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You are on page 1of 137

**– 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

2π

3

√

3

2

−

1

2

−

√

3

135

3π

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

_

2π

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

_

2π

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

4π

_

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

iω

0

t

and e

−iω

0

t

we obtain

d

dt

sin(ω

0

t) =

d

dt

_

1

2i

_

e

iω

0

t

−e

−iω

0

t

_

_

=

1

2i

_

iω

0

e

iω

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

iω

0

t

+ e

−iω

0

t

_

_

=

1

2

_

iω

0

e

iω

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 −

(ω

0

t)

3

3!

+

(ω

0

t)

5

5!

−...

_

+ a

0

_

1 −

(ω

0

t)

2

2!

+

(ω

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

iω

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

=

(ω

2

0

−ω

2

)cos(ωt) + aωsin(ωt)

(ω

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

(ω

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 =

nπ

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

nπ

_

1 −cos

_

nπ

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

7π

6

−

1

2

−

√

3

2

1

√

3

225

5π

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

2ω

_

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

[ω

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

2ω

**• 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

_

nπ

L

_

2

T

n

so that T

n

will be a solution provided that

a

n

= C

_

nπ

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.

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