ADVANCED CALCULUS New Edition A COURSE ARRANGED WITH SPECIAL REFER- ENCE TO THE NEEDS OF STUDENTS OF APPLIED MATHEMATICS BY FREDERICK S. WOODS PROFESSOR OF MATHEMATICS IN THE MASSACHUSETTS INSTITUTE OF T?.cHNOLOGY APREFACE The course in advanced calculus contained in this book has for many years been given by the author to students in the Massa- chusetts Institute of Technology. The choice of the subject matter and the arrangement of the material are the result of the expe- rience thus gained. The students to whom the course has been given have been chiefly interested in the applications of the calculus and have felt the need of a more extensive knowledge than that gained in the elementary courses, but they have not been prima- rily concerned with theoretical questions. Hence there is no attempt to make this course one in analysis. However, some knowledge of theory is certainly necessary if correct use is to be made.of the science; therefore the author has endeavored to ii jtroduce the students to theoretical questions and possibly to incite in some a desire for more thorough study. As an example of the method used, a proof of the existence of the definite integral in one variable has been given; for the multiple integral the proof has been omitted and simply the result stated. The student who has mastered the simpler case is in a position to read the more difficult case in easily accessible texts. existence proofs have also been given for the simpler cases of implicit functions and of differential equations. In these proofs the author has preferred to make the assumption that the func- tions involved ‘may be expanded into Taylor series. This, of course, restricts the‘proof ; but the somewhat immature student gets a clearer idea of the meaning of the theorems when he sees an actual series as the solution. The more abstract concept of a function may well come later. Furthermore, the student is likely to apply his results only to functions which can be expanded into series. * Because of this constant use of the power scries that subject is taken up ‘irst, after certain introductory matter. Here again, fol- lowing the line of simplicity, the author has not discussed series in general. The gain in concreteness for the student justifies this, but the teacher who desires to discuss series of a more general type may do so with the aid of the exercises given for the student. iiiPREFACE The Fourier series are introduced later as tools for solving certain partial differential equations, but no attempt has been made to develop their theory. 4 The subjects treated in the book may be, most easily seen by examining the table of contents. Experience has shown that the book may be covered in a year’s course. FREDERICK S. WOODS Nore ror THE 1922 PrinttNG. In this impression of the book certain improvements have been made. In particular, Osgood’s theorem has been inserted in Chapter I, the discussion of uniform convergence in Chapter IT has been improved, and the treatment of the plane in Chapter V has been changed. PREFACE TO THE NEW EDITION In this edition additional exercises have been inserted at the end of most chapters. Also, in Chapter VI, certain proofs have been made more rigorous; namely, that for the existence of the” definite integral and that for the possibility of differentiating under the integral sign a definite integral with upper limit infinity. Al) the typégraphical errors that have been discovered have been corrected. FREDERICK 8S. WOODSCONTENTS CHAPTER I. PRELIMINARY SECTION PAGE 1, Functions a 1 @. Continuity rae ts teeter cae Outhe derivatives se 5 4: Composite tuncone Gcegr rc eres recoded a 7 bi Rolle's theorem gags ees i G: Theorems of the mean 2c: cee ecg eg ee esas 8 7. Taylor's series with aremainder 2... 1... 1 ee ee ee 10 S.Vhe form sree 16 9. TheformS 2... ee 16 10. Other indeterminate forms... 2.2... 22 ee eee 18 11. Infinitesimals. . . . 19 42. Fundamental theorems on infinitesimals | 5). ls. 22 13. Some geometric theorems involving infinitesimals .. . . 2... . 23 14. The first differential - 28 15. Higher differentials 29 16. Change of variable 82 CHAPTER II. POWER SERIES Ni Denton 38 18, Comparison teat for convergence ©. 2... 1. ee 40 119: Thelratio. test for convergence (act tse cnt teas 41 20. Region of convergence 42 21, Uniform convergence 45 22. Function defined by a power series AB 23, Integral and derivative of a power series... 2... 46 24. Taylor’sseries 2. 2... : 48 26. Operations with two power series . 61 26. The exponential and trigonometric functions... . 2... . 68 27. Hyperbolic functions 55 28. Dominant functions 57 29. Conditionally convergent series 58 CHAPTER III. PARTIAL DIFFERENTIATION 80, Functions of two or more variables 2.2... 2... Le 65 OL Partial detivatives 66 a2) Order iol differentiation: re + 68 88. Differentiation of composite functions»... 2... ee 69 vvi CONTENTS SECTION 84, Euler’s theorem on homogeneous functions ..........~. 35. 36. 37. 38. 39. 40. 41. 42. 43. 44, 45. 47. 49, 51. 54. 55. 56. 57. 59. 60. . Planes . Maxima and minima . The Gamma function Directional derivative The first differential Higher differentials. 2. ee Toei ee CHAPTER IV. IMPLICIT FUNCTIONS One equation, two variables. =. ee ‘One equation, more than two variables ‘Two equations, four variables ‘Three equations, six variables 2 The generalcase 2 2 1. ee ee Jacobians CHAPTER V. APPLICATIONS TO GEOMETRY Element of are SSeaghtline OUTROS eee ees Behavior of a surface near a point Cirvesee esas teeeccea tans Secret ereteaaet eae stere tart . Curvatureand tormion 2g 2 et tt tt et . Curvilinear codrdinates CHAPTER VI. THE DEFINITE INTEGRAL Denton xitonce roots Properties of definite integrals... 0... ee ee Evaluation of a definite integral Lee Gimpeonte rules Change of variables 2 ee Differentiation of a definite integral . 2... 0... 2.400. . Integration under the integral sign... 2... 1. wee finfnite lint ee ee . Differentiation and integration of an integral with an infinite limit . Infinite integrand 2 ee . Certain definite integrals 6. 0... ee Multiple integrale ee i CHAPTER VII. THE GAMMA AND BETA FUNCTIONS The Beta tancon ers Dirichlet’s integrals Special relations»... 2...CONTENTS ix CHAPTER XVI. ELLIPTIC INTEGRALS sRCTION PAGE isi Ineoducion 365 152, The functions sn u, en u, dn u a 867, 158. Application to the pendulum 369 164, Formulas of differentiation and series expansion... . . 871 155. Addition formulas. 2... 2.2... 372 166 The periods 378 167.Limiting cases 1. 815 158. Elliptic integrals in the complex plane... 2... 1. 376 159. Elliptic integrals of the second kind and of the third kind |... 379 160: The function pa) 381 let Applications 882 ANSWERS... ... a 387 INDEX 396ADVANCED CALCULUS CHAPTER I PRELIMINARY 1. Functions. A quantity y is said to be a function of a quan- tity x if the value of y is determined when the value of x is given. Elementary examples are the familiar algebraic, trigonometric, logarithmic, and exponential functions by means of which y is explicitly given in terms of x. Such explicit formulation, how- ever, is not necessary to the idea of a function. For example, y may be the number of cents of postage on a letter and z the number of ounces in its weight, or y may be defined as the largest prime number which is smaller than any number a, or y may be defined as equal to 0 if x is a rational number and equal to 1 if x is an irrational number. ~ It should be-noticed, moreover, that even when an explicit formulation in elementary functions is possible, y need not be defined by the same formula for all values of x. For example, consider a spherical shell of inner radius a and outer radius 6 composed of matter of density p. Let x be the dis- tance of a point from the center of the shell and y the gravita- tional potential due to the shell. Then y is a function of x with the following formulation : y = 2 1p(b?—a”) when x =a, 2 v= 2 xe(s?— 2) —Ste8 when azz=b, () eo —a®) when z>0b. y= 3 So we may at pleasure build up an arbitrary function of x. For example, let y = f(x), where f(z) =42? when 0<2 <1, f(z)=4% when z=1, (2) f(@~)=42+1 when x>1, 1