ADVANCED CALCULUS New Edition A COURSE ARRANGED WITH SPECIAL REFER- ENCE TO THE NEEDS OF STUDENTS OF APPLIED MATHEMATICS BY FREDERICK S. WOODS PROFESSOR OF MATHEMATICS IN THE MASSACHUSETTS INSTITUTE OF T?,c7HNOLOGYPREFACE The course in advanced calculus contained in this book has for many years been given by the author to students in the Massa- chusetts Institute of Technology. The choice of the subject matter and the arrangement of the material are the result of the expe- rience thus gained. The students to whom the course has been given have been chiefly interested in the applications of the calculus and have felt the need of a more extensive knowledge than that gained in the elementary courses, but they have not been prima- rily concerned with theoretical questions. Hence there is no attempt to make this course one in analysis. However, some knowledge of theory is certainly necessary if correct use is to be made.of the science; therefore the author has endeavored to in- troduce the students to theoretical questions and possibly to incite in some a desire for more thorough study. As an example of the method used, a proof of the existence of the definite integral in one variable has been given; for the multiple integral the proof has been omitted and simply the result stated. The student who has mastered the simpler case is in a position to read the more difficult case in easily accessible texts. Existence proofs have also been given for the simpler cases of implicit functions and of differential equations. In these proofs the author has preferred to make the assumption that the func- tions involved ‘may be expanded into Taylor series. This, of course, restricts the‘proof; but the somewhat immature student gets a clearer idea of the meaning of the theorems when he sees an actual series as the solution. The more absiract concept of a function may well come later. Furthermore, the student is likely to apply his results only to functions which can be expanded into series, : ’ Because of this constant use of the power scries that subject is taken up first, after certain introductory matter. Here again, fol- lowing the line of simplicity, the author has not discussed series in general. The gain in concreteness for the student justifies this, but the teacher who desires to discuss series of a more general type may do so with the aid of the exercises given for the student. itiPREFACE The Fourier series are introduced later as tools for solving certain partial differential equations, but no attempt has been made to develop their theory. . The subjects treated in the book may be. most easily seen by examining the table of contents. Experience has shown that the book may be covered in a year’s course. FREDERICK S. WOODS Nore FOR THE 1982 PRINTING. In this impression of the book certain improvements have been made. In particular, Osgood's theorem has been inserted in Chapter I, the discussion of uniform convergence in Chapter II has been improved, and the treatment of the plane in Chapter V has been changed. PREFACE TO THE NEW EDITION In this edition additional exercises have been inserted at the end of most chapters. Also, in Chapter VI, certain proofs have been made more rigorous; namely, that for the existence of the” definite integral and that for the possibility of differentiating under the integral sign a definite integral with upper limit infinity. All the typégraphical errors that have been discovered have been corrected. FREDERICK S. WOODSCONTENTS . CHAPTER I. PRELIMINARY SECTION PAGE 1, Functions... . . a 1 2. Continuity... 2... se ee eee eee 2 8. The derivative... . cs oe 6 4. Composite functions. . . . . a er en | 6. Rolle’'s theorem... ....... a ee f 6. Theorem of the mean... . . wee ee eee ee ee 8 1. Taylor’s series with aremainder .......-.-.--204 .. 10 &Thefome. 6... Lee eee I 9. ThefomS ........... tee see ee es 16 10. Other indeterminate forms... 2. 2... ee ee ee ee 18 11. Infinitesimals. 2 2 2. see ee ee ee ee 19 12. Fundamental theorems on infinitesimals . 2... 2... eee 22 18. Some geometric theorems involving infinitesimals ......... 23 14, The first differential. ©... 2.2... wee eee 28 15. Higher differentials © 2 2 2. eee ee ee ee 16. Change of variable 2... 2... 2. eee we eee oe. 82 CHAPTER II. POWER SERIES 17. Definitions . 2 6. ee ee oe. 88 18. Comparison test for convergence 40 19, The ratio test for convergence... .. 2... 41 20. Region of convergence... . 2... 2.2.04 42 21, Uniform convergence... 2... ...05.- . 45 22. Function defined by a power series. fe - 45 23, Integral and derivative of a power series ©... 2... 1 ee 46 24,Taylor’sseries 2... ee ne 48 26. Operations with two power series . . oe oe ee 51 26. The exponential and trigonometric functions .........~.~ 53 27, Hyperbolic functions 2... 1 ee ee ee 55 28. Dominant functions . 2 2 2 2 2. ee ee ee ee ee 57 29. Conditionally convergent series... ... see ee eee 58 CHAPTER III. PARTIAL DIFFERENTIATION 80. Functions of two or more variables . 2... 1... wee 65 81. Partial derivatives ©... 1... ee ee eee wee 66 82. Order of differentiation .......... ee ee eB 88. Differentiation of composite functions... 2... 21.21... 69 vvi CONTENTS SECTION PAGE 84, Euler’s theorem on homogeneous functions ........... «8 85, Directional derivative ......... tee eee ee ee Th 36. The first differential ©... .........00. see eee 8 87. Higher differentials. 2... 2... ee ee ee 84 88. Taylor’s series... 2. 2 1s we ee eee eee 85 CHAPTER IV. IMPLICIT FUNCTIONS 89. One equation, two variables. 2. 2 2 2 2 ee ee ee 91 40. One equation, more than two variables... . . . see ee ee 41. Two equations, four variables... 2... 1... wee eee 95 42. Three equations, six variables ....... eee eee wee OT 43, The general case. 2 2. eee 98 44. Jacobians . 2... 2... ee ee ee ee eee ee 99 CHAPTER V. APPLICATIONS TO GEOMETRY 45. Element ofare. 2 2 2. ee 106 46.Straightline. 2... 2. 2 ee ee ~- 108 47. Surfaces 6 0. ee ewes 109 48.Plans 2... 2.2... ewe eee eee . 110 49, Behavior of a surface neara point ......... wee ee 112 60. Maxima and minima... 2... 2. ee ee ee ee 116 51. Curves 2... 2 ee Vee eee eee nee ». 118 62. Curvature aandtorsion ©... 2... ee ee ee . 121 83. Curvilinear codrdinates © 2... 1 1 1 ee poe 124 CHAPTER VI. THE DEFINITE INTEGRAL 64. Deinition 2.2. 2. ee 134 56. Existence proof . 185 86. Properties of definite integrals . 2... 1... ee eee ee 187 57. Evaluation of a definite integral ©. 2 2... eee ee ee 138 58.Simpson’srule. 2... 2. eee ee 139 69. Change of variables 2... 1 1 ee ee ee ee 140 60. Differentiation of a definite integral .. 2... .-.- +--+: 141 61. Integration under the integral sign... . 2.2... - eee 145 62. Infinite limit 146 68. Differentiation 148 64. Infiniteintegrand 2... 2 ee ee 161 65. Certain definite integrals 2. 2 2. 2... ee ee ee 158 66. Multiple integrals 2 2 0 De «(156 CHAPTER VII. THE GAMMA AND BETA FUNCTIONS 67. The Gamma function... 2 2 2 2 2 2 es 164 68. The Beta function ©. 2. 2. / ee ee ee es 166 69. Dirichlet’s integrals 2 2 ee 167 70. Special relations ©. . 2... ~~ as bee 169CONTENTS CHAPTER XVI. ELLIPTIC INTEGRALS SECTION 161, Introduction ©... 2... 152, The functions sn u,enu,dnu ........ 158. Application tothe pendulum ......... 164. Formulas of differentiation and series expansion . . 155. Addition formulas... 2... 2. ..0.. 156. The periods 2. 2.2... 157..Limiting cases ss 158. Elliptic integrals in the complex plane... . . . 159. Elliptic integrals of the second kind and of the third kind 160. The function p(u) 161. Applications ©... 2... ANSWERS... 1.2... ee ee ee INDEX... 1... ee ee ix PAGE 365 367 369 371 372 873 375 376 379 381 382ADVANCED CALCULUS CHAPTER I PRELIMINARY 1, Functions. A quantity y is said to be a function of a quan- tity x if the value of y is determined when the value of x is given. Elementary examples are the familiar algebraic, trigonometric, logarithmic, and exponential functions by means of which y is explicitly given in terms of x. Such explicit formulation, how- ever, is not necessary to the idea of a function. For example, y may be the number of cents of postage on a letter and x the number of ounces in its weight, or y may be defined as the largest prime number which is smaller than any number a, or y may be defined as equal to 0 if x is a rational number and equal to 1 if x is an irrational number. It'should -be noticed, moreover, that even when an explicit formulation in elementary functions is possible, y need not be defined by the same formula for all values of 2. For example, consider a spherical shell of inner radius a and outer radius 6 composed of matter of density p. Let x be the dis- tance of a point from the center of the shell and y the gravita- tional potential due to the shell. Then y is a function of x with the following formulation : y= 2 1p(b?—a?) when x =a, x 4np _ v=2-x0(s#— =) 422 es when a=xzb, qa) me (0? —a®) when x>b. So we may at pleasure buitd up an arbitrary function of x. For example, let y = f(x), where f(@~)=42? when 0<2 <1, f(z) =4 when x=1, (2) f(@@)=42+1 when x >1, 12 PRELIMINARY We shall say. that values of x which lie between a and 6 deter- mine an interval (a, b). The interval may or may not include the values a and b, according to the con- text. In general, however, the inter- vals (a, 6) will mean the values of x defined by the statement a=x=b. The student is supposed to be fa- miliar with the representation of a function by a graph. Such a repre- sentation is’ usually possible for the functions we shall handle in this book, oFe.1 although it is impossible for the func- tion mentioned in the third example of this section. The in- terval (a, 6) appears in the graph as the portion of the axis of x between.z =a and x = b, and it will be- y convenient to speak of a point of the interval, meaning a value of x in the interval. Then x=a and «=b are the end-points of the interval. As men- tioned above, the interval may or may not have end-points. The graph of the potential function i in (1) is the curve of Fig. 1. The graph has no breaks and the function is continuous Fia.2 (§ 2), but the character of the curve and of the function is different in the three intervals considered. The graph of the function in (2) is the curve of Fig. 2. This graph has a break at the point for which x = 1. 2. Continuity. A function f(x) is continuous when x = a for which $@) is defined if Y Lim Lfla+) —f@]=0, @ or, otherwise expressed, if Lim fa+h) =f), (2) where in either formula the limit is independent of the manner in which h approaches 0. Since hf is an increment added to a, and f(a +h) — f(a) is the corresponding increment of f(a), we may express this definition as follows: A function of x is continuous for a given value of x if the increment of the function approaches zero as the increment of x approaches zero.CONTINUITY 3 A more cumbersome definition, but one which brings out the full meaning of equation (1), is as follows: f(x) is continuous for 2=a when if € is any assigned positive quantity, no matter how small, tt is possible to determine another positive quantity 5 so- that the difference in absolute value between f(a+h) and f(a) shall be less than € for all values of h numerically less than 6; that is, |fla+h)—f(a)| M for |h| <6. The definition 7 coatinuity cannot then be satisfied forz=a. 4 For example, the functions = ; (Fig. 4) and 5 3 (Fig.5) are each discontinuous for z = 0. as is shown by the break i in eech of the curves representing the functions. Fic. 34 PRELIMINARY The following theorems are of fundamental importance in handling continuous functions: Y _£. Uf f(a) #8 continuous at all points of an interval (a, b), it is possible to find a positive number 6 such that in all subin- tervals of (a,b) less than 5 the absolute value of the difference between any two values of f(x) is less than € when € is a positive quantity given in advance. We shall not give a formal proof. It is not difficult to see that if these theo- rems were not true, definition (8) for continuity must fail for at least one point of (a,b). Because of the property o Xx stated in the theorem, f(x) is said to be uniformly continuous in (a, b). II. If f(x) is continuous for all values of x between a and b inclu- y sive, if f(a) = A and f(b) = B, and if N is any valug between A and B, then f(£) = N for at least one value of & between a and.b. Fig. 5 IIT, If f(x) is continuous for all values of x between a and b inclu- sive, then f(x) has a largest value M for at least one value of x between a and b and a smallest value m for at least some other value of x between a and b. These theorems seem to be inherent in the very nature of continuity and are graphically evident from Figs. .6, 7, and 8. As a matter of fact, how- ever, they are not self-evident and Fie. 8DERIVATIVE 5 are capable of rigorous proof. These proofs lie outside the range of this book and will not be given here. The difference between the maximum and minimum values of f(z) in the interval (a, 6) is called the oscillation of f(x). We can say from I, IV. If f(x) ts continuous in (a, b), it is possible to find a positive number 6 so that in every interval in (a, b) less than 6 the oscillation of f(a) ts less than €. 8. The derivative. A function f(z) is said to have a derivative for a =a if the expression Sla+ +h- - f(a) mn approaches a limit as h approaches zero in any manner whatever. This limit is called the derivative for =a and is denoted by f@). Wewrte fat HS) hwo =f@. @) In order that the derivative should exist it is necessary that f(x) should be continuous when z = a, for otherwise the fraction (1) would not approach a limit. This condition is not sufficient, as may be seen by considering the function defined by the equations f(@) =axsin 2 when «#0, (3) ir 0. Asr—> o sin z F oscillates infinitely often between + 1 and — 1, but zsin z —>0. Hence the function is continuous for «=0. Using this function in the fraction (1) with a=0, we have . 7 Asin ho 0 © i = sin 5+ and sin = does not approach a limit as h-+ 0. Hence the func- h tion has no derivative when x = 0. In 1872 Weierstrass gave the explicit statement of a function which has for all values of x the property which zsin = has for 2 =0, so that it is known now that a continuous funetion does not necessarily possess a derivative. Hence when a new function appears in analysis it is necessary to inquire first whether it is6 PRELIMINARY continuous and, secondly, whether it has a derivative. It is only functions which possess these two properties that are of interest in this book. We have discussed the derivative of f(x) for a value a of x. If f(x) has a derivative at each point of an interval, there is thus defined a new function f’(x) by the formula LimfZ t+) —f@, hao h Similarly, we define f’’ (x) as the derivative of f’(x) or the second derivative of f(x), f(x) as the derivative of f(x), and so on. It is assumed from this point that the student is familiar with the elemeniary process of differentiation. The proof of these ele- mentury processes involves implicitly the proof of the continuity of the function and the existence of the derivative. The student is also assumed to be familiar with the fact that if a function is represented by a graph the derivative gives the slope of the tan- gent line to the graph. The graph of the function f@)= (4) 7 =a sin — y x is given in Vig. 9 for positive values of z. For negative values of a the curve is reflected on the line OY. Ji is of course impossible wo draw the curve in the close ¥Y neighborhood of the point O; but it is clear that if O be joined to any other point P of the curve, the line OP oscillates through an angle of 90°. The curve there- fore has no tangent line at 0. Th? Weierstrass function men- 0} tioned above is represented by a curve which has no breaks, but has no tangent (that is, no definite direction) at any point. These examples illustrate the \ fact that a graph is at best merely Fra. 9 a rough way to represent 2 function, and that conclusions drawn merely from the graph may be erroneous. The graphs are helpful in understanding or formulating a theorem, but an analytic proof is always neressary for rigor.ROLLE’S THEOREM 7 4. Composite functions. Let y = f(x) be a function of x and let x= (t). Then, by definition of a function y = F(t). Let t be given an increment h and let the corresponding increment of xz be k. Then k= oth) — $0. J£ (4) is a continuous function of t, k > 0 ash— 0. Now FY =y =f), Fe+h=fet+h), sinoe h and k are corresponding increments of ¢ and x. Therefore Ft+h) — FO) =f@et+k) — f(x); whence Lim (F(¢+ 4) — (1 = Lim [fe + &) —f@y. Therefore, if f(z) is a continuous function, Lim [Fe +h) — FO) =0. Hence if y is a continuous function of x and x is a continuous function of t, then y is a continuous function of t. Let us now form the quotients F+h)—FO _ f+) —f(e) h h : —1E+h) —f@) ot+h—- oO, k h , whence, by § 8, on taking the limit, F(t) =f'(x) - o'(- @ 5. Rolle’s theorem: If f(a)=0, and f(b)=0, then there is some value £ between a and b for which f'(E) = 0, provided f(x) is continuous in the interval a 3 x = bandhasaderiva~- Y tive for all values of x between a and b. By theorem III, §2, f(z) has a maximum M and a minimum m in the interval (a, b). If both M and m are zero, f(x) is always zero, its derivative is zero (by (2), §3), and ol the theorem is proved. Fi. 10 Suppose that M is not zero, as in Fig. 10, and let f(é) = M. Then SEN -I® fE+ IO is negative. Hence —— a h8 PRELIMINARY _is positive when h is negative, and is negative when h is positive. But, by hypothesis, E+ h) — f(®) approaches a limit f’(&), which is independent of the sign of h. Hence fe) =0. Again if M=0 but m < 0, as in Fig. 11, the same argument applies. The student should notice that the condition that f(z) should have a deriva- tive rules out such graphs as shown in Figs. 12 and 18, for in neither case is there a derivative in the strict sense of the definition when = c. It is true that in Fig. 12 we may speak of a left-hand derivative and a right-hand derivative, but in so doing we modify the defini- Fic. 11 tion by first restricting h to negative values and afterwards réstricting h to positive values. In Fig. 13° fe+h) -—fO h we may write f’(c)=00, but again the limit of does not exist in the sense of having a definite value. ¥ Y Fig. 12 Fig. 13 6. Theorem of the mean. I. If f(x) 1s continuous in the interval a 2 x = band has a derivative between x = a and x = b, then £0) —f@) = (0 — af’), ‘where a<&0, so does |F(x+h) — F(x)|—> 0, and y Q P@ =f) Oa. Now F(a) =0 a F(b) =0, as is seen by direct substitu- tion. Hence, by Rolle’s theorem, F’(£) = 0 for some & between a and b. Thatis, f@= @- te. "0 =f), b-—a (a<&<6b) From this it follows at once that f(b) =fa) + (b—af'@), @<& <6) (1) which is the theorem to be proved. In (1) we may write = a+ 6(b—a), where @ is an unknown proper fraction, and have f(b) =f(@) + 6—a)flat+ 6-2), O2a; therefore we say, by definition, that the value of To obtain a general method for finding this limit we begin by - applying Rolle’s theorem to the function £0) -J@_ , tray $0) — ota) ylO@) — o(@)] — [f(@) — Han}, which obviously vanishes when x = @ and when « = 6, $b) — fa) _ f®, $0)— 4@) © In (1) let f(a) = 0, d(a) = 0, and b=2. We have when «=a is 2a. Hence a<& a, &—» a, and therefore tim ®. — Lim £®. i esa P(z) gra '(E)16 PRELIMINARY Now unless f(a) = 0 and ¢’(a) == 0 we have the result f(z) _ f@, a0 $(t) (a) If, however, f’(a) =0 and ¢’(a)=0, we must apply (3) again with the result mn £2) ~ tim £® £® _ #'@ ine o@) He eo $"@) unless f(a) = 0 and $(a)= 0. In the latter case formula (8) must be applied again. . We may sum up in a rule known as L’Hospital’s rule. To find the value of a fraction which takes the form 7 when x = a, replace the numerator and the denominator each by its derivative and (4) substitute x =a. If the new fraction is also ¢, repeat the process. For example, _ 2 _ 2 Lim® 200820 _ yim e+ 2sinz: *__[f-t2eoerte l =o 90 zsing 2-0 Gn Freee 2cosx—xsinzle=0 9. The form 2. Consider the fraction S@) $(z)’ and let f(a) = 0 and ¢(a) = © by hypothesis. The value of the fraction for x = a@ is then defined as the limit approached by the value of the fraction as x increases without limit. We shall prove that L’Hospital’s rule holds also for a fraction which takes the form 2. We shall first take the case in which a = 0. From (1), § 8, we may write S@)—-fe _ f@) G@)—b@ $8)’ where c is a large but finite value of x. From (1) we derive, by simple algebra, (€<& <2) @) 1- ee) fe) _ £® ~~ eo, @) ¢@) 6@, JO F(z)INDETERMINATE FORMS 17 We shall now assume that eo has a limit A as E+ 0. We may consequently take ¢ so large that aT and therefore “eo differs from A by less than any assigned positive quantity . This fixes c. Then f(e) and ¢(c) are finite, and z may be taken so large that ) (2) ~ f. I(x) differs from unity by less than any assigned positive quantity é2. We then Mave, from (2), Soh = (A+ m+ me), where Ime 0 and apply (6). We have timt=1, Lim® =o. m 6-0 § 370 826 PRELIMINARY The relation between ¢ and h may also be found by means of codrdinate axes and Maclaurin’s series. Take as origin a point on the curve (Fig. 19) and as OX the tangent at O. Let ¥ y = f(z). be the equation of the curve. Then $0) =0 and f’(0) = 0, since the curve P passes through O and the slope of the tangent at O is zero. Then, by Mac- laurin’s series, x x? xs ° M ¥=f@)=f'O) F +H" O) a +R. Fic. 19 But OM=2 and MP =y. Hence it appears that MP is of the second order with respect to OM unless f’’(0) = 0. I. Except for infinitesimals of higher order than the lengths of the arcs, an infinitesimal right-angled curvilinear triangle obeys the same trigonometric laws as a straight-lined right-angled triangle when the hypotheses of I are satisfied. Consider a triangle A BC (Fig. 20) whose sides are arcs of curves which satisfy the hypotheses of I and which may be made to approach zero together. Let the ares intersect at a right angle at C and let the angle at A be ¢. Draw the chords AB, BC, and CA. The angle between the chords AB and AC is 6+ «1 and that between BC and CA is 90° + €2, where e; and e2 are infinitesimals approaching zero as the sides of the curvilinear tri- angle approach zero. Then BC _ sin ($+) AB sin (90° + €2) which we may write as BC AB BC _ sing +a) AB AB BC sin (90° + €2) where BC means the are BC, and so on. Fic. 20 -INFINITESIMALS 27 Taking the limit as A, B, and C approach coincidence, and using theorem I, we have —~ Lim = = sin 9, AB ¢ f= AB or BC = ABsin¢g+ esAB. In a similar manner, AC = 4B cos 6 + AB, BC = AC tang + €s4B, AB? = AC? + BC? + eg AB?. As an example of the use of the foregoing theorem consider an ellipse with foci F.and F’ (Fig. 21). Let P and Q be two points in- finitesimally near on the ellipse, and draw PF, PF’, QF, and QF’. By the definition of the ellipse, PF + PF’ =QF+ QF’. With F as a center and a radius FQ construct an arc of a circle cutting FP in S. With f' as a center and a radius F’Q construct an are of a circle cutting F’P in R. ‘Then SP— RP =QF— PF— (PF’—QF) =0. Then in the infinitesimal triangles SQP and RQP SP = QP cos SPQ, RP =QP cos RPQ, except for infinitesimals of higher order. Therefore cos SPQ = cos RPQ except possibly for infinitesimals of higher order. But the angles SPQ and RPQ are independent of the position of Q. Hence SPQ = RPQ; and, since SPQ= FPA, we have the result that in an ellipse the tangent at any poin‘ makes equal angles with the focal radii to that point. Fra. 2128 PRELIMINARY 14. The first differential. Consider now a function f(x) which has ‘a derivative f’(x). If Az is an infinitesimal increment of x, then the increment Ay = f(x + Az) — f(x) is an infinitesimal, since f(x) is continuous. Now Li Ay Lim I @ whence Ay = f'(x)Az + € Ax. () Aside from the values of x for which f’(z) is zero, or infinite, this is of the form (4), § 11, and f’(x)Az is the principal part of Ay. This we shall cal] the differential of y and denote it by dy. The case of the independent variable x, however, is different. For in that case f(z) =; therefore y=, and formula (1) is simply Ax = dz. (2) There is no possibility, therefore, of separating Az into two parts; in other words, the principal part of Az is the whole of Az, and we may take this as dr. Summing up, we say: The differential of an independent variable x is equal to the incre- ment of the variable; that is, dx = Az. (3) The differential of a function y = f(x) is the principal part of the increment of y and is given by the formula dy = fi(x)dz. (4) Suppose, now, we have y = f(x) and x= (t); then y= F(t). Now, by the definition above, we have dt = At, dx = o'(t)dt, dy = F'(tydt. Substituting for F’(t) the value derived given in (1), § 4, we have dy = f'(a)o' (Ode; whence dy = f'(x)dz. (5) Note that this is the same form as (4); but in (4) dz is the entire increment of x, whereas in (5) dx is the principal part of that increment. The result is, The differential of a function y is given by the formula dy = f'(x)dz, whether x is the independent variable or not.DIFFERENTIALS 29 We are now ready to write the derivative as a quotient ; namely, fa =. 6) In differential form d), § 4, becomes dy _ dy de ay dt dx dt 15. Higher differentials. If u = f(x) and v = $(z) are two func- tions of x which possess derivatives, we have, by well-known formulas for differentiation, Lwt=f/@tow, Jus) = f’(e)b(x) + f@)o'@), a (:) _L@oe) — Jog) , dx\o [o@)P ’ whence, by the definition of the differential, d(u + v) = du + dv, (@) d(uv) = o du + u do, (2) ‘u\ _odu—udv a(*) =_— aT (8) Let us apply formula (2) to of = f'(x)dx. We have d(df) = d[f'(x)]dx + f’(x)d(dx). (4) Now we have, by the definition of § 14, » dbf (a)) = f(a) dx. It is natural to express d(dy) by d?y and it is customary to express (dc)? by dx?. This must not be confused with d(z”), which, by § 14, is equal to 2 x dx. We have, then, ?f =f’ (x)dx? + f’(x)d?z. (5) This is called the second differential of f. Formula (5) contains a factor d?z which has not been defined. However, if x is a function of another variable t, so that x= F(é), we have, by another application of (5), the result dx = F'(t)dé? + F’(t)d*t,30 PRELIMINARY but here d”¢ is still to be defined. It is evident then that (5) is not sufficient to define the second differential of the independent variable. We are accordingly free to frame that definition as we will, and we say The second differential of the independent variable is by definition zero. With this and (5) it follows that when z is an independent variable, @f =f" (a)dx?; (6) but when z is uot an independent variable, df = f' (eda? + f’(x)d?x. The fact that the second differential has different forms accord- ing as x is independent or not is in striking contrast to the fact that the form of the ‘irst differential is always the same. Second differentials must therefore be used with more care than the first. We notice that when x is the independent variable we have, from (6), wf f'@) = 533 @ whereas when z is not independent we have. from (5), oy @ _ Of dx — df dx \ pre) = =e ® which agrees with (7) only wher d?z = 0. In spite of this the symbol 7 ae 3 is used to represent the second derivative f’’(z) even when x is not the independent variable. This may be explained by interpreting os as a symbol for igs) wha) a (2) dx) _ atf (2) af @)de on Then ba = a= f"'(«). (9) It follows that @ os is used in two' senses: first as a symbol for the second derivative and secondly as the quotient of df as given in (5) by dx?. These two senses agree only when z is theDIFFERENTIALS 31 independent variable. The context usually makes clear which sense is meant. Asa matter of fact, the use of cy as a derivative is more common than the other use. ay If in (8) we place y = f(x), and interpret —; as a symbol for da? the second derivative f(x) and rat as the quotient of differen- tials, we have Py de dy dx dy de dt dt de® ae a (20) i) This formula may also be obtained by direct differentiations, thus: . dy) dude Pedy (a) a d 4 (w).4 d (4 a? de} ® “dr @ 5 a“ dt dt as before. ‘This result may also be obtained by. dividing the numerator and the denominator of the fraction in (8) by (d#)*. The third, fourth, and higher differentials are d(d?x) = d°z, d(d*x) = d'z, ete. Since, if x is the independent variable, d’x = 0, it follows at once that d"x = 0. That is, The nth differential of the independent variable is zero if n is greater than 1. The higher differentials of a function of « are found by oper- ating with the laws (1), (2), and (8). Thus we have . af = fade? +f’ (ude. (al) Then Pf = fi (x)dx? + 8 f" (x)dx d?xz + f'(x)dx. (12) It is to be noticed that (12) gives a’y f"@) = (18)32 PRELIMINARY only when x is the independent variable. Otherwise, if ¢ is the independent variable we have, from (12), a (dat de d*. Barro(S)+sr@2Srr@Z a As in the case of the second derivative, the expression : ay da® is used for the third derivative even when z is not the independent variable. In this case 2 alale)| ‘ dx3 ~ dz |dz\dz/ |’ and me is not the quotient of d?f by dz’. a 12 hi . rom (12) we Ove af — 8 "(adn da — f'(a)d {"@) = By means of (8) of this section and (6), §14, this reduces readily to the form 3 de — df d? 2¢ de — df d2x)d2: s"(a) _ aad f dx df d®zx) ee of Pajd?a (15) If ¢ is the independent variable, we may divide all the terms of the numerator of (15) by dt® and obtain a result in derivatives which may otherwise be obtained by direct differentiation. Similar results are readily obtained for the fourth and higher differentials. 16. Change of variable. The methods and formulas just obtained may be used to solve certain problems connected with the ae of the variables in a given expression. 1. Let there be given an expression involving n? ae 4, and £4 where the last symbol means a second derivative, and let e ‘be required to replace y by z where y = f(z). We have at first, by § 4, 1p) 2 a= f'(2) x qd) and then, by direet differentiation, £4 = ra( ZV 4 7S. @)EXERCISES 88 2. Let it be required in an expression involving y, &, and &4 oS to replace x by t, where x = $(t). wy dy _d&_ 1 dy We have de de #@ at (3) dt and, again by direct differentiation or by (10), § 15, dydx dy@e d’y re) — 4 or fy wea ad eeO-yeO a (G) “TOF “ dt 8. Let it be required to interchange x and y in an expression involving <, wu > and ia This is a special case of (4) in which 3 eu t= y, and therefore ou =1, eo 0. We have di 1 en’ ® dy Px a? dy? ay ® Gi EXERCISES 1. Prove that if f(x) and (x) are continuous at x = a, then f(x) + (x), S(z) - (a) are continuous at x=a, and that —— $@ is also continuous at «=a unless $(a) = $@) 21f y=f(z) is saan when z= 0, n+1 janet (mt id tart 7. From the result of Ex. 6 estimate the error made in cmp? log 1.2 fromm three terms of the series. How many terms sf the : are sufficient to compute log 1.2 accurately to six decimal places? 8. From the result. of Ex. 6 how many terms of the expansion oi log (1 + 2) are sufficient ts compute log .9 to five decimal places? and that (Ri< when x < 0. 9, Show that in the expansion of log ; +2 Qanet jRi< ————__—_. >t iRi< WeDa a pee When = > O net cl that Ri< 2 and tha IRI @e2apa? when xz < 0, where » is the exponent. of x in the last te. retained in the expansion. 10. From the result of Ex. 9 how many terms of the expansicn of i +e are required to compute log 3 to four decima! vlaces? —2 11. Show that in the expansion of (1 + x)* —J) +++ (ke — nam tl pRi< RE: 1) (k — 2)z’ log when x > 0, k(k-1)-- (k=), andthat /|R/|< ———- a1 2" | when x <0, (m+ VLA+ ayn kt ifn-k+1>0. 12. From the result of Ex. i1 find_how many terms of the binomial series are sufficient to compute V 102 to four decimal places. 18. By integration find an expansion for sin~' x.EXERCISES 35 sin"! x Vi-w 14. By division find an expansion for 15. Find an expansion for Sf "ede, 16. Find an expansion for f “cos aide. Find the limit approached by each of the following functions as tke variable approaches the given value: 17, CBE a a, e382, z. w-a sec 52 2 F — HF 1l—logz Yo. 28," +0 z TT to, OB C822 toe(z - © ( — x)? 24, ——————-) > > tang—s tan x 2 ag, BOTT eo. log z ati z—sinz 25. pr) e > @ (n positive). sin x ~- i ? 21. ———-) r-> 0. 8, 2+ (n. positive). w—tane e @p » 27. Find the limit epproached by yx" + aya" +--+ +a, a ee as x—» ©, where rand m are positive integers, under each of the three hypotheses n < m,n=m,7 > m. 28. Show that for all positive and negative values of n Lim x"e-7 =0. Z70 29. Show that for all positive values of n and m im G08 20" a es 80. Show that for all positive values of x and m Lim ax(log x)™ = 0. . 1 1 ] . 8 $1. Evaluate Lim|- . 36. In Fig. 16 find the order of CD.36 PRELIMINARY 37. Let T be the intersection of the tangents to the circle (Fig. 16) at A and B. Find the order of TC — CD. $8. Two sides AB and AC of a triangle differ by an infinitesimal a, and the angle @ at A isan infinitesimal of the same order as a. What order of infinitesimals is neglected if the area of the triangle is taken as 3 AB? 6? as} AB- AC- 6? 39. If y = f(x) is a curve in Cartesian codrdinates, show that the area bounded by the curve, the axis of x, and two ordinates separated by an infinitesimal distance Az differs from y Ax by an infinitesimal of higher order. : 40. If r = (8) is a curve in polar codrdinates, show that the area bounded by the curve and two radii making an infinitesimal angle A@ with each other differs from 4 r?A@ by an infinitesimal of higher order. 41. What order of infinitesimals is neglected in taking as 4 wr?h the volume of a spherical shell of finite inner radius r and infinitesimal thickness h? 42. A parallelogram has an angle which differs from 90° by an infini- tesimal of first order. What order of infinitesimals is neglected by taking tke area of the parallelogram as the product pf two adjacent sides? 43. Show that in a hyperbola the tangent makes equal angles with the focal radii drawn to the point of contact. 44, Show that in a parabola the tangent makes equal angles with the focal radius to the point of contact and the line through the point of contact parallel to the axis. 45. A circle of radius a rolls on a straight line. A point P on its rim describes a cycloid. If P moves to P’ by an infinitesimal rotation d¢, show by the method of infinitesimals that PP’ = 2asin } p dd. Note that the linear dispiacement of the circle is a dp, and that the motion of P takes place in a direction normal to the line from P to the point of contact of the circle with the straight line. A8. Find d?y when y = sin x? under the two assumptions (1) that x is the independent variable; (2) that x =e‘. In the latter case first use formula (5), § 15, and check by substituting for z in the given value of y. 2, 47. In Ex. 46 find fy as a quotient of differentials and also by direct differentiation. ay 48. Given y =e, find d*y (1) when z is the independent variable; (2) when x = log z and z is the independent variable. Verify by substi- tution and direct differentiation. 49. In the equation d ‘dy\? a-S+u(2)+a-r place y = sin z. deEXERCISES 37 50. Inthe equation x? oe + ot + (x? — n)y = 0 place y = xz. 61. In the result of Ex. 50 place x = 2Mi. . 62, In the equation a- a) SH aed + mint Dy =0 place x = cos 0. 58. Show that if the equation of a curve y = f(z) is transformed to polar cobrdinates by the substitutions +=7 cos 6, y=r sin 6, the derivative ou becomes 17d6° + 2 d0 dr? -- r dr dé / (cos @dr—r sin @a0)* where @ is the independent variable. 54. Show that the formula for the radius of curvature of a plene curve y= f(@), namely, ‘dy\? | b+) =a dx? — Lae? + dy dx d*y — dy dx for the curve x = fi(t), y = f2(t) where ¢ is the independent variable. 55. Show that the formula for p given in Ex. 54 for the curve y = fix) becomes f 2 +( yy 2 2; 42 (3) aan in polar codrdinates. 56, Show that the formula for p in Ex. 54 becomes ae) * [2 + ( J if the curve is taken as x = $(y). 57. If x=7 cos 6, y=r sin 6, show that ‘becomes dy nae. , dt, dy dr ztuT Note that this is the expression for the tangent of the angle which a curve makes with a line from the origin.CHAPTER II POWER SERIES 17. Definitions. The expression Ay + aie + Gon? + at? +++ aae™ foe qd) is a power series. lf the number of terms is finite, the. pcwer series reduces to a polynomial; if the number of terms is unlim- ited, the power series is an infinite series. It is with infinite series that we are concerned in this chapter. The series (1) is said to converge for a given value x = 2; if the sum of the first ~ terms approaches a limit as 7 is indefinitely increased. The limit is called the value of the series or, somewhat inaccurately, the sum of the series for x = 2. A simple and i: portant example of a power series is that of the geometric series Uo + aor + dot? + dur? +++ +f aor" ++ (2) The sura of the first n- terms of the series is, by elementary algebra, 1—2" a aot” : =73 TIT 8) Now if x is numerically less,than unity, the last fraction in (3) approaches zero as » increases indefinitely, and the sum of the first n terms approaches the limit % . l-z Hence the geometrig <:ries (2) converges for any value of x in the interval -1< 24<1. The series (2) defines, then, the function i ao z in the interval (— 1, 1), but does not define the function outside of that interval nor at its ends. 4 A series which is not convergent is called divergent. As an example consider the harmonic series 1,1,1 1 Lt gtgtgtictytes 38 for values of xABSOLUTE CONVERGENCE 39 Now 4+4>4, B+eth+h >, and in this way the sum of the first » terms may ‘be seen to be greater than any multiple of 3 for sufficiently large n. Hence the sum of the first » terms does not approach a limit, and the series diverges. Return now to the general series (1) and set « = x, obtaining Oo + airy + aeey? + ages? + +++ anti"+++-. (4) Let.us replace each quantity by its absolute value, obtaining the new series {do|-+jar |] 2a |+[a2||217|-+] a3 ||a13|+ - - - Hlan||a"|+---. (5) We shall prove that if (5) converges, then (4) also converges. Let s, be the sum of the first terms of (4), and Jet 8,’ be the sum of the first » terms of (5). Now s, contains a certain num- ber of positive terms whose sum we call p, and a certain number of negative terms whose sum we call — q,, so that Sn = Pn — Ine 6} The positive terms of (4) appear in (5) unchanged, whereas -the negative terms of (4) appear in (5) with signs changed. Hence Sn’ = Pn + Qn (7 Now as 7 increases, S,’, Dn, and q, each increases, since each is positive. Suppose s,’ approaches a limit A. Then p,, always increasing but always less than A, must approach a limit B,* and, similarly, g, must approach a limit C. Hence, from (6), s, approaches a limit B—C. We have ac- cordingly proved the proposition that if (5) converges (4) also converges. It is te be noticed that we cannot prove conversely that if (4) converges (5) does; for s, in (6) may approach a limit ever if p, and q, separately do not. Summing up, we say that @ series which converges when eack term ts replacal by vs absoluie value converges as it stands. It is said to converge ebsoiutely. ‘The determination of the absolute convergence of a series reduces, then, to the determination of the tayantity which ‘ways increases either ve: ames40 POWER SERIES convergence of a series of positive quantities, and for that we shall find two tests useful: the comparison test (§ 18) and the ratio test (§ 19). 18. Comparison test for convergence. If no term of a series of positive numbers is greater than the corresponding;term of a known convergent series, the first series converges. If no term of a given sertes is less than the corresponding term of a known divergent series of positive numbers, the first series diverges. Let testes es-+en+-°: qa) be a series of positive numbers, and let . Mit+ Me+ Me+-+++Mat--- - (2) be a known convergent series such that Cn = My (3) for all values of n. Let s, be the sum of the first terms of (1), S, the sum of the first n terms of (2), and M the limit of S,. Then, from (8), all terms M,, are positive and therefore S, < M, and also from (8) 8s, = Sn, so that we have 8, < M. (4) As n increases, s, increases and, by (4), approaches a limit * which is either less than or equal to M. The first part of the theorem is now proved; the second part is too obvious to need formal proof. In applying this test it is not necessary to begin with the first term of either series, but comparison may begin with any con- venient term. The terms in either series before that with which comparison begins form a polynomial the value of whicn is finite, and the remaining terms form the infinite series considered. For example, consider the series 1 1 1 1 ltotgytget tpt (6) If p = 1, no term of the series is less than the corresponding term of the harmonic series ,1,1,1 1 Vtgtgtgtectyt and therefore in this case (5) diverges. * See footnote on page 89.TESTS FOR CONVERGENCE AL If p > 1, we may compare (5) with the series 1,1 1,1 1,1,1 ltptatptpt pt pt get (6) where there are four terms equal to ~ eight terms equal to = and in general 2* terms equal to a Now no term of (5) is greater than the corresponding term of (6), and (6) is the same as 22 23 Qk ae tae tt aaet This is a geometric series with ratio equal to 2 1\P-1 e-G) <2 Hence the series (5) converges when p > 1 and diverges when pzl. 19. The ratio test for convergence. If in a series of positive num- bers the ratio of the (n + 1)st term to the nth term approaches a limit i. as n increases without limit, then, if L <1, the series converges; if L > 1, the series diverges; if L = 1, the series may either converge or diverge. Let Cr +e2t cat +++ +entensi t+ @® =L. 14+e+as be a series of positive numbers, and let Lim Sut ‘We have three cases to consider: "7" ° Case I. L <1. Taker, a number such that L + v6 8).42 POWER SERIES Each term of (2) is less than the corresponding term of (8), and (8) is a convergent series, since it is a geometric series with its ratio less than unity. Hence .2) converges by the comparison test and therefore (1) converges. enti CaSE IT. L > 1. Since the ratio approaches L as a limit, this ratio eventually becomes and remains greater than unity for m sufficiently large, se: 2 > m. Then Cn+1 > Cmy Cm+2 > Cm+i > Cm, etc. Each term of (2) is then greater than the corresponding term of the divergent series Cm + em em Fs +5 and therefore (1) diverges. Case IIJ. L=1. Neither argument given abc ‘e is valid, and experience shows that the series may either converge or diverge. As a first | consier 2 1 14st Stat tet te. w The ratio of the (x + 1)st term to the nth term is “at which approaches the limit } as m increases without limit. Hence (4) converges. . Again, consider Q2 33 (n+ 1)"* ste te tet @4D! tere (5) The ratio of the (x + 1)st term to the nth term is meer (42), nm Vn which approaches the limit e as n increases. Hence (5) diverges. As a last example consider 1 1 1 ‘ lt+sptget 44 wt Gti: - P The ratio of the (n+ 1)st to the mth term is (5) » which approaches 1 as n is increased. Hence the ratio test fails, but it has been shown in § 18 that (6) converges if p > 1 and diverges ifp =. 20. Region of convergence. We now proceed to determine the values of x for which a power series converges. We begin with (6)REGION OF CONVERGENCE 43 the theorem tnat if a power series converges for x = 2, it con- verges absolutely for any value x = xy such that |xe}< aaj. We assume that the series My + ayxy + Qty? + +--+ dati" +--+ (1) converges in any way and wish to prove that ‘ Qo + 4122 + Aut2? +--+ + Ante” +--+ (2) converges absolutely if |x2|<|21|. Since (1) converges, all its terms are bounded ; that is, there isa positive number M such thai for ali values of n Ja." |< af. (3) Then fanve”| = [ana |) (4) Form the series . |ao|+]aive| +--+ faut*{+- (6) By (4) each term of (5) is less than the corresponding term cf the convergent geometric series @: + ul +. “ I % M+M n Hence (5) converges and therefore (2) converges abso‘utely. If we place 2 = 0 in the series (1) we get a as the sum of th. first n terms, and the limit of that sum as n increases indefinii+ is still ao. The series therefore converges for x= 0. This m the only value of x for which the series converg If there are other values of x for which the series converges, let 2: be such a value. Then, by the theorem just proved, the series converges absolutely for all values of 2 in the interva! ~o L Hence the region of convergence is determined as -legel, L L As an example take first the series L4+2e4+8274---4 ne™14 (n+ 1)2"+ The ratio of the (n + 1)st term to the nth term is ne 1 a. The limit of this ratio as » increases indefinitely is x. The region of convergence of the series is —1 <2 <1. Secondly, consider 142 2? not +it+ht +Gom pti “t: The ratio of the (n + 1)st term to the nth term is . The limit of this ratio is 0 as n increases indefinitely no matter what theUNIFORM CONVERGENCE 45. ‘value of x. Hence the series converges for all values of x. The region of convergence is — 0 < 4 <0, Finally, consider 142+ 2!a?43!a3+---4+(m—1)!a-! 4 nlanpe--, The ratio of the (n+ 1)st term to the nth term is nz. This ratio becomes infinite with n for all values of x except r=0. Hence this series converges only for += 0. 21. Uniform convergence. Let (— R, R) (Fig. 28) be the region of convergence of the power series Qo + aya + Geie? + ++ ant" + Ong ith thes, qa) and let (a, b) be an interval lying completely in (— R, R) (Fig. 23). For explicitness take |b|>|a|. Let a b the sum-of the first. n terms of (1) be = O R denoted by s,(x) and the sum of the Fic. 28 remaining terms by r,(x), where Tn(L) = OnE" Ong iZ™*! + dng 2tMt? fee, Place = Rn(x) =[Gnd"|+[Gng12"t" [+] angoe™*2] +--+, 2) Then Ir, (a) |S n(x). (8) If (1) converges absolutely, it is possible to take n so great that for any assigned positive quantity € R(t) < (4) but the value of m in (4) depends in general on z. However, if n is so determined that R,(b) <6, then with the same value of n and any value of z in the interval (a, ) R,(2) < Ra(b) <€ since |xz|<|b|. Hence, from (3), Irn) |< €. (5) A series is said to be uniformly convergent in an interval (a, b) if, when e has been chosen, a value of n can be found, independent of x, so that equation (5) is true for all values of x in the interval. We have proved that the power series is uniformly convergent in the region (a, 6). The boundaries of the region may extend as closely as we please to the boundaries of the region of convergence. 22, Function defined by a power series. We shall now prove that @ power series defines a continuous function of x for values of x within the region of convergence of the series,46 POWER SERIES Any value of x in the region of convergence determines another definite value; namely, the limit of the sum of the first n terms of the series. This limit we define as the value of the function and write f(r) = ay + aie + age? + asx? +--+ at fees (65) It remains to prove the continuity of f(x). For that purpose let us write (1) in the form S(@) = $n(@) + ral2), (2) where s,(x) is an algebraic polynomial and r,(7r) is an infinite series whose value is the difference between s,(x) and f(x). Let x, be a value of x in the region eh of convergence and consider an in- Oz-8 a5 R terval (i — 6, a1 + 6) (Fig. 24). By Fig. 24 the property of uniform convergence, if € is any assigned positive quantity we can take n so great that Ira(x)| < 5 for all values of x in the interval (2, — 6, 2 +5). This fixes n in (2). Now take x +A in this interval and form Sa +h) = si(a+h) + rae +h), (8) where Irn@+hl< x From (2) and (8) we have SA RY —S(x) = sue +h) — 8n(t) + 1nl@ +h) — tale). (4) Now s,,(x) is an algebraic polynomial and therefore continuous. Hence h can he taken so small that |sn(@+ B) ~ sale) < 5 Then in (4) [f@ +h) —f(@)| S| sae +h) — sn)|+] tae + h)| +1 7a@)I; that is, [fe +h) -—f@| AnX"; and since the series with terms a,.X” diverges, so does the series (4). We have now in two ways proved that the series (4) converges in the interval —-R<2. ()HYPERBOLIC FUNCTIONS , 55 From (4) and (5) follow immediately . evi — ett ett 4 . sin x = —>>— > cos & =: ——5—-- 6 2t 2 6) These formulas show a remarkable relation between the expo- nential and trigonometric functions. By the law of multiplication of series it is easy to show from (1) the truth of the exponential law eflets = ett 2s, (Y Hence we have, from (7) and (4), e7+¥i = ere! = e*(cosy +i sin y). (8) From the formula (7) it follows that (e%)" = en", where 2 is a positive integer. Rewriting this equation in the light of (4), we have De Moivre’s theorem; namely, (cos 9-+ isin 6)" = cos nO +i sin n6. (9) This may also be verified for small values of » by actual multi- plication and then proved by mathematical induction for » equal to any positive integer. It is also true when » is negative or fractional, but we will not go into this now. 27. Hyperbolic functions. From analogy with the sine and cosine as given in (6), § 26, we may define two new functions, called the hyperbolic sine and the hyperbolic cosine, as follows: ; zene sinh x = > w cosh 2 = oi. Other hyperbolic functions are then defined by the equations tanh 2 = sinh x cosh x ‘oth x = 1 ° “tanh x’ (2) 1 sech x cosh cosech x = 1 ~ sinh x56 POWER SERIES The series expansions for sinh x and cosh x are then, from (1), ed 2 geet haart gg po. 3 snhasatstat +egppit 8 x? at ark chemi tot Gt bop te a) The hyperbolic sine and cosine are connected with the trigono- metric sine and cosine by the relations . sin iz =7sinh x, cos iz = cosh 2, (5) which may be proved by replacing x by iz either in ghe formulas (6), § 26, or in the series (2) and (8), § 26. It is clear that the hyperbolic functions must satisfy relations similar to those for the trigonometric functions. These may be derived directly from the definitions (1) or by substituting from (5) in the usual formulas of elementary trigonometry. We have, for example, cosh? x — sinh? x = 1, 1 — tanh? x = sech? z, coth? z — J] = cosech? x, sinh (x + y) = sinh x cosh y + cosh x sinh y, cosh (2% + y) = cosh x cosh y + sinh z sinh y, qd. . Re sinh x = cosh 2, d z cosh x = sinh x, (6) é tanh x = sech? x, and others, some of which will be found in the list of exercises for the student. . The inverse hyperbolic functions are defined by the equations y=sinh"'x when x=sinhy, y=cosh”'x when x=coshy, (0) y=tanh-!2 when «<=tanhy, and similar forms for the other three functions. From the equation ve a=sinh y = we get ev —2xe%= 1; whence M=24Vr2+ 1,HYPERBOLIC FUNCTIONS 57 where only the positive sign of the radical is taken, since e” is always positive. Hence y=sinh-! 2 = log (tx +-V2? +1). (8) In the same manner it may be proved that cosh-! w= tle (2+V2—1), (9) 1+z loo tanh! z= 5 tog oe (10) From the equation a= sinh y we get * dx = cosh y dy; whence wii iis dz coshy V/1+sinh?y’ ad 1 that is, — sinh”! ¢ =—=———, 11 ‘at is, mm sin! Vite (11) where’ the plus sign is taken for the radical when z is real, since, from (1), cosh y is always positive. Similarly, we may prove that d a 1 ae cosh tai vy’ (12) @d. oy gy tanh! 2 = (13) From the last three formulas follow the formulas of integration : de et P [Ss = sinh a (14) f wo = cosh", (16) at — a? a de_ 1 1 16) Setar (8) 28. Dominant functions. Let f(z) = ao + aye + ax? +--+ qd) be a function defined by a power series, and let $(a) = Ao+ Ait + Aot? +--- (2) be a second function defined by another power series in which the coefficients A, are all positive and such that An > [an]. (8)58 POWER SERIES Then the function $(x) is said to dominate the function f(x) in the region of convergence of the two series. For a given f(x) there are an infinite number of dominant fune- tions. A simple one may be found as follows: Let r be any positive number in the region of convergence of (1). Since (1) converges absolutely for z= 7, there is some positive number M which no term can equal or exceed in absolute value; that is, lan|r"< M. (4) Consider the function M M o(x) = M+ at ee pee (5) This series converges when |x| < r and, by (4), M a4 > lanl. Hence $(x) is a dominant function in the region (— 1, r). 29. Conditionally convergent series. We have been concerned in the previous sections entirely with absolutely convergent scries. It has been noted, however, that a series may converge even when it does not converge absolutely. Such a series is called cundition- ally convergent. For example, consider tie series 1-$+3-44+5-d4-°- aM The sum of the absolute values of the term of (1) is the harmonic series (§17), which is known to diverge. Hence (1) does not converge absolutely. However, it does converge as it stands. Tc show this let us plot on a number scale successive values of a1—s4tity geal s=l—stga—gte tye The appearance of the graph (Fig. 27) may be compared to the swing of a pendulum, every s with an odd subscript corresponding to a swing to the right, every s with 88 8 8, an even subscript corresponding to O ib gi a swing to the left. Every swing in Fie. 27 one direction is less than the previous * swing in the other direction, since the numbers added or sub- tracted are growing smaller. Hence s2, increases with n but remains less than 1, and therefore se, approaches a limit L.* * See footnote on page 39,CONDITIONAL CONVERGENCE 59 Similarly, s2,+1 is growing smaller, but is always greater than 4. Hence 8241, approaches a limit L’, But [Santi — S2n|= a so that Lim|sn+1—8,|= 0 and therefore L = L’. The series (1) is a special case of a general type of series of importance for which we have the theorem If in a series of alternately positive and negative terms each term is less in absolute value than the preceding term, and the absolute value of the terms approaches zero as a limit as the number of terms increases without limit, the series converges. We have @o — 0, + dg—3+-++ + (—1)" an + (— Wana t--+, (2) in which the a’s are positive numbers with Gnt+1 <@ and Lima, =0. The proof that this series converges may be given on the lines on which the convergence of (1) was proved. It should be noticed that the limit approached by the sum of 1 terms of a conditionally convergent series may depend upon the order in which ,the terms are arranged. Suppose A is any arbitrarily assumed number, which for convenience we take as pesitive, and let us arrange the terms as follows. Take at first just enough of the positive terms in the order in which they appear in (2) so that their sum exceeds A; then just enough of the negative terms so that the sum of all the terms taken shall be less thar A; then just enough positive terms so that the sum of all the terms taken shall again be greater than A; and so on. In this way s, is alternately greater and less than A, and it is easy to see, since the terms are decreasing in absolute value, that 8, approaches A as a limit. The limit of the sum of n terms of an. absolutely convergent series, however, does not depend upon the order in which the terms are taken. To prove this let Go + 0, + G2+ 03+ +++ an++-+ @) be a series of positive numbers and let bot bi + bot bs +--+ bates (4)60 POWER SERIES be the same series with the terms in different order, but.so that each term of (3) is found somewhere in (4) and each term of (4) is found somewhere in (8). Let 8,’ be the sum of the first m terms in (4). Then x may be taken so large in (8) that all the terms in s,,’ are found in the terms of (8). Hence 8m! <8n < A, where A is the limit of the sum of the terms of (8). Hence s,,’ approaches a limit which is equal to or less than A. In the same way the limit of s, may be shown to be equal to or less than the limit of the sum of the terms of (4). Hence (3) and (4) converge to the same limit. Since an absolutely convergent series may be considered as the difference of two series of positive terms, the theorem follows. EXERCISES Determine the convergence or divergence of the following series: 1,1,1° 1 Lotetigt tagait 1 1 1 Retreat tawehary 1 1 1 Blt t gt tat 1 - tia@ep 1 “+ @a-pent 1 1 1 1 tetgatgt tat 14242 + ant + witgtygt tied @n-pt 1 1 1 Blt st yte tate 8 4 5 , nt2 . Sotreteat tiatpt” 1 1 1 tee p7tou? + Gna G@n—1EXERCISES 61 n tetete 3? 3" rotestgat taaent ” witty 4.4 ty... Ban * Bep @n-Dal 23 25 g2n-1 a wept dg, Pn) on *a@ept Find the region of convergence of the following series: peat Aad 4... p Mtb ag, water tight toe tt . 2 ae ektt -242-... —1)* 22. x ta +¢ ke! 2 nt aa eg gy a a a @ 2 2 2 mit ced ate a 1430+ 2+. BP tt pene 25.1+ z+o* tar” . - mle (n= ae Lt net BOD gry. MBN I ED ay... 1, 2,2 gnot stat et tt we 1x? 125 Lo gtaot PLE Se (yt Bs aa? 53 FED a? 1-3 ae 1 T+ gto FD ,52 POWER SERIES 30. Show that = ag Far tag+---+a,+-+> converges if Lim Vv a, <1 and diverges if Lim Wa, > 1 n> 0 now $1. Show that Mola) + w(x) + Mela) bree Unt) toes, where xo(x), w(x), +++, u.(z) are functions of (x), is uniformly con- vergent in a region (a, 5) if « convergent series of positive numbers Mo + Mi + Ma-he++ + My tees can be found such that [u.(a)! < My for all values of x in the interval. $2. If Gy ag tages ti bees is an absolutely convergent series, prove that a sine +a,sin2e¢+---+a, sin nme+-:- is uniformly convergent in the interval (0, 2 7). 38. Prove that x? a? x* 2? + 5 + Hs l+a? > (1+27)? is not uniformly convergent in any interval which includes x = 0. 84, Prove that any series U(X) + U2(z) > + + Uae) +--+ of continuous functions 4,(x) whieh is uniformly convergent in an interval (a, 6) defines a continuous function in the interval. 8. Show that any series of continuous functions which converges uniformly in the interval (a, 6) may be integrated term by term be- tween limits which lie in that interval. 36. Show that any series of continuous functions may he differentiated term by term .f the resulting series is one of continuous functions which converges uniformly. at+ry Show by consideration of R that the following series really reprex sent the function and determine the region of convergence: 2 * SNe Slt eto tte 2! at a, xf 38. cos ge — tate 39. log (1 -+ x) =EXERCISES 68 Obtain expansions of the following functions by integration of a series and determine the region of convergence: * dx 1+2? in x= f°? Age . 42. sin” x Na 48. tantae=f 44. log (x + V1 + 2") =f y= Obtain series expansions for the follgwing integrals and determine the region of convergence : os 2 2 gf} 45. f e-* dx, 46. f° ‘cos x? dr. anf ist Find by combinations of elementary series already obtained expan- sions of the following functions: sin sin—) x 48. tal =—: 52. —————— ne cos x Vv a? 53. eins, 54, e88* = @ - E°Sz—", 5B. eft, be sine, 51. e sec x, 57. log (1 + sin =). Ypev ev 58. Show that sin (x + ty) = ond sinz+it = cos x. 69. Show that veer voy cos (+ iy) = EE “— cos 7 =z sin x. 60. From formula (9), § 26, assuming that the real and imaginary parts of two equal complex quantities are equal, derive the formulas — PED eogr-26 sin? 2 n(n — 1)(n — 2)(n — 8) 4! nD Dia?) 2) cos" ~?@ sin?6+---, 61. Apply the method of Ex. 60 to find cos 36 and sin 36. 62. Apply the method of Ex. 60 to find cos 56 and sin 56. 63. Prove formulas (6), § 27. 84. Prove formulas (9) and (10), § 27. 65. Prove formulas (12) and (18), § 27. 66. Construct the graphs of sinh x, cosh x, tanh x. 67. Find formulas for sinh 2 x and cosh 2 x, cos nO = cos" @ + cos"~40 sin? —-+-, sin nf = n cos" sin 6 —64 POWER SERIES 68. Find formulas for sinh ; and cosh - 69. Prove that sinh (x + iy) = sinh x cos y + 7 cosh x sin y, cosh (x + ty) = cosh x eos y + i sinh z sin y. 70. Show that if ao = 0 in (1), § 28, the function M —-M is a dominant function. 71. Show that in (1), § 28, (@y" \v [raz] < MAL x 72. Show that the series converges conditionally but not absolutely. 78. Show that the series Uy + at Ug tee b Uy teres nv sin © where 4,5 J an dx, converges. 74. Cauchy's integral test. If the terms of a series 1+ O2+ 03+ +--+ On+--- are all positive and decreasing, and if a constantly decreasing function f(x) can be found such that f(n) = @,, show that the series converges if RK the integral ff S(x)dz approaches a definite limit as R —> co and diverges ' if it does not. 75. Apply Cauchy’s integral test to the series - 1 1 1 2dog By * Blog d> * Tioga) * 76. Apply Cauchy’s integral test to the series cot~! 1+ cot~12 + cot 3+--+CHAPTER III PARTIAL DIFFERENTIATION 30. Functions of two or more variables. A quantity f(x, y) is a function of two variables if the value of f is determined by the values of x and y. The values of x and y may be represented in the usual way, as codrdinates of a point on a plane. Then to every point of the plane is associated a value of f, and we may speak of the value of f at a‘ point (x, y) as a convenient way of saying the value of f for the number-pair (x, y). This manner of speaking may have a physical meaning; as, for example, if f is the intensity of illumination or electric potential at each point of the plane. The method is useful, however, when there is no physical meaning of the function and it is simply an abstract function. The function f(x, y) is continuovs at a point (a, b) for which it is defined if Lim f(, y) = f(a, b) (a) sa independently of the manner in which x approaches a and y approaches b. As an example of a discontinuity, consider -y ety ® The function is not defined by (2) for x = 0, y= 0. It is in order, therefore, to complete the definition of f(z, y) by assigning to it a definite value A for z= 0, y= 0. It is not possible, however, so to choose A that f(x, ¥) is continuous at (0, 0). For let (x, y) approach (0, 0) along the straight line y= mz; then along this line f@,y) = 1—m? few=z + and by changing m the funetion, on the right may be given any value whatever. Hence f(x, y) will not approach A for all ways in which x—>0 and y—>0. Hence f(z, y) is not continuous at (0, 0). 6566 PARTIAL DIFFERENTIATION : The definition of continuity may be more explicitly given as follows: Let ¢ be any assigned positive number no matter how small; then if f(x, y) is continuous at (a, 6), it is possible to find a number 580 that |7(q +h, b-+k) — f(a, b)| 0. if t is the only independent variable, Az -@ Lin i= Ge tn of de | of ay . and we have ube dt + By dt (2) If, however, there are other independent variables besides #, _ Af _ af . Ax ox Tim ai 3 EAM A= Ge Of _ of Ox , of dy = ete., and we have 7 du ot By ot (3) If we differentiate (2) with respect to ¢, we have : df {(L\e Of Px $(2)# 4H of d?y 4) a= aan) ae t oc a? tay ay ae Now 4 is a function of x and y, and therefore (2) may be applied, with f replaced by z. Then we have d (2) _ Ode, Lt dt\dx/ dx? dt " Ox dy dt 2 (i). ay de | BF dy * dt \dy, Ox oy dt oy? dt Substituting in (4), we have PF 2(e), arf de dy | orf (2) af ax of d?y 6 dt? Gx? \dt dx Gy dt dt * ey? (a ox qe dy dt? ) Similarly, starting with (8) we get, when x and y depend upon sand ¢, af o4(2). 2 af dx dy , Of (2) af ox, af ay 6) 2 dx2\ a0) "de dy Gt ot Oy?\ ot) * Bx OF dy OF Of Pf oxox OF (24 oy , ox 24) af dy Oy és Ot Ox? Os at ' Ox Oy as Bt Ot ds Oy? Os Ot af ate | Of Oy + dx Os Ot By Os Ot 0) Obviously (7) reduces to (6) if s = 1. Similarly,COMPOSITE FUNCTIONS W Ina similar manner expressions for the third and higher deriva- tives may be found. We shall consider special cases of importance with changes i in notation. Case I. f(u), where u = (x). Here formulas (2) and (5) take the following forms: a =SOF au in f''(uy (i “y + fo es. Case IT. flu), where v= pia, y}. We have, from (3), (5), (6), and (7), As an example, let it be required te show that f(x" + 4°, isfies the equation y a —s“ Zz = 0. We place u=2?-by®, Thea f(a? + y”) = f(u) and, from the equations gives above, of of Fe axftty) = 2 yf) + ag 7 2), by 2 yf" (u); whence the required result follows. Cass III. f(u, 0), where u= di(x), v= fo(2). Formulas (2) and (4) may be written with a change of « to e y to v, and ¢ to x. CasE IV. f(u, v), where w= d(x, y), v= or, Y) Formula (3) with a slight change of notation gives us Oe and 2, e 2 . f ) vives 2 t-. formula (6) gives a and formula (7) gives de By e12 PARTIAL DIFFERENTIATION As an example, consider f(x — y, y— x) and placeu=2z—y, v=y—2x. Hence, from (2), of _ of of dn” Ou’ of of , of oy = but oe from which it appears that f(z — y, y— 2), no matter what the form of f, satisfies the equation Fo ae t ay 7° Again, consider z = fi(x + at) + f(x — at) and place u=xz+at, v=2x—at. Applying (6) we have bx? du? * dv?’ ath, oth, a8 due To ae? whence it appears that z satisfies the equation So? gO. za at ex? Case V. An important application of Case IV occurs when we have a function f(x, y) in which we wish to replace x and y by polar codrdinates r and 6, where a=reos6, y=rsin 0. (8) Then f becomes a function of r and 6 and, by (8), af _ ef on , Of oy_ of of Or = be Ort By Or Bx 8 Ot Hy 0 © Of de oy of 36 = Br 00 + ay 00 ay MOTT GSO By solving these equations we obtain FF ong g — Of sin 8 ox (Or a , (10) in 9+ ESOS". "oe +COMPOSITE FUNCTIONS 13° These last equations may also be obtained directly from (8), written in the form FOr, Fae Ox Orda" 06 dx Or Vai py? 062" + Pty ap of afar, aoe _af iy af ox , by ~ or dy + 26 dy Ora p get On ty ar, ar 08 28. where to get a ay oe" yy we write r=V2?+y, O= tant. Again, by use of (6), we may get Hf _ OS os? af cal 2 oe O+25 ay 08 O8in O + Os sin? 6, af 2 OF in? of 2 OF 2 3027 gz sin 08 ae oy a aye? — 15, c08 8 — 75, sin 8, bx? Ora? y? Or (a? yh) 06 + 2 Y_V¥ _ 42% _ wy __, Or (a? +47)? 80 (2? + y?)? af _ as y? 2 as xy af x ay Orta ty? Or 08a? + 4%)? 06? a? + y?)? + a x? oF ay rete ate In this way we verify the ‘mportant relation oe os of lay 1a Batt Oye ret aot oF “ 34, Euler’s theorem on homogeneous functions. A function f(z, y) is said to be homogeneous of the nth degree in x and y if the mul- tiplication of x and y each by a factor \ multiplies the function by 5 if, symbolically, f(xx, dy) = NY (e, 9). @ ay ay et Oey Thus x? —32y+4y? is homogeneous of the second degree, Vx? + y? is homogeneous of the first degree, and = —8 ve é are each homogeneous of the zero-th degree. y4 PARTIAL DIFFURENTIATION Euler’s theorem in its simplest form is as follows: If f(x, y) isa homogeneous function of the nth degree, then fF Tat lay @) To prove this differentiate (1) with respect to A. We have, placing wu = Az, v = Ay, and applying (2), § 83, of, of aA De nyr-t Tat Be mr—'f, (8) This is true for all values of \. It is therefore true when \ = 1. Substituting \ = 1 in (8) gives (2), which was to be proved. Differentiate (3) again with respect to A. We have a ey -2, (eo +uZ)i=nn— yr, and, placing \ = 1. (:24+u2)s=nn— 1f. (4) , 7 Ox oy. So by successive differentiations we have a o\ (eZ+ug)ranm—y kD) These results may obviously be obtained for any number of variables, so that we have as the general form of Euler’s theorem k (eZtuZsehs--yena---@-k+ DK © 35. Directional derivative. Let P (Fig. 29) be any point of the plane at which f(x, y) is defined and y has partial derivatives af and a, Ox oy Draw any curve PS through P, take Q any point on PS near to P, and let PQ = As, where s is the length of the curve. Let Az and Ay be the increments of x and y corresponding —G to As, and let Af be the change in f as (xz, y) moves from P to Q. Then Lim a is the rate of change of f along the curve PS. Also as~0 OS Fic. 29 Ax dz ~ Ay dy. Him As ds 08% Lin As = gs = HinDIRECTIONAL DERIVATIVE . % where a is the angle which PT, the tangent to PS at P,-makes with a line parallel to OX. But from (2), § 33, df ofdx ofdy of of a dads dy ds > a2 8% + By 8B a x It appears that if the point P is fixed and therefore Zz and = are fixed, the value of ¢ depends on the angle a and not on oe equation of the curve PS. Hence (1) is called the diréctional derivative of f in the direction a. As a changes, P being fixed, the directional derivative changes. Therefore we may write of af 3a cosa + 5 sina = F(a). When a = 0 we have FO) = Zz, aw = i and when a = 5 we have r(3)= yy That is, Z and Zz are the rates of change of f parallel to OX and OY respectively. The directional derivative is zero when af af Pla) = 5, cosa + 3 sina = 05 that is, when tana =——- (2) This determines two values of a, a1 and ai+7, differing by 180°. Between these two values there must be, by Rolle’s theorem, at least one value of a, say a2, for which F(a) has its maximum value and (arg) = — 5, sin a cos a2 =0; of by 3) whence tan a2 = ar (33 ex16 PARTIAL DIFFERENTIATION An easy substitution from (8) in (1) gives =4{(2Y4 (LY F(az) J (ae + iy) . (4) From (2) and (8) it follows that tan a tan az=—1, and therefore the directions a and a are at right angles to each other. We may interpret these results geometrically still further. Let us imagine that we have marked on the plane of (z, y) those points for which f(x, y) has a constant value c. By connecting such points we have a plot of the equation f@, y) =e which will be in general a continuous curve. Let the same thing be done for the equations S@,y) = cx, ~ f(t, y) = es. The plane is then covered with a set of curves called contour lines, along any one of which f(x, y) has a constant value. Thus, for f(a, y) =x? + y? the contour lines are concentric circles x? + y? =c, and for f(x, y) = xy the contour lines are the equilateral hyperbolas ay =c. The expression “contour lines” is borrowed from a topo- graphical map, where such lines give the projections on the plane of the map of points at which the height above sea level is constant. Along a con- N tour line the rate of change of f is zero. ls> Hence the angle a determined by (2) gives 3e the direction of the contour line. Suppose now we take two contour lines, wy, ated and let the difference between the values Fie. 80 of f on the two lines be Af. Draw a curve PN (Fig. 30) perpendicular to both lines and any curve PS mak- ing an angle ¢ = SPN with PN. Let PN = Anand let PS = As. Then, by § 18, An = As cos ¢ + €, where ¢ is an infinitesimal of higher order than As. Now Af is the same, whether taken along PN or PS. Hence 4 Had coo ten and in the limit Y _ FS oso. (5) ds dnGRADIENT . WT yf This shows that — < ef, and therefore a is the maximum rate ds ~dn dn of change of f at the point P. Therefore the direction of PN is the angle a given in (3). dj As special eases of (5) = a cos a, (6) é df. iy dn sin a, (7) , ary ay =(4) ( and therefore ( ay +(Z =(an)’ (8) Of . - which agrees with (4). The quantity a is called the gradient of j. Tosum up: nm The gradient of a Junction of x and y is the maximum rate of change of the function at a point. It takes place in a direction normal to a contour line and is equal to \(z + uy)” ‘The extension to a function of three variables f(x, y, z) is obvi- ous. We construct in space the contour surfaces S@, 4, ) =e, along each of which fisconstant. We may use Fig. 30, interpreting PN and PS as drawn between two such surfaces, PN being normal to both. Then, as before, df af = =-— cos ¢, (9) ; df. de dn ; showing that ms the maximum rate of change. Special cases * of (9) are ar af Oa = an cos a, of af = Feo, (10) a _ af a2 dn where a, 8, y are the angles made by PN witin the axes of «, y, and z respectively. Then OY 5 (BLY 5 (2) = (2 (¢ + oy. + zy = dn)’ Qn since cos? a + cos? B + cos” y = 1.* *The student to whom this relation is not familiar will find a demonstration in ¢ 45,78 PARTIAL DIFFERENTIATION The gradient of a function of three variables is the maximum rate of change of the function at a point. It takes place in a direction perpendicular to the contour surfaces and is equal to a) +(e) * (a) (z + oy + 5) . 86. The first differential. Considering a function of two vari- ables f(x, y), let x take an increment Ax =h and y an increment Ay =k. Then f takes an increment Af, where of = fae Z ~ @ as has been shown in § 33. The third term here is in general an infinitesimal of higher order than the first term, and the fourth term is in general of higher order than the second, but there is no means of comparing Az and Ay as infinitesimals. However, we shall take the first two terms of (1) and call them the differential of f, writing a= Fact Fay @) Ay +e Az + ey, @) We now complete the definition of “4 by saying that if x and y are independent variables, de=Az, dy=Ay. @) Then (2) takes the form =F ay 4 F , =o dz+ y dy. (4) Expression (4) is called the total differential of f(x, y). The methods and results of this section may obviously be ex- tended to functions of ad number of nme For example, for f(x, y, 2) a 4 -2 a +z ay +2 a 7g 6) This definition has been based upon the assumption that z and y are independent variables. We need to examine the cases in which this is not true. We consider first the case in which r=), y= doh, so.that S(t, y) = FQ),DIFFERENTIAL 19 Here ¢ is the independent variable. Hence, by $14, dt= At, de=¢i'(tdt, dy=de'(tdt, dF=F'(dt. (6) : a a But, by (2), § 88, F’(t) = # i OL) + % o2'(t). Multiplying through by. dt ae applying (6), we have dF = a= Zaet ody which is the same form as before. Again, let us suppose that x and y are functions of three inde- pendent variables u, », w. Then f is a function of these same variables. From, (5), since’x, v, and w are independent, Ox ox ox dx =F du + 5 do + 5 dw, a) dy = a aut by Yao + 5H by H dw, 8) df= Zz = ot +2 wd dw. (9) a —of oe of ou, bu ~ dx du oy ou’ OF _ fox, ov a0 ~ dx Ov oy ov Of _ of ou , of dy du ~ dz dw Oy'aw Substituting in (9), we have = 2 (2 aut S ao & do) + B (au + Sa 4 7 aw); whence, by (7) and (8), df= Zan + 2 ay, But, from (3), § 83, again the same result as before It is clear that the results obtained are independent of the number of variables involved, and we have the following theorem : I. The naishanael a a function f(x, y, 2,-+-) 18 always of of oy dy + Oz deters whether x, y, Z,-++ are independent variables or not. Sacro80 PARTIAL: DIFFERENTIATION We shall rlext prove the following theorem : II. If f(x, y, z+ +) =, where c is a constunt, then df == 0. The relation f(x, y, z, -- -) = cannot exist when 2, 4, z,--- are independent variables unless it is an identity. We will therefore suppose that x, y, z,--- are functions of independent variables u, t, w,-+-. By substitution f becomes a function of u, 2, w, ---, which is necessarily an identity, and, by I, aU =- Fut Lin4 % of dw+- But since u, v, w,--- are independent variables, u may be changed without changing any of the others or the value of f. Therefore flu, 0, w,-+) =e, fut Au, v, w,---) =e, and Sut Au, 2, w,+--) — flu, 2, w, - whence 2 = Lim Stam % w+) ~ flu, % wr Ou is ” Au In a similar manner of 0, & =0, «+, ov ow and hence df = 0. praiars by Ll. 2 of df= a7 dx et Bays Cast. It is important that the student should understand just what is meant. Consider, for example, f@yagar+y+e? =a, which defines a sphere in space. Here x, y, and z cannot be inde- pendent variables, and evidently of fe of _ 3g 22 #% ay 2 ¥#o 3: 2240. But a y, z can be expressed in terms of two independent vari- ables u and », where z=acosusinvy, y=asinusines, z=acosr. ‘Then ' S(@, y, 2) = (a cos u sin 9)? + (a sin u sin v)? + (a cos v)? = a? io ao is an identity, and Fn" GeDIFFERENTIAL 81 Hence 2 aw +3 af =O for all values of du and dv, and of af itt 5 +2 Late = 0 for all values of dx, dy, dz which are consistent with the given equation. Il. If by any means we hane found that ~ df = X, dx, + X2dtz+---+Xydtp, then X;= bry where the partial derivative is to be taken under the assumption that all variables except x; are const unt. The proof is simple. If all variables except x; are constant, all differentials dx, = 0 except for k=7, and the above equation becomes df = X;dx;; -4_4. whence X= de; Ox; It does not follow, however, that any expression such as Xi dx + Xodta+---+ Xnadrtq which may be written down is equal to the differential of some function. In this connection we will prove the following theorem : IV. The necessary and sufficient condition that an expression Mdz+N dy, where M and N are functions of x and y, should be the exact differ- ential. of some function f(x, y) is that M and N should satisfy the equation OM ON . by Oe (20) Suppose, first, that M dx + N dy is an exact differential, so thai we have df = Mdz+N dy. =F, nut Then =>," N= ay oM_ af aN and >= bn by On" so that condition (10) is necessary.82 PARTIAL DIFFERENTIATION Again, let us assume that (10) is satisfied and we wish to show that a function f(x, y) may be found so that To do this we may first integrate M dz, regard y as constant, and have fu dx = (x, y). We now write = f(z, y) = d(x, y) + Wy), ay whéte ¥(y) is a function of y only, and we shall show that it is pos- sible to determine y so that f is the function required. From (11), Hoy, 2a po jy at VO which must equal N. ab Hence Vy=N- wy (12) This equation will be absurd unless the right side is free of x, since the left side is free of x by hypothesis. The condition for this is that the partial derivative with respect to x should be zero; that is, th at is, that an _ ao = £f2 f mae] =, Ox Ox Gy yl ox ~ ey? which is exactly (10). Then (12) will determine y(y) and (11) will determine f. Hence the condition (10) is sufficient. Extending this to three variables, we have the theorem: V. The necessary and sufficient condition that Pdz+Qdy+Rdz should be an exact differential is that P,Q, and R satisfy the equations oP _@Q) 0Q_ OR OR_ OP oy or bz dy’ on On (as) In the first place, if Pdr+Qdy+Rdz=df, =, g= % =, then 3a Q@==— R= 3a? whence equations (13) immediately follow.DIFFERENTIAL 83 Again, let the conditions (13) be satisfied. Then, by theorem IV, P dz + Q dy = dd, where ¢ is a function of 2, y, z and z is to be regarded as constant. We forin the function L(@, Y, 2) = O(@, y, 2) + We) (14) and shall show that y can be determined so that f is the required function. From (14), go =P, 5 = Q, and we must have of a foe yaa a so that WZ) =R- ie (15) This equation is a contradiction antes oh Oe OR 6 (68) OR oP 6c On dz” bx oz} Ox Oz ard _ OR £(2¢)-2 9 ‘oy dy dz by 62 \ey oy oz But these are just the conditions (18). Hence (15) determines y¥(z) and (14) gives the required f. It is to be noticed that it is possible to have in applied mathe- matics expressions of the type dw = M du+-N do, expressing relations between infinitesimal increments dw, du,and dv, where M and N do not satisfy the condition (10). Then w is not a function of u and », the partial derivatives of which are M and N. For example, if H is the heat, U the energy, p the pressure, and » the volume of a gas, a small amount of heat dH added to the gas causes an increase dU in the energy and does an amount of work p dv in expanding the gas, and we have dH =dU+ pd. The right-hand side of this equaticn does not satisfy (10), since pis not constant. Therefore H is not a function of v and U in the sense that it is determined when v and U are given. In fact, the amount of heat in a gas depends not merely on its present state but on the manner in which that state has been reached.84 PARTIAL DIFFERENTIATION Again, suppose a force with components X and Y applied to a particle. Denote by dW the infinitesimal amount of work done by displacing the particle from (x, y) to (w+ dz, y+dy). It is easily shown that ew=XdztYdy, but it does not follow that W is a function of x and y. In fact, that this may be so it is necessary and sufficient that the force should be such that ax_ ey oy Ox ‘These equatiohs are satisfied by many of the common forces. Such forces are called conservative. But other forces, of which friction is an example, do not satisfy the condition. These statements do not contradict theorem III, since it is there assumed that f is a function known to exist. 37. Higher differentials. We have op Ede + Fay; a whence d(df) = a(2)ae + “4 mot + "e(2 + i d’y. (2) of From (1), replacing f by 2 = or by’ we have of a oF a(z)= wets Of\ oF 4 oo a(Z) ~ Ox Oy da + oa dy? ay. Substituting these values in (2), we have aya TE aot te os Fae dy + ay? + 2 et Fay @) Equation (8) does not define d?x and d’y. If x and y are func- tions of other variables, say r and s, then an equation similar to (8) would give d?x and d?y but leave d?r and d?s undetermined. It is therefore necessary to define the differentials of the inde- pendent variables, which we shall do as in § 15; namely, All differentials of the independent variables higher than the first ‘are taken as zero.TAYLOR'S SERIES . 85 Hence in (8), if « and y are independent variables, the last two terms disappear; but if x and y are functions of other variables, these terms must be retained. Expressions for d"f (x >2) are readily formed in the same way. 38. Taylor’s series. We wish to extend the results of §7 to f(a, y) under the assumption that at (a, b) the function f(z, y) is continuous and has continugus partial derivatives. Let us, place z=a+ht, y=b+ ki, where a, b, h, and & are constant and ¢ is a variable. Then S(@, y) = fat ht, b + kt) = FO. qd) Then, by Maclauri®’s theorem, : I, y) = FO) + PO) PO) FH + Foe “+ R. (2) By (2) and (5) of ee we have ro=he red — “atts ay ” af @ 2 2 2 P = 55 sie 2 +k ss =(sZ +e) Ae where the meaning of the symbols on the right of these equations is obvious. Similarly, i of OF 2_ Of ay PIO = FG + 8k ae + 8h! tS =(43 2 a\ So, in general, r= (no +e) @) This may be proved by showing by direct differentiation that if (8) is true for any value n =k, it is true forn=k+1. Then, since (8) is certainly true for n = 3, it is always true. a oy ny = (pn & a Therefore F™ (0) (» be +k * i where the subscript indicates that the values ¢ = 0, or z= a, y=), are to be substituted after differentiating. Substituting in (2), we may write FO = rori(heaed Ayes thn(neae2)iee.86 PARTIAL DIFFERENTIATION This is true for all values of ¢. Place t= 1. Then, from (1) and the last result, we have a fle, y) =fla-+h, b-+% =fla, n+(mgaee)s +a(edee alae +5(nereg)i+R. © This result may be written in another form by placing h = x — a, k=y-b. It is easy to show from § 7 that 1 é oy ; Re apmhet a), of ® where the subscripts indicate that we are to substitute x = £, y = wherea <~ |azx|. If (9) is known to converge for x = r, y = p, where r and p are positive, a dominant function is easily found. There is then a number M so that lase|rip® < M. (10) We place (zx, y) = (11) M By (10), lose] < pF so.that (11) dominates (9). Another dominant function may be found by placing M o@, y) = —s Wh E+) rp =M+ u(242)4---40 (+4) teen (12) ar) rp, The term containing x‘y* in (12) will be found in the expansion 2 of u(=+4) , wheren=7t+k. Itis ° ytd Gabe (Ay (0), kt Tr and therefore, in the notation of (8), Aa = M2) 1 ™—k+)) (18) ki rip®88 PARTIAL DIFFERENTIATION Now the binomial coefficient which occurs in (18) is always greater than unity, so that Aun > zi rp’ whenee, by (10), Au>|aie| and (18) dominates (9). EXERCISES Find the first and second partial derivatives of these functions: y 1. log (2? + 9%). 2. tan #2. e ‘Poy ay at be ay Dy on e for the following functions: 6 6. log Vz? +47. 7. sin-12. 8. e sin y. x = a of assy oz 75,7 % =2y. 4. eYsin-'(x — y). Verify 1 +e 5 sin (x? + y?), prove that y —— 1 10. If f = y? + 2 ye*, prove that 2? x + ve IL Iff= Ve—# sins 4 =’ Prove that x ci +y z= f. ox a 12. If f= log (2? + y?) + tan! 4 prove that = S + ote 0. av 10V,18V_ 18. If V = e* cos (a log r), prove that —— aa t sorties 0. 14. If f= tan (y + ax) + (y— eat Prove that #5 8 ge OF. Ox? oy? 15. If z=s(4); prove that oF tue =0. 16. If z= f(xy), prove that oft - yee 0. ox oy 17. tear s2y( + log); prove that % =2y _ 2? ee. oy y Ox Oz hid ed 18. Ifz= 2 Oe 202 _ 9, z zo(¥ *)+¥(¥): prove that 2° 3s gt 2 xy bay tY ay 0. 19. If z= (x + ty) + We— wy), prove that Fo ae oe 9, +R 20. If u = f(x, y) and y = F(z), find 2 aEXERCISES 89 21. Ifz = f(x, y) and x =e", y = e”, prove that a a2 oz aoe, oz 2 = = 22 — — "ie 7 by? +e et ay nat 22. If z= f(x, y) and x =e" cos», y = e“ sin nt prove that Oe _ (a Oe 2 42 dz oz. mea =” (GR Fa) + ” ity wast ay 28. If =e" secu, y =e" tanu, and d= ¢(z, y), prove that ad _ ay Ob , 09" ap cos u (—— — =) = ce a4 49 (oa a) (SS ay ) tere az ay” 24. If V is a function of x and y, and x+y =2e’ cos, z—y =2ie'sing (i= V—1), prove that ev, av av 908 * 3g 4 Seay 25. Given x = e" cos», y = e sin», find BY; in terms of the deriva- tives of V with respect to x and y. ou? 26, Given x = e“ cos », y = e“ sin v, prove that ev ave (Se Vv, av ey), Oa? + oy . + ov? 20V FV _ =a? ev Ox? Oy? Ou dv 28. Given z =r cosh 6, y =r sinh 0, prove that ay _ atv _ av _1 OV 1 av, a. te bP? POR + or « 29. If x=f(u, v) and y= $(u, v) are two functions which satiafy the equations af ae af_ oe ou eC" and V is any function of x and y, prove that PV av _ (av , a of bet an” (G+ (Fy +(Z ‘|: 80. lfu= + e find the contour lines and the direction and magni- x 3 tude of the gradient. $1. If an electric potential V is given by V = log Vz? + y’, find the direction and magnitude of the maximum rate of change of V. 82, Find the direction and magnitude of the gradient of a potential TP a? VGa—a)? = log (x — a) at the point (0, a). Vie +a)? + y? ‘ . ue 27. Given z= ut+ou= » prove that a’90 PARTIAL DIFFERENTIATION 3s. Find the direction and magnitude of the gradient of use“sin x +3 = 1 yay sin 3 x at the point @ 0): 34. Show that in polar sosrdinates the rate of change of a function f along a radius vector is z, and normal to a vector it is i 12 35. Show that in polar codrdinates the directional derivative is cos Y + : wa sin y, where y: is the angle made by the direction con- S ered with a radius from the origin. 36. Show that in polar cob ‘inates the gradient is i 37. Show that the sum of the squares of the directional derivative in any two mutually perpendicular directions is constant and equal to the square of the gradient. 38, If y = o(z) is any curve, show that the directional derivative along this curve is of et a hO Show that the following differentials are exact, and find « function of which each is the differential : 39. (2xu-—y+)de+ (2y—2— Ijdy. y 40. —~- 41. 42. > rity? vty? 43. (22y? — 2)x dx + (x72" + 2*)y dy + (x?y? — 2? + y? — 1)z dz. 44. (yt2—b—c)de + (2+ 2-—¢—a)dy t+ (eu +y—a—Dd)de. 45. (yt+aQetytzdrt+ @+x)(2yte2+udy +aetyetrt yd. 46. ¢ - 5 )ae + ¢ - 5 )ay + - Bas yo x, z y cf 47. Show that a force directed toward the origin and inversely pro- portional to the square of the distance from the origin is conservative. 48. Show that a force directed toward a center and equal to any func- tion of the distance from the center is conservative.CHAPTER IV IMPLICIT FUNCTIONS 89. One equation, two variables. We are accustomed to say, somewhat roughly, that an equation S(@, y) =0 ~ @ defines y as an implicit function of x and is equivalent to the equation y=f(). . We shall proceed to inquire just what this means, to examine the hypothesis underlying the statement, and to put the state- ment in a more scientific form. In the most elementary cases equation (1) can be solved to obtain y. For example, x gives but a little reflection shows that as soon as equation (1) becomes complicated such an elementary solution is impossible. We need ‘to show, then, that yin (1) satisfies the definition of a function in the sense that a value of x assumed in (1) determines a value of y. This statement, however, is by no means self-evident. We shail proceed to prove it in the case in which the solution may be expressed as a power series. We shall assume that equation (1) may be satisfied by x = x0, y = yo, and that a, ( by). at 0. y= Without loss of generality we may take 27> = 0, yo = 0, as this amounts merely to a change of coordinates. We also assume that f(z, y) may be expanded into a series, so that we may put Sle, y) = diox + bory + boox? + duty + boy? +++ (2) where the term bog is omitted since, by hypothesis, f(0, 0) = 0. Equation (1) becomes bror + bory + baox? + buzy + boxy? +++ = 0. (3) 9192 IMPLICIT FUNCTIONS \ Now bo. = (2) 3 and since, by hypothesis, this is not zero, we o, may divide through by it and, after transposition, have, from (3), Y = Qt + zor? + anzy + do2y? +--+. (4) This means that we have transformed equation (1) into the form y= F(z, y), where F(z, y) is defined by the series in (4). In (4) let us substitute the series with undetermined coefficients y= cre + coe? + esx? +++. )) By equating coefficients of like powers of x in the result the eoefficients c; are easily determined. For the first three we have Cy = Gyo, 2 = G20 + ay1¢1 + ao2t”, €3 = G30 + Gaici + ai2¢i? + doscr? + ayice + 2 aozcice. The series (5) then formally satisfies the equation. It remains to prove that (5) converges for sufficiently small values of z. : The series (4) is, by hypothesis, convergent. Then, with the notation of § 38, the function mu — MY = —__M_ _ -_— ee aea dominates F(x, y). That is, @(x, y) may be expanded into a series with positive coefficients (2, y) = Art + Act? + Aunty + Aoay? +--+, (6) where Aix > |aix|. (7) If we solve the equation y= ¢(z, y) (8) by a series expansion y = Cit + Cox? +--- (9) in the same manner in which we have solved (1), the coefficients C; are obtained from (6) by the same formulas by which the coeffi- cients of c, in (5) are obtained from (4), and it is evident, therefore, that C; > ler. Hence the series (5) converges if (9) does. But the series (9) may be obtained by solving (8) as a quadratic equation in y and expanding the result by the binomial theorem. The resulting series is known to converge for sufficiently small values of x and can be no other than (9). Hence the series (5) converges.