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BASIC BOOKS IN SCIENCE

– a Series of books that start at the beginning
Book 3a
Calculus and
differential equations
John Avery
H. C. Ørsted Institute
University of Copenhagen (Denmark)
Books in the Series are available –free of charge–from the websites
<www.paricenter.com> (see ‘Basic Books in Science’)
<www.learndev.org> (see ‘For the Love of Science’)
(Last updated 13 September 2010)

BASIC BOOKS IN SCIENCE
Acknowledgements
In a world increasingly driven by information technology and market forces, no educational
experiment can expect to make a significant impact without the availability of effective
bridges to the ‘user community’ – the students and their teachers.
In the case of “Basic Books in Science” (for brevity, “the Series”), these bridges have been
provided as a result of the enthusiasm and good will of Dr. David Peat (The Pari Center
for New Learning), who first offered to host the Series on his website, and of Dr. Jan
Visser (The Learning Development Institute), who set up a parallel channel for further
development of the project with the use of Distance Learning techniques. The credit for
setting up and maintaining the bridgeheads, and for promoting the project in general,
must go entirely to them.
Education is a global enterprise with no boundaries and, as such, is sure to meet linguistic
difficulties: these will be ameliorated by the provision of translations into some of the
world’s more widely used languages. We are most grateful to Dr. Angel S. Sanz (Madrid),
who has already prepared Spanish versions of the first few books in the Series: these are
being posted on the websites indicated as soon as they are ready. This represents a
massive step forward: we are now seeking other translators, at first for French and Arabic
editions.
The importance of having feedback from user groups, especially those in the Developing
World, should not be underestimated. We are grateful for the interest shown by universi-
ties in Sub-Saharan Africa (e.g. University of the Western Cape and Kenyatta University),
where trainee teachers are making use of the Series; and to the Illinois Mathematics and
Science Academy (IMSA) where material from the Series is being used in teaching groups
of refugee children from many parts of the world.
All who have contributed to the Series in any way are warmly thanked: they have given
freely of their time and energy ‘for the love of Science’. Paperback copies of the books in
the Series will soon be available, but this will not jeopardize their free downloading from
the Web.
Pisa 13 September 2010 Roy McWeeny (Series Editor)
i
BASIC BOOKS IN SCIENCE
About this Series
All human progress depends on education: to get it we need books and schools. Science
Education is of key importance.
Unfortunately, books and schools are not always easy to find. But nowadays all the world’s
knowledge should be freely available to everyone – through the Internet that connects all
the world’s computers.
The aim of the Series is to bring basic knowledge in all areas of science within the reach
of everyone. Every Book will cover in some depth a clearly defined area, starting from the
very beginning and leading up to university level, and will be available on the Internet at
no cost to the reader. To obtain a copy it should be enough to make a single visit to any
library or public office with a personal computer and a telephone line. Each book will
serve as one of the ‘building blocks’ out of which Science is built; and together they will
form a ‘give-away’ science library.
About this book
This book, like the others in the Series, is written in simple English – the language
most widely used in science and technology. It builds on the foundations laid in Book 1
(Number and symbols) and in Book 2 (Space) and deals with the mathematics we need in
describing the relationships among the quantities we measure in Physics and the Physical
Sciences in general. This leads us into the study of relationships and change, the starting
point for Mathematical Analysis and the Calculus – which are needed in all branches of
Science.
The present volume is essentially a supplement to Book 3, placing more emphasis on
Mathematics as a human activity and on the people who made it – in the course of many
centuries and in many parts of the world. Some topics are also taken to a more advanced
level, with the addition of Problems and Solutions.
ii
Contents
1 Historical background 3
2 Differential calculus 35
3 Integral calculus 53
4 Differential equations 83
5 Solutions to the problems 105
A Tables 121
1
2 CONTENTS
Chapter 1
Historical background
No single culture can claim to have produced modern science. Science (de-
fined as organized knowledge) has been built up gradually over a long period
of time, and gifts from many peoples have merged to form the vast system of
verifyable scientific knowledge that is now the common heritage of humanity.
Before starting our discussion of calculus and differential equations, it is
interesting to spend a few moments looking at the roots of mathematics, to
which many cultures have contributed.
Mesopotamia (present-day Iraq)
Some of the most important early steps in the evolution of human cul-
ture were taken in Mesopotamia, the region that we now call Iraq. The
Mesopotamians (i.e., the ancient Iraqis) not only invented an early form of
writing, but they also contributed importantly to the foundations of mathe-
matics, physics, astronomy and medicine.
In Mesopotamia (which in Greek means “between the rivers”), the settled
agricultural people of the Tigris and Euphraties valleys evolved a form of
writing. Among the earliest Mesopotamian writings are a set of clay tablets
found at Tepe Yahya in southern Iran, the site of an ancient Elamite trading
community halfway between Mesopotamia and India.
The Elamite trade supplied the Sumarian civilization of Mesopotamia
with silver, copper, tin, lead, precious gems, horses, timber, obsidian, al-
abaster and soapstone. The practical Sumerians and Elamites probably in-
vented writing as a means of keeping accounts.
The tablets found at Tepe Yahya are inscribed in proto-Elamite, and
radio-carbon dating of organic remains associated with the tablets shows
them to be from about 3,600 B.C.. The inscriptions on these tablets were
made by pressing the blunt and sharp ends of a stylus into soft clay. Similar
3
4 CHAPTER 1. HISTORICAL BACKGROUND
tablets have been found at the Sumarian city of Susa at the head of the Tigris
River.
In about 3,100 B.C. the cuneiform script was developed, and later Meso-
potamian tablets are written in cuneiform, which is a phonetic script where
the symbols stand for syllables.
Mesopotamian science
Both the mathematics and astronomy of the Mesopotamians were startlingly
advanced. Their number system was positional, like ours, and was based on
six and sixty. We can still see traces of it in our present method of measuring
angles in degrees and minutes, and also in our method of measuring time in
hours, minutes and seconds.
The Mesopotamians were acquainted with square roots and cube roots,
and they could solve quadratic equations. They also were aware of exponen-
tial and logarithmic relationships
1
. They seemed to value mathematics for
its own sake, for the sake of enjoyment and recreation, as much as for its
practical applications. On the whole, their algebra was more advanced than
their geometry. They knew some of the properties of triangles and circles,
but did not prove them in a systematic way.
Egypt: books and geometry
The ancient Egyptians were the first to make books. As early as 4,000 B.C.,
they began to make books in the form of scrolls by cutting papyrus reeds
into thin strips and pasting them into sheets of double thickness. The sheets
were glued together end to end, so that they formed a long roll. The rolls
were sometimes very long indeed. For example, one roll, which is now in the
British Museum, is 17 inches wide and 135 feet long.
The periodic flooding of the Nile meant that each year the land had to
be surveyed and boundary lines redrawn. Thus the flooding of the Nile, with
its surveying problems, together with the engineering problems of pyramid
building, led the Egyptians to develop the science of geometry (which in
Greek means “earth measurement”).
An ancient Egyptian papyrus book on mathematics was found in the
nineteenth century and is now in the British Museum. It was copied by
the scribe Ahmose in c. 1,650 B.C., but the mathematical knowledge which
it contains is probably much older. The papyrus is entitled “Directions for
1
For a discussion of exponentials and logarithms, see Chapter 3.
5
Attaining Knowledge of All Dark Things”, and it deals with simple equations,
fractions, and methods for calculating areas, volumes, etc..
The Egyptians knew, for example, that a triangle whose sides are three
units, four units, and five units long is a right triangle
2
. They knew many
special right triangles of this kind, and they knew that in these special cases
the sum of the areas of the squares formed on the two short sides is equal
to the area of the square formed on the longest side. However, there is no
evidence that they knew that the relationship holds for every right triangle.
It was left to Pythagoras to discover and prove this great theorem in its full
generality.
Thales of Miletus
It is known that the Greeks arrived in the Aegean region in three waves.
The first to come were the Ionians. Next came the Achaeans, and finally
the Dorians. Warfare between the Achaeans and the Ionians weakened both
groups, and finally they both were conquered by the Dorians. This conquest
by the semi-primitive Dorians was probably the event which produced a dark
age in Greek culture between 1,075 B.C. and 850 B.C. During this dark age
the art of writing was lost to the Greeks, and the level of artistic and cultural
achievement deteriorated.
However, beginning in about 850 B.C., there was a rebirth of Greek cul-
ture. This cultural renaissance began in Ionia on the west coast of present-
day Turkey, where the Greeks were in close contact with the Mesopotamian
civilization. Probably the Homeric epics were written in Miletus, a city on
the coast of Asia Minor, in about 700 B.C.. The first three philosophers of
the Greek world, Thales, Anaximander and Anaximenes, were also natives
of Miletus.
Thales was born in 624 B.C. and died in 546 B.C.. The later Greeks
considered him to have been the founder of almost every branch of knowledge.
Whenever the wise men of ancient times were listed, Thales was invariably
mentioned first. However, most of the achievements for which the Greeks
admired Thales were probably not invented by him. He is supposed to have
been born of a Phoenecean mother, and to have travelled extensively in
Egypt and Mesopotamia, and he probably picked up most of his knowledge
of science from these ancient civilizations.
2
In a right triangle, one of the angles is a 90 degree angle (sometimes called a “right
angle”). In other words, two of the sides of a right triangle are perpendicular to each
other.
6 CHAPTER 1. HISTORICAL BACKGROUND
Thales brought Egyptian geometry to Greece, and he also made some
original contributions to this field. He changed geometry from a set of ad
hoc rules into an abstract and deductive science. He was the first to think
of geometry as dealing not with real lines of finite thickness and imperfect
straightness, but with lines of infinitesimal thickness and perfect straightness.
(Echoes of this point of view are found in Plato’s philosophy).
Thales had a student named Anaximander (610 B.C. - 546 B.C.) who also
helped to bring Egyptian and Mesopotamian science to Greece. He imported
the sundial from Egypt, and he was the first to try to draw a map of the entire
world. He pictured the sky as a sphere, with the earth floating in space at its
center. The sphere of the sky rotated once each day about an axis passing
through the polar star. Anaximander knew that the surface of the earth is
curved. He deduced this from the fact that as one travels northward, some
stars disappear below the southern horizon, while others appear in the north.
However, Anaximander thought that a north-south curvature was sufficient.
He imagined the earth to be cylindrical rather than spherical in shape. The
idea of a spherical earth had to wait for Pythagoras.
Pythagoras
Pythagoras, a student of Anaximander, first became famous as a leader and
reformer of the Orphic religion. He was born on the island of Samos, near
the Asian mainland, and like other early Ionian philosophers, he is said to
have travelled extensively in Egypt and Mesopotamia. In 529 B.C., he left
Samos for Croton, a large Greek colony in southern Italy. When he arrived in
Croton, his reputation had preceded him, and a great crowd of people came
out of the city to meet him. After Pythagoras had spoken to this crowd,
six hundred of them left their homes to join the Pythagorean brotherhood
without even saying goodbye to their families.
For a period of about twenty years, the Pythagoreans gained political
power in Croton, and they also had political influence in the other Greek
colonies of the western Mediterranean. However, when Pythagoras was an
old man, the brotherhood which he founded fell from power, their temples
at Croton were burned, and Pythagoras himself moved to Metapontion, an-
other Greek city in southern Italy. Although it was never again politically
influential, the Pythagorean brotherhood survived for more than a hundred
years.
The Pythagorean brotherhood admitted women on equal terms, and all
its members held their property in common. Even the scientific discoveries
of the brotherhood were considered to have been made in common by all its
members.
7
Pythagorean harmony
The Pythagoreans practiced medicine, and also a form of psychotherapy. Ac-
cording to Aristoxenius, a philosopher who studied under the Pythagoreans,
“They used medicine to purge the body, and music to purge the soul”. Music
was of great importance to the Pythagoreans, as it was also to the original
followers of Dionysos and Orpheus.
Both in music and in medicine, the concept of harmony was very impor-
tant. Here Pythagoras made a remarkable discovery which united music and
mathematics. He discovered that the harmonics which are pleasing to the
human ear can be produced by dividing a lyre string into lengths which are
expressible as simple ratios of whole numbers. For example, if we divide the
string in half by clamping it at the center, (keeping the tension constant), the
pitch of its note rises by an octave. If the length is reduced to 2/3 of the basic
length, then the note is raised from the fundamental tone by the musical in-
terval which we call a major fifth, and so on. The discovery that harmonious
musical tones could be related by rational numbers made the Pythagoreans
think that rational numbers
3
are the key to understanding nature, and this
belief became a part of their religion.
Having discovered that musical harmonics are governed by mathematics,
Pythagoras fitted this discovery into the framework of Orphism. According
to the Orphic religion, the soul may be reincarnated in a succession of bodies.
In a similar way (according to Pythagoras), the “soul” of the music is the
mathematical structure of its harmony, and the “body” through which it is
expressed is the gross physical instrument. Just as the soul can be reincar-
nated in many bodies, the mathematical idea of the music can be expressed
through many particular instruments; and just as the soul is immortal, the
idea of the music exists eternally, although the instruments through which it
is expressed may decay.
In distinguishing very clearly between mathematical ideas and their phys-
ical expression, Pythagoras was building on the earlier work of Thales, who
thought of geometry as dealing with dimensionless points and lines of per-
fect straightness, rather than with real physical objects. The teachings of
Pythagoras and his followers served in turn as an inspiration for Plato’s ide-
alistic philosophy.
Having found mathematical harmony in the world of sound, and having
searched for it in astronomy, Pythagoras tried to find mathematical relation-
ships in the visual world. Among other things, he discovered the five possible
regular polyhedra. However, his greatest contribution to geometry is the fa-
mous Pythagorean theorem, which is considered to be the most important
3
i.e., numbers that can be expressed as the ratio of two integers
8 CHAPTER 1. HISTORICAL BACKGROUND
Figure 1.1: Pythagoras (569 B.C. - 475 B.C.) discovered that the musical
harmonics that are pleasing to the human ear can be produced by clamping a
lyre string of constant tension at points that are related by rational numbers.
In the figure the octave and the major fifth above the octave correspond to the
ratios 1/2 and 1/3.
9
Figure 1.2: Pythagoras founded a brotherhood that lasted about a hundred
years and greatly influenced the development of mathematics and science.
The Pythagorean theorem, which he discovered, is considered to be the most
important single theorem in mathematics.
10 CHAPTER 1. HISTORICAL BACKGROUND
single theorem in the whole of mathematics.
Figure 1.3: This figure can be used to prove the famous theorem of Pythagoras
concerning squares constructed on the sides of a right triangle (i.e. a triangle
where two of the sides are perpendicular to each other). It shows a right
triangle whose sides, in order of increasing length, are a, b and c. Four
identical copies of this triangle, with total area 2ab, are inscribed inside a
square constructed on the long side. The remaining area inside the large
square is (b − a)
2
= a
2
− 2ab + b
2
and therefore the total area of the large
square is c
2
= a
2
+ b
2
.
The Mesopotamians and the Egyptians knew that for many special right
triangles, the sum of the squares formed on the two shorter sides is equal to
the square formed on the long side. For example, Egyptian surveyors used
a triangle with sides of lengths 3, 4 and 5 units. They knew that between
the two shorter sides, a right angle is formed, and that for this particular
right triangle, the sum of the squares of the two shorter sides is equal to the
square of the longer side. Pythagoras proved that this relationship holds for
11
every right triangle.
In exploring the consequences of his great theorem, Pythagoras and his
followers discovered that the square root of 2 is an irrational number. (In
other words, it cannot be expressed as the ratio of two integers.) The discov-
ery of irrationals upset them so much that they abandoned algebra. They
concentrated entirely on geometry, and for the next two thousand years ge-
ometrical ideas dominated science and philosophy.
The classical Greek geometers, most of whom were Pythagoreans, dis-
covered many geometrical theorems. They believed that the contemplation
of eternal geometrical truths was a way of finding release from the suffering
of human existence, and geometry was a part of their religion. There were
certain rules that had to be followed in geometrical constructions: only a
compass and a straight ruler could be used. The theorems of the geome-
ters of classical Greece were collected and put into a logical order by Euclid,
who lived in Alexandria, the capital city of Egypt founded by Alexander of
Macedon.
Alexandria
Alexander of Macedon’s brief conquest of the entire known world had the
effect of blending the ancient cultures of Greece, Persia, India and Egypt,
and producing a world culture. The era associated with this culture is usually
called the Hellenistic Era (323 B.C. - 146 B.C.). Although the Hellenistic
culture was a mixture of all the great cultures of the ancient world, it had
a decidedly Greek flavor, and during this period the language of educated
people throughout the known world was Greek.
Nowhere was the cosmopolitan character of the Hellenistic Era more ap-
parent than at Alexandria in Egypt. No city in history has ever boasted a
greater variety of people. Ideally located at the crossroads of world trading
routes, Alexandria became the capital of the world - not the political capital,
but the cultural and intellectual capital.
Miletus in its prime had a population of 25,000; Athens in the age of
Pericles had about 100,000 people; but Alexandria was the first city in history
to reach a population of over a million!
Strangers arriving in Alexandria were impressed by the marvels of the city
- machines which sprinkled holy water automatically when a five-drachma
coin was inserted, water-driven organs, guns powered by compressed air, and
even moving statues, powered by water or steam!
For scholars, the chief marvels of Alexandria were the great library and
the Museum established by Ptolemy I, one of Alexander’s generals. Credit for
making Alexandria the intellectual capital of the world must go to Ptolemy
12 CHAPTER 1. HISTORICAL BACKGROUND
I and his successors (all of whom were named Ptolemy except the last of
the line, the famous queen, Cleopatra). Realizing the importance of the
schools which had been founded by Pythagoras, Plato and Aristotle, Ptolemy
I established a school at Alexandria. This school was called the Museum,
because it was dedicated to the muses.
Near to the Museum, Ptolemy built a great library for the preservation
of important manuscripts. The collection of manuscripts which Aristotle
had built up at the Lyceum in Athens became the nucleus of this great
library. The library at Alexandria was open to the general public, and at its
height it was said to contain 750,000 volumes. Besides preserving important
manuscripts, the library became a center for copying and distributing books.
One of the first scholars to be called to the newly-established Museum
was Euclid. He was born in 325 B.C. and was probably educated at Plato’s
Academy in Athens. While in Alexandria, Euclid wrote the most success-
ful text-book of all time, the Elements of Geometry. The theorems in this
splendid book were not, for the most part, originated by Euclid. They were
the work of many generations of classical Greek geometers. Euclid’s contri-
bution was to take the theorems of the classical period and to arrange them
in an order which is so logical and elegant that it almost defies improvement.
One of Euclid’s great merits is that he reduces the number of axioms to a
minimum, and he does not conceal the doubiousness of certain axioms.
Euclid’s axiom concerning parallel lines has an interesting history: This
axiom states that “Through a given point not on a given line, one and only
one line can be drawn parallel to a given line”. At first, mathematicians
doubted that it was necessary to have such an axiom. They suspected that it
could be proved by means of Euclid’s other more simple axioms. After much
thought, however, they decided that the axiom is indeed one of the necessary
foundations of classical geometry. They then began to wonder whether there
could be another kind of geometry where the postulate concerning parallels
is discarded. These ideas were developed in the 18th and 19th centuries by
Lobachevski, Bolyai, Gauss and Riemann, and in the 20th century by Levi-
Civita. In 1915, the mathematical theory of non-Euclidian geometry finally
became the basis for Einstein’s general theory of relativity.
Besides classical geometry, Euclid’s book also contains some topics in
number theory. For example, he discusses irrational numbers, and he proves
that the number of primes is infinite. He also discusses geometrical optics.
Euclid’s Elements has gone through more than 1,000 editions since the
invention of printing - more than any other book, with the exception of the
Bible. Its influence has been immense. For more than two thousand years,
Euclid’s Elements of Geometry has served as a model for rational thought.
One of the Pythagorean mottos was: “A diagram and a step, not a di-
13
Figure 1.4: Euclid (325 B.C. - 265 B.C.) was probably educated at Plato’s
Academy in Athens, but he later worked at the Museum in Alexandria. Euclid
arranged the theorems of the classical Greek geometers in an order so logical
and elegant that it can hardly be improved. His “Elements of Geometry”
proved to be the most successful textbook of all time.
agram and a penny”. Euclid, who belonged to the Pythagorean tradition,
once rebuked a student who asked what profit could be gained from a knowl-
edge of geometry. Euclid called a slave and said (pointing at the student):
“He wants to profit from geometry. Give him a penny.” The student was
then dismissed from Euclid’s school.
The Greeks of the classical age could afford to ignore practical matters,
since their ordinary work was performed for them by slaves. It is unfortunate
that the craftsmen and metallurgists of ancient Greece were slaves, while
the philosophers were gentlemen who refused to get their hands dirty. An
unbridgeable social gap separated the philosophers from the craftsmen; and
the empirical knowledge of chemistry and physics, which the craftsmen had
gained over the centuries, was never incorporated into Greek philosophy.
However in Alexandria the attitude in general was much more practical,
and the scholars at the Museum regarded geometry and other branches of
mathematics as tools to be used in navigation and engineering.
Eratosthenes (276 B.C. - 196 B.C.), the director of the library at Alexan-
dria, was probably the most cultured man of the Hellenistic Era. His interests
and abilities were universal. He was an excellent historian, in fact the first
historian who ever attempted to set up an accurate chronology of events. He
was also a literary critic, and he wrote a treatise on Greek comedy. He made
many contributions to mathematics, including a study of prime numbers and
14 CHAPTER 1. HISTORICAL BACKGROUND
a method for generating primes called the “sieve of Eratosthenes”.
Figure 1.5: Eratosthenes (276 B.C. - 196 B.C.) was the director of the great
library at Alexandria in Egypt. He made an astonishingly precise measure-
ment of the radius of the earth. This measurement showed that the earth’s
surface was much larger than the area of the known world, and Eratosthenes
correctly concluded that most of the earth’s surface is covered by water. He
believed that it would be possible to reach India by sailing westward from
Spain.
As a geographer, Eratosthenes made a map of the world which, at that
time, was the most accurate that had ever been made. The positions of
various places on Eratosthenes’ map were calculated from astronomical ob-
servations. The latitude was calculated by measuring the angle of the polar
star above the horizon, while the longitude probably was calculated from the
apparent local time of lunar eclipses.
As an astronomer, Eratosthenes made an extremely accurate measure-
ment of the angle between the axis of the earth and the plane of the sun’s
apparent motion; and he also prepared a map of the sky which included the
positions of 675 stars.
Eratosthenes’ greatest achievement however, was an astonishingly precise
measurement of the radius of the earth. The value which he gave for the
radius was within 50 miles of what we now consider to be the correct value!
To make this remarkable measurement, Eratosthenes of course assumed that
the earth is spherical, and he also assumed that the sun is so far away from
the earth that rays of light from the sun, falling on the earth, are almost
parallel. He knew that directly south of Alexandria there was a city called
15
Seyne, where at noon on a midsummer day, the sun stands straight overhead.
Given these facts, all he had to do to find the radius of the earth was to
measure the distance between Alexandria and Seyne. Then, at noon on a
midsummer day, he measured the angle which the sun makes with the vertical
at Alexandria. From these two values, he calculated the circumference of the
earth to be a little over 25,000 miles. This was so much larger than the size
of the known world that Eratosthenes concluded (correctly) that most of the
earth’s surface must be covered with water; and he stated that “If it were
not for the vast extent of the Atlantic, one might sail from Spain to India
along the same parallel.”
The Hellenistic astronomers not only measured the size of the earth -
they also measured the sizes of the sun and the moon, and their distances
from the earth. Among the astronomers who worked on this problem was
Aristarchus (c. 320 B.C. - c. 250 B.C.). Like Pythagoras, he was born on the
island of Samos, and he may have studied in Athens under Strato. However,
he was soon drawn to Alexandria, where the most exciting scientific work of
the time was being done.
Aristarchus calculated the size of the moon by noticing the shape of the
shadow of the earth thrown on the face of the moon during a solar eclipse.
From the shape of the earth’s shadow, he concluded that the diameter of
the moon is about a third the diameter of the earth. (This is approximately
correct).
From the diameter of the moon and the angle between its opposite edges
when it is seen from the earth, Aristarchus could calculate the distance of the
moon from the earth. Next he compared the distance from the earth to the
moon with the distance from the earth to the sun. To do this, he waited for a
moment when the moon was exactly half-illuminated. Then the earth, moon
and sun formed a right triangle, with the moon at the corner corresponding
to the right angle. Aristarchus, standing on the earth, could measure the
angle between the moon and the sun. He already knew the distance from
the earth to the moon, so now he knew two angles and one side of the right
triangle. This was enough to allow him to calculate the other sides, one of
which was the sun-earth distance. His value for this distance was not very
accurate, because small errors in measuring the angles were magnified in the
calculation.
Aristarchus concluded that the sun is about twenty times as distant from
the earth as the moon, whereas in fact it is about four hundred times as
distant. Still, even the underestimated distance which Aristarchus found
convinced him that the sun is enormous! He calculated that the sun has about
seven times the diameter of the earth, and three hundred and fifty times the
earth’s volume. Actually, the sun’s diameter is more than a hundred times
16 CHAPTER 1. HISTORICAL BACKGROUND
the diameter of the earth, and its volume exceeds the earth’s volume by a
factor of more than a million!
Even his underestimated value for the size of the sun was enough to
convince Aristarchus that the sun does not move around the earth. It seemed
ridiculous to him to imagine the enormous sun circulating in an orbit around
the tiny earth. Therefore he proposed a model of the solar system in which
the earth and all the planets move in orbits around the sun, which remains
motionless at the center; and he proposed the idea that the earth spins about
its axis once every day.
Although it was the tremendous size of the sun which suggested this
model to Aristarchus, he soon realized that the heliocentric model had many
calculational advantages: For example, it made the occasional retrograde
motion of certain planets much easier to explain. Unfortunately, he did not
work out detailed table for predicting the positions of the planets. If he
had done so, the advantages of the heliocentric model would have been so
obvious that it might have been universally adopted almost two thousand
years before the time of Copernicus, and the history of science might have
been very different.
The model of the solar system on which the Hellenistic astronomers fi-
nally agreed was not that of Aristarchus but an alternative (and inferior)
earth-centered model developed by Hipparchus (c. 190 B.C. - c. 120 B.C.).
Although his model of the solar system was inferior to that of Aristarchus,
Hipparchus made many important contributions to astronomy and mathe-
matics. For example, he was the first person to calculate and publish tables
of trigonometric functions.
• Problem 1.1: Calculate [cos(a)]
2
+[sin(a)]
2
for all of the angles shown
in Table 1.1. How is the result related to Pythagoras’ theorem concern-
ing the squares of the sides of right triangles?
• Problem 1.2: The total of all three angles inside any triangle is π (or
180 degrees). What will the angles be at the corners of a triangle where
all three sides have equal length (an equilateral triangle)? How is this
result related to the fact that when t is π/6 (30 degrees), sin(t) = 1/2?
• Problem 1.3: Give an argument explaining the values of sin(t) and
cos(t) when t is π/4 (45 degrees).
• Problem 1.4: How can the minus signs in Table 1.1 be interpreted?
• Problem 1.5: Extend Table 1.1 by calculating values of sin(t), cos(t)
and tan(t) when t = 7π/6 and t = 5π/4.
17
Figure 1.6: This figure illustrates the definitions of the trigonometric func-
tions sin(a) and cos(a) which were first tabulated by the the Egyptian as-
tronomer Hipparchus. It shows a right triangle whose longest side has a
length equal to 1. One of the small angles is called a. The length of the side
opposite to this angle is then called sin(a), while the length of the remaining
side is called cos(a).
18 CHAPTER 1. HISTORICAL BACKGROUND
Table 1.1: This table shows the trigonometric functions sin(t), cos(t) and
tan(t) as functions of the angle t, where tan(t) ≡ sin(t)/cos(t). The angles
are expressed both in degrees and in radians. (1 radian = 180/π degrees).
Tables like this were first made by the Egyptian astronomer Hipparchus.
t (degrees) t (radians) sin(t) cos(t) tan(t)
0 0 0 1 0
30
π
6
1
2

3
2
1

3
45
π
4
1

2
1

2
1
60
π
3

3
2
1
2

3
90
π
2
1 0 ∞
120

3

3
2

1
2


3
135

4
1

2

1

2
−1
180 π 0 -1 0
19
Archimedes
Archimedes was the greatest mathematician of the Hellenistic Era. In fact,
together with Newton and Gauss, he is considered to be one of the greatest
mathematicians of all time.
Archimedes was born in Syracuse in Sicily in 287 B.C.. He was the son
of an astronomer, and he was also a close relative of Hieron II, the king
of Syracuse. Like most scientists of his time, Archimedes was educated at
the Museum in Alexandria, but unlike most, he did not stay in Alexandria.
He returned to Syracuse, probably because of his kinship with Hieron II.
Being a wealthy aristocrat, Archimedes had no need for the patronage of the
Ptolemys.
Unlike Euclid, Archimedes did not belong to the tradition of the classical
Pythagorens for whom geometry was a part of religion. He was more in
tune with the spirit of busy, commercial Alexandria, where mathematics was
regarded as a practical tool to be used in navigation and architecture. In
his book On Method, Archimedes even confesses to cutting out figures from
papyrus and weighing them as a means of obtaining intuition about areas
and centers of gravity. Of course, having done this, he then derived the areas
and centers of gravity by more rigorous methods.
One of Archimedes’ great contributions to mathematics was his develop-
ment of methods for finding the areas of plane figures bounded by curves, as
well as methods for finding the areas and volumes of solid figures bounded
by curved surfaces. To do this, he employed the “doctrine of limits”. For
example, to find the area of a circle, he began by inscribing a square inside
the circle. The area of the square was a first approximation to the area of the
circle. Next, he inscribed a regular octagon and calculated its area, which
was a closer approximation to the area of the circle. This was followed by
a figure with 16 sides, and then 32 sides, and so on. Each increase in the
number of sides brought him closer to the true area of the circle.
Archimedes also circumscribed polygons about the circle, and thus he
obtained an upper limit for the area, as well as a lower limit. The true area
was trapped between the two limits. In this way, Archimedes showed that
the value of pi lies between 223/71 and 220/70.
Sometimes Archimedes’ use of the doctrine of limits led to exact results.
For example, he was able to show that the ratio between the volume of a
sphere inscribed in a cylinder to the volume of the cylinder is 2/3, and that
the area of the sphere is 2/3 the area of the cylinder. He was so pleased with
this result that he asked that a sphere and a cylinder be engraved on his
tomb, together with the ratio, 2/3.
Another problem which Archimedes was able to solve exactly was the
20 CHAPTER 1. HISTORICAL BACKGROUND
Figure 1.7: A statue of Archimedes (287 B.C. -212 B.C.). Together with
Newton and Gauss, he is considered to be one of the three greatest mathe-
maticians of all time.
21
Figure 1.8: This figure illustrates one of the ways in which Archimedes used
his doctrine of limits to calculate the area of a circle. He first inscribed a
square within the circle, then an octagon, then a figure with 16 sides, and
so on. As the number of sides became very large, the area of these figures
(which he could calculate) approached the true area of the circle.
22 CHAPTER 1. HISTORICAL BACKGROUND
problem of calculating the area of a plane figure bounded by a parabola. In
his book On method, Archimedes says that it was his habit to begin working
on a problem by thinking of a plane figure as being composed of a very large
number of narrow strips, or, in the case of a solid, he thought of it as being
built up from a very large number of slices. This is exactly the approach
which is used in integral calculus.
Figure 1.9: Here we see another way in which Archimedes used his doctrine
of limits. He could calculate the areas of figures bounded by curves by dividing
up these areas into a large number of narrow strips. As the number of strips
became very large, their total area approached the true area of the figure.
Archimedes must really be credited with the invention of both differential
and integral calculus. He used what amounts to integral calculus to find
the volumes and areas not only of spheres, cylinders and cones, but also of
spherical segments, spheroids, hyperboloids and paraboloids of revolution;
and his method for constructing tangents anticipates differential calculus.
23
Unfortunately, Archimedes was unable to transmit his invention of the
calculus to the other mathematicians of his time. The difficulty was that
there was not yet any such thing as algebraic geometry. The Pythagoreans
had never recovered from the shock of discovering irrational numbers, and
they had therefore abandoned algebra in favor of geometry. The union of
algebra and geometry, and the development of a calculus which even non-
geniuses could use, had to wait for Descartes, Fermat, Newton and Leibniz.
• Problem 1.6: In Figure 1.8, a square is inscribed in a circle. If the
radius of the circle is r, What is the length of a side of the square?
• Problem 1.7: In Figure 1.8, an octagon is also inscribed in the circle.
Use the Pythagorean theorem to find the length of a side of the octagon.
What is the total length of all eight sides of the octagon?
• Problem 1.8: What is the area of the octagon in Figure 1.8?
• Problem 1.9: If the circumference of a circle is given by 2πr, and if
the area of a circle is given by πr
2
, use the results of Problems 1.7 and
1.8 to find a lower limit to the value of π.
Civilizations of the East
After the fall of Rome in the 5th century A.D., Europe became a culturally
backward area. However, the great civilizations of Asia and the Middle East
continued to flourish, and it was through contact with these civilizations that
science was reborn in the west.
During the dark ages of Europe, a particularly high level of civilization
existed in China. Paper was invented in China at the end of the first cen-
tury A.D. facilitated this project, and it greatly stimulated scholarship and
literature.
It was during the T’ang period (618 A.D. - 906 A.D) that the Chi-
nese made an invention of immense importance to the cultural evolution
of mankind. This was the invention of printing. Together with writing,
printing is one of the key inventions which form the basis of human cultural
evolution.
The Chinese had for a long time followed the custom of brushing engraved
official seals with ink and using them to stamp documents. The type of ink
which they used was made from lamp-black, water and binder. In fact, it
was what we now call “India ink”. However, in spite of its name, India ink is
a Chinese invention, which later spread to India, and from there to Europe.
24 CHAPTER 1. HISTORICAL BACKGROUND
We mentioned that paper of the type which we now use was invented in
China in the first century A.D.. Thus, the Buddhist monks of China had all
the elements which they needed to make printing practical: They had good
ink, cheap, smooth paper, and the tradition of stamping documents with
ink-covered engraved seals. The first block prints which they produced date
from the 8th century A.D.. They were made by carving a block of wood the
size of a printed page so that raised characters remained, brushing ink onto
the block, and pressing this onto a sheet of paper.
The Chinese made some early experiments with movable type, but mov-
able type never became popular in China, because the Chinese written lan-
guage contains 10,000 characters. However, printing with movable type was
highly successful in Korea as early as the 15th century A.D..
An “information explosion” occurred in the west following the introduc-
tion of printing with movable type, but this never occurred in China. It is
ironical that although both paper and printing were invented by the Chinese,
the full effect of these immensely important inventions bypassed China and
instead revolutionized the west.
In Indian mathematics, algebra and trigonometry were especially highly
developed during the dark ages of Europe. For example, the astronomer
Brahmagupta (598 A.D. - 660 A.D.) applied algebraic methods to astronom-
ical problems. The notation for zero and the decimal system were invented,
perhaps independently, in China and in India. These mathematical tech-
niques were later transmitted to Europe by the Arabs.
Figure 1.10: One of a series of astronomical observatories built near Jaipur,
India, by the astronomer-ruler Sawai Jai Singh (1688-1743), who revived
ancient Indian astronomical traditions. Jai Singh also made use of the work
of Nasir al-Din al-Tusi (1201-1274) and Ulugh Beg (1394-1449).
Indian mining and metallurgy were also highly developed. The Europeans
of the middle ages prized fine laminated steel from Damascus; but it was
not in Damascus that the technique of making steel originated. The Arabs
25
learned steelmaking from the Persians, and Persia learned it from India.
After the burning of the great library at Alexandria and the destruc-
tion of Hellenistic civilization, most of the books of the classical Greek and
Hellenistic philosophers were lost. However, a few of these books survived
and were translated from Greek, first into Syriac, then into Arabic and fi-
nally from Arabic into Latin. By this roundabout route, fragments from the
wreck of the classical Greek and Hellenistic civilizations drifted back into the
consciousness of the west.
We mentioned that the Roman empire was ended in the 5th century A.D.
by attacks of barbaric Germanic tribes from northern Europe. However, by
that time, the Roman empire had split into two halves. The eastern half,
with its capital at Byzantium (Constantinople), survived until 1453, when
the last emperor was killed vainly defending the walls of his city against the
Turks.
The Byzantine empire included many Syriac-speaking subjects; and in
fact, beginning in the 3rd century A.D., Syriac replaced Greek as the major
language of western Asia. In the 5th century A.D., there was a split in the
Christian church of Byzantium;and the Nestorian church, separated from
the official Byzantine church. The Nestorians were bitterly persecuted by
the Byzantines, and therefore they migrated, first to Mesopotamia, and later
to south-west Persia. (Some Nestorians migrated as far as China.)
During the early part of the middle ages, the Nestorian capital at Gondis-
apur was a great center of intellectual activity. The works of Plato, Aristotle,
Hippocrates, Euclid, Archimedes, Ptolemy, Hero and Galen were translated
into Syriac by Nestorian scholars, who had brought these books with them
from Byzantium.
Among the most distinguished of the Nestorian translators were the mem-
bers of a family called Bukht-Yishu (meaning “Jesus hath delivered”), which
produced seven generations of outstanding scholars. Members of this family
were fluent not only in Greek and Syriac, but also in Arabic and Persian.
In the 7th century A.D., the Islamic religion suddenly emerged as a con-
quering and proselytizing force. Inspired by the teachings of Mohammad (570
A.D. - 632 A.D.), the Arabs and their converts rapidly conquered western
Asia, northern Africa, and Spain. During the initial stages of the conquest,
the Islamic religion inspired a fanaticism in its followers which was often
hostile to learning. However, this initial fanaticism quickly changed to an
appreciation of the ancient cultures of the conquered territories; and during
the middle ages, the Islamic world reached a very high level of culture and
civilization.
Thus, while the century from 750 to 850 was primarily a period of trans-
lation from Greek to Syriac, the century from 850 to 950 was a period of
26 CHAPTER 1. HISTORICAL BACKGROUND
translation from Syriac to Arabic. It was during this latter century that
Yuhanna Ibn Masawiah (a member of the Bukht-Yishu family, and medical
advisor to Caliph Harun al-Rashid) produced many important translations
into Arabic.
The skill of the physicians of the Bukht-Yishu family convinced the
Caliphs of the value of Greek learning; and in this way the family played
an extremely important role in the preservation of the world’s cultural her-
itage. Caliph al-Mamun, the son of Harun al-Rashid, established at Baghdad
a library and a school for translation, and soon Baghdad replaced Gondisapur
as a center of learning.
The English word “chemistry” is derived from the Arabic words “al-
chimia”, which mean “the changing”. The earliest alchemical writer in Ara-
bic was Jabir (760-815), a friend of Harun al-Rashid. Much of his writing
deals with the occult, but mixed with this is a certain amount of real chemical
knowledge. For example, in his Book of Properties, Jabir gives the follow-
ing recipe for making what we now call lead hydroxycarbonate (white lead),
which is used in painting and pottery glazes:
“Take a pound of litharge, powder it well and heat it gently with four
pounds of vinegar until the latter is reduced to half its original volume. The
take a pound of soda and heat it with four pounds of fresh water until the
volume of the latter is halved. Filter the two solutions until they are quite
clear, and then gradually add the solution of soda to that of the litharge.
A white substance is formed, which settles to the bottom. Pour off the
supernatant water, and leave the residue to dry. It will become a salt as
white as snow.”
Another important alchemical writer was Rahzes (c. 860 - c. 950). He
was born in the ancient city of Ray, near Teheran, and his name means “the
man from Ray”. Rhazes studied medicine in Baghdad, and he became chief
physician at the hospital there. He wrote the first accurate descriptions of
smallpox and measles, and his medical writings include methods for setting
broken bones with casts made from plaster of Paris. Rahzes was the first
person to classify substances into vegetable, animal and mineral. The word
“al-kali”, which appears in his writings, means “the calcined” in Arabic. It
is the source of our word “alkali”, as well as of the symbol K for potassium.
The greatest physician of the middle ages, Avicinna, (Abu-Ali al Hussain
Ibn Abdullah Ibn Sina, 980-1037), was also a Persian, like Rahzes. More than
a hundred books are attributed to him. They were translated into Latin in
the 12th century, and they were among the most important medical books
used in Europe until the time of Harvey. Avicinina also wrote on alchemy,
and he is important for having denied the possibility of transmutation of
elements.
27
In mathematics, one of the most outstanding Arabic writers was al-
Khwarizmi (c. 780 - c. 850). The title of his book, Ilm al-jabr wa’d muqa-
balah, is the source of the English word “algebra”. In Arabic al-jabr means
“the equating”. Al-Khwarizmi’s name has also become an English word, “al-
gorism”, the old word for arithmetic. Al-Khwarizmi drew from both Greek
and Hindu sources, and through his writings the decimal system and the use
of zero were transmitted to the west.
One of the outstanding Arabic physicists was al-Hazen (965-1038). He
made the mistake of claiming to be able to construct a machine which could
regulate the flooding of the Nile. This claim won him a position in the service
of the Egyptian Caliph, al-Hakim. However, as al-Hazen observed Caliph al-
Hakim in action, he began to realize that if he did not construct his machine
immediately, he was likely to pay with his life! This led al-Hazen to the
rather desperate measure of pretending to be insane, a ruse which he kept
up for many years. Meanwhile he did excellent work in optics, and in this
field he went far beyond anything done by the Greeks.
Al-Hazen studied the reflection of light by the atmosphere, an effect which
makes the stars appear displaced from their true positions when they are near
the horizon; and he calculated the height of the atmospheric layer above the
earth to be about ten miles. He also studied the rainbow, the halo, and the
reflection of light from spherical and parabolic mirrors. In his book, On the
Burning Sphere, he shows a deep understanding of the properties of convex
lenses. Al-Hazen also used a dark room with a pin-hole opening to study the
image of the sun during an eclipse. This is the first mention of the camera
obscura, and it is perhaps correct to attribute the invention of the camera
obscura to al-Hazen.
Another Islamic philosopher who had great influence on western thought
was Averr¨oes, who lived in Spain from 1126 to 1198. His writings took the
form of thoughtful commentaries on the works of Aristotle. He shocked both
his Moslem and his Christian readers by maintaining that the world was not
created at a definite instant, but that it instead evolved over a long period
of time, and is still evolving.
Like Aristotle, Averr¨oes seems to have been groping towards the ideas of
evolution which were later developed in geology by Steno, Hutton and Lyell
and in biology by Darwin and Wallace. Much of the scholastic philosophy
which developed at the University of Paris during the 13th century was aimed
at refuting the doctrines of Averr¨oes; but nevertheless, his ideas survived and
helped to shape the modern picture of the world.
28 CHAPTER 1. HISTORICAL BACKGROUND
Figure 1.11: Al-Hazen (965-1038) did important work in many branches of
physics, especially in optics. He studied the laws of refraction and is credited
with the invention of the camera obscura.
East-west contacts
Towards the end of the middle ages, Europe began to be influenced by the
advanced Islamic civilization. European scholars were anxious to learn, but
there was an “iron curtain” of religious intolerance which made travel in
the Islamic countries difficult and dangerous for Christians. However, in the
12th century, parts of Spain, including the cities of C´ordoba and Toledo, were
reconquered by the Christians. These cities had been Islamic cultural centers,
and many Moslem scholars, together with their manuscripts, remained in the
cities when they passed into the hands of the Christians. Thus C´ordoba and
Toledo became centers for the exchange of ideas between east and west; and it
was these cities that many of the books of the classical Greek and Hellenistic
philosophers were translated from Arabic into Latin.
During the Mongol period (1279-1328), direct contact between Europe
and China was possible because the Mongols controlled the entire route across
central Asia; and during this period Europe received from China three revo-
lutionary inventions: printing, gunpowder and the magnetic compass.
Another bridge between east and west was established by the crusades.
In 1099, taking advantage of political divisions in the Moslem world, the
Christians conquered Jerusalem and Palestine, which they held until 1187.
29
Figure 1.12: Ulugh Beg (1394-1449), a grandson of Tamurlane, became the
ruler of Samarkand at the age of 16. He established an institution of higher
learning there and built an astronomical observatory. Ulugh Beg’s tables of
trigonometric functions were accurate to at least 7 figures, and they were
tabulated at intervals of 1 degree.
30 CHAPTER 1. HISTORICAL BACKGROUND
This was the first of a series of crusades, the last of which took place in 1270.
European armies, returning from the Middle East, brought with them a taste
for the luxurious spices, jewelry, leatherwork and fine steel weapons of the
orient, and their control of Mediterranean sea routes made trade with the
east both safe and profitable. Most of the profit from this trade went to a
few cities, particularly to Venice and Florence.
The prosperity of these cities, and their close contact with east, gave rise
to the Italian Renaissance, a revival of interest in the art, science and litera-
ture of the ancient world. This heritage that had been preserved and enriched
by the eastern civilizations, and during the 13th-15th centuries it was redis-
covered with enthusiasm by the west. In Italy the Renaissance produced such
figures as Leonardo da Vinci, Michelangelo and Galileo Galilei. Copernicus
spent ten years studying in Italy, where he absorbed the ideas that led him to
rediscover and develop his sun-centered model of the solar system, a model
that had first been put forward in Egypt by Aristarchus, many centuries
earlier. As the Renaissance moved Northward, it produced many important
artists, writers and scientists, for example Rembrandt, D¨ urer, Shakespeare,
Erasmus and Descartes. We shall see in the next section that Descartes re-
united algebra and geometry, two disciplines that had been separated ever
since their combination had led the Pythagoreans to discover irrational num-
bers. (This discovery that horrified them to such an extent that they aban-
doned algebra.) By reuniting algebra and geometry, Descartes paved the way
for the rediscovery of differential and integral calculus, two fields that had
been lost since the time of Archimedes.
Descartes
Until the night of November 10, 1619, algebra and geometry were separate
disciplines. On that autumn evening, the troops of the Elector of Bavaria
were celebrating the Feast of Saint Martin at the village of Neuberg in Bo-
hemia. With them was a young Frenchman named Ren´e Descartes (1596-
1659), who had enlisted in the army of the Elector in order to escape from
Parisian society. During that night, Descartes had a series of dreams which,
as he said later, filled him with enthusiasm, converted him to a life of phi-
losophy, and put him in possession of a wonderful key with which to unlock
the secrets of nature.
The program of natural philosophy on which Descartes embarked as a
result of his dreams led him to the discovery of analytic geometry, the com-
bination of algebra and geometry. Essentially, Descartes’ method amounted
to labeling each point in a plane with two numbers, f and t. These num-
bers represented the distance between the point and two perpendicular fixed
31
Figure 1.13: Ren´e Descartes (1596-1650) reunited algebra and geometry,
which had been separated ever since the Pythagoreans abandoned algebra af-
ter their shocking discovery of irrational numbers, a discovery so contrary
to their religion that they kept it secret and renounced algebra. Descartes’
algebraic geometry paved the way for the rediscovery of calculus by Fermat,
Newton, and Leibniz. Cartesian coordinates are named after him.
32 CHAPTER 1. HISTORICAL BACKGROUND
lines, (the coordinate axes). Then every algebraic equation relating f and t
generated a curve in the plane.
Figure 1.14: This figure shows the parabola f = t
2
plotted using the method
of Descartes. Values of f are measured on the vertical axis, while values of
t are measured along the horizontal axis. The curve tells us the value of f
corresponding to every value of t. For example, when t = 1, f = 1, while
when t = 2, f = 4. If we want to know the value of f = t
2
corresponding to
a particular value of t, we go vertically up to the curve from the horizontal
axis, and then horizontally left from the curve to the vertical axis.
Descartes realized the power of using algebra to generate and study geo-
metrical figures; and he developed his method in an important book, which
was among the books that Newton studied at Cambridge. Descartes’ pioneer-
ing work in analytic geometry paved the way for the invention of differential
and integral calculus by Fermat, Newton and Leibniz. (Besides taking some
steps towards the invention of calculus, the great French mathematician,
Pierre de Fermat (1601-1665), also discovered analytic geometry indepen-
dently, but he did not publish this work.)
• Problem 1.10: Looking at the curve f = t
2
shown in Figure 1.14,
we can see that when t = 1, f = 1. Suppose that we increase t by an
amount ∆t = .01. Then f will increase by an amount ∆f. What is the
ratio ∆f/∆t?
• Problem 1.11: Repeat Problem 1.10 for ∆t = .0001 and ∆t =
.000001. Does the ratio ∆f/∆t seem to be approaching a limiting
33
value as ∆t becomes smaller and smaller? How is this ratio related to
the slope of the curve?
Figure 1.15: This figure shows the trigonometric functions f = sin(t) and
f = cos(t) plotted as functions of t using the method of Descartes. The
functions were first tabulated by the Egyptian astronomer Hipparchus. The
function sin(t) is zero at t = 0, and increases to 1 at t = π/2. The function
cos(t) has the value 1 at t = 0, and falls to zero at t = π/2. (π = 3.1415927...)
Descartes did important work in optics, physiology and philosophy. In
philosophy, he is the author of the famous phrase “Cogito, ergo sum”, “I
think; therefore I exist”, which is the starting point for his theory of knowl-
edge. He resolved to doubt everything which it was possible to doubt; and
finally he was reduced to knowledge of his own existence as the only real
certainty.
Ren´e Descartes died tragically through the combination of two evils which
he had always tried to avoid: cold weather and early rising. Even as a
student, he spent a large portion of his time in bed. He was able to indulge
in this taste for a womblike existence because his father had left him some
estates in Brittany. Descartes sold these estates and invested the money, from
which he obtained an ample income. He never married, and he succeeded in
avoiding responsibilities of every kind.
Descartes might have been able to live happily in this way to a ripe old age
if only he had been able to resist a flattering invitation sent to him by Queen
Christina of Sweden. Christina, the intellectual and strong-willed daughter
34 CHAPTER 1. HISTORICAL BACKGROUND
of King Gustav Adolf, was determined to bring culture to Sweden, much
to the disgust of the Swedish noblemen, who considered that money from
the royal treasury ought to be spent exclusively on guns and fortifications.
Unfortunately for Descartes, he had become so famous that Queen Christina
wished to take lessons in philosophy from him; and she sent a warship to
fetch him from Holland, where he was staying. Descartes, unable to resist
this flattering attention from a royal patron, left his sanctuary in Holland
and sailed to the frozen north.
The only time Christina could spare for her lessons was at five o’clock in
the morning, three times a week. Poor Descartes was forced to get up in the
utter darkness of the bitterly cold Swedish winter nights to give Christina
her lessons in a draughty castle library; but his strength was by no means
equal to that of the queen, and before the winter was over he had died of
pneumonia.
Chapter 2
Differential calculus
Newton
On Christmas day in 1642 (the year in which Galileo died), a recently wid-
owed woman named Hannah Newton gave birth to a premature baby at the
manor house of Woolsthorpe, a small village in Lincolnshire, England. Her
baby was so small that, as she said later, “he could have been put into a
quart mug”, and he was not expected to live.
When Isaac Newton was four years old, his mother married again and
went to live with her new husband, leaving the boy to be cared for by his
grandmother. This may have caused Newton to become more solemn and
introverted than he might otherwise have been. One of his childhood friends
remembered him as “a sober, silent, thinking lad, scarce known to play with
the other boys at their silly amusements”.
As a boy, Newton was fond of making mechanical models, but at first
he showed no special brilliance as a scholar. He showed even less interest
in running the family farm, however; and a relative (who was a fellow of
Trinity College) recommended that he be sent to grammar school to prepare
for Cambridge University.
When Newton arrived at Cambridge, he found a substitute father in the
famous mathematician Isaac Barrow, who was his tutor. Under Barrow’s
guidance, and while still a student, Newton showed his mathematical genius
by extending the binomial theorem, which had previously been studied by
Pascal and Wallis.
To understand Newton’s work on the binomial theorem, we can begin by
thinking of what happens when we multiply the quantity a + b by itself, as
in equation (2.1):
35
36 CHAPTER 2. DIFFERENTIAL CALCULUS
a + b
× a + b
ab + b
2
a
2
+ ab
a
2
+ 2ab + b
2
(2.1)
The result is a
2
+ 2ab + b
2
. Now suppose that we continue the process and
multiply a
2
+ 2ab + b
2
by a + b, as in equation (2.2):
a
2
+ 2ab + b
2
× a + b
a
2
b + 2ab
2
+ b
3
a
3
+ 2a
2
b + ab
2
a
3
+ 3a
2
b + 3ab
2
+ b
3
(2.2)
The result of this second multiplication is a
3
+ 3a
2
b + 3ab
2
+ b
3
, which can
also be written as (a + b)
3
. Continuing in this way we can obtain higher
powers of a + b:
(a + b)
1
= a + b
(a + b)
2
= a
2
+ 2ab + b
2
(a + b)
3
= a
3
+ 3a
2
b + 3ab
2
+ b
3
(a + b)
4
= a
4
+ 4a
3
b + 6a
2
b
2
+ 4ab
3
+ b
4
.
.
.
.
.
.
.
.
. (2.3)
and so on. In general, an integral power of a+b can be expressed in the form
(a+b)
n
= a
n
+
n
1!
a
n−1
b +
n(n −1)
2!
a
n−2
b
2
+
n(n −1)(n −2)
3!
a
n−3
b
3
+... +b
n
(2.4)
where
0! ≡ 1
1! ≡ 1 = 1
2! ≡ 2 ×1 = 2
3! ≡ 3 ×2 ×1 = 6
4! ≡ 4 ×3 ×2 ×1 = 24
.
.
.
.
.
.
.
.
. (2.5)
and so on. An integer n followed by an exclamation mark stands for the
product n! ≡ n(n − 1)(n − 2)...1, and one refers to such a product as “n
37
factorial”, as was mentioned in Book 1. From the definition of n!, it follows
that
n =
n!
(n −1)!
, n(n −1) =
n!
(n −2)!
... (2.6)
so that we can rewrite equation (2.4) can be rewritten in the form
(a + b)
n
=
n

j=0
n!
j!(n −j)!
a
n−j
b
j
(2.7)
where

n
j=0
means “sum the expression over all integral values of j, starting
at j = 0 and ending at j = n”. The coefficients
_
n
j
_

n!
j!(n −j)!
(2.8)
are called “binomial coefficients”. Using this notation, we can alternatively
express equation (2.7) in the form
(a + b)
n
=
n

j=0
_
n
j
_
a
n−j
b
j
(2.9)
Equation (2.7) is the famous binomial theorem. It can be proved by assuming
that it holds for some value of n. One can then show that it holds for n +1.
Since the binomial theorem obviously holds for n = 1, it must hold for all
positive integral values of n.
• Problem 2.1: Calculate the values of 5!, 6! and 7!.
• Problem 2.2: Write expressions for (a +b)
5
and (a +b)
6
in powers of
a and b.
• Problem 2.3: What is the value of the binomial coefficient
_
8
5
_
?
Newton exhibited his genius by asking himself what happens when n is
not a positive integer. What if it is a negative integer or a fraction? What
then? After studying this question, Newton concluded that the series then
contains an infinite number of terms. He found that an infinite series of the
form
(a+b)
p
= a
p
+p a
p−1
b+
p(p −1)
2!
a
p−2
b
2
+
p(p −1)(p −2)
3!
a
p−3
b
3
+... (2.10)
where p is not a positive integer, converges to a finite value provided that b
is sufficiently small compared with a.
38 CHAPTER 2. DIFFERENTIAL CALCULUS
Figure 2.1: Newton’s work on binomial coefficients was forshadowed by
that of the French mathematician Blaise Pascal (1623-1662), inventor of
“Pascal’s triangle”. However, Pascal was in turn preceded by the Persian
mathematician-poet Omar Khayy´am (1048-1131) and by the Chinese mathe-
matician Yanghui, who lived 500 years before Pascal. In the figure we see the
Yanghui triangle. The binomial coefficients in each successive row are ob-
tained by adding together coefficients in the previous row. The number above
and slightly to the left is added to the number above and slightly to the right,
and the sum forms the new coefficient.
39
• Problem 2.4: Use equation (2.10) to make a series expansion of

1 + x ≡ (1 + x)
1/2
in powers of x. Evaluate the sum of the first
five terms in the series when x = .1. Square the result and compare it
to 1.1.
• Problem 2.5: Try evaluating the the first 5 terms of series of Problem
2.5 when x = 2. Does the series converge to a particular number as
more and more terms are added?
In 1665, Cambridge University was closed because of an outbreak of the
plague, and Newton returned for two years to the family farm at Woolsthorpe.
He was then twenty-three years old. During the two years of isolation, New-
ton developed the binomial theorem into the beginnings of differential cal-
culus. He imagined ∆t to be an extremely small increase in the value of
a variable t. For example, t might represent time, in which case ∆t would
represent an infinitesimal increase in time - a tiny fraction of a split-second.
Newton realized that the series
(t + ∆t)
p
= t
p
+ p t
p−1
∆t +
p(p −1)
2!
t
p−2
∆t
2
+ ... (2.11)
could then be represented to a very good approximation by its first two terms,
and in the limit ∆t →0, he obtained the result
limit
∆t →0
_
(t + ∆t)
p
−t
p
∆t
_
= p t
p−1
(2.12)
Newton then asked himself how much any function f(t) changes when
t increases by an infinitesimally small amount. He called the change in the
function df and the infinitesimal increase in t he called dt. Newton concluded
that the ratio df/dt would be given by
df
dt

limit
∆t →0
_
f(t + ∆t) −f(t)
∆t
_
(2.13)
Thus, in the particular case where f(t) = t
p
he found
if f = t
p
, then
df
dt
= p t
p−1
(2.14)
If we substitute various values of p into this relationship, we obtain a variety
of relationships, for example:
if f = t
0
= 1, then
df
dt
= 0 (2.15)
40 CHAPTER 2. DIFFERENTIAL CALCULUS
if f = t
1
= t, then
df
dt
= 1 (2.16)
if f = t
2
, then
df
dt
= 2t (2.17)
if f = t
3
, then
df
dt
= 3t
2
(2.18)
if f = t
1.5
, then
df
dt
= 1.5t
.5
(2.19)
if f = t
−1
, then
df
dt
= −t
−2
(2.20)
and so on.
• Problem 2.6: Calculate
df
dt
when f(t) =
1
t
3
• Problem 2.7: Calculate
df
dt
when f(t) = (at)
4
where a is a constant.
• Problem 2.8: Calculate
df
dt
when f(t) = 1 + t.
d
dt
can be thought of as an operator which one can apply to a function
f(t). Today we call this operation “differentiation”, and df/dt is called the
function’s “derivative”.
Equations (2.13)-(2.20) all have geometrical interpretations: For example,
the curve f = t
2
of equation (2.17) is shown in Figure 2.2. Suppose that we
draw a tangent to the curve at some point t, as is shown in the figure.
We can then construct a small right triangle whose long side is the tangent
line, and whose other sides are respectively horizontal and vertical. If the
horizontal side of the triangle has length ∆t, then in the limit where ∆t
becomes infinitesimally small, the vertical side will have length f(t + ∆t) −
f(t), and in this limit, the ratio of the two sides will be equal to the derivative,
df/dt.
We have considered the particular case of a parabola, but a similar argu-
ment would hold for any well-behaved function. The derivative of a function
can be interpreted as the slope (at a particular point t) of a curve representing
the function. Differential calculus is the branch of mathematics that deals
with differentiation, with slopes, with tangents, and with rates of change.
If we differentiate the sum of two functions, we obtain
d
dt
[f(t) + g(t)] ≡
limit
∆t →0
_
f(t + ∆t) −f(t) + g(t + ∆t) −g(t)
∆t
_
(2.21)
41
Figure 2.2: This figure shows a plot of the parabola f = t
2
. A line drawn
tangent to the curve at some point t will have the same slope as the curve
at that point, and the slope of the tangent line is given by the derivative,
df/dt = 2t, (equations (2.13) and (2.17)). In the illustration, t=.5, and the
slope of the curve at that point is df/dt = 2 ×.5 = 1.
42 CHAPTER 2. DIFFERENTIAL CALCULUS
Figure 2.3: This figure shows a magnified view of the point of contact between
the parabola f = t
2
of the previous figure and the tangent line. A small
triangle is drawn whose horizontal side represents an infinitesimal change in
t while the vertical side represents the resulting change in f. The slope of the
curve at that point is given by df/dt.
43
and using equation (2.13), we can rewrite this in the form:
d
dt
[f + g] =
df
dt
+
dg
dt
(2.22)
For example
if f + g = t + t
2
, then
d
dt
[f + g] = 1 + 2t (2.23)
Differentiating the product of two functions yields
d
dt
[f(t)g(t)] ≡
limit
∆t →0
_
f(t + ∆t)g(t + ∆t) −f(t)g(t)
∆t
_
(2.24)
which can be rewritten in the form
d
dt
[fg] = f
dg
dt
+ g
df
dt
(2.25)
Now suppose that g(t) = a where a is a constant, i.e. independent of t. Then
from (2.25) we find that
if a = constant, then
d
dt
[af] = a
df
dt
(2.26)
Combining (2.26) with (2.16)-(2.18) we obtain
d
dt
_
a
0
+ a
1
t + a
2
t
2
+ a
3
t
3
+ ...
_
= a
1
+ 2a
2
t + 3a
3
t
2
+ ... (2.27)
Differentiating a function gives us a new function, but this new function
can also be differentiated, and this process will yield another function, which
today is called the “second derivative”. In modern notation, the new function
obtained by differentiating f(t) twice with respect to t is represented by the
symbol
d
2
f
dt
2
:
d
2
f
dt
2

d
dt
_
df
dt
_
(2.28)
For example,
d
2
dt
2
_
a
0
+ a
1
t + a
2
t
2
+ a
3
t
3
+ ...
_
= 2a
2
+ 6a
3
t + 12a
4
t
2
+ ... (2.29)
We can continue and take the third derivative:
d
3
dt
3
_
a
0
+ a
1
t + a
2
t
2
+ a
3
t
3
+ ...
_
= 6a
3
+ 24a
4
t + 60a
5
t
2
+ ... (2.30)
44 CHAPTER 2. DIFFERENTIAL CALCULUS
Continuing to differentiate, we obtain in general
if f =

n=0
a
n
t
n
, then
_
d
n
f
dt
n
_
t=0
= n!a
n
(2.31)
Dividing (2.31) by n!, we obtain
if f =

n=0
a
n
t
n
, then a
n
=
1
n!
_
d
n
f
dt
n
_
t=0
(2.32)
• Problem 2.9: Calculate
d
2
f
dt
2
when f(t) = t
1/2
.
• Problem 2.10: Suppose that f(t) = t
3
. Use equation (2.32) to cal-
culate the expansion coefficients a
n
and show that the expansion is
consistent with the original definition of the function.
We have used modern notation to go through the reasoning that Newton
used to develop his binomial theorem into differential calculus. The quantities
that we today call “derivatives”, he called “fluxions”, i.e. flowing quantities,
perhaps because he associated them with a water clock that he had made as
a boy - a water-filled jar with a hole in the bottom. If f(t) represents the
volume of water in the jar as a function of time, then df/dt represents the
rate at which water is flowing out through the hole.
Newton also applied his “method of fluxions” to mechanics. From the
three laws of planetary motion discovered by the German astronomer Kepler,
Newton had deduced that the force with which the sun attracts a planet
must fall off as the square of the distance between the planet and the sun.
With great boldness, he guessed that this force is universal, and that every
object in the universe attracts every other object with a gravitational force
that is directly proportional to the product of the two masses, and inversely
proportional to the square of the distance between them.
Newton also guessed correctly that in attracting an object outside its
surface, the earth acts as though its mass were concentrated at its center.
However, he could not construct the proof of this theorem, since it depended
on integral calculus, which did not exist in 1666. (Newton himself perfected
integral calculus later in his life.)
Referring to the year 1666, Newton wrote later: “I began to think of
gravity extending to the orb of the moon; and having found out how to
estimate the force with which a globe revolving within a sphere presses the
surface of the sphere, from Kepler’s rule of the periodical times of the planets
being in a sesquialternate proportion of their distances from the centres of
45
Figure 2.4: Sir Isaac Newton (1642-1727) became an intellectual hero during
his own lifetime, and his work was an inspiration to all of the philosophers of
the Enlightenment. Newton is generally considered to have been the greatest
physicist of all time.
46 CHAPTER 2. DIFFERENTIAL CALCULUS
their orbs, I deduced that the forces which keep the planets in their orbs must
be reciprocally as the squares of the distances from the centres about which
they revolve; and thereby compared the force requisite to keep the moon in
her orb with the force of gravity at the surface of the earth, and found them
to answer pretty nearly.”
“All this was in the plague years of 1665 and 1666, for in those days
I was in the prime of my age for invention, and minded mathematics and
philosophy more than at any time since.”
Galileo had studied the motion of projectiles, and Newton was able to
build on this work by thinking of the moon as a sort of projectile, dropping
towards the earth, but at the same time moving rapidly to the side. The
combination of these two motions gives the moon its nearly-circular path.
To see how Newton made this calculation, we can let x, y and z represent
the Cartesian position coordinates of a body (for example the moon, or an
apple). These are functions of time, and if we assume that the functions can
be represented by polynomials in t
1
, we can make use of (2.32) and write
x(t) = x
0
+ t
_
dx
dt
_
t=0
+
t
2
2!
_
d
2
x
dt
2
_
t=0
+ ... (2.33)
y(t) = y
0
+ t
_
dy
dt
_
t=0
+
t
2
2!
_
d
2
y
dt
2
_
t=0
+ ... (2.34)
and
z(t) = z
0
+ t
_
dz
dt
_
t=0
+
t
2
2!
_
d
2
z
dt
2
_
t=0
+ ... (2.35)
The three Cartesian coordinates of a particle can be thought of as forming
the three components of a vector which we can call r. (A vector is a physical
or mathematical quantity that has a direction as well as a size. For example
the velocity of an object is a vector, since it has a direction as well as a
magnitude.)
r ≡ {x, y, z} (2.36)
The force acting on an object has components in the directions of the three
Cartesian coordinates, and thus the force can also be thought of as a vector:
F ≡ {F
x
, F
y
, F
z
} (2.37)
1
A polynomial in the variable t is a sum of powers of t multiplied by constant coeffi-
cients, like the sum shown in equation (2.32). The assumption that the moon’s orbit can
be represented as a polynomial in t is only valid for extremely small values of t, since the
force acting on the moon is not constant but changes direction as the time t increases.
47
(We use bold-face type here to denote vectors). In addition to guessing
the universal law of gravitation, Newton also postulated that the second
derivative of the position vector of a body with respect to time (i.e. its
acceleration) is directly proportional to the force acting on it, the constant
of proportionality being the inverse of the body’s mass:
d
2
r
dt
2
=
F
m
(2.38)
Equation (2.38) is Newton’s famous third law of motion. It is a vector equa-
tion, and its meaning is that each component of the vector on the left side
is equal to the corresponding component of the vector on the right. In other
words,
d
2
x
dt
2
=
F
x
m
d
2
y
dt
2
=
F
y
m
d
2
z
dt
2
=
F
z
m
(2.39)
Suppose now that the body is an apple, falling to the ground because of
the earth’s gravitational attraction. If z represents the vertical height of the
apple above the earth’s surface, while x and y measure its horizontal position
on the surface, and if −mg is the force of gravity acting on the apple, then
we can write:
F = {0, 0, −mg} (2.40)
Combining (2.38) and (2.40), we have
_
d
2
r
dt
2
_
t=0
≡ {0, 0, −g} (2.41)
The constant g which appears in equation (2.41) is the acceleration due to
the earth’s gravity acting on an object near to its surface, and it has the
value
g = 32.174
feet
sec.
2
= 9.8066
meters
sec.
2
(2.42)
(Newton used the English units, feet and miles. 1 meter = 3.28084 feet. 1
mile = 5280 feet.) Notice that the mass m has now disappeared! The force of
gravity in Newton’s theory is directly proportional to a body’s mass, but the
48 CHAPTER 2. DIFFERENTIAL CALCULUS
acceleration produced by a force in inversely proportional to it, and therefore
the mass cancels out of the equation for gravitational acceleration
2
.
To make the problem of the falling apple a little more complicated, let
us suppose that a small boy has climbed the tree and that instead of just
dropping the apple, he throws it out horizontally with velocity
_
dr
dt
_
t=0
≡ {v
x
, 0, 0} (2.43)
Then substituting the initial velocity and acceleration of the apple into equa-
tions (2.33)-(2.35) and letting x
0
= y
0
= 0, we obtain
x = v
x
t
y = 0
z = z
0
−g
t
2
2
(2.44)
We can use the first of these equations to express t in terms of x and rewrite
the equation for z in the form:
z = z
0
−g
x
2
2v
2
x
(2.45)
Thus we see that if it is thrown out horizontally from the tree, the apple
will fall to the ground following a parabolic trajectory. Equations (2.44)
and (2.45) describe the motions of projectiles and falling bodies. These
were already well known to Galileo, who was the first to study such motions
experimentally.
2
Many years later, Albert Einstein noticed that Newton had used mass in these two
different ways, as gravitational mass and as inertial mass, which by a coincidence were
the same; and he set out to construct a theory of motion and gravitation where the two
would have to be the same. The starting point of Einstein’s general theory of relativity is
the postulate that no local experiment whatever can distinguish between gravitation and
acceleration. Thus, in Einstein’s theory, an observer inside a closed box cannot tell whether
the box is being accelerated or whether it is in a gravitational field. This led Einstein to
the conclusion that a ray of light must be very slightly bent when it propagates in a
strong gravitational field because such bending would be noticed by an observer looking
at a ray of light propagating within an accelerated box. When the bending of light in
a gravitational field was actually observed in 1918, Einstein became famous not only to
other scientists, but also to ordinary newspaper readers. He was invited to meet the
Archbishop of Canterbury as well as Charlie Chaplin and US President Herbert Hoover.
While standing with Chaplin amid a huge cheering crowd, Einstein asked, “What does it
all mean?” “Nothing!” answered Chaplin. Einstein agreed with him.
49
• Problem 2.11: Use equation (2.44), where g = 32 feet/second
2
, to
calculate how long a stone will take to fall from the top of a tower that
is 64 feet high (neglecting air resistance).
• Problem 2.12: Suppose that instead of being merely dropped, the
stone in Problem 2.11 is thrown horizontally from the top of the same
tower with velocity v
x
= 16 feet/second. Use equation (2.45) to calcu-
late how far from the base of the tower it will land (again neglecting
air resistance).
Newton boldly postulated that the laws of motion and gravitation that
can be observed here on earth extend throughout the universe. To him it
seemed that the moon resembles an apple thrown to the side by a small boy
sitting in the apple tree. The moon falls towards the earth, but at the same
time it moves to the side with the constant velocity v
x
. The combination
of these two motions gives the moon its nearly-circular orbit. Of course,
after it has moved a little, the force of gravitation comes from a different
direction, and therefore the moon does not follow a parabolic orbit but an
approximately circular one. However, if we consider only a very short period
of time, the circle and parabola fit closely together, as is illustrated in Figure
2.5.
If we take the origin of our coordinate system to be the center of the
earth, then z
0
= R
m
where R
m
is the radius of the moon’s orbit, and the
trajectory of the moon through a very short interval of time is given by
z = R
m
−g

x
2
2v
2
x
(2.46)
We use g

instead of g in equation (2.46) because the moon is much more
distant from the earth’s center than the apple is, and the moon’s gravitational
acceleration is much less than the apple’s. Building on Kepler’s laws of
planetary motion, Newton postulated that the force of gravity exerted by
the earth falls off as the reciprocal of the square of the distance from the
earth’s center. Thus g and g

are related by
g

= g
_
R
e
R
m
_
2
= 32.174
feet
sec.
2
_
3963 miles
238600 miles
_
2
= .0089
feet
sec.
2
(2.47)
z =
_
R
2
m
−x
2
≈ R
m

x
2
2R
m
= R
m
−g

x
2
2v
2
x
(2.48)
v
x
=
2πR
m
τ
= 3356
feet
sec.
(2.49)
50 CHAPTER 2. DIFFERENTIAL CALCULUS
Figure 2.5: The orbit of the moon is approximately circular in shape. During
a very short interval of time, the moon can be thought of as being similar
to an object moving horizontally, and at the same time being accelerated in
a vertical direction by the force of gravity. The parabolic trajectory of such
an object is approximately the same as a circle during that short interval of
time, as is shown in the figure.
51
g

=
v
2
x
R
m
= .0089
feet
sec.
2
(2.50)
In this way, Newton “compared the force necessary to keep the moon in her
orb with the force of gravity on the earth’s surface, and found them to answer
pretty nearly.”
Newton was not satisfied with this incomplete triumph, and he did not
show his calculations to anyone. He not only kept his ideas on gravitation
to himself, (probably because of the missing proof), but he also refrained for
many years from publishing his work on the calculus. By the time Newton
published, the calculus had been invented independently by the great German
mathematician and philosopher, Gottfried Wilhelm Leibniz (1646-1716); and
the result was a bitter quarrel over priority. However, Newton did publish
his experiments in optics, and these alone were enough to make him famous.
52 CHAPTER 2. DIFFERENTIAL CALCULUS
Chapter 3
Integral calculus
In 1669, Newton’s teacher, Isaac Barrow, generously resigned his post as
Lucasian Professor of Mathematics so that Newton could have it. Thus, at
the age of 27, Newton became the head of the mathematics department at
Cambridge. He was required to give eight lectures a year, but the rest of his
time was free for research.
Newton worked at this time on developing what he called “the method of
inverse fluxions”. Today we call his method “integral calculus”. What did
Newton mean by “inverse fluxions”? By “fluxions” he meant differentials, so
we must think of an operation that is the reverse of differentiation.
In Chapter 2, we discussed how to find the differential of a function f(t).
Suppose that we know from our experience with differentiation that (for
example)
if and only if f = t
p
+ C, then
df
dt
= p t
p−1
(3.1)
where C is a constant. Then we also know that
if
df
dt
= p t
p−1
, then f = t
p
+ C (3.2)
In equation (3.2), we know that C is a constant, but we do not know its
value. Knowledge of the derivative df/dt allows us to determine the original
function f(t) from which it was derived up to an additive constant that must
be determined in some other way. The operation of going backwards from
the differential of a function to the function itself is called “integration”, and
the unknown constant C is called the “constant of integration”. If we replace
p by p + 1, it follows from (3.2) that
if
df
dt
= t
p
, then f =
t
p+1
p + 1
+ C (p = −1) (3.3)
53
54 CHAPTER 3. INTEGRAL CALCULUS
(We have to exclude p = −1 in (3.3) to avoid dividing by zero.) It is cus-
tomary to write this relationship in the form
_
dt t
p
=
t
p+1
p + 1
+ C (p = −1) (3.4)
Once again the constant of integration, C, is unknown and must be deter-
mined in some other way. When p = 1, equation (3.3) becomes
if
df
dt
= t, then f =
t
2
2
+ C (3.5)
while (3.4) takes on the form
_
dt t =
t
2
2
+ C (3.6)
Equations (3.4) and (3.6) are called “indefinite integrals” - indefinite because
the constant of integration is unknown. One also speaks of “definite inte-
grals”, where knowledge of the derivative df/dt is used to find f(t
2
) −f(t
1
).
If the variable t represents time, then f(t
2
)−f(t
1
) would represent the differ-
ence between the function f(t) evaluated at the time t = t
2
minus the same
function evaluated at the time t = t
1
. For example,
if
df
dt
= t then f(t
2
) −f(t
1
) =
t
2
2
2

t
2
1
2
(3.7)
This relationship is written in the form
_
t
2
t
1
dt t =
t
2
2
2

t
2
1
2
(3.8)
The integration is said to be taken between the lower limit t = t
1
and the
upper limit, t = t
2
. The more general indefinite integral shown in equation
(3.4) has a corresponding definite integral of the form:
_
t
2
t
1
dt t
p
=
t
p+1
2
p + 1

t
p+1
1
p + 1
(p = −1) (3.9)
When p = 0, this becomes
_
t
2
t
1
dt = t
2
−t
1
(3.10)
The reason why integrals taken between two limits are called “definite inte-
grals” is that the unknown constant of integration C has cancelled out so no
information is missing when we go from the differential of a function to the
function itself.
55
• Problem 3.1: Calculate the indefinite integral
_
dt t
4
.
• Problem 3.2: Calculate the definite integral
_
2
1
dt t
4
.
• Problem 3.3: If
df
dt
= t
1/2
, what is the form of the function f?
In Chapter 1, we mentioned that Archimedes invented integral calculus
and used it to determine the areas of figures bounded by curves. To see how
he did this and how Newton, many centuries later, did the same thing, let
us begin by multiplying both sides of equation (3.10) by a constant v. This
gives us
v
_
t
2
t
1
dt = v(t
2
−t
1
) (3.11)
Equation (3.11) has both a geometrical interpretation and a physical mean-
ing. Figure 3.1 shows a rectangle with height v and a base whose length is
t
2
− t
1
. The area of such a rectangle is v(t
2
− t
1
). Now suppose that the
rectangle is divided up into a number of small strips, each having a width
∆t =
t
2
−t
1
N
(3.12)
as is shown in Figure 3.2, where we have let N=5. The total area of the
rectangle will be the sum of the areas of the strips.
area = N(v∆t) = N
_
v(t
2
−t
1
)
N
_
= v(t
2
−t
1
) (3.13)
Obviously the sum of the areas of the small rectangular strips is independent
of how many of them we use to divide up the area of the rectangle, and
this is reflected in the fact that N cancels out in equation (3.13), giving an
N-independent answer for the total area.
What about the physical meaning of of equation (3.11)? If we imagine
an object moving with constant velocity v, then v∆t represents the distance
it will move in the small but finite interval of time ∆t, while vdt can be
imagined informally to be the distance moved in an infinitesimal time interval
dt. Summing up the small distances moved in small intervals, we obtain the
total distance moved in the interval between the initial time t
1
and a later
time t
2
. Equation (3.11) tells us that this total distance will be v(t
2
− t
1
).
Alternatively v might represent the constant rate of flow from the water-clock
that Isaac Newton made as a boy. In that case, v(t
2
− t
1
) would represent
all of the water lost in the time interval t
2
−t
1
.
56 CHAPTER 3. INTEGRAL CALCULUS
Figure 3.1: This figure shows a rectangle with height v and base t
2
− t
1
.
The area of the figure is v(t
2
− t
1
). If v represents the constant velocity of
an object, then the area of the rectangle represents distance that the object
moves between the times t
1
and t
2
.
57
Figure 3.2: We now divide the large rectangle of Figure 3.1 into five small
rectangular strips, each with area v∆t = v(t
2
−t
1
)/5. When we add together
the areas of the small strips, we get the same answer for the total area of
the rectangle. Physically, v∆t can represent the distance that an object with
constant velocity v moves in a small interval of time ∆t.
58 CHAPTER 3. INTEGRAL CALCULUS
• Problem 3.4: Suppose that a man is walking at an average speed of 3
kilometers per hour. How far, on the average, will he walk in 1 second?
How is this question related to equation (3.10) and Figure 3.1?
• Problem 3.5: As a boy, Isaac Newton constructed a water clock. It
was a large container with a small hole in the bottom, and the water
ran out through the hole at a constant rate. Let us suppose that its
volume was four quarts and that it took 24 hours to go from full to
empty. How fast did the water run out through the hole? If we apply
the idea of functions and differentials to this problem, what does f(t)
represent? What does df/dt represent? What did the word “fluxion”
mean to Newton?
What we have done here seems a bit like cracking a peanut with a sledge-
hammer. Why have we used such a heavy piece of mathematical hardware
to crack a problem that we could have solved in 30 seconds in our heads?
However, if the reader will be patient with the first two simple examples,
which we have included for the sake of clarity, we will soon go on to problems
involving figures bounded by curves, and these cannot be solved without the
help of integral calculus.
In the next simple example, we multiply both sides of equation (3.8) with
the constant a. This will give us
a
_
t
2
t
1
dt t = a
_
t
2
2
2

t
2
1
2
_
(3.14)
If we let t
1
= 0 we have
a
_
t
2
0
dt t = a
_
t
2
2
2
_
(3.15)
Like (3.11), this equation has a both a geometrical interpretation and a
physical one. The geometrical interpretation is shown in Figures 3.3 and 3.4.
In Figure 3.3, we see the straight line
f

(t) = at (3.16)
where f

is plotted as a function of t. The area under the straight line between
t = 0 and t = t
2
is triangular in shape, and is given by (at
2
)(t
2
/2), i.e. by the
height of the triangle multiplied by half the length of its base. If we divide
the area under the line f

= at into N thin strips as is shown in Figure 3.4,
and if we sum the area of the strips and let N →∞ then we will obtain the
area under the line. In Figure 3.4, the error is represented by the areas of the
five small triangles above the line f

= at. When we increase N, the number
of these small triangles increases, but the total error decreases because the
area of each triangle is proportional to 1/N
2
.
59
Figure 3.3: This figure illustrates the geometrical interpretation of equation
(3.15). The area under the straight line v = at between the points t = 0 and
t = t
2
is given by at
2
2
/2, i.e., the height of the triangle, multiplied by half
the length of the base. Physically, the area of the triangle can represent the
distance moved by an object with constant acceleration a. It’s velocity is then
given by v = at, and the distance travelled is proportional to the square of
the elapsed time. Galileo found this law experimentally for falling bodies with
constant gravitational acceleration. He observed that the distance travelled by
a falling body is proportional to the square of the elapsed time.
60 CHAPTER 3. INTEGRAL CALCULUS
Figure 3.4: We now divide the triangle of Figure 3.3 into N small rectangular
strips. (In the figure, N = 5.) The area of the triangle is approximated by the
sum of the areas of the small strips. If we increase the number of strips, N,
the approximation will become more exact. The area of each of the narrow
strips can represent physically the approximate distance that an object with
constant acceleration a travels during the interval of time ∆t. This distance
changes with time because acceleration changes the velocity of the object.
61
• Problem 3.6: What are the heights of each of the five narrow strips
shown in Figure 3.4? What are the areas of each of the strips? What
is the sum of their areas?
• Problem 3.7: In Chapter 1, Figure 1.9 shows the method which
Archimedes used to calculate the area of a circle by dividing it into
a number of narrow strips and then letting the strips become more and
more narrow and numerous. In the figure, four strips are shown. If the
radius of the circle has length r = 1, what is the area of each strip?
What is their total area?
Equation (3.15) has a physical meaning as well as a geometrical interpre-
tation. Let us think of an object acted on by a constant force, for example
the force of gravity. Then according to Newton’s laws of motion discussed
in Chapter 2, the acceleration of the body will be constant, and its velocity
will increase linearly with time according to the rule v = at. Thus Figure 3.3
can be thought of as a plot of the velocity of the object as a function of time.
In Figure 3.4, the area of each strip represents approximately the distance
traveled in the small interval of time ∆t. Of course we must remember that
the velocity is constantly changing.
The area under the line v = at between the times t = 0 and t = t
2
represents the total distance travelled by a body when it is acted on by a
constant force. We see from our construction that it is proportional to the
square of the elapsed time. This is exactly the law of falling bodies that was
discovered experimentally by the great Italian physicist, Galileo Galilei, and
later explained theoretically by Isaac Newton.
• Problem 3.8: If f(t) represents the distance traveled by an object
moving in a straight line, what does
df
dt
represent? What does
d
2
f
dt
2
represent?
• Problem 3.9: Suppose that an object has a constant acceleration a
in a particular direction. Express the velocity as an indefinite integral
and find an expression for the velocity of the object as a function of
time. What is the physical interpretation of the constant of integration?
Integrate again to find the distance travelled as a function of time.
What is the interpretation of the second constant of integration?
• Problem 3.10: Repeat Problem 3.9 for the case where a = wt where
w is a constant. In other words, repeat the problem for the case where
the acceleration increases linearly with time.
62 CHAPTER 3. INTEGRAL CALCULUS
The two simple examples given here follow a pattern: In each example,
_
t
2
t
1
dt f

(t) = f(t
2
) −f(t
1
) (3.17)
was interpreted as the area under the curve represented by f

(t) between ver-
tical lines drawn at t = t
1
and t = t
2
, the lower boundary of the figure being
the horizontal axis. This is in fact the general geometrical interpretation of
the definite integral of a function of a single variable where f

is the first
derivative of f, i.e.,
f

(t) ≡
limit
∆t →0
_
f(t + ∆t) −f(t)
∆t
_

df
dt
(3.18)
We can see this if we consider the sum of the areas of N strips of width ∆t
and height f

(t
1
+ j∆t):
S =
N−1

j=0
∆tf

(t
1
+ j∆t) (3.19)
Here
∆t ≡
t
2
−t
1
N
(3.20)
and f

(t) is is defined by (3.18). If N is sufficiently large, but still finite, so
that ∆t is extremely small but still finite, and if f(t) is a smooth continuous
function, we have
f

(t) ≈
f(t + ∆t) −f(t)
∆t
(3.21)
so that
S ≈
N−1

j=0
[f(t
1
+ j∆t + ∆t) −f(t
1
+ j∆t)] (3.22)
Writing out the terms in this sum yields
S ≈ f(t
1
+ ∆t) −f(t
1
) + f(t
1
+ 2∆t) −f(t
1
+ ∆t)
+f(t
1
+ 3∆t) −f(t
1
+ 2∆t) + ...
+f(t
1
+ N∆t) −f(t
1
+ N∆t −∆t)
(3.23)
We can notice a cancellation between the 1st and 4th terms of this sum,
between the 3rd and 6th terms, and so on. In fact, all of the terms cancel
out except the 2nd term and the next to last one. Therefore we can write
S ≈ f(t
2
) −f(t
1
) (3.24)
63
where we have used the fact that t
2
= t
1
+ N∆t. As N becomes larger
and larger, the approximation in equation (3.24) becomes progressively more
accurate, provided that the function f(t) is smooth and continuous. This
establishes the general geometrical interpretation of a definite integral, since
as N becomes larger, S more and more closely approximates the area enclosed
by the curve f

(t), the horizontal axis and the vertical lines t = t
1
and t = t
2
.
Newton realized that the operation of intergration (finding “inverse flux-
ions”) is equivalent to dividing the area under a curve into N narrow rect-
angular strips and adding together the areas of the strips in the limit where
N → ∞. He introduced the symbol
_
for this operation. The symbol is, in
fact, an old-fashioned S, standing for “Summa”, the Latin word for sum.
As Newton showed, integrals can be used to find the areas of figures
bounded by curves. For example, suppose that we let p = 2 in equation
(3.9). Then it will reduce to
_
t
2
t
1
dt t
2
=
t
3
2
3

t
3
1
3
(3.25)
The right-hand side of equation (3.25) represents the area under the curve
f

(t) = t
2
(3.26)
between vertical lines drawn at t = t
1
and t = t
2
, as shown in Figure 3.5.
After inventing differential and integral calculus, Isaac Newton used it to
solve many of the problems that had been worrying him in his earlier work
on motion and gravitation. For example, he was able to show that when
the gravitational force of the earth acts on an object outside its surface, the
result is the same as it would be if all the mass of the earth were concentrated
at its center. However, he did not publish any of this work until many years
later.
Meanwhile, the problems of gravitation and planetary motion were in-
creasingly discussed by the members of the Royal Society. In January, 1684,
three members of the Society were gathered in a London coffee house. One of
them was Robert Hooke (1635-1703), author of Micrographia and Professor
of Geometry at Gresham College, a brilliant but irritable man. He had begun
his career as Robert Boyle’s assistant, and had gone on to do important work
in many fields of science. Hooke claimed that he could calculate the motion
of the planets by assuming that they were attracted to the sun by a force
which diminished as the square of the distance.
Listening to Hooke were Sir Christopher Wren (1632-1723), the designer
of St. Paul’s Cathedral, and the young astronomer, Edmund Halley (1656-
1742). Wren challenged Hooke to produce his calculations; and he offered to
64 CHAPTER 3. INTEGRAL CALCULUS
Figure 3.5: Equation (3.25) tells us how to find the area under the parabola
f

(t) = t
2
between vertical lines drawn at t = t
1
and t = t
2
. The other
boundary of the calculated area is the horizontal axis.
65
present Hooke with a book worth 40 shillings if he could prove his inverse
square force law by means of rigorous mathematics. Hooke tried for several
months, but he was unable to win Wren’s reward.
In August, 1684, Halley made a journey to Cambridge to talk with New-
ton, who was rumored to know very much more about the motions of the
planets than he had revealed in his published papers. According to an almost-
contemporary account, what happened then was the following:
“Without mentioning his own speculations, or those of Hooke and Wren,
he (Halley) at once indicated the object of his visit by asking Newton what
would be the curve described by the planets on the supposition that gravity
diminished as the square of the distance. Newton immediately answered:
an Ellipse. Struck with joy and amazement, Halley asked how he knew it?
‘Why’, replied he, ‘I have calculated it’; and being asked for the calculation,
he could not find it, but promised to send it to him.”
Newton soon reconstructed the calculation and sent it to Halley; and
Halley, filled with enthusiasm and admiration, urged Newton to write out
in detail all of his work on motion and gravitation. Spurred on by Halley’s
encouragement and enthusiasm, Newton began to put his research in order.
He returned to the problems which had occupied him during the plague years,
and now his progress was rapid because he had invented integral calculus.
Newton also had available an improved value for the radius of the earth,
measured by the French astronomer Jean Picard (1620-1682). This time,
when he approached the problem of gravitation, everything fell into place.
By the autumn of 1684, Newton was ready to give a series of lectures on
dynamics, and he sent the notes for these lectures to Halley in the form of a
small booklet entitled On the Motion of Bodies. Halley persuaded Newton to
develop these notes into a larger book, and with great tact and patience he
struggled to keep a controversy from developing between Newton, who was
neurotically sensitive, and Hooke, who was claiming his share of recognition
in very loud tones, hinting that Newton was guilty of plagiarism.
Although Newton was undoubtedly the greatest physicist of all time, he
had his shortcomings as a human being; and he reacted by striking out from
his book every single reference to Robert Hooke. The Royal Society at first
offered to pay for the publication costs of Newton’s book, but because a fight
between Newton and Hooke seemed possible, the Society discretely backed
out. Halley then generously offered to pay the publication costs himself,
and in 1686 Newton’s great book was printed. It is entitled Philosophae
Naturalis Principia Mathematica, (The Mathematical Principles of Natural
Philosophy), and it is divided into three sections.
The first book sets down the general principles of mechanics. In it, New-
ton states his three laws of motion, and he also discusses differential and
66 CHAPTER 3. INTEGRAL CALCULUS
integral calculus (both invented by himself).
In the second book, Newton applies these methods to systems of particles
and to hydrodynamics. For example, he calculates the velocity of sound in
air from the compressibility and density of air; and he treats a great variety
of other problems, such as the problem of calculating how a body moves
when its motion is slowed by a resisting medium, such as air or water.
The third book is entitled The System of the World. In this book, Newton
sets out to derive the entire behavior of the solar system from his three laws
of motion and from his law of universal gravitation. From these, he not only
derives all three of Kepler’s laws, but he also calculates the periods of the
planets and the periods of their moons; and he explains such details as the
flattened, non-spherical shape of the earth, and the slow precession of its axis
about a fixed axis in space. Newton also calculated the irregular motion of
the moon resulting from the combined attractions of the earth and the sun;
and he determined the mass of the moon from the behavior of the tides.
Newton’s Principia is generally considered to be the greatest scientific
work of all time. To present a unified theory explaining such a wide variety
of phenomena with so few assumptions was a magnificent and unprecedented
achievement; and Newton’s contemporaries immediately recognized the im-
portance of what he had done.
The great Dutch physicist, Christian Huygens (1629-1695), inventor of
the pendulum clock and the wave theory of light, travelled to England with
the express purpose of meeting Newton. Voltaire, who for reasons of per-
sonal safety was forced to spend three years in England, used the time to
study Newton’s Principia; and when he returned to France, he persuaded his
mistress, Madame du Chatelet, to translate the Principia into French; and
Alexander Pope, expressing the general opinion of his contemporaries, wrote
a famous couplet, which he hoped would be carved on Newton’s tombstone:
Nature and Nature’s law lay hid in night.
God said: ‘Let Newton be!’, and all was light!
The Newtonian synthesis was the first great achievement of a new epoch
in human thought, an epoch which came to be known as the “Age of Reason”
or the “Enlightenment”. We might ask just what it was in Newton’s work
that so much impressed the intellectuals of the 18th century. The answer
is that in the Newtonian system of the world, the entire evolution of the
solar system is determined by the laws of motion and by the positions and
velocities of the planets and their moons at a given instant of time. Knowing
these, it is possible to predict all of the future and to deduce all of the past.
The Newtonian system of the world is like an enormous clock which has
67
to run on in a predictable way once it is started. In this picture of the
world, comets and eclipses are no longer objects of fear and superstition.
They too are part of the majestic clockwork of the universe. The Newtonian
laws are simple and mathematical in form; they have complete generality;
and they are unalterable. In this picture, although there are no miracles
or exceptions to natural law, nature itself, in its beautiful works, can be
regarded as miraculous.
Newton’s contemporaries knew that there were other laws of nature to be
discovered besides those of motion and gravitation; but they had no doubt
that, given time, all of the laws of nature would be discovered. The cli-
mate of intellectual optimism was such that many people thought that these
discoveries would be made in a few generations, or at most in a few centuries.
Huygens and Leibniz
Meanwhile, on the continent, mathematics and physics had been developing
rapidly, stimulated by the writings of Ren´e Descartes. One of the most dis-
tinguished followers of Descartes was the Dutch physicist, Christian Huygens
(1629-1695).
Huygens was the son of an important official in the Dutch government.
After studying mathematics at the University of Leiden, he published the first
formal book ever written about probability. However, he soon was diverted
from pure mathematics by a growing interest in physics.
In 1655, while working on improvements to the telescope together with his
brother and the Dutch philosopher Benedict Spinoza, Huygens invented an
improved method for grinding lenses. He used his new method to construct
a twenty-three foot telescope, and with this instrument he made a number of
astronomical discoveries, including a satellite of Saturn, the rings of Saturn,
the markings on the surface of Mars and the Orion Nebula.
Huygens was the first person to estimate numerically the distance to a
star. By assuming the star Sirius to be exactly as luminous as the sun, he
calculated the distance to Sirius, and found it to be 2.5 trillion miles. In fact,
Sirius is more luminous than the sun, and its true distance is twenty times
Huygens’ estimate.
Another of Huygens’ important inventions is the pendulum clock. Im-
proving on Galileo’s studies, he showed that for a pendulum swinging in a
circular arc, the period is not precisely independent of the amplitude of the
swing. Huygens then invented a pendulum with a modified arc, not quite
circular, for which the swing was exactly isochronous. He used this improved
pendulum to regulate the turning of cog wheels, driven by a falling weight;
68 CHAPTER 3. INTEGRAL CALCULUS
and thus he invented the pendulum clock, almost exactly as we know it today.
Among the friends of Christian Huygens was the German philosopher and
mathematician Gottfried Wilhelm Leibniz (1646-1716). Leibniz was a man of
universal and spectacular ability. In addition to being a mathematician and
philosopher, he was also a lawyer, historian and diplomat. He invented the
doctrine of balance of power, attempted to unify the Catholic and Protes-
tant churches, founded academies of science in Berlin and St. Petersberg,
invented combinatorial analysis, introduced determinants into mathematics,
independently invented the calculus, invented a calculating machine which
could multiply and divide as well as adding and subtracting, acted as advi-
sor to Peter the Great and originated the theory that “this is the best of all
possible worlds” (later mercilessly satirized by Voltaire in Candide).
Leibniz learned mathematics from Christian Huygens, whom he met while
travelling as an emissary of the Elector of Mainz. Since Huygens too was a
man of very wide interests, he found the versatile Leibniz congenial, and
gladly agreed to give him lessons. Leibniz continued to correspond with
Huygens and to receive encouragement from him until the end of the older
man’s life.
In 1673, Leibniz visited England, where he was elected to membership
by the Royal Society. During the same year, he began his work on calculus,
which he completed and published in 1684. Newton’s invention of differential
and integral calculus had been made much earlier than the independent work
of Leibniz, but Newton did not publish his discoveries until 1687. This set
the stage for a bitter quarrel over priority between the admirers of Newton
and those of Leibniz. The quarrel was unfortunate for everyone concerned,
especially for Leibniz himself. He had taken a position in the service of the
Elector of Hanover, which he held for forty years. However, in 1714, the
Elector was called to the throne of England as George I. Leibniz wanted
to accompany the Elector to England, but was left behind, mainly because
of the quarrel with the followers of Newton. Leibniz died two years later,
neglected and forgotten, with only his secretary attending the funeral.
69
The Bernoullis and Euler
Among the followers of Leibniz was an extraordinary family of mathemati-
cians called Bernoulli. They were descended from a wealthy merchant family
in Basle, Switzerland. The head of the family, Nicolas Bernoulli the Elder,
tried to force his three sons, James (1654-1705), Nicolas II (1662-1716) and
John (1667-1748) to follow him in carrying on the family business. However,
the eldest son, James, had taught himself the Leibnizian form of calculus,
and instead became Professor of Mathematics at the University of Basle. His
motto was “Invicto patre sidera verso” (“Against my father’s will, I study
the stars”).
Nicolas II and John soon caught their brother’s enthusiasm, and they
learned calculus from him. John became Professor of Mathematics in Gr¨on-
ingen and Nicolas II joined the faculty of the newly-formed Academy of St.
Petersberg. John Bernoulli had three sons, Nicolas III (1695-1726), Daniel
(1700-1782) and John II (1710-1790), all of whom made notable contributions
to mathematics and physics. In fact, the family of Nicolas Bernoulli the Elder
produced a total of nine famous mathematicians in three generations!
Daniel Bernoulli’s brilliance made him stand out even among the other
members of his gifted family. He became professor of mathematics at the
Academy of Sciences in St. Petersberg when he was twenty-five. After eight
Russian winters however, he returned to his native Basle. Since the chair in
mathematics was already occupied by his father, he was given a vacant chair,
first in anatomy, then in botany, and finally in physics. In spite of the variety
of his titles, however, Daniel’s main work was in applied mathematics, and
he has been called the father of mathematical physics.
One of the good friends of Daniel Bernoulli and his brothers was a young
man named Leonhard Euler (1707-1783). He came to their house once a week
to take private lessons from their father, John Bernoulli. Euler was destined
to become the most prolific mathematician in history, and the Bernoullis
were quick to recognize his great ability. They persuaded Euler’s father not
to force him into a theological career, but instead to allow him to go with
Nicolas III and Daniel to work at the Academy in St. Petersberg.
Euler married the daughter of a Swiss painter and settled down to a life
of quiet work, producing a large family and an unparalleled output of papers.
A recent edition of Euler’s works contains 70 quatro volumes of published
research and 14 volumes of manuscripts and letters. His books and papers
are mainly devoted to algebra, the theory of numbers, analysis, mechanics,
optics, the calculus of variations (invented by Euler), geometry, trigonometry
and astronomy; but they also include contributions to shipbuilding science,
architecture, philosophy and musical theory!
70 CHAPTER 3. INTEGRAL CALCULUS
Euler achieved this enormous output by means of a calm and happy dis-
position, an extraordinary memory and remarkable powers of concentration,
which allowed him to work even in the midst of the noise of his large family.
His friend Thi´ebault described Euler as sitting “..with a cat on his shoulder
and a child on his knee - that was how he wrote his immortal works”.
In 1771, Euler became totally blind. Nevertheless, aided by his sons and
his devoted scientific assistants, he continued to produce work of fundamental
importance. It was his habit to make calculations with chalk on a board for
the benefit of his assistants, although he himself could not see what he was
writing. Appropriately, Euler was making such computations on the day of
his death. On September 18, 1783, Euler gave a mathematics lesson to one
of his grandchildren, and made some calculations on the motions of balloons.
He then spent the afternoon discussing the newly-discovered planet Uranus
with two of his assistants. At five o’clock, he suffered a cerebral hemorrhage,
lost consciousness, and died soon afterwards. As one of his biographers put
it, “The chalk fell from his hand; Euler ceased to calculate, and to live”.
In the eighteenth century it was customary for the French Academy of
Sciences to propose a mathematical topic each year, and to award a prize
for the best paper dealing with the problem. Leonhard Euler and Daniel
Bernoulli each won the Paris prize more than ten times, and they share the
distinction of being the only men ever to do so. John Bernoulli is said to
have thrown his son out of the house for winning the Paris prize in a year
when he himself had competed for it.
Euler and the Bernoullis did more than anyone else to develop the Leib-
nizian form of calculus into a workable tool and to spread it throughout
Europe. They applied it to a great variety of problems, from the shape of
ships’ sails to the kinetic theory of gasses.
Logarithms, exponentials and Euler’s identity
To understand the problems on which the Bernoulli’s and Euler worked,
we will need to know how to differentiate and integrate the trigonometric
functions sin(t) and cos(t), whose definitions are illustrated in Figure 1.6
of Chapter 1. In Figure 1.6, a right triangle is inscribed in a circle of unit
radius, with one corner touching the circle, another corner at the center of
the circle, and the third corner a distance called cos(t) from the center along
the horizontal axis. The length of the vertical side of the right triangle is
called sin(t), where t is the angle at the center of the circle.
Now imagine that the angle t is increased by a small amount ∆t. Both
the slightly changed triangle and the original one are shown in Figure 3.8.
71
Figure 3.6: Daniel Bernoulli (1700-1782) is sometimes called the “father of
mathematical physics” because of the far-reaching importance of his work with
partial differential equations.
72 CHAPTER 3. INTEGRAL CALCULUS
Figure 3.7: Leonhard Euler (1707-1783) was the most prolific mathematician
in history. His memory and his powers of concentration were amazing. Many
of his important results were obtained during the last period of his life, when
he was totally blind.
73
Figure 3.8: This figure shows a circle of unit radius, inside which a right
triangle is drawn with one corner touching the circle, another corner at the
center of the circle, and the third corner on the horizontal axis. If the angle t
at the center of the circle is slightly changed, the vertical side of the triangle
becomes a little longer, and the horizontal side a little shorter.
74 CHAPTER 3. INTEGRAL CALCULUS
Figure 3.9: This figure shows a magnified view of a portion of the previous
figure. A small triangle is drawn, whose angles are the same as the angles
of the previous triangle. It follows that if the central angle changes by an
amount dt, the length of the vertical side will change by cos(t)dt, while the
horizontal side will change by −sin(t)dt. These results are used in equations
(3.27) and (3.28).
75
As can be seen from this figure, the vertical side of the triangle has been
increased by a small amount. In the limit where ∆t becomes extremely
small, considerations of geometry allow us to calculate by how much the
vertical side of the right triangle has been increased. In that limit small arc
of the circle joining the corner of the original triangle with the corner of the
slightly altered one approaches a straight line of length ∆t. Figure 3.9 shows
a magnified view of this portion of Figure 3.8. From elementary geometry it
is possible to show that the angle between the small arc and the vertical side
of the new right triangle will approach t as ∆t approaches zero. If we add
a small horizontal line, as shown in Figure 3.9, we will obtain a tiny right
triangle similar to our original triangle. For any two similar triangles the
ratios of corresponding sides are equal. Therefore
d sin(t)
dt

limit
∆t →0
_
sin(t + ∆t) −sin(t)
∆t
_
= cos(t) (3.27)
and
d cos(t)
dt

limit
∆t →0
_
cos(t + ∆t) −cos(t)
∆t
_
= −sin(t) (3.28)
Equations (3.27) and (3.28) tell us how to differentiate sin(t) and cos(t) with
respect to t. We also know, from the definitions of these functions, that
sin(0) = 0 and cos(0) = 1 (3.29)
We are now in a position to use equation (2.32) to derive series representa-
tions of sin(t) and cos(t) in terms of powers of the variable t. If we let
sin(t) =

n=0
a
n
t
n
(3.30)
then we know from equations (2.32), (3.27), (3.28) and (3.29) that
a
0
=
1
0!
_
d
0
sin(t)
dt
0
_
t=0
= sin(0) = 0 (3.31)
(where we have used the fact that 0! ≡ 1) while
a
1
=
1
1!
_
dsin(t)
dt
_
t=0
= cos(0) = 1 (3.32)
and
a
2
=
1
2!
_
d
2
sin(t)
dt
2
_
t=0
= sin(0) = 0 (3.33)
76 CHAPTER 3. INTEGRAL CALCULUS
and so on. Continuing in this way we obtain the series:
sin(t) = t −
t
3
3!
+
t
5
5!

t
7
7!
+ ... (3.34)
and similarly,
cos(t) = 1 −
t
2
2!
+
t
4
4!

t
6
6!
+ ... (3.35)
These series representations of sin(t) and cos(t) were known to Leonhard
Euler. He was also familiar with another series that had been studied pre-
viously by the mathematician John Napier (1550-1617), Lord of Merchiston
Castle near Edinburgh, Scotland:
f(t) =

n=0
t
n
n!
= 1 + t +
t
2
2!
+
t
3
3!
+ ... (3.36)
When he evaluated this series numerically for various values of t, Lord Napier
noticed that
f(t)
2
= f(2t) (3.37)
while
f(t)
3
= f(3t) (3.38)
and in general
f(t)
n
= f(nt) (3.39)
Because of the property shown in equations (3.37)-(3.39), Napier thought of
the series as representing some number e raised to the power t:
f =

n=0
t
n
n!
≡ e
t
(3.40)
since
(e
t
)
2
= e
2t
(e
t
)
3
= e
3t
(3.41)
and so on. By evaluating the series at t = 0, Napier was able to find the
value of the mysterious number e:
f(0) = 1 +
1
1!
+
1
2!
+
1
3!
+ ... = 2.718281828459045235... ≡ e (3.42)
and this number is called the “Napierian base” in his honor. Napier also
invented the concept of logarithms, which are closely related to equation
(3.40). If we make a plot of Napier’s exponential function e
t
, we can use the
plot to find the values of t that must be substituted into the series (3.40) to
give a particular result f = e
t
= a. Napier called this particular value of t
77
the “logarithm of a”. If the abbreviation “ln” is used to denote it, then we
can write
a = e
ln(a)
(3.43)
b = e
ln(b)
(3.44)
and so on. Napier used his invention of logarithms to reduce the effort
required to perform a multiplication numerically. He noticed that
ab = e
ln(a)
×e
ln(b)
= e
ln(a)+ln(b)
(3.45)
so that
ln(ab) = ln(a) + ln(b) (3.46)
Similarly
ln(
b
a
) = ln(b) −ln(a) (3.47)
With the help of these relationships, Napier showed that tables of logarithms
can be used to reduce the work involved in multiplication and division.
Figure 3.10: This figure shows the exponential function e
t
studied by Napier.
If e
t
= a, then t ≡ ln a. In the figure, ln 5 is marked with a dot on the t axis.
• Problem 3.11: Use the series of equations (3.34) and (3.35) to evalu-
ate sin(1) and cos(1). What is the value of [sin(1)]
2
+ [cos(1)]
2
? Why
is this value nearly equal to 1? Is [sin(t)]
2
+ [cos(t)]
2
equal to 1 for
every value of t?
78 CHAPTER 3. INTEGRAL CALCULUS
• Problem 3.12: Evaluate the first five terms in the series for the
Napierian base e shown in equation (3.42). How close is the sum of
these terms to the value of e given in the equation? Do you think that
e is a rational number? (A rational number is a number that can be
expressed as the ratio of two integers.)
• Problem 3.13: Use the series in equation (3.36) to evaluate e
2
up to
five terms. How close is the value of (e
1
)
2
to e
2
?
• Problem 3.14: Calculate e
3
and e
4
and use these results, together with
the results of Problem 3.13, to make a small table of logarithms. Try
using this table, together with equations (3.46) and(3.47), to perform
multiplications and divisions.
Building on Napier’s work, Leonhard Euler studied the series
e
it
=

n=0
(it)
n
n!
= 1 + it +
(it)
2
2!
+
(it)
3
3!
+ ... (3.48)
where
i ≡

−1 (3.49)
Since i
2
= −1, i
3
= −i, i
4
= 1, and so on, equation (3.48) can also be written
in the form:
e
it
= 1 + it −
t
2
2!
−i
t
3
3!
+
t
4
4!
+ i
t
5
5!
+ ... (3.50)
Comparing this result with the series expansions for cos(t) and sin(t), Euler
was able to write down his famous identity:
e
it
= cos(t) + i sin(t) (3.51)
Replacing i by −i, he found that
e
−it
= cos(t) −i sin(t) (3.52)
Then by adding these two equations and by subtracting them he obtained
two related identities:
cos(t) =
1
2
_
e
it
+ e
−it
_
(3.53)
and
sin(t) =
1
2i
_
e
it
−e
−it
_
(3.54)
Euler’s identities make it easy to derive relationships between trigonometric
functions. For example, if we square equation (3.54), we obtain
[sin(t)]
2
=
_
1
2i
_
e
it
−e
−it
_
_
2
= −
1
4
_
e
2it
+ e
−2it
−2
_
(3.55)
79
But from (3.53) it follows that this can be rewritten in the form
sin
2
(t) ≡ [sin(t)]
2
=
1
2
[1 −cos(2t)] (3.56)
Euler then generalized the relationships (3.54) and (3.55) to define two new
functions
cosh(t) ≡
1
2
_
e
t
+ e
−t
_
(3.57)
which he called the “hyperbolic cosine”, and
sinh(t) ≡
1
2
_
e
t
−e
−t
_
(3.58)
which he called the “hyperbolic sine” (or “sinus hyperbolicus”). Euler was
able to show, using the calculus of variations, which he helped to invent, that
the equilibrium configuration of a chain hanging between two fixed supports
is described by a hyperbolic cosene. Equations (3.57) and (3.58) can be used
to derive many relationships between the hyperbolic functions. For example,
one can show that
sinh
2
(t) ≡
1
2
[1 + cosh(2t)] (3.59)
• Problem 3.15: Use Euler’s identities (3.51) and (3.52) together with
equations (3.27) and (3.28) to evaluate
d
dt
_
e
it
_
.
• Problem 3.16: Compare the result of Problem 3.15 with the result of
differentiating the series of equation (3.50) term by term.
• Problem 3.17: Evaluate the indefinite integral
_
dt e
it
.
• Problem 3.18: Use equations (3.53) and (3.54) to evaluate [cos(t)]
2
+
[sin(t)]
2
.
• Problem 3.19: Use equations (3.57) and (3.58) to evaluate [cosh(t)]
2

[sinh(t)]
2
.
Equations (3.27) and (3.28) can be used to find the indefinite integrals of
sin(t) and cos(t):
_
dt cos(t) = sin(t) + C (3.60)
and
_
dt sin(t) = −cos(t) + C (3.61)
80 CHAPTER 3. INTEGRAL CALCULUS
To end this chapter on integral calculus let us return to the story of
Archimedes, whose calculations showed that the ratio of the volume of a
sphere to the volume of a cylinder circumscribed around it is exactly 2/3.
He was so pleased with this result that he wished it to be carved onto his
tombstone. Can we use integral calculus to follow in the steps of Archimedes?
To do so, we must first find the area of a circle of radius r. We do this by
calculating the following definite integral, whose meaning is shown in Figure
3.11.
r
2
2
_

0
dt = πr
2
= area of a circle (3.62)
Figure 3.11: This figure shows the geometrical interpretation of equation
(3.62). The extremely narrow triangle shown in the figure has height r, base
r dt, and area r
2
dt/2. The integral represents the sum of all these small area
contributions, and the result is the total area of the circle.
Having found the area of a circle, we can easily find the volume of a
cylinder of height h which has the circle as its base.
volume of a cylinder = πr
2
h (3.63)
81
Thus the volume of the cylinder will be πr
2
h, but in the particular case where
h = 2r, it will be 2πr
3
.
The definite integral
ρ
2
_

0
ds
_
π
0
dt sin(t) = 4πρ
2
(3.64)
can be interpreted as the area of the surface of a sphere of radius ρ. To see
that this is the case, we must imagine a globe representing the earth. On
the surface of the globe are drawn lines representing latitude t and longitude
s. Thus the line t = π/2 represents the equator, while t = 0 and t = π
respectively represent the north and south poles. The angle s (longitude)
indicates how far west we are from the Greenwich Meridian. For example, if
we are on the equator, s = 0 places us somewhere in Africa, while s = π is in
the Pacific. If we let s = 2π, we are back again in Africa. Figure 3.12 shows
on the globe a small element of area which is approximately rectangular in
shape. One of the sides has length ρ∆s, while the other has length ρsin(t)∆t.
Thus the area of the rectangle will be
∆A = ρ
2
∆s sin(t)∆t (3.65)
The integral shown in equation (3.64) can be interpreted as the result we get
from adding together all the small elements of area in the limit where both
∆s and ∆t become infinitesimally small. Thus (3.64) tells us that
the surface of a sphere of radius ρ = 4πρ
2
(3.66)
The definite integral

_
r
0
dρ ρ
2
=
4πr
3
3
= volume of a sphere of radius r (3.67)
on the left of equation (3.67) can be interpreted as the volume of a sphere
of radius r, since the operation of integration can be interpreted as adding
together many small volume elements
∆V = 4π ∆ρ ρ
2
(3.68)
in the limit where ∆V becomes infinitesimally small.
Thus, finally we obtain Archimedes famous result
volume of a sphere
volume of the circumscribed cylinder
=
2
3
(3.69)
During the centuries that separated Archimedes from Newton, the methods
by which he obtained this result were lost, but through the work of Descartes,
Newton, Leibniz, the Bernoulli’s, Euler and many others, both differential
and integral calculus were rediscovered and turned into practical tools that
form part of the foundation of the modern world.
82 CHAPTER 3. INTEGRAL CALCULUS
Figure 3.12: On a globe representing the earth, we can let the angle t repre-
sent latitude while s represents longitude. A small approximately rectangular
area is shown on the globe. The sides of this small rectangle are ρ∆s and
ρsin(t)∆t, where ρ is the radius of the globe, while ∆t and ∆s are small
changes in the two angles. By letting these changes become infinitesimal and
integrating over the two angles, we obtain the total area of the globe, as is
shown in equation (3.64).
Chapter 4
Differential equations
Linear ordinary differential equations; rates of growth
and decay
Leonhard Euler and all the members of the Bernoulli family were very much
interested in differential equations, i.e., in equations relating the differentials
of functions to the functions themselves. The simplest example of this type
of relationship is the equation
df
dt
= kf (4.1)
where k is some constant. Equation (4.1) states that the rate of change of
some function f(t) is proportional to the function itself. This equation might
(for example) describe the rate of growth of money that we have put into
the bank, where k is the interest rate. It might also describe the increase or
decrease of a population, where k represents the difference between the birth
rate and the death rate. In both cases, the rate of change of f is proportional
to the amount of f present at a given time. We can try to solve equation
(4.1) by assuming that the solution can be represented by a series of the form
f =

n=0
a
n
t
n
= a
0
+ a
1
t + a
2
t
2
+ a
3
t
3
+ ... (4.2)
where the a
n
’s are constants that we have to determine. Then the first
derivative of the function f with respect to t will be given by
df
dt
=

n=0
na
n
t
n−1
= a
1
+ 2a
2
t + 3a
3
t
2
+ ... (4.3)
Substituting equations (4.2) and (4.3) into (4.1), we obtain:
a
1
+ 2a
2
t + 3a
3
t
3
+ ... = ka
0
+ ka
1
t + ka
2
t
2
+ ... (4.4)
83
84 CHAPTER 4. DIFFERENTIAL EQUATIONS
In order for (4.4) to hold for all values of t, we need the following relationships
between the constant coefficients a
n
:
a
1
= ka
0
2a
2
= ka
1
3a
3
= ka
2
.
.
.
.
.
.
.
.
.
na
n
= ka
n−1
(4.5)
This set of equations can be solved to give all of the higher coefficients in
terms of a
0
:
a
1
=
k
2
1!
a
0
a
2
=
k
2
2!
a
0
a
3
=
k
3
3!
a
0
.
.
.
.
.
.
.
.
.
a
n
=
k
n
n!
a
0
(4.6)
Substituting these values of the coefficients back into (4.2) and remembering
Napier’s series (3.40) we obtain
f = a
0
_
1 + kt +
(kt)
2
2!
+
(kt)
3
3!
+ ...
_
= a
0
e
kt
(4.7)
From equation (4.7) we can see that e
kt
multiplied by a constant a
0
will
satisfy the differential equation (4.1). It follows that
d
dt
e
kt
= ke
kt
(4.8)
In other words, when we differentiate e
kt
with respect to t, we obtain the
same function again, multiplied by k. Using the relationships discussed in
Chapter 3, we can also see that
_
dt e
kt
=
e
kt
k
+ C (4.9)
The constant a
0
that appears in equation (eq:4.1g) is analogous to a constant
of integration. It has to be chosen to satisfy other conditions imposed on the
85
solution besides the differential equation. In general, such conditions are
called “boundary conditions”. We gave two examples of how equation (4.1)
might be interpreted: f(t) might represent the growth of money deposited
in a bank at interest rate k. In that case, a
0
would represent the amount
of money at the initial time, t = 0. On the other hand, if f(t) represents a
biological population changing as a function of time, where the constant k is
the difference between the birth rate and the death rate, then a
0
represents
the population at t = 0.
• Problem 4.1: Use equation (4.9) and Euler’s identities (3.53) and
(3.54) to show that
_
dt cos(ωt) =
1
ω
sin(ωt) + C

and that
_
dt sin(ωt) = −
1
ω
cos(ωt) + C

where C

is a constant.
• Problem 4.2: If (on the average) 0.1% of the soup bowls that a cafe-
teria owns are broken every day, write a differential equation that de-
scribes the average decrease in the number of soup bowls as a function
of time. Suppose that the cafeteria decides to replace the bowls after
half are gone. How long will it be before they have to replace them?
Use the fact that ln(2) = 0.693.
• Problem 4.3: Suppose that the population of a country increases on
the average by 2% each year. If it continues to increase at this rate, by
what factor will it have increased in a century? By how much in two
centuries? By how much in three centuries?
Equation (eq:4.1a) is called a “first-order ordinary differential equation”
- first-order because it involves only the function itself and its first derivative
with no higher derivatives appearing; ordinary because it involves only one
variable, t. We will now go on to discuss an example of a second-order
ordinary differential equation, where we will see that there are two constants
that must be determined by the boundary conditions of the problem.
The harmonic oscillator
As an example of a second-order ordinary differential equation, let us consider
the relationship
d
2
f
dt
2
= −ω
2
0
f (4.10)
86 CHAPTER 4. DIFFERENTIAL EQUATIONS
which is sometimes called the “harmonic oscillator equation”. We can solve
this equation in two different ways. The first way is to make use of Euler’s
identities, (3.53) and (3.54), together with equation (4.8). If we let k = iω
0
and if we express sin(ω
0
t) and cos(ω
0
t) in terms of e

0
t
and e
−iω
0
t
we obtain
d
dt
sin(ω
0
t) =
d
dt
_
1
2i
_
e

0
t
−e
−iω
0
t
_
_
=
1
2i
_

0
e

0
t
+ iω
0
e
−iω
0
t
_
= ω
0
cos(ω
0
t)
(4.11)
and
d
dt
cos(ω
0
t) =
d
dt
_
1
2
_
e

0
t
+ e
−iω
0
t
_
_
=
1
2
_

0
e

0
t
−iω
0
e
−iω
0
t
_
= −ω
0
sin(ω
0
t)
(4.12)
These equations are closely similar to (3.27) and (3.27), except for the factor
ω
0
. If we differentiate (4.11) and (4.12) a second time with respect to t, we
obtain:
d
2
dt
2
sin(ω
0
t) = ω
0
d
dt
cos(ω
0
t) = −ω
2
0
sin(ω
0
t) (4.13)
and
d
2
dt
2
cos(ω
0
t) = −ω
0
d
dt
sin(ω
0
t) = −ω
2
0
cos(ω
0
t) (4.14)
Looking at equations (4.13) and (4.14), and comparing them with (4.10),
we can see that both sin(ω
0
t) and cos(ω
0
t) are solutions to the harmonic
oscillator equation, (4.10). It follows that if a
1
and a
0
are constants,
f(t) = a
1
sin(ω
0
t) + a
0
cos(ω
0
t) (4.15)
must also be a solution. Here we can see that the solution of a second-
order ordinary differential equation contains two constants analogous to the
constants of integration that we encountered when evaluating indefinite inte-
grals. These constants cannot be found from the differential equation itself.
They are determined by the boundary conditions of the problem.
The second way of solving the harmonic oscillator equation is to assume
that the solution f(t) can be expanded in a series of the form shown in
equation (4.2). The first derivative of f will then be given by (4.3), and if
we differentiate a second time, we obtain:
d
2
f
dt
2
= 2 a
2
+ 6 a
3
t + 12 a
4
t
2
+ 20 a
5
t
3
+ ... (4.16)
Multiplying f by −ω
2
0
gives
−ω
2
0
f = −ω
2
0
a
0
−ω
2
0
a
1
t −ω
2
0
a
2
t
2
−ω
2
0
a
3
t
3
−.... (4.17)
87
Thus the harmonic oscillator equation requires that
2 a
2
+6 a
3
t +12 a
4
t
2
+20 a
5
t
3
+... = −ω
2
0
a
0
−ω
2
0
a
1
t −ω
2
0
a
2
t
2
−ω
2
0
a
3
t
3
−....
(4.18)
The requirement that (4.18) must hold for all values of t gives us a set of
equations relating the higher even coefficients to a
0
:
a
2
= −
ω
2
0
2!
a
0
a
4
= +
ω
4
0
4!
a
0
a
6
= −
ω
6
0
6!
a
0
.
.
.
.
.
.
.
.
. (4.19)
and another set of equations relating the higher odd coefficients to a
1
:
a
3
= −
ω
3
0
3!
a
1
a
5
= +
ω
5
0
5!
a
1
a
7
= −
ω
7
0
7!
a
1
.
.
.
.
.
.
.
.
. (4.20)
Thus the solution can be written in the form
f = a
1
_
ω
0
t −

0
t)
3
3!
+

0
t)
5
5!
−...
_
+ a
0
_
1 −

0
t)
2
2!
+

0
t)
4
4!
−...
_
(4.21)
where the constants a
1
and a
0
must be determined from the boundary con-
ditions of the problem. Comparing these series with the series in equations
(3.34) and (3.35), we can rewrite (4.21) in the form
f(t) = a
1
sin(ω
0
t) + a
0
cos(ω
0
t) (4.22)
which is exactly the same as our previous result.
• Problem 4.4: The solution to the harmonic oscillator equation shown
in equation (4.22) contains two constants of integration, a
0
and a
1
. If
the initial conditions require that
f(0) = 1
_
df
dt
_
t=0
= 0
what are the values of the constants a
0
and a
1
?
88 CHAPTER 4. DIFFERENTIAL EQUATIONS
What happens when friction is added?
If we want to make the harmonic oscillator equation a little more complicated,
we can add a term proportional to df/dt:
d
2
f
dt
2
+ a
df
dt
+ ω
2
0
f = 0 (4.23)
Equation (4.23) is called the “damped harmonic oscillator equation”. Our
original harmonic oscillator equation, (4.10) might (for example) represent
the motion of a frictionless pendulum, while in (4.23) the effects of friction
are included. In order to solve the differential equation of a damped harmonic
oscillator, let us assume that it is possible to write the solution in the form
f = e
kt
(4.24)
where k is a constant that may have both real and imaginary parts. (An
imaginary number is a number that is proportional to i, where i ≡

−1.) If
we cannot find a solution of this form, we will have to think of some other
trial function, but let us begin by examining f = e
kt
to see whether this will
work. From (4.8) we have
df
dt
= kf
d
2
f
dt
2
= k
2
f (4.25)
Substituting (4.24) and (4.25) into the damped harmonic oscillator equation,
we have
_
k
2
+ ak + ω
2
0
_
f = 0 (4.26)
Since f is in general not zero, the quantity in brackets must vanish. We said
that we would allow k to have both real and imaginary parts. To make this
explicit, we write
k = u + iv (4.27)
where u and v are real numbers and i ≡

−1. Substituting this into the
requirement
k
2
+ ak + ω
2
0
= 0 (4.28)
yields
(u + iv)
2
+ a(u + iv) + ω
2
0
= 0 (4.29)
or
u
2
+ 2iuv −v
2
+ au + iav + ω
2
0
= 0 (4.30)
The imaginary part of (4.30) must be separately equal to zero, and therefore
2u + a = 0 u =
a
2
(4.31)
89
The real part of (4.30) must also vanish, which gives us the relationship
a
2
4
−v
2
+ ω
2
0
= 0 (4.32)
where we have used the fact that u = a/2. Solving (4.32) for v, we obtain:
v = ±
¸
ω
2
0
+
a
2
4
(4.33)
The positive value of the square root in equation (4.33) gives us one solution
to the damped harmonic oscillator equation, and the negative square root
yields another independent solution. The most general solution thus has the
form:
f = A
1
e
k
+
t
+ A
2
e
k

t
= e
−at/2
_
A
1
e

t
+ A
2
e
−iω

t
_
(4.34)
where A
1
and A
2
are constants that must be determined from the boundary
conditions, and where
ω


¸
ω
2
0
+
a
2
4
(4.35)
Using Euler’s identities, we can rewrite the general solution in the form.
f(t) = e
−at/2
[a
1
sin(ω

t) + a
0
cos(ω

t)] (4.36)
Figure 4.1 shows the solution f(t) in equation (4.36) for the case where a
0
= 1
and a
1
= 0 and a = ω
0
/10.
• Problem 4.5: Repeat Problem 4.4 for the damped harmonic oscillator
transient solution shown in equation (4.36).
What happens if we add a driving force?
If we want to make our damped harmonic oscillator equation still more com-
plicated
1
, we can add a term representing an external driving force. For ex-
ample, if the damped harmonic oscillator in question is a playground swing
in which a small girl is sitting, the driving force might be her brother, who
occasionally pushes the swing. Or if the damped harmonic oscillator repre-
sents a musical instrument, the driving force comes from the efforts of the
musician. Both equations (4.10) and (4.23) are said to be “homogeneous”
differential equations. This means that they only contain terms proportional
to f and to its derivatives. However, when we add a term representing an ex-
ternal driving force, we obtain what is called an “inhomogeneous” differential
1
Do I hear someone saying “No! No! Help!”?
90 CHAPTER 4. DIFFERENTIAL EQUATIONS
Figure 4.1: This figure illustrates the behavior of a damped harmonic oscil-
lator as a function of time. The figure shows the solution in equation (4.36)
for the case where a
0
= 1 and a
1
= 0 and a = ω
0
/10. Because of damp-
ing, the oscillations gradually disappear, and for this reason they are called
“transients”.
equation. For example, if the driving force has the form cos(ωt) the inhomo-
geneous differential equation for the driven, damped harmonic oscillator has
the form:
d
2
f
dt
2
+ a
df
dt
+ ω
2
0
f = cos(ωt) (4.37)
The most general solution to an inhomogeneous differential equation is the
sum of a solution to the corresponding homogeneous equation, plus a partic-
ular solution to the inhomogeneous equation:
f = f
homogeneous
+ f
particular
(4.38)
In our case, the homogeneous equation corresponding to (4.37) is equation
(4.23). If we rewrite (4.37) in the form
_
d
2
dt
2
+ a
d
dt
+ ω
2
0
_
f = cos(ωt) (4.39)
we can see that the differential operator in round brackets, acting on a so-
lution to the homogeneous equation, (4.23), will give zero. Suppose that we
can manage, somehow or other, to find a function such that the same oper-
ator acting on it gives cos(ωt). We call this function a particular solution to
91
the inhomogeneous equation. Thus the most general solution to (4.39) will
have the form shown in equation (4.38), because when the operator in round
brackets acts on f
homogeneous
the result is zero, but when the same operator
acts on f
particular
, it yields cos(ωt). We already have a solution to the ho-
mogeneous equation, namely the function shown in (4.34). The particular
solution to the inhomogeneous equation can be found by assuming that it
has the form
f
particular
= A(ω)e
iωt
+ B(ω)e
−iωt
(4.40)
Substituting (4.40) into (4.39), and making use of Euler’s identities, we obtain
the requirements
A(ω)
_
−ω
2
+ iaω + ω
2
0
_
=
1
2
(4.41)
and
B(ω)
_
−ω
2
−iaω + ω
2
0
_
=
1
2
(4.42)
so that f
particular
must have the form
f
particular
=
e
iωt
2 (−ω
2
+ iaω + ω
2
0
)
+
e
−iωt
2 (−ω
2
−iaω + ω
2
0
)
(4.43)
Notice that the particular solution of the inhomogeneous differential equation
does not contain any constants analogous to constants of integration.
What is the physical interpretation of these results? Looking at the par-
ticular solution, (4.43), we may be surprised (and perhaps a little disturbed)
to see it expressed in terms of i ≡

−1. How can the solution to a physi-
cal problem involve imaginary numbers? However, closer examination shows
that f
particular
is real. The first term in f
particular
is complex, i.e. it has both
a real part and an imaginary part. Suppose that we define two real numbers,
x and y, in such a way that x is the real part of the first term, while iy is
the imaginary part:
x + iy ≡
e
iωt
2 (−ω
2
+ iaω + ω
2
0
)
(4.44)
Then it must be true that
x −iy =
e
−iωt
2 (−ω
2
−iaω + ω
2
0
)
(4.45)
since we can go from (4.44) to (4.45) by replacing i everywhere by −i. Adding
the two equations, we obtain 2x on the left-hand side, which is real, while on
92 CHAPTER 4. DIFFERENTIAL EQUATIONS
the right we obtain f
particular
. Multiplying both the top and bottom of (4.44)
by (ω
2
0
−ω
2
−iaω) and looking at the real part of the result, we obtain
f
particular
=

2
0
−ω
2
)cos(ωt) + aωsin(ωt)

2
0
−ω
2
)
2
+ a
2
ω
2
(4.46)
In equation (4.46), ω
0
is the natural frequency of the oscillator, while ω
is the frequency of the driving force. We can see that when the driving
frequency approaches the natural frequency of the oscillator, the amplitude
of the induced oscillations will become large. Figure 4.2 shows the factor
A(ω) =
1

2
0
−ω
2
)
2
+ a
2
ω
2
(4.47)
as a function of the driving frequency ω for several values of the damping
constant a. It can be seen that the smaller the damping constant a, the
larger the induced oscillations become. The peaking of the amplitude factor
is called a “resonance”. When the damping is small, the resonance is sharp.
Figure 4.2: This figure shows the shape of the resonance of a driven damped
harmonic oscillator, equation (4.47). The curve A(ω) in that equation is
plotted as a function of the driving frequency ω for various values of the
damping constant a. In the graph, ω
0
= 1, and the three curves correspond
to a = .1, a = .2 and a = .3. When the damping is small, the resonance is
sharp.
93
The reader may enjoy trying the following simple experiment, which sim-
ulates the behavior of a driven damped harmonic oscillator: Take a small
weight and attach it to a rubber band. Hold the rubber band in your hand
so that the weight dangles from it. Lift the weight a little with your other
hand, and release it. The weight will move up and down with a characteristic
frequency which we have called ω

≈ ω
0
in our discussion. After a little while,
the oscillations will become smaller and and they will finally disappear be-
cause of friction (damping). These transient oscillations are those shown in
equation (4.34). Now move your hand holding the rubber band up and down
with some other frequency, ω. Gradually increase ω so that it approaches
ω
0
. The oscillations of the suspended weight will become large as you pass
through the resonance, and smaller again when ω is higher than ω
0
. Notice
that the phase between the induced oscillations and the driving force changes
as you pass through the resonance, as is predicted by equation (4.46).
Partial differentiation; Daniel Bernoulli’s wave equation
Having discussed differential equations involving only a single variable (ordi-
nary differential equations), let us now turn to differential equations involving
several variables. These are called “partial differential equations”. The most
important pioneer of this branch of mathematics was Daniel Bernoulli.
In 1727, John Bernoulli in Basle, corresponding with his son Daniel in St.
Petersberg, developed an approximate set of equations for the motion of a
vibrating string by considering it to be a row of point masses, joined together
by weightless springs. Then Daniel boldly passed over to the continuum limit,
where the masses became infinitely numerous and small.
The result was Daniel Bernoulli’s famous wave equation, which is what
we would now call a partial differential equation. But what is a partial
differential equation? What is partial differentiation?
Daniel Bernoulli developed his wave equation to describe the motion of
a vibrating string, for example a violin string, and in this problem there are
two variables: x, which represents the distance along the string, and t, which
represents time. The displacement of the string from its equilibrium position
is represented by f(x, t). In other words, the displacement is a function of
two variables, position and time. To deal with this problem, Daniel Bernoulli
defined partial differentials in much the same way that Isaac Newton defined
ordinary differentials (equation (2.13)). He introduced the definitions:
∂f
∂x

limit
∆x →0
_
f(x + ∆x, t) −f(x, t)
∆x
_
(4.48)
94 CHAPTER 4. DIFFERENTIAL EQUATIONS
and
∂f
∂t

limit
∆t →0
_
f(x, t + ∆t) −f(x, t)
∆t
_
(4.49)
We can understand of the partial differentials defined by equations (4.48)
and (4.49) by imagining that we are walking in a landscape of hills and
valleys. In this landscape, f(x, t) represents the height above sea level, while
x represents the north-south position and t the east-west position. If we take
an infinitesimal step northward, the change in our height above sea level will
be
∂f
∂x
dx (4.50)
where dx is the length of our northward step, whereas if we take a step
eastward, the change will be
∂f
∂t
dt (4.51)
The rules for partial differentiation are the same as for ordinary differen-
tiation, except that we must add an extra rule: When performing partial
differentiation with respect to one variable, all other variables must be re-
garded as constants. Second partial derivatives are defined similarly. For
example, to find

2
f
∂x
2


∂x
_
∂f
∂x
_
(4.52)
we simply differentiate twice with respect to x, and we remember that during
this process, all other variables must be regarded as constant. For, example,
when we have two variable, x and t, then t is regarded as constant when we
evaluate the second partial derivative with respect to x. Similarly, when we
evaluate the second partial derivative with respect to t,

2
f
∂t
2


∂t
_
∂f
∂t
_
(4.53)
x is regarded as constant. It is also possible to define mixed partial deriva-
tives, and it turns out that in the mixed second partial derivative

2
f
∂x∂t


∂x
_
∂f
∂t
_
=

2
f
∂t∂x
=

∂t
_
∂f
∂x
_
(4.54)
the order of differentiation does not matter.
• Problem 4.6: Suppose that
(x + iy)
n
= u + iv
95
where n = 3 and where x, y, u and v all are real, with i ≡

−1. Find
u and v and show that
∂u
∂x
=
∂v
∂y
∂v
∂x
= −
∂u
∂y
These equations are called the “Cauchy-Riemann equations”.
• Problem 4.7: Repeat Problem 4.6 for n = 1 and n = 2.
• Problem 4.8: Show that if u and v satisfy the Cauchy-Riemann equa-
tions, then
_

2
∂x
2
+

2
∂y
2
_
u = 0
and
_

2
∂x
2
+

2
∂y
2
_
v = 0
The second-order differential equation satisfied by both u and v is called
the “Laplace equation”.
In the notation that we have been discussing, Daniel Bernoulli’s wave
equation has the form
_

2
∂x
2

1
c
2

2
∂t
2
_
f(x, t) = 0 (4.55)
where c is a constant. Bernoulli was able to show that in the case of a
vibrating string,
c =
¸
T
µ
(4.56)
where T is the tension in the string and where µ is the mass per unit length.
Daniel Bernoulli solved his wave equation by assuming that a solution could
be written in the form
f(x, t) = φ(x) [cos(ωt) + a
1
sin(ωt)] (4.57)
where the constant a
1
is determined by the initial conditions of the problem.
Then, since

1
c
2

2
∂t
2
[cos(ωt) + a
1
sin(ωt)] = −ω
2
[cos(ωt) + a
1
sin(ωt)] (4.58)
x-dependent part of the solution had to satisfy
_

2
∂x
2
+
ω
2
c
2
_
φ(x) =
_
d
2
dx
2
+ k
2
_
φ(x) = 0 (4.59)
96 CHAPTER 4. DIFFERENTIAL EQUATIONS
where
k
2

ω
2
c
2
(4.60)
Daniel Bernoulli showed that (4.59) has sinusoidal solutions of the form
φ(x) = A
1
sin(kx) + A
2
cos(kx) (4.61)
where the constants A
1
and A
2
as well as the value of k are determined by
the boundary conditions. For example, if the vibrating string is clamped at
the positions x = 0 and x = L, then we know that A
2
= 0 (since cos(0) = 0),
and that
φ(L) = sin(kL) = 0 (4.62)
The boundary condition shown in equation (4.62) determines the allowed
values of k; they must such that kL is an integral multiple of π, and thus the
only allowed values are
k =

L
n = 1, 2, 3, 4, ... (4.63)
Only positive integers need be considered, because although the negative in-
tegers would satisfy the boundary conditions, they do not yield any new
independent solutions. Thus Daniel Bernoulli’s wave equation, with the
boundary conditions f(0, t) = 0 and f(L, t) = 0, can be satisfied by any
function of the form
f
n
(x, t) = A
n
sin(kx) [cos(kct) + a
n
sin(kct)] (4.64)
where k is an integral multiple of π/L.
Bernoulli realized that the sum of any two solutions to his wave equation
is also a solution. This is easy to prove: We know that if f
n
(x, t) has the
form shown in equation (4.64), then
_

2
∂x
2

1
c
2

2
∂t
2
_
f
n
(x, t) = 0 (4.65)
Then a function of the form
Φ(x, t) =

n
f
n
(x, t) (4.66)
will also be solution, since
_

2
∂x
2

1
c
2

2
∂t
2
_
Φ(x, t) =

n
_

2
∂x
2

1
c
2

2
∂t
2
_
f
n
(x, t) = 0 (4.67)
97
where we have made use of equation (4.65).
Daniel Bernoulli’s superposition principle is a mathematical proof of a
property of wave motion noticed by Huygens. The fact that many waves
can propagate simultaneously through the same medium without interacting
was one of the reasons for Huygens’ belief that light is wavelike, since he
knew that many rays of light from various directions can cross a given space
simultaneously without interacting.
The argument between Bernoulli and Euler; Fourier
analysis
Leonhard Euler and Daniel Bernoulli were both such great mathematicians
and great friends that it is strange to think that there could ever have been
a disagreement between them. Nevertheless, a long argument between these
two geniuses began as a result of their independent solutions to the wave
equation. The argument was by no means sterile, however, and eventually it
led to the foundation of a new branch of mathematics - Fourier analysis.
We have just seen Bernoulli’s solution to the wave equation. Leonhard
Euler also solved it, and in a completely different way. Euler showed that if
F and G are any two well-behaved functions of a single variable, then
_

2
∂x
2

1
c
2

2
∂t
2
_
F(x + ct) = 0 (4.68)
and
_

2
∂x
2

1
c
2

2
∂t
2
_
G(x −ct) = 0 (4.69)
for example, when
F(x + ct) = (x + ct)
2
= x
2
+ 2xct + c
2
t
2
(4.70)
then

2
F
∂x
2
=

2
∂x
2
_
x
2
+ 2xct + c
2
t
2
_
=

∂x
[2x + 2ct] = 2 (4.71)
while

1
c
2

2
F
∂t
2
= −
1
c
2

2
∂t
2
_
x
2
+ 2xct + c
2
t
2
_
= −
1
c
2

∂t
_
2xc + 2c
2
t
_
= −2 (4.72)
Adding equations (4.71) and (4.72) we obtain (4.68). Notice that in carrying
out the partial differentiations with respect to x, we regard t as a constant,
while in (4.72), where we differentiate with respect to t, we hold x constant.
98 CHAPTER 4. DIFFERENTIAL EQUATIONS
Leonhard Euler was able to show that if F is a function of some variable w,
then

∂x
F(w) =
dF
dw
∂w
∂x

∂t
F(w) =
dF
dw
∂w
∂t
(4.73)
and using these relationships he was able to prove that equations (4.68) and
(4.69) hold in general, no matter what the functions F and G might be.
• Problem 4.9: Use the relationships shown in equation (4.73) to show
that F(x + ct) satisfies the wave equation, (4.68).
• Problem 4.10: Show that G(x −ct) also satisfies the wave equation.
• Problem 4.11: Use equation (4.73) to show that if
F(x + iy) = u + iv
where u and v are real functions of x and y, then u and v satisfy the
Cauchy-Riemann equations and the Laplace equation.
Meanwhile, Daniel Bernoulli had derived his own solutions to the wave
equation, the ones shown in equation (4.64), and he had also shown that if
these solutions are added together, with various values of the constants A
n
and a
n
, the result is also a solution. Euler and Bernoulli wrote letters to
each other about their work on the wave equation, and being great math-
ematicians, they were able draw the logical conclusion that followed from
their results: If they were both right, it had to follow that by choosing the
constants A
n
in the right way it would be possible to construct series such
that
f(x) =

n=0
A
n
sin(
nπx
L
) n = 1, 2, 3, ... (4.74)
regardless of the form of f(x), the only restriction being that f should
be single-valued, continuous and differentiable and that it should obey the
boundary conditions f(x) = 0 and f(L) = 0. Euler found this hard to be-
lieve, and to the end of his life he continued to think that there must be
something wrong. Euler believed the he himself had found the most general
solutions to the wave equation, and that his friend Daniel’s set of solutions
was somehow incomplete - not sufficiently general.
Fourier analysis
The controversy about the completeness of Bernoulli’s solutions was still rag-
ing when Jean-Baptiste Fourier (1768-1830) arrived on the scene. Although
99
he began life as the orphaned son of a poor tailor, Fourier later achieved
distinction as Professor of Mathematics at Napoleon’s
´
Ecole Normale, and
he even became a personal friend of the emperor. He followed Napoleon to
Egypt, where he helped to set up the Egyptian Institute, and where he made
estimates of the ages of the pyramids and other monuments. Napoleon fi-
nally appointed Fourier as the Prefect of a district in southern France in the
vicinity of Grenoble. Fourier worked hard at this job, supervising (for exam-
ple) the draining of swamps to eliminate malaria. Nevertheless, he continued
his mathematical research, and during his time in Grenoble he composed a
monumental study of heat conduction, his M´emoir sur la Chaleur. In this
work, he made use of a method that later became known as Fourier analysis.
Figure 4.3: Jean-Baptiste Fourier (1768-1830) founded a branch of mathe-
matics now known as Fourier analysis. Its generalizations have great impor-
tance for many branches of theoretical science and engineering.
The diffusion equation, which governs heat flow, is similar to the wave
equation except that it involves only first-order differentiation with respect
to time. For the case of heat flow in a metal rod, the equation for the
100 CHAPTER 4. DIFFERENTIAL EQUATIONS
temperature as a function of both position and time has the form

∂t
T(x, t) = C

2
∂x
2
T(x, t) (4.75)
where C is a constant and where T(x, t) + T
0
is the temperature.
• Problem 4.12: Show that functions of the form
T
n
(x, t) = A
n
e
−a
n
t
sin
_
nπx
L
_
n = 1, 2, 3, ...
are solutions to the diffusion equation satisfying the boundary condi-
tions T
n
(0, t) = 0 and T
n
(L, t) = 0. What condition must the constants
a
n
fulfill in order that the diffusion equation should be satisfied? How
should the constants A
n
be chosen?
Fourier was able to use a slightly modified version of Daniel Bernoulli’s
methods to find solutions to the diffusion equation, and given the initial tem-
perature distribution, he was able to calculate the temperature distribution
at any future time. To do this, he needed to determine the constants A
n
in
series such as the one shown in equation (4.74). (Today, this type of series is
called a Fourier series.) One of the equations that Fourier used to determine
these constants had the form
2
L
_
L
0
dx sin
_
nπx
L
_
sin
_
mπx
L
_
=
_
¸
_
¸
_
0 if n = m
1 if n = m
(4.76)
where both n and m are integers. From equation (4.76) if follows that
2
L
_
L
0
dx sin
_
nπx
L
_
f(x)
=
2
L

m=0
A
m
_
L
0
dx sin
_
nπx
L
_
sin
_
mπx
L
_
= A
n
(4.77)
Fourier was able to substitute the A
n
’s calculated from (4.77) back into the
the series for f(x). For example, suppose that
f(x) =
_
¸
_
¸
_
1 if 0 < x < L/2
0 if L/2 ≤ x < L
(4.78)
101
then
A
n
=
2
L
_
L
0
dx sin
_
nπx
L
_
f(x)
=
2
L
_
L/2
0
dx sin
_
nπx
L
_
=
2

_
1 −cos
_

2
__
(4.79)
Figure 4.4 shows the function defined by equation (4.78) compared with the
Fourier series for the function carried out to 50 terms. As more and more
terms are added to the series, it becomes more and more accurate, but in
order to be completely accurate, it would need an infinite number of terms.
Figure 4.4: This figure shows the Fourier series representation of the func-
tion defined by equation(4.76) compared with the function itself. The slowly
convergent series has been truncated after 50 terms, and thus it fails to rep-
resent the function with complete accuracy. However, if an infinite number
of terms had been included, the Fourier series would be completely accurate.
“Square waves” of the kind shown here are sometimes used to test high fidelity
electronic amplifiers, because very high frequencies are needed to accurately
reproduce the sharp corners of the square wave.
When Fourier submitted his M´emoir sur la Chaleur to the Academy
of Sciences in Paris, it was severely criticised and it failed to win the an-
102 CHAPTER 4. DIFFERENTIAL EQUATIONS
nual prize set by the Academy. The jury consisted of three of the most
eminent mathematicians of the period, Joseph-Louis Lagrange (1736-1813),
Pierre-Simon Laplace (1749-1827) and Adrien-Marie Legendre (1749-1827).
Lagrange, Laplace and Legendre objected that although Fourier’s methods
worked extremely well in practice, he had not really overcome Euler’s objec-
tions, i.e. he had not really shown that every continuous, single-valued and
differentiable function f(x) obeying the boundary conditions f(0) = 0 and
f(L) = 0 can be represented by the series shown in equation (4.74). (This
property of the set of functions in the series is called “completeness”, and it
was not proved until much later.) Undeterred by the criticism, Fourier pub-
lished his book without any changes. Both parties were right. Fourier was
right in believing his set of functions to be complete, and the jury was right
in pointing out that he had not proved it. The generalizations of Fourier’s
methods are extremely powerful, and they form the basis for many branches
of theoretical science and engineering.
Modern times
When Pythagoras found the relationship between musical tones and rational
numbers through his studies of the harmonics of a vibrating string, his strong
intuition told him that he was approaching a deep truth about the nature
of the universe. If Pythagoras were alive today, he would rejoice in the
discoveries of modern physics, since they have shown that the structure of
atoms can be understood in terms of harmonics that are closely analogous to
the harmonics of a vibrating string. In 1926, the physicist Erwin Schr¨odinger
wrote down a differential equation that governs the motion of very small
particles such as electrons moving in an atom. For an electron moving in a
1-dimensional box of length L, the Schr¨odinger equation has the form

1
2
d
2
dx
2
ψ(x) = Eψ(x) (4.80)
with the boundary conditions
ψ(0) = 0 ψ(L) = 0 (4.81)
Because of the similarity to the equation for a vibrating string, we can im-
mediately write down a solution in the form
ψ
n
(x) = sin
_
nπx
L
_
n = 1, 2, 3, ... (4.82)
The quantity E is interpreted as the energy of the electron in the state ψ
n
.
Substituting (4.82) into (4.80) we obtain a set of energies that are allowed
103
by the Schr¨odinger equation (4.80) and the boundary conditions (4.81):
E
n
=
n
2
π
2
2L
2
n = 1, 2, 3, ... (4.83)
In other words, not every energy is allowed. Only certain energies are allowed,
each corresponding to a “quantum number” n. Discrete allowed energies
of this kind were observed experimentally by atomic spectroscopists at the
end of the 19th century, but until the work of Schr¨odinger and others at
the beginning of the 20th century these experimental results were a deep
mystery.
Figure 4.5: A photograph of Erwin Schr¨odinger, (1887-1961). His famous
wave equation (1926) describes the behavior of very small particles such as
electrons. Using the Schr¨odinger equation, one can analyse in a very exact
way the allowed states of atoms. These allowed states are found to be closely
analogous to the harmonics of vibrating strings, studied by Pythagoras many
centuries earlier.
How big are the energies E
n
? The 1-dimensional Schr¨odinger equation
shown in equation (4.80) is written in special units called “atomic units”,
which have been found to be especially convenient for calculations on atoms.
In atomic units, lengths are measured in “Bohrs” and energies are measured
104 CHAPTER 4. DIFFERENTIAL EQUATIONS
in “Hartrees”, (the names having been chosen to honor two of the pioneers
of atomic science).
1 Bohr = .529 ×10
−8
centimeters (4.84)
while
1 Hartree = 27.1 electron volts (4.85)
If the length of our box L is a few Bohrs (the approximate size of an atom),
equations (4.83) and (4.85) tell us that E
2
−E
1
will be a few electron volts.
An electron volt is defined as the energy needed to move an electron through
a potential of one volt. Energy changes (per electron) of this order of mag-
nitude are observed experimentally for chemical reactions.
By solving the Schr¨odinger equation for electrons in atoms, it has been
possible calculate atomic properties with great precision. In fact, most of
the physical and chemical properties of matter can in principle be calcu-
lated by solving differential equations, although the calculations are often so
complicated that they strain the power of modern computers.
Acknowledgements
I would like to thank my son James for help with the computer techniques
used to produce this book, and for his extremely valuable suggestions re-
garding the mathematical structure of Chapter 3. The book is dedicated to
Professor Roy McWeeny, one of the greatest pioneers of quantum chemistry.
Chapter 5
Solutions to the problems
• Problem 1.1: Calculate [cos(a)]
2
+[sin(a)]
2
for all of the angles shown
in Table 1.1. How is the result related to Pythagoras’ theorem concern-
ing the squares of the sides of right triangles?
Solution: In all cases, [cos(a)]
2
+[sin(a)]
2
= 1. This is because of the
definitions of sin(a) and cos(a), shown in Figure 1.6, and because of the
Pythagorean theorem. If the length of the long side of the right triangle
shown in the figure is 1, then its square is also 1. The sum of the areas
of squares constructed on the two shorter sides is [cos(a)]
2
+ [sin(a)]
2
,
and by the Pythagorean theorem this sum is equal to the area of a
square constructed on the long side, i.e. equal to 1.
• Problem 1.2: The total of all three angles inside any triangle is π
(or 180 degrees). What will the angles be at the corners of a triangle
where all three sides have equal length (an equilateral triangle)? How is
this result related to the fact that when t is π/6 (30 degrees), sin(t) =
1/2?: Solution: For an equilateral triangle, all three angles are equal
(by symmetry), and hence each of them is equal to π/3 (60 degrees).
Now imagine a line from one corner of the equilateral triangle to the
midpoint of the opposite side. This line will divide the equilateral
triangle into two right triangles, each with angles π/6, π/3 and π/2.
For one of these right triangles, the ratio of the shortest side to the
longest is 1/2, and this ratio is sin(π/6).
• Problem 1.3: Give an argument explaining the values of sin(t) and
cos(t) when t is π/4 (45 degrees).
Solution: For a right triangle where one of the angles is π/4, the
other two angles must be π/4 and π/2. Therefore, from symmetry,
the two short sides of the triangle are of equal length. Then from the
Pythagorean theorem it follows that sin(π/4) = cos(π/4) = 1/

2.
105
106 Calculus and Differential Equations
• Problem 1.4: How can the minus signs in Table 1.1 be interpreted?
Solution: The corner of the triangle where the angle a occurs in Figure
1.6 can be thought of as the origin of a Cartesian coordinate system.
On the right-hand side of the origin, the horizontal axis is positive,
while on the left it is negative. Similarly, the vertical axis is positive
above the origin, and negative below it. The short sides of the right
triangles used to define trigonometric functions can be thought of as
positive or negative according to this system.
• Problem 1.5: Extend Table 1.1 by calculating values of sin(t), cos(t)
and tan(t) when t = 7π/6 and t = 5π/4.
Solution:
t (degrees) t (radians) sin(t) cos(t) tan(t)
120

6

1
2


3
2
1

3
225

4

1

2

1

2
1
• Problem 1.6: In Figure 1.8, a square is inscribed in a circle. If the
radius of the circle is r, What is the length of a side of the square?
Solution: Let d
1
represent the length of a side of the square. A di-
agonal of the square will have length 2r, and from the Pythagorean
theorem, d
2
1
+ d
2
1
= (2r)
2
. Solving this equation, we have d
1
=

2 r =
1.4142 r.
• Problem 1.7: In Figure 1.8, an octagon is also inscribed in the circle.
Use the Pythagorean theorem to find the length of a side of the octagon.
What is the total length of all eight sides of the octagon?
Solution: Let d
2
represent the length of a side of the octagon. Then
from the Pythagorean theorem, we know that d
2
2
= (d
1
/2)
2
+(r−d
1
/2)
2
.
Solving for d
2
we obtain d
2
= .76537 r. The length of all eight sides of
the octagon is thus 8d
2
= 6.12293 r.
• Problem 1.8: What is the area of the octagon in Figure 1.8?
Solution: The area of the octagon is the area of the square plus the
Solutions to the problems 107
area of the eight small right triangles that can be constructed to fill out
the octagon. The area of the square is (

2r)
2
= 2r
2
. The area of the
eight small triangles is 2d
1
(r − d
1
/2) = .82843r
2
. Thus the total area
of the octagon is 2.82843 r
2
.
• Problem 1.9: If the circumference of a circle is given by 2πr, and if
the area of a circle is given by πr
2
, use the results of Problems 1.7 and
1.8 to find a lower limit to the value of π.
Solution: From Problem 1.7 it follows that π must be larger than
3.06147. From Problem 1.8 we know that π must be larger than
2.82843. Thus Problem 1.7 gives more accurate information about the
value of π than Problem 1.8.
• Problem 1.10: Looking at the curve f = t
2
shown in Figure 1.14,
we can see that when t = 1, f = 1. Suppose that we increase t by an
amount ∆t = .01. Then f will increase by an amount ∆f. What is the
ratio ∆f/∆t?
Solution: Since f(1.01) = (1.01)
2
= 1.0201 we have
∆f = f(1.01) −f(1) = .0201
∆f
∆t
=
.0201
.01
= 2.01
• Problem 1.11: Repeat Problem 1.10 for ∆t = .0001 and ∆t =
.000001. Does the ratio ∆f/∆t approach a limiting value as ∆t be-
comes smaller and smaller? How is this ratio related to the slope of the
curve?
Solution:
∆f = f(1.0001) −f(1) = .00020001
∆f
∆t
=
.000201
.0001
= 2.0001
∆f = f(1.000001) −f(1) = .000002000001
∆f
∆t
= 2.000001
The ratio ∆f/∆t seems to be approaching 2 more and more precisely
as ∆t becomes smaller. This ratio is a measure of the slope of the curve
at the point t = 1.
• Problem 2.1: Calculate the values of 5!, 6! and 7!.
Solution: 5! = 5 ×4! = 120, 6! = 6 ×5! = 720, 7! = 7 ×6! = 5040.
• Problem 2.2: Write expressions for (a +b)
5
and (a +b)
6
in powers of
a and b.
Solution:
(a + b)
5
= a
5
+ 5a
4
b + 10a
3
b
2
+ 10a
2
b
3
+ 5ab
4
+ b
5
108 Calculus and Differential Equations
(a + b)
6
= a
6
+ 6a
5
b + 15a
4
b
2
+ 20a
3
b
3
+ 15a
2
b
4
+ 6ab
5
+ b
6
• Problem 2.3: What is the value of the binomial coefficient
_
8
5
_
?
Solution:
_
8
5
_
=
8!
5!(8 −5)!
= 56
• Problem 2.4: Use equation (2.10) to make a series expansion of

1 + x ≡ (1 + x)
1/2
in powers of x. Evaluate the sum of the first
five terms in the series when x = .1. Square the result and compare it
to 1.1.
Solution:
(1 + x)
1/2
= 1 +
x
2

x
2
8
+
x
3
16

x
4
128
+ ...
1+.05−.00125+.0000625−.000004 = 1.04881 (1.04881)
2
= 1.10000
• Problem 2.5: Try evaluating the the first 5 terms of series of Problem
2.5 when x = 2. Does the series converge to a particular number as
more and more terms are added?
Solution:
1 + 1 −.5 + .5 −.625 + ... =?
The series does not seem to be converging.
• Problem 2.6: Calculate
df
dt
when f(t) =
1
t
3
Solution:
d
dt
_
t
−3
_
= −3t
−4
= −
3
t
4
• Problem 2.7: Calculate
df
dt
when f(t) = (at)
4
where a is a constant.
Solution:
d
dt
_
(at)
4
_
= a
4
d
dt
_
t
4
_
= 4a
4
t
3
• Problem 2.8: Calculate
df
dt
when f(t) = 1 + t.
Solution:
d
dt
[1 + t] =
d
dt
[1] +
d
dt
[t] = 0 + 1 = 1
Solutions to the problems 109
• Problem 2.9: Calculate
d
2
f
dt
2
when f(t) = t
1/2
.
Solution:
d
2
dt
2
_
t
1/2
_
=
d
dt
_
1
2
t
−1/2
_
= −
1
4
t
−3/2
• Problem 2.10: Suppose that f(t) = t
3
. Use equation (2.32) to cal-
culate the expansion coefficients a
n
and show that the expansion is
consistent with the original definition of the function.
Solution:
a
0
= [f]
t=0
=
_
t
3
_
t=0
= 0
a
1
=
1
1!
_
df
dt
_
t=0
=
_
3t
2
_
t=0
= 0
a
2
=
1
2!
_
d
2
f
dt
2
_
t=0
=
1
2
[6t]
t=0
= 0
a
3
=
1
3!
_
d
3
f
dt
3
_
t=0
=
1
6
[6]
t=0
= 1
a
4
=
1
4!
_
d
4
f
dt
4
_
t=0
=
1
24
[0]
t=0
= 0
f = a
0
+ a
1
t + a
2
t
2
+ a
3
t
3
+ a
4
t
4
+ ... = t
3
• Problem 2.11: Use equation (2.44), where g = 32 feet/second
2
, to
calculate how long a stone will take to fall from the top of a tower that
is 64 feet high (neglecting air resistance).
Solution:
0 = z
0

1
2
gt
2
t
2
=
2z
0
g
=
2 ×64
32
sec.
2
It will take 2 seconds for the stone to fall to the bottom of the tower.
• Problem 2.12: Suppose that instead of being merely dropped, the
stone in Problem 2.11 is thrown horizontally from the top of the same
tower with velocity v
x
= 16 feet/second. Use equation (2.45) to calcu-
late how far from the base of the tower it will land (again neglecting
air resistance).
Solution:
0 = z
0

gx
2
2v
2
x
110 Calculus and Differential Equations
x
2
=
2z
0
v
2
x
g
=
2 ×64 ×16 ×16
32
feet
2
The stone will fall 32 feet out from the bottom of the tower.
• Problem 3.1: Calculate the indefinite integral
_
dt t
4
.
Solution:
_
dt t
4
=
t
5
5
+ C
• Problem 3.2: Calculate the definite integral
_
2
1
dt t
4
.
Solution:
_
2
1
dt t
4
=
2
5
5

1
5
5
=
31
5
• Problem 3.3: If
df
dt
= t
1/2
, what is the form of the function f?
Solution:
f =
_
dt t
1/2
=
t
3/2
3/2
+ C
• Problem 3.4: Suppose that a man is walking at an average speed
of 3 kilometers per hour. How far, on the average, will he walk in 1
second? How is this question related to equation (3.10) and Figure 3.1?
Solution:
v =
3000 m
3600 s
= 0.83333 m/s
v(t
2
−t
1
) = 0.83333 meters
The integral of instantaneous velocity over time between t
1
and t
2
gives
the distance traveled in this time interval. When the velocity is con-
stant (v), as in equation (3.10), the distance traveled is v(t
2
−t
1
), and
this distance is represented by a rectangle in Figure 3.1. If the velocity
had been a function of time, the distance traveled would have been
given by the definite integral of that function, taken between t
1
and t
2
.
• Problem 3.5: As a boy, Isaac Newton constructed a water clock. It
was a large container with a small hole in the bottom, and the water
ran out through the hole at a constant rate. Let us suppose that its
volume was four quarts and that it took 24 hours to go from full to
empty. How fast did the water run out through the hole? If we apply
the idea of functions and differentials to this problem, what does f(t)
represent? What does df/dt represent? What did the word “fluxion”
Solutions to the problems 111
mean to Newton?
Solution:
v = −
4 quarts
24 hours
= −1.66667 q/h
In this problem, f(t) represents the amount of water in the container,
and df/dt represents the rate of change of that amount, or the rate of
flow (flux). Newton used the word “fluxion” to mean the rate of change
of some quantity that is a function of time.
• Problem 3.6: What are the heights of each of the five narrow strips
shown in Figure 3.4? What are the areas of each of the strips? What
is the sum of their areas?
Solution: The heights of the strips in Figure 3.4 are given by
h
1
=
at
2
5
h
2
=
2at
2
5
h
3
=
3at
2
5
h
4
=
4at
2
5
h
5
=
5at
2
5
Their areas are
h
j
∆t =
h
j
t
2
5
and their total area is
5

j=1
h
j
t
2
5
= (1 + 2 + 3 + 4 + 5)
at
2
2
25
=
3at
2
2
5
If the number of strips were increased, their total area would more
closely approximate the true area, at
2
2
/2.
• Problem 3.7: In Chapter 1, Figure 1.9 shows the method which
Archimedes used to calculate the area of a circle by dividing it into
a number of narrow strips and then letting the strips become more and
more narrow and numerous. In the figure, four strips are shown. If the
radius of the circle has length r = 1, what is the area of each strip?
What is their total area?
Solution: If we let h
j
represent the height of the jth strip, then from
the Pythagorean theorem we have
h
1
=
¸
1 −
_
1
8
_
2
= 0.99216
h
2
=
¸
1 −
_
3
8
_
2
= 0.92702
h
3
=
¸
1 −
_
5
8
_
2
= 0.78062
112 Calculus and Differential Equations
h
4
=
¸
1 −
_
7
8
_
2
= 0.48412
To find the areas of the strips, we divide each of these numbers by 4,
so that the areas are 0.24804, 0.23176, 0.19516 and 0.12103. The total
area of the four strips is 0.79602. To get the approximate total area
of the circle, we must multiply by 4, which yields 3.1841. This can be
compared with the value of π that is known from more exact calcula-
tions, 3.141592654... . If the number of strips had been increased, we
would have obtained a more exact result.
• Problem 3.8: If f(t) represents the distance traveled by an object
moving in a straight line, what does
df
dt
represent? What does
d
2
f
dt
2
represent?
Solution:
df
dt
represents the velocity at a given time, while
d
2
f
dt
2
repre-
sents the object’s acceleration.
• Problem 3.9: Suppose that an object has a constant acceleration a
in a particular direction. Express the velocity as an indefinite integral
and find an expression for the velocity of the object as a function of
time. What is the physical interpretation of the constant of integration?
Integrate again to find the distance travelled as a function of time.
What is the interpretation of the second constant of integration?
Solution:
v(t) =
_
a dt = at + v
0
The constant of integration, v
0
, represents the velocity of the object at
the initial time t = 0.
x(t) =
_
v(t) dt =
1
2
at
2
+ v
0
t + x
0
The second constant of integration represents the position of the object
at the initial time, t = 0.
• Problem 3.10: Repeat Problem 3.9 for the case where a = wt where
w is a constant. In other words, repeat the problem for the case where
the acceleration increases linearly with time.
Solution:
v(t) =
_
a(t) dt =
_
wt dt =
1
2
wt
2
+ v
0
x(t) =
_
v(t) dt =
_ _
1
2
wt
2
+ v
0
_
dt =
1
6
wt
3
+ v
0
t + x
0
The constants of integration have the same meaning as in Problem 3.9.
Solutions to the problems 113
• Problem 3.11: Use the series of equations (3.34) and (3.35) to evalu-
ate sin(1) and cos(1). What is the value of [sin(1)]
2
+ [cos(1)]
2
? Why
is this value nearly equal to 1? Is [sin(t)]
2
+ [cos(t)]
2
equal to 1 for
every value of t?
Solution: Taking the first five terms in the series gives
cos(1) ≈ 1 −
1
2!
+
1
4!

1
6!
+
1
8!
= 0.540303
and
sin(1) ≈ 1 −
1
3!
+
1
5!

1
7!
+
1
9!
= 0.841471
(0.540303)
2
+(0.841471)
2
= 1.000000 because of the definition of sin(t)
and cos(t), combined with the Pythagorean theorem. For the same
reason, [sin(t)]
2
+ [cos(t)]
2
= 1 for all values of t.
• Problem 3.12: Evaluate the first eight terms in the series for the
Napierian base e shown in equation (3.42). How close is the sum of
these terms to the value of e given in the equation? Do you think that
e is a rational number? (A rational number is a number that can be
expressed as the ratio of two integers.)
Solution: The first five terms give
e ≈ 1 +
1
1!
+
1
2!
+
1
3!
+
1
4!
+
1
5!
+
1
6!
+
1
7!
= 2.71825
which agrees to 5 figures with the true value, e=2.718281828459045...
• Problem 3.13: Use the series in equation (3.36) to evaluate e
2
up to
eight terms. How close is the value of (e
1
)
2
to e
2
?
Solution:
e
2
≈ 1 +
2
1!
+
2
2
2!
+
2
3
3!
+
2
4
4!
+
2
5
5!
+
2
6
6!
+
2
7
7!
= 7.38095
We can compare this result with (2.718281...)
2
= 7.38906, from which
we can see that the series gave us 3-figure accuracy - less than in the
previous problem because with a larger argument, the series converges
less rapidly.
• Problem 3.14: Calculate e
3
and e
4
and use these results, together with
the results of Problem 3.13, to make a small table of logarithms. Try
using this table, together with equations (3.46) and(3.47), to perform
multiplications and divisions.
Solution: Since e
1
= 2.718281, e
2
= 7.38906, e
3
= 20.0855 and e
4
=
54.5982, we can construct the following small table of logarithms:
114 Calculus and Differential Equations
x 2.718281 7.38906 20.0855 54.5982
ln(x) 1 2 3 4
From this table it follows (for example) that 2.718281×7.38906=20.0855,
since ln(2718281) = 1, ln(7.38906) = 2 and 1+2=3. After adding the
two logarithms, we look in the table to find the number to which the
sum corresponds, in this case 20.0855, and that is the result of our mul-
tiplication. Much larger tables, together with interpolation procedures,
were used to reduce the work of multiplication and division before the
days of electronic calculators.
• Problem 3.15: Use Euler’s identities (3.51) and (3.52) together with
equations (3.27) and (3.28) to evaluate
d
dt
_
e
it
_
.
Solution:
d
dt
_
e
it
_
=
d
dt
[cos(t) + i sin(t)] = −sin(t) + i cos(t) = ie
it
• Problem 3.16: Compare the result of Problem 3.15 with the result of
differentiating the series of equation (3.50) term by term.
Solution:
d
dt
_
1 + it +
(it)
2
2!
+
(it)
3
3!
+ ...
_
= i +
2(i)
2
t
2!
+
3(i)
3
t
2
3!
+ ... = ie
it
• Problem 3.17: Evaluate the indefinite integral
_
dt e
it
.
Solution:
_
dt e
it
=
1
i
e
it
+ C
• Problem 3.18: Use equations (3.53) and (3.54) to evaluate [cos(t)]
2
+
[sin(t)]
2
.
Solution:
[cos(t)]
2
+ [sin(t)]
2
=
1
4
_
e
2it
+ e
−2it
+ 2
_

1
4
_
e
2it
+ e
−2it
−2
_
= 1
Solutions to the problems 115
• Problem 3.19: Use equations (3.57) and (3.58) to evaluate [cosh(t)]
2

[sinh(t)]
2
.
Solution:
[cosh(t)]
2
−[sinh(t)]
2
=
1
4
_
e
2t
+ e
−2t
+ 2
_

1
4
_
e
2t
+ e
−2t
−2
_
= 1
• Problem 4.1: Use equation (4.9) and Euler’s identities to show that
_
dt cos(ωt) =
1
ω
sin(ωt) + C

and that
_
dt sin(ωt) = −
1
ω
cos(ωt) + C

where C

is a constant.
Solution:
_
dt cos(ωt) =
1
2
_
dt
_
e
iωt
+ e
−iωt
_
=
1
2iω
_
e
iωt
−e
−iωt
_
+ C

_
dt sin(ωt) =
1
2i
_
dt
_
e
iωt
−e
−iωt
_
= −
1

_
e
iωt
+ e
−iωt
_
+ C

Once more making use of Euler’s identities, we can identify the terms
on the right respectively as sin(ωt)/ω + C

and −cos(ωt)/ω + C

• Problem 4.2: If (on the average) 0.1% of the soup bowls that a cafe-
teria owns are broken every day, write a differential equation that de-
scribes the average decrease in the number of soup bowls as a function
of time. Suppose that the cafeteria decides to replace the bowls after
half are gone. How long will it be before they have to replace them?
Use the fact that ln(2) = 0.693.
Solution: Let S(t) be the number of soup bowls as a function of time,
where the time t is measured in days, and let k=.001 (days)
−1
. Then
S obeys the first-order ordinary differential equation
dS
dt
= −kS
Solving this equation, we obtain
S = S
0
e
−kt
where S
0
is a constant that represents the number of soup bowls at
time t = 0. We now let τ represent the time after which half the bowls
are gone. (Sometimes this is called the “half-life”). Then
e
−kτ
=
1
2
kτ = −ln
_
1
2
_
= ln(2)
116 Calculus and Differential Equations
from which we have
τ =
ln(2)
k
=
0.693
.001
= 693 days
• Problem 4.3: Suppose that the population of a country increases on
the average by 2% each year. If it continues to increase at this rate, by
what factor will it have increased in a century? By how much in two
centuries? By how much in three centuries?
Solution: Let P(t) represent the population and let k = .02 (years)
−1
.
Then P will obey the differential equation
dP
dt
= kP
which has the solution
P = P
0
e
kt
where P
0
is a constant that represents the population when t = 0. After
a century, the population will have increased by a factor e
2
= 7.389,
after two centuries by a factor e
4
= 54.60, and after three centuries by
a factor e
6
= 403.4.
• Problem 4.4: The solution to the harmonic oscillator equation shown
in equation (4.22) contains two constants of integration, a
0
and a
1
. If
the initial conditions require that
f(0) = 1
_
df
dt
_
t=0
= 0
what are the values of the constants a
0
and a
1
?
Solution: Since sin(0) = 0 and cos(0) = 1, the condition f(0) = 1
requires that a
0
= 1. Differentiating f with respect to time, we obtain
0 =
_
df
dt
_
t=0
= [ω
0
a
1
cos(ω
0
t) −ω
0
a
0
sin(ω
0
t)]
t=0
= ω
0
a
1
Thus the second initial condition requires that a
1
= 0.
• Problem 4.5: Repeat Problem 4.4 for the damped harmonic oscillator
transient solution shown in equation (4.36).
Solution: The initial condition f(0) = 1 requires that a
0
= 1. Differ-
entiating the damped harmonic oscillator solution of equation (4.36),
we obtain:
df
dt
= e
−at/2

a
1
cos(ω

t) −ω

a
0
sin(ω

t)]
Solutions to the problems 117

a
2
e
−at/2
[a
1
sin(ω

t) + a
0
cos(ω

t)]
and thus the second initial condition requires that
0 =
_
df
dt
_
t=0
= ω

a
1

a
2
a
0
from which we have
a
1
=
a

• Problem 4.6: Suppose that
(x + iy)
n
= u + iv
where n = 3 and where x, y, u and v all are real, with i ≡

−1. Find
u and v and show that
∂u
∂x
=
∂v
∂y
∂v
∂x
= −
∂u
∂y
These equations are called the “Cauchy-Riemann equations”.
Solution:
(x +iy)
3
= x
3
+3x
2
(iy) +3x(iy)
2
+(iy)
3
= (x
3
−3xy
2
) +i(3x
2
y −y
3
)
u = x
3
−3xy
2
v = 3x
2
y −y
3
∂u
∂x
= 3x
2
−3y
2
=
∂v
∂y
∂v
∂x
= 6xy = −
∂u
∂y
• Problem 4.7: Repeat Problem 4.6 for n = 1 and n = 2.
Solution: For n = 1
(x + iy)
1
= x + iy
u = x v = y
∂u
∂x
= 1 =
∂v
∂y
∂v
∂x
= 0 = −
∂u
∂y
For n = 2
(x + iy)
2
= x
2
+ 2x(iy) + 2(iy)
2
= x
2
−y
2
+ i(2xy)
118 Calculus and Differential Equations
u = x
2
−y
2
v = 2xy
∂u
∂x
= 2x =
∂v
∂y
∂v
∂x
= 2y = −
∂u
∂y
• Problem 4.8: Show that if u and v satisfy the Cauchy-Riemann equa-
tions, then
_

2
∂x
2
+

2
∂y
2
_
u = 0
and
_

2
∂x
2
+

2
∂y
2
_
v = 0
The second-order differential equation satisfied by both u and v is called
the “Laplace equation”.
Solution: If u and v satisfy the Cauchy-Riemann equations, then
∂u
∂x
=
∂v
∂y
∂v
∂x
= −
∂u
∂y
and

2
u
∂x
2
=

2
v
∂x∂y

2
v
∂x∂y
= −

2
u
∂y
2
from which it can be seen that u satisfies the Laplace equation. Also

2
u
∂x∂y
=

2
v
∂y
2

2
v
∂x
2
= −

2
u
∂x∂y
so that v also satisfies the Laplace equation.
• Problem 4.9: Use the relationships shown in equation (4.73) to show
that F(x + ct) satisfies the wave equation, (4.68).
Solution: If w = x + ct and

∂x
F(w) =
dF
dw
∂w
∂x

∂t
F(w) =
dF
dw
∂w
∂t
then

∂x
F(w) =
dF
dw

∂t
F(w) = c
dF
dw

∂x
F(w) =
1
c

∂t
F(w)
from which

2
∂x
2
F(w) =
1
c

2
∂x∂t
F(w) =
1
c
2

2
∂t
2
F(w)
Solutions to the problems 119
• Problem 4.10: Show that G(x −ct) also satisfies the wave equation.
Solution: If w = x −ct and

∂x
G(w) =
dG
dw
∂w
∂x

∂t
G(w) =
dG
dw
∂w
∂t
then

∂x
G(w) =
dG
dw

∂t
G(w) = −c
dG
dw

∂x
G(w) = −
1
c

∂t
G(w)
from which

2
∂x
2
G(w) = −
1
c

2
∂x∂t
G(w) =
1
c
2

2
∂t
2
G(w)
• Problem 4.11: Use equation (4.73) to show that if
F(x + iy) = u + iv
where u and v are real functions of x and y, then u and v satisfy the
Cauchy-Riemann equations and the Laplace equation.
Solution: If w = x + iy and

∂x
F(w) =
dF
dw
∂w
∂x

∂y
F(w) =
dF
dw
∂w
∂y
then

∂x
F(w) =
dF
dw

∂y
F(w) = i
dF
dw

∂x
F(w) =
1
i

∂y
F(w)
from which

∂x
(u + iv) =
1
i

∂y
(u + iv)
Thus
∂u
∂x
=
∂v
∂y
∂v
∂x
= −
∂u
∂y
so that u and v obey the Cauchy-Riemann equations. As was shown in
Problem 4.8, both u and v must then also satisfy the Laplace equation.
• Problem 4.12: Show that functions of the form
T
n
(x, t) = A
n
e
−a
n
t
sin
_
nπx
L
_
n = 1, 2, 3, ...
are solutions to the diffusion equation satisfying the boundary condi-
tions T
n
(0, t) = 0 and T
n
(L, t) = 0. What condition must the constants
120 Calculus and Differential Equations
a
n
fulfill in order that the diffusion equation should be satisfied? How
should the constants A
n
be chosen?
Solution: Substituting T
n
(x, t) into the diffusion equation we obtain
−a
n
T
n
= −C
_

L
_
2
T
n
so that T
n
will be a solution provided that
a
n
= C
_

L
_
2
This solution also satisfies the boundary conditions because
sin
_
nπx
L
_
n = 1, 2, 3, ..
vanishes both when x = 0 and when x = L. The constants A
n
are
determined by the initial conditions of the problem.
Appendix A
Tables
The following tables may be useful in practical calculations. Much larger
tables are available, for example Tables of Integrals, Series and Products,
by I.S. Gradshteyn and I.M. Ryshik, Academic Press, New York, or CRC
Standard Mathematical Tables and Formulae, 30th Edition, by Daniel Zwill-
inger, published by the Chemical Rubber Company. In using mathematical
tables, a student or research worker does not need to be able to rederive
the results, since these have been checked and rechecked by generations of
mathematicians.
The gamma function, Γ(x), defined in Table A4 and tabulated in Table
A6, reduces to a factorial for positive integral arguments:
Γ(n + 1) = n! n = 0, 1, 2, 3, ...
and it has the property that
Γ(x + 1) = xΓ(x)
This function is useful for evaluating definite integrals of the form
_

0
dt t
x
e
−at
=
Γ(x + 1)
a
x+1
Students who have access to the computer program Mathematica will
greatly enjoy using it. This program can perform both numerical and alge-
braic operations (for example, it can differentiate or integrate functions, and
can make series expansions of them), and all of the common mathematical
functions are available on it.
121
122 Calculus and Differential Equations
Table A.1: Some fundamental differentials
d
dt
[t
p
] = pt
p−1
d
dt
[f + g] =
df
dt
+
dg
dt
d
dt
[fg] = f
dg
dt
+ g
df
dt
d
dt
_
f
g
_
=
1
g
2
_
g
df
dt
−f
dg
dt
_
d
dt
_
e
at
_
= ae
at
d
dt
[ln(t)] =
1
t
d
dt
[f(g)] =
df
dg
dg
dt
d
dt
[af] = a
df
dt
d
dt
[sin(at)] = a cos(at)
d
dt
[cos(at)] = −a sin(at)
d
dt
[sinh(at)] = a cosh(at)
d
dt
[cosh(at)] = a sinh(at)
Tables 123
Table A.2: Differentials of inverse trigonometric functions
d
dt
_
sin
−1
(t)
_
=
1

1 −t
2
d
dt
_
cos
−1
(t)
_
=
−1

1 −t
2
d
dt
_
tan
−1
(t)
_
=
1
1 + t
2
d
dt
_
cot
−1
(t)
_
=
−1
1 + t
2
d
dt
_
sinh
−1
(t)
_
=
1

1 + t
2
d
dt
_
tanh
−1
(t)
_
=
1
1 −t
2
124 Calculus and Differential Equations
Table A.3: Some fundamental indefinite integrals
_
dt t
p
=
t
p+1
p + 1
+ C p = −1
_
dt t
−1
= ln(t) + C
_
dt e
at
=
e
at
a
+ C
_
dt cos(at) =
1
a
sin(at) + C
_
dt sin(at) =
−1
a
cos(at) + C
_
dt cosh(at) =
1
a
sinh(at) + C
_
dt sinh(at) =
1
a
cosh(at) + C
_
dt f
dg
dt
= fg −
_
dt g
df
dt
+ C
Tables 125
Table A.4: A few important definite integrals.
_

0
dt t
n
e
−at
=
n!
a
n+1
n = integer, a = real, a > 0
_

0
dt t
2n
e
−at
2
=
1 ×3 ×5...(2n −1)
2
n+1
a
n
_
π
a
n = integer, a > 0
_

0
dt t
p
e
−t
≡ Γ(p + 1)
_

0
dt
a
a
2
+ x
2
= ±
π
2
if ±a > 0, a = real
_

0
dt
t
p−1
1 + t
=
π
sin(pπ)
if 1 > p > 0, p = real
_

0
dt
sin
2
(t)
t
2
=
π
2
_

0
dt
sin(at)
t
=
π
2
if a > 0
_
π
0
dt sin
2
(nt) =
π
2
n = integer
_
π
0
dt cos
2
(nt) =
π
2
n = integer
_
π
0
dt cos(nt) cos(mt) = 0 m and n = integers, n = m
_
π
0
dt sin(nt) sin(mt) = 0 m and n = integers, n = m
_
π/n
0
dt sin(nt) cos(nt) = 0 n = integer
126 Calculus and Differential Equations
Table A.5: Series expansions of functions.
e = 1 +
1
1!
+
1
2!
+
1
3!
+
1
4!
+ ...
e
t
= 1 +
t
1!
+
t
2
2!
+
t
3
3!
+
t
4
4!
+ ...
a
t
= 1 +
t ln(a)
1!
+
[t ln(a)]
2
2!
+
[t ln(a)]
3
3!
+ ...
ln(1 + t) = t −
t
2
2
+
t
3
3

t
4
4
+ ... −1 < t ≤ 1
ln(t) = 2
_
t −1
t + 1
+
1
3
_
t −1
t + 1
_
3
+
1
5
_
t −1
t + 1
_
5
+ ...
_
t > 0
cos(t) = 1 −
t
2
2!
+
t
4
4!

t
6
6!
+ ...
sin(t) = x −
t
3
3!
+
t
5
5!

t
7
7!
+ ...
cosh(t) = 1 +
t
2
2!
+
t
4
4!
+
t
6
6!
+ ...
sinh(t) = x +
t
3
3!
+
t
5
5!
+
t
7
7!
+ ...
tan
−1
(t) = x −
t
3
3
+
t
5
5

t
7
7
+ ...
Tables 127
Table A.6: The exponential, logarithm and gamma functions. Values of
these functions for other values of x can be found by using the relationships
ln(ab) = ln(a) +ln(b), ln(1/a) = −ln(a), e
x+n
= e
n
e
x
and Γ(x +1) = xΓ(x).
x ln(x) e
x
Γ(x)
0.1 -2.302585 1.105171 9.513507
0.2 -1.609438 1.221403 4.590844
0.3 -1.203973 1.349859 2.991569
0.4 -0.916291 1.491825 2.218159
0.5 -0.693147 1.648721 1.772454
0.6 -0.510826 1.822119 1.489192
0.7 -0.356675 2.013753 1.298055
0.8 -0.223144 2.225541 1.164230
0.9 -0.105361 2.459603 1.068629
1.0 0.000000 2.718282 1.000000
1.1 0.095310 3.004166 0.951351
1.2 0.182322 3.320117 0.918169
1.3 0.262364 3.669297 0.897471
1.4 0.336472 4.055200 0.887264
1.5 0.405465 4.481689 0.886227
1.6 0.470004 4.953032 0.893515
1.7 0.530628 5.473947 0.908639
1.8 0.587787 6.049647 0.931384
1.9 0.641854 6.685894 0.961766
2.0 0.693147 7.389056 1.000000
Index
Academy, 12
acceleration, 47
acceleration vector, 46
Achaeans, 5
Ahmose, 5
air resistance, 48, 66
al-Hazen, 27
al-Khwarismi, 27
Alexander of Macedon, 11
Alexandria, 11, 15
algebra, 11, 24, 27, 30
algebraic geometry, 23, 30
alkali, 26
allowed states of atoms, 103
allowed values, 96
Anaximander, 5, 6
Anaximenes, 5
apple, falling, 48
apple, thrown, 48
Arab mathematics, 27
Arabic, 25
Archbishop of Canterbury, 47
Archimedes, 19, 25, 55
areas, 5, 19
Aristarchus, 15
Aristotle, 12, 25, 27
Asia, 23
astronomy, 3, 4, 14, 16, 24, 27
Athens, 11
atomic spectroscopy, 103
atomic units, 104
Averroes, 27
Avicinna, 26
axioms, 12
Baghdad, 26
Baghdad library, 26
Barrow, Isaac, 35, 53
Beg, Ulugh, 24, 27
bending of light, 47
Bernoulli family, 69
Bernoulli, Daniel, 69, 83, 93, 95
Bernoulli, John, 93
binomial coefficients, 37
binomial theorem, 35, 37
birth rate, 83
block prints, 24
Bohr, 104
Bolyai, 12
books, 4
boundary conditions, 85, 86, 89, 96,
98, 100, 102
Boyle, Robert, 63
Brahmagupta, 24
Bukht-Yishu family, 25
Byzantium, 25
C´ordoba, 28
calculus, 22, 32, 39, 44, 65, 66, 68, 69
calculus of variations, 69
Caliph al-Mamun, 26
Cambridge University, 35, 39, 53
camera, 27
Cartesian coordinates, 46
Cauchy-Riemann equations, 95
Chaplan, Charlie, 47
Chatelet, Madame du, 66
128
INDEX 129
chemical reactions, 104
chemistry, 26
China, 23, 28
Christina, Queen, 34
chronology, 13
circle, 19
Cleopatra, 12
clock, 66, 67
compass, 11, 28
completeness, 98
complex conjugate, 92
components of a vector, 46
cones, 22
constant of integration, 53
constants of integration, 85, 86, 91
Copernicus, 16, 30
Croton, 6
cube roots, 4
cultural evolution, 23
cuneiform script, 4
curved surfaces, 19
cylinder, 19
damped harmonic oscillator, 88, 92
damping constant , 92
death rate, 83
decimal system, 24, 27
definite integrals, 54
degrees, 4
derivative, 40
derivatives, 40, 53
Descartes, 23, 30, 67
determinants, 68
diameter og the moon, 15
differential calculus, 22, 39
differential equations, 83
differentials, 39, 53, 83, 93
differentiation, 40, 53
diffusion equation, 100
displacement, 93
distance, 93
doctrine of limits, 19
Dorians, 5
driving force, 90, 93
driving frequency, 92
earth’s attraction, 44
earth’s curvature, 6
eclipses, 14, 15, 27, 67
Egypt, 4–6, 10, 11, 27, 99
Egyptian engineering, 4
Einstein, Albert, 12, 47
electron, 102
electron volts, 104
Elements of Geometry, 12
engineering, 13, 100, 102
Enlightenment, 66
equations, 5
equilibrium position, 93
Eratosthenes, 14
Euclid, 11–13, 25
Euler and the wave equation, 98
Euler’s identities, 85, 89, 91
Euler, Leonhard, 69, 83, 97
Euler-Bernoulli conflict, 97
evolution, 27
expansion coefficients, 44
exponential decay, 84
exponential growth, 84
exponentials, 4
factorial, 37
falling apple, 48
falling bodies, 48
Fermat, 23
Fermat, Pierre de, 32
first-order differential eq., 85
Florence, 30
flow, 44
fluxions, 44
force of gravitation, 46
force vector, 46
130 INDEX
Fourier analysis, 97
Fourier series, 100
Fourier, Jean-Baptiste, 99
fractions, 5
friction, 88
Galen, 25
Galileo, 30, 46, 48
Gauss, 12, 19
general relativity, 47
general solution, 89
geography, 14
geometrical interpretation, 40, 55
geometry, 4, 6, 7, 11, 12, 30
George I, 68
Germany, 68
Gondisapur, 26
gravitation, 44, 65, 66
gravitational acceleration, 47, 48
gravitational mass, 47
Greece, 25
Greek, 25
Grenoble, 99
gunpowder, 28
Halley, Edmond, 63
Hanover, 68
harmonic oscillator, 85
harmonics, 102
harmony, 7
Hartree, 104
Harun al-Rashid, 26
heat conduction, 100
height above sea level, 94
heliocentric model, 16
Hellenistic civilization, 25
Hellenistic Era, 11
Hero, 25
Hieron II, 19
high fidelity amplifiers, 101
higher derivatives, 44
Hipparchus, 16
Hippocrates, 25
homogeneous differential eq., 90
homogeneous solution, 91
Hooke, Robert, 63, 65
Hoover, Herbert, 47
horizontal position, 47
Huygens, 97
Huygens, Christian, 66, 67
hydrodynamics, 66
idealism, 6, 7
imaginary parts, 88, 91
immortality of the soul, 7
indefinite integrals, 54
independent solutions, 89, 96
India, 3, 24
India ink, 23
Indian astronomy, 24
induced oscillations, 92
inertial mass, 47
infinite series, 37
infinitesimals, 39
information explosion, 24
inhomogeneous differential eq., 90
initial conditions, 87, 95
initial position, 48
initial velocity, 48
ink, 23
integral calculus, 22, 44, 53, 55
integration, 53
interest rate, 83
inverse fluxions, 53
inverse square law, 44
Ionian philosophers, 6
Ionians, 5
Iraq, 3
irrational numbers, 11, 12
Islamic civilization, 25, 28
Islamic physics, 27
Italy, 6
INDEX 131
Jabir, 26
Jaipur, 24
Kepler, 44
Kepler’s laws, 44, 66
Khayy´am, Omar, 37
kinetic theory of gasses, 70
Lagrange, Joseph-Louis, 102
Laplace equation, 95
Laplace, Pierre-Simon, 102
Latin, 25
laws of motion, 47
Legendre, Adrien-Marie, 102
Leibniz, Gottfried, 23, 51, 67, 68
Leiden, 67
Leonardo da Vinci, 30
library at Alexandria, 12, 25
library at Baghdad, 26
light, bending of, 47
light, wavelike nature, 97
limits, 19
Lobachevski, 12
logarithms, 4
Lucasian Professor, 53
Lyceum, 12
mass, 47
mass per unit length, 95
mathematical physics, 69
mathematics, 3, 4, 7, 19, 35, 69
mechanics, 65
medicine, 3, 7, 26
Mesopotamia, 3, 5, 6, 10
metallurgy, 13, 24
method of fluxions, 44
Middle East, 23
Miletus, 5, 11
Mohammad, 25
moon’s orbit, 44, 46, 49, 66
moon’s size, 15
moon-earth distance, 15
motion of planets, 16
movable type, 24
Museum, 12
music, 7
musical harmonics, 7
Napier’s series, 84
Napoleon, 99
Nasir al-Din al-Tusi, 24
natural frequency, 92
navigation, 13
nearly-circular orbit, 49
nebulae, 67
Nestorians, 25
Newton’s third law, 47
Newton, Isaac, 19, 23, 35, 47, 53, 93
non-Euclidian geometry, 12
number theory, 12
observer in a closed box, 47
optics, 12, 27, 51
order of differentiation, 94
ordinary differential eqns., 85
Orphism, 7
oscillator, 92
paper, 23
papyrus, 4
parabola, 40
parabolas, 22
parabolic mirrors, 27
parabolic trajectory, 48, 49
Paris, 27
partial differential eqns., 93
partial differentiation, 93
particular solution, 90, 91
Pascal’s triangle, 37
Pascal, Blaise, 35, 37
pendulum, 67
Persia, 25, 26
Persian, 25
physical interpretation, 55
132 INDEX
physics, 3, 69
pi, 19
plague years, 39, 46
planetary motion, 16, 44
planets, 44
Plato, 6, 7, 12, 25
point masses, 93
polyhedra, 7
polynomials, 46
population growth, 83
position coordinates, 46
position vector, 46
positional number system, 4
potassium, 26
primes, 12, 14
Principia, 65, 66
printing, 23, 28
priority, quarrel over, 51
probability, 67
projectiles, 46, 48
psychotherapy, 7
Ptolemy I, 11, 12
pyramids, 4
Pythagoras, 5, 6, 12, 102
Pythagorean brotherhood, 6, 30
Pythagorean theorem, 5, 7
Pythagoreans, 23
quadratic equations, 4
quantum numbers, 103
quarrel over priority, 51
radius of the earth, 14
Rahzes, 26
rainbow, 27
rate of flow, 44
rates of change, 40
rational numbers, 7
real parts, 88, 91
rectangles, 55
refraction, 27
reincarnation, 7
relativity, 12
relativity, general, 47
resonance , 92
Riemann, 12, 95
right angle, 5
right triangle, 40
right triangles, 5, 15
Royal Society, 68
rubber band and weight, 93
Samarkand, 27
Samos, 6, 15
Schr¨odinger, Erwin, 102
second derivative, 43
second partial derivatives, 94
second-order differential eq., 85
series, 83
series expansions, 44
series representation, 46
series solutions, 87
series, infinite, 37
several variables, 93
Sicily, 19
Singh, Sawai Jai, 24
sinusoidal solutions , 96
slaves, 13
slope, 40
solar system, 66
sound, 66
Spain, 27, 28
sphere, 19
spherical earth, 6, 15
spherical segments, 22
Spinoza, Benedict, 67
square roots, 4
square wave, 101
squares, 5
steel, 24
straight ruler, 11
sums, 37
INDEX 133
sun’s size, 15
sun-earth distance, 15
superposition principle, 97
Syracuse, 19
Syriac, 25
T’ang dynasty, 23
Tamurlane, 27
tangents, 22, 40
telescope, 67
temperature, 100
tension, 95
Thales, 5, 7
tides, 66
time, 93
Toledo, 28
transient oscillations, 93
transients, 90
trigonometric functions, 27
trigonometry, 16, 24, 69
Ulugh Beg, 27
universal gravitation law, 47
vectors, 46
Venice, 30
vertical height, 47
vibrating string, 93, 95, 102
Voltaire, 66, 68
volumes, 5, 19
Wallis, 35, 37
water clock, 44
wave equation, 93, 95, 97
wave mechanics, 102
wave motion, 97
wave theory of light, 66
weightless springs, 93
well-behaved functions, 40
Woolsthorpe, 39
Wren, Sir Christopher, 63
writing, 3, 23
Yanghui, 37
Yanghui triangle, 37
zero, 24, 27

BASIC BOOKS IN SCIENCE

Acknowledgements In a world increasingly driven by information technology and market forces, no educational experiment can expect to make a significant impact without the availability of effective bridges to the ‘user community’ – the students and their teachers. In the case of “Basic Books in Science” (for brevity, “the Series”), these bridges have been provided as a result of the enthusiasm and good will of Dr. David Peat (The Pari Center for New Learning), who first offered to host the Series on his website, and of Dr. Jan Visser (The Learning Development Institute), who set up a parallel channel for further development of the project with the use of Distance Learning techniques. The credit for setting up and maintaining the bridgeheads, and for promoting the project in general, must go entirely to them. Education is a global enterprise with no boundaries and, as such, is sure to meet linguistic difficulties: these will be ameliorated by the provision of translations into some of the world’s more widely used languages. We are most grateful to Dr. Angel S. Sanz (Madrid), who has already prepared Spanish versions of the first few books in the Series: these are being posted on the websites indicated as soon as they are ready. This represents a massive step forward: we are now seeking other translators, at first for French and Arabic editions. The importance of having feedback from user groups, especially those in the Developing World, should not be underestimated. We are grateful for the interest shown by universities in Sub-Saharan Africa (e.g. University of the Western Cape and Kenyatta University), where trainee teachers are making use of the Series; and to the Illinois Mathematics and Science Academy (IMSA) where material from the Series is being used in teaching groups of refugee children from many parts of the world. All who have contributed to the Series in any way are warmly thanked: they have given freely of their time and energy ‘for the love of Science’. Paperback copies of the books in the Series will soon be available, but this will not jeopardize their free downloading from the Web. Pisa 13 September 2010 Roy McWeeny (Series Editor)

i

It builds on the foundations laid in Book 1 (Number and symbols) and in Book 2 (Space) and deals with the mathematics we need in describing the relationships among the quantities we measure in Physics and the Physical Sciences in general. and together they will form a ‘give-away’ science library. Each book will serve as one of the ‘building blocks’ out of which Science is built. placing more emphasis on Mathematics as a human activity and on the people who made it – in the course of many centuries and in many parts of the world. and will be available on the Internet at no cost to the reader. Science Education is of key importance. Some topics are also taken to a more advanced level. To obtain a copy it should be enough to make a single visit to any library or public office with a personal computer and a telephone line. the starting point for Mathematical Analysis and the Calculus – which are needed in all branches of Science. The aim of the Series is to bring basic knowledge in all areas of science within the reach of everyone. ii . About this book This book. Unfortunately. starting from the very beginning and leading up to university level. with the addition of Problems and Solutions. The present volume is essentially a supplement to Book 3.BASIC BOOKS IN SCIENCE About this Series All human progress depends on education: to get it we need books and schools. is written in simple English – the language most widely used in science and technology. Every Book will cover in some depth a clearly defined area. But nowadays all the world’s knowledge should be freely available to everyone – through the Internet that connects all the world’s computers. This leads us into the study of relationships and change. like the others in the Series. books and schools are not always easy to find.

Contents 1 Historical background 2 Differential calculus 3 Integral calculus 4 Differential equations 5 Solutions to the problems A Tables 3 35 53 83 105 121 1 .

2 CONTENTS .

. In Mesopotamia (which in Greek means “between the rivers”). copper. The practical Sumerians and Elamites probably invented writing as a means of keeping accounts. the settled agricultural people of the Tigris and Euphraties valleys evolved a form of writing. and radio-carbon dating of organic remains associated with the tablets shows them to be from about 3. the ancient Iraqis) not only invented an early form of writing. Among the earliest Mesopotamian writings are a set of clay tablets found at Tepe Yahya in southern Iran. it is interesting to spend a few moments looking at the roots of mathematics. Mesopotamia (present-day Iraq) Some of the most important early steps in the evolution of human culture were taken in Mesopotamia. to which many cultures have contributed. The tablets found at Tepe Yahya are inscribed in proto-Elamite. obsidian.Chapter 1 Historical background No single culture can claim to have produced modern science.e. precious gems. horses.. lead. Science (defined as organized knowledge) has been built up gradually over a long period of time. timber. tin. The Elamite trade supplied the Sumarian civilization of Mesopotamia with silver. Similar 3 . physics. astronomy and medicine. The Mesopotamians (i.C. the site of an ancient Elamite trading community halfway between Mesopotamia and India. and gifts from many peoples have merged to form the vast system of verifyable scientific knowledge that is now the common heritage of humanity. alabaster and soapstone. the region that we now call Iraq. but they also contributed importantly to the foundations of mathematics. The inscriptions on these tablets were made by pressing the blunt and sharp ends of a stylus into soft clay. Before starting our discussion of calculus and differential equations.600 B.

.650 B. they began to make books in the form of scrolls by cutting papyrus reeds into thin strips and pasting them into sheets of double thickness. is 17 inches wide and 135 feet long. see Chapter 3. led the Egyptians to develop the science of geometry (which in Greek means “earth measurement”). On the whole.C. and they could solve quadratic equations. It was copied by the scribe Ahmose in c. Egypt: books and geometry The ancient Egyptians were the first to make books. They knew some of the properties of triangles and circles. In about 3. but the mathematical knowledge which it contains is probably much older. and was based on six and sixty.4 CHAPTER 1. and later Mesopotamian tablets are written in cuneiform. .100 B. minutes and seconds. HISTORICAL BACKGROUND tablets have been found at the Sumarian city of Susa at the head of the Tigris River. with its surveying problems. As early as 4. the cuneiform script was developed. The rolls were sometimes very long indeed. Thus the flooding of the Nile. The Mesopotamians were acquainted with square roots and cube roots. An ancient Egyptian papyrus book on mathematics was found in the nineteenth century and is now in the British Museum.. For example. They also were aware of exponential and logarithmic relationships1 . The periodic flooding of the Nile meant that each year the land had to be surveyed and boundary lines redrawn. 1. together with the engineering problems of pyramid building. They seemed to value mathematics for its own sake.000 B. one roll. We can still see traces of it in our present method of measuring angles in degrees and minutes. The sheets were glued together end to end. for the sake of enjoyment and recreation. but did not prove them in a systematic way. as much as for its practical applications. The papyrus is entitled “Directions for 1 For a discussion of exponentials and logarithms. Their number system was positional. and also in our method of measuring time in hours. their algebra was more advanced than their geometry. which is a phonetic script where the symbols stand for syllables. so that they formed a long roll. which is now in the British Museum.C. Mesopotamian science Both the mathematics and astronomy of the Mesopotamians were startlingly advanced. like ours.C.

Thales was invariably mentioned first. four units. a city on the coast of Asia Minor.C.C. etc.C. During this dark age the art of writing was lost to the Greeks. It was left to Pythagoras to discover and prove this great theorem in its full generality. there was a rebirth of Greek culture. volumes. Next came the Achaeans.C.. The later Greeks considered him to have been the founder of almost every branch of knowledge. and he probably picked up most of his knowledge of science from these ancient civilizations. beginning in about 850 B. However. Thales of Miletus It is known that the Greeks arrived in the Aegean region in three waves. and five units long is a right triangle2 . where the Greeks were in close contact with the Mesopotamian civilization. In other words. and they knew that in these special cases the sum of the areas of the squares formed on the two short sides is equal to the area of the square formed on the longest side. In a right triangle. However. and methods for calculating areas. there is no evidence that they knew that the relationship holds for every right triangle.075 B. He is supposed to have been born of a Phoenecean mother.C. Thales was born in 624 B.. for example. 2 . Warfare between the Achaeans and the Ionians weakened both groups. and died in 546 B. and to have travelled extensively in Egypt and Mesopotamia. The first three philosophers of the Greek world. Thales. This cultural renaissance began in Ionia on the west coast of presentday Turkey. and 850 B. and finally they both were conquered by the Dorians. Anaximander and Anaximenes. They knew many special right triangles of this kind. Whenever the wise men of ancient times were listed.. most of the achievements for which the Greeks admired Thales were probably not invented by him. fractions. However. in about 700 B. The Egyptians knew. two of the sides of a right triangle are perpendicular to each other.5 Attaining Knowledge of All Dark Things”. The first to come were the Ionians. that a triangle whose sides are three units. Probably the Homeric epics were written in Miletus. were also natives of Miletus. and finally the Dorians.C. one of the angles is a 90 degree angle (sometimes called a “right angle”). and the level of artistic and cultural achievement deteriorated.. and it deals with simple equations. This conquest by the semi-primitive Dorians was probably the event which produced a dark age in Greek culture between 1.

He deduced this from the fact that as one travels northward. and Pythagoras himself moved to Metapontion. and all its members held their property in common. some stars disappear below the southern horizon. . He was the first to think of geometry as dealing not with real lines of finite thickness and imperfect straightness. and like other early Ionian philosophers. However. the Pythagorean brotherhood survived for more than a hundred years. near the Asian mainland. Even the scientific discoveries of the brotherhood were considered to have been made in common by all its members. Anaximander knew that the surface of the earth is curved. He changed geometry from a set of ad hoc rules into an abstract and deductive science. . After Pythagoras had spoken to this crowd. The Pythagorean brotherhood admitted women on equal terms. his reputation had preceded him. while others appear in the north. another Greek city in southern Italy. In 529 B. and he also made some original contributions to this field. The sphere of the sky rotated once each day about an axis passing through the polar star. a student of Anaximander.6 CHAPTER 1. Anaximander thought that a north-south curvature was sufficient. and they also had political influence in the other Greek colonies of the western Mediterranean. first became famous as a leader and reformer of the Orphic religion. Although it was never again politically influential.. but with lines of infinitesimal thickness and perfect straightness. the Pythagoreans gained political power in Croton. when Pythagoras was an old man.) who also helped to bring Egyptian and Mesopotamian science to Greece. six hundred of them left their homes to join the Pythagorean brotherhood without even saying goodbye to their families. he left Samos for Croton. For a period of about twenty years. He imagined the earth to be cylindrical rather than spherical in shape. When he arrived in Croton. Pythagoras Pythagoras.C. and he was the first to try to draw a map of the entire world.546 B. he is said to have travelled extensively in Egypt and Mesopotamia. the brotherhood which he founded fell from power. Thales had a student named Anaximander (610 B. a large Greek colony in southern Italy. However. and a great crowd of people came out of the city to meet him. (Echoes of this point of view are found in Plato’s philosophy).C.C. The idea of a spherical earth had to wait for Pythagoras. HISTORICAL BACKGROUND Thales brought Egyptian geometry to Greece. He pictured the sky as a sphere. their temples at Croton were burned. He was born on the island of Samos. He imported the sundial from Egypt. with the earth floating in space at its center.

In a similar way (according to Pythagoras). According to Aristoxenius. The discovery that harmonious musical tones could be related by rational numbers made the Pythagoreans think that rational numbers3 are the key to understanding nature. and this belief became a part of their religion. and the “body” through which it is expressed is the gross physical instrument.. Among other things. Just as the soul can be reincarnated in many bodies. if we divide the string in half by clamping it at the center. However. his greatest contribution to geometry is the famous Pythagorean theorem. Pythagoras fitted this discovery into the framework of Orphism. although the instruments through which it is expressed may decay. Here Pythagoras made a remarkable discovery which united music and mathematics. For example. (keeping the tension constant). and also a form of psychotherapy. a philosopher who studied under the Pythagoreans. Pythagoras tried to find mathematical relationships in the visual world. Both in music and in medicine. and so on. Having found mathematical harmony in the world of sound. rather than with real physical objects. Having discovered that musical harmonics are governed by mathematics. In distinguishing very clearly between mathematical ideas and their physical expression. who thought of geometry as dealing with dimensionless points and lines of perfect straightness. Pythagoras was building on the earlier work of Thales. the concept of harmony was very important. According to the Orphic religion. which is considered to be the most important 3 i.7 Pythagorean harmony The Pythagoreans practiced medicine. The teachings of Pythagoras and his followers served in turn as an inspiration for Plato’s idealistic philosophy. Music was of great importance to the Pythagoreans. the idea of the music exists eternally. then the note is raised from the fundamental tone by the musical interval which we call a major fifth. and having searched for it in astronomy. He discovered that the harmonics which are pleasing to the human ear can be produced by dividing a lyre string into lengths which are expressible as simple ratios of whole numbers. and music to purge the soul”. the mathematical idea of the music can be expressed through many particular instruments. as it was also to the original followers of Dionysos and Orpheus. and just as the soul is immortal. the soul may be reincarnated in a succession of bodies. he discovered the five possible regular polyhedra. the “soul” of the music is the mathematical structure of its harmony. the pitch of its note rises by an octave. numbers that can be expressed as the ratio of two integers . “They used medicine to purge the body.e. If the length is reduced to 2/3 of the basic length.

475 B. HISTORICAL BACKGROUND Figure 1.1: Pythagoras (569 B.) discovered that the musical harmonics that are pleasing to the human ear can be produced by clamping a lyre string of constant tension at points that are related by rational numbers. . In the figure the octave and the major fifth above the octave correspond to the ratios 1/2 and 1/3.C.C.8 CHAPTER 1. .

is considered to be the most important single theorem in mathematics.2: Pythagoras founded a brotherhood that lasted about a hundred years and greatly influenced the development of mathematics and science. The Pythagorean theorem.9 Figure 1. which he discovered. .

b and c. HISTORICAL BACKGROUND single theorem in the whole of mathematics. 4 and 5 units. Egyptian surveyors used a triangle with sides of lengths 3. are inscribed inside a square constructed on the long side. a right angle is formed. with total area 2ab. They knew that between the two shorter sides. For example. in order of increasing length. a triangle where two of the sides are perpendicular to each other). are a. the sum of the squares formed on the two shorter sides is equal to the square formed on the long side. Pythagoras proved that this relationship holds for .10 CHAPTER 1.3: This figure can be used to prove the famous theorem of Pythagoras concerning squares constructed on the sides of a right triangle (i. Four identical copies of this triangle. Figure 1. The remaining area inside the large square is (b − a)2 = a2 − 2ab + b2 and therefore the total area of the large square is c2 = a2 + b2 . the sum of the squares of the two shorter sides is equal to the square of the longer side. It shows a right triangle whose sides. The Mesopotamians and the Egyptians knew that for many special right triangles. and that for this particular right triangle.e.

and during this period the language of educated people throughout the known world was Greek. Alexandria Alexander of Macedon’s brief conquest of the entire known world had the effect of blending the ancient cultures of Greece. Athens in the age of Pericles had about 100.146 B. one of Alexander’s generals.machines which sprinkled holy water automatically when a five-drachma coin was inserted. who lived in Alexandria.11 every right triangle. water-driven organs. Pythagoras and his followers discovered that the square root of 2 is an irrational number.) The discovery of irrationals upset them so much that they abandoned algebra. India and Egypt. guns powered by compressed air. In exploring the consequences of his great theorem.000. and producing a world culture. They concentrated entirely on geometry. Alexandria became the capital of the world .C. There were certain rules that had to be followed in geometrical constructions: only a compass and a straight ruler could be used. but the cultural and intellectual capital. the chief marvels of Alexandria were the great library and the Museum established by Ptolemy I. and for the next two thousand years geometrical ideas dominated science and philosophy. The era associated with this culture is usually called the Hellenistic Era (323 B. it had a decidedly Greek flavor.).not the political capital. Persia. Nowhere was the cosmopolitan character of the Hellenistic Era more apparent than at Alexandria in Egypt.000 people. the capital city of Egypt founded by Alexander of Macedon. . No city in history has ever boasted a greater variety of people. powered by water or steam! For scholars. The classical Greek geometers. discovered many geometrical theorems. Credit for making Alexandria the intellectual capital of the world must go to Ptolemy . (In other words. Although the Hellenistic culture was a mixture of all the great cultures of the ancient world. The theorems of the geometers of classical Greece were collected and put into a logical order by Euclid. most of whom were Pythagoreans. it cannot be expressed as the ratio of two integers. and even moving statues. Miletus in its prime had a population of 25.C. They believed that the contemplation of eternal geometrical truths was a way of finding release from the suffering of human existence. Ideally located at the crossroads of world trading routes. but Alexandria was the first city in history to reach a population of over a million! Strangers arriving in Alexandria were impressed by the marvels of the city . and geometry was a part of their religion.

however. Gauss and Riemann. he discusses irrational numbers. and he does not conceal the doubiousness of certain axioms.more than any other book. mathematicians doubted that it was necessary to have such an axiom. and he proves that the number of primes is infinite. because it was dedicated to the muses. Euclid’s book also contains some topics in number theory. For more than two thousand years. originated by Euclid. not a di- . with the exception of the Bible. Cleopatra). Ptolemy I established a school at Alexandria. Euclid’s axiom concerning parallel lines has an interesting history: This axiom states that “Through a given point not on a given line. Euclid’s contribution was to take the theorems of the classical period and to arrange them in an order which is so logical and elegant that it almost defies improvement. While in Alexandria. they decided that the axiom is indeed one of the necessary foundations of classical geometry. Euclid’s Elements of Geometry has served as a model for rational thought. These ideas were developed in the 18th and 19th centuries by Lobachevski. and at its height it was said to contain 750. Its influence has been immense. Ptolemy built a great library for the preservation of important manuscripts. He was born in 325 B. Besides preserving important manuscripts. They were the work of many generations of classical Greek geometers. the mathematical theory of non-Euclidian geometry finally became the basis for Einstein’s general theory of relativity. the famous queen. Euclid’s Elements has gone through more than 1. For example. They then began to wonder whether there could be another kind of geometry where the postulate concerning parallels is discarded. The collection of manuscripts which Aristotle had built up at the Lyceum in Athens became the nucleus of this great library.000 editions since the invention of printing . In 1915. and was probably educated at Plato’s Academy in Athens. One of the Pythagorean mottos was: “A diagram and a step. At first. and in the 20th century by LeviCivita. the library became a center for copying and distributing books.12 CHAPTER 1. This school was called the Museum. The library at Alexandria was open to the general public. HISTORICAL BACKGROUND I and his successors (all of whom were named Ptolemy except the last of the line. Realizing the importance of the schools which had been founded by Pythagoras. the Elements of Geometry. for the most part. Near to the Museum. Besides classical geometry. one and only one line can be drawn parallel to a given line”. Euclid wrote the most successful text-book of all time.C. He also discusses geometrical optics. Bolyai. The theorems in this splendid book were not. They suspected that it could be proved by means of Euclid’s other more simple axioms. One of Euclid’s great merits is that he reduces the number of axioms to a minimum. One of the first scholars to be called to the newly-established Museum was Euclid. Plato and Aristotle.000 volumes. After much thought.

and he wrote a treatise on Greek comedy. . . Eratosthenes (276 B. was never incorporated into Greek philosophy. and the scholars at the Museum regarded geometry and other branches of mathematics as tools to be used in navigation and engineering. However in Alexandria the attitude in general was much more practical. His interests and abilities were universal. the director of the library at Alexandria. An unbridgeable social gap separated the philosophers from the craftsmen. in fact the first historian who ever attempted to set up an accurate chronology of events. Euclid called a slave and said (pointing at the student): “He wants to profit from geometry.265 B.196 B. agram and a penny”. since their ordinary work was performed for them by slaves. including a study of prime numbers and . which the craftsmen had gained over the centuries. Euclid. was probably the most cultured man of the Hellenistic Era. but he later worked at the Museum in Alexandria.C. and the empirical knowledge of chemistry and physics.4: Euclid (325 B.) was probably educated at Plato’s Academy in Athens.C.C. The Greeks of the classical age could afford to ignore practical matters.” The student was then dismissed from Euclid’s school. Give him a penny. He made many contributions to mathematics.C. who belonged to the Pythagorean tradition.13 Figure 1. while the philosophers were gentlemen who refused to get their hands dirty. He was an excellent historian. It is unfortunate that the craftsmen and metallurgists of ancient Greece were slaves. Euclid arranged the theorems of the classical Greek geometers in an order so logical and elegant that it can hardly be improved. once rebuked a student who asked what profit could be gained from a knowledge of geometry. He was also a literary critic. His “Elements of Geometry” proved to be the most successful textbook of all time.).

are almost parallel. and he also assumed that the sun is so far away from the earth that rays of light from the sun. The positions of various places on Eratosthenes’ map were calculated from astronomical observations.C. Eratosthenes’ greatest achievement however.14 CHAPTER 1.) was the director of the great library at Alexandria in Egypt.C.196 B. and Eratosthenes correctly concluded that most of the earth’s surface is covered by water. HISTORICAL BACKGROUND a method for generating primes called the “sieve of Eratosthenes”. at that time. The latitude was calculated by measuring the angle of the polar star above the horizon. Eratosthenes made a map of the world which. He made an astonishingly precise measurement of the radius of the earth. Eratosthenes made an extremely accurate measurement of the angle between the axis of the earth and the plane of the sun’s apparent motion. Eratosthenes of course assumed that the earth is spherical.5: Eratosthenes (276 B. He knew that directly south of Alexandria there was a city called . was an astonishingly precise measurement of the radius of the earth. Figure 1. falling on the earth. He believed that it would be possible to reach India by sailing westward from Spain. and he also prepared a map of the sky which included the positions of 675 stars. As a geographer. was the most accurate that had ever been made. while the longitude probably was calculated from the apparent local time of lunar eclipses. This measurement showed that the earth’s surface was much larger than the area of the known world. The value which he gave for the radius was within 50 miles of what we now consider to be the correct value! To make this remarkable measurement. . As an astronomer.

Still. he was soon drawn to Alexandria. moon and sun formed a right triangle. with the moon at the corner corresponding to the right angle. He already knew the distance from the earth to the moon. because small errors in measuring the angles were magnified in the calculation. so now he knew two angles and one side of the right triangle. the sun stands straight overhead. he measured the angle which the sun makes with the vertical at Alexandria.” The Hellenistic astronomers not only measured the size of the earth they also measured the sizes of the sun and the moon. Aristarchus concluded that the sun is about twenty times as distant from the earth as the moon. This was so much larger than the size of the known world that Eratosthenes concluded (correctly) that most of the earth’s surface must be covered with water. could measure the angle between the moon and the sun. From the shape of the earth’s shadow. where at noon on a midsummer day. he was born on the island of Samos. at noon on a midsummer day. and their distances from the earth. . Among the astronomers who worked on this problem was Aristarchus (c. he calculated the circumference of the earth to be a little over 25.C. Then the earth. standing on the earth. Aristarchus calculated the size of the moon by noticing the shape of the shadow of the earth thrown on the face of the moon during a solar eclipse. Actually.000 miles. This was enough to allow him to calculate the other sides. all he had to do to find the radius of the earth was to measure the distance between Alexandria and Seyne. 250 B. and three hundred and fifty times the earth’s volume. 320 B.c. one of which was the sun-earth distance. where the most exciting scientific work of the time was being done. Next he compared the distance from the earth to the moon with the distance from the earth to the sun. (This is approximately correct). even the underestimated distance which Aristarchus found convinced him that the sun is enormous! He calculated that the sun has about seven times the diameter of the earth. Like Pythagoras.). His value for this distance was not very accurate.C. From these two values. and he may have studied in Athens under Strato. Aristarchus could calculate the distance of the moon from the earth. he concluded that the diameter of the moon is about a third the diameter of the earth. Given these facts.15 Seyne. one might sail from Spain to India along the same parallel. and he stated that “If it were not for the vast extent of the Atlantic. he waited for a moment when the moon was exactly half-illuminated. the sun’s diameter is more than a hundred times . From the diameter of the moon and the angle between its opposite edges when it is seen from the earth. whereas in fact it is about four hundred times as distant. Then. Aristarchus. However. To do this.

). 120 B. For example.4: How can the minus signs in Table 1.c. The model of the solar system on which the Hellenistic astronomers finally agreed was not that of Aristarchus but an alternative (and inferior) earth-centered model developed by Hipparchus (c.1: Calculate [cos(a)]2 +[sin(a)]2 for all of the angles shown in Table 1. sin(t) = 1/2? • Problem 1. How is the result related to Pythagoras’ theorem concerning the squares of the sides of right triangles? • Problem 1.2: The total of all three angles inside any triangle is π (or 180 degrees).16 CHAPTER 1. Although his model of the solar system was inferior to that of Aristarchus. Although it was the tremendous size of the sun which suggested this model to Aristarchus. and its volume exceeds the earth’s volume by a factor of more than a million! Even his underestimated value for the size of the sun was enough to convince Aristarchus that the sun does not move around the earth. and he proposed the idea that the earth spins about its axis once every day. he was the first person to calculate and publish tables of trigonometric functions.1 be interpreted? • Problem 1. • Problem 1. which remains motionless at the center.C. It seemed ridiculous to him to imagine the enormous sun circulating in an orbit around the tiny earth.1. cos(t) and tan(t) when t = 7π/6 and t = 5π/4. Therefore he proposed a model of the solar system in which the earth and all the planets move in orbits around the sun. Hipparchus made many important contributions to astronomy and mathematics. Unfortunately.1 by calculating values of sin(t).C. What will the angles be at the corners of a triangle where all three sides have equal length (an equilateral triangle)? How is this result related to the fact that when t is π/6 (30 degrees).5: Extend Table 1. it made the occasional retrograde motion of certain planets much easier to explain. he soon realized that the heliocentric model had many calculational advantages: For example. he did not work out detailed table for predicting the positions of the planets.3: Give an argument explaining the values of sin(t) and cos(t) when t is π/4 (45 degrees). . . HISTORICAL BACKGROUND the diameter of the earth. 190 B. and the history of science might have been very different. • Problem 1. If he had done so. the advantages of the heliocentric model would have been so obvious that it might have been universally adopted almost two thousand years before the time of Copernicus.

. It shows a right triangle whose longest side has a length equal to 1.6: This figure illustrates the definitions of the trigonometric functions sin(a) and cos(a) which were first tabulated by the the Egyptian astronomer Hipparchus. The length of the side opposite to this angle is then called sin(a).17 Figure 1. One of the small angles is called a. while the length of the remaining side is called cos(a).

(1 radian = 180/π degrees). t (degrees) t (radians) sin(t) cos(t) tan(t) 0 0 0 1 √ 0 30 π 6 π 4 1 2 1 √ 2 √ 3 2 1 √ 3 45 1 √ 2 1 60 π 3 π 2 2π 3 3π 4 3 2 1 2 √ 3 90 1 √ 0 ∞ 120 3 2 − 1 2 √ − 3 135 1 √ 2 1 −√ 2 −1 180 π 0 -1 0 . cos(t) and tan(t) as functions of the angle t. The angles are expressed both in degrees and in radians. where tan(t) ≡ sin(t)/cos(t).18 CHAPTER 1. HISTORICAL BACKGROUND Table 1.1: This table shows the trigonometric functions sin(t). Tables like this were first made by the Egyptian astronomer Hipparchus.

Archimedes also circumscribed polygons about the circle. commercial Alexandria. together with the ratio. he was able to show that the ratio between the volume of a sphere inscribed in a cylinder to the volume of the cylinder is 2/3. and that the area of the sphere is 2/3 the area of the cylinder. In this way. Next. He was so pleased with this result that he asked that a sphere and a cylinder be engraved on his tomb. Archimedes was born in Syracuse in Sicily in 287 B. which was a closer approximation to the area of the circle. having done this. He was the son of an astronomer. Of course. Archimedes was educated at the Museum in Alexandria. Archimedes had no need for the patronage of the Ptolemys. and he was also a close relative of Hieron II. To do this. as well as methods for finding the areas and volumes of solid figures bounded by curved surfaces. 2/3. but unlike most. This was followed by a figure with 16 sides.C. In his book On Method. he inscribed a regular octagon and calculated its area. and so on. He returned to Syracuse.19 Archimedes Archimedes was the greatest mathematician of the Hellenistic Era. and thus he obtained an upper limit for the area. probably because of his kinship with Hieron II. For example.. he then derived the areas and centers of gravity by more rigorous methods. as well as a lower limit. Archimedes did not belong to the tradition of the classical Pythagorens for whom geometry was a part of religion. Another problem which Archimedes was able to solve exactly was the . In fact. The true area was trapped between the two limits. He was more in tune with the spirit of busy. he employed the “doctrine of limits”. Sometimes Archimedes’ use of the doctrine of limits led to exact results. One of Archimedes’ great contributions to mathematics was his development of methods for finding the areas of plane figures bounded by curves. to find the area of a circle. Archimedes showed that the value of pi lies between 223/71 and 220/70. For example. he is considered to be one of the greatest mathematicians of all time. Archimedes even confesses to cutting out figures from papyrus and weighing them as a means of obtaining intuition about areas and centers of gravity. the king of Syracuse. where mathematics was regarded as a practical tool to be used in navigation and architecture. The area of the square was a first approximation to the area of the circle. he did not stay in Alexandria. Being a wealthy aristocrat. and then 32 sides. he began by inscribing a square inside the circle. together with Newton and Gauss. Like most scientists of his time. Unlike Euclid. Each increase in the number of sides brought him closer to the true area of the circle.

.7: A statue of Archimedes (287 B. HISTORICAL BACKGROUND Figure 1. Together with Newton and Gauss.).C. -212 B.20 CHAPTER 1. he is considered to be one of the three greatest mathematicians of all time.C.

8: This figure illustrates one of the ways in which Archimedes used his doctrine of limits to calculate the area of a circle. and so on. the area of these figures (which he could calculate) approached the true area of the circle. As the number of sides became very large. He first inscribed a square within the circle. .21 Figure 1. then an octagon. then a figure with 16 sides.

HISTORICAL BACKGROUND problem of calculating the area of a plane figure bounded by a parabola. and his method for constructing tangents anticipates differential calculus. He could calculate the areas of figures bounded by curves by dividing up these areas into a large number of narrow strips.22 CHAPTER 1. spheroids. their total area approached the true area of the figure. in the case of a solid. Figure 1. Archimedes must really be credited with the invention of both differential and integral calculus. . As the number of strips became very large.9: Here we see another way in which Archimedes used his doctrine of limits. he thought of it as being built up from a very large number of slices. In his book On method. or. but also of spherical segments. This is exactly the approach which is used in integral calculus. He used what amounts to integral calculus to find the volumes and areas not only of spheres. Archimedes says that it was his habit to begin working on a problem by thinking of a plane figure as being composed of a very large number of narrow strips. hyperboloids and paraboloids of revolution. cylinders and cones.

an octagon is also inscribed in the circle.8. Fermat. and if the area of a circle is given by πr2 . in spite of its name. and the development of a calculus which even nongeniuses could use.8? • Problem 1. • Problem 1.8. Paper was invented in China at the end of the first century A. which later spread to India. The Pythagoreans had never recovered from the shock of discovering irrational numbers.D. Together with writing. However. the great civilizations of Asia and the Middle East continued to flourish. What is the total length of all eight sides of the octagon? • Problem 1. Archimedes was unable to transmit his invention of the calculus to the other mathematicians of his time. The Chinese had for a long time followed the custom of brushing engraved official seals with ink and using them to stamp documents. What is the length of a side of the square? • Problem 1. facilitated this project. If the radius of the circle is r. India ink is a Chinese invention. .D) that the Chinese made an invention of immense importance to the cultural evolution of mankind. a square is inscribed in a circle.9: If the circumference of a circle is given by 2πr. During the dark ages of Europe. and they had therefore abandoned algebra in favor of geometry.7 and 1.8 to find a lower limit to the value of π. it was what we now call “India ink”. and it was through contact with these civilizations that science was reborn in the west. This was the invention of printing. water and binder.906 A.6: In Figure 1. The type of ink which they used was made from lamp-black. Use the Pythagorean theorem to find the length of a side of the octagon.D. and from there to Europe.23 Unfortunately. The union of algebra and geometry. Civilizations of the East After the fall of Rome in the 5th century A..D. It was during the T’ang period (618 A. . had to wait for Descartes. The difficulty was that there was not yet any such thing as algebraic geometry. Europe became a culturally backward area. and it greatly stimulated scholarship and literature. However. Newton and Leibniz.7: In Figure 1. a particularly high level of civilization existed in China. use the results of Problems 1. In fact. printing is one of the key inventions which form the basis of human cultural evolution.8: What is the area of the octagon in Figure 1.

algebra and trigonometry were especially highly developed during the dark ages of Europe.D. and pressing this onto a sheet of paper. but it was not in Damascus that the technique of making steel originated. In Indian mathematics. . but movable type never became popular in China. The Chinese made some early experiments with movable type. The first block prints which they produced date from the 8th century A. An “information explosion” occurred in the west following the introduction of printing with movable type. smooth paper. The Arabs .D. India. The Europeans of the middle ages prized fine laminated steel from Damascus. the astronomer Brahmagupta (598 A. It is ironical that although both paper and printing were invented by the Chinese.D. Jai Singh also made use of the work of Nasir al-Din al-Tusi (1201-1274) and Ulugh Beg (1394-1449). However.) applied algebraic methods to astronomical problems.. For example.10: One of a series of astronomical observatories built near Jaipur. by the astronomer-ruler Sawai Jai Singh (1688-1743). Figure 1. The notation for zero and the decimal system were invented.660 A. who revived ancient Indian astronomical traditions. but this never occurred in China. Thus. These mathematical techniques were later transmitted to Europe by the Arabs.D. and the tradition of stamping documents with ink-covered engraved seals..D.24 CHAPTER 1. cheap. in China and in India. the full effect of these immensely important inventions bypassed China and instead revolutionized the west.000 characters. printing with movable type was highly successful in Korea as early as the 15th century A.. HISTORICAL BACKGROUND We mentioned that paper of the type which we now use was invented in China in the first century A. because the Chinese written language contains 10. Indian mining and metallurgy were also highly developed. They were made by carving a block of wood the size of a printed page so that raised characters remained. perhaps independently. brushing ink onto the block. the Buddhist monks of China had all the elements which they needed to make printing practical: They had good ink.

the Roman empire had split into two halves. then into Arabic and finally from Arabic into Latin. and therefore they migrated. In the 7th century A. first to Mesopotamia. The eastern half. first into Syriac. Inspired by the teachings of Mohammad (570 A. who had brought these books with them from Byzantium.D.) During the early part of the middle ages. and later to south-west Persia. northern Africa. the Islamic religion suddenly emerged as a conquering and proselytizing force. which produced seven generations of outstanding scholars. most of the books of the classical Greek and Hellenistic philosophers were lost.and the Nestorian church.. Members of this family were fluent not only in Greek and Syriac.D. However. . Among the most distinguished of the Nestorian translators were the members of a family called Bukht-Yishu (meaning “Jesus hath delivered”).D. During the initial stages of the conquest... Archimedes. The works of Plato. and in fact.D. After the burning of the great library at Alexandria and the destruction of Hellenistic civilization. and Persia learned it from India.25 learned steelmaking from the Persians. but also in Arabic and Persian. the Islamic religion inspired a fanaticism in its followers which was often hostile to learning. by that time. (Some Nestorians migrated as far as China.632 A. Thus. the century from 850 to 950 was a period of . The Byzantine empire included many Syriac-speaking subjects. separated from the official Byzantine church. By this roundabout route. However.D. this initial fanaticism quickly changed to an appreciation of the ancient cultures of the conquered territories. with its capital at Byzantium (Constantinople). the Arabs and their converts rapidly conquered western Asia. when the last emperor was killed vainly defending the walls of his city against the Turks.). Ptolemy. Hippocrates. Euclid. fragments from the wreck of the classical Greek and Hellenistic civilizations drifted back into the consciousness of the west.D. Syriac replaced Greek as the major language of western Asia. there was a split in the Christian church of Byzantium. a few of these books survived and were translated from Greek. and during the middle ages. while the century from 750 to 850 was primarily a period of translation from Greek to Syriac. Hero and Galen were translated into Syriac by Nestorian scholars. the Islamic world reached a very high level of culture and civilization. the Nestorian capital at Gondisapur was a great center of intellectual activity. Aristotle. beginning in the 3rd century A. We mentioned that the Roman empire was ended in the 5th century A. The Nestorians were bitterly persecuted by the Byzantines. by attacks of barbaric Germanic tribes from northern Europe. survived until 1453. and Spain. However. In the 5th century A.

For example. HISTORICAL BACKGROUND translation from Syriac to Arabic. Avicinna.c. Avicinina also wrote on alchemy. Jabir gives the following recipe for making what we now call lead hydroxycarbonate (white lead). Rhazes studied medicine in Baghdad. The greatest physician of the middle ages. which settles to the bottom. Pour off the supernatant water. (Abu-Ali al Hussain Ibn Abdullah Ibn Sina. as well as of the symbol K for potassium. and he became chief physician at the hospital there. He was born in the ancient city of Ray. It will become a salt as white as snow. The earliest alchemical writer in Arabic was Jabir (760-815). The English word “chemistry” is derived from the Arabic words “alchimia”. was also a Persian. a friend of Harun al-Rashid. in his Book of Properties. established at Baghdad a library and a school for translation. the son of Harun al-Rashid. A white substance is formed.” Another important alchemical writer was Rahzes (c. Much of his writing deals with the occult. It is the source of our word “alkali”. Caliph al-Mamun. Filter the two solutions until they are quite clear. The take a pound of soda and heat it with four pounds of fresh water until the volume of the latter is halved. and soon Baghdad replaced Gondisapur as a center of learning. Rahzes was the first person to classify substances into vegetable. which appears in his writings. The word “al-kali”. 860 . like Rahzes. animal and mineral. and leave the residue to dry. It was during this latter century that Yuhanna Ibn Masawiah (a member of the Bukht-Yishu family. 980-1037). and medical advisor to Caliph Harun al-Rashid) produced many important translations into Arabic. and they were among the most important medical books used in Europe until the time of Harvey. and in this way the family played an extremely important role in the preservation of the world’s cultural heritage.26 CHAPTER 1. . which mean “the changing”. which is used in painting and pottery glazes: “Take a pound of litharge. He wrote the first accurate descriptions of smallpox and measles. They were translated into Latin in the 12th century. but mixed with this is a certain amount of real chemical knowledge. 950). powder it well and heat it gently with four pounds of vinegar until the latter is reduced to half its original volume. The skill of the physicians of the Bukht-Yishu family convinced the Caliphs of the value of Greek learning. More than a hundred books are attributed to him. and then gradually add the solution of soda to that of the litharge. and his name means “the man from Ray”. means “the calcined” in Arabic. and his medical writings include methods for setting broken bones with casts made from plaster of Paris. and he is important for having denied the possibility of transmutation of elements. near Teheran.

Meanwhile he did excellent work in optics. who lived in Spain from 1126 to 1198. one of the most outstanding Arabic writers was alKhwarizmi (c. This is the first mention of the camera obscura. However. This claim won him a position in the service of the Egyptian Caliph. and is still evolving. the halo. Al-Khwarizmi drew from both Greek and Hindu sources. “algorism”. The title of his book. In Arabic al-jabr means “the equating”. Ilm al-jabr wa’d muqabalah. he began to realize that if he did not construct his machine immediately. His writings took the o form of thoughtful commentaries on the works of Aristotle. Averr¨es seems to have been groping towards the ideas of o evolution which were later developed in geology by Steno. . He made the mistake of claiming to be able to construct a machine which could regulate the flooding of the Nile. One of the outstanding Arabic physicists was al-Hazen (965-1038).c. as al-Hazen observed Caliph alHakim in action. he was likely to pay with his life! This led al-Hazen to the rather desperate measure of pretending to be insane. but nevertheless. is the source of the English word “algebra”. Al-Hazen also used a dark room with a pin-hole opening to study the image of the sun during an eclipse. his ideas survived and o helped to shape the modern picture of the world. Much of the scholastic philosophy which developed at the University of Paris during the 13th century was aimed at refuting the doctrines of Averr¨es. In his book. He shocked both his Moslem and his Christian readers by maintaining that the world was not created at a definite instant. Al-Hazen studied the reflection of light by the atmosphere. Another Islamic philosopher who had great influence on western thought was Averr¨es. he shows a deep understanding of the properties of convex lenses. 780 . the old word for arithmetic. Like Aristotle. Al-Khwarizmi’s name has also become an English word. and he calculated the height of the atmospheric layer above the earth to be about ten miles. al-Hakim. a ruse which he kept up for many years. On the Burning Sphere. and through his writings the decimal system and the use of zero were transmitted to the west.27 In mathematics. but that it instead evolved over a long period of time. He also studied the rainbow. and in this field he went far beyond anything done by the Greeks. an effect which makes the stars appear displaced from their true positions when they are near the horizon. 850). and the reflection of light from spherical and parabolic mirrors. and it is perhaps correct to attribute the invention of the camera obscura to al-Hazen. Hutton and Lyell and in biology by Darwin and Wallace.

gunpowder and the magnetic compass. However. direct contact between Europe and China was possible because the Mongols controlled the entire route across central Asia. which they held until 1187. He studied the laws of refraction and is credited with the invention of the camera obscura. European scholars were anxious to learn. including the cities of C´rdoba and Toledo.28 CHAPTER 1. but there was an “iron curtain” of religious intolerance which made travel in the Islamic countries difficult and dangerous for Christians. the Christians conquered Jerusalem and Palestine. were o reconquered by the Christians. remained in the cities when they passed into the hands of the Christians. and during this period Europe received from China three revolutionary inventions: printing. taking advantage of political divisions in the Moslem world. parts of Spain. HISTORICAL BACKGROUND Figure 1. and many Moslem scholars. In 1099. . in the 12th century. together with their manuscripts. Thus C´rdoba and o Toledo became centers for the exchange of ideas between east and west. Europe began to be influenced by the advanced Islamic civilization. East-west contacts Towards the end of the middle ages. and it was these cities that many of the books of the classical Greek and Hellenistic philosophers were translated from Arabic into Latin.11: Al-Hazen (965-1038) did important work in many branches of physics. especially in optics. These cities had been Islamic cultural centers. Another bridge between east and west was established by the crusades. During the Mongol period (1279-1328).

He established an institution of higher learning there and built an astronomical observatory. Ulugh Beg’s tables of trigonometric functions were accurate to at least 7 figures. . and they were tabulated at intervals of 1 degree.29 Figure 1. a grandson of Tamurlane. became the ruler of Samarkand at the age of 16.12: Ulugh Beg (1394-1449).

u Erasmus and Descartes. many centuries earlier. as he said later.) By reuniting algebra and geometry. The program of natural philosophy on which Descartes embarked as a result of his dreams led him to the discovery of analytic geometry. Copernicus spent ten years studying in Italy. These numbers represented the distance between the point and two perpendicular fixed . science and literature of the ancient world. returning from the Middle East. filled him with enthusiasm. and put him in possession of a wonderful key with which to unlock the secrets of nature. for example Rembrandt. and their close contact with east. On that autumn evening. the combination of algebra and geometry. Descartes had a series of dreams which.30 CHAPTER 1. During that night. Descartes paved the way for the rediscovery of differential and integral calculus. f and t. We shall see in the next section that Descartes reunited algebra and geometry. two fields that had been lost since the time of Archimedes. particularly to Venice and Florence. who had enlisted in the army of the Elector in order to escape from Parisian society. 1619. (This discovery that horrified them to such an extent that they abandoned algebra. the last of which took place in 1270. brought with them a taste for the luxurious spices. it produced many important artists. As the Renaissance moved Northward. With them was a young Frenchman named Ren´ Descartes (1596e 1659). and their control of Mediterranean sea routes made trade with the east both safe and profitable. two disciplines that had been separated ever since their combination had led the Pythagoreans to discover irrational numbers. the troops of the Elector of Bavaria were celebrating the Feast of Saint Martin at the village of Neuberg in Bohemia. where he absorbed the ideas that led him to rediscover and develop his sun-centered model of the solar system. Shakespeare. This heritage that had been preserved and enriched by the eastern civilizations. Descartes Until the night of November 10. Most of the profit from this trade went to a few cities. leatherwork and fine steel weapons of the orient. The prosperity of these cities. Michelangelo and Galileo Galilei. Essentially. In Italy the Renaissance produced such figures as Leonardo da Vinci. a revival of interest in the art. converted him to a life of philosophy. algebra and geometry were separate disciplines. a model that had first been put forward in Egypt by Aristarchus. writers and scientists. and during the 13th-15th centuries it was rediscovered with enthusiasm by the west. Descartes’ method amounted to labeling each point in a plane with two numbers. jewelry. D¨rer. gave rise to the Italian Renaissance. HISTORICAL BACKGROUND This was the first of a series of crusades. European armies.

13: Ren´ Descartes (1596-1650) reunited algebra and geometry. . Cartesian coordinates are named after him. and Leibniz.31 Figure 1. a discovery so contrary to their religion that they kept it secret and renounced algebra. Descartes’ algebraic geometry paved the way for the rediscovery of calculus by Fermat. Newton. e which had been separated ever since the Pythagoreans abandoned algebra after their shocking discovery of irrational numbers.

and he developed his method in an important book. Figure 1. Descartes’ pioneering work in analytic geometry paved the way for the invention of differential and integral calculus by Fermat. What is the ratio ∆f /∆t? • Problem 1. The curve tells us the value of f corresponding to every value of t.32 CHAPTER 1.14: This figure shows the parabola f = t2 plotted using the method of Descartes. (Besides taking some steps towards the invention of calculus. while values of t are measured along the horizontal axis. Newton and Leibniz. Descartes realized the power of using algebra to generate and study geometrical figures. while when t = 2. but he did not publish this work.0001 and ∆t = .11: Repeat Problem 1. For example. Suppose that we increase t by an amount ∆t = . Then every algebraic equation relating f and t generated a curve in the plane. (the coordinate axes). the great French mathematician. which was among the books that Newton studied at Cambridge. Values of f are measured on the vertical axis. f = 1. f = 4. If we want to know the value of f = t2 corresponding to a particular value of t. when t = 1. Pierre de Fermat (1601-1665). and then horizontally left from the curve to the vertical axis. Does the ratio ∆f /∆t seem to be approaching a limiting .14. we go vertically up to the curve from the horizontal axis.10 for ∆t = . f = 1. we can see that when t = 1. also discovered analytic geometry independently.01.) • Problem 1.000001. Then f will increase by an amount ∆f . HISTORICAL BACKGROUND lines.10: Looking at the curve f = t2 shown in Figure 1.

he is the author of the famous phrase “Cogito.. therefore I exist”. In philosophy. (π = 3. and increases to 1 at t = π/2. the intellectual and strong-willed daughter . Descartes sold these estates and invested the money.1415927. He was able to indulge in this taste for a womblike existence because his father had left him some estates in Brittany. Descartes might have been able to live happily in this way to a ripe old age if only he had been able to resist a flattering invitation sent to him by Queen Christina of Sweden. he spent a large portion of his time in bed.33 value as ∆t becomes smaller and smaller? How is this ratio related to the slope of the curve? Figure 1. and finally he was reduced to knowledge of his own existence as the only real certainty.) Descartes did important work in optics. physiology and philosophy. and falls to zero at t = π/2. The function cos(t) has the value 1 at t = 0. Christina. The function sin(t) is zero at t = 0. He never married. He resolved to doubt everything which it was possible to doubt. and he succeeded in avoiding responsibilities of every kind. “I think. Even as a student. from which he obtained an ample income. which is the starting point for his theory of knowledge. Ren´ Descartes died tragically through the combination of two evils which e he had always tried to avoid: cold weather and early rising.15: This figure shows the trigonometric functions f = sin(t) and f = cos(t) plotted as functions of t using the method of Descartes.. The functions were first tabulated by the Egyptian astronomer Hipparchus. ergo sum”.

was determined to bring culture to Sweden. and before the winter was over he had died of pneumonia. HISTORICAL BACKGROUND of King Gustav Adolf. three times a week.34 CHAPTER 1. Unfortunately for Descartes. left his sanctuary in Holland and sailed to the frozen north. he had become so famous that Queen Christina wished to take lessons in philosophy from him. Descartes. and she sent a warship to fetch him from Holland. . who considered that money from the royal treasury ought to be spent exclusively on guns and fortifications. where he was staying. unable to resist this flattering attention from a royal patron. Poor Descartes was forced to get up in the utter darkness of the bitterly cold Swedish winter nights to give Christina her lessons in a draughty castle library. much to the disgust of the Swedish noblemen. but his strength was by no means equal to that of the queen. The only time Christina could spare for her lessons was at five o’clock in the morning.

To understand Newton’s work on the binomial theorem. thinking lad. Her baby was so small that. a small village in Lincolnshire. Newton showed his mathematical genius by extending the binomial theorem. we can begin by thinking of what happens when we multiply the quantity a + b by itself. Under Barrow’s guidance.Chapter 2 Differential calculus Newton On Christmas day in 1642 (the year in which Galileo died). Newton was fond of making mechanical models. as in equation (2. and while still a student. his mother married again and went to live with her new husband. but at first he showed no special brilliance as a scholar. He showed even less interest in running the family farm. which had previously been studied by Pascal and Wallis. he found a substitute father in the famous mathematician Isaac Barrow. England. When Newton arrived at Cambridge. leaving the boy to be cared for by his grandmother. This may have caused Newton to become more solemn and introverted than he might otherwise have been. When Isaac Newton was four years old. however.1): 35 . One of his childhood friends remembered him as “a sober. “he could have been put into a quart mug”. and a relative (who was a fellow of Trinity College) recommended that he be sent to grammar school to prepare for Cambridge University. a recently widowed woman named Hannah Newton gave birth to a premature baby at the manor house of Woolsthorpe. scarce known to play with the other boys at their silly amusements”. and he was not expected to live. As a boy. who was his tutor. as she said later. silent.

. which can also be written as (a + b)3 . . Continuing in this way we can obtain higher powers of a + b: (a + b)1 (a + b)2 (a + b)3 (a + b)4 . as in equation (2. Now suppose that we continue the process and multiply a2 + 2ab + b2 by a + b. . . n(n − 1) n−2 2 n(n − 1)(n − 2) n−3 3 n n−1 a b+ a b + a b + . a+b a2 + 2ab + b2 a3 + 3a2 b + 3ab2 + b3 a4 + 4a3 b + 6a2 b2 + 4ab3 + b4 . . .3) and so on.2) The result of this second multiplication is a3 + 3a2 b + 3ab2 + b3 . . DIFFERENTIAL CALCULUS a+b × a+b ab + b2 a2 + ab 2 a + 2ab + b2 (2. An integer n followed by an exclamation mark stands for the product n! ≡ n(n − 1)(n − 2). an integral power of a + b can be expressed in the form (a + b)n = an + where 0! 1! 2! 3! 4! . 1 1 = 1 2×1 = 2 3×2×1 = 6 4 × 3 × 2 × 1 = 24 . In general. + bn 1! 2! 3! (2..4) (2.36 CHAPTER 2..1. ≡ ≡ ≡ ≡ ≡ . . .2): a2 + 2ab + b2 × a+b a2 b + 2ab2 + b3 a3 + 2a2 b + ab2 a3 + 3a2 b + 3ab2 + b3 (2.. .5) and so on. .1) The result is a2 + 2ab + b2 . (2. = = = = . .. and one refers to such a product as “n .

(2. It can be proved by assuming that it holds for some value of n.6) n= (n − 1)! (n − 2)! so that we can rewrite equation (2.10) 2! 3! where p is not a positive integer.37 factorial”. as was mentioned in Book 1.7) in the form n (a + b)n = j=0 n j an−j bj (2. we can alternatively express equation (2.7) is the famous binomial theorem. He found that an infinite series of the form (a+b)p = ap +p ap−1 b+ p(p − 1) p−2 2 p(p − 1)(p − 2) p−3 3 a b + a b +. (2..7) where n means “sum the expression over all integral values of j. • Problem 2. From the definition of n!.2: Write expressions for (a + b)5 and (a + b)6 in powers of a and b. One can then show that it holds for n + 1. . Newton concluded that the series then contains an infinite number of terms. • Problem 2. The coefficients n j ≡ n! j!(n − j)! (2. it must hold for all positive integral values of n. it follows that n! n! ..8) are called “binomial coefficients”.1: Calculate the values of 5!. 6! and 7!. What if it is a negative integer or a fraction? What then? After studying this question.. • Problem 2. starting j=0 at j = 0 and ending at j = n”. Since the binomial theorem obviously holds for n = 1.. n(n − 1) = .4) can be rewritten in the form (a + b) = n n n! an−j bj j=0 j!(n − j)! (2. Using this notation.3: What is the value of the binomial coefficient 8 5 ? Newton exhibited his genius by asking himself what happens when n is not a positive integer. converges to a finite value provided that b is sufficiently small compared with a.9) Equation (2.

38

CHAPTER 2. DIFFERENTIAL CALCULUS

Figure 2.1: Newton’s work on binomial coefficients was forshadowed by that of the French mathematician Blaise Pascal (1623-1662), inventor of “Pascal’s triangle”. However, Pascal was in turn preceded by the Persian mathematician-poet Omar Khayy´m (1048-1131) and by the Chinese mathea matician Yanghui, who lived 500 years before Pascal. In the figure we see the Yanghui triangle. The binomial coefficients in each successive row are obtained by adding together coefficients in the previous row. The number above and slightly to the left is added to the number above and slightly to the right, and the sum forms the new coefficient.

39 • Problem 2.4: Use equation (2.10) to make a series expansion of √ 1 + x ≡ (1 + x)1/2 in powers of x. Evaluate the sum of the first five terms in the series when x = .1. Square the result and compare it to 1.1. • Problem 2.5: Try evaluating the the first 5 terms of series of Problem 2.5 when x = 2. Does the series converge to a particular number as more and more terms are added? In 1665, Cambridge University was closed because of an outbreak of the plague, and Newton returned for two years to the family farm at Woolsthorpe. He was then twenty-three years old. During the two years of isolation, Newton developed the binomial theorem into the beginnings of differential calculus. He imagined ∆t to be an extremely small increase in the value of a variable t. For example, t might represent time, in which case ∆t would represent an infinitesimal increase in time - a tiny fraction of a split-second. Newton realized that the series (t + ∆t)p = tp + p tp−1 ∆t + p(p − 1) p−2 2 t ∆t + ... 2! (2.11)

could then be represented to a very good approximation by its first two terms, and in the limit ∆t → 0, he obtained the result limit ∆t → 0 (t + ∆t)p − tp = p tp−1 ∆t (2.12)

Newton then asked himself how much any function f (t) changes when t increases by an infinitesimally small amount. He called the change in the function df and the infinitesimal increase in t he called dt. Newton concluded that the ratio df /dt would be given by df limit ≡ ∆t → 0 dt f (t + ∆t) − f (t) ∆t (2.13)

Thus, in the particular case where f (t) = tp he found if f = tp , then df = p tp−1 dt (2.14)

If we substitute various values of p into this relationship, we obtain a variety of relationships, for example: if f = t0 = 1, then df =0 dt (2.15)

40

CHAPTER 2. DIFFERENTIAL CALCULUS if f = t1 = t, then if f = t2 , then df =1 dt (2.16) (2.17) (2.18) (2.19) (2.20)

df = 2t dt df if f = t3 , then = 3t2 dt df if f = t1.5 , then = 1.5t.5 dt df = −t−2 if f = t−1 , then dt and so on. • Problem 2.6: Calculate • Problem 2.7: Calculate • Problem 2.8: Calculate df 1 when f (t) = 3 dt t

df when f (t) = (at)4 where a is a constant. dt df when f (t) = 1 + t. dt

d can be thought of as an operator which one can apply to a function dt f (t). Today we call this operation “differentiation”, and df /dt is called the function’s “derivative”. Equations (2.13)-(2.20) all have geometrical interpretations: For example, the curve f = t2 of equation (2.17) is shown in Figure 2.2. Suppose that we draw a tangent to the curve at some point t, as is shown in the figure. We can then construct a small right triangle whose long side is the tangent line, and whose other sides are respectively horizontal and vertical. If the horizontal side of the triangle has length ∆t, then in the limit where ∆t becomes infinitesimally small, the vertical side will have length f (t + ∆t) − f (t), and in this limit, the ratio of the two sides will be equal to the derivative, df /dt. We have considered the particular case of a parabola, but a similar argument would hold for any well-behaved function. The derivative of a function can be interpreted as the slope (at a particular point t) of a curve representing the function. Differential calculus is the branch of mathematics that deals with differentiation, with slopes, with tangents, and with rates of change. If we differentiate the sum of two functions, we obtain d limit [f (t) + g(t)] ≡ ∆t → 0 dt f (t + ∆t) − f (t) + g(t + ∆t) − g(t) ∆t (2.21)

17)). and the slope of the curve at that point is df /dt = 2 × . . (equations (2.13) and (2.41 Figure 2. In the illustration. t=.5.5 = 1. df /dt = 2t. and the slope of the tangent line is given by the derivative. A line drawn tangent to the curve at some point t will have the same slope as the curve at that point.2: This figure shows a plot of the parabola f = t2 .

3: This figure shows a magnified view of the point of contact between the parabola f = t2 of the previous figure and the tangent line. . The slope of the curve at that point is given by df /dt. DIFFERENTIAL CALCULUS Figure 2. A small triangle is drawn whose horizontal side represents an infinitesimal change in t while the vertical side represents the resulting change in f.42 CHAPTER 2.

e. but this new function can also be differentiated.. d2 a0 + a1 t + a2 t2 + a3 t3 + . we can rewrite this in the form: df dg d [f + g] = + dt dt dt For example d [f + g] = 1 + 2t dt Differentiating the product of two functions yields if f + g = t + t2 ..26) Combining (2. = a1 + 2a2 t + 3a3 t2 + . independent of t. then d limit [f (t)g(t)] ≡ ∆t → 0 dt f (t + ∆t)g(t + ∆t) − f (t)g(t) ∆t (2.. = 6a3 + 24a4 t + 60a5 t2 + .18) we obtain d a0 + a1 t + a2 t2 + a3 t3 + . In modern notation.. dt3 (2. = 2a2 + 6a3 t + 12a4 t2 + . the new function obtained by differentiating f (t) twice with respect to t is represented by the d2 f symbol 2 : dt d2 f d df ≡ (2. dt (2. and this process will yield another function....13)...16)-(2.22) (2. which today is called the “second derivative”. Then from (2.30) (2. dt2 We can continue and take the third derivative: d3 a0 + a1 t + a2 t2 + a3 t3 + .43 and using equation (2.23) (2..25) we find that if a = constant.24) which can be rewritten in the form d dg df [f g] = f +g dt dt dt (2.28) dt2 dt dt For example.. then d df [af ] = a dt dt (2.27) Differentiating a function gives us a new function.29) .26) with (2.. i.25) Now suppose that g(t) = a where a is a constant.

then df /dt represents the rate at which water is flowing out through the hole. If f (t) represents the volume of water in the jar as a function of time. the earth acts as though its mass were concentrated at its center. Newton wrote later: “I began to think of gravity extending to the orb of the moon.32) t=0 • Problem 2. and inversely proportional to the square of the distance between them.9: Calculate d2 f when f (t) = t1/2 .) Referring to the year 1666. (Newton himself perfected integral calculus later in his life. he guessed that this force is universal.a water-filled jar with a hole in the bottom. then n dn f dtn = n!an t=0 (2. Use equation (2. he called “fluxions”.32) to calculate the expansion coefficients an and show that the expansion is consistent with the original definition of the function.e. he could not construct the proof of this theorem. flowing quantities. perhaps because he associated them with a water clock that he had made as a boy . Newton also guessed correctly that in attracting an object outside its surface. which did not exist in 1666. With great boldness. DIFFERENTIAL CALCULUS Continuing to differentiate. from Kepler’s rule of the periodical times of the planets being in a sesquialternate proportion of their distances from the centres of . then an = 1 dn f n! dtn (2. since it depended on integral calculus. and that every object in the universe attracts every other object with a gravitational force that is directly proportional to the product of the two masses. and having found out how to estimate the force with which a globe revolving within a sphere presses the surface of the sphere.31) Dividing (2. From the three laws of planetary motion discovered by the German astronomer Kepler. Newton also applied his “method of fluxions” to mechanics. We have used modern notation to go through the reasoning that Newton used to develop his binomial theorem into differential calculus. The quantities that we today call “derivatives”. Newton had deduced that the force with which the sun attracts a planet must fall off as the square of the distance between the planet and the sun. we obtain ∞ if f = n=0 an tn . i.10: Suppose that f (t) = t3 .44 CHAPTER 2. we obtain in general ∞ if f = n=0 an t . dt2 • Problem 2. However.31) by n!.

45 Figure 2. . and his work was an inspiration to all of the philosophers of the Enlightenment.4: Sir Isaac Newton (1642-1727) became an intellectual hero during his own lifetime. Newton is generally considered to have been the greatest physicist of all time.

y. Fy .. but at the same time moving rapidly to the side. since it has a magnitude. we can make use of (2. To see how Newton made this calculation.) r ≡ {x. z} thought of as forming (A vector is a physical as a size. and thus the force can also be thought of as a vector: F ≡ {Fx . t=0 (2.34) + t=0 + . and found them to answer pretty nearly. For example direction as well as a (2. or mathematical quantity that has a direction as well the velocity of an object is a vector.32) and write x(t) = x0 + t dx dt dy dt dz dt + t=0 t2 d2 x 2! dt2 t2 d2 y 2! dt2 t2 d2 z 2! dt2 + . I deduced that the forces which keep the planets in their orbs must be reciprocally as the squares of the distances from the centres about which they revolve. DIFFERENTIAL CALCULUS their orbs.35) The three Cartesian coordinates of a particle can be the three components of a vector which we can call r. y and z represent the Cartesian position coordinates of a body (for example the moon.. These are functions of time. and Newton was able to build on this work by thinking of the moon as a sort of projectile. like the sum shown in equation (2. or an apple)..32). t=0 (2. The combination of these two motions gives the moon its nearly-circular path..37) A polynomial in the variable t is a sum of powers of t multiplied by constant coefficients.” Galileo had studied the motion of projectiles.” “All this was in the plague years of 1665 and 1666.46 CHAPTER 2.. for in those days I was in the prime of my age for invention..36) The force acting on an object has components in the directions of the three Cartesian coordinates. since the force acting on the moon is not constant but changes direction as the time t increases. . and if we assume that the functions can be represented by polynomials in t 1 . The assumption that the moon’s orbit can be represented as a polynomial in t is only valid for extremely small values of t.33) y(t) = y0 + t and z(t) = z0 + t + t=0 + . dropping towards the earth. and thereby compared the force requisite to keep the moon in her orb with the force of gravity at the surface of the earth. Fz } 1 (2. t=0 (2. and minded mathematics and philosophy more than at any time since. we can let x.

In other words.40). then we can write: F = {0.40) Combining (2.174 = 9. 1 mile = 5280 feet. −g} t=0 (2.2 (Newton used the English units. and if −mg is the force of gravity acting on the apple.41) is the acceleration due to the earth’s gravity acting on an object near to its surface. 0. d2 x Fx = 2 dt m d2 y Fy = dt2 m Fz d2 z = 2 dt m (2. and its meaning is that each component of the vector on the left side is equal to the corresponding component of the vector on the right. but the . It is a vector equation.38) Equation (2.47 (We use bold-face type here to denote vectors).38) and (2. −mg} (2.8066 (2.42) sec. If z represents the vertical height of the apple above the earth’s surface. its acceleration) is directly proportional to the force acting on it. In addition to guessing the universal law of gravitation. feet and miles.2 sec.41) The constant g which appears in equation (2. we have d2 r dt2 ≡ {0.39) Suppose now that the body is an apple.e. while x and y measure its horizontal position on the surface.) Notice that the mass m has now disappeared! The force of gravity in Newton’s theory is directly proportional to a body’s mass. the constant of proportionality being the inverse of the body’s mass: F d2 r = 2 dt m (2. Newton also postulated that the second derivative of the position vector of a body with respect to time (i. falling to the ground because of the earth’s gravitational attraction.38) is Newton’s famous third law of motion.28084 feet. and it has the value feet meters g = 32. 0. 1 meter = 3.

we obtain x = vx t y = 0 t2 z = z0 − g 2 (2. but also to ordinary newspaper readers. “What does it all mean?” “Nothing!” answered Chaplin. He was invited to meet the Archbishop of Canterbury as well as Charlie Chaplin and US President Herbert Hoover. DIFFERENTIAL CALCULUS acceleration produced by a force in inversely proportional to it.35) and letting x0 = y0 = 0. Einstein became famous not only to other scientists. Einstein asked. 2 .44) and (2.44) We can use the first of these equations to express t in terms of x and rewrite the equation for z in the form: z = z0 − g x2 2 2vx (2. who was the first to study such motions experimentally. let us suppose that a small boy has climbed the tree and that instead of just dropping the apple. the apple will fall to the ground following a parabolic trajectory. When the bending of light in a gravitational field was actually observed in 1918. Equations (2. 0. and therefore the mass cancels out of the equation for gravitational acceleration2 . which by a coincidence were the same. 0} t=0 (2. These were already well known to Galileo. Thus. Albert Einstein noticed that Newton had used mass in these two different ways. The starting point of Einstein’s general theory of relativity is the postulate that no local experiment whatever can distinguish between gravitation and acceleration. While standing with Chaplin amid a huge cheering crowd. as gravitational mass and as inertial mass. To make the problem of the falling apple a little more complicated. and he set out to construct a theory of motion and gravitation where the two would have to be the same. in Einstein’s theory. he throws it out horizontally with velocity dr dt ≡ {vx . an observer inside a closed box cannot tell whether the box is being accelerated or whether it is in a gravitational field.45) describe the motions of projectiles and falling bodies. Many years later.45) Thus we see that if it is thrown out horizontally from the tree.43) Then substituting the initial velocity and acceleration of the apple into equations (2.33)-(2. Einstein agreed with him. This led Einstein to the conclusion that a ray of light must be very slightly bent when it propagates in a strong gravitational field because such bending would be noticed by an observer looking at a ray of light propagating within an accelerated box.48 CHAPTER 2.

49 • Problem 2. but at the same time it moves to the side with the constant velocity vx . where g = 32 feet/second2 . The moon falls towards the earth. Of course. Newton boldly postulated that the laws of motion and gravitation that can be observed here on earth extend throughout the universe. and the trajectory of the moon through a very short interval of time is given by z = Rm − g x2 2 2vx (2. the circle and parabola fit closely together.46) We use g instead of g in equation (2.5. Newton postulated that the force of gravity exerted by the earth falls off as the reciprocal of the square of the distance from the earth’s center.45) to calculate how far from the base of the tower it will land (again neglecting air resistance). as is illustrated in Figure 2.44). To him it seemed that the moon resembles an apple thrown to the side by a small boy sitting in the apple tree. to calculate how long a stone will take to fall from the top of a tower that is 64 feet high (neglecting air resistance).2 (2. Use equation (2.46) because the moon is much more distant from the earth’s center than the apple is.0089 feet sec. The combination of these two motions gives the moon its nearly-circular orbit. then z0 = Rm where Rm is the radius of the moon’s orbit. if we consider only a very short period of time. However. Building on Kepler’s laws of planetary motion. . If we take the origin of our coordinate system to be the center of the earth. Thus g and g are related by Re g =g Rm 2 feet = 32.48) (2. and the moon’s gravitational acceleration is much less than the apple’s. the force of gravitation comes from a different direction.12: Suppose that instead of being merely dropped. after it has moved a little.47) z= 2 Rm − x 2 ≈ Rm − x2 x2 = Rm − g 2 2Rm 2vx (2.49) vx = feet 2πRm = 3356 τ sec.11 is thrown horizontally from the top of the same tower with velocity vx = 16 feet/second.2 3963 miles 238600 miles 2 = . the stone in Problem 2.174 sec. • Problem 2.11: Use equation (2. and therefore the moon does not follow a parabolic orbit but an approximately circular one.

the moon can be thought of as being similar to an object moving horizontally. . DIFFERENTIAL CALCULUS Figure 2. The parabolic trajectory of such an object is approximately the same as a circle during that short interval of time. During a very short interval of time.5: The orbit of the moon is approximately circular in shape.50 CHAPTER 2. and at the same time being accelerated in a vertical direction by the force of gravity. as is shown in the figure.

Gottfried Wilhelm Leibniz (1646-1716). and he did not show his calculations to anyone. and the result was a bitter quarrel over priority. However. and these alone were enough to make him famous.2 In this way. Newton “compared the force necessary to keep the moon in her orb with the force of gravity on the earth’s surface.” Newton was not satisfied with this incomplete triumph.51 2 feet vx = . (probably because of the missing proof). He not only kept his ideas on gravitation to himself. Newton did publish his experiments in optics.0089 g = (2. and found them to answer pretty nearly. By the time Newton published. but he also refrained for many years from publishing his work on the calculus.50) Rm sec. . the calculus had been invented independently by the great German mathematician and philosopher.

DIFFERENTIAL CALCULUS .52 CHAPTER 2.

What did Newton mean by “inverse fluxions”? By “fluxions” he meant differentials. so we must think of an operation that is the reverse of differentiation. Then we also know that if df = p tp−1 . The operation of going backwards from the differential of a function to the function itself is called “integration”. we discussed how to find the differential of a function f (t).3) .Chapter 3 Integral calculus In 1669. He was required to give eight lectures a year. Newton’s teacher. Newton worked at this time on developing what he called “the method of inverse fluxions”. Isaac Barrow. it follows from (3. Newton became the head of the mathematics department at Cambridge. generously resigned his post as Lucasian Professor of Mathematics so that Newton could have it. but the rest of his time was free for research. In Chapter 2. If we replace p by p + 1. we know that C is a constant. Today we call his method “integral calculus”. and the unknown constant C is called the “constant of integration”. Suppose that we know from our experience with differentiation that (for example) df = p tp−1 (3.2) that if df tp+1 = tp . then f = tp + C dt (3.2). Thus. but we do not know its value. at the age of 27.2) In equation (3. Knowledge of the derivative df /dt allows us to determine the original function f (t) from which it was derived up to an additive constant that must be determined in some other way.1) if and only if f = tp + C. then dt where C is a constant. then f = +C dt p+1 53 (p = −1) (3.

6) Equations (3.4) takes on the form dt t = (3.) It is customary to write this relationship in the form dt tp = tp+1 +C p+1 (p = −1) (3. The more general indefinite integral shown in equation (3.10) The reason why integrals taken between two limits are called “definite integrals” is that the unknown constant of integration C has cancelled out so no information is missing when we go from the differential of a function to the function itself.6) are called “indefinite integrals” . If the variable t represents time. if df =t dt then f (t2 ) − f (t1 ) = t2 t2 2 − 1 2 2 (3. For example. then f = + C dt 2 t2 +C 2 (3.4) and (3. then f (t2 )−f (t1 ) would represent the difference between the function f (t) evaluated at the time t = t2 minus the same function evaluated at the time t = t1 .4) Once again the constant of integration. INTEGRAL CALCULUS (We have to exclude p = −1 in (3. One also speaks of “definite integrals”. this becomes t2 t1 dt = t2 − t1 (3.9) When p = 0. When p = 1. is unknown and must be determined in some other way. t = t2 .4) has a corresponding definite integral of the form: t2 t1 tp+1 tp+1 2 dt t = − 1 p+1 p+1 p (p = −1) (3.5) while (3.3) to avoid dividing by zero. where knowledge of the derivative df /dt is used to find f (t2 ) − f (t1 ).indefinite because the constant of integration is unknown. C.7) This relationship is written in the form t2 dt t = t1 t2 t2 2 − 1 2 2 (3.3) becomes if df t2 = t.8) The integration is said to be taken between the lower limit t = t1 and the upper limit.54 CHAPTER 3. . equation (3.

What about the physical meaning of of equation (3. where we have let N =5. The total area of the rectangle will be the sum of the areas of the strips.2. area = N (v∆t) = N v(t2 − t1 ) N = v(t2 − t1 ) (3. giving an N -independent answer for the total area.3: If df = t1/2 .10) by a constant v.13). • Problem 3.1: Calculate the indefinite integral 2 dt t4 . In that case. Alternatively v might represent the constant rate of flow from the water-clock that Isaac Newton made as a boy.11)? If we imagine an object moving with constant velocity v. while vdt can be imagined informally to be the distance moved in an infinitesimal time interval dt. did the same thing. what is the form of the function f ? dt In Chapter 1. many centuries later. Figure 3.55 • Problem 3.2: Calculate the definite integral 1 • Problem 3.13) Obviously the sum of the areas of the small rectangular strips is independent of how many of them we use to divide up the area of the rectangle. each having a width ∆t = t2 − t1 N (3. we mentioned that Archimedes invented integral calculus and used it to determine the areas of figures bounded by curves. let us begin by multiplying both sides of equation (3. and this is reflected in the fact that N cancels out in equation (3. v(t2 − t1 ) would represent all of the water lost in the time interval t2 − t1 .11) Equation (3. . Now suppose that the rectangle is divided up into a number of small strips.11) tells us that this total distance will be v(t2 − t1 ). then v∆t represents the distance it will move in the small but finite interval of time ∆t.1 shows a rectangle with height v and a base whose length is t2 − t1 . This gives us t2 v t1 dt = v(t2 − t1 ) (3.11) has both a geometrical interpretation and a physical meaning.12) as is shown in Figure 3. Equation (3. To see how he did this and how Newton. Summing up the small distances moved in small intervals. The area of such a rectangle is v(t2 − t1 ). dt t4 . we obtain the total distance moved in the interval between the initial time t1 and a later time t2 .

If v represents the constant velocity of an object. INTEGRAL CALCULUS Figure 3. . The area of the figure is v(t2 − t1 ).1: This figure shows a rectangle with height v and base t2 − t1 .56 CHAPTER 3. then the area of the rectangle represents distance that the object moves between the times t1 and t2 .

Physically. v∆t can represent the distance that an object with constant velocity v moves in a small interval of time ∆t.1 into five small rectangular strips.2: We now divide the large rectangle of Figure 3. each with area v∆t = v(t2 − t1 )/5.57 Figure 3. When we add together the areas of the small strips. . we get the same answer for the total area of the rectangle.

i. How fast did the water run out through the hole? If we apply the idea of functions and differentials to this problem.1? • Problem 3. the error is represented by the areas of the five small triangles above the line f = at. INTEGRAL CALCULUS • Problem 3.e.15) Like (3. In Figure 3. we will soon go on to problems involving figures bounded by curves. will he walk in 1 second? How is this question related to equation (3. In Figure 3. on the average. what does f (t) represent? What does df /dt represent? What did the word “fluxion” mean to Newton? What we have done here seems a bit like cracking a peanut with a sledgehammer.16) where f is plotted as a function of t.8) with the constant a. It was a large container with a small hole in the bottom.4: Suppose that a man is walking at an average speed of 3 kilometers per hour.58 CHAPTER 3.3 and 3. and these cannot be solved without the help of integral calculus. if the reader will be patient with the first two simple examples. Let us suppose that its volume was four quarts and that it took 24 hours to go from full to empty. This will give us t2 a t1 dt t = a t2 t2 2 − 1 2 2 t2 2 2 (3.5: As a boy. Isaac Newton constructed a water clock. this equation has a both a geometrical interpretation and a physical one.3.14) If we let t1 = 0 we have t2 a 0 dt t = a (3.4. and the water ran out through the hole at a constant rate. and if we sum the area of the strips and let N → ∞ then we will obtain the area under the line. The geometrical interpretation is shown in Figures 3. which we have included for the sake of clarity. If we divide the area under the line f = at into N thin strips as is shown in Figure 3. and is given by (at2 )(t2 /2). How far.11). the number of these small triangles increases. by the height of the triangle multiplied by half the length of its base.4. . The area under the straight line between t = 0 and t = t2 is triangular in shape. we multiply both sides of equation (3. we see the straight line f (t) = at (3. but the total error decreases because the area of each triangle is proportional to 1/N 2 . Why have we used such a heavy piece of mathematical hardware to crack a problem that we could have solved in 30 seconds in our heads? However.4.10) and Figure 3. When we increase N . In the next simple example.

Galileo found this law experimentally for falling bodies with constant gravitational acceleration. Physically. multiplied by half 2 the length of the base.e. It’s velocity is then given by v = at. the area of the triangle can represent the distance moved by an object with constant acceleration a..59 Figure 3. and the distance travelled is proportional to the square of the elapsed time. The area under the straight line v = at between the points t = 0 and t = t2 is given by at2 /2.3: This figure illustrates the geometrical interpretation of equation (3. i. . He observed that the distance travelled by a falling body is proportional to the square of the elapsed time.15). the height of the triangle.

The area of each of the narrow strips can represent physically the approximate distance that an object with constant acceleration a travels during the interval of time ∆t. the approximation will become more exact.) The area of the triangle is approximated by the sum of the areas of the small strips.3 into N small rectangular strips. INTEGRAL CALCULUS Figure 3.60 CHAPTER 3. . N . N = 5. If we increase the number of strips. This distance changes with time because acceleration changes the velocity of the object.4: We now divide the triangle of Figure 3. (In the figure.

the acceleration of the body will be constant.9 shows the method which Archimedes used to calculate the area of a circle by dividing it into a number of narrow strips and then letting the strips become more and more narrow and numerous. In the figure.10: Repeat Problem 3. Thus Figure 3. repeat the problem for the case where the acceleration increases linearly with time. Then according to Newton’s laws of motion discussed in Chapter 2.9 for the case where a = wt where w is a constant. four strips are shown. Figure 1. and its velocity will increase linearly with time according to the rule v = at. The area under the line v = at between the times t = 0 and t = t2 represents the total distance travelled by a body when it is acted on by a constant force. If the radius of the circle has length r = 1.9: Suppose that an object has a constant acceleration a in a particular direction. what does dt dt2 represent? • Problem 3.8: If f (t) represents the distance traveled by an object d2 f df represent? What does moving in a straight line. Let us think of an object acted on by a constant force. We see from our construction that it is proportional to the square of the elapsed time. Of course we must remember that the velocity is constantly changing.4? What are the areas of each of the strips? What is the sum of their areas? • Problem 3.6: What are the heights of each of the five narrow strips shown in Figure 3. This is exactly the law of falling bodies that was discovered experimentally by the great Italian physicist. In Figure 3.3 can be thought of as a plot of the velocity of the object as a function of time. In other words. What is the physical interpretation of the constant of integration? Integrate again to find the distance travelled as a function of time.4. for example the force of gravity. . Express the velocity as an indefinite integral and find an expression for the velocity of the object as a function of time. • Problem 3.7: In Chapter 1. what is the area of each strip? What is their total area? Equation (3. and later explained theoretically by Isaac Newton.61 • Problem 3. the area of each strip represents approximately the distance traveled in the small interval of time ∆t. What is the interpretation of the second constant of integration? • Problem 3.15) has a physical meaning as well as a geometrical interpretation. Galileo Galilei.

i.17) was interpreted as the area under the curve represented by f (t) between vertical lines drawn at t = t1 and t = t2 . but still finite. the lower boundary of the figure being the horizontal axis. and so on.23) We can notice a cancellation between the 1st and 4th terms of this sum. In fact.. and if f (t) is a smooth continuous function. so that ∆t is extremely small but still finite.. t2 t1 dt f (t) = f (t2 ) − f (t1 ) (3. If N is sufficiently large. we have f (t + ∆t) − f (t) f (t) ≈ (3. f (t) ≡ limit ∆t → 0 f (t + ∆t) − f (t) df ≡ ∆t dt (3.18).19) t2 − t1 (3.20) N and f (t) is is defined by (3.22) Writing out the terms in this sum yields S ≈ f (t1 + ∆t) − f (t1 ) + f (t1 + 2∆t) − f (t1 + ∆t) +f (t1 + 3∆t) − f (t1 + 2∆t) + .e. all of the terms cancel out except the 2nd term and the next to last one. INTEGRAL CALCULUS The two simple examples given here follow a pattern: In each example.21) ∆t so that ∆t ≡ N −1 j=0 Here S≈ [f (t1 + j∆t + ∆t) − f (t1 + j∆t)] (3.. Therefore we can write S ≈ f (t2 ) − f (t1 ) (3. This is in fact the general geometrical interpretation of the definite integral of a function of a single variable where f is the first derivative of f .24) . between the 3rd and 6th terms.62 CHAPTER 3.18) We can see this if we consider the sum of the areas of N strips of width ∆t and height f (t1 + j∆t): N −1 S= j=0 ∆tf (t1 + j∆t) (3. +f (t1 + N ∆t) − f (t1 + N ∆t − ∆t) (3.

the horizontal axis and the vertical lines t = t1 and t = t2 . standing for “Summa”. and he offered to . This establishes the general geometrical interpretation of a definite integral. author of Micrographia and Professor of Geometry at Gresham College. and the young astronomer. provided that the function f (t) is smooth and continuous. the approximation in equation (3. 1684. Newton realized that the operation of intergration (finding “inverse fluxions”) is equivalent to dividing the area under a curve into N narrow rectangular strips and adding together the areas of the strips in the limit where N → ∞. For example. Then it will reduce to t2 t1 dt t2 = t3 t3 2 − 1 3 3 (3. Hooke claimed that he could calculate the motion of the planets by assuming that they were attracted to the sun by a force which diminished as the square of the distance.25) represents the area under the curve f (t) = t2 (3. suppose that we let p = 2 in equation (3. an old-fashioned S. Paul’s Cathedral.5.9). a brilliant but irritable man. he did not publish any of this work until many years later.24) becomes progressively more accurate. One of them was Robert Hooke (1635-1703). the problems of gravitation and planetary motion were increasingly discussed by the members of the Royal Society. Isaac Newton used it to solve many of the problems that had been worrying him in his earlier work on motion and gravitation. and had gone on to do important work in many fields of science. the designer of St. He had begun his career as Robert Boyle’s assistant. in fact.25) The right-hand side of equation (3. The symbol is. S more and more closely approximates the area enclosed by the curve f (t).26) between vertical lines drawn at t = t1 and t = t2 . After inventing differential and integral calculus. Edmund Halley (16561742). As N becomes larger and larger. he was able to show that when the gravitational force of the earth acts on an object outside its surface. three members of the Society were gathered in a London coffee house. Meanwhile. as shown in Figure 3. Wren challenged Hooke to produce his calculations. the Latin word for sum. integrals can be used to find the areas of figures bounded by curves. Listening to Hooke were Sir Christopher Wren (1632-1723). In January. As Newton showed. However. the result is the same as it would be if all the mass of the earth were concentrated at its center.63 where we have used the fact that t2 = t1 + N ∆t. He introduced the symbol for this operation. For example. since as N becomes larger.

5: Equation (3.64 CHAPTER 3. . INTEGRAL CALCULUS Figure 3. The other boundary of the calculated area is the horizontal axis.25) tells us how to find the area under the parabola f (t) = t2 between vertical lines drawn at t = t1 and t = t2 .

when he approached the problem of gravitation. and with great tact and patience he struggled to keep a controversy from developing between Newton. and now his progress was rapid because he had invented integral calculus. This time. ‘I have calculated it’. and he sent the notes for these lectures to Halley in the form of a small booklet entitled On the Motion of Bodies. who was claiming his share of recognition in very loud tones. and it is divided into three sections. replied he. In it. Newton began to put his research in order. By the autumn of 1684. and Hooke. but because a fight between Newton and Hooke seemed possible. 1684. and he also discusses differential and . He returned to the problems which had occupied him during the plague years. According to an almostcontemporary account. Spurred on by Halley’s encouragement and enthusiasm. and in 1686 Newton’s great book was printed. Halley made a journey to Cambridge to talk with Newton. and being asked for the calculation.65 present Hooke with a book worth 40 shillings if he could prove his inverse square force law by means of rigorous mathematics. what happened then was the following: “Without mentioning his own speculations. The first book sets down the general principles of mechanics. he had his shortcomings as a human being. Halley asked how he knew it? ‘Why’. everything fell into place. and Halley. Although Newton was undoubtedly the greatest physicist of all time. who was neurotically sensitive. Newton states his three laws of motion. Newton was ready to give a series of lectures on dynamics. urged Newton to write out in detail all of his work on motion and gravitation. but he was unable to win Wren’s reward. (The Mathematical Principles of Natural Philosophy). hinting that Newton was guilty of plagiarism. Halley persuaded Newton to develop these notes into a larger book. or those of Hooke and Wren. he (Halley) at once indicated the object of his visit by asking Newton what would be the curve described by the planets on the supposition that gravity diminished as the square of the distance. Halley then generously offered to pay the publication costs himself.” Newton soon reconstructed the calculation and sent it to Halley. who was rumored to know very much more about the motions of the planets than he had revealed in his published papers. Hooke tried for several months. Struck with joy and amazement. The Royal Society at first offered to pay for the publication costs of Newton’s book. Newton immediately answered: an Ellipse. measured by the French astronomer Jean Picard (1620-1682). he could not find it. the Society discretely backed out. In August. Newton also had available an improved value for the radius of the earth. and he reacted by striking out from his book every single reference to Robert Hooke. It is entitled Philosophae Naturalis Principia Mathematica. but promised to send it to him. filled with enthusiasm and admiration.

Newton also calculated the irregular motion of the moon resulting from the combined attractions of the earth and the sun. To present a unified theory explaining such a wide variety of phenomena with so few assumptions was a magnificent and unprecedented achievement. and when he returned to France. expressing the general opinion of his contemporaries. wrote a famous couplet. Newton applies these methods to systems of particles and to hydrodynamics. he calculates the velocity of sound in air from the compressibility and density of air. We might ask just what it was in Newton’s work that so much impressed the intellectuals of the 18th century. Madame du Chatelet.66 CHAPTER 3. to translate the Principia into French. and Alexander Pope. and he explains such details as the flattened. From these. and he determined the mass of the moon from the behavior of the tides. and the slow precession of its axis about a fixed axis in space. Newton sets out to derive the entire behavior of the solar system from his three laws of motion and from his law of universal gravitation. who for reasons of personal safety was forced to spend three years in England. Christian Huygens (1629-1695). Newton’s Principia is generally considered to be the greatest scientific work of all time. the entire evolution of the solar system is determined by the laws of motion and by the positions and velocities of the planets and their moons at a given instant of time. used the time to study Newton’s Principia. God said: ‘Let Newton be!’. it is possible to predict all of the future and to deduce all of the past. such as air or water. Voltaire. travelled to England with the express purpose of meeting Newton. The third book is entitled The System of the World. such as the problem of calculating how a body moves when its motion is slowed by a resisting medium. inventor of the pendulum clock and the wave theory of light. The answer is that in the Newtonian system of the world. and he treats a great variety of other problems. non-spherical shape of the earth. INTEGRAL CALCULUS integral calculus (both invented by himself). and Newton’s contemporaries immediately recognized the importance of what he had done. For example. he not only derives all three of Kepler’s laws. but he also calculates the periods of the planets and the periods of their moons. which he hoped would be carved on Newton’s tombstone: Nature and Nature’s law lay hid in night. The Newtonian system of the world is like an enormous clock which has . he persuaded his mistress. In the second book. In this book. an epoch which came to be known as the “Age of Reason” or the “Enlightenment”. and all was light! The Newtonian synthesis was the first great achievement of a new epoch in human thought. Knowing these. The great Dutch physicist.

He used this improved pendulum to regulate the turning of cog wheels. and with this instrument he made a number of astronomical discoveries. the markings on the surface of Mars and the Orion Nebula. . Huygens then invented a pendulum with a modified arc. he published the first formal book ever written about probability. he calculated the distance to Sirius. given time. Improving on Galileo’s studies. and its true distance is twenty times Huygens’ estimate. but they had no doubt that. However. all of the laws of nature would be discovered. including a satellite of Saturn. Huygens and Leibniz Meanwhile. nature itself. Sirius is more luminous than the sun. Christian Huygens (1629-1695). comets and eclipses are no longer objects of fear and superstition. not quite circular. By assuming the star Sirius to be exactly as luminous as the sun. After studying mathematics at the University of Leiden. Another of Huygens’ important inventions is the pendulum clock. They too are part of the majestic clockwork of the universe. and found it to be 2. In fact. In 1655. for which the swing was exactly isochronous. and they are unalterable. One of the most dise tinguished followers of Descartes was the Dutch physicist. driven by a falling weight. although there are no miracles or exceptions to natural law. while working on improvements to the telescope together with his brother and the Dutch philosopher Benedict Spinoza.5 trillion miles. the rings of Saturn. mathematics and physics had been developing rapidly. they have complete generality. the period is not precisely independent of the amplitude of the swing. in its beautiful works. Huygens invented an improved method for grinding lenses. he showed that for a pendulum swinging in a circular arc.67 to run on in a predictable way once it is started. on the continent. Huygens was the first person to estimate numerically the distance to a star. or at most in a few centuries. can be regarded as miraculous. he soon was diverted from pure mathematics by a growing interest in physics. Newton’s contemporaries knew that there were other laws of nature to be discovered besides those of motion and gravitation. He used his new method to construct a twenty-three foot telescope. In this picture. In this picture of the world. stimulated by the writings of Ren´ Descartes. The climate of intellectual optimism was such that many people thought that these discoveries would be made in a few generations. The Newtonian laws are simple and mathematical in form. Huygens was the son of an important official in the Dutch government.

but was left behind. He had taken a position in the service of the Elector of Hanover. acted as advisor to Peter the Great and originated the theory that “this is the best of all possible worlds” (later mercilessly satirized by Voltaire in Candide). he began his work on calculus. which he completed and published in 1684. Petersberg. introduced determinants into mathematics. where he was elected to membership by the Royal Society. invented combinatorial analysis. whom he met while travelling as an emissary of the Elector of Mainz. The quarrel was unfortunate for everyone concerned.68 CHAPTER 3. especially for Leibniz himself. invented a calculating machine which could multiply and divide as well as adding and subtracting. He invented the doctrine of balance of power. . However. Leibniz was a man of universal and spectacular ability. founded academies of science in Berlin and St. Among the friends of Christian Huygens was the German philosopher and mathematician Gottfried Wilhelm Leibniz (1646-1716). he found the versatile Leibniz congenial. Leibniz wanted to accompany the Elector to England. This set the stage for a bitter quarrel over priority between the admirers of Newton and those of Leibniz. the Elector was called to the throne of England as George I. Leibniz visited England. In 1673. Newton’s invention of differential and integral calculus had been made much earlier than the independent work of Leibniz. which he held for forty years. Since Huygens too was a man of very wide interests. In addition to being a mathematician and philosopher. neglected and forgotten. Leibniz died two years later. historian and diplomat. independently invented the calculus. Leibniz continued to correspond with Huygens and to receive encouragement from him until the end of the older man’s life. INTEGRAL CALCULUS and thus he invented the pendulum clock. in 1714. Leibniz learned mathematics from Christian Huygens. but Newton did not publish his discoveries until 1687. attempted to unify the Catholic and Protestant churches. almost exactly as we know it today. and gladly agreed to give him lessons. mainly because of the quarrel with the followers of Newton. he was also a lawyer. with only his secretary attending the funeral. During the same year.

However. He became professor of mathematics at the Academy of Sciences in St. had taught himself the Leibnizian form of calculus. and he has been called the father of mathematical physics. One of the good friends of Daniel Bernoulli and his brothers was a young man named Leonhard Euler (1707-1783). His books and papers are mainly devoted to algebra. Petersberg.69 The Bernoullis and Euler Among the followers of Leibniz was an extraordinary family of mathematicians called Bernoulli. he was given a vacant chair. John Bernoulli. In spite of the variety of his titles. Euler married the daughter of a Swiss painter and settled down to a life of quiet work. John Bernoulli had three sons. and the Bernoullis were quick to recognize his great ability. optics. trigonometry and astronomy. Since the chair in mathematics was already occupied by his father. A recent edition of Euler’s works contains 70 quatro volumes of published research and 14 volumes of manuscripts and letters. They were descended from a wealthy merchant family in Basle. mechanics. Petersberg. philosophy and musical theory! . Petersberg when he was twenty-five. Nicolas II and John soon caught their brother’s enthusiasm. I study the stars”). however. His motto was “Invicto patre sidera verso” (“Against my father’s will. James. In fact. John became Professor of Mathematics in Gr¨no ingen and Nicolas II joined the faculty of the newly-formed Academy of St. but they also include contributions to shipbuilding science. He came to their house once a week to take private lessons from their father. After eight Russian winters however. James (1654-1705). They persuaded Euler’s father not to force him into a theological career. then in botany. the family of Nicolas Bernoulli the Elder produced a total of nine famous mathematicians in three generations! Daniel Bernoulli’s brilliance made him stand out even among the other members of his gifted family. Nicolas Bernoulli the Elder. the eldest son. Nicolas III (1695-1726). Switzerland. and instead became Professor of Mathematics at the University of Basle. tried to force his three sons. Euler was destined to become the most prolific mathematician in history. but instead to allow him to go with Nicolas III and Daniel to work at the Academy in St. first in anatomy. geometry. The head of the family. the calculus of variations (invented by Euler). analysis. and finally in physics. Daniel (1700-1782) and John II (1710-1790). and they learned calculus from him. the theory of numbers. producing a large family and an unparalleled output of papers. architecture. Daniel’s main work was in applied mathematics. all of whom made notable contributions to mathematics and physics. Nicolas II (1662-1716) and John (1667-1748) to follow him in carrying on the family business. he returned to his native Basle.

His friend Thi´bault described Euler as sitting “.6. It was his habit to make calculations with chalk on a board for the benefit of his assistants. and to live”. In the eighteenth century it was customary for the French Academy of Sciences to propose a mathematical topic each year. Leonhard Euler and Daniel Bernoulli each won the Paris prize more than ten times. although he himself could not see what he was writing. They applied it to a great variety of problems.. At five o’clock. a right triangle is inscribed in a circle of unit radius. Euler became totally blind.that was how he wrote his immortal works”. Nevertheless. On September 18.with a cat on his shoulder e and a child on his knee . John Bernoulli is said to have thrown his son out of the house for winning the Paris prize in a year when he himself had competed for it. and to award a prize for the best paper dealing with the problem. lost consciousness. he suffered a cerebral hemorrhage. . In Figure 1. In 1771. we will need to know how to differentiate and integrate the trigonometric functions sin(t) and cos(t). The length of the vertical side of the right triangle is called sin(t). Now imagine that the angle t is increased by a small amount ∆t. Appropriately. aided by his sons and his devoted scientific assistants. with one corner touching the circle. which allowed him to work even in the midst of the noise of his large family. whose definitions are illustrated in Figure 1.6 of Chapter 1. another corner at the center of the circle. he continued to produce work of fundamental importance. “The chalk fell from his hand. and the third corner a distance called cos(t) from the center along the horizontal axis. and made some calculations on the motions of balloons. where t is the angle at the center of the circle. He then spent the afternoon discussing the newly-discovered planet Uranus with two of his assistants. an extraordinary memory and remarkable powers of concentration.70 CHAPTER 3. Euler ceased to calculate. from the shape of ships’ sails to the kinetic theory of gasses. Both the slightly changed triangle and the original one are shown in Figure 3. Euler and the Bernoullis did more than anyone else to develop the Leibnizian form of calculus into a workable tool and to spread it throughout Europe. and they share the distinction of being the only men ever to do so. Euler was making such computations on the day of his death. 1783. INTEGRAL CALCULUS Euler achieved this enormous output by means of a calm and happy disposition. As one of his biographers put it.8. and died soon afterwards. Euler gave a mathematics lesson to one of his grandchildren. Logarithms. exponentials and Euler’s identity To understand the problems on which the Bernoulli’s and Euler worked.

6: Daniel Bernoulli (1700-1782) is sometimes called the “father of mathematical physics” because of the far-reaching importance of his work with partial differential equations. .71 Figure 3.

His memory and his powers of concentration were amazing. when he was totally blind. INTEGRAL CALCULUS Figure 3. .7: Leonhard Euler (1707-1783) was the most prolific mathematician in history.72 CHAPTER 3. Many of his important results were obtained during the last period of his life.

and the third corner on the horizontal axis. and the horizontal side a little shorter.73 Figure 3. inside which a right triangle is drawn with one corner touching the circle.8: This figure shows a circle of unit radius. another corner at the center of the circle. the vertical side of the triangle becomes a little longer. . If the angle t at the center of the circle is slightly changed.

the length of the vertical side will change by cos(t)dt.74 CHAPTER 3. . INTEGRAL CALCULUS Figure 3. whose angles are the same as the angles of the previous triangle. A small triangle is drawn. It follows that if the central angle changes by an amount dt. These results are used in equations (3.9: This figure shows a magnified view of a portion of the previous figure.28). while the horizontal side will change by −sin(t)dt.27) and (3.

75 As can be seen from this figure, the vertical side of the triangle has been increased by a small amount. In the limit where ∆t becomes extremely small, considerations of geometry allow us to calculate by how much the vertical side of the right triangle has been increased. In that limit small arc of the circle joining the corner of the original triangle with the corner of the slightly altered one approaches a straight line of length ∆t. Figure 3.9 shows a magnified view of this portion of Figure 3.8. From elementary geometry it is possible to show that the angle between the small arc and the vertical side of the new right triangle will approach t as ∆t approaches zero. If we add a small horizontal line, as shown in Figure 3.9, we will obtain a tiny right triangle similar to our original triangle. For any two similar triangles the ratios of corresponding sides are equal. Therefore d sin(t) limit ≡ ∆t → 0 dt and d cos(t) limit ≡ ∆t → 0 dt cos(t + ∆t) − cos(t) = −sin(t) ∆t (3.28) sin(t + ∆t) − sin(t) = cos(t) ∆t (3.27)

Equations (3.27) and (3.28) tell us how to differentiate sin(t) and cos(t) with respect to t. We also know, from the definitions of these functions, that sin(0) = 0 and cos(0) = 1 (3.29)

We are now in a position to use equation (2.32) to derive series representations of sin(t) and cos(t) in terms of powers of the variable t. If we let

sin(t) =
n=0

an tn

(3.30)

then we know from equations (2.32), (3.27), (3.28) and (3.29) that a0 = 1 d0 sin(t) 0! dt0 = sin(0) = 0
t=0

(3.31)

(where we have used the fact that 0! ≡ 1) while a1 = and a2 = 1 dsin(t) 1! dt 1 d2 sin(t) 2! dt2 = cos(0) = 1
t=0

(3.32)

= sin(0) = 0
t=0

(3.33)

76

CHAPTER 3. INTEGRAL CALCULUS

and so on. Continuing in this way we obtain the series: sin(t) = t − and similarly, t2 t4 t6 + − + ... (3.35) 2! 4! 6! These series representations of sin(t) and cos(t) were known to Leonhard Euler. He was also familiar with another series that had been studied previously by the mathematician John Napier (1550-1617), Lord of Merchiston Castle near Edinburgh, Scotland: cos(t) = 1 − f (t) = tn t2 t3 = 1 + t + + + ... 2! 3! n=0 n!

t3 t5 t7 + − + ... 3! 5! 7!

(3.34)

(3.36)

When he evaluated this series numerically for various values of t, Lord Napier noticed that f (t)2 = f (2t) (3.37) while f (t)3 = f (3t) and in general f (t)n = f (nt) (3.39) Because of the property shown in equations (3.37)-(3.39), Napier thought of the series as representing some number e raised to the power t: f= since (et )2 = e2t (et )3 = e3t (3.41) and so on. By evaluating the series at t = 0, Napier was able to find the value of the mysterious number e: f (0) = 1 + 1 1 1 + + + ... = 2.718281828459045235... ≡ e 1! 2! 3! (3.42) tn ≡ et n! n=0

(3.38)

(3.40)

and this number is called the “Napierian base” in his honor. Napier also invented the concept of logarithms, which are closely related to equation (3.40). If we make a plot of Napier’s exponential function et , we can use the plot to find the values of t that must be substituted into the series (3.40) to give a particular result f = et = a. Napier called this particular value of t

77 the “logarithm of a”. If the abbreviation “ln” is used to denote it, then we can write a = eln(a) (3.43) b = eln(b) (3.44)

and so on. Napier used his invention of logarithms to reduce the effort required to perform a multiplication numerically. He noticed that ab = eln(a) × eln(b) = eln(a)+ln(b) so that ln(ab) = ln(a) + ln(b) Similarly b (3.47) ln( ) = ln(b) − ln(a) a With the help of these relationships, Napier showed that tables of logarithms can be used to reduce the work involved in multiplication and division. (3.46) (3.45)

Figure 3.10: This figure shows the exponential function et studied by Napier. If et = a, then t ≡ ln a. In the figure, ln 5 is marked with a dot on the t axis. • Problem 3.11: Use the series of equations (3.34) and (3.35) to evaluate sin(1) and cos(1). What is the value of [sin(1)]2 + [cos(1)]2 ? Why is this value nearly equal to 1? Is [sin(t)]2 + [cos(t)]2 equal to 1 for every value of t?

78

CHAPTER 3. INTEGRAL CALCULUS • Problem 3.12: Evaluate the first five terms in the series for the Napierian base e shown in equation (3.42). How close is the sum of these terms to the value of e given in the equation? Do you think that e is a rational number? (A rational number is a number that can be expressed as the ratio of two integers.) • Problem 3.13: Use the series in equation (3.36) to evaluate e2 up to five terms. How close is the value of (e1 )2 to e2 ? • Problem 3.14: Calculate e3 and e4 and use these results, together with the results of Problem 3.13, to make a small table of logarithms. Try using this table, together with equations (3.46) and(3.47), to perform multiplications and divisions. Building on Napier’s work, Leonhard Euler studied the series eit = (it)2 (it)3 (it)n = 1 + it + + + ... 2! 3! n=0 n! i≡ √ −1

(3.48)

where

(3.49)

Since i2 = −1, i3 = −i, i4 = 1, and so on, equation (3.48) can also be written in the form: t2 t3 t4 t5 it e = 1 + it − − i + + i + ... (3.50) 2! 3! 4! 5! Comparing this result with the series expansions for cos(t) and sin(t), Euler was able to write down his famous identity: eit = cos(t) + i sin(t) Replacing i by −i, he found that e−it = cos(t) − i sin(t) (3.52) (3.51)

Then by adding these two equations and by subtracting them he obtained two related identities: 1 it e + e−it (3.53) cos(t) = 2 and 1 it (3.54) sin(t) = e − e−it 2i Euler’s identities make it easy to derive relationships between trigonometric functions. For example, if we square equation (3.54), we obtain [sin(t)]2 = 1 it e − e−it 2i
2

=−

1 2it e + e−2it − 2 4

(3.55)

79 But from (3.53) it follows that this can be rewritten in the form sin2 (t) ≡ [sin(t)]2 = 1 [1 − cos(2t)] 2 (3.56)

Euler then generalized the relationships (3.54) and (3.55) to define two new functions 1 t cosh(t) ≡ e + e−t (3.57) 2 which he called the “hyperbolic cosine”, and sinh(t) ≡ 1 t e − e−t 2 (3.58)

which he called the “hyperbolic sine” (or “sinus hyperbolicus”). Euler was able to show, using the calculus of variations, which he helped to invent, that the equilibrium configuration of a chain hanging between two fixed supports is described by a hyperbolic cosene. Equations (3.57) and (3.58) can be used to derive many relationships between the hyperbolic functions. For example, one can show that 1 sinh2 (t) ≡ [1 + cosh(2t)] (3.59) 2 • Problem 3.15: Use Euler’s identities (3.51) and (3.52) together with d it equations (3.27) and (3.28) to evaluate e . dt • Problem 3.16: Compare the result of Problem 3.15 with the result of differentiating the series of equation (3.50) term by term. • Problem 3.17: Evaluate the indefinite integral dt eit .

• Problem 3.18: Use equations (3.53) and (3.54) to evaluate [cos(t)]2 + [sin(t)]2 . • Problem 3.19: Use equations (3.57) and (3.58) to evaluate [cosh(t)]2 − [sinh(t)]2 . Equations (3.27) and (3.28) can be used to find the indefinite integrals of sin(t) and cos(t): dt cos(t) = sin(t) + C and dt sin(t) = −cos(t) + C (3.61) (3.60)

The integral represents the sum of all these small area contributions. We do this by calculating the following definite integral. Can we use integral calculus to follow in the steps of Archimedes? To do so. we can easily find the volume of a cylinder of height h which has the circle as its base. Having found the area of a circle. volume of a cylinder = πr2 h (3.11. INTEGRAL CALCULUS To end this chapter on integral calculus let us return to the story of Archimedes. whose meaning is shown in Figure 3. whose calculations showed that the ratio of the volume of a sphere to the volume of a cylinder circumscribed around it is exactly 2/3.80 CHAPTER 3.62).63) . base r dt. r2 2 2π 0 dt = πr2 = area of a circle (3. we must first find the area of a circle of radius r.62) Figure 3. He was so pleased with this result that he wished it to be carved onto his tombstone. and the result is the total area of the circle. The extremely narrow triangle shown in the figure has height r.11: This figure shows the geometrical interpretation of equation (3. and area r2 dt/2.

The definite integral ρ2 0 2π π ds 0 dt sin(t) = 4πρ2 (3. the methods by which he obtained this result were lost.66) 4π dρ ρ2 = ∆V = 4π ∆ρ ρ2 (3. If we let s = 2π. we are back again in Africa. while s = π is in the Pacific. but in the particular case where h = 2r. if we are on the equator. while the other has length ρsin(t)∆t.12 shows on the globe a small element of area which is approximately rectangular in shape. One of the sides has length ρ∆s. it will be 2πr3 . Newton. On the surface of the globe are drawn lines representing latitude t and longitude s. Leibniz. . the Bernoulli’s. Thus the line t = π/2 represents the equator.64) tells us that the surface of a sphere of radius ρ = 4πρ2 The definite integral 4πr3 = volume of a sphere of radius r (3.65) The integral shown in equation (3.67) can be interpreted as the volume of a sphere of radius r.68) in the limit where ∆V becomes infinitesimally small.67) 3 0 on the left of equation (3. both differential and integral calculus were rediscovered and turned into practical tools that form part of the foundation of the modern world. Thus. For example. s = 0 places us somewhere in Africa. Euler and many others.69) volume of the circumscribed cylinder 3 During the centuries that separated Archimedes from Newton. The angle s (longitude) indicates how far west we are from the Greenwich Meridian. Figure 3.64) can be interpreted as the result we get from adding together all the small elements of area in the limit where both ∆s and ∆t become infinitesimally small.64) can be interpreted as the area of the surface of a sphere of radius ρ. finally we obtain Archimedes famous result volume of a sphere 2 = (3. while t = 0 and t = π respectively represent the north and south poles. since the operation of integration can be interpreted as adding together many small volume elements r (3. Thus (3. but through the work of Descartes. To see that this is the case.81 Thus the volume of the cylinder will be πr2 h. Thus the area of the rectangle will be ∆A = ρ2 ∆s sin(t)∆t (3. we must imagine a globe representing the earth.

.64). while ∆t and ∆s are small changes in the two angles. INTEGRAL CALCULUS Figure 3.12: On a globe representing the earth. we obtain the total area of the globe. we can let the angle t represent latitude while s represents longitude. By letting these changes become infinitesimal and integrating over the two angles. The sides of this small rectangle are ρ∆s and ρsin(t)∆t.82 CHAPTER 3. as is shown in equation (3. A small approximately rectangular area is shown on the globe. where ρ is the radius of the globe.

where k represents the difference between the birth rate and the death rate.. in equations relating the differentials of functions to the functions themselves. Equation (4...1) by assuming that the solution can be represented by a series of the form ∞ f= n=0 an tn = a0 + a1 t + a2 t2 + a3 t3 + . Then the first derivative of the function f with respect to t will be given by ∞ df = nan tn−1 = a1 + 2a2 t + 3a3 t2 + ..2) and (4. we obtain: a1 + 2a2 t + 3a3 t3 + .3) into (4. rates of growth and decay Leonhard Euler and all the members of the Bernoulli family were very much interested in differential equations. We can try to solve equation (4. This equation might (for example) describe the rate of growth of money that we have put into the bank..e. i.. (4.. In both cases. The simplest example of this type of relationship is the equation df = kf (4.1). = ka0 + ka1 t + ka2 t2 + . the rate of change of f is proportional to the amount of f present at a given time.3) Substituting equations (4. 83 (4. where k is the interest rate.1) dt where k is some constant..2) where the an ’s are constants that we have to determine.Chapter 4 Differential equations Linear ordinary differential equations..4) .1) states that the rate of change of some function f (t) is proportional to the function itself. It might also describe the increase or decrease of a population. dt n=0 (4.

. nan = kan−1 (4. = a0 ekt 1 + kt + 2! 3! (4. . n k = a0 n! (4..84 CHAPTER 4.7) From equation (4.. we obtain the same function again.1g) is analogous to a constant of integration.7) we can see that ekt multiplied by a constant a0 will satisfy the differential equation (4. .4) to hold for all values of t. . multiplied by k. . . . It has to be chosen to satisfy other conditions imposed on the . . when we differentiate ekt with respect to t.40) we obtain f = a0 (kt)2 (kt)3 + + .8) In other words. It follows that d kt e = kekt dt (4. . . . we need the following relationships between the constant coefficients an : a1 = ka0 2a2 = ka1 3a3 = ka2 . . . Using the relationships discussed in Chapter 3. DIFFERENTIAL EQUATIONS In order for (4. .6) Substituting these values of the coefficients back into (4. .9) The constant a0 that appears in equation (eq:4. we can also see that dt ekt = ekt +C k (4.2) and remembering Napier’s series (3.5) This set of equations can be solved to give all of the higher coefficients in terms of a0 : a1 = a2 a3 . an k2 a0 1! k2 = a0 2! k3 a0 = 3! .1).

• Problem 4. • Problem 4.693. How long will it be before they have to replace them? Use the fact that ln(2) = 0. if f (t) represents a biological population changing as a function of time.2: If (on the average) 0. We will now go on to discuss an example of a second-order ordinary differential equation. Suppose that the cafeteria decides to replace the bowls after half are gone.53) and (3. where the constant k is the difference between the birth rate and the death rate.54) to show that dt cos(ωt) = and that 1 sin(ωt) + C ω 1 dt sin(ωt) = − cos(ωt) + C ω where C is a constant. In general. On the other hand. ordinary because it involves only one variable. t.1: Use equation (4. The harmonic oscillator As an example of a second-order ordinary differential equation.first-order because it involves only the function itself and its first derivative with no higher derivatives appearing.1a) is called a “first-order ordinary differential equation” . such conditions are called “boundary conditions”.9) and Euler’s identities (3. t = 0. by what factor will it have increased in a century? By how much in two centuries? By how much in three centuries? Equation (eq:4. where we will see that there are two constants that must be determined by the boundary conditions of the problem.3: Suppose that the population of a country increases on the average by 2% each year. In that case. a0 would represent the amount of money at the initial time. let us consider the relationship d2 f 2 = −ω0 f (4.85 solution besides the differential equation.1% of the soup bowls that a cafeteria owns are broken every day. • Problem 4. If it continues to increase at this rate. write a differential equation that describes the average decrease in the number of soup bowls as a function of time. then a0 represents the population at t = 0.1) might be interpreted: f (t) might represent the growth of money deposited in a bank at interest rate k. We gave two examples of how equation (4.10) dt2 .

10). we can see that both sin(ω0 t) and cos(ω0 t) are solutions to the harmonic oscillator equation. DIFFERENTIAL EQUATIONS which is sometimes called the “harmonic oscillator equation”. dt2 2 Multiplying f by −ω0 gives 2 2 2 2 2 −ω0 f = −ω0 a0 − ω0 a1 t − ω0 a2 t2 − ω0 a3 t3 − .53) and (3..15) d 1 iω0 t d cos(ω0 t) = e + e−iω0 t dt dt 2 = 1 iω0 eiω0 t + iω0 e−iω0 t = ω0 cos(ω0 t) 2i (4..11) and (4. It follows that if a1 and a0 are constants. = f (t) = a1 sin(ω0 t) + a0 cos(ω0 t) (4.14) 2 dt dt Looking at equations (4. The second way of solving the harmonic oscillator equation is to assume that the solution f (t) can be expanded in a series of the form shown in equation (4.27).13) and (4. we obtain: d2 f = 2 a2 + 6 a3 t + 12 a4 t2 + 20 a5 t3 + . If we differentiate (4..3). Here we can see that the solution of a secondorder ordinary differential equation contains two constants analogous to the constants of integration that we encountered when evaluating indefinite integrals. except for the factor ω0 .8). If we let k = iω0 and if we express sin(ω0 t) and cos(ω0 t) in terms of eiω0 t and e−iω0 t we obtain d 1 iω0 t d sin(ω0 t) = e − e−iω0 t dt dt 2i and 1 iω0 eiω0 t − iω0 e−iω0 t = −ω0 sin(ω0 t) 2 (4. (4.16) (4.2).14). The first way is to make use of Euler’s identities.86 CHAPTER 4. together with equation (4. we obtain: d d2 2 sin(ω0 t) = ω0 cos(ω0 t) = −ω0 sin(ω0 t) (4..12) a second time with respect to t. and if we differentiate a second time.11) must also be a solution.. The first derivative of f will then be given by (4.10). We can solve this equation in two different ways.54).13) 2 dt dt and d2 d 2 cos(ω0 t) = −ω0 sin(ω0 t) = −ω0 cos(ω0 t) (4. (4. (3.27) and (3.17) . These constants cannot be found from the differential equation itself. and comparing them with (4. They are determined by the boundary conditions of the problem.12) These equations are closely similar to (3.

.4: The solution to the harmonic oscillator equation shown in equation (4. If the initial conditions require that f (0) = 1 df dt =0 t=0 (4... • Problem 4. (4.18) The requirement that (4.22) contains two constants of integration.21) in the form f (t) = a1 sin(ω0 t) + a0 cos(ω0 t) which is exactly the same as our previous result. ..35).20) Thus the solution can be written in the form (ω0 t)2 (ω0 t)4 (ω0 t)3 (ω0 t)5 + − .18) must hold for all values of t gives us a set of equations relating the higher even coefficients to a0 : a2 = − a4 a6 . (4.34) and (3. (4. . 2 ω0 a0 2! ω4 = + 0 a0 4! 6 ω0 = − a0 6! . . . .21) where the constants a1 and a0 must be determined from the boundary conditions of the problem.. . . we can rewrite (4..22) what are the values of the constants a0 and a1 ? . 3 ω0 a1 3! ω5 = + 0 a1 5! 7 ω0 = − a1 7! .87 Thus the harmonic oscillator equation requires that 2 2 2 2 2 a2 + 6 a3 t + 12 a4 t2 + 20 a5 t3 + . . .19) and another set of equations relating the higher odd coefficients to a1 : a3 = − a5 a7 . . a0 and a1 . . + a0 1 − + − . f = a1 ω0 t − 3! 5! 2! 4! (4.. . . = −ω0 a0 − ω0 a1 t − ω0 a2 t2 − ω0 a3 t3 − .. . Comparing these series with the series in equations (3..

25) Substituting (4. the quantity in brackets must vanish. where i ≡ −1.24) where k is a constant that may have both real and imaginary parts.88 CHAPTER 4. We said that we would allow k to have both real and imaginary parts. (An √ imaginary number is a number that is proportional to i.23) Equation (4.23) the effects of friction are included. we will have to think of some other trial function. From (4. we can add a term proportional to df /dt: d2 f df 2 + a + ω0 f = 0 2 dt dt (4. while in (4. but let us begin by examining f = ekt to see whether this will work.) If we cannot find a solution of this form. and therefore 2u + a = 0 u= a 2 (4.25) into the damped harmonic oscillator equation.23) is called the “damped harmonic oscillator equation”.24) and (4. let us assume that it is possible to write the solution in the form f = ekt (4. we have 2 k 2 + ak + ω0 f = 0 (4.8) we have df = kf dt d2 f = k2f dt2 (4. we write k = u + iv (4. (4.31) .10) might (for example) represent the motion of a frictionless pendulum. In order to solve the differential equation of a damped harmonic oscillator.28) yields 2 (u + iv)2 + a(u + iv) + ω0 = 0 (4. Substituting this into the requirement 2 k 2 + ak + ω0 = 0 (4. DIFFERENTIAL EQUATIONS What happens when friction is added? If we want to make the harmonic oscillator equation a little more complicated. Our original harmonic oscillator equation.26) Since f is in general not zero.30) must be separately equal to zero. To make this explicit.27) √ where u and v are real numbers and i ≡ −1.29) (4.30) or 2 u2 + 2iuv − v 2 + au + iav + ω0 = 0 The imaginary part of (4.

Solving (4. we can rewrite the general solution in the form.1 shows the solution f (t) in equation (4. when we add a term representing an external driving force. For example. we obtain: 2 v = ± ω0 + a2 4 (4. if the damped harmonic oscillator in question is a playground swing in which a small girl is sitting.4 for the damped harmonic oscillator transient solution shown in equation (4.10) and (4.36) for the case where a0 = 1 and a1 = 0 and a = ω0 /10. and the negative square root yields another independent solution.5: Repeat Problem 4.33) gives us one solution to the damped harmonic oscillator equation. and where a2 2 (4. • Problem 4.30) must also vanish. The most general solution thus has the form: f = A1 ek+ t + A2 ek− t = e−at/2 A1 eiω t + A2 e−iω t (4. This means that they only contain terms proportional to f and to its derivatives.32) for v.32) where we have used the fact that u = a/2. Or if the damped harmonic oscillator represents a musical instrument. the driving force comes from the efforts of the musician. f (t) = e−at/2 [a1 sin(ω t) + a0 cos(ω t)] (4.33) The positive value of the square root in equation (4. What happens if we add a driving force? If we want to make our damped harmonic oscillator equation still more complicated1 . However. which gives us the relationship a2 2 − v 2 + ω0 = 0 4 (4. we can add a term representing an external driving force. the driving force might be her brother. we obtain what is called an “inhomogeneous” differential 1 Do I hear someone saying “No! No! Help!”? . who occasionally pushes the swing.35) ω ≡ ω0 + 4 Using Euler’s identities. Both equations (4.34) where A1 and A2 are constants that must be determined from the boundary conditions.23) are said to be “homogeneous” differential equations.36).89 The real part of (4.36) Figure 4.

1: This figure illustrates the behavior of a damped harmonic oscillator as a function of time.23). damped harmonic oscillator has the form: df d2 f 2 + a + ω0 f = cos(ωt) (4. the oscillations gradually disappear. For example. We call this function a particular solution to . Suppose that we can manage.39) we can see that the differential operator in round brackets. will give zero. and for this reason they are called “transients”. the homogeneous equation corresponding to (4. Because of damping. (4.37) in the form d2 d 2 + a + ω0 f = cos(ωt) 2 dt dt (4. If we rewrite (4. to find a function such that the same operator acting on it gives cos(ωt).23).37) 2 dt dt The most general solution to an inhomogeneous differential equation is the sum of a solution to the corresponding homogeneous equation.90 CHAPTER 4. DIFFERENTIAL EQUATIONS Figure 4. if the driving force has the form cos(ωt) the inhomogeneous differential equation for the driven.37) is equation (4. acting on a solution to the homogeneous equation. plus a particular solution to the inhomogeneous equation: f = fhomogeneous + fparticular (4. The figure shows the solution in equation (4. somehow or other.38) In our case.36) for the case where a0 = 1 and a1 = 0 and a = ω0 /10. equation.

How can the solution to a physical problem involve imaginary numbers? However.34). (4.e. The first term in fparticular is complex.39) will have the form shown in equation (4. we obtain the requirements 1 2 (4. because when the operator in round brackets acts on fhomogeneous the result is zero. What is the physical interpretation of these results? Looking at the particular solution.91 the inhomogeneous equation. which is real. while iy is the imaginary part: x + iy ≡ Then it must be true that x − iy = e−iωt 2 2 (−ω 2 − iaω + ω0 ) (4.42) 2 so that fparticular must have the form fparticular = e−iωt eiωt + 2 2 2 (−ω 2 + iaω + ω0 ) 2 (−ω 2 − iaω + ω0 ) (4. The particular solution to the inhomogeneous equation can be found by assuming that it has the form fparticular = A(ω)eiωt + B(ω)e−iωt (4.43) Notice that the particular solution of the inhomogeneous differential equation does not contain any constants analogous to constants of integration.43). Adding the two equations.41) A(ω) −ω 2 + iaω + ω0 = 2 and 1 2 B(ω) −ω 2 − iaω + ω0 = (4. but when the same operator acts on fparticular . Thus the most general solution to (4. Suppose that we define two real numbers. namely the function shown in (4. it has both a real part and an imaginary part.44) to (4. we may be surprised (and perhaps a little disturbed) √ to see it expressed in terms of i ≡ −1. x and y. i. We already have a solution to the homogeneous equation.40) Substituting (4. it yields cos(ωt).38). in such a way that x is the real part of the first term. closer examination shows that fparticular is real. while on .39).45) by replacing i everywhere by −i. and making use of Euler’s identities. we obtain 2x on the left-hand side.44) since we can go from (4.45) eiωt 2 2 (−ω 2 + iaω + ω0 ) (4.40) into (4.

a = .2 and a = . the resonance is sharp. DIFFERENTIAL EQUATIONS the right we obtain fparticular . Figure 4. and the three curves correspond to a = . the larger the induced oscillations become. We can see that when the driving frequency approaches the natural frequency of the oscillator. we obtain fparticular 2 (ω0 − ω 2 )cos(ωt) + aωsin(ωt) = 2 (ω0 − ω 2 )2 + a2 ω 2 (4. Multiplying both the top and bottom of (4.2 shows the factor A(ω) = 1 2 (ω0 − ω 2 )2 + a2 ω 2 (4. When the damping is small.47) as a function of the driving frequency ω for several values of the damping constant a.92 CHAPTER 4. while ω is the frequency of the driving force. ω0 = 1. Figure 4. When the damping is small. The peaking of the amplitude factor is called a “resonance”. It can be seen that the smaller the damping constant a.46).2: This figure shows the shape of the resonance of a driven damped harmonic oscillator. The curve A(ω) in that equation is plotted as a function of the driving frequency ω for various values of the damping constant a.47). the resonance is sharp.44) 2 by (ω0 − ω 2 − iaω) and looking at the real part of the result. . In the graph.3. ω0 is the natural frequency of the oscillator.1. the amplitude of the induced oscillations will become large. equation (4.46) In equation (4.

let us now turn to differential equations involving several variables. and smaller again when ω is higher than ω0 . He introduced the definitions: ∂f limit ≡ ∆x → 0 ∂x f (x + ∆x. the displacement is a function of two variables. Petersberg. To deal with this problem. developed an approximate set of equations for the motion of a vibrating string by considering it to be a row of point masses. t) ∆x (4. and in this problem there are two variables: x. which is what we would now call a partial differential equation. The displacement of the string from its equilibrium position is represented by f (x. Lift the weight a little with your other hand. The weight will move up and down with a characteristic frequency which we have called ω ≈ ω0 in our discussion. These transient oscillations are those shown in equation (4. where the masses became infinitely numerous and small.48) . The most important pioneer of this branch of mathematics was Daniel Bernoulli. and t. corresponding with his son Daniel in St. position and time.34). t). In 1727. Hold the rubber band in your hand so that the weight dangles from it. In other words. which represents the distance along the string. which represents time. John Bernoulli in Basle. t) − f (x. The oscillations of the suspended weight will become large as you pass through the resonance. and release it.13)). But what is a partial differential equation? What is partial differentiation? Daniel Bernoulli developed his wave equation to describe the motion of a vibrating string. ω. Notice that the phase between the induced oscillations and the driving force changes as you pass through the resonance. for example a violin string.93 The reader may enjoy trying the following simple experiment. Daniel Bernoulli’s wave equation Having discussed differential equations involving only a single variable (ordinary differential equations). Gradually increase ω so that it approaches ω0 . which simulates the behavior of a driven damped harmonic oscillator: Take a small weight and attach it to a rubber band. as is predicted by equation (4.46). Partial differentiation. After a little while. Then Daniel boldly passed over to the continuum limit. These are called “partial differential equations”. The result was Daniel Bernoulli’s famous wave equation. Daniel Bernoulli defined partial differentials in much the same way that Isaac Newton defined ordinary differentials (equation (2. Now move your hand holding the rubber band up and down with some other frequency. joined together by weightless springs. the oscillations will become smaller and and they will finally disappear because of friction (damping).

all other variables must be regarded as constants. t) ∆t (4. x and t.54) .94 and CHAPTER 4. t) represents the height above sea level. example. If we take an infinitesimal step northward. while x represents the north-south position and t the east-west position. • Problem 4. then t is regarded as constant when we evaluate the second partial derivative with respect to x. Similarly. For example.49) by imagining that we are walking in a landscape of hills and valleys.53) x is regarded as constant. the change will be ∂f dt (4.49) We can understand of the partial differentials defined by equations (4. the change in our height above sea level will be ∂f dx (4. In this landscape. all other variables must be regarded as constant. Second partial derivatives are defined similarly. f (x. and it turns out that in the mixed second partial derivative ∂2f ∂ ∂f ∂2f ∂ ∂f ≡ = = ∂x∂t ∂x ∂t ∂t∂x ∂t ∂x the order of differentiation does not matter. t + ∆t) − f (x. when we have two variable. to find ∂ ∂f ∂2f ≡ (4.6: Suppose that (x + iy)n = u + iv (4.52) ∂x2 ∂x ∂x we simply differentiate twice with respect to x. It is also possible to define mixed partial derivatives. For. DIFFERENTIAL EQUATIONS ∂f limit ≡ ∆t → 0 ∂t f (x. and we remember that during this process.50) ∂x where dx is the length of our northward step.51) ∂t The rules for partial differentiation are the same as for ordinary differentiation. except that we must add an extra rule: When performing partial differentiation with respect to one variable. when we evaluate the second partial derivative with respect to t.48) and (4. ∂2f ∂ ∂f ≡ 2 ∂t ∂t ∂t (4. whereas if we take a step eastward.

In the notation that we have been discussing.6 for n = 1 and n = 2. Daniel Bernoulli’s wave equation has the form 1 ∂2 ∂2 − 2 2 f (x. t) = φ(x) [cos(ωt) + a1 sin(ωt)] (4. Bernoulli was able to show that in the case of a vibrating string.56) µ where T is the tension in the string and where µ is the mass per unit length. then ∂2 ∂2 + 2 u=0 ∂x2 ∂y and ∂2 ∂2 + 2 v=0 ∂x2 ∂y The second-order differential equation satisfied by both u and v is called the “Laplace equation”. since − 1 ∂2 [cos(ωt) + a1 sin(ωt)] = −ω 2 [cos(ωt) + a1 sin(ωt)] c2 ∂t2 ∂2 ω2 + 2 φ(x) = ∂x2 c d2 + k 2 φ(x) = 0 dx2 (4. with i ≡ u and v and show that ∂v ∂u = ∂x ∂y ∂v ∂u =− ∂x ∂y √ −1. Then. t) = 0 ∂x2 c ∂t (4. • Problem 4. Daniel Bernoulli solved his wave equation by assuming that a solution could be written in the form f (x.57) where the constant a1 is determined by the initial conditions of the problem.8: Show that if u and v satisfy the Cauchy-Riemann equations. • Problem 4.95 where n = 3 and where x.7: Repeat Problem 4. T c= (4. u and v all are real. Find These equations are called the “Cauchy-Riemann equations”.58) x-dependent part of the solution had to satisfy (4.59) .55) where c is a constant. y.

. and thus the only allowed values are k= nπ L n = 1. t) (4. they must such that kL is an integral multiple of π. and that φ(L) = sin(kL) = 0 (4.61) where the constants A1 and A2 as well as the value of k are determined by the boundary conditions.62) The boundary condition shown in equation (4.66) will also be solution. 3.64). .59) has sinusoidal solutions of the form k2 ≡ φ(x) = A1 sin(kx) + A2 cos(kx) (4. then we know that A2 = 0 (since cos(0) = 0). Thus Daniel Bernoulli’s wave equation.. since 1 ∂2 ∂2 − 2 2 Φ(x.65) fn (x. t) = 0 and f (L. t) = 0 ∂x2 c ∂t Then a function of the form Φ(x.63) Only positive integers need be considered. 4. 2. t) = n (4. t) = 0 ∂x2 c ∂t (4.64) where k is an integral multiple of π/L. DIFFERENTIAL EQUATIONS ω2 (4. t) = 0.62) determines the allowed values of k. t) has the form shown in equation (4. they do not yield any new independent solutions. with the boundary conditions f (0.96 where CHAPTER 4. Bernoulli realized that the sum of any two solutions to his wave equation is also a solution. (4. can be satisfied by any function of the form fn (x.60) c2 Daniel Bernoulli showed that (4.67) n . For example. then ∂2 1 ∂2 − 2 2 fn (x. t) = ∂x2 c ∂t ∂2 1 ∂2 − 2 2 fn (x. because although the negative integers would satisfy the boundary conditions. This is easy to prove: We know that if fn (x. t) = An sin(kx) [cos(kct) + an sin(kct)] (4. if the vibrating string is clamped at the positions x = 0 and x = L.

72). when F (x + ct) = (x + ct)2 = x2 + 2xct + c2 t2 then ∂2 ∂ ∂2F = x2 + 2xct + c2 t2 = [2x + 2ct] = 2 2 2 ∂x ∂x ∂x (4.71) while − 1 ∂ 1 ∂2F 1 ∂2 = − 2 2 x2 + 2xct + c2 t2 = − 2 2xc + 2c2 t = −2 (4. a long argument between these two geniuses began as a result of their independent solutions to the wave equation. we hold x constant. then 1 ∂2 ∂2 − 2 2 F (x + ct) = 0 ∂x2 c ∂t and 1 ∂2 ∂2 − 2 2 G(x − ct) = 0 ∂x2 c ∂t (4. Nevertheless.68).Fourier analysis. and in a completely different way.68) (4. The argument was by no means sterile. The fact that many waves can propagate simultaneously through the same medium without interacting was one of the reasons for Huygens’ belief that light is wavelike. We have just seen Bernoulli’s solution to the wave equation.72) we obtain (4. Leonhard Euler also solved it. The argument between Bernoulli and Euler. and eventually it led to the foundation of a new branch of mathematics .97 where we have made use of equation (4. Notice that in carrying out the partial differentiations with respect to x. however.72) 2 ∂t2 c c ∂t c ∂t Adding equations (4. we regard t as a constant. Euler showed that if F and G are any two well-behaved functions of a single variable.70) (4.69) for example.65). while in (4. where we differentiate with respect to t. since he knew that many rays of light from various directions can cross a given space simultaneously without interacting. Fourier analysis Leonhard Euler and Daniel Bernoulli were both such great mathematicians and great friends that it is strange to think that there could ever have been a disagreement between them. .71) and (4. Daniel Bernoulli’s superposition principle is a mathematical proof of a property of wave motion noticed by Huygens.

11: Use equation (4.73) to show that if F (x + iy) = u + iv where u and v are real functions of x and y. Meanwhile. • Problem 4.. and being great mathematicians.not sufficiently general. • Problem 4. the ones shown in equation (4. and he had also shown that if these solutions are added together. continuous and differentiable and that it should obey the boundary conditions f (x) = 0 and f (L) = 0. 2.64). the result is also a solution.68) and (4. • Problem 4. Daniel Bernoulli had derived his own solutions to the wave equation. Euler and Bernoulli wrote letters to each other about their work on the wave equation..73) to show that F (x + ct) satisfies the wave equation. 3.73) ∂x dw ∂x ∂t dw ∂t and using these relationships he was able to prove that equations (4. then ∂ dF ∂w ∂ dF ∂w F (w) = F (w) = (4. no matter what the functions F and G might be.10: Show that G(x − ct) also satisfies the wave equation. . they were able draw the logical conclusion that followed from their results: If they were both right.68). (4. DIFFERENTIAL EQUATIONS Leonhard Euler was able to show that if F is a function of some variable w.74) f (x) = An sin( L n=0 regardless of the form of f (x). and that his friend Daniel’s set of solutions was somehow incomplete . Euler believed the he himself had found the most general solutions to the wave equation. Euler found this hard to believe. the only restriction being that f should be single-valued. (4.98 CHAPTER 4. Fourier analysis The controversy about the completeness of Bernoulli’s solutions was still raging when Jean-Baptiste Fourier (1768-1830) arrived on the scene. with various values of the constants An and an . then u and v satisfy the Cauchy-Riemann equations and the Laplace equation. and to the end of his life he continued to think that there must be something wrong. Although .69) hold in general.9: Use the relationships shown in equation (4. it had to follow that by choosing the constants An in the right way it would be possible to construct series such that ∞ nπx ) n = 1.

Fourier worked hard at this job. his M´moir sur la Chaleur. Nevertheless. In this e work.3: Jean-Baptiste Fourier (1768-1830) founded a branch of mathematics now known as Fourier analysis. Its generalizations have great importance for many branches of theoretical science and engineering.99 he began life as the orphaned son of a poor tailor. the equation for the . Fourier later achieved ´ distinction as Professor of Mathematics at Napoleon’s Ecole Normale. he continued his mathematical research. He followed Napoleon to Egypt. The diffusion equation. Figure 4. which governs heat flow. and he even became a personal friend of the emperor. and where he made estimates of the ages of the pyramids and other monuments. Napoleon finally appointed Fourier as the Prefect of a district in southern France in the vicinity of Grenoble. where he helped to set up the Egyptian Institute. supervising (for example) the draining of swamps to eliminate malaria. and during his time in Grenoble he composed a monumental study of heat conduction. For the case of heat flow in a metal rod. he made use of a method that later became known as Fourier analysis. is similar to the wave equation except that it involves only first-order differentiation with respect to time.

DIFFERENTIAL EQUATIONS temperature as a function of both position and time has the form ∂ ∂2 T (x.78) 0 if L/2 ≤ x < L .77) Fourier was able to substitute the An ’s calculated from (4.76) if follows that 2 L nπx dx sin f (x) L 0 L L 2 ∞ mπx nπx = Am dx sin sin = An L m=0 L L 0 (4. suppose that   1 if 0 < x < L/2    f (x) = (4. (Today. and given the initial temperature distribution. (4. 3. t) = C 2 T (x. • Problem 4. t) ∂t ∂x where C is a constant and where T (x.75) are solutions to the diffusion equation satisfying the boundary conditions Tn (0..100 CHAPTER 4.76) 1 if n = m where both n and m are integers. For example.) One of the equations that Fourier used to determine these constants had the form 2 L L dx sin 0 nπx mπx sin = L L    0 if n = m  (4. What condition must the constants an fulfill in order that the diffusion equation should be satisfied? How should the constants An be chosen? Fourier was able to use a slightly modified version of Daniel Bernoulli’s methods to find solutions to the diffusion equation. t) = 0.. t) + T0 is the temperature. 2. this type of series is called a Fourier series. he was able to calculate the temperature distribution at any future time.12: Show that functions of the form Tn (x. t) = 0 and Tn (L.77) back into the the series for f (x). . he needed to determine the constants An in series such as the one shown in equation (4. t) = An e−an t sin nπx L n = 1. To do this. From equation (4.74).

but in order to be completely accurate. Figure 4. the Fourier series would be completely accurate.101 then An = = = 2 L 2 L L dx sin 0 L/2 nπx f (x) L nπx L dx sin 0 nπ 2 1 − cos nπ 2 (4. and thus it fails to represent the function with complete accuracy.4: This figure shows the Fourier series representation of the function defined by equation(4.78) compared with the Fourier series for the function carried out to 50 terms. As more and more terms are added to the series. it would need an infinite number of terms. it was severely criticised and it failed to win the an- . However. “Square waves” of the kind shown here are sometimes used to test high fidelity electronic amplifiers. When Fourier submitted his M´moir sur la Chaleur to the Academy e of Sciences in Paris.76) compared with the function itself. if an infinite number of terms had been included.79) Figure 4. because very high frequencies are needed to accurately reproduce the sharp corners of the square wave.4 shows the function defined by equation (4. The slowly convergent series has been truncated after 50 terms. it becomes more and more accurate.

Modern times When Pythagoras found the relationship between musical tones and rational numbers through his studies of the harmonics of a vibrating string. and the jury was right in pointing out that he had not proved it. (This property of the set of functions in the series is called “completeness”. we can immediately write down a solution in the form ψn (x) = sin nπx L n = 1. The generalizations of Fourier’s methods are extremely powerful. Joseph-Louis Lagrange (1736-1813). Laplace and Legendre objected that although Fourier’s methods worked extremely well in practice. The jury consisted of three of the most eminent mathematicians of the period. Pierre-Simon Laplace (1749-1827) and Adrien-Marie Legendre (1749-1827). 2.80) we obtain a set of energies that are allowed .) Undeterred by the criticism. he had not really shown that every continuous. Substituting (4.74). the physicist Erwin Schr¨dinger o wrote down a differential equation that governs the motion of very small particles such as electrons moving in an atom. (4. since they have shown that the structure of atoms can be understood in terms of harmonics that are closely analogous to the harmonics of a vibrating string. and they form the basis for many branches of theoretical science and engineering. Fourier was right in believing his set of functions to be complete. Fourier published his book without any changes.. DIFFERENTIAL EQUATIONS nual prize set by the Academy. 3. ..82) into (4. For an electron moving in a 1-dimensional box of length L.81) Because of the similarity to the equation for a vibrating string.e. single-valued and differentiable function f (x) obeying the boundary conditions f (0) = 0 and f (L) = 0 can be represented by the series shown in equation (4.102 CHAPTER 4. the Schr¨dinger equation has the form o − 1 d2 ψ(x) = Eψ(x) 2 dx2 (4. his strong intuition told him that he was approaching a deep truth about the nature of the universe. he would rejoice in the discoveries of modern physics. i. If Pythagoras were alive today.80) with the boundary conditions ψ(0) = 0 ψ(L) = 0 (4. he had not really overcome Euler’s objections. In 1926. and it was not proved until much later. Lagrange.82) The quantity E is interpreted as the energy of the electron in the state ψn . Both parties were right.

81): o En = n2 π 2 2L2 n = 1.5: A photograph of Erwin Schr¨dinger. each corresponding to a “quantum number” n. 2. which have been found to be especially convenient for calculations on atoms. Using the Schr¨dinger equation. not every energy is allowed.83) In other words. .. In atomic units. His famous o wave equation (1926) describes the behavior of very small particles such as electrons.80) is written in special units called “atomic units”. studied by Pythagoras many centuries earlier. Figure 4. one can analyse in a very exact o way the allowed states of atoms. (4.103 by the Schr¨dinger equation (4. How big are the energies En ? The 1-dimensional Schr¨dinger equation o shown in equation (4. but until the work of Schr¨dinger and others at o the beginning of the 20th century these experimental results were a deep mystery. (1887-1961).80) and the boundary conditions (4. Only certain energies are allowed.. Discrete allowed energies of this kind were observed experimentally by atomic spectroscopists at the end of the 19th century. 3. lengths are measured in “Bohrs” and energies are measured . These allowed states are found to be closely analogous to the harmonics of vibrating strings.

(the names having been chosen to honor two of the pioneers of atomic science). it has been o possible calculate atomic properties with great precision. one of the greatest pioneers of quantum chemistry. Energy changes (per electron) of this order of magnitude are observed experimentally for chemical reactions. although the calculations are often so complicated that they strain the power of modern computers. An electron volt is defined as the energy needed to move an electron through a potential of one volt.84) Acknowledgements I would like to thank my son James for help with the computer techniques used to produce this book. By solving the Schr¨dinger equation for electrons in atoms. 1 Bohr = .85) tell us that E2 − E1 will be a few electron volts. . and for his extremely valuable suggestions regarding the mathematical structure of Chapter 3. In fact. DIFFERENTIAL EQUATIONS in “Hartrees”.83) and (4.104 CHAPTER 4. The book is dedicated to Professor Roy McWeeny.529 × 10−8 centimeters while 1 Hartree = 27. (4. most of the physical and chemical properties of matter can in principle be calculated by solving differential equations. equations (4.85) If the length of our box L is a few Bohrs (the approximate size of an atom).1 electron volts (4.

Then from the √ Pythagorean theorem it follows that sin(π/4) = cos(π/4) = 1/ 2. shown in Figure 1. Therefore. What will the angles be at the corners of a triangle where all three sides have equal length (an equilateral triangle)? How is this result related to the fact that when t is π/6 (30 degrees).e. 105 . [cos(a)]2 + [sin(a)]2 = 1. and by the Pythagorean theorem this sum is equal to the area of a square constructed on the long side.3: Give an argument explaining the values of sin(t) and cos(t) when t is π/4 (45 degrees). Now imagine a line from one corner of the equilateral triangle to the midpoint of the opposite side. • Problem 1. sin(t) = 1/2?: Solution: For an equilateral triangle.1: Calculate [cos(a)]2 +[sin(a)]2 for all of the angles shown in Table 1. each with angles π/6. The sum of the areas of squares constructed on the two shorter sides is [cos(a)]2 + [sin(a)]2 .2: The total of all three angles inside any triangle is π (or 180 degrees).6. and this ratio is sin(π/6). This line will divide the equilateral triangle into two right triangles. the other two angles must be π/4 and π/2. then its square is also 1. Solution: For a right triangle where one of the angles is π/4. For one of these right triangles. equal to 1. How is the result related to Pythagoras’ theorem concerning the squares of the sides of right triangles? Solution: In all cases. If the length of the long side of the right triangle shown in the figure is 1. This is because of the definitions of sin(a) and cos(a). the ratio of the shortest side to the longest is 1/2. all three angles are equal (by symmetry). i. π/3 and π/2. from symmetry. and because of the Pythagorean theorem.Chapter 5 Solutions to the problems • Problem 1. • Problem 1. and hence each of them is equal to π/3 (60 degrees). the two short sides of the triangle are of equal length.1.

Similarly. we have d1 = 2 r = 1 1 1. • Problem 1.4142 r.1 by calculating values of sin(t).4: How can the minus signs in Table 1. A diagonal of the square will have length 2r. If the radius of the circle is r. Use the Pythagorean theorem to find the length of a side of the octagon. The short sides of the right triangles used to define trigonometric functions can be thought of as positive or negative according to this system. What is the length of a side of the square? Solution: Let d1 represent the length of a side of the square. Solution: t (degrees) t (radians) sin(t) cos(t) √ − tan(t) 120 7π 6 5π 4 1 − 2 1 −√ 2 3 2 1 √ 3 225 1 −√ 2 1 • Problem 1.8: What is the area of the octagon in Figure 1. • Problem 1.7: In Figure 1. cos(t) and tan(t) when t = 7π/6 and t = 5π/4. The length of all eight sides of the octagon is thus 8d2 = 6.106 Calculus and Differential Equations • Problem 1.12293 r.8. the horizontal axis is positive. while on the left it is negative.6 can be thought of as the origin of a Cartesian coordinate system. Then from the Pythagorean theorem. and from the Pythagorean √ theorem.5: Extend Table 1.8. the vertical axis is positive above the origin. What is the total length of all eight sides of the octagon? Solution: Let d2 represent the length of a side of the octagon. we know that d2 = (d1 /2)2 +(r−d1 /2)2 . • Problem 1.8? Solution: The area of the octagon is the area of the square plus the . a square is inscribed in a circle.6: In Figure 1. and negative below it. d2 + d2 = (2r)2 . On the right-hand side of the origin.76537 r.1 be interpreted? Solution: The corner of the triangle where the angle a occurs in Figure 1. an octagon is also inscribed in the circle. Solving this equation. 2 Solving for d2 we obtain d2 = .

10 for ∆t = .06147. Solution: From Problem 1.000201 ∆f = = 2.000001 ∆t The ratio ∆f /∆t seems to be approaching 2 more and more precisely as ∆t becomes smaller.7 it follows that π must be larger than 3.2: Write expressions for (a + b)5 and (a + b)6 in powers of a and b. From Problem 1. Suppose that we increase t by an amount ∆t = . Then f will increase by an amount ∆f .11: Repeat Problem 1.0001 ∆f ∆f = f (1. • Problem 2.14. Thus Problem 1. 6! and 7!. Solution: (a + b)5 = a5 + 5a4 b + 10a3 b2 + 10a2 b3 + 5ab4 + b5 .000001) − f (1) = .0001 ∆f = f (1.00020001 ∆t . The area of the square is ( 2r)2 = 2r2 .8.01 • Problem 1.10: Looking at the curve f = t2 shown in Figure 1.82843.01. • Problem 1. 7! = 7 × 6! = 5040. This ratio is a measure of the slope of the curve at the point t = 1.1: Calculate the values of 5!.8 we know that π must be larger than 2. The area of the eight small triangles is 2d1 (r − d1 /2) = . • Problem 1.000001.01)2 = 1. Thus the total area of the octagon is 2. f = 1.0201 we have ∆f = f (1. What is the ratio ∆f /∆t? Solution: Since f (1.01) = (1.01) − f (1) = . 6! = 6 × 5! = 720.000002000001 = 2.9: If the circumference of a circle is given by 2πr.7 and 1.8 to find a lower limit to the value of π.82843r2 . we can see that when t = 1. Does the ratio ∆f /∆t approach a limiting value as ∆t becomes smaller and smaller? How is this ratio related to the slope of the curve? Solution: .0201 ∆f = = 2. and if the area of a circle is given by πr2 .0001) − f (1) = .82843 r2 .01 ∆t . Solution: 5! = 5 × 4! = 120.0001 and ∆t = .Solutions to the problems 107 area of the eight small right triangles that can be constructed to fill out √ the octagon. • Problem 2. use the results of Problems 1.0201 .7 gives more accurate information about the value of π than Problem 1.

Does the series converge to a particular number as more and more terms are added? Solution: 1 + 1 − ..5 when x = 2.625 + .5 + . Square the result and compare it to 1.3: What is the value of the binomial coefficient Solution: 8 5 = 8! = 56 5!(8 − 5)! 8 5 ? • √ Problem 2. df 1 • Problem 2.8: Calculate when f (t) = 1 + t.05−. Evaluate the sum of the first five terms in the series when x = .108 Calculus and Differential Equations (a + b)6 = a6 + 6a5 b + 15a4 b2 + 20a3 b3 + 15a2 b4 + 6ab5 + b6 • Problem 2.7: Calculate when f (t) = (at)4 where a is a constant..000004 = 1... 2 8 16 128 (1.04881)2 = 1.0000625−. =? The series does not seem to be converging. dt Solution: d d d [1 + t] = [1] + [t] = 0 + 1 = 1 dt dt dt . Solution: (1 + x)1/2 = 1 + x4 x x2 x3 − + − + .4: Use equation (2.5 − .00125+.10000 1+. dt Solution: d d 4 (at)4 = a4 t = 4a4 t3 dt dt df • Problem 2.6: Calculate when f (t) = 3 dt t Solution: d −3 3 t = −3t−4 = − 4 dt t df • Problem 2.1.1.04881 • Problem 2.5: Try evaluating the the first 5 terms of series of Problem 2.10) to make a series expansion of 1 + x ≡ (1 + x)1/2 in powers of x.

Use equation (2. the stone in Problem 2..Solutions to the problems d2 f • Problem 2.. • Problem 2.45) to calculate how far from the base of the tower it will land (again neglecting air resistance). to calculate how long a stone will take to fall from the top of a tower that is 64 feet high (neglecting air resistance). Use equation (2. Solution: 1 0 = z0 − gt2 2 2z0 2 × 64 t2 = = sec. = t3 • Problem 2. dt Solution: 1 d 1 −1/2 d2 1/2 t = − t−3/2 t = 2 dt dt 2 4 109 • Problem 2.32) to calculate the expansion coefficients an and show that the expansion is consistent with the original definition of the function.12: Suppose that instead of being merely dropped.2 g 32 It will take 2 seconds for the stone to fall to the bottom of the tower. Solution: a0 = [f ]t=0 = t3 =0 t=0 a1 = a2 = a3 = a4 = 1 df 1! dt = 3t2 t=0 t=0 =0 1 d2 f 2! dt2 1 df 3! dt3 1 df 4! dt4 4 3 = t=0 1 [6t]t=0 = 0 2 1 [6] = 1 6 t=0 1 [0] = 0 24 t=0 = t=0 = t=0 f = a0 + a1 t + a2 t2 + a3 t3 + a4 t4 + .11 is thrown horizontally from the top of the same tower with velocity vx = 16 feet/second.9: Calculate 2 when f (t) = t1/2 . Solution: gx2 0 = z0 − 2 2vx .11: Use equation (2.10: Suppose that f (t) = t3 .44). where g = 32 feet/second2 .

what does f (t) represent? What does df /dt represent? What did the word “fluxion” . on the average. 1 Solution: 2 25 15 31 dt t4 = − = 5 5 5 1 df • Problem 3.4: Suppose that a man is walking at an average speed of 3 kilometers per hour. It was a large container with a small hole in the bottom. will he walk in 1 second? How is this question related to equation (3.5: As a boy. and this distance is represented by a rectangle in Figure 3.1.1: Calculate the indefinite integral Solution: t5 dt t4 = + C 5 2 dt t4 . If the velocity had been a function of time. • Problem 3. • Problem 3. as in equation (3.2: Calculate the definite integral dt t4 .3: If = t1/2 . Let us suppose that its volume was four quarts and that it took 24 hours to go from full to empty. How fast did the water run out through the hole? If we apply the idea of functions and differentials to this problem. what is the form of the function f ? dt Solution: t3/2 f = dt t1/2 = +C 3/2 • Problem 3. and the water ran out through the hole at a constant rate.10). How far. When the velocity is constant (v).110 2 Calculus and Differential Equations 2 2 × 64 × 16 × 16 2z0 vx = feet2 x = g 32 The stone will fall 32 feet out from the bottom of the tower. Isaac Newton constructed a water clock. the distance traveled would have been given by the definite integral of that function.83333 m/s v= 3600 s v(t2 − t1 ) = 0.10) and Figure 3.83333 meters The integral of instantaneous velocity over time between t1 and t2 gives the distance traveled in this time interval. taken between t1 and t2 . the distance traveled is v(t2 − t1 ). • Problem 3.1? Solution: 3000 m = 0.

66667 q/h 24 hours In this problem.92702 2 = 0. If the radius of the circle has length r = 1.4 are given by h1 = at2 5 h2 = 2at2 5 h3 = 3at2 5 hj t2 5 h4 = 4at2 5 h5 = 5at2 5 Their areas are hj ∆t = and their total area is hj t2 at2 3at2 2 = (1 + 2 + 3 + 4 + 5) 2 = 5 25 5 j=1 If the number of strips were increased. v=− • Problem 3. In the figure. f (t) represents the amount of water in the container.Solutions to the problems mean to Newton? Solution: 111 4 quarts = −1. at2 /2. and df /dt represents the rate of change of that amount.99216 2 3 1− 8 1− 5 8 = 0. their total area would more closely approximate the true area.9 shows the method which Archimedes used to calculate the area of a circle by dividing it into a number of narrow strips and then letting the strips become more and more narrow and numerous.6: What are the heights of each of the five narrow strips shown in Figure 3. Figure 1. or the rate of flow (flux). then from the Pythagorean theorem we have h1 = h2 = h3 = 1− 1 8 2 5 = 0. what is the area of each strip? What is their total area? Solution: If we let hj represent the height of the jth strip. 2 • Problem 3. Newton used the word “fluxion” to mean the rate of change of some quantity that is a function of time.7: In Chapter 1.78062 . four strips are shown.4? What are the areas of each of the strips? What is the sum of their areas? Solution: The heights of the strips in Figure 3.

0.10: Repeat Problem 3. repeat the problem for the case where the acceleration increases linearly with time. What is the interpretation of the second constant of integration? Solution: v(t) = a dt = at + v0 The constant of integration. 3. . 1 x(t) = v(t) dt = at2 + v0 t + x0 2 The second constant of integration represents the position of the object at the initial time. v0 .. This can be compared with the value of π that is known from more exact calculations. What is the physical interpretation of the constant of integration? Integrate again to find the distance travelled as a function of time.48412 8 To find the areas of the strips.1841. Express the velocity as an indefinite integral and find an expression for the velocity of the object as a function of time. In other words. The total area of the four strips is 0.12103. we would have obtained a more exact result.. .8: If f (t) represents the distance traveled by an object d2 f df represent? What does moving in a straight line. If the number of strips had been increased.24804. To get the approximate total area of the circle.79602.9: Suppose that an object has a constant acceleration a in a particular direction.23176. which yields 3. 0.9 for the case where a = wt where w is a constant. • Problem 3. we must multiply by 4. • Problem 3.112 1− Calculus and Differential Equations 7 2 = 0.19516 and 0. Solution: 1 v(t) = a(t) dt = wt dt = wt2 + v0 2 1 2 1 x(t) = v(t) dt = wt + v0 dt = wt3 + v0 t + x0 2 6 The constants of integration have the same meaning as in Problem 3.141592654. we divide each of these numbers by 4. while 2 repreSolution: dt dt sents the object’s acceleration. what does dt dt2 represent? d2 f df represents the velocity at a given time. t = 0.9. h4 = • Problem 3. so that the areas are 0. represents the velocity of the object at the initial time t = 0.

14: Calculate e3 and e4 and use these results. combined with the Pythagorean theorem. For the same reason.0855 and e4 = 54. together with equations (3.Solutions to the problems 113 • Problem 3. e=2.71825 1! 2! 3! 4! 5! 6! 7! which agrees to 5 figures with the true value. How close is the value of (e1 )2 to e2 ? Solution: e2 ≈ 1 + 2 22 23 24 25 26 27 + + + + + + = 7.12: Evaluate the first eight terms in the series for the Napierian base e shown in equation (3.11: Use the series of equations (3. e2 = 7. How close is the sum of these terms to the value of e given in the equation? Do you think that e is a rational number? (A rational number is a number that can be expressed as the ratio of two integers. What is the value of [sin(1)]2 + [cos(1)]2 ? Why is this value nearly equal to 1? Is [sin(t)]2 + [cos(t)]2 equal to 1 for every value of t? Solution: Taking the first five terms in the series gives cos(1) ≈ 1 − and 1 1 1 1 + − + = 0. Try using this table.540303) + (0. • Problem 3.. from which we can see that the series gave us 3-figure accuracy .13: Use the series in equation (3.718281.34) and (3. to make a small table of logarithms.13.000000 because of the definition of sin(t) and cos(t).) Solution: The first five terms give e≈1+ 1 1 1 1 1 1 1 + + + + + + = 2.less than in the previous problem because with a larger argument. e3 = 20.42). Solution: Since e1 = 2.35) to evaluate sin(1) and cos(1)..540303 2! 4! 6! 8! 1 1 1 1 + − + = 0.38095 1! 2! 3! 4! 5! 6! 7! We can compare this result with (2.47). together with the results of Problem 3.38906...718281828459045.841471) = 1.36) to evaluate e2 up to eight terms.38906. [sin(t)]2 + [cos(t)]2 = 1 for all values of t. the series converges less rapidly.5982.718281. sin(1) ≈ 1 − • Problem 3. we can construct the following small table of logarithms: .)2 = 7.46) and(3. to perform multiplications and divisions.841471 3! 5! 7! 9! 2 2 (0. • Problem 3.

17: Evaluate the indefinite integral Solution: 1 dt eit = eit + C i dt eit . we look in the table to find the number to which the sum corresponds.. Solution: (it)2 (it)3 2(i)2 t 3(i)3 t2 d 1 + it + + + ..38906) = 2 and 1+2=3. equations (3.51) and (3.54) to evaluate [cos(t)]2 + [sin(t)]2 . Much larger tables.16: Compare the result of Problem 3. = i + + + .. • Problem 3.28) to evaluate dt Solution: d d it e = [cos(t) + i sin(t)] = −sin(t) + i cos(t) = ieit dt dt • Problem 3.18: Use equations (3..114 Calculus and Differential Equations x 2.15 with the result of differentiating the series of equation (3.38906=20. together with interpolation procedures. in this case 20. • Problem 3.718281 7.718281×7. and that is the result of our multiplication.50) term by term.15: Use Euler’s identities (3.0855. After adding the two logarithms. ln(7.0855 54. since ln(2718281) = 1.38906 20. were used to reduce the work of multiplication and division before the days of electronic calculators.27) and (3.52) together with d it e .0855. Solution: [cos(t)]2 + [sin(t)]2 = 1 2it 1 e + e−2it + 2 − e2it + e−2it − 2 = 1 4 4 .5982 ln(x) 1 2 3 4 From this table it follows (for example) that 2.53) and (3. = ieit dt 2! 3! 2! 3! • Problem 3.

How long will it be before they have to replace them? Use the fact that ln(2) = 0.2: If (on the average) 0. we obtain S = S0 e−kt where S0 is a constant that represents the number of soup bowls at time t = 0.693.19: Use equations (3. where the time t is measured in days.001 (days)−1 . Then S obeys the first-order ordinary differential equation dS = −kS dt Solving this equation. we can identify the terms on the right respectively as sin(ωt)/ω + C and −cos(ωt)/ω + C • Problem 4.9) and Euler’s identities to show that dt cos(ωt) = and that 1 sin(ωt) + C ω 1 dt sin(ωt) = − cos(ωt) + C ω where C is a constant.1: Use equation (4.57) and (3. (Sometimes this is called the “half-life”). We now let τ represent the time after which half the bowls are gone. Solution: 1 1 2t e + e−2t + 2 − e2t + e−2t − 2 = 1 [cosh(t)]2 − [sinh(t)]2 = 4 4 • Problem 4. Then e−kτ = 1 2 kτ = − ln 1 = ln(2) 2 .58) to evaluate [cosh(t)]2 − [sinh(t)]2 . Solution: 1 1 dt eiωt + e−iωt = dt cos(ωt) = eiωt − e−iωt + C 2 2iω 1 iωt 1 dt eiωt − e−iωt = − e + e−iωt + C dt sin(ωt) = 2i 2ω Once more making use of Euler’s identities.Solutions to the problems 115 • Problem 3.1% of the soup bowls that a cafeteria owns are broken every day. Suppose that the cafeteria decides to replace the bowls after half are gone. Solution: Let S(t) be the number of soup bowls as a function of time. write a differential equation that describes the average decrease in the number of soup bowls as a function of time. and let k=.

• Problem 4.389.4.693 = = 693 days k . After a century. Differentiating f with respect to time. by what factor will it have increased in a century? By how much in two centuries? By how much in three centuries? Solution: Let P (t) represent the population and let k = . • Problem 4. after two centuries by a factor e4 = 54.36). Solution: The initial condition f (0) = 1 requires that a0 = 1. a0 and a1 .22) contains two constants of integration.4 for the damped harmonic oscillator transient solution shown in equation (4.3: Suppose that the population of a country increases on the average by 2% each year. we obtain: df = e−at/2 [ω a1 cos(ω t) − ω a0 sin(ω t)] dt .001 • Problem 4.5: Repeat Problem 4.60.116 from which we have τ= Calculus and Differential Equations ln(2) 0. and after three centuries by a factor e6 = 403. we obtain 0= df dt = [ω0 a1 cos(ω0 t) − ω0 a0 sin(ω0 t)]t=0 = ω0 a1 t=0 Thus the second initial condition requires that a1 = 0.36). the population will have increased by a factor e2 = 7. If it continues to increase at this rate. If the initial conditions require that f (0) = 1 df dt =0 t=0 what are the values of the constants a0 and a1 ? Solution: Since sin(0) = 0 and cos(0) = 1. Then P will obey the differential equation dP = kP dt which has the solution P = P0 ekt where P0 is a constant that represents the population when t = 0. Differentiating the damped harmonic oscillator solution of equation (4.02 (years)−1 . the condition f (0) = 1 requires that a0 = 1.4: The solution to the harmonic oscillator equation shown in equation (4.

y. Find These equations are called the “Cauchy-Riemann equations”. Solution: (x + iy)3 = x3 + 3x2 (iy) + 3x(iy)2 + (iy)3 = (x3 − 3xy 2 ) + i(3x2 y − y 3 ) u = x3 − 3xy 2 v = 3x2 y − y 3 ∂v ∂u = 3x2 − 3y 2 = ∂x ∂y ∂v ∂u = 6xy = − ∂x ∂y • Problem 4. with i ≡ u and v and show that ∂v ∂u = ∂x ∂y ∂u ∂v =− ∂x ∂y √ df dt a = ω a1 − a0 2 a 2ω 117 t=0 −1.7: Repeat Problem 4. u and v all are real.6: Suppose that (x + iy)n = u + iv where n = 3 and where x. Solution: For n = 1 (x + iy)1 = x + iy u=x v=y ∂v ∂u =1= ∂x ∂y ∂v ∂u =0=− ∂x ∂y For n = 2 (x + iy)2 = x2 + 2x(iy) + 2(iy)2 = x2 − y 2 + i(2xy) .6 for n = 1 and n = 2.Solutions to the problems a − e−at/2 [a1 sin(ω t) + a0 cos(ω t)] 2 and thus the second initial condition requires that 0= from which we have a1 = • Problem 4.

9: Use the relationships shown in equation (4. then ∂v ∂u = ∂x ∂y and ∂u ∂v =− ∂x ∂y ∂2v ∂2u ∂2u ∂2v = =− 2 ∂x2 ∂x∂y ∂x∂y ∂y from which it can be seen that u satisfies the Laplace equation. (4.68).118 Calculus and Differential Equations u = x2 − y 2 v = 2xy ∂v ∂u = 2x = ∂x ∂y ∂v ∂u = 2y = − ∂x ∂y • Problem 4. • Problem 4. then ∂2 ∂2 + 2 u=0 ∂x2 ∂y and ∂2 ∂2 + 2 v=0 ∂x2 ∂y The second-order differential equation satisfied by both u and v is called the “Laplace equation”. Solution: If w = x + ct and ∂ dF ∂w F (w) = ∂x dw ∂x then ∂ dF F (w) = ∂x dw from which ∂2 1 ∂2 1 ∂2 F (w) = 2 2 F (w) F (w) = ∂x2 c ∂x∂t c ∂t ∂ dF F (w) = c ∂t dw ∂ 1∂ F (w) = F (w) ∂x c ∂t ∂ dF ∂w F (w) = ∂t dw ∂t . Solution: If u and v satisfy the Cauchy-Riemann equations. Also ∂2u ∂2v = 2 ∂x∂y ∂y ∂2u ∂2v =− ∂x2 ∂x∂y so that v also satisfies the Laplace equation.73) to show that F (x + ct) satisfies the wave equation.8: Show that if u and v satisfy the Cauchy-Riemann equations.

What condition must the constants .Solutions to the problems 119 • Problem 4..8. Solution: If w = x + iy and dF ∂w ∂ F (w) = ∂x dw ∂x then dF ∂ F (w) = ∂x dw from which dF ∂ F (w) = i ∂y dw 1 ∂ ∂ F (w) = F (w) ∂x i ∂y ∂ dF ∂w F (w) = ∂y dw ∂y ∂ dG G(w) = −c ∂t dw ∂ 1∂ G(w) = − G(w) ∂x c ∂t ∂ dG ∂w G(w) = ∂t dw ∂t ∂ 1 ∂ (u + iv) = (u + iv) ∂x i ∂y Thus ∂u ∂v ∂v ∂u = =− ∂x ∂y ∂x ∂y so that u and v obey the Cauchy-Riemann equations. • Problem 4. then u and v satisfy the Cauchy-Riemann equations and the Laplace equation. As was shown in Problem 4. Solution: If w = x − ct and dG ∂w ∂ G(w) = ∂x dw ∂x then ∂ dG G(w) = ∂x dw from which 1 ∂2 ∂2 1 ∂2 G(w) = 2 2 G(w) G(w) = − ∂x2 c ∂x∂t c ∂t • Problem 4.12: Show that functions of the form Tn (x.. t) = 0 and Tn (L.10: Show that G(x − ct) also satisfies the wave equation.11: Use equation (4. both u and v must then also satisfy the Laplace equation. t) = An e−an t sin nπx L n = 1. 3. t) = 0. 2.73) to show that if F (x + iy) = u + iv where u and v are real functions of x and y. . are solutions to the diffusion equation satisfying the boundary conditions Tn (0.

3. 2. t) into the diffusion equation we obtain −an Tn = −C nπ L 2 Tn so that Tn will be a solution provided that an = C nπ L 2 This solution also satisfies the boundary conditions because sin nπx L n = 1. . . vanishes both when x = 0 and when x = L.120 Calculus and Differential Equations an fulfill in order that the diffusion equation should be satisfied? How should the constants An be chosen? Solution: Substituting Tn (x. The constants An are determined by the initial conditions of the problem..

reduces to a factorial for positive integral arguments: Γ(n + 1) = n! and it has the property that Γ(x + 1) = xΓ(x) This function is useful for evaluating definite integrals of the form ∞ 0 n = 0. published by the Chemical Rubber Company. 1. In using mathematical tables. since these have been checked and rechecked by generations of mathematicians. New York. Series and Products. 30th Edition..M. The gamma function. it can differentiate or integrate functions. for example Tables of Integrals. 121 . defined in Table A4 and tabulated in Table A6. Academic Press. Much larger tables are available. and all of the common mathematical functions are available on it. Ryshik. 3. or CRC Standard Mathematical Tables and Formulae. .. by Daniel Zwillinger. dt tx e−at = Γ(x + 1) ax+1 Students who have access to the computer program Mathematica will greatly enjoy using it. Γ(x). Gradshteyn and I.S. This program can perform both numerical and algebraic operations (for example. 2. and can make series expansions of them). a student or research worker does not need to be able to rederive the results. by I.Appendix A Tables The following tables may be useful in practical calculations.

1: Some fundamental differentials d p [t ] = ptp−1 dt d df dg [f + g] = + dt dt dt d dg df [f g] = f +g dt dt dt d f dt g d at e dt = 1 df dg g −f 2 g dt dt = aeat 1 d [ln(t)] = dt t df dg d [f (g)] = dt dg dt df d [af ] = a dt dt d [sin(at)] = a cos(at) dt d [cos(at)] = −a sin(at) dt d [sinh(at)] = a cosh(at) dt d [cosh(at)] = a sinh(at) dt .122 Calculus and Differential Equations Table A.

Tables 123 Table A.2: Differentials of inverse trigonometric functions d sin−1 (t) dt d cos−1 (t) dt d tan−1 (t) dt d cot−1 (t) dt d sinh−1 (t) dt d tanh−1 (t) dt 1 1 − t2 −1 1 − t2 = √ = √ = = 1 1 + t2 −1 1 + t2 1 1 + t2 = √ = 1 1 − t2 .

124 Calculus and Differential Equations Table A.3: Some fundamental indefinite integrals tp+1 = +C p+1 dt t p p = −1 dt t−1 = ln(t) + C dt eat = dt cos(at) = dt sin(at) = dt cosh(at) = dt sinh(at) = dt f eat +C a 1 sin(at) + C a −1 cos(at) + C a 1 sinh(at) + C a 1 cosh(at) + C a dt g df +C dt dg = fg − dt .

(2n − 1) 2n+1 an dt tp e−t ≡ Γ(p + 1) a π = ± 2 +x 2 tp−1 π = 1+t sin(pπ) if ± a > 0.. ∞ 0 ∞ 0 ∞ 0 ∞ dt tn e−at = 2 n! an+1 n = integer.4: A few important definite integrals. a = real if 1 > p > 0. n = m n = integer dt 0 π 0 π 0 π dt sin2 (nt) = dt cos2 (nt) = dt cos(nt) cos(mt) = 0 0 π dt sin(nt) sin(mt) = 0 0 π/n dt sin(nt) cos(nt) = 0 0 . a > 0 dt t2n e−at = 1 × 3 × 5. a = real. a > 0 π a n = integer..Tables 125 Table A. n = m m and n = integers. p = real dt 0 ∞ a2 dt 0 ∞ dt 0 ∞ sin2 (t) π = 2 t 2 sin(at) π = t 2 π 2 π 2 if a > 0 n = integer n = integer m and n = integers.

. 1! 2! 3! 4! t ln(a) [t ln(a)]2 [t ln(a)]3 + + + ..... 2! 4! 6! t3 t5 t7 sin(t) = x − + − + ... 2! 4! 6! t3 t5 t7 + + + ....126 Calculus and Differential Equations Table A.. 3! 5! 7! t3 t5 t7 + − + . 3 5 7 ...5: Series expansions of functions. 1! 2! 3! t2 t3 t4 + − + ... 3! 5! 7! cosh(t) = 1 + sinh(t) = x + tan−1 (t) = x − t2 t4 t6 + + + .. t>0 cos(t) = 1 − t2 t4 t6 + − + .. 1 1 1 1 + + + + ... 1! 2! 3! 4! t t2 t3 t4 + + + + .. 2 3 4 3 e = 1+ et = 1 + at = 1 + ln(1 + t) = t − ln(t) = 2 −1<t≤1 + 1 t−1 5 t+1 5 t−1 1 t−1 + t+1 3 t+1 + .

951351 0.055200 4.931384 0.916291 -0.1 0.6 1.013753 2.772454 1.530628 0.481689 4.459603 2.693147 Γ(x) 9.489192 1. Values of these functions for other values of x can be found by using the relationships ln(ab) = ln(a) + ln(b).6: The exponential.2 0.685894 7.7 1.095310 0.320117 3. ex 1.893515 0.9 2.590844 2.718282 3.5 1.9 1.609438 -1.961766 1.587787 0.405465 0.000000 0.000000 0.068629 1.908639 0.4 1.218159 1.822119 2.641854 0.886227 0.Tables 127 Table A.4 0.298055 1.510826 -0.648721 1.336472 0.8 1.356675 -0.203973 -0.164230 1.887264 0.223144 -0.693147 -0.0 ln(x) -2. ex+n = en ex and Γ(x + 1) = xΓ(x).105171 1.3 0.389056 x 0. logarithm and gamma functions.897471 0.918169 0.953032 5.000000 .470004 0.225541 2.049647 6.473947 6.6 0.1 1.349859 1.105361 0.3 1.262364 0.0 1.302585 -1.5 0.491825 1.221403 1.513507 4. ln(1/a) = − ln(a).7 0.991569 2.182322 0.669297 4.004166 3.8 0.2 1.

26 axioms. 24. 11. 35.Index Academy. 26 Cambridge University. 27 Athens. falling. 95 Bernoulli. 25 Archbishop of Canterbury. 95 Chaplan. 66 128 . 27 Alexander of Macedon. 103 allowed values. 12 books. 65. 5 apple. 6 Anaximenes. 47 acceleration vector. 5 Ahmose. 96 Anaximander. 48. Charlie. Ulugh. 104 Averroes. 22. 48 apple. 69 Caliph al-Mamun. 25 Byzantium. 24 Bohr. 15 algebra. 27 Asia. Isaac. 39. 47 Archimedes. 27 al-Khwarismi. 96. 37 binomial theorem. 24 Bukht-Yishu family. 89. 5. 4 boundary conditions. 66. 5 air resistance. 11 Alexandria. 46 Achaeans. 14. 27 Avicinna. 30 alkali. 55 areas. 16. 69 Bernoulli. 44. 3. 68. 47 Bernoulli family. thrown. 26 Barrow. 19 Aristarchus. 63 Brahmagupta. 35. 11. 83. 25. 37 birth rate. 83 block prints. 5. 24. 24. 26 allowed states of atoms. Madame du. 86. 98. 11 atomic spectroscopy. 39. 66 al-Hazen. Robert. 48 Arab mathematics. 102 Boyle. 12 acceleration. 27 Cartesian coordinates. 30 algebraic geometry. 53 camera. 26 Baghdad library. 32. 93. 47 Chatelet. 53 Beg. 100. 4. 25. 104 Bolyai. 23 astronomy. 93 binomial coefficients. 15 Aristotle. 103 atomic units. 25 C´rdoba. Daniel. 27 bending of light. 46 Cauchy-Riemann equations. 23. 28 o calculus. 12 Baghdad. 69 calculus of variations. 19. 69. 35. 27 Arabic. 85. 12. 27. John.

39 differential equations. 40. 27 expansion coefficients. 93 doctrine of limits. 102 Enlightenment. 97 Euler-Bernoulli conflict. 5 driving force. 19 cylinder. 16. 6 cube roots. 30 flow. 69. 46 129 . 92 death rate. 23 Fermat. 66. 32 first-order differential eq. 92 earth’s attraction. 98 complex conjugate. 11. 85. 89. 86. 85 Florence. 23 cuneiform script. 15. 15 differential calculus. Albert. 40 derivatives. 39. 44 earth’s curvature. 67 determinants. 83 decimal system. 14 Euclid. 92 components of a vector. 83. 93 driving frequency. 4 factorial. 13 circle. 12 engineering. 88. 30. 44 force of gravitation. 93 Eratosthenes. 97 evolution. 6 eclipses. 26 China. 84 exponential growth. 102 electron volts. 47 electron. 11. 12. 4 Einstein. 10. 27. 46 force vector. 4 derivative. 98 Euler’s identities. 53 constants of integration. 91 Copernicus. 67 compass.. 27 definite integrals. 66 equations. 23. 40. 83 differentials. 13. Leonhard. 53. Pierre de. 19 Cleopatra. 30 Croton. 22. 46 cones. 24. 91 Euler. 93 differentiation. 34 chronology. 53 Descartes. 22 constant of integration. 11–13. 28 Christina. 19 Dorians. 4–6. 93 distance. 53 diffusion equation. 12 clock. 44 fluxions. 48 Fermat. 48 falling bodies. 99 Egyptian engineering. 104 chemistry. 25 Euler and the wave equation. 68 diameter og the moon. 54 degrees.INDEX chemical reactions. 28 completeness. 37 falling apple. 4 cultural evolution. 83. 104 Elements of Geometry. 85. 90. 67 Egypt. 100. 4 curved surfaces. 27. 19 damped harmonic oscillator. 14. 92 damping constant . Queen. 100 displacement. 5 equilibrium position. 44 exponential decay. 84 exponentials. 23.

88. 47 Huygens. 26 gravitation. 6. 54 independent solutions. 90 initial conditions. 12. 47 horizontal position. 89 geography. 25 Hieron II. 85 harmonics. 6. Robert. 68 Gondisapur. Edmond. 67 hydrodynamics. 7. 48 Gauss. 11. 25 Hellenistic Era.. 24 induced oscillations. 3 irrational numbers. 63 Hanover. 7 imaginary parts. 47 general solution. 65. 102 harmony. 19 general relativity. 7 indefinite integrals. 55 integration. 48 gravitational mass. 46. 101 higher derivatives. 65 Hoover. 96 India. 22. 26 heat conduction. 63. 23 Indian astronomy. 90 homogeneous solution. 12. 91 Hooke. 47.. 91 immortality of the soul. 100 height above sea level. 44 INDEX Hipparchus. 94 heliocentric model. 66 gravitational acceleration. 88 Galen. 14 geometrical interpretation. 30 George I. 95 initial position. 16 Hellenistic civilization. 53 inverse square law. 92 inertial mass. 48 initial velocity. 25 Greek. 47 Greece. 40. 6 Ionians. 104 Harun al-Rashid. Herbert. 44. 68 Germany. 5 friction. 25 Galileo. 27 Italy. 19 high fidelity amplifiers. Jean-Baptiste. 68 harmonic oscillator. 12 Islamic civilization. 48 ink. 25 homogeneous differential eq. 99 gunpowder. 44 Ionian philosophers. 87. 28 Islamic physics. 97 Huygens. 3. 16 Hippocrates. 25 Grenoble. 11. 44. 99 fractions. 47 infinite series. 23 integral calculus. 83 inverse fluxions. 37 infinitesimals. 11 Hero. 100 Fourier. 7 Hartree. 97 Fourier series. 89. 4. 5 Iraq. 24 India ink. 30. 66. 53 interest rate. 6 . 24 inhomogeneous differential eq. 53. 28 Halley. Christian.130 Fourier analysis. 39 information explosion. 66 idealism. 55 geometry. 25.

23 Miletus. 49 nebulae. 99 Nasir al-Din al-Tusi. 12. 102 Laplace equation. bending of. 30 library at Alexandria. 7. 93 non-Euclidian geometry. 92 navigation. 4. 67. 15 moon-earth distance. 93 partial differentiation. 47 Newton. 7. 70 Lagrange. 65 medicine. 66 Khayy´m. 3. Omar. 5. 67 Persia. 46. 12 logarithms. 27 partial differential eqns. 102 Leibniz. 7 131 Napier’s series. 25 library at Baghdad. 19 Lobachevski. 11 Mohammad. 47 light. 35. 19. 37 a kinetic theory of gasses. 25. 13. 102 Latin. 35. Blaise. 92 paper. Joseph-Louis. 47. 51 order of differentiation.. 10 metallurgy. 37 pendulum. 44 Middle East. 37 Pascal. 44. 69 mathematics. 47 mass per unit length. 12 mass. 48. 49 Paris. 26 Jaipur. 23 papyrus. 24 natural frequency. 7 oscillator. 47 Legendre. 6. 26 light. 40 parabolas. 84 Napoleon.. Adrien-Marie. 95 Laplace. 93 particular solution. 26 Mesopotamia. 4 parabola. Pierre-Simon. 15 motion of planets. 44. 24 Kepler. 67 Leonardo da Vinci.INDEX Jabir. 55 . 16 movable type. 90. 26 Persian. 49. 27 parabolic trajectory. 3. 23. 47 optics. 3. 13 nearly-circular orbit. wavelike nature. 67 Nestorians. 94 ordinary differential eqns. 44 Kepler’s laws. 12. 12 music. 23. 12 number theory. Gottfried. Isaac. 91 Pascal’s triangle. 51. 69 mechanics. 53. 12 observer in a closed box. 66 moon’s size. 19. 25 physical interpretation. 27. 24 method of fluxions. 4 Lucasian Professor. 95 mathematical physics. 25 laws of motion. 25 moon’s orbit. 35. 97 limits. 5. 53 Lyceum. 24 Museum. 25 Newton’s third law. 22 parabolic mirrors. 85 Orphism. 7 musical harmonics. 68 Leiden.

12. infinite. 5. 27 Samos. 5 right triangle. 7 Ptolemy I. 46 planetary motion. 67 projectiles. Benedict. 27. 23 quadratic equations. 43 second partial derivatives. 6. 28 priority. 12. 101 squares. 5 steel. 7. 14 Principia. 13 slope. Erwin. 66 sound. 24 straight ruler. 11 sums. 55 refraction. Sawai Jai. 68 rubber band and weight. general. 44 planets. 3. 7 real parts. 47 resonance . 37 . 44 rates of change. 39. 44 series representation. 12. 40 solar system. 27 reincarnation. 14 Rahzes. 4 quantum numbers.132 physics. 103 quarrel over priority. 6. 83 series expansions. 102 o second derivative. 28 sphere. 15 spherical segments. 5. 22 Spinoza. 83 position coordinates. 7 polynomials. 19 plague years. 6. 16. 4 potassium. quarrel over. 51 radius of the earth. 19 spherical earth. 4 square wave. 92 Riemann. 65. 25 point masses. 15 Schr¨dinger. 85 series. 51 probability. 5. 69 pi. 93 Sicily. 26 rainbow. 7 Pythagoreans. 37 several variables. 24 sinusoidal solutions . 15 Royal Society. 48 psychotherapy. 91 rectangles. 67 square roots.. 11. 6. 93 polyhedra. 66 Spain. 102 Pythagorean brotherhood. 46. 12. 7 relativity. 46 population growth. 66 printing. 40 rational numbers. 26 primes. 19 Singh. 12 relativity. 93 INDEX Samarkand. 6. 46 position vector. 87 series. 44 Plato. 96 slaves. 40 right triangles. 95 right angle. 46 series solutions. 23. 30 Pythagorean theorem. 94 second-order differential eq. 4 Pythagoras. 27 rate of flow. 12 pyramids. 46 positional number system. 88.

23 Tamurlane. 47 vibrating string. 16. 90 trigonometric functions. 27 universal gravitation law.INDEX sun’s size. 27 tangents. 63 writing. 93. 7 tides. 97 wave mechanics. 93 well-behaved functions. 95 Thales. 66 time. 15 superposition principle. Sir Christopher. 100 tension. 44 wave equation. 95. 97 wave theory of light. 30 vertical height. 24. 37 Yanghui triangle. 19 Wallis. 37 zero. 40 Woolsthorpe. 24. 39 Wren. 19 Syriac. 15 sun-earth distance. 66 weightless springs. 95. 5. 46 Venice. 93 transients. 27 trigonometry. 69 Ulugh Beg. 5. 27 133 . 40 telescope. 102 wave motion. 93 Toledo. 23 Yanghui. 97 Syracuse. 3. 66. 93. 22. 25 T’ang dynasty. 102 Voltaire. 47 vectors. 68 volumes. 35. 67 temperature. 37 water clock. 28 transient oscillations.