Chapter1 — Review of Fundamental Concepts REAL NUMBERS At the very foundations of mathematics is the concept of a set or collection of objects and, in particular, sets of numbers on which we base our quantitative work in science and ‘engineering. The student is already familiar with the following important sets of numbers. 1. Natural Numbers 1,2,8, 4, ... or positive integers used in counting. 2 Integers 0, +1, +2,+3,.... ‘These numbers arose in order to provide meaning to subtraction |inverse of addition] of any two natural numbers, ‘Thus 2-6 =~ 8-8=0, etc. 3. Rational Numbers such as 2/3, —10/7, ete. arose in order to provide meaning to division [inverse of multiplication] or quotient of any two integers with the exception that division by zero is not defined. 4, Irrational Numbers such as 2, =, ete, are numbers which cannot be expressed as the quotient of two integers, Note that the set of natural numbers is a subset, i.e. a part, of the set of integers which in ‘turn is a subset of the set of rational numbers. The set of numbers which are either rational or irrational is called the set of real numbers [to distinguish them from imaginary or complex numbers on page 11) and is com posed of positive and negative numbers and zero. The real numbers can be represented as points on a line as indicated in Fig. 1-1. For this reason we often use point and number interchangeably. -se 0 va iets eva {ot id | 7 2 a ° Fig ht ‘The student is also familiar with the concept of inequality. ‘Thus we say that the real number a is greater than or less than b (symbolized by a> b or a b, a=b or a 0 we can find a number 8>0 such that |f(x)—I| << whenever 0<|e-al 0, —p if p<0 and Oif 0. eamole 2 tin @t—Ge+9) = 5, tim 2=$ = 4 im Mt =4 REVIEW OF FUNDAMENTAL CONCEPTS [CHAP.1 If lim fi(2) =, lim fs(2) = le then we have the following theorems on limits. (© lim (fi) * f(@)] = lim fle) + limfe) = h* hb (0) tim fey fotey) = [im fe) ]ftim fate] = te Jim ful) na _ } by © IMA@ ~ imaw = "bre CONTINUITY The function f(z) is said to be continuous at a if lim A(x) = f(a). 1 (= 4 ome Beample 3 f(e) =0%—de+8 is contimous at == 1. However, st fiz) = 177 a 2 then f(x) is not continuous [or is discontinuous] at #=2 and #=2 is called « iecontinuty of fle). If f(z) is continuous at each point of an interval such as 1S Sa or mi< 2S m2, etc., it is said to be continuous in the interval. If fi(z) and fe(2) are continuous in an interval then fi(z) * fa(z), fale) fale) and fi(2)/fo(@) where fz(x) ~0 are also continuous in the interval. DERIVATIVES The derivative of y= f(2) at a point x is defined as aieetaas ceca eee eee eee FQ) = m= mae = ae o where h=az, ay = f(e+h)— f(z) = f(e+az) — f(z) provided the limit exists. The differential of y = f(z) is defined by dy = f(e)dx where de = ax @ The process of finding derivatives is called differentiation. By taking derivatives of dy/dz = f(z) we can find second, third and higher order derivatives, denoted by Pyldat = f"(a), y= Pylda = f(x), ete. Geometrically the derivative of a function f(x) at a point represents the slope of the tangent line drawn to the curve = f(z) at the point, If a function has a derivative at a point, then it is continuous at the point. However, the converse is not necessarily true, DIFFERENTIATION FORMULAS In the following u, v represent functions of x while a,c, represent constants. We assume of course that the derivatives of u and v exist, ie. wand v are differentiable, re 2) = Uduldz) ~ w(doldz) du ada a dip = de 2 5 ew = ped 8 6. Ze = oneCHAP. 1] REVIEW OF FUNDAMENTAL CONCEPTS 5 1 uM. 8. 1B. o£ 16. 10. £cosu = -sinu$t w. 1, Ztanu = sectudt 18, 12. Leotu = -extudt 19. 13, Zeeceu = seeutanu® 20, Leoshu = sinhu St In the special case where w=, the above formulas are simplified since in such case dufdx = 1. INTEGRALS If dy/de = f(a), then we call y an indefinite integral or anti-derivative of f(z) and denote it by, S tera ” Since the derivative of a constant is zero, all indefinite integrals of f(z) can differ only by a constant. ‘The definite integral of f(x) between =a and r= is defined as Sted = Yim hil + Hath) + Hla+2W) ++ + Hat (m= Dh] 6) provided this limit exists. Geometrically if f(z) =0, this represents the area under the curve y= f(z) bounded by the z axis and the ordinates at +=a and =, The integral will exist if f(2) is continuous in a= 2 Sb. Definite and indefinite integrals are related by the following theorem. Theorem 1-1 [Fundamental Theorem of Caleulus}. If (2) =< o(e), then Stow = f° Lower = otal, = 00%) - ramen fee =f 2()u = ‘The process of finding integrals is called integration. INTEGRATION FORMULAS In the following u,v represent functions of x while a,b,c,p represent constants. In all cases we omit the constant of integration, which nevertheless is implied. 1 Swsar = fudex fodz 2 feuds = of ude 8 fu(Ge)ae = w- fo(M)ae or fudv = w— fod ‘This is called integration by parts.6 REVIEW OF FUNDAMENTAL CONCEPTS omar. Sriueyide = free) where w= ue) and w’ = dude expres a8 4 function of w. This is called integration by substitution or transformation. 8 fwau = BA, pea 14, fescudu = In(eseu—cotu) ' du . e-H(a sin bu — b cos bu) 6. futdu “Se 15. f ersindudu = S“lasinbu—p cos by) e2H(a.cos bu + b sin bu) t fad = 5, a4o1 16. cos bu du {o.cos bu + sin bu) du 8. fed = a ye qu Aa 9. fsinudu = -cosu 1. fatty = htent 10, fcoswdu = sinw 19. 1. ftanudu = —Incosu 20. 12. f cotudu = Insinu a1. f sinhudu = coshu u 13, fsecudu = In(secuttann) 22, ficoshudu = sinh SEQUENCES AND SERIES A sequence, indicated by ws, ts, ... or briefly by (v,), is a function defined on the set of natural numbers. ‘The sequence is said to have the limit 1 or to converge to J, if given any <> there exists a number N>0 such that |ua—lj N, and in such case ‘we write lim tm =. If the sequence does not converge we say that it diverges. Consider the sequence w, w+ ta, ui +uet+us,... or Si, Ss Ss,... where Sy = uy ++ +++ +. We call (S,) the sequence of partial sums of the sequence (u,). The symbol ay ttetust-- or Say orbriefly Swe (9) is defined as synonymous with (S,) and is called an infinite series. This series will converge or diverge according as (S.) converges or diverges. If it converges to S we call S the sum of the series ‘The following are some important theorems concerning infinite series. Theorem 12, ‘The series $ 1 converges if p>1 and diverges if p31. Theorem 1-3. If B}uq| converges and |v jus|, then 3|v9| converges. Theorem 14. If 3}us| converges, then Zu, converges. In such case we say that Zu, converges absolutely or is absolutely convergent. A property of such series is that the terms can be rearranged without affecting the sum. Theorem 1-5. If 3\us| diverges and v= jua|, then Ze, diverges.CHAP. 1] REVIEW OF FUNDAMENTAL CONCEPTS 7 Theorem 16. ‘The series Zhus|, where [ta] = f(r) = 0, converges or diverres according as S, tear = him SNe)de exists oF does not exist. ‘This theorem is often called the integral test. Theorem 1-7. ‘The series 3)us| diverges if lim |u| 0. However, if lim|u|=0 the series may or may not converge [see Problem 1.81]. Theorem 1-8. Suppose that, tim | ***4| if r<1 and diverges if r>1. If r=1, no conclusion can be drawn. ~ Then the series Zu, converges (absolutely) ‘This theorem is often referred to as the ratio test. ‘The above ideas can be extended to the case where the us, are functions of x denoted by w(z). In such case the sequences or series will converge or diverge according to the particular values of x. The set of values of x for which a sequence or series converges is called the region of convergence, denoted by R. Example §. The series 1+2+2%+29+-++ has a region of convergence R [in this ease an interval] given by ~1<2 <1 if we restrict ourselves to real values of 2. UNIFORM CONVERGENCE We can say that the series 1) + ua(z) +--+ converges to the sum S(z) in a region R, if given ¢>0 there exists a number N, which in general depends on both « and 2, such that |S(z)—Sy(2)|<« whenever >N where Ss(1)=u(z) +++ +1(z). If we can find NV depending only on « and not on x, we say that the series converges uniformly to S(z) in ®. Uniformly convergent series have many important advantages as indicated in the following theorems. Theorem 1-9. If u(t), n=1,2,8,... are continuous in aS2Sb and 3u(z) is uni- formly convergent to S(t) in a=x=b, then S(e) is continuous in ascsb. Theorem 1-10. If 3u,(z) converges uniformly to S(z) in aS 2 5b and w(z2), n are integrable in «Sb, then S sea S, (este) ruse) ts a = Swede + Suey ate + Bo 1,2,8, Theorem I-1i. If w(z), m=1,2,3,... are continuous and have continuous derivatives in a } and if Eus(x) converges to S(z) while Eui(x) is uniformly con- vergent in aSz=b, then Se) = £ (ue) + use) + - sulla) + wile) + An important test for uniform convergence, often called the Weierstrass M test, is given by the following. Theorem 1-12, If there is a set of positive constants M,, n=1,2,8,... such that |ua(2)| = My in R and EM, converges, then 31,(z) is uniformly convergent [and also absolutely convergent] in R.8 REVIEW OF FUNDAMENTAL CONCEPTS [OHAP.1 TAYLOR SERIES ‘The Taylor series for f(z) about x= 0 ‘it is a relative minimum. Note that possible points at which /(z) has ‘a relative maxima or minima are obtained by solving’ f'(t) =0, i.e. by finding the values of x where the slope of the graph of f(z) is equal to zero. Similarly /(z,) has a relative maximum or minimum at z=a, y=b if fs(a,b)=0, f(a,b)=0. Thus possible points at which f(z,y) has relative maxima or minima are obtained by solving simultaneously the equations affax = 0, affay = 0 (26) Extensions to functions of more than two variables are similar. METHOD OF LAGRANGE MULTIPLIERS Sometimes we wish to find the relative maxima or minima of f(z,y) =0_ subject to some constraint condition 4(2,y)=0. To do this we form the function h(z,y) = f(z,y) + BL ahlax = 0, ahlay = 0 en ‘The constant A is called a Lagrange multiplier and the method is called the method of Lagrange multipliers. Generalizations can be made [see Problems 1.54 and 1.150]. LEIBNITZ’S RULE FOR DIFFERENTIATING AN INTEGRAL Let He) = S'Neeae (28) where f is supposed continuous and differentiable. Then Leibnits’s rule states that if a and d are differentiable functions of a, Fo = fLae + sd - Kare (29) MULTIPLE INTEGRALS ‘A generalization of the integral for functions of one variable leads to the idea of ‘multiple integrals for functions of two or more variables. Because several ideas involved {in the theory may be new to some students, we postpone consideration of this topic to Chapter 6. COMPLEX NUMBERS Complex numbers arose in order to solve polynomial equations such as z*+1=0 or z*+2+1=0 which are not satisfied by real numbers. We assume that a complex number has the form a+bi where a,b are real numbers and i, called the imaginary unit, has the property that i=—1. We define operations with complex numbers as follows 1. Addition. (a+di) + (c+d) = @+0) + O4ai 2 Subtraction. (atbi) — (e+ di) = (a—0) + (6-ai 3. Multiplication, (a+ bij(o+di) = ac + adi + bei + bd? = (ac—bd) + (ad + be)i a+bie-di _ actbd , be—ad, eee ret ore!2 REVIEW OF FUNDAMENTAL CONCEPTS [oHaP.1 Note that we have used the ordinary rules of algebra except that we replace i* by —1 wherever it occurs. The commutative, associative and distributive laws of page 1 also apply to complex numbers. We call « and b of a+bi the real and imaginary parts respec- tively. Two complex numbers are equal if and only if their real and imaginary parts are respectively equal. A complex number z=2+iy can be considered as a point P with coordinates (z,y) on a rectangular zy plane called in this case the complex plane or Argand diagram (Fig. 14]. If we construct the line from origin O to P and let p be the distance OP and ¢ the angle made by OP with the positive « axis, we have from Fig. 1-4 2 = peoss, y= psing, p= VFFF (80) and can write the complex number in so-called polar form as Fig. t-4 2 = xt iy = plcosptising) = peisg (31) We often call p the modulus or absolute value of z and denote it by |z|. The angle ¢ is called the amplitude or argument of abbreviated argz. We can also write p= V2 where 2=2~iy is called the conjugate of z= a+iy. If we write two complex numbers in polar form as 4, = px(eosd, +i sing), % = ay(cosg, + ising) (32) then 21%, = pez[008(#,+4,) + ésin($, + 4,)] (38) fa = p, sl. —49) + F8in (8, —9,)] (34) Also if n is any real number, we have 2 = [plcos 4 +ising))* = pY(cosng + isinng) (35) which is often called De Moivre's theorem. We can use this to determine roots of complex numbers. For example if n is a positive integer, 2 = [p(cos¢ +ising)}"™ 5 feos (22:28) 4 oi (86) Using the series for e*, sin:z, cos: on page 8, we are led to define e = cosptising, e-% = cosg—ising (87) which are called Zuler’s formulas and which enable us to rewrite equations (81)-(86) in terms of exponentials. ‘Many of the ideas presented in this chapter involving real numbers can be extended to complex numbers. These ideas are developed in Chapter 18.