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274 views404 pagesAdvanced Calculus Woods
Advanced Calculus
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sukant1980Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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ADVANCED CALCULUS
New Edition
A COURSE ARRANGED WITH SPECIAL REFER-
ENCE TO THE NEEDS OF STUDENTS
OF APPLIED MATHEMATICS
BY
FREDERICK S. WOODS
PROFESSOR OF MATHEMATICS IN THE MASSACHUSETTS
INSTITUTE OF T?.cHNOLOGY
A PREFACE
The course in advanced calculus contained in this book has for
many years been given by the author to students in the Massa-
chusetts Institute of Technology. The choice of the subject matter
and the arrangement of the material are the result of the expe-
rience thus gained. The students to whom the course has been
given have been chiefly interested in the applications of the calculus
and have felt the need of a more extensive knowledge than that
gained in the elementary courses, but they have not been prima-
rily concerned with theoretical questions. Hence there is no
attempt to make this course one in analysis. However, some
knowledge of theory is certainly necessary if correct use is to be
made.of the science; therefore the author has endeavored to ii
jtroduce the students to theoretical questions and possibly to incite
in some a desire for more thorough study. As an example of the
method used, a proof of the existence of the definite integral in one
variable has been given; for the multiple integral the proof has
been omitted and simply the result stated. The student who has
mastered the simpler case is in a position to read the more difficult
case in easily accessible texts.
existence proofs have also been given for the simpler cases of
implicit functions and of differential equations. In these proofs
the author has preferred to make the assumption that the func-
tions involved ‘may be expanded into Taylor series. This, of
course, restricts the‘proof ; but the somewhat immature student
gets a clearer idea of the meaning of the theorems when he sees
an actual series as the solution. The more abstract concept of
a function may well come later. Furthermore, the student is
likely to apply his results only to functions which can be expanded
into series.
* Because of this constant use of the power scries that subject is
taken up ‘irst, after certain introductory matter. Here again, fol-
lowing the line of simplicity, the author has not discussed series in
general. The gain in concreteness for the student justifies this, but
the teacher who desires to discuss series of a more general type
may do so with the aid of the exercises given for the student.
iii PREFACE
The Fourier series are introduced later as tools for solving certain
partial differential equations, but no attempt has been made to
develop their theory. 4
The subjects treated in the book may be, most easily seen by
examining the table of contents. Experience has shown that the
book may be covered in a year’s course.
FREDERICK S. WOODS
Nore ror THE 1922 PrinttNG. In this impression of the book certain improvements
have been made. In particular, Osgood’s theorem has been inserted in Chapter I, the
discussion of uniform convergence in Chapter IT has been improved, and the treatment
of the plane in Chapter V has been changed.
PREFACE TO THE NEW EDITION
In this edition additional exercises have been inserted at the
end of most chapters. Also, in Chapter VI, certain proofs have
been made more rigorous; namely, that for the existence of the”
definite integral and that for the possibility of differentiating under
the integral sign a definite integral with upper limit infinity. Al)
the typégraphical errors that have been discovered have been
corrected.
FREDERICK 8S. WOODS CONTENTS
CHAPTER I. PRELIMINARY
SECTION PAGE
1, Functions a 1
@. Continuity rae ts teeter cae
Outhe derivatives se 5
4: Composite tuncone Gcegr rc eres recoded a 7
bi Rolle's theorem gags ees i
G: Theorems of the mean 2c: cee ecg eg ee esas 8
7. Taylor's series with aremainder 2... 1... 1 ee ee ee 10
S.Vhe form sree 16
9. TheformS 2... ee 16
10. Other indeterminate forms... 2.2... 22 ee eee 18
11. Infinitesimals. . . . 19
42. Fundamental theorems on infinitesimals | 5). ls. 22
13. Some geometric theorems involving infinitesimals .. . . 2... . 23
14. The first differential - 28
15. Higher differentials 29
16. Change of variable 82
CHAPTER II. POWER SERIES
Ni Denton 38
18, Comparison teat for convergence ©. 2... 1. ee 40
119: Thelratio. test for convergence (act tse cnt teas 41
20. Region of convergence 42
21, Uniform convergence 45
22. Function defined by a power series AB
23, Integral and derivative of a power series... 2... 46
24. Taylor’sseries 2. 2... : 48
26. Operations with two power series . 61
26. The exponential and trigonometric functions... . 2... . 68
27. Hyperbolic functions 55
28. Dominant functions 57
29. Conditionally convergent series 58
CHAPTER III. PARTIAL DIFFERENTIATION
80, Functions of two or more variables 2.2... 2... Le 65
OL Partial detivatives 66
a2) Order iol differentiation: re + 68
88. Differentiation of composite functions»... 2... ee 69
v vi CONTENTS
SECTION
84, Euler’s theorem on homogeneous functions ..........~.
35.
36.
37.
38.
39.
40.
41.
42.
43.
44,
45.
47.
49,
51.
54.
55.
56.
57.
59.
60.
. Planes
. Maxima and minima
. The Gamma function
Directional derivative
The first differential
Higher differentials. 2. ee
Toei ee
CHAPTER IV. IMPLICIT FUNCTIONS
One equation, two variables. =. ee
‘One equation, more than two variables
‘Two equations, four variables
‘Three equations, six variables 2
The generalcase 2 2 1. ee ee
Jacobians
CHAPTER V. APPLICATIONS TO GEOMETRY
Element of are
SSeaghtline
OUTROS eee ees
Behavior of a surface near a point
Cirvesee esas teeeccea tans Secret ereteaaet eae stere tart
. Curvatureand tormion 2g 2 et tt tt et
. Curvilinear codrdinates
CHAPTER VI. THE DEFINITE INTEGRAL
Denton
xitonce roots
Properties of definite integrals... 0... ee ee
Evaluation of a definite integral Lee
Gimpeonte rules
Change of variables 2 ee
Differentiation of a definite integral . 2... 0... 2.400.
. Integration under the integral sign... 2... 1. wee
finfnite lint ee ee
. Differentiation and integration of an integral with an infinite limit .
Infinite integrand 2 ee
. Certain definite integrals 6. 0... ee
Multiple integrale ee i
CHAPTER VII. THE GAMMA AND BETA FUNCTIONS
The Beta tancon ers
Dirichlet’s integrals
Special relations»... 2... CONTENTS ix
CHAPTER XVI. ELLIPTIC INTEGRALS
sRCTION PAGE
isi Ineoducion 365
152, The functions sn u, en u, dn u a 867,
158. Application to the pendulum 369
164, Formulas of differentiation and series expansion... . . 871
155. Addition formulas. 2... 2.2... 372
166 The periods 378
167.Limiting cases 1. 815
158. Elliptic integrals in the complex plane... 2... 1. 376
159. Elliptic integrals of the second kind and of the third kind |... 379
160: The function pa) 381
let Applications 882
ANSWERS... ... a 387
INDEX 396 ADVANCED CALCULUS
CHAPTER I
PRELIMINARY
1. Functions. A quantity y is said to be a function of a quan-
tity x if the value of y is determined when the value of x is given.
Elementary examples are the familiar algebraic, trigonometric,
logarithmic, and exponential functions by means of which y is
explicitly given in terms of x. Such explicit formulation, how-
ever, is not necessary to the idea of a function.
For example, y may be the number of cents of postage on a
letter and z the number of ounces in its weight, or y may be defined
as the largest prime number which is smaller than any number
a, or y may be defined as equal to 0 if x is a rational number and
equal to 1 if x is an irrational number.
~ It should be-noticed, moreover, that even when an explicit
formulation in elementary functions is possible, y need not be
defined by the same formula for all values of x.
For example, consider a spherical shell of inner radius a and
outer radius 6 composed of matter of density p. Let x be the dis-
tance of a point from the center of the shell and y the gravita-
tional potential due to the shell. Then y is a function of x with
the following formulation :
y = 2 1p(b?—a”) when x =a,
2
v= 2 xe(s?— 2) —Ste8 when azz=b, ()
eo —a®) when z>0b.
y=
3
So we may at pleasure build up an arbitrary function of x.
For example, let y = f(x), where
f(z) =42? when 0<2 <1,
f(z)=4% when z=1, (2)
f(@~)=42+1 when x>1,
1 2 PRELIMINARY
We shall say. that values of x which lie between a and 0 deter-
mine an interval (a, b). The interval may or may not include the
values a and b, according to the con- y
text. In general, however, the inter-
vals (a, b) will mean the values of x
defined by the statement a=x=b.
The student is suppesed 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, Fic. 1
although it is impossible for the func-
tion mentioned in the third example of this section. The in-
terval (a, b) appears in the graph as the portion of the axis of x
between.z = a and x = 6, and it will be y
f
{
}
}.
1
i
t
f
,
'
t
'
'
b
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 in
(D is the curve of Fig. 1. The graph has
no breaks and the function is continuous Fie. 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
S(@) is defined if
~X
Lim [f(a +h) —f(a)]=0, qa)
or, otherwise expressed, if
Lim f(a +h) = fa), @)
where in either formula the limit is independent of the manner in
which h approaches 0.
Since h 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, it 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,
\fat+h)—f(a)| M for |h!} <6. The definition “ continuity cannot
then be satisfied for z = a.
For example, the functions — ig. 4) and 7 1 ig. 5) are each
Fie. 3
Fig. 4
discontinuous for x = 0. as is shown by the brea i in eech of the
curves representing the functions. 4 PRELIMINARY
The following theorems are of fundamental importance in
handling continuous functions: 7
1. If f(a) is continuous at all points of
an interval (a, b), it is possible to find a
positive number 5 such that in all subin-
tervals of (a, b) less than 6 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 (3) for
continuity must fail for at least one
point of (a,b), Because of the property o x
stated in the theorem, f(x) is said to be
uniformly continuous in (a, b).
1. 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 E between a and.b.
Fie. 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 betweena Y
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 Fig. 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(x) in the interval (q, 6) is called the oscillation of f(z). We can
say from I,
IV. If f(x) 78 continuous in (a, b), it 1s possible to find a positive
number 6 so that in every interval in (a, b) less than 6 the oscillation
of f(x) is less than «.
8. The derivative. A function f(x) is said to have a derivative for
x =a if the expression a+ h) — f(a)
A
approaches a limit as h approaches zero in any manner whatever.
This limit is called the derivative for «=a and is denoted by
Looe pos f(a)
(1)
=f@. @)
In order that the derivative should exist it is necessary that f(x)
should be continuous when x = 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
en
Aa
f(a) =x sin ] when «#40, (8)
SO) a
As x — 0, sin = oscillates infinitely often between + 1 and —1,
but zsin = — 0. Hence the function is continuous for += 0.
Using this function in the fraction (1) with a=0, we have
7
hsin a 0 aint
h ah
and sin 7 does not approach a limit as h-+0. Hence the func-
tion has no derivative when x = 0.
In 1872 Weierstrass gave the explicit statement of a siiaraiel
which has for all values of z the property which sin = has for
2 =0, so that it is known now that a continuous fumetion 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 z. If
f(z) has a derivative at each point of an interval, there is thus
defined a new function f'(x) by the formula
$e) = Lim EDI), 4)
hoo h
Similarly, we define f” (w) as the derivative of f’() or the second
derivative of f(x), f’’() 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-
mentary 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
=asin™
xz
is given in Fig. 9 for positive values of z. For negative values of
« the curve is reflected on the line OY. Ji is of course impossible
to draw the curve in the close ¥
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-
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
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.
Fic.9 * ROLLE’S THEOREM qT
4. Composite functions. Let y = f(x) be a function of x and let
x= o(t). Then, by definition of a function y= F(t). Let tbe given
an increment h and let the corresponding increment of x be k.
be k= o+h) — 000.
if @ is a continuous function of t, k > 0ash—0. Now
FO =y=f@),
FE+h) =feth,
sinoe h and k are corresponding increments of t and x. Therefore
FO+h) — FO =fet+h) —f@);
whence Lim (Fd+h)-—FOI= Lim Che+k) — f(a).
Therefore, if f(x) is a continuous function,
Lim [F@+ h) — FO} =0.
Hence if y is a continuous function of « and x is a continuous
function of t, then y is a continuous function of ¢.
Let us now form the quotients
F+W = FO Seth fe)
i =
core — f@) eee o) ,
whence, by § 8, on taking the a
FO =f @)- oO. a)
5. Rolle’s theorem: If f(a)=0, and f(b) =0, then there is some value
& between a and b for which f’(~) = 0, provided f(x) is continuous in
the interval a = 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 L x
derivative is zero (by (2), §3), and ol é
the theorem is proved.
Suppose that M is not zero, as in Fig. 10, and let f() =
Then E+ -JO©
fE+h —fE)
is negative. Hence ae
a
Fig. 10 8 PRELIMINARY
is positive when h is negative, and is negative when h is positive.
But, by hypothesis, fE +h) —1©
h
approaches a limit f’(£), which is independent of the sign of h.
fa SO =0.
Again if M=0 but m < 0, as in Fig. 11, the same argument
applies. y
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 x=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- Fie. 11
tion by first restricting h to negative ‘
values and afterwards réstricting h to positive values. In Fig. 13
we may write f"(c)=00, but again the limit of L¢+#) —SO
does not exist in the sense of having a definite value.
Y
Yy
oy @ tba ofa ¢ be
Fie. 12 Fig. 13
6. Theorem of the mean. J. If f(x) is continuous in the interval
a = x = band has a derivative between x =a and x = b, then
: $0) — f(a) = (b — a)f'(€),
wherea 0 as h—>0, so does | F(z +h)
— F(z)|—>0, and -
b
Fe) =r) O10.
Now F(a) =0 inn F(b) =
as is seen by direct substitu-
tion. Hence, by Rolle’s theorem,
F’(é) = 0 for some & between a
and b. Thatis,
ro -2
From this it follows at once that
f(b) =f) + (b—afid), @<& <>) ay
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@) + (b—a)flat+ 6b—a)} (a, ¢«+a—>2a; therefore w:
—a?
f this fraction is
y, by definition,
that the value of when «=a is 2a.
To obtain a general method for finding this limit we begin by
applying Rolle’s theorem to the function
(a)
JR LO. (0) — o(0)] Ue) ~ Fh
(8) —
which obviously vashes when x = @ and when «
LO) —fa) _ fe)
60) 6@) #®"
In (1) let f(a) = 0, eee =0,and b=. We have
Hence @<& a, £—» a, and therefore
im Jee im £®
ot aay eae) 16 PRELIMINARY
Now unless f’(a) = 0 and ¢/(a) == 0 we have the result
f(z) _ f@,
oe $e) ~ oa)
If, however, f(a) =0 and ¢’(a)=0, we must apply (3) again
with the result Se) _ £® _ 7"@
Lim Lim —— =
zea @(n) eae GE) o"(@)
unless f(a) = 0 and $’(a)= 90. In the latter case formula (8)
must be applied again.
We may sum up in a rule known as L’Hospital’s rule.
(4)
To find the value of a fraction which takes the Jorm 6 7 when x = a,
replace the numerator and the denominator each by its as and
substitute «=a. If the new fraction is also repeat the process.
For example,
e—2costt+e* .. e%+2sinr—e7*
Lim ——.—— = Lim
40 © sin x z+0 sinz+2cosx
@+2cosa+e™ |=
Zeosz—asinz Jeno
9. The form 2. Consider the fraction
S@)
$2)’
and let f(a) = % 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 =.
We shali first take the case in which a = 0.
From (1), § 8, we may write
Sa) -fo _ f£@
$(z) — d(e) o'(E)”
where c is a large but finite value of x. From (1) we derive, by
simple algebra, (6)
fa) _£@ _ o@),
o@) $@ 1 _ FO
f(z)
( <& <2) qa)
(2) INDETERMINATE FORMS 17
We shall now assume that oe has a te Aas E> o.
He may consequently take ¢ so large that TO and therefore
differs from A by less than any assigned positive quantity «.
This fixes c. Then f(c) and $(c) are finite, and x may be taken so
large that A ©)
a
fo)
differs from unity by less than any assigned positive quantity €2.
We then Mave, from (2),
Sx)
=(A+m)(1+ m2),
where Imf <4). [ml
Then, by L’Hospital’s rule,
as ne"-2— n(n —2)0"-4
a a
Proceeding in this way it appears that eventually x will dis-
appear from the numerator of the fraction, no matter what n is,
and therefore Lim 2"e-2? = 0.
z0
Again, the difference sec x — tan x becomes 0 — 0 when z=
1—sinz
cos © ,
nla
But sec —tan x=
which becomes 2 when z=. Therefore
0 2
Lim (sec x — tan z) = Lim —. i ue
ie aE cos x
2
An expression of the type
Lar?
may, when x = a, give rise to forms
0°, «0° 1°, INDETERMINATE FORMS 19
and the like. Such an expression may be reduced to a type 2 0 or 2 =
by the use of logarithms. Thus, we write
u =a.
Then log u = $(a) - log f(x).
if Lim (a) - log f(z) can be found by the previous methods, the
limit approached by w can be found
Considerasanexample (1— 2)?
when «= 0. A plausible procedure would be to place « = 0 and,
obtaining 1°, to say that this is 1 since any power of lis 1. But.
this would ignore the fact that we are interested in the limit of
1
(1 — 2)? as x approaches 0, which we have defined as the value of
-the function when x= 0. We therefore write
1
u=(1—2)*,
eek log (1 — x)
1 == log (1-2) =—-——..
log u 2 log (. a) iB
By L’Hospital’s rule,
, log (1
Lim mC) ae
40
Therefore ~ Lim _ u=-1,
240
and Lim u =e!
240
11. Infinitesimals. An infinitesimal is defined as a variable which
approaches zero as a limit, When two or more infinitesimals ap-
proach zero at the same time, they may be compared by consider-
ing their ratios.
We say an infinitesimal @ is of the same order as an infinitesimal
aif B
Lim —
a
k, a)
where k is a finite quantity different from zero.
An infinitesimal 6 is.of higher order than an infinitesimal o if
Lim 80, 2)
7 20 PRELIMINARY
As an example, consider an infinitesimal angle a (represented in
Fig. 15) and describe an are of a circle PQ of radius unity. Let
B=PN=sina, P
y=NQ=1-cosa.
By a well-known theorem which is
used in deriving the formula for the
derivative of sin 2,
Lim ==
a Fig. 15
Therefore PN is of the same order as a.
Also Lim 2 = Lim oe
Hence ¥ is of higher order than a.
A measure of an order of an infinitesimal may be given as fol-
lows. If @ is taken as an infinitesimal of the first order, then
a’, a3, at,--- are called infinitesimals of the second, third, and
fourth orders, respectively, and £ is an infinitesimal of mth order
with respect to a, where 7 is positive, if
Aus
ae 8)
where k is a finite quantity not zero.
For example, consider y = N@ of Fig. 15. We have
i—ecosa_ 1
ren a
Therefore NQ is of the second order with respect to a.
Equations (1) and (8) lead to the forms
B=ka+ae, (4)
B=ka"®+a"e, 6)
respectively, where € is another infinitesimal. In each case the
first term on the right of the equation is called the principal part
of the infinitesimal. An infinitesimal and its principal part are
obviously of the same order and differ by an infinitesimal of higher
order than either of them.
If we denote by 3; the principal part of 8, formulas (4) and (5)
become €
B=h + Big = Bi + Bie. (6) INFINITESIMALS 21
Theré are two convenient ways to determine the order of an
infinitesimal 6 with respect to a: One is to evaluate
Lim ie
«40 a”
by L’Hospital’s rule, so choosing that the limit is finite and not
zero. A more expeditious way, when £ can be placed equal to a
function of a, is to expand 8 = f(a) by Maclaurin’s series ; then, if
B= ka" + katt! + R= ko" + ka"! + o"+2p,
we have ‘ & =k+ha+a?P
a Lim a k,
«+0 a”
which shows that the degree of the first term in the expansion
of 8 determines the order of 8.
We shall illustrate these methods
by inquiring by what order of infini-
tesimals an infinitesimal arc of a
circle exceeds its chord. In a circle
of radius a and center O (Fig. 16)
let AB be an infinitesimal arc and
AB its infinitesimal chord. Draw
the radii OA and OB, and draw ODC
perpendicular to AB. Let the angle
BOC=9@.
Then AB = 208, Fic. 16
AB = 2asin 6,
and : AB — AB =200 —2asin 0.
Take AB as the a of our general discussion, and let
B= AB — AB.
We have Lim 8 = Lim 2089 =2e8in 8 «9,
20% 040 200
Hence 8 is of higher order than a.
Similarly, Lim £ =0, Lim 8 1 ,
ono Dba?
and therefore 6 is of the thitd order with respect to a. 22, PRELIMINARY
The second method is to place
B=200—2asin0
We have accordingly shown in two ways that the difference
between an infinitesima! are of a circle and its chord is an infini-
tesimal of the third order with respect to the arc.
12, Fundamental theorems on infinitesimals. There are two im-
portant theorems involving infinitesimals; namely,
I. If the quotient of two infinitestmals has a limit, that limit is
unaltered by replacing either infinitesimal by its principal part.
To prove this let us place
B=8itBie, a= a+ue,
in accordance with (6), §11. Then
By eickeBieneBi lic
a. ataue alt+e
whence Lim > 8 tim a a
II. If the sum of n positive infinitesimal has a limit as n increases
indefinitely and each infinitesimal approaches zero, that limit is
unaltered by replacing each infinitesimal by its principal part.
Let #1, 82,---, Bn be a set of n positive infinitesimals, and let
i, O2,- ++, a, be their principal parts, also positive. Then
OG + OE,
and LB = Yor + Dare. (2)
Let y be a positive quantity which is equal to the largest
absolute value of ¢;., Then, for any 7,
-Y=eG2%,
and — Yo; S 4: = VO,
the multiplication being allowable since a; is positive.
Then — Yor = Yeas vdeo (3) INFINITESIMALS 23
By hypothesis, as n increases indefinitely, Za; approaches a finite
limit and y approaches zero. Therefore, from (3),
Lim Ya, 0,
and therefore, from (2), Lim $}6;=Lim Sia.
The theorem stated is known as Duhamel's theorem.
The proof assumes that all the infinitesimals are positive. The
theorem is obviously also true if all infinitesimals are negative
but is not necessarily true if the infinitesimals are not all of the
same sign. The proof also assumes that Lim ¢,=0 no matter
how 7 depends upon n.
For the important applications to definite integrals the theorem
may be replaced by Osgood’s theorem, as follows :
Let a1 +a2+++++an be a sum of n infinitesimals, and let ox
differ uniformly by infinttesimals of higher order than Ax; from the
>
elements }(x:)Ax; of the dejinite integral [ S(x)dx where f(x) ts con-
Jo
tinuous in the interval a =x =b. Then the sum a, +a2+-+++ +o
approaches the value of the definite integral as a limit as n becomes
infinite.
To prove this, let ai =f(xi)Ax:+ §; Az, where [f.|< €, by hy-
pothesis. ‘Then
| Sa Spaaz|< (YAn=e(b—a).
But (§ 54) we can make
| Svteoae - L "ade
Therefore | Sa~ [ *Ka)dx
whence Lim Sai = f S(z) dx.
<é
++ On) =8. (2)
a0
Now 8; is the projection of a; on AB. Hence, by the law of
projections, B; = 0; c08 8:
where @; is the angle between the chord of length a; and the
chord AB. Hence (2) is
Lim (1 sec 0; + B2 sec 02+ +++ + Bn sec On) = 8. (8)
ne
Under our hypotheses sec 6; is always positive, although 6; may
be negative. Our hypotheses allow us to apply the theorem of the
mean to any portion of the curve between A and B. Therefore
Fic. 17 INFINITESIMALS 25
there is some tangent which makes an angle 6; with AB. Hence,
if @ is the largest angle in absolute value which any tangent
makes with AB, we have
1 = sec 0; = sec ¢.
Therefore
Bit B2ot+-+++ Bn = Br sec 6; + Be sec 2-+---+ Bn sec On
sec (8: + B2+---+ Bn),
or, from (1) and from (8),
lss=slsec ¢, (4)
WA WA
or Ls} s sec em (6)
where the equality signs could hold only if AB coincided with AB.
‘This result is true for any finite arc for which the hypotheses
that have been made hold. It remains true as B approaches A.
But then sec @ approaches unity. Hence we have
Lim? =1, (6)
ino
or s=l+le,
which was to be proved.
I. Under the hypothesis made in I the perpendicular distance
from one end of an infinitesimal arc to the tangent at the other
end is an infinitesimal of higher order than
the are, and the length of the tangent q
from the foot of this perpendicular to the B
point of tangency is an infinitesimal of the
same order.
Consider again the are AB (Fig. 18)
with the properties as before. Draw the
tangent AT at A, and drop the perpendic- LP
ular BT. Let AT'=¢ and BT=h and
angle BAT =
Then t=lcosa,
Fig. 18
and ‘ = E COs a,
istese
Let s > 0 and apply (6). We have
Lage See 0: : fo)
s-08 520 8 26 PRELIMINARY
The relation between ¢ and h may also be found by means of
coérdinate axes and Maclaurin’s series.
Take as origin a point on the curve (Fig. 19) and as OX the
tangent at O. Let y
y =f).
be the equation of the curve. Then
f(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,
Mu x
2 x O
y=I@) =I") + I'"0) 5 + B a
But OM=xz and MP=y. Hence it appears that MP is of the
second order with respect to OM unless f’’(0) = 0.
III. 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 siraight-lined right-angled triangle when
the hypotheses of I are satisfied.
Consider a triangle 4 BC (Fig. 20) whose sides are ares 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 @ + & and that between BC
and CA is 90° + €2, where € and e2
are infinitesimals approaching zero
as the sides of the curvilinear tri-
angle approach zero. Then
BC _ sin(¢+a)
AB sin (90° + €)”
which we may write as
BC 4B BC _ sin(@+ 4)
Fig. 20
AB AB BC sin (90° + €2)
where BC means the are BC, and so on. INFINITESIMALS 2F
Taking the limit as A, B, and C approach coincidence, and
using theorem I, we have —
Lim = = sin ,
AB ¢
a oe a
or BC = ABsin $+ AB.
In a similar manner,
AC = AB cos b+ & 4B,
BC = AC tang + €5/
AP? = AC? + BC? 4
As an example of the use of the foregoing theorem consider
an ellipse with foci F. and #”
(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 Fo as 2 center and a
radius FQ construct an arc of a
circle cutting FP in S. With
£ 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.
FIG. 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 Lim 48
arvodg 7 5
whence Ay =f’ (z)Aa + € Ax. (1)
Aside from the values of x for which f'{x) is zero, or infinite,
this is of the form (4), § 11, and f’(x)Az is the principal part of
Ay. This we shall call the differential of y and denote it by dy.
The case of the independent variable x, however, is different.
For in that case f(x) = 2; therefore y=, and formula (1) is
simply Ax = de. (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 dz.
Summing up, we say:
The differential of an independent variable x is equal to the incre-
‘ment of the variable; that is,
dr = Ax. (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 = f'(a)de. i (4)
Suppose, now, we have y = f(x) and z= $(t); then y= F(i).
Now, by the definition above, we have
dt = At,
dx = $'(t)dt,
dy = F'(tydt.
Substituting for F’(?) the value derived given in (1), § 4, we
have dy = S'(e) 6 de;
whence dy = f'(x)dzx. (5)
Note that this is the same form as (4); but in (4) dx is the
entire increment of x, whereas in (5) dz 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,
dy
(2) =e. 6
l@=7 (6)
In differential form (1), § 4, becomes
dy _ dy de (D
dt dx dt
15. Higher differentials. If w= f(x) and v = ¢(x) are two func-
tions of x which possess derivatives, we have, by well-known
formulas for differentiation,
£urn=smr+oe,
J(u) = F@)60) + 109"),
2 (2) fede) fave,
dz\o] [o@)P i‘
whence, by the definition of the differential,
d(u+v) = du+ do, wD
d(uv) =v du+u do, (2)
‘u\ _vdu—udv
a3). 2
Let us apply formula (2) to
df = f'(x)dx.
We have d(df) = d[f’ (x) dx + f'(x)d(dz). (4)
Now we have, by the definition of § 14,
aff (a) =f" 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, d?f =f" (x)dx? + f'(x)d?z. (5)
This is called the second differential of f.
Formula (5) contains a factor d’x which has not been defined.
However, if x is a function of another variable t, so that
z= Fb,
we have, by another application of (5), the result
d?x = F’'(t)dt? + 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 zx is an independent
variable, af =f" (a)de?; (6)
but when z is uot an independent variable,
af = f"(w)dx® + f(@)dPx.
The fact that the second differential has different forms aecord-
ing as x is independent or not is in striking contrast to the fact
that the form of the tirst differential is always the same. Second
differentials must therefore be used with more care than the first.
We notice that. when < is the independent variable we have,
from (6), a,
de oS 3)
whereas when x is not an we have, from (5),
siogy CFL @ ee _ Pf de of de
I) = ea o
which agrees with (7) only when dx = 0.
2
In spite of this the symbol is used to represent the second
derivative f(x) even when x is not the independent variable.
af
This may be explained by interpreting 2 nm as a symbol for
aug) ~ tl)
dz
a(t) de
de, = aff'(z)) (xy) _ f(a) -
Then de rege: (9)
2,
It follows that at is used in two’ senses: first as a symbol for
the second derivative and secondly as the quotient of d?f 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
@y
sense is meant. Asa matter of fact, the use ‘ot 2 pe as a derivative
is more common than the other use. i.
If in (8) we place y = f(x), and interpret a as a symbol for
the second derivative f’(x) and rot as the quotient of differen-
tials, we have
(0)
This formula may also be obtained by direct differentiations,
thus: ay
dy _ di
dx da”
&
(oe
4(@ adhd) du de dt dt
der} a= “de a i
(a (a
as before.
‘This result may also be obtained by. dividing the numerator
and the denominator of the fraction in (8) by (d#)*.
@ third, fourth, and higher differentials are d(d2x) = d*x,
Tee diz, ete.
Since, if « 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 x are found by oper-
ating with the laws (1), (2), and (3). Thus we have
df = f(x) dx? + f'(w)d?x. (il)
"Then Bf = fi'(ajdx? +3 f" (ade dx + fl (a)de. (12)
It is to be noticed that (12) gives
f'"(@) =
dy
as as) 32 PRELIMINARY
only when x is the independent variable. Otherwise, if ¢ is the
independent variable we have, from oe
aS _ ge “
Bas@(Z+sr@ZSrroZ a
As in the case of the second derivative, the expression
ay
dx’
is used for the third derivative even when z is not the independent
variable. In this case
es. af e(a)
and Fa is not the quotient of d?f by da’.
From (12) we have :
Bf —3 f" (x)dx da — f'(x)dx
10) = useage
By means of (8) of this section and (6), §14, this reduces
readily to the form
dx(d°f da — df dx) ~ 8 [df de — df d?x]d?x
I"@= mee
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 change
of the variables in a given expression.
1. Let there be given an expression involving y, we , ana =
where the last symbol means a second derivative, and let it be
required to replace y by z where y = f(z). We have at first, by § 4,
(45)
apy OE
=f'@ i a
and then, by Geet aiaiananDy
Sa pa(Z)+roS @) EXERCISES + 33
@&
2. Let it be required in an expressién involving y, a, and oy
to replace x by ¢, where x = @(t).
dy
1 dy _ at _ 1 dy
We have de de FO a (8)
dt
and, again by direct differentiation or by (10), § 15,
dydx dyde dy. dy,
vy a ave @eO-4rO a
ee i
dt
3. Let it be lake to interchange x and y in an expression
involving 2, ay, and at This is a special case of (4) in which
2
= y, and therefore wy a: oy =0. We have
dy 1
t-z 6)
ay
Pe
dy ay?
de? Ta ®
Ga)
EXERCISES
1, Prove that if f(z) and $(z)are continuous at + = a, then f(z) + (x),
{[@) ,
f(x) - &(z) are continuous at x= a, and that ——— is also continuous
at c= a unless (a) = 0. @)
2. If y=f(z) is continuous when += a, and z= ¢(t) is continuous
when = b, where a = $(b), show that y = f[¢()] is continuous when
t=b.
8. Show that the theorem of the mean as given in § 6 may be trans-
lated into the theorem of the mean for definite integrals; namely,
['P@de=b-aF®. @ 0,
n+1
lant]
and that |Ri< ——*_ 1 __. when x < 0.
@eynatart
7. From the result of Ex. 6 estimate the error made in +: :
log 1.2 from three terms of the series. How many terms of 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 + <} are sufficient to compute log .9 to five decimal places?
8. Show that in the expansion of log : ae
Qeret a
iRi< @ebadea when x >
iene
wepars
when x < 0, where x is the exponent. of x in the last te. retained in
the expansion.
10. From the result of Ex. 9 how ad terns of the expansion of
L
log —
es
11. Show that in the expansion of (1 + x)*
n)an +
and that IRI<
are required io compute log 25 to four deeima! ulaces?
when x > 0,
k(k-VD-e k=”) |
(w+ DL +2)" wei!
and that [Ri < a"*| when z <0,
ifu-k+1>
12. From the result of Ex. 11 find how many terms of the binomial
series are sufficient to compute W162 to four decimal places.
18. By integration find an expansion for sin@' x. EXERCISES 35
Sartet . sin? x
14. By division find an expansion for - .
. =, Pe
16. Find an expansion for f/“e~*dz.
*
16. Find an expansion for "cos «*de.
Find the limit approached by each of the following functions as the
variable approaches the given value:
sec 3 x m
“sec 5a 2
ag, VEZ, y+ 0,
x
oe
24, —_, 2 2.
tan x 2
os, 28 x ae
25. ==, x —» © (n positive).
28. ’ 2x-—> (n positive).
27. Find the limit zpproached by
ayn” $ ayat—)
box™ + bia™—1 +
as z—> ©, where rand m are positive integers, under each of the three
hypotheses n < m,n =m," > m.
28, Show that for all positive and negative values of n
Lim x"e-* = 0.
29. Show that: for all positive values of n and m
og 2)"
Lim
aan em
30. Show that for all positive values of 7 and m
Lim x*(log x)" = 0.
81, Evaluate Lim
2
b
. 84. Evaluate Lim (1 + az)*.
40
$2. Evaluate Lim x*. 35. Evaluate Lim (sin x)#"*,
2-0 7
1 aoe
oa i
ee 86. In Fig. 16 find the order of CD. 36 PRELIMINARY
37. Let T be the intersection of the tangents to the circle (Fig. 16)
at A and B. Find the order of TC — CD.
88. Two sides AB and AC of a triangle differ by an infinitesimal «,
and the angle 6 at A is an infinitesimal of the same order as a. What
order of infinitesimals is neglected if the area of the triangle is taken as
4 AB? 6? as} AB- AC- 62
39. If y = f(x) is a curve in Cartesian codrdinates, show that the area
bounded by the curve, the axis of x, and two ordinates separated by an
infinitesimal distance Az differs from y Az by an infinitesimal of higher
order.
40. If r= f(@) is a curve in polar codrdinates, show that the area
bounded by the curve and two radii making an infinitesimal angle A@
with each other differs from 4 r?A@ by an infinitesimal of higher order.
41. What order of infinitesimals is neglected in taking as 4 rr?h the
volume of a spherical shell of finite inner radius r and infinitesimal
thickness h?
42. A parallelogram has an angle which differs from 90° by an infini-
tesimal of first order. What order of infinitesimals is neglected by taking
the area of the parallelogram as the product pf two adjacent sides?
43. Show that in a hyperbola the tangent makes equal angles with the
focal radii drawn to the point of contact.
44. Show that in a parabola the tangent makes equal angles with the
focal radius to the point of contact and the line through the point of
contact parallel to the axis.
46. A circle of radius a rolls on a straight line. A point P on its rim
describes a eyeloid. If P moves to P’ by an infinitesimal rotation d¢,
show by the method of infinitesimals that PP! =2asin }$d¢. Note
that the linear dispiacement of the circle is a dg, 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.
6. 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 x in the given value of y.
2
47. In Ex. 46 find © as a quotient of differentials and also by direct
differentiation. a
48. Given y =e, find dy (1) when 2 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
dy, /dy\? 3
— 4944 (We aay
a-ha 2Y+ a-at=o
place y = sin 2. EXERCISES 387
50. Inthe equation 2224 4 4 4 (92 — ny =0 place y = 2%.
dx?" de
81. In the result of Ex. 50 place x = 2-Vi.
62, In the equation
a2) 22 4 amt py =o
place x = cos 6. a. ae
58. Show that if the equation of a curve y = f(z) is transformed to
polar coérdinates by the substitutions x =r cos 6, y=r sin @, the
derivative a) becomes
ee £9d6? +2 d0 dr? — r dr d0
(cos 6dr—rsin Odd)?
where @ is the independent variable.
54, Show that the formula for the radius of curvature of a plane curve
y = f(z), namely, ‘dy\? \t
[1 +(# |
ax!
y
dx?
[de® + dy?
dx d?y — dy Px
for the curve x = fi(t), y = fo(t) where ¢ is the independent variable.
55. Show that the formula for p given in Ex. 54 for the curve y =
becomes
i)
becomes : oF
dr\?
24 (Sy)
[r @) |
aiceecae
+2(%) eee
in polar codrdinates. 46} 6?
56, Show that the formula for p in Ex. 54 becomes
dx\?}4
aa
= dx
. dy?
if the curve is taken as x = $(y).
57. if z=1 cos 0, y=r sin 0, show that
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
do + a1% + aoe? + azz? +--+ tage ™+ees a
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 x terms approaches a limit as n is indefinitely
increased. The limit is called the value of the series or, somewhat
inacex.wately, the sum of the series for x = x.
A simple and i- portant exampie of a power series is that of
the geometric series
do + aor + dont? + aye? +++» gH +++ 2)
The surn of the first terms of the series is, by elementary
algebra,
(3)
Now if x is numerically less,than unity, the last fraction in
(3) approaches zero as » increases indefinitely, and the sum of
the first » terms approaches the limit
oo +
l—z
Hence the geometrig s ries (2) converges for any value of x in
the interval -l<2<1.
The series (2) defines, then, the function + ka =
in the interval (— 1, 1), but does not define the function outside
of that interval nor at its ends. :
A series which is not convergent is called divergent. As an
example consider the harmonic series
for values of x
1,1,1 1
Lt gtgt gt tates
33 ABSOLUTE CONVERGENCE 39
Now ati
gt+et+ht+s>h
and in this way the sum of the first n terms may be seen to be
greater than any multiple of 4 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 « = 2, obtaining
Qo + arty + eas? + agar? +--+ aqm"+---. 4)
Let.us replace each quantity by its absolute value, obtaining the
new series
{ao|-+ jax |]21|-+[a2[]217|-+]as{far3|-+---
+lan||ai"|+- (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 s,’ be the
sum of the first n 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 — g,, 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! = Pat dn @
Now as 7 increases, $n’, Dn, and g, 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 even
if p, and q,, separately do not.
Summing up, we say that o series which converges when each
term is replaced by us absoluie value converges as it stands. It is
said to converge ebsolutely. ‘The determination of the absolute
convergence of a series reduces, then, to the determination of the
ne as ovident that a yuantity which "ways increases either vesomes
fines, Ueeth, 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
series is less than the corresponding term of a known divergent series
of positive numbers, the first series diverges.
Let Cr tcetes-tes++entes: qd)
be a series of positive numbers, and let
Mi+ Mo+Ms+---+Mnat+--- @)
be a known convergent series such that
Cn = My (3)
for all values of n.
Let s, be the sum of the first x 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 (3) s, = S,, so that we have
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