2

r sin

E r

Z 2

Z

r dr

1

r2

2

drd d'

=2

sin d

! Z

1 d'

r=2

[ cos ]

= =2

=0

2 =

r=1

1

2

(0

1) 2 :

P = (x; y; z) into the plane z = 0 and in the plane xy we use polar coordinates.

Then

g ( ; '; z) := ( cos '; sin '; z) ;

84

( ; '; z) 2 [0; 1)

[0; 2 ]

R;

p

where = x2 + y 2 . Note that the partial derivatives of g of any order exist

in R3 and are continuous. The Jacobian of g is given by

1

0 @g

@g1

@g1

1

@ ( ; '; z)

@' ( ; '; z)

@z ( ; '; z)

C

B 2

@g2

@g2

det Jg ( ; '; z) = det @ @g

@ ( ; '; z)

@' ( ; '; z)

@z ( ; '; z) A

@g3

@g3

@g3

@ ( ; '; z)

@' ( ; '; z)

@z ( ; '; z)

0

1

cos '

sin ' 0

cos '

0 A= >0

= det @ sin '

0

0

1

for

> 0.

Example 218

p Lets calculate the volume of the bounded set F included between

the cone z = x2 + y 2 and the paraboloid z = x2 + y 2 . Hence,

n

o

p

F := (x; y; z) 2 R3 : x2 + y 2 z

x2 + y 2 ; x 2 + y 2 1 :

We have 0

'

2 ,

,0

E = ( ; '; z) 2 R3 :

;0

ZZZ

ZZZ

1 dxdydz =

1 j j d d'dz

F

E

1

=2

=2

dz

2

1; 0

dz

d =2

d =2

1 d'

Z

'

z=

[z]z=

=1

=0

1

=

:

6

Carnival, no classes

Monday, April 22, 2013

17

Dierential Surfaces

k < N , a nonempty set M

RN is called a kdimensional dierential surface or manifold if for every x0 2 M there exist an

open set U containing x0 and a di erentiable function ' : W ! RN , where

W Rk is an open set such that

85

(i) ' : W ! M \ U is a homeomorphism, that is, it is invertible and continuous together with its inverse ' 1 : M \ U ! W ,

(ii) J' (y) has maximum rank k for all y 2 W .

The function ' is called a local chart or a system of local coordinates or

a local parametrization around x0 . We say that M is of class C m , m 2 N,

(respectively, C 1 ) if all local charts are of class C m (respectively, C 1 ).

Roughly speaking a set M

RN is a k-dimensional dierential surface if

for every point x0 2 M we can cut a piece of M around x0 and deform

it/atten it in a smooth way to get, say, a ball of Rk . Another way to say

this is that locally M looks like Rk . Thus the range of a simple dierentiable

curve is a 1-dimensional surface since locally it looks like R, while the range of a

self-intersecting curve is not, because at self-intersection point the range of the

curve does not look like R. Similarly, a sphere in R3 is a 2-dimensional surface

because locally it looks like R2 , while a cone is not because near the tip it does

not look like R2 .

A simple way to construct k-dimensional dierential surface is to start with

a set of Rk and then deform it in a smooth way.

Remark 220 The di erence between curves and surfaces, its that a surface is

a set of RN , while a curve is an equivalence class of functions. Also for surfaces

we do not allow self-intersections. Also, a curve can be described by only one

parametrization, while a surface usually needs more than one.

Remark 221 Note that Theorem 212 implies that if a bounded k-dimensional

di erential surface is PeanoJordan measurable, then its measure must be zero.

Example 222 Consider the hyperbola

M := (x; y) 2 R2 : x2

y2 = 1 :

Note that the set M is not the range of a curve (why?). To cover M we need at

least two local charts, precisely, we can take the open sets

V := (x; y) 2 R2 : x > 0 ;

W := (x; y) 2 R2 : x < 0 ;

p

p

1 + t2 ; t ;

(t) :=

1 + t2 ; t ; t 2 R:

' (t) :=

p t

;1

1+t2

and

(t) :=

1

: M \ W ! R are given by

'

(x; y) = y;

p t

;1

1+t2

: M \ V ! R and

(x; y) = y;

86

, and

R, consider the graph of f ,

Gr h := f(y; t) 2 V

R : t = f (y)g :

A chart is given by the function ' : V ! Rk+1 given by ' (y) := (y; f (y)).

Then,

Ik

J' (y) =

;

rf (y)

which has rank N . Note that ' is one-to-one and that ' (V ) = Gr h. Hence,

there exists ' 1 : Gr f ! V . Moreover, ' 1 is continuous, since the projection

: Rk+1 ! Rk

(y; t) 7! y

an k-dimensional di erential surface.

to Gr f . Hence, Gr f is

useful for examples.

Proposition 224 Given 1

k < N , a nonempty set M

then the following are equivalent:

RN ,and m 2 N,

(ii) For every x0 2 M there exist an open set U

RN containing x0 and a

N k

m

function g : U ! R

of class C , such that

M \ U = fx 2 U : g (x) = 0g

and Jg (x) has maximum rank N

(20)

k for all x 2 M \ U .

Wednesday, April 24, 2013

rectangle of R2 by identifying opposite sides. Consider the chart ' : (0; 2 )

(0; 2 ) ! R2 given by

' (u; v) := ((r cos u + a) cos v; (r cos u + a) sin v; r sin u) ;

(21)

First method. Lets prove that M is a 2-dimensional surface. Note that ' is

of class C 1 and

0

1

r sin u cos v

(r cos u + a) sin v

(r cos u + a) cos v A :

J' (u; v) = @ r sin u sin v

r cos u

0

87

0

J' (u; v) = @

r sin u cos v

r sin u sin v

r cos u

1

0

0 A

0

and so J' (u; v) cannot have rank 2. Thus, for M to be a 2-dimensional surface

we need to assume that r cos u + a 6= 0 for all u 2 (0; 2 ). In what follows we

assume that

a > r:

r sin u cos v

(r cos u + a) sin v

has determinant r sin u (r cos u + a).

r sin u sin v

(r cos u + a) cos v

Then r cos u + a > 0. If sin u 6= 0, then the determinant is di erent from zero

and so so J' (u; v) has rank 2. On the other hand, when sin u = 0, that is, when

u = , then

1

0

0

( r + a) sin v

( r + a) cos v A :

J' ( ; v) = @ 0

r

0

The submatrix

For any v 2 (0; 2 ), either cos v 6= 0 or sin v 6= 0 (or both) and so either the

0 ( r + a) cos v

0

( r + a) sin v

submatrix

or

have determir

0

r

0

nant di erent from zero. Thus, we have shown that when a > r, J' (u; v) has

rank 2 for all (u; v) 2 (0; 2 ) (0; 2 ).

To see that ' is one-to-one, consider (x; y; z) 2 M . We want to nd a

unique pair (u; v) such that ' (u; v) = (x; y; z). Note that to nd u we can use

sin u = zr . The problem is that there are two values of u, one in 0; 2 [ 32 ; 2

and one in 2 ; 32 . If x2 + y 2 a2 , then

2

a2 ;

3

that is cos u (r cos u + 2a)

0, so that cos u

0, that is, 2

u

2 . So in

this case this determines uniquely u in terms of (x; y; z). On the other hand, if

x2 + y 2 > a2 , then cos u > 0, and so either 0 < u < 2 or 32

u < 2 . Again,

this determines uniquely u in terms of (x; y; z). In turn,

cos v =

x

;

(r cos u + a)

sin v =

y

;

(r cos u + a)

check that ' 1 is continuous.

2

Second method: Lets write down M explicitly. We have x2 +y 2 = (r cos u + a) ,

2

p

p

and so x2 + y 2 = r cos u + a > 0 (since a > r). In turn,

x2 + y 2 a =

r2 cos2 u. Adding r2 sin2 u = z 2 to both sides gives

M=

(x; y; z) 2 R3 : z 2 = r2

88

p

x2 + y 2

g (x; y; z) := z 2 +

x2 + y 2

r2 :

Note that g is not of class C 1 in R3 , since at points (0; 0; z), we have problems.

However, these points do not belong to M . Indeed,

g (0; 0; z) = z 2 + a2

r2

a2

r2 > 0:

in U since

Jg (x; y; z) = rg (x; y; z)

=

x2

y2

2x

p

;2

2 x2 + y 2

x2

y2

2y

p

; 2z

x2 + y 2

2

2

z 6= 0, then @g

@z = 2z 6= 0, while if z = 0, then x + y > 0, so x and y cannot be

@g

@g

both zero, so @x (x; y; z) or @y (x; y; z) are di erent from zero. Thus, Jg (x; y; z)

has maximum rank 1. This shows that M is a 2-dimensional surface of class

C 1.

Note that M is obtained by taking the circle of radius r and center (0; a; 0),

namely,

2

(y a) + z 2 = r2

and revolving it about the z.

The Klein bottle is obtained by starting from a rectangle of R2 , reecting

one of its sides across its center and then performing the identication.

Exercise 226 (Klein Bottle) Consider the function ' : (0; 2 ) (0; 2 ) ! R4

given by

u

u

' (u; v) := (r cos v + a) cos u; (r cos v + a) sin u; r sin v cos ; r sin v sin

:

2

2

Then Klein bottle is the set M := ' ((0; 2 )

2-dimensional surface of class C 1 .

R4 . Prove that M is a

(0; 2 ))

2,

M := x 2 RN : kxk = 1 :

2

1 (here N k = 1 and so

k = N 1). Then Jg (x) = rg (x) = 2x. By taking a ball B (x0 ; r) so small that

it does not intersect the origin, we have that 2x 6= 0 for all x 2 M \ B (x0 ; r)

and so M is a (N 1)-dimensional surface of class C 1 .

89

RN and a function f : U ! R of class

1

C , for every c 2 R consider the level set

Bc := fx 2 U : f (x) = cg :

Given x0 2 Bc consider the function g (x) := f (x) c (here N k = 1 and so

k = N 1). Then Jg (x) = rf (x). Hence, we have a problem if Bc contains

some critical points. Thus, let

M := fx 2 U : f (x) = cg n fx 2 U : rf (x) = 0g :

Given x0 2 M , since rf (x0 ) 6= 0 and f is of class C 1 , by taking a small ball

B (x0 ; r) we have that rf (x) 6= 0 for all x 2 M \ B (x0 ; r) and so M is an

(N 1)-dimensional surface of class C 1 .

Friday, April 26, 2013

Denition 229 Given a k-dimensional surface M and a point x0 2 M , a

vector t is a tangent vector to M at x0 if there exists a function : ( r; r) ! M

such that (0) = x0 and

is di erentiable at t = 0 with 0 (0) = t. The set

of all tangent vectors to M at x0 is called the tangent space to M at x0 and is

denoted T (x0 ).

We will see that T (x0 ) is a vector space of dimension k.

Denition 230 Given a k-dimensional surface M and a point x0 2 M , a

vector n is a normal vector to M at x0 if n t = 0 for all t 2 T (x0 ).

Theorem 231 Given a k-dimensional surface M of class C 1 and a point x0 2

@'

(y0 ),

M , if ' : W ! RN is a local chart with ' (y 0 ) = x0 then the vectors @y

1

...,

@'

@yk

(y0 ) form a basis for the tangent space T (x0 ). Hence, a vector n is a

normal vector to M at x0 if n

@'

@yi

M , if M is represented as in (20), then the tangent space T (x0 ) is given by

the kernel (or null space) of the matrix Jg (x0 ). The vectors rg1 (x0 ), . . . ,

rgN k (x0 ) forms a basis for the normal space.

18

Surface Integrals

To dene the integral of a function over a surface, we use local charts. Given

1 k < N we dene

N;k

:=

2 Nk : 1

<

<

<

N :

' : V ! M , let E

' (V ) be such that ' 1 (E) is PeanoJordan measurable

90

dened as

v

u X

Z

Z

2

u

@ (' 1 ; : : : ; ' k )

f dHk :=

f (' (y)) t

det

(y) dy; (22)

@ (y1 ; : : : ; yk )

E

' 1 (E)

2

N;k

P

@ (' 1 ;:::;' k )

(E) 7! f (' (y))

2 N;k det @(y1 ;:::;yk ) (y)

R

is Riemann integrable. Note that E f dHk exists if f is bounded and continuous. In particular, if f = 1, the number

v

u X

Z

Z

2

u

@ (' 1 ; : : : ; ' k )

k

t

(y) dy

H (E) :=

det

1d =

@ (y1 ; : : : ; yk )

E

' 1 (E)

N;k

Remark 233 To understand the expression under the square root, observe that

the Jacobian matrix of ',

0

1

@'1

@'1

@y1 (y)

@yk (y)

B

C

..

..

C

J' (y) = B

.

.

@

A

@'N

@'N

(y)

(y)

@y1

@yk

is an N k matrix, where 1

k < N . The expression under square root is

obtained by considering the sum of the squares of the determinant of all k k

submatrices of J' (y).

R

Remark 234 It can be shown that the number E f dHk does not depend on

the particular local chart '.

Example 235 Consider the set

M := (x; y; z; w) 2 R4 : x2 + y 2 = 1; z 2 + w2 = 1; x; z > 0 :

Lets prove that it is a 2-dimensional surface. A (local) chart ' :

2 ; 2 ! M is given by

' (u; v) := (cos u; sin u; cos v; sin v) ;

so that

sin u

B cos u

J' (u; v) = B

@

0

0

91

1

0

C

0

C:

sin v A

cos v

2; 2

cos u

0

has determinant cos u cos v <

0

cos v

0, and so J' (u; v) has rank 2. Moreover ' is one-to-one with continuous inverse

and of class C 1 . Hence,

X

2

det

@ (' 1 ; ' 2 )

(u; v)

@ (u; v)

sin u 0

cos u 0

det

sin u

0

+ det

0

sin v

4;2

sin u

0

+ det

+ det

0

cos v

cos u

0

0

cos v

cos u

0

+ det

2

+ det

0

0

sin v

sin v

0

sin v

= 1:

Lets now calculate the surface integral

Z

x2 + z 2 dH2 =

Z

2

x2 + z 2 dH2 . We have

cos2 u + cos2 v

cos u du +

2

1 dudv

cos2 v dv =

19

Divergence Theorem

@U there exist an open set V

RN containing x0 and a function g : V ! R ,

with rg (x) 6= 0 for all x 2 V , such that

U \ V = fx 2 V : g (x) < 0g ;

V \ @U = fx 2 V : g (x) = 0g :

It follows that @U is an (N

RN , a unit normal

vector to @U at x0 is called a unit outward normal to U at x0 if there exists

> 0 such that x0 t 2 U and x0 + t 2 RN n U for all 0 < t < .

Exercise 238 Prove that if U RN is an open, bounded, regular set, and g is

as in Denition 236, then for every x0 2 @U , the unit outward normal to U at

x0 is the unit vector

rg (x0 )

(x0 ) =

:

krg (x0 )k

Hence,

: @U ! RN is a continuous function.

92

Theorem 239 (Divergence Theorem) Let U

RN be an open, bounded,

N

regular set and let f : U ! R be such that f is bounded and continuous in

U and there exist the partial derivatives of f in RN at all x 2 U and they are

continuous and bounded. Then

Z

Z

div f (x) dx =

f (x)

(x) dHN 1 (x) ;

U

@U

where

div f :=

N

X

@fi

:

@xi

i=1

R

Remark 240 In physics @U f (x) (x) dHN 1 (x) represents the outward ux

of a vector eld f across the boundary of a region U .

We recall that given two vectors a = (a1 ; a2 ; a3 ) and b = (b1 ; b2 ; b3 ) of R3 ,

their cross-product or vector-product is dened by

b := (a2 b3

0

a3 b2 ; a3 b1

e1

= det @ a1

b1

e2

a2

b2

a1 b3 ; a1 b2

1

a2 b1 )

e3

a3 A :

b3

W ! R2 , where W

R2 is an open set, we have that a basis for the tangent

@'

space at a point ' (u; v) 2 M is given by @'

@u (u; v) and @v (u; v) and the two

unit normals are given by

@'

@u

@'

@u

(u; v)

(u; v)

@'

@v

@'

@v

(u; v)

@u (u; v)

s

2

P

@ (' 1 ;' 2 )

det

(u;

v)

. Hence,

2 3;2

@(u;v)

Z

f (x; y; z)

@'

@v

'(W )

(u; v)

@'

@u

@'

@u

(u; v)

(u; v)

@'

(u; v)

@u

v

(u; v) u

u X

@ (' 1 ; ' 2 )

t

det

(u; v)

@'

@ (u; v)

(u;

v)

2

3;2

@v

@'

@v

@'

(u; v)

@v

93

dudv;

dudv

eld or solenoidal eld if

div f = 0:

Thus for a smooth solenoidal eld, the outward ux across the boundary of a

regular set U is zero.

Corollary 242 The theorem continues to hold if U RN is open, bounded, and

its boundary consists of two sets E1 and E2 , where E1 is a closed set contained

in the nite union of closed and bounded manifolds of class C 1 and dimension

less than N

1, while for every x0 2 E2 there exist a ball B (x0 ; r) and a

function g 2 C 1 (B (x0 ; r)) such that with rg (x) 6= 0 for all x 2 B (x0 ; r) \ @U ,

such that

B (x0 ; r) \ U = fx 2 B (x0 ; r) : g (x) < 0g ;

Remark 243 In particular, the previous corollary works if U

RN is open,

bounded, and @U is given by a nite union of manifolds of dimension N 1 and

a nite union of manifolds of dimension less than N 1.

Tuesday, April 30, 2013

Recitation.

Example 244 Lets calculate the outward ux of the function

f (x; y; z) := x; y; z 2

across the boundary of the region

U := (x; y; z) 2 R3 :

1<z<

x2

y2 :

First method. Lets use the divergence theorem. Note that U is not a regular

open set (why?) but it satises the hypotheses of the previous corollary (why?).

We have

div f (x; y; z) =

@

@

@

(x) +

(y) +

z 2 = 1 + 1 + 2z;

@x

@y

@z

Z

Z

f

dH2 = 2

(1 + z) dxdydz:

@U

94

2

(1 + z) dxdydz = 2

=2

=2

x2 y 2

(1 + z) dz

1

dxdy

z= x2 y 2

z2

z+

2

dxdy

z= 1

1 2

x + y2

2

x2

y2 +

1

2

dxdy;

Z

1 2

x + y2

2

1

y +

2

2

dxdy =

=2

=2

1 4

r

2

1

2

1

r3 + r

2

1 5

r

2

1 6

r

12

r2 +

r4

r2

+

4

4

r dr

dr

r=1

r=0

1

=

6

Second method. Lets use the denition of outward ux. The boundary of U is

given by the union of two surfaces and by a curve (which is a lower dimensional

manifold). Precisely,

@U = M1 [ M2 [ M3 ;

where

M1 := (x; y; z) 2 R3 : z =

1; x2 + y 2 < 1 ;

M3 := (x; y; z) 2 R3 : z =

1; x2 + y 2 = 1 :

M2 := (x; y; z) 2 R3 : z =

x2

y 2 ; x2 + y 2 < 1 ;

the function g1 (x; y) = 1 over E = (x; y) 2 R2 : x2 + y 2 < 1 and M2 is the

graph of the function g2 (x; y) = x2 y 2 over E. On theR other hand, M3

is a one-dimensional manifold. Hence, we need to compute M1 f

dH2 and

R

2

f

dH .

M2

A chart for M1 is given by

' (x; y) = (x; y; 1) ;

We have

(x; y) 2 E:

@'

(x; y) = (0; 1; 0) :

@y

@'

(x; y) = (1; 0; 0) ;

@x

95

Hence, to nd the normal, we need a vector orthogonal to (1; 0; 0) and (0; 1; 0),

namely, (0; 0; 1). The outward normal is (0; 0; 1). Hence, using Remark 241

Z

Z

2

f

dH =

(x; y; 1) (0; 0; 1) dxdy

M1

E

Z

=

1 dxdy =

:

E

' (x; y) = x; y; x2

We have

y2 ;

(x; y) 2 E:

@'

(x; y) = (0; 1; 2y) :

@y

@'

(x; y) = (1; 0; 2x) ;

@x

@'

(x; y)

@x

e1

@'

(x; y) = det @ 1

@y

0

1

e3

2x A

2y

e2

0

1

= (2x; 2y; 1) :

Hence, the normals vectors are (2x; 2y; 1). The outward normal is (2x; 2y; 1).

Hence, using Remark 241

Z

Z

2

2

x; y; x2 y 2

(2x; 2y; 1) dxdy

f

dH =

M1

ZE

2

2x2 + 2y 2 + x2 + y 2

dxdy:

=

E

Z

2x2 + 2y 2 + x2 + y 2

dxdy =

=2

2r2 + r4 r dr

2r3 + r5 dr

=2

1 4 r6

r +

2

6

r=1

r=0

4

=

:

3

Example 245 Lets calculate the outward ux of the function

f (x; y; z) := (0; yz; x)

across the boundary of the region

U := (x; y; z) 2 R3 : x2 + y 2 < z 2 ; x2 + y 2 + z 2 < 2y; z > 0 :

96

Note that U is not a regular open set (why?) but it satises the hypotheses of

the previous corollary (why?).

We have

div f (x; y; z) =

@

@

@

(0) +

(yz) +

(x) = 0 + 1z + 0;

@x

@y

@z

Z

Z

2

f

dH =

z dxdydz:

@U

r2 sin2 < z 2 , that is, r2 < z 2 , r2 cos2 + r2 sin2 + z 2 < 2r sin , that is,

r2 + z 2 < 2r sin , and z > 0, hence, r2 < z 2 < 2r sin

r2 , which implies that

2

2

r < 2r sin

r , or equivalently, r < sin . In turn, sin should be positive,

and so 2 (0; ).

o

n

p

r2 :

W := (r; ; z) 2 R3 : 0 < < ; r < sin ; r < z < 2r sin

Z

Z

Z sin

z dxdydz =

U

sin

r2

2r sin

z dz

z2

2

p

z= 2r sin

r dr

r2

r dr

z=r

sin

2

r sin

dr d

r=sin

r3

r4

sin

3

4 r=0

1

1

sin4 d =

:

12

32

d =

1

sin4

3

1

sin4

4

Corollary 246 (Integration by Parts) Let U

RN be an open, bounded,

regular set and let f : U ! R and g : U ! R be such that f and g are bounded

and continuous in U and there exist the partial derivatives of f and g in R at

all x 2 U and they are continuous and bounded. Then for every i = 1; : : : ; N ,

Z

Z

Z

@g

@f

f (x)

(x) dx =

g (x)

(x) dx +

f (x) g (x) i (x) dHN 1 (x) :

@xi

@xi

U

U

@U

Proof. Fix i 2 f1; : : : ; N g. We apply the divergence theorem to the function

f : U ! RN dened by

fj (x) :=

f (x) g (x) if j = i;

0

if j 6= i:

97

Then

div f =

and so

Z

@f

@g

+g

f

@x

@x

i

i

U

N

X

@ (f g)

@g

@f

@fj

=

=f

+g

;

@xj

@xi

@xi

@xi

j=1

dx =

div f dx =

dHN

@U

fg

dHN

@U

U R2 be an open, bounded set and assume that its boundary @U is the range

of a closed, simple, regular curve with parametric representation ' : [a; b] !

R2 . Then the hypotheses of Corollary 242 are satised (why?). Given t 2 [a; b],

the vector '0 (t) is tangent to the curve at the point ' (t) 2 @U . Hence, if

' (t) = (x (t) ; y (t)), the outer normal to @U at the point ' (t) is either

( y 0 (t) ; x0 (t))

q

2

2

(x0 (t)) + (y 0 (t))

or

( y 0 (t) ; x0 (t))

q

;

2

2

(x0 (t)) + (y 0 (t))

depending on the orientation of the curve. We say that has a positive orientation for @U if as we traverse the curve starting from t = a we nd U on our

left. In this case, the outward normal at the point ' (t) is is given by

(y 0 (t) ; x0 (t))

:

(' (t)) = q

2

2

(x0 (t)) + (y 0 (t))

Hence, if f; g : U ! R are bounded and continuous in U and there exist

the partial derivatives of f and g at all (x; y) 2 U and they are continuous

and bounded, then applying the divergence theorem to the function f (x; y) :=

(f (x; y) ; g (x; y))

Z

Z

@f

@g

(x; y) +

(x; y) dxdy =

(f; g)

dH1

@x

@y

U

@U

Z b

q

y 0 (t)

2

2

=

f (x (t) ; y (t)) q

(x0 (t)) + (y 0 (t)) dt

2

2

a

0

0

(x (t)) + (y (t))

Z b

q

x0 (t)

2

2

(x0 (t)) + (y 0 (t)) dt;

+

g (x (t) ; y (t)) q

2

2

a

0

0

(x (t)) + (y (t))

Z b

=

[f (x (t) ; y (t)) y 0 (t) g (x (t) ; y (t)) x0 (t)] dt

Za

Z

=:

f dy

g dx:

@U

@U

98

Z

Z

@f

(x; y) dxdy =

f dy:

@x

@U

Z

ZU

@g

(x; y) dxdy =

g dx:

@y

@U

U

(23)

(24)

Z

Z

Z b

x (t) y 0 (t) dt =

x dy;

meas U =

1 dxdy =

U

@U

Z

Z b

Z

y dx:

y (t) x0 (t) dt =

1 dxdy =

meas U =

U

@U

Z

Z

1

1

meas U =

[ y (t) x0 (t) + x (t) y 0 (t)] dt =

x dy

2 @U

2 @U

y dx :

@U

Example 247 Lets nd the area of the region U enclosed by the curve of parametric representation

x ( ) = (1

y ( ) = (1

cos ) cos ;

cos ) sin ;

2 [0; 2 ] :

To see that it is simple, note that for 0 < < 2 , (1 cos ) > 0. The curve

starts from the origin and goes around clockwise only once. Note that

x0 ( ) =

y ( ) = cos + sin2

0

cos2 =

for = 13 ; 53 . At those values,

y 0 (0) = y 0 (2 ) =

y0

y0

1

3

5

3

=

=

2 cos2 + cos + 1:

= 0; ; 2 ,and cos

2 + 1 + 1 = 0;

y0 ( ) =

= 21 , that is,

1 + 1;

1

1

+ cos

+ 1 = 1;

3

3

5

5

2 cos2

+ cos

+ 1 = 1:

3

3

2 cos2

Hence, the curve is not regular, but since these are only a nite number of bad

points, we can apply Corollary 242. Using the third area formula, we get

Z

1 2

(1 cos ) sin [sin cos

(1 cos ) sin ] d

meas U =

2 0

Z

1 2

+

(1 cos ) cos [sin sin + (1 cos ) cos ] d

2 0

Z

Z

1 2

1 2

3

2

2

=

(1 cos ) cos2 + sin2 d =

(1 cos ) d =

:

2 0

2 0

2

99

20

StokesTheorem

boundary.

Denition 248 Given a set E

Rk , a set F

E is relatively open in E if

k

there exists an open set V

R such that F = E \ V .

Denote Hk := y 2 Rk : xk

k < N , a nonempty set M

RN is called a kdimensional dierential manifold with boundary if for every x0 2 M there exist

an open set U containing x0 and a di erentiable function ' : W ! RN , where

W Rk is either an open set or a relatively open set of Hk such that

(i) ' : W ! M \ U is a homeomorphism, that is, it is invertible and continuous together with its inverse ' 1 : M \ U ! W ,

(ii) J' (y) has maximum rank k for all y 2 W .

The function ' is called a local chart or a system of local coordinates or

a local parametrization around x0 . We say that M is of class C m , m 2 N,

(respectively, C 1 ) if all local charts are of class C m (respectively, C 1 ).

A point x0 2 M is an interior point of M if there is a local chart ' : W !

RN , where W Rk is open set, and is a boundary point of M , otherwise. The

set of boundary points is called the boundary of M and is denoted @M .

Theorem 250 Let M

RN be a k-dimensional di erentiable manifold with

boundary. Then @M is a (k 1)-dimensional di erentiable manifold.

Next we introduce the notion of orientation for a manifold with boundary.

Let M

RN be a k-dimensional manifold with boundary of class C 1 . Given

x0 2 M , the tangent space T (x0 ) is a vector space of dimension k. We say that

two bases B = fe1 ; : : : ; ek g and B1 = ff 1 ; : : : ; f k g of T (x0 ) are equivalent if the

matrix that transforms one basis into the other has positive determinant and we

write B B1 . An orientation at x0 is an equivalence class [B]. Note that there

are only two possible orientations at x0 . A (possibly discontinuous) orientation

O on M is a mapping that assigns to each x 2 M an orientation Ox . We say that

an orientation O is continuous if there exist continuous functions e1 : M ! RN ,

. . . , ek : M ! RN such that for every x 2 M , Bx = fe1 (x) ; : : : ; ek (x)g is a

basis for T (x) and Ox = [Bx ]. We say that M is orientable if it admits a

continuous orientation.

Remark 251 If M

RN 1 is an (N 1)-dimensional manifold of class C 1 ,

then for each x 2 M , the tangent space T (x) is a vector space of dimension

100

N 1. In turn, there are only two unit normals at the point x 2 M . It can be

shown that M is orientable if and only if for every x 2 M we can choose a unit

normal vector n (x) to M at x in such a way that the function n : M ! RN is

continuous.

Theorem 252 Let M RN be a k-dimensional orientable manifold with boundary of class C 1 . Then a continuous orientation on M induces a continuous

orientation on @M .

The Klein bottle or the Mbius strip are a typical examples of manifolds that

not orientable. Indeed, the normal as a function of (x; y; z) is discontinuous (but

it is continuous if you look at it as a function of (u; v)). If you think of the normal

as a person walking on the manifold, after going around once, that person would

nd himself/herself upside down, which means that there is a discontinuity.

Example 253 (The Mbius strip) Let ' : [0; 2 ]

' (u; v) :=

v sin

u

sin u; 2

2

have

@'

(u; v) =

@u

@'

(u; v) =

@v

v sin

[ 1; 1] ! R3 be given by

u

u

cos u; v cos

:

2

2

1

1

1

1

(cos u) v sin u 2

v sin u cos u; (sin u) v sin u

2

2

2

2

1

1

1

sin u sin u; cos u sin u; cos u :

2

2

2

1

1

v cos u cos u;

2

2

1

1

v sin u

2

2

@'

(u; v)

@u

e1

e2

1

1

1

1

1

v

sin

u

cos

u

(sin

u)

v

sin

u

2

(cos u) v sin 12 u 2

2

2

2

2 v cos u cos 2 u

1

1

sin u sin 2 u

cos u sin 2 u

=

=

@'

(u; v)

@v

1

v sin u

2

2 sin u cos

u

2

1

1

v cos u; v sin u

2

2

2 cos u cos

Hence,

@'

@'

(0; 0)

(0; 0) = (0; 2; 0) ;

@u

@v

@'

@'

(2 ; 0)

(2 ; 0) = (0; 2; 0) :

@u

@v

101

u 1

+ v sin u;

2 2

e3

1

1

v

2 sin 2 u

1

cos 2 u

1

v sin u

2

2 sin

u

2

The curl of f is the function curl f : U ! R3 dened by

@f3

@y

0

curl f (x; y; z) :=

= det @

@f2 @f1

;

@z @z

e1

e2

e3

@

@x

@

@y

@

@z

f1

f2

f3

@f3 @f2

;

@x @x

1

A=r

@f1

@y

f:

R3 be an open set and let f :

3

1

U ! R be a function of class C . Let M U be a closed bounded 2-dimensional

orientable manifold with boundary of class C 2 . Then

Z

Z

2

curl f n dH =

f t dH1 ;

M

@M

continuous unit tangent to @M (with the orientation induced by the orientation

of M ).

Theorem 255 Given a k-dimensional manifold M

RN with boundary of

1

N

k

class C , let ' : W ! R , where W

R is an open set. Consider a bounded

open set V with V

W and let M1 := ' V . Then M1 is a k-dimensional

orientable manifold with boundary of class C 1 . Moreover, @M1 = ' (@V ).

The previous theorem shows that every manifold is locally orientable. It will

be useful in the exercises.

Example 256 Given the surface M of parametric representation

v; u; u2 + v 2 ;

' (u; v) := u

(u; v) 2 V;

Z

curl f

dH2 ;

M

where

f (x; y; z) := x2 z; y; yz ;

(x; y; z) 2 R3 :

Note that ' is dened in R2 so we can take W = R2 . To see that ' is one-toone, we nd the inverse, we have x = u v, y = u, z = u2 + v 2 and so, u = z,

v = u x = z x. Thus,

'

(x; y; z) = (z; z

x) ;

0

1

1

1

0 A:

J' (u; v) = @ 1

2u 2v

102

1

1

has determinant di erent from zero, and so J' (u; v)

1 0

has always maximal rank two. In view of the previous theorem, M is orientable.

Thus, we are in a position to apply Stokes theorem. The boundary of V is the

unit circle. Thus a parametric representation of is

: [0; 2 ] ! R2 , where

(t) := (cos t; sin t). In turn, a parametric representation for @M is given by

:= '

: [0; 2 ] ! R3 , where

The submatrix

(t) = cos t

In turn,

0

(t) = ( sin t

cos t;

sin t; 0) :

Z

Z

2

curl f

dH =

f t dH1

M

@M

2

h

(cos t

sin t) 1 ( sin t

cos2 t

sin2 t (cos t

i

cos t) + (cos t) ( sin t) + (cos t) (1) 0 dt

sin t) + cos t sin t dt

2 sin2 t cos t

0

t=2

2

1

2

sin3 t + cos t + cos3 t + sin2 t

= 0:

3

3

2

t=0

R

Exercise 257 In the previous example calculate M curl f dH2 directly, without using Stokess theorem.

=

sin t

103

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