A. Y.

KHINCHIN

A
Course
of
MATHEMATICAL
ANALYSIS
A COURSE OF MATHEMATICAL ANALYSIS
In the Series

INTERNATIONAL MONOGRAPHS ON
ADVANCED MATHEMATICS & PHYSICS
 FU R TH E R TITLES IN T H IS SERIES

1. M ik h l i n : L inear In teg ral Equations.

2. K o r o v k in : L inear O perators an d the T heory of
A pproxim ation.
3. K h in c h in : A nalytical T heory o f Statistical Physics.
4. E P s g o lt’s : D ifferential Equations.
5. K r a s n o s e ls k y : Convex Functions an d O rlich ’s Spaces.
6. L a v re n ty e v -^ S h a b a t: M ethods of the T h eory of Functions o f a
Com plex V ariable.
7. L u s te r n ik & S obolev : Elem ents of Functional Analysis.
8. B lo k h in : M ethods of X -R ay Spectrum Analysis.
9. G h e c h u lin : W ave Processes, O ptics an d Elem ents of
A tom ic an d N uclear Physics.
10. R o m a n o v s k i: F ourier Series, Field T h eory an d L aplace
T ransform .
11. F u c h s & S h a b a t: Functions o f a Com plex V ariable an d
some of their applications.
12. G o ld a n s k ii: C ounting Statistics in R ecording N uclear
Particles.
13. S h to k a lo : L inear D ifferential Equations w ith V a ri­
able Coefficients.
14. G ra d s h te in : D irect and Reverse Theorem s.
15. N o v o z h ilo v : E lem entary Particles.
 A COURSE OF
MATHEMATICAL ANALYSIS

by
Academician A. K H IN C H IN
Moscow University
U.S.S. R.

Translated from, the third Russian Edition (1957)

I960

Hindustan Publishing Gorp. (India)

DELHI
Published by :
HINDUSTAN PUBLISHING CORP. (INDIA)
6, U. B. Jawahar Nagar, DELHI-6.

©
Copyright

I960

Copyright reserved by the Hindustan Publishing Ccrp. [India).

This book, or parts thereof, may not be reproduced in any
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 PREFACE TO THE FIRST RUSSIAN EDITION

T his course o f m athem atical analysis is a text-book for students

o f m e ch a n ic o -m a th e m atica la n d physico-m athem atical faculties of our
universities (and to some extent of pedagogical institutes as well) ;
it is intended as the m ain text-book in the study o f a science w hich
appears in the curriculum u n d e r the heading of m athem atical
analysis and w hich deals w ith the theory o f limits, infinite series and
differential calculus w ith simple applications o f these subjects. T h e
necessity for such a text-book arose as most of the text-books on
m athem atical analysis published in this country have not fully satisfied
the above requirem ents. Text-books w hich by their briefness and
sim plicity o f tre a tm e n t are w ithin the reach o f the average student
are usually either obsolete or of lower scientific level th an is required
for the train in g o f specialized-m athem aticians ; other text-books
w hich keep on the m odern level are usually very bulky and their
contents reach far beyond the scope o f the cu rren t curriculum so
th a t the average first and second years students are unable to benefit
by them . It was therefore necessary to w rite a text-book whose
contents w ould only include the strict requirem ents of the current
curriculum and Which w ould, at the same tim e, fully conform to the
m odern scientific stan d ard .
In a ttem p tin g to m ake this text-book as brief as possible, I have
selected the m inim um necessary m aterial an d avoided all slackness in
treatm en t. O n the other hand, to help the stu d en t as far as possible, only
the m inim um detail is given throughout this course. I have not used
w ords sparingly while trying to explain the line o f argum entation.
T h e relatio n sh ip am ong various concepts, theorem s, problem s and
theories, th eir im portance an d m ethod o f ap p licatio n in the applied
fields and industry, as well as m any other points o f m athem atical
analysis are, in m any cases dealt here m ore comprehensively and
system atically th a n is usually done in other m ore extensive text-books.
I have tried to m ake the student ready to appreciate the in tro d u c­
tion of new concepts a n d construction o f new theories and make him
accept them n a tu ra lly an d inevitably. I think th a t it has been only
thus possible to m ain tain the continuity of interest o f the student and
m ake him absorb the. subject in an inform al m anner.
A n experienced read er will probably find th a t the theory of
lim its has been discussed in its full detail in chapters II , I I I and IV .
 11

T h is theory is traditionally presented to secondary school students on

the X V III century level ; university text-books m a th em atical analysis
im m ediately give the m odern treatm en t of the theory of limits w ith
all the s's and 8's, and this is often preceded by a c h a p te r devoted
to the general theory of real num bers—a subject w hich does not, in fact,
belong to analysis b u t to the theory of num bers an d the theory
of sets.. As a result, the student thinks th a t the new “ u niversity”
treatm ent of lim iting processes has n oth in g in com m on w ith those
limits which he has known a t school. In the second place— a n d th is
is even m ore im p o rtan t—this m ethod can rob the stu d en t o f elem ents
of m athem atical analysis as a live, dynam ic and dialectic science
w hich find their place in the history of scientific developm ent a n d
w hich have even today m any of their p ractical applications. T h e se
undesirable effects w hich I h ad occasion to observe in m any instances
during my career as a teacher prom pted m e to use in this text a com ­
pletely new system for treating the theory of limits. T his system essen­
tially involves the following. A t first (chapter II) the theory of lim its
is m ainly based on an elem entary b u t not a com pletely form al basis,
and concepts like “ process” o r“ m om ents” w hich are not fully defined
anyw here are system atically used. O nly afterw ards the necessity of
form alisation has been em phasised, and the fu n d am en tal m ath em atical
types of processes defined (c h a p ter I I I ) . T h e n th e atten tio n o f th e
student is draw n to the necessity of constructing a general theory of
real num bers, and such a theory is, in fact, given in ch ap er IV . T his
m ethod of treatm en t, w hich I h a d occasion to test three tim es in
practice has the useful advantage th a t it creates in the m ind of the
student a gradual transition from the “ school” theory of limits to its
“ university” treatm ent, an d all stages o f this tre a tm e n t, are fully
explained. At the sam e tim e it enables him to create a t the begin­
ning and m aintain throughout the course the basic concepts of
m athem atical analysis as a live and dynam ic subject and co n cen trate
on the formally logical refinem ents of this subject, w hich is its due.

So far as the general theory of real num bers is concerned, I

have found it necessary to convince the read er o f its significance and
quote one of the possible principles explaining the existence o f
im aginary num bers (the lim it of a m onotone bounded sequence).
O nly then I have enum erated the basic problem s w hich the theory
has to deal (order in a continuum , definitions an d rules of algebraic
methods) ; at this point I have also given few exam ples of their
solution, indicating briefly th a t the theory of num bers can be applied
quite satisfactorily to . these problem s and th a t, in fu tu re, we shall
 Ill

deliberately use the results provided by this theory. T h e future

m athem aticians will be able to learn in o th er m ore detailed courses
the fact th a t the theory of num bers can solve all these p ro b lem s; this
problem is h ard ly of any interest to the future m echanic, physicist,
or astronom er. In any case, I do not consider it possible to
a ttra c t the a tte n tio n of a varied audience, either in m y lectures or
in this book, to the study of a large ch ap ter the contents of w hich
have no im m ediate connection w ith m athem atical analysis.
T h e fu rth er tre a tm e n t of the subject follows, in its m ain o u t­
lines, certain well defined m ethods I am sorry to say th a t in editing
the last three chapters (m ultiple, curvilinear an d surface integrals)
m y attem p ts to m ake the treatm en t absolutely form al an d , a t the
sam e tim e, easily accessible did not m eet w ith success, as far as I am
able to judge. I could not avoid compromises by sacrificing either
the form ality or the briefness and accessibility o f the argum ents. If
this course is received w ith favour, then it will undoubtedly be
necessary to work fu rth er on these chapters in future editions.
A few problem s given in this course are valuable only as
illustrations, b ut they are not intended as a m ethod of instruction.
T h e num ber an d ch aracter of these problem s correspond to w hat
a lecturer can convey during his lectures. I h ad no intention of
including the m aterial for practical (group) lessons in this course of
analysis. O bviously, anyone studying this book should sim ultan­
eously use a good book for problem s. For this purpose the recently
published “ P roblem Book on M athem atical Analysis” by B.P.
D em idovich (G ostekhizdat, 1952) is p articu larly suitable. For the
convenience o f certain classes of readers I have indicated in m any
p aragraphs a few problem s a p p earin g in the above book which I
especially recom m end. I m ust, how ever, w arn the reader th a t
these problem s are, in a m ajority of cases, insufficient for acquiring
the necessary skill ; a fu rth er choice of examples should be left to
ihc teacher-in-charge of practical classes.
A com petent read er will readily note th a t the o rd er in w hich
individual subjects are treated in this book is in no w ay com pulsory
an d can be easily altered in m any instances ; for exam ple 1) some
geom etrical applications of differential calculus (chapter X X I I I ) can
be given (and are, in fact, usually given) m uch earlier, and 2) the
integral test for convergence of series m ust not be postponed until
the theory of generalised integrals is dealt w ith (chapter X X V ); b u t
it can be given w ith the tre a tm e n t of series o f constant signs (chapter
X V III , § 68).
 I t is my pleasant duty to express my sincere an d deep g ra titu d e
to m y colleagues of the F aculty of M ath em atical Analysis at th e
Moscow, L eningrad and K iev Universities for their valuable help
given by reading the m anuscript (or its individual chapters) an d for
their rem arks an d suggestions which have mostly led to significant
im provem ent in the treatm en t of the subject. In this respecf I am
particularly grateful to Prof. L A. T u m a rin (Moscow) an d Prof.
G.E. Shilov (K iev). Finally, I w ant to th an k the editor of my
book, O .N . Golovin, for his com petent an d considerable work
devoted to this book ; his m any valuable suggestions have h elp ed
considerably to im prove its contents.

M oscow,
24 February, 1953. A. K H IN C H IN
 PREFACE TO THE SECOND RUSSIAN EDITION

T h e second edition of this book is m ainly printed from blocks^

an d corrections of m any individual mistakes an d errors have been
done by the a u th o r; in some cases attem pts have been m ade to
im prove the tre a tm e n t of the subject. In this respect I have been
greatly helped by a detailed criticism of this book sent to m e by the
Faculty of M ath em atical Analysis a t the Rostov U niversity (under
the chairm anship of Prof. F.D . G ak h o v ); I am deeply grateful to all
the m em bers of this F aculty. I am also very thankful to A cadem i­
cian A .N . K olm ogorov an d Prof. A.D. M yshkis (M insk) for pointing
out some mistakes.
T h e “ Problem Book on M athem atical A nalysis” by B.P.
D em idovich w hich has been frequently referred in this book has
ap p eared in its second edition in 1954 w ith a fundam ental revision
of the n um bering o f problem s. In the present edition of this course
the num b erin g o f all recom m ended exercises refer to the first edition
of this “ Problem Book.”

M oscow,
19 December, 1954. A. K H IN C H IN
 CONTENTS

C h a p te r 1. F U N C T IO N S ... i
§ 1. V ariables 1
§ 2. Functions ... 3
§ 3. T h e region of definition of a function ... 6
§ 4. Functions an d form ulae ... 7
§ 5. The geom etrical representation of functions ... 11
§ 6. E lem entary functions ... 13

C h ap ter 2. E L E M E N T A R Y T H E O R Y O F L IM IT S ... 18
§ 7. Infinitesim al quantities ... 18
§ 8. O perations w ith infinitesim al quantities 23
§ 9. Infinitely large quantities ... 26
§ 10. Q uantities w hich tend to lim its ... 29
§ 11. O perations w ith quantities w hich tend to limits ... 33
§ 12. Infinitesim al and infinitely large quantities of
different orders. ... 39

C h a p te r 3. T H E D E V E L O P M E N T O F T H E A C C U R A T E
T H E O R Y O F L I M I T T R A N S IT IO N ... 45
§ 13. T h e m ath em atical definition of a process ... 45
§ 14. T h e accurate concept of lim its ... 47
§ 15. T he developm ent of the concept of lim it transi­
tions ... 52

C h a p te r 4. R E A L N U M B E R S ... 56
§ 16. Necessity of producing a general theory of real
num bers ... 56
§ 17. C onstruction of a continuum ... 59
/
§ 18. F u n d a m e n ta l lem m as ... 69
§ 19. F inal points in connection w ith the theory of
limits ... 74

C h a p te r 5. C O N T IN U O U S F U N C T IO N S ... 79
§ 20. D efinition of continuity ... 79
§ 21. O perations w ith continuous functions ... 84
§ 22. C ontinuity of a com posite function ... 85
§ 23. F u n d a m e n ta l properties of continuous functions ... 87
§ 24. C ontinuity of elem entary functions ... 94
 viii

C h apter 6. D E R IV A T IV E S ... 98
§ 25. U niform and non-uniform variation of functions ... 98
§ 26. Instantaneous velocity of non-uniform m o v e m e n t... 101
§ 27. Local density o f a heterogeneous rod ... 106
§ 28. Definition of a derivative ... 108
§ 29. Laws of differentiation ... 110
§ 30. T he existence of functions and th eir geom etrical
illustration ... 123

C hapter 7. D IF F E R E N T IA L S ... 128

§ 31. Definition and relationship w ith derivatives ... 128
§ 32. G eom etrical illustration and laws for evaluation ... 132
§ 33. In v a ria n t ch aracter of the relationship betw een a
derivative and a differential ... 134

C hapter 8. D E R IV A T IV E S AND D IF F E R E N T IA L S O F
H IG H E R O R D E R S ... 136
§ 34. Derivatives of higher orders ... 136
§ 35. Differentials of higher orders an d their relatio n ­
ship w ith derivatives ... 139

C h ap ter 9. M EA N V A L U E T H E O R E M S ... 142

§ 36. T heorem on finite increm ents ... 142
§ 37. Evaluation of limits of ratios o f infinitely sm all
and infinitely large quantities ... 147
§ 38. T a y lo r’s form ula ... 154
§ 39. T he last term in T ay lo r’s form ula ... 158

C hapter 10. APPLICATION^ O F D IF F E R E N T IA L C A L ­

C U L U S T O ANALYSIS O F F U N C T IO N S ... 164
§ 40. Increasing and decreasing o f functions ... 164
§ 41. E xtrem a ... 167

C hapter 11. IN V E R S E O F D IF F E R E N T IA T IO N ... 175

§ 42. C oncept of prim itives ... 175
§ 43. Simple general m ethods o f in teg ratio n ... 182

C hapter 12. IN T E G R A L ... 193

§ 44. A rea o f a curvilinear trapeziu m ... 193
§ 45. W ork of a variable force ... 198
§ 46. G eneral concept of an integral ... 201
§ 47. U p p er and lower sums ... 204
§ 48. Integreability of functions ... 207
 IX

C h ap ter 13. R E L A T IO N S H IP B ET W E EN AN IN T E G ­
R A L A N D A P R IM IT IV E ... 213
§ 49. Sim ple properties of integrals ... 213
§ 50. R elationship betw een an integral an d a prim itive ... 218
§ 51. F u rth e r properties of integrals ... 223
C h ap ter 14. T H E G E O M E T R IC A L A N D M E C H A N I­
CAL A P P L IC A T IO N S O F IN T E G R A L S ... 230
§ 52. L ength of an arc of a plane curve ... 230
§ 53. L engths of arcs of curves in space ... 241
§ 54. M ass, centre of grav ity and m om ents of inertia
of a m aterial plane curve ... 242
§ 55. C apacities of geom etrical bodies ... 247
C h ap ter 15. A P P R O X IM A T E E V A L U A T IO N O F IN ­
TEGRALS ... 254
§ 56. Problem atic set up ... 254
§ 57. M ethod o f trapezium s ... 257
§ 58. M ethod of parabolas ... 262
C h ap ter 16. IN T E G R A T IO N O F R A T IO N A L F U N C ­
T IO N S ... 265
§ 59. A lgebraical in troduction ... 265
§ 60. In teg ratio n of sim ple fractions ... 274
§ 61. O strogradskij’s m ethod ... 277
C h ap ter 17. IN T E G R A T IO N O F T H E S IM P L E R A ­
T IO N A L AND T R A N SC E N D E N T A L
F U N C T IO N S ... 282
§ 62. In te g ra tio n of functions of the type

§ 63.
*('•vs?)
In teg ratio n of functions of the type
282

72 (x} y/ax*-rbx -r c) ... 284

§ 64. Prim itives of binom ial differentials ... 287
§ 65. In te g ra tio n o f trigonom etrical differentials ... 289
§ 66. In teg ratio n o f differentials containing exponential
functions ... 294
C h a p te r 18. N U M E R IC A L IN F IN IT E SE R IE S ... 297
§ 67. F un d am en tal concepts ... 297
§ 68. Series w ith constant signs ... 305
§ 69. Series w ith variable signs ... 316
§ 70. O perations w ith series ... 320
§ 71. Infinite products ••• 326
 X

C hapter 19. IN F IN IT E SE R IE S O F F U N C T IO N S ' ... 333

§ 72. R egion of convergence of a series o f functions ... 333
§ 73. U niform convergence ... 335
§ 74. T he continuity of the sum of a functional series ... 340
§ 75. T erm -by-term integration and differentiation of
series ••• 344
C hapter 20 P O W E R SE R IE S A N D SE R IE S O F P O L Y ­
N O M IA L S ... 351
§ 76 R egion of convergence of a pow er series 351
§ 77. U niform convergence and its consequences 357
§ 78. Expansion of functions into pow er series 361
§ 79. Series of polynom ials 369
§ 80. T heorem of W eierstrass 372

C hapter 21. T R IG O N O M E T R IC A L SE R IE S 377

§ 81. Fourier coefficients 377
§ 82 A verage approxim ation 383
§ 83. D irichlet^Liapunov theorem on closed trig o n o ­
m etrical systems 388
§ 84. Convergence of Fourier series 394
§ 85. G eneralised trigonom etrical series 396
C h ap ter 22. D IF F E R E N T IA T IO N O F F U N C T IO N S O F
SE V ER A L V A RIA BLES 400
§ 86. C ontinuity of functions o f several independent
variables 400
§ 87. Tw o-dim ensional continuum 403
§ 88. Properties of continuous functions 408
§ 89. P artial derivatives 410
§ 90. D ifferentials 413
§ 91. Derivatives in arb itra ry directions 419
§ 92. D ifferentiation of com posite an d im plicit fu n c­
tions 422
§ 93. Hom ogeneous functions an d Euler theorem 427
§ 94. P artial derivatives of higher orders 429
. § 95. T a y lo r’s form ula for functions of two variables 433
.§ 96. E xtrem a 438
C h ap ter 23. SO M E S IM P L E G E O M E T R IC A L A P P L I­
C A T IO N S O F D IF F E R E N T IA L C A L C U L U S ... 443
§ 97- E quations of tan g en t an d norm al to a plane curve ... 443
; ;§ 98. T angential line an d norm al plane to a curve in
, *, space 446
 XI

§ 99. T an g en tial an d norm al planes to a surface 448

§ 100. D irection o f convexity an d concavity o f a curve 451
§ 101. C urvature o f a plane curve ... 453
§ 102. T an g en tial circle 453

C h a p te r 24. IM P L IC IT F U N C T IO N S 462
§ 103. T h e sim plest problem 462
§ 104. T h e general problem 469
§ 105. O strogradskij’s determ inant 475
§ 106. C onditional extrem um 483
C h ap ter 25. G E N E R A L IS E D IN T E G R A L S 491
§ 107. Integrals w ith infinite limits 491
§108. Integrals o f unbounded functions 504

C h ap ter 26. IN T E G R A L S O F P A R A M E T R IC F U N C ­
T IO N S 514
§ 109. Integrals w ith finite limits 514
§ 110. Integrals w ith infinite limits 526
§ 111. Exam ples 535-
§112. E u ler’s integrals 541
§ 113. S tirling’s form ula 548
C h ap ter 27. D O U B L E AND T R IP L E IN T E G R A L S 557
§ 114. M easurable plane figures 557
§ 115. V olum es of cylindrical bodies 567
§ 116. D ouble integral 571
§ 117. E valuation of double integrals by m eans of two
simple integrations 576-
§ 118. S ubstitution o f variables in double integrals , .584-
§ 119- T riple integrals 590'
§ 120. A pplications 593

C h a p te r 28. C U R V IL IN E A R IN T E G R A L S . 602
§ 121. D efinition of a plane curvilinear integral . 602
§ 122. W ork of a plane field of force . 610'
§ 123. G reen’s form ula . 612
§ 124. A pplication to differentials of functions of two
variables . 617
§ 125. C urvilinear integrals in space . 622'

C h a p te r 29. S U R F A C E IN T E G R A L S 626'
§ 126. T h e simplest case . 626-
§ 127. G eneral definition of surface integrals . 630^
 xii

§ 128. O strogradskij’s form ula ... 637

§ 129. Stoke’s form ula ... 642
§ 130. Elem ents of the field theory ... 647
C O N C L U S IO N — Short historical sketch ... 653
fIN D E X ... 665
 CHAPTER I

FU N C T IO N S

§ 1. Variables
The introduction o f the variable was a decisive step in
mathematics. Thus movement and dialectics were introduced in
mathematics. (F. Engels, Dialectics of Nature, Gospolizdat, 1948,
p. 208.)
Elementary mathematics—the mathematics of constants—
revolves, as it were, within limits of formal logics ; the
mathematics of variables, which is chiefly concerned with
infinitely small quantities, essentially involves the application
of dialectics to mathematical relationships. (F. Engels, Anti-
During, Gospolizdat„ 1948, p. 127.)

W hen we observe a n a tu ra l phenom enon or the course of a

technical process we can usually note the different behaviour o f
quantities involved in this phenom enon or process. Some quantities
do not change in the course of the process, i.e. they rem ain “ constant” ,
while others are subjected to greater or lesser change— they becom e
g re a ter or sm aller— i.e. they are “ v ariab le” . I f we heat a gas con­
fined in a closed vessel its volum e rem ains constant ; the n u m ber o f
molecules of the gas also rem ains c o n sta n t; on the other h and the tem pe­
ra tu re of the gas, and its pressure will grow and becom e increasingly
greater. T he p ictu re becomes even m ore varied if instead of considering
this simple laboratory experim ent we consider a com plicated techni­
cal process. Let us consider, for exam ple, the flight o f an aeroplane.
M an y different quantities are involved in this phenom enon. Some
o f these rem ain constant throughout the flight ; e.g. the num ber of
passengers, the w eight of their luggage, the span of the wings of th e
aeroplane, and- m any others. H ow ever, this process also involves
m a n y other quantities which alter during the process by becom ing
g re a ter or smaller. Such are, for exam ple, the distance of the aeroplane
from the point o f d ep artu re and from its destination, its height above
th e earth, the supply of fuel, the tem peratu re, pressure and hum idity
9 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

o f the surrounding air, and m any others. T h e above sum m ary shows
th at these variable quantities are most im p o rtan t in econom ical an d
technical calculations connected w ith this process. T his can readily
be understood. N ature involves continuous changes an d the p ractical
life of m an is directed tow ards changing his surroundings. For this
reason processes in w hich nothing, or alm ost nothing, changes have
little to offer scientifically and are of no practical interest. A ccording
to the dialectic principles of n atu re study, we should study not so m u ch
the instantaneous aspect o f phenom ena b u t th eir changes in tim e ;
from the dialectic point of view we are not so m uch interested in the
given aspect of a phenom enon b u t in the general course of the ph en o ­
m enon, i.e. we are interested how and w hat changes if this p h en o ­
m enon took place from tim e to tim e. M athem atics, in as far as it is
a real tool in n atu re study, should be able to provide a n a p p aratu s
w hich would enable one to study system atically any changes in
quantities w hich take place in n ature an d in technical processes.
M athem atical analysis is such an ap p aratu s an d , in the widest
sense of the w ord, can be called the m ath em atical science o f variables.
Hence the first basic concept in m ath em atical analysis is the
variable qu an tity or, as it is usually said in m athem atics, the concept
o f the variable. By this we m ean quantities w hich acquire varying
values,' either greater or smaller, in the course o f the given] process ;
at different stages of a given process the values o f this q u an tity are,
generally speaking, different. W ithout going into fu rth er details we
know from everyday experience th a t the ch aracter an d m an n er in
w hich quantities change can follow a very diverse course ; some
quantities increase continuously; other quantities, on the o th er h an d ,
decrease continuously; still others change in a v ib ratin g m an n er
by first growing an d then dim inishing (the distance of the E a rth from
the Sun, the deflection o f a pendulum from the vertical position) ; if
we assume th a t the given qu an tity grows continuously, it can do so
either very rapidly or very slowly, i.e., the pace of its grow th can becom e
quicker or slower. M athem atical analysis in its w idest sense en­
ables us to study systematically these a n d o th er characteristic changes
o f quantities in our su rro u n d in g s; it introduces a definite p a tte rn
into the enorm ous num ber of various types o f changes an d finds
com m on laws which govern changes of various types.
In m athem atics every q u an tity involved in a phenom enon,
irrespective of w hether it is a constant or a variable, is usually denoted
by a single letter. T hus, for exam ple, if a q u an tity is denoted by the
letter x or by the letter a, then this fact by itself gives no indication as
F U N C T IO N S 3

to w hether this q u a n tity is a constant or a variable ; therefore the

*way in w hich this quantity changes m ust be stressed separately.
F u rth erm o re it is very im p o rtan t to keep in m ind the fact th a t w ith o u t
the know ledge o f the process (phenomenon) in hand, we cannot, gener-
-ally speaking, know w hether this or ano th er q u an tity is a constant or
a variable. T h e same q u an tity can be a constant in one process an d
-a v aria b le in an o th er process ; thus, for exam ple, if we ro tate a circle
o f radius r ab o u t a straight line w ithout changing its radius (first
process) then the area of this circle tty2 will be c o n s ta n t; if, however,
*we keep the centre of the circle stationary an d increase its radius
(second process), then the area of the circle will grow, i.e. it will be
^ variable.
In m ath em atical analysis the well-known geom etrical represen­
ta tio n of num bers by points on a straight line (the so-called “ n u m ber
lin e ’5) is w idely used. Ifw e denote the origin by 0 a n d a u n it of length
on the straight line, then we can represent an a rb itra ry n u m b er a by
a p o in t a t a d istance | a | *from the point 0 ) in a direction w hich
d epends on the sign of the nu m b er a. (generally, if the n u m b er line is
h o rizo n tal, positive num bers are plotted to the right and negative
n u m b ers to the left o f the p o in t 0 ). Every value o f a: is a n u m b er
a n d can be represented by a point on the n u m b er line. I f in the
given process the value of x is constant then this value is denoted by
o n e an d the sam e point on the nu m b er line during the whole process,
W e can therefore say th a t a constant is represented by a stationary
p o in t on the num ber line. If, how ever, the value o f x varies during
th e given process, then its values a t different stages o f the process are
represented by different points on the n u m b er lin e ; in the course o f
th e process the p oint denoting the value o f x changes its position an d
w e can therefore say th a t a variable is denoted by a mobile p oint on
th e n u m b er line.
§ 2. Functions

Q u an tities involved in the same phenom enon do not, as a rule,

c h an g e independently o-f each o th e r; usually these quantities are also
m ore or less closely related to one an o th er so th a t changes in one o f
these quantities involve corresponding changes in the other quantities.
T h u s, by increasing the radius of a circle we inevitably also increase
its a r e a ; by compressing a gas confined in a vessel {i.e. by decreasing
th e volum e occupied by the gas) we also (by keeping the tem p eratu re
constant) inevitably increase the pressure o f the gas ; by adding

*) The symbol I x j denotes the “ absolute value of the number x.”

4 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

m anure to the soil we hope to increase the yield o f the harvest, etc.
W e can see from the above examples th a t quantities involved in th e
same phenom enon can b e ar to one anoth er a more or less close re ­
lationship. T his relationship is closest in the first ex am p le ; by know ing
the radius r of the circle we can determ ine its area s un iq u ely a n d
w ith absolute accuracy according to the form ula <s — n r 2. In th e
second exam ple the picture is som ew hat d ifferen t; by know ing th e
volum e v occupied by the gas an d its absolute te m p e ratu re T we a re
able to determ ine uniquely its pressure p according to the well-known
form ula :
/ ............. cT
P = T ’
w here c is a constant known from; physics; how ever this form ula is
only accurate w ith certain (in some cases ra th e r rough) ap p ro x im a­
tions and for more accurate calculations it is necessary to- use m o re
com plicated form ulae w hich show th a t w hen determ ining the pres­
sure of the gas under real conditions it is insufficient to know its
tem p eratu re and volume alone, b u t it is also necessary to take som e
other quantities into account. T his point is even better illustrated in
our last exam ple ; although it is true to say th a t the q u a n tity o f
m anure has an undisputed effect on th e yield of the harvest it is
nevertheless clear th a t from the know ledge o f the q u an tity of m anure-
used we are unable to forecast the yield of the harvest w ith an y accu­
racy, for the yield of the harvest, a p a rt from the q u an tity of m a n u re
used, also depends on a series of other factors (for exam ple on m eteoro­
logical and agrotechnical factors of different kinds).
It Is evident th a t m athem atical analysis is m ainly concerned
w ith accurate relationships existing betw een q uantities, i.e. from th e
kiiowledge of one - groupJ of quantities we are able to d e term in e
uniquely an d accurately the values of a certain other g roup of q u a n ti­
ties Consider, for exam ple, the accurate relationship existing in th e
above form ulae
2 ' C T
S = n r 2, p = — ,

where c is a know n constant. T he value o f the rad iu s r o f the circle

is unique and defines accurately its area j. I f we know the quantities
T an d v then the second of the above form ulae enables us to d e ter­
m ine quite accurately the corresponding value of p . In the first
case the value of s depends only on one q u an tity r; each value of r
corresponds to a definite value of j- and every change in the value o f
r involves .a corresponding change in the value of s. T he second
 F U N C T IO N S •5

exam ple is m ore co m p lic ate d ; in order to find the value o f p it is not
enough to know the value of T or the value of v a lo n e ; the value of p
depends on the values of two q u an tities^— T and v; we m ust know
bo th values if we are to determ ine the value of p in accordance w ith
o u r fo rm u la ; to each p a ir of values v and T corresponds one value of
p and changes in the value of p depend on changes in the values of
both T and v ; as far as values of v and T are concerned changes in
eith er of them are independent of one an o th er an d can take place in
a n y way we like. In the physical sense this means th a t the given mass
o f gas can be confined in an a rb itra ry (w ithin certain limits) volum e
v and can be heated to an a rb itra ry (w ithin certain limits) tem p era­
tu re T . But as soon as we have chosen the values o f v and T the
pressure of the given mass of gas no longer rem ains a rb itra ry b u t is
defined uniquely an d quite accurately by our form ula (we are, of
course, om itting the fact th a t the form ula itself requires corrections
for real gases).
T h e above examples are p articu lar cases of the following general
schem e. A q u antity y involved in a certain process depends on the
q u an tities x l9 x 2, w hich are also involved in the sam e process;
this dependence is such th a t to each set of values x l9 x 2, . . . , x k corres­
ponds a single value of the q u antity y ; a t the same tim e the values
•of x l9 x 2y . . . , xjc are independent of one another, i.e. by assum ing the
values of some of these quantities we can select the values o f the
rem aining quantities quite arb itrarily (usually w ithin certain set
lim its). T his type of dependence of the value of y on the values of
x l9 * 2 5 • • • 5 * fr is know n as functional dependence andjy is said to be the
Junction of x l9 x 29 • . . , x k ; x v x 2, ■. • > ** are, in this case, said to be
independent variables. H ence in the above exam ples the value o f s is a
fu n ctio n of one independent variable r*) an d the value of p is a
function of two independent variables T and v. T o begin w ith we
shall concentrate on the simplest case w hen k = 1, i.e. when y is a
function o f a single independent variable x.
T h e fact th a t y is a function o f the independent variable x is
usually denoted as follows : y = f (*), o r y = a (*), or y = A (x), etc.
T h e letter in front of the bracket indicates the functional dependence
o f y on x a n d e a n be selected a rb itra rily — the m eaning of this notation
th ereb y rem ains unchanged. T hus the fact th a t the area o f a circle
is uniquely d eterm in ed by its radius can be w ritten dow n in the form
j = f (r), o r s = s (r), or s = A (r), etc. Sim ilarly the fact th a t y is a

*) Frequently instead of using the words ‘fof one” or “of two” it is simply
said “one” or “ two”, etc.
6 A C O U R S E O F M A T H E M A T IC A L A N A L Y S IS

function of several independent variables * 1 , x 2, • • • %k can b e w ritte rr

in the form of the relationship y = f ( x ly x 2, • • . , Xk). or y ~ y {x^y
x .............x Je), or y = F (x l9 x 2, ••• 3 x t), etc. T hus the fact th a t the^
pressure p o f the given mass of gas is defined uniquely by the values,
o f its volum e v and absolute tem perature T can be w ritten in the form
p = / ( y , T ), or jb = p (v, T), or p .= F (v, T), etc. H ence the letter
chosen to denote the functional dependence does not tell us anything
about the nature o f this dependence ; the relationship y = f (x ) can,,
in different cases, m ean th a t y = 3 x 2, o r y = log A', or y = sin x r
etc. T o avoid errors it is only im p o rtan t to see th a t in the sam e
argum ent one an d the same letter does not symbolise different types,
o f functional dependence. T hus if in a certain ''processy = x 2 a n d
Z = a:3, then we cannot, of course, w rite y = f (x) an d £ =
O n the other hand, in some cases one an d the sam e letter is used
to denote a certain q u antity an d a type of its functional dependence-
on other quantities [s = s (r) a n d y = y (atj, . . . , a**) in the above­
examples].
T he dialectic m ethod of n atu re study an d the study o f technical
processes requires th a t the quantities involved w hich ehange d u rin g
the process should not be studied separately, irrespectively o f each,
other, b u t should be studied in the same interdependence in w hich
they stand to one another in reality. T h e m athem atical in terd ep en d ­
ence of real num bers is, in the sim pler cases, expressed by the concept
o f functional dependence. It is therefore clear th a t if the first basic
concept o f m athem atical analysis is the concept of the variable, as w e
saw in § 1, then the second concept in the developm ent o f the science
o f variable quantities is the concept o f the function. F u rth e rm o re
the necessity of considering continually variable quantities an d th eir
interdependence, both from the scientific an d the p ractical points o f
view, has m ade the concept of the function the m ain object of study
in m athem atical analysis so th a t it is quite correct to call this science
the general theory of functions.

§ 3. The region of definition of a function

W e agreed to call y a function o f x if, by assum ing the value o f
x, the value of' y is thereby defined uniquely. A t the sam e tim e it is
not necessary th a t y should be defined for every value o f a*; the real
m eaning of the values x an d y and the problem in h a n d determ ine in
every case the values of a: w hich have to be considered. T hus, for
exam ple, if y denotes the area of a regu lar A>sidecl polygon inscribed,
in a circle of u n it radius, then evidently y is a function o f x \ b u t
F U N C T IO N S 7

from the n atu re of this problem it is obvious th a t we are only interes­

ted in those values of a w hich are integers, e.g. 3 ,4 , 5 , . . . , Sim ilarly
n ! is a function o f n b u t, by its n atu re, it becomes devoid of m eaning
for all num bers other th an the integers n > 0. T h e function y = log x
is usually only defined for positive values o f a*.
I f the absolute tem p eratu re T of a certain body, given in
degrees C entigrade, is the independent variable in a given problem ,
th en, in all probability, we shall no t be interested in tem peratures
below — 273. O n the other h and the functions y = x 2 or y = sin x,
w hich are given in purely m athem atical form , can be defined for all
values o f x an d in practice one meets m any such problem s w hich can
only be solved if we know how to determ ine the value o f the function
for every value of .v.
T h e above exam ples show clearly th at the set of values o f the
in dependent variable x for w hich it is logical an d necessary to d eter­
m ine the corresponding values of the function y depends entirely on
the n a tu re o f the problem in hand. In the choice o f this set we are
usually guided by m athem atical, or sometimes p ractical, considera­
tions. In any case w henever we deal w ith a n a rb itra ry function
y = f ( a ) we m ust keep clearly in m ind the set M o f those values o f
the independent variable x for w hich this function is defined an d in
cases w here there is the slightest doub t it is necessary to m ention
clearly the a p p ro p riate s e t ; for values o f a w hich do not belong to
this set the function y is devoid of m eaning an d is considered to be
an undefined function. T herefore the set A1 is said to be the region
o f definition o f the given function.
In view o f this it is clear th a t the set M should be m entioned
in the definition o f a function :
The quantity y is said to be a function o f the quantity x defined by the
set M i f to every value o f x which belongs to the set M there corresponds a
definite value o f y.
§ 4. Functions and Formulae
W henever an a rb itra ry definite function is given in m a th em ati­
cal form it is necessary to define the relationship which defines the
corresponding value of y for every value o f a belonging to the set M .
T h e m eans of establishing this relationship are, of course, very im por­
ta n t from the practical point of v ie w ; however, in principle this is
only a technical problem o f secondary im portance. T he most
convenient m ethod of defining the function y = / ( a ) is, of course a
definition w hich states clearly the algebraic operations over x an d the
8 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

order in w hich they are to be perform ed so as to o b tain the corres­

ponding values of y ; typical examples of this type of definition are
simple form ulae of the typejy = 3a;2, y = z—-— ^ etc., w ith the aid
1 ~r X
of which it is easy to calculate the values ofjy for every value of a:; a
similar case is provided by the formula
n\ — 1.2 ... n,
which defines the values of the function n ! for all positive integral
values of the num ber n.
However, it is not always possible to define a function in this
simple form; and even w hen this is possible it is n o t always the most
convenient way from a practical point of view. Even such elem en ­
tary functions as log *, sin x, cos x t etc., are given by form ulae w hich
do not give a simple answ er to the question of how to find the corres­
ponding value of the function from the given value of x. F o r exam ­
ple, the function y = sin x is usually defined by the well-known geom e­
trical representation; the la tte r convinces us of the existence of a
unique, and fully defined function sin *, b u t it does not give us an im m e­
d iate m ethod for finding the values of this function. It is therefore
necessary to solve this problem by a special m ethod; the fact th a t the
solution of this problem is n ot simple is obvious from the w ide use of
tables for functions like sin x, cos x, log x} e tc .: in these tables the
results of calculations of this or other functions for different values
o f * are g iv e n ; these results, having once been obtained w ith
considerable effort, are published in the form o f tables in order to
save scientists an d practical workers the unnecessary rep etitio n o f
calculations.
Below we give a few good exam ples for defining functions.
Example 1. L et y denote the greatest integer w hich does not
exceed the num ber x; it is obvious th a t the value of y will thus be
defined uniquely for every value of x, i.e. it is defined as a function
of x. T his function is usually denoted by the symbol [a:] so th a t, for
exam ple
[2.5] = 2, [5] = 5, M = 3. [ - „] = - 4
etc. T he function y = [*] is of great im p o rtan ce in the theory of
num bers and in other branches of m athem atics. W e can see th a t it
can be defined very simply, b u t it contains no form ulae to indicate
the sequence of operations w hich have to be perform ed in o rd e r to
arrive from the given value of a: to the corresponding value ofjy = [a:].
By the w ay, it is also possible to express the fu n c tio n ^ = [a;] in term s
F U N C T IO N S 9

o f x by m eans of a “form ula55, i.e. by m eans of a series of symbols

used in elem entary m a th e m a tic s; how ever, such a form ula w ould, as
a rule, not facilitate in any way the investigation o f the function [Y]
a n d it is therefore m ore n a tu ra l to use its definition w ithout a
form ula.
T h e qu an tity x — [Y] is said to be a.fractional part of the num ber
x an d is ra th e r im p o rtan t in the theory of n u m b ers; it is evident
th a t this is a periodical function w ith a u n it period, so th a t we have
0 x — [*] <C 1.

Exam ple 2. (“ D irich let’s function55) • Assume th a t D (x) = 1

w hen .v is a rational nu m b er (i e. an integer or a fraction) a n d D (x) — 0
w hen x is an irratio n al num ber (for exam ple x = \ / 2 or x = rr).
T h e function D (*) is defined for all values o f x (its region of defintion
is the whole n u m b er line). W e can see th a t its definition is very sim­
ple. In order to find the value of D (x) from the given value o f x it
is only necessary to establish by any arb itra ry m ethod w hether a: is a
rational or irrational n u m b e r; no general m ethod can be given for
this purpose— the solution of this problem depends on the way in
w hich x is g iv e n ; num bers x exist in m athem atics w hich can be
accurately defined b u t w hich have so far n o t been defined as rational
o r irrational num bers; this m eans th a t certain values o f the function
D (x) cannot be evaluated m athem atically, b u t in spite o f this the
above definition of the function D (*) is quite valid. A “ form ula55
can also be w ritten for the function D (x), i.e. it is possible to express
it in term s o f m athem atical symbols in general use. H ow ever, such
a form ula has no practical value since the m ain properties of D irich-
let’s function can usually be deduced m uch m ore easily from the
“ form ulaless55 definition given above, w hereas w ith the aid of a for­
m ula they cannot be deduced a t all or can only be deduced w ith
g re a t difficulty.
T h e above exam ples clearly indicate the p a rt played by a for­
m ula in analytical expression an d in the definition of functional
dependence. A form ula, w hen it is simple an d convenient for calcu­
lations an d investigations, can be an invaluable tool in the study and
p ractical ap p licatio n o f the given function. H ow ever, in cases w here
a form ula can n o t be found or w here an existing form ula is com pli­
cated an d gives little inform ation, there is no good reason for m aking
a form ula the focal point in the study of a fu n c tio n ; in m any cases
“ form ulaless55 investigations are sim pler an d m ore productive.
For a long tim e (during the w hole of the X V III and the begin-
10 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS .

ning of the X IX centuries) the concept o f the function was closely

linked w ith a definite analytical expression w hich, from a useful
m ethod in the study of functions, becam e its exclusive m aster. T his
tendency, w hich is purely form al in ch aracter (for the form is the
analytical expression and th ro u g h it the real laws o f functional
dependence were dictated) was obstinately m ain tain ed for m any
centuries and even today it is not quite obsolete, especially in the.
applied sciences. A change in outlook, as described in § 3, took
place when the definition o f th e concept of functional dependence
becam e divorced from outside influen ces; this happened in the
m iddle of the X IX century and is connected w ith the nam e o f the
G erm an m athem atician D irichlet. H ow ever, several years before
D irichlet the R ussian scientist N . I. Lobachevskij proposed this
definition w ith great clarity. *) In order to distinguish betw een the
form al and the o ther approach to the definition of the concept of a
fu n ction and to clarify it still further we give below one m ore
example.
Example 3. L et us assume th a t
f - 1 - * 2 (*<0),
y = / (x = <{ 0 {x = 0),
k l+ * 2 (x > 0).
This m eans th a t for negative ■
values o f x we m ust calculate y by
the form ula y = — 1 — x 2, an d for
positive values of a*—by the form ula
y = 1 + x 2 ; w hen .r 0 we have jy = 0.
It follows from our definition th a t we ■
evidently have here a single function :
w hich is defined for all values o f x (its ,
region o f definition is the whole n u m ­
ber line). T h e graphical representa­
tion of this function is given in Fig. 1.

D uring different stages of the process our function is evaluated

w ith the aid of different fo rm u la e ; this circum stance has no special
significance from the point of view of the definition of our fu n c tio n ;
it does not alter the fact th at irrespective of the value of a: there is
only one definite corresponding value o fy ; this is sufficient to con­
vince us th a t we are dealing w ith a single definite function. T h e

*) Several years earlier the same idea occurred to the Czechoslovakian. <-
mathematician Bolzano.
 F U N C T IO N S 11

form al point o f view, however, connects every function w ith a definite

analytical expression and one w ould therefore be tem pted to say th a t
y is expressed by “ different functions” during different stages of the
process.

T h e history of the developm ent o f functions and the practical

applications of this science have proved w ithout doubt the advantages
o f the form er point of view w hich has lib erated the concept of the
function from the b u rd en of a form ula as com pared to the fo rm al
concept w hich attem pts to subject the function to a definite outw ard,
form of expression.

A p a rt from general m ethodical a n d logical points o f view,

this advantage is further based on the fact th a t functions sim ilar to
the function ju st defined (i.e. a function w hich can be expressed by
different form ulae during different stages in the process of change of
the independent variable) occur quite often in n atu re an d tech n ical
problem s (particularly in physics, chem istry, therm odynam ics, etc.)..

§ 5. The geometrical representation of functions

T h e basic principles in the geom etrical representation ofi

functions (the construction of graphs) are studied in secondary schools
an d we shall here only m ake a few short rem arks in connection with
this problem .
By the g rap h o f the given function f (x ), we understand a
geom etric set o f points in a plane, the rectan g u lar co-ordinates x an d
y o f w hich are connected by the relationship y ~ f (x). I f the function.
f {x) is no t unduly com plicated then its g rap h usually represents a.
m ore or less straight line in the plane. T h e fact th a t each value o f x
(w ithin the region of definition o f the given function) corresponds to
a unique value of y — f (*) can be illustrated very simply by geom e­
trical m e a n s : every straight line w hich is p arallel to the OY-axis
intersects the graph of the function f (*) only a t one point. O th e r
curves w hich do not possess this property cannot, generally speaking,
serve as the g rap h of any function of the variable x ; on the other
h an d , every curve possessing this property is, evidently, the g rap h o f
a function, for every unique dependence o f y on x does, according
to the definition of the concept of a function, represent a certain
functional dependence.
T h e geom etrical representation o f functions is very im p o rtan t
in their study an d is therefore a very useful tool in m a th e m atica l
S2 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

analysis an d its applications. F rom the grap h o f a function we are

frequently able to see directly certain characteristics w hich could
‘o therw ise only be revealed by m eans of lengthy and com plicated
calculations—by studying the analytical expression or the com piled
tables for the given function.
Fig. 2 thus shows th a t the function f { x ) it represents grows
"(when x increases) along the sections a 2 a 3 an d <s4 <z5 an d decreases
along the sections a 2 a 2 and a 3 a±\ to obtain m ore detailed inform a­
tion, for exam ple, about the way in w hich the function decreases
along the section a 1 a 2, we can see directly from the grap h th a t a t the
beginning (near x = a j) the decrease takes place slowly, b u t later on
it goes rapidly (the steep d escent); the function decreases even m ore
rap id ly along the section a 3 a i ; w hile the increase of this function
is rap id along a 2 a 3 an d m uch slower along the section <2 4 <2 5.
'W ithin the region u n d er investigation this function reaches its
m axim um value a t the point x — a 3 an d its m inim um value a t the
p oint x = (2 4 . W e can see clearly from the graph w here the function
is positive an d w here it is negative, etc. All this inform ation ab o u t
the function could only be obtained w ith m uch g reater difficulty if
in stead of the g rap h we had used tables or the analytical expressions
o f this function.

T h e close relationship created by the geom etrical representation

of the function betw een the objects o f analysis u n d er investigation
(functions) an d the geom etrical objects (curves) enables one not only to
use visual representation in the study of the properties o f this or
-other function b u t, conversely, to use the num erous m ethods o f m a th e ­
m a tic al analysis for the study o f the geom etrical properties o f this or
o ther curve and, m oreover, a series o f general geom etrical propositions
can be established in this w ay. In fu tu re we shall m eet m any ex­
am ples of this kind. T h e connection betw een analysis an d geom etry,
the first step in w hich is the principle o f geom etrical representation o f
functions, is thus most useful for both m ath em atical sciences.
F U N C T IO N S 13-

§ 6. Elementary functions

In the historical developm ent of the science of functional depen­

dence a sm all group of functions was isolated from the endless
variety of different types ; these functions occurred frequently in
various problem s and thus cam e to be subjected to detailed study.
These functions are the so-called elementary functions. F u rth er stu­
dies in the developm ent of analysis acq u ain ted scientists w ith m any
o th er m ore com plicated functions w hich required ju st as m uch
atten tio n ; nevertheless even today elem entary functions are the basis
in the m any applications of analysis ; m oreover, in the study of other
m ore com plicated functional dependencies we do, as a rule, use the
w ell-know n properties of this classical group of elem entary functions.
T his group basically coincides w ith the set of functions w hich a r e -
usually studied in secondary schools ; therefore there is no need for.
us to consider the properties of elem entary functions here in greater
d etail ; we shall simply enum erate them an d m ake a few rem arks in 4
each case. Some special characteristics of these functions are con­
sidered later (§ 24). E lem entary functions cannot be isolated as a
g roup by any p a rtic u la r property and, as we have already said a b o v e ,.
this sm all group of functions cam e to be isolated in the historical
developm ent of this science as a n a tu ra l basis in the study of other
m ore com plicated functional dependencies both for the purpose o f
analysis an d for its applications.

1. Polynomials. The, simplest form of functional dependence

is provided by an a rb itra ry polynomial

y = a Q x n + a 1 x n ~ 1 + a 2x n ~ 2 -f- . . . + a n - 1x + a n,

w here * is the independent variable, n is an arb itra ry n a tu r a l'

n u m b er an d a 0, a i,..., a n are constants (the “ coefficients” of the poly­
nom ial). To o btain the values o f y for the given value o f x we m ust
perform over * and over the constants a series o f arithm etical op era­
tions (additions, subtractions, m ultiplications an d raising to integral
positive pow ers). Conversely, the result of a series of such operations
over x an d a rb itra ry constants can be represented by a polynom ial.
T herefore polynom ials are also known by the nam e o f rational integral
functions; they are know n as integral because the operations we
en um erated above do not include division, an d rational because these
operations do not include the extraction o f roots. Polynom ials are
the simplest exam ple o f functional dependence, because they can be
evaluated w ith the aid o f the sim plest-arithm etical o p eratio n s; there-
14 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

fore in the study of more com plicated functions attem pts are often
m ade to represent them , if only approxim ately, by polynom ials ; we
shall deal w ith this aspect in greater detail later.
2. Rational functions. I f division is ad d ed to the arith m etical
operations perform ed over x and the constants w hich we discussed
above, then we obtain as a result an arb itra ry rational (generally not an
integral) function of x, As an exam ple consider the functions
I 1 x2 + 1
y = v * rr r* * y =
etc. I t can be proved by elem entary algebra th a t every ratio n al
function can be represented as a relationship of two polynom ials, i.e.
in the form
P (x )
a)
J’ = a w
w here P (x) an d Q, (*) are polynomials. R atio n al functions, like
polynomials, can easily be evaluated for every value of the inde­
p endent variable x except for those values o f x for w hich Q (x) = 0 in
form ula (1) ; for these la tte r values of x the ratio n al function, as given
by form ula (1), rem ains indefinite ; these values correspond to values
of x w hich lie outside the ‘'region o f definition” o f the function y
in accordance w ith the definition of a region given in § 3 ; thus if_y is
given by the form ula
l
y = 1 - x2’

then its region of definition will be the whole n u m b er line w ith the
exception of the points x = l a n d x = — 1.

3. General power functions. By this nam e the fo llo w in g .

function is know n
y =
w here a is an a rb itra ry constant. T h e n a tu re of this function obviously
depends on the arithm etical n atu re o f a. I f a is a n integer then y
is a rational function (it is inetgral w hen a > 0). W hen a is a ratio n al
fraction, eg. a = p\q (w h erep an d q are integers a n d we can always
assum e th a t q > 0) then
v _
Xa — X q = % JxT *

is an irrational algebraic junction o f x (for the operations perform ed

over x include the extraction of a root o f an a rb itra ry degree q).
F U N C T IO N S 15

T h e values of this function can no longer be evaluated as simply as

those of a ratio n al function. T his is even m ore tru e in the case when
a is a n irratio n al nu m b er (i.e. for exam ple the function y — x ^ “ or
y — x ^ ) \ strictly speaking we do not know how to determ ine such
fu n c tio n s; we shall re tu rn to this question in §§ 17 an d 24.

T he region of definition of the function given by the form ula

y — x a depends on the n a tu re of the n u m b er a. I f a is a positive
integer then the whole num ber line serves as its region of d efin itio n ;
b u t w hen a is a negative integer or zero, i.e. a ^ 0, the point x = 0
m u st be excluded from this line. I f a = l/q, w here q is a positive
integer, then the function will be determ ined for all values of x
w hen q is odd, and only for x ^ 0, w hen q is even. T h e reader will
be able to determ ine for him self the region of definition of the
fu n ction x a w hen a = pjq, w here p an d q are integers. In cases where
a is irratio n al, its region of definition is the sem i-straight line x > 0,
as we shall learn in § 17-

4. Exponential functions. By this nam e the following function

is know n
y = a x,

w here a is a constant positive num ber. W e shall learn in §17 th at

th e whole nu m b er line serves as the region of definition of this
function. W e shall learn later some other im p o rtan t properties o f
this function. T h e value o fy for the. given value of x cannot, in this
case, be obtained by m eans of any know n finite sequence of opera­
tions (with the exception of the trivial case w hen a = 1 ); the func­
tio n a 1 is not a n algebraic function b u t a transcendental function *).

*) S tr ictly sp ea k in g th e p r o b le m is as fo llo w s : I f th e fu n c tio n ^ = f (x) o f th e

in d e p e n d en t v a ria b le x is o b ta in e d after p e r fo r m in g a fin ite n u m b e r o f a lg e b r a ic
o p era tio n s, as p ro v ed in a lg e b r a , th e n a p o ly n o m ia l P {x}y) o f tw o v a ria b le s exists
so th a t, id e n tic a lly {i.e. for a n y x) P [x , f (x )] = 0 . T h e co n v er se p ro p o sitio n is n ot
t r u e ; it m a y h a p p e n th a t th e p o ly n o m ia l P do.es e x ist, b u t th e fu n ctio n f (x) ca n n o t
b e ex p ressed in term s o f x b y m ea n s o f a fin ite n u m b e r o f a lg e b r a ic o p era tio n s.
I t is c u sto m a r y to c a ll th e fu n c tio n f (x) a n algebraic fu n c tio n if a p o ly n o m ia l P
ex ists for this fu n c tio n w h ic h possesses th e p ro p erties m e n tio n e d a b o v e . H e n c e th e
class o f a lg e b r a ic fu n c tio n is w id e r th a n th e class o f fu n ctio n s w h ich can b e
^expressed in term s o f a fin ite num ber o f a lg e b r a ic o p era tio n s. E v e ry n o n -
.a lg eb ra ic fu n ctio n is k n o w n as a transcendental fu n ctio n . T h e fu n ctio n s a x, lo g a x
(for e v e ry a > 0 , a 1), sin x , cos x, a rc sin x , a rc cos x, e tc . arc e x a m p le s o f tran s­
c e n d e n t a l fu n ctio n s.
16 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

5. Logarithmic functions. T h e function

y = log a*,
w here a is a constant positive n u m b er other th a n unity, is defined as
the inverse of the exponential function. T his m eans th a t it follows
fromjy = lo g a* th a t * = a v. T o be m ore exact this m eans th a t for
every x > 0, a single n u m b e ry exists w hich satisfies the relationship
a y = * ; this n u m b e ry is know n as the lo garithm o f x of the base (or
to the base) a and is denoted as lo g a*. Like the exponential function
the logarithm ic function is also a transcendental fu n c tio n ; a p a rt from
its great theoretical im portance it is also very im p o rtan t in calcula­
tions; its significance is m ainly due to the basic pro p erty o f this
fu nction: lo g a (a [3) = lo g a a + lo g a (3. T h e region of definition o f
a logarithm ic function of any base is the sem i-straight line x > 0.
6. Simpler trigonometrical functions. These functions a re the
following functions w hich are well-known from the school course o f
trigonom etry.
y = sin*, y = cos*, y = ta n * ,
y = cot*, y = sec*, y = cosec*.
T h e chief property of these functions is their periodicity, tan * an d
cot * have a period tz and the rem aining four functions a period 2 it.
T h e whole num ber line serves as the region of definition of the func­
tions sin * an d cos * ; the functions ta n * an d sec * are defined every­
w here except a t points of the type

y = (k + t )

an d the functions cot x and cosec*— everywhere except a t points o f the

type
y = }z i t .

w here h in both cases denotes an arb itra ry integer.

7. Inverse trigonometrical functions. G enerally speaking, the

function a (*) is said to be the inverse o f the given function / ( * ) i f
it follows from y = a (*)' th a t * = f {y) > W e have seen already
th a t the function lo g a * is the inverse of the function a x. In this
case the inverse function is unique. H ow ever it is quite possible-
for a given function to have several inverse fu n ctio n s; thus the fu n c­
tion * 2 evidently has the following inverse functions : + \ / x a n d ’
— \ / x , for it follows equally from y = + x an d from y = — y ' *•
t h a t * = y 2. I t is a well-known fact th a t each one of the sim pler
trigonom etrical functions has an infinite n u m b er o f inverse fu n ctio n s;;
F U N C T IO N S 17

these functions are know n as inverse trigonometrical functions. L et us

consider, for exam ple, the fam ily of functions inverse to the sine.
I f a is an a rb itra ry nu m b er confined betw een — 1 an d + ], then an
infinite n u m b e r of values of x exists for w hich sin x = a ; in p articu lar
one such value of jv can be found betw een — ttI2 an d f it is
denoted by sin-1 a, so th a t

---- ^ sm r1 a <1 } sin (sin-1 a) = a ;

it is obvious th a t the function sin-1 x is the inverse of the function

sin x ; sin-1 a is one of the angles whose sine is equal to a ; b u t in such
cases, as we know from trigonom etry, the general form of an arc, the
sine o f w hich is equal to a, is as follow s:
( — l)1' sin-1 a -f k n ,
w here k is an a rb itra ry integer. H ence each one of the functions
( — l ) fc sin-1 x k~ ,
w here k is an a rb itra ry integer, is a function inverse to the function
sin a:. T h e region of definition of all these functions is the line
— 1 ^ x ^ 1. Functions w hich are the inverse of other simple
trigonom etrical functions are analysed an d defined in a sim ilar way.
T h e functions considered in sections 1 to 7 include all the simple
elem entary functions. O th er elem entary functions are obtained
from the sim ple functions either by m eans of algebraic operations

I y = / ----- , y = 2 X (cos x — 2 sin *) |,

(_ 1 + X7T
o r by “ superim position” of functional operations
J_
o
_ y — log cos x , y = tan (1 -f- 2 ) J ’
w hich m eans th a t a certain function o f the independent variable is
first taken, an d then an o th er function of this function is taken, etc.
As a result of any n u m b er of operations of this kind, perform ed in
any o rd er in w hich the simple elem entary functions serve as a basis,
all elem entary functions are obtained. W e have already said above
th a t we shall study most of the properties of elem entary functions later
on. H ere, as a prelim inary review, we have dealt w ith only a few
sim ple functions.
 C H A P T E R II

ELEMENTARY THEORY OF LIMITS

§ 7. Infinitesimal Quantities
V ariable quantities w hich we m eet in n a tu ra l phenom ena a n d
in technical processes vary in very diverse ways. I f we were to
begin the study of the various modes o f change, one after a n o th er,
in the order in w hich we m eet them in our p ractical experiences or
in our n atu re studies, then this w ould be an unscientific a p p ro ach to
the problem . A botanist does not study all species o f plants w hich
happen to catch his eye, b u t begins by classifying his m aterial, d iv id ­
ing it into groups w hich resemble each other m ore or less closely,
an d only then proceeds w ith the study of each class of plants as a
w hole; similarly the m athem atician should try to divide all possible
types of changes in quantities into m ore or less extensive classes so as
to be able to analyse system atically all the properties w hich m em bers
o f a given class have in com m on. In doing this he alw ays begins
w ith the study o f the sim pler objects, because in the first place, he
learns by experience th a t the sim pler objects o f science are, in the
m ajority o f cases, o f utm ost im portance in its applications an d
secondly, it frequently happens in m athem atics, th a t after the
sim pler cases.have been studied, it is possible to b reak dow n the m ore
com plicated cases to these simple cases an d to study th em quickly
an d easily. T hus, w hen studying equations in alg eb ra we begin,
w ith the simplest case, i.e. w ith equations of the first degree w ith
one u n k n o w n ; this type o f equation is m ost com m on an d m ore
com plicated cases can often be broken dow n to this case.
T h e history of developm ent of our science has shown th a t the
simplest an d the m ost im p o rtan t type o f variable q uantities th a t can
subsequently be used in the study of m any o th er quantities, w hich
undergo m ore com plicated changes, are the so-called infinitesimal
quantities. T he leading role of quantities o f this type, bo th in

18
ELEMENTARY THEORY OF LIMITS 19

m a th e m atica l theory a n d in its practical applications is so great th a t

th e whole science of changing quantities is even today know n by the
:name of “ the analysis of infinitesim al q uantities” or “ the calculus of
infinitesim al quantities” . W e therefore begin our study o f variables
w ith this type o f changes.
Im agine a n a tu ra l phenom enon, or a technical process in which
a certain v ariable qu an tity .v participates. G enerally speaking, in
the course of a process, x will increase sometimes an d decrease a t
others. L et us now assum e th a t the absolute value o f x remains infinitesimal
during the whole process. L et us explain in g reater detail w hat this
m eans. L et us assume th a t we are given a small positive num ber, for
-example 0*001. From a certain m om ent o f the process onw ards we
shall always have \ x \ < 0 001. Assume th a t we are not satisfied with
-this degree of smallness an d th a t we w ant to have \ x \ < 0*000001.
In order to achieve this we shall have, generally speaking, to advance
the process to a further stage. B ut from a certain m om ent onw ards
we shall always have I v | < 0*000001. In general, irrespective of
th e infinitesim al q u antity z w hich we m ight choose, we shall sooner
o r later reach a m om ent in our process w hen | .v | < s always.
T h e q u an tity a*, the changes in which (in the given process)
d isplay the property described above, is known as an infinitesimal
q u a n tity (in the given process). H ence we arrive a t the following
definition :
The quantity x is said to be infinitesimal (in the given process) i f an
arbitrary constant positive number z is such that from a certain moment o f the
frocess onwards it will always remain < z.
Example 1. W hen the tem p eratu re is m ain tain ed a t a constant
level, the pressure p o the given mass of gas is inversely proportional
to its volum e v, i.e.,

w here c is a positive constant. If we increase the volum e o f the gas

indefinitely, then its pressure decreases; if the process]is continued
for a long tim e, i.e. the volum e o f the gas is sufficiently large, then
th e pressure o f the gas, as can be seen from form ula (1), becomes
(and w hen the gas expands further, rem ains) as sm all as we please.
T his m eans th a t in the process of the unlim ited expansion o f the
given mass o f gas its pressure is a n infinitesim al quantity.

Example 2. A ccording to the law o f gravitation the sun ^

.attracts the com et K w hich revolves ro u n d it (Fig. 3) w ith a force
 20 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

Y 3 w here k is a positive constant and r is the distance betw een th e

centres o f the two heavenly bodies. L et us assume th a t we are d e alin g
w ith a com et w hich only once appears w ithin the reach o f the so lar
system (hyperbolic orbit), after w hich it retracts indefinitely from it,
i.e. the distance r increases indefinitely after the com et has revolved1
round the sun. I t then becomes evident th a t the force o f attraction
becomes infin itesim al; no m a tte r how sm all the positive n u m b e r
we choose, this force of a ttractio n will becom e in the course o f this
process sm aller than s (a n d will rem ain so for ever, i.e. w hen the-
com et has retracted from the sun for a.
sufficiently g reat distance). T his means-
th a t the force w ith w hich the sun attracts,
the com et becomes an infinitesim al q u a n ­
tity in the course o f the infinite re tra c ­
tion of the comet.
Example 3. In the geom etrical p ro ­
gression.
i_ i ± i
2 5 4 ’ 8 ’ 2* 5***
F ig . 3
the rc’th term will be as sm all as we please^,
provided n is sufficiently great. This m eans th a t as n in creases
indefinitely, -^ n becomes infinitesimal.
In general, if 0 < ct < I, then (1 — a) n is a n infinitesim al
quantity w hen n increases indefinitely. In fact from
(I — a)( 1 + a) = 1 — a 2 < 1,
it follows th a t
1
1— a <
1+ a ’
an d therefore, w hen n > 0,
1
(1 - oc)n <
(1 + a ) " 5
b u t (1 + a) " > 1 ~t n a, as can readily be seen by expanding (1 -f a) n
by the binom ial form ula (or by proving it simply by the full m ethod of
in d u c tio n ); therefore, the q u a n tity (1 + a) ” becomes as large as we
please, provided?? is sufficiently large. O n the o th er h an d , we can
see from our inequality th a t the q u an tity (1 — a) n becomes as sm all
as we please, provided n is sufficiently large, w hich had to be proved*.
 E L E M E N T A R Y T H E O R Y O F L IM IT S 21
Example 4. Fig. 4 represents p a rt of the usual trigonom etrical
circle of u n it radius, so th a t
A D — D C = | sin .V | , arc AB = arc BC = | a |.

T h e straight line A D C is shorter th a n the arc ABC, i.e. 2 |sin a | < 2 |a |.

T herefore, by decreasing the absolute value of the angle a , we can
m ake the absolute value of the sine as small as we please. T his m eans
th a t in the process of infinitely dim inishing the absolute value of
a n angle, its sine becomes an infinitesimal quantity. This exam ple
differs from the preceding exam ple by the fact th a t sin a can be
both positive an d n e g a tiv e ; irrespective o f this it is an infinitesi­
m al q u antity, for according to the defini­
tion o f an infinitesim al quantity, this type
o f change is connected only w ith the
absolute value o f the q u antity.
E xam ples. T h e deflection of the pen ­
d u lu m from the vertical position in Fig. 5
is m easured by the angle 9; it is conveni­
e n t to re g a rd this angle as positive when
deflection occurs to one side (for exam ple, F ig. 4
to the right), and as negative w hen deflec­
tion is to the o ther (to the left). I f the pendulum is left to itself
(i.e. w hen its m ovem ent is not supported by a spring or w eight), then as
a result o f the friction o f the m echanism an d the resistance o f the air,
its am plitude o f vibration will continuously decrease. In course
o f this m ovem ent the q u an tity 9 becomes both positive and negative
a n d passes through the zero position each tim e there is a change of
sign. T h e graph showing the dependence o f the angle 9 on the tim e t is
schem atically represented in Fig. 6 (curve o f d am ped oscillattions). In
course of tim e the height o f the waves drops conti­
nuously, w hich indicates a g rad u al dim inution in the
am plitude of vibrations. No m a tte r how small the
positive nu m b er c, sooner or later a m om ent will be
reached w hen [ 9 | < z always. T his m eans th a t in
the phenom enon u n d er .consideration the angle 9 is an
infinitesim al quantity. W e are dealing here w ith an
infinitesim al q u an tity w hich changes by acquiring
alternately positive and negative values.

I f the vibration of the pendulum is supported

by certain m eans w ith the constant expenditure of a form o f energy
(for exam ple, by using an unw inding spring or descending w eight).
22 A C O U R S E O F M A T H E M A T IC A L A N A L Y S IS '

then the dependence o f the angle d on tim e will have the form re p re ­
sented in Fig. 7 (curve of undam ped oscillations). In this case the angle-
6 will no longer be an infinitesim al q u a n tity ; it is tru e to say th a t
in course of tim e | 6 | becomes an infinitesim al q u an tity (or even
zero); however, no m atter how long we w ait,, we shall never reach
the m om ent after w hich we shall always have | 6 | < J a,. w here a is-1
the am plitude of (the undam ped) vibrations of the pendulum .
A com parison of the examples shows th a t infinitesim al q u a n titie s
can have m any d iverse modes of change ; nevertheless th eir inclusion
in a single class presents, as we shall see on m any occasions la te r o n ,
a very convenient m ethod of investigation.

JVote. T h e term c‘infinitesimal q u a n tity ” has been so well-

established historically that it is very difficult to replace it by any o th e r
term w ithout causing chaos in scientific term inology. H ow ever, this
term is ra th e r unfortunate an d from the pedagogical point of view it
conceals a danger ab o u t w hich the student m ust be w arned. T h e
w ord “ infinitesim al” sounds as if it were intended to indicate th e
dimension of the q u antity in question an d the student frequently
connects the term “ infinitesim al” with the concept of a “ very sm all”
q u an tity or a “ negligible q u an tity ” . T his is qu ite incorrect T h e te rm
“ infinitesim al” describes, by its definition, not the dimensions, o f a
qu antity, b u t the character o f its change. It w ould, of course, be m ore
correct to call such quantities not “ infinitesim al” b u t “ indefinitely
decreasing.”
ELEMENTARY THEORY OF LIMITS 23

§ 8. Operations with Infinitesimal Quantities

T h e w ide application of infinitesim al quantities to changes

occurring in the w orld is m ade considerably easier by the fact th a t as
a result of the sim pler algebraic operations w ith infinitesimal
q u an titie s, other infinitesim al quantities are obtained. W e shall now
form ulate this property in several simple theorems.

Theorem 1. The algebraic sum o f a constant number o f infinitesimal

quantities is an infinitesimal quantity.

Proof. L et s = ,Yj f x 2 dr ... dr*„, w here .\'i, x 2, ..., x n are

infinitesim al quantities and the num ber n is a constant. It is to be
proved th a t the q u a n tity ^ is infinitesimal.
L et z be an a rb itra ry positive n u m b e r; in th a t case the n um ber
z f n will also be positive and constant. Since xx is an infinitesim al
q u an tity , we shall reach a m om ent in ou r process after which we shall
always have

th e sam e applies to .v2 w hich is also an infinitesimal q u an tity and

will also, in the course of the process, reach a point after which we
shall always have

the sam e also applies to .r3, .v4, ..., x n. H ence the absolute value o f
every term of the sum s sooner or later reaches a m om ent after which
it alw ays rem ains sm aller th an s j n ; the m om ents w hen this inequa­
lity is reached will, generally speaking, vary for different terms.
H ow ever the nu m b er of these m om ents is equal to the n u m ber o f
term s n and am ong them the latest m om ent can be fo u n d ; from this
latest m om ent onw ards all the n inequalities will always be satisfied :

. | Z . Z . | z
vl ^ 3 \ X2 , .. •, v n \ ^ ’
n n n

an d therefore, the inequality obtained as a result o f term -to-term

ad d itio n will also be satisfied

i i i i t £
x 1 \ d* I X .) I -f- •. ♦ d“ I x n I < n • --- = £3
n
24 A C O U R SE OF M ATHEM ATICAL ANALYSIS

an d therefore,*)
n

Is < 2 **l < E -

k= 1

W e have thus shown th a t no m a tte r how small the positive

num ber e is, a point will be reached in the process after which we shall
always have \ s | < e. T his m eans th a t s is an infinitesimal quantity.
T heorem 1 is thus proved.
In order to prove the other theorem s we m ust introduce one
m ore concept, w hich in future, will prove to be of g reat im portance.
W e say th a t a certain q u an tity y w hich participates in a given
process is limited (in this process), if there exists a positive n u m b er C an d
there is a m om ent in this process after w hich we always have |jy| < C.
T his definition som ew hat resembles the definition of an infinitesim al
q u a n tity ; however^ - there is an essential difference: an infinitesim al
q u an tity should in the course of the process becom e an d rem ain
(by its absolute value) sm aller th a n an arbitrary positive" n u m ber
a n d a lim ited qu an tity should be sm aller th an at least one positive
num ber. I t therefore, follows th a t every infinitesimal quantity is also
a limited small quantity. But the converse statem ent is n o t true. T hus
the distance of the earth (or any other planet) from the sun is,
evidently, a lim ited quan tity , b u t it is not an infinitesim al qu an tity .
A nother exam ple: if the nu m b er x increases continuously, then *•

*) H e r e an d elsew h er e w e are u sin g th e a b b r ev ia ted n o ta tio n o f a su m w h ic h

is g en er a lly a cc ep te d in m a th e m a tic s :

••• an — a k>

w h ere m an d n (m < n) are arb itra ry in teg ers, a k (m ^ k <^n) are a rb itrary
n um bers ; thu s for e x a m p le
8

k --= 3

d en o tes the su m
J_ _1_ 1 1 1 1
32 + 4 2 + 52 + (32 + 7 T + If 2 ■
T h e in e q u a lity in th e te x t is b ased on th e w e ll-k n o w n a lg e b r a ic ru le : the absolute
value of an algebraic sum does not exceed the sum of the absolute values of the terms.
E L E M E N T A R Y T H E O R Y O F L IM IT S 25

•sin x is a lim ited qu an tity (because we always have |sin x | < 2), b u t
it is n ot .an infinitesim al q u an tity (because, in any case, we obtain
th e value | sin a* | = 1 again and again). Therefore the concept of a
lim ited q u an tity is w ider (more general) th a n the concept o f an
infinitesim al quan tity .

Theorem 2. The product o f an infinitesimal quantity and a limited

■quantity is an .infinitesimal quantity.

Proof. L et us assume th a t in a certain process x is an infinitesi­

m a l q u an tity and y is a lim ited q u an tity an d let e be an a rb itra ry
positive constant. I t follows from the definition o f the limited
q u a n tity y th a t a n u m b er C exists w hich is such th a t from a certain
m om ent -of our process onw ards we always have \y \ < c . O n the
o th er h a n d , from an o th er m om ent onw ards (owing to the infinitesi­
m alness of x), we .have | * | < «/c. H ence after the occurrence of
the la tte r of the two m om ents, bo th inequalities | y \ < c and \ x \ <. tjc
will be satisfied ; hence the inequality obtained as a - result o f the
term -by-term m ultiplication
£
| xy | = | x | . | y | < — . c = e.

w ill also'be satisfied.

T h e fact th a t the n u m b er e can be chosen arb itrarily m eans
th a t xy is an infinitesim al quan tity , w hich proves the theorem 2.
Corollary 1. The product o f an infinitesimal quantity and a constant
as an infinitesimal quantity.
W e saw above th a t every infinitesim al q u an tity is also lim ited;
~we therefore have
Corollary 2. The product o f two infinitesimal quantities is an infinitesi­
mal quantity.
By m eans o f the m ethod of induction this proposition can be
extended to include any num ber of factors. I f x l9 x 2, x 3 are infini­
tesimals, th en as a result of the corollary 2, the p ro d u ct x x x 2 is also
in finitesim al; this, as a result of the same corollary 2, shows th at
(x j x 2) x 3 = Xi x2 x3 m ust also be an infinitesim al q uantity. From
th ree Ifactors we can go o n to four factors, etc. W e therefore have
Corollary 3. The product o f any constant number o f infinitesimal
quantities is an infinitesimal quantity.

A nd, in p articu lar,

26 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

Corollary 4. An arbitrary positive integral power o f an infinitesimal'

quantity is an infinitesimal quantity.

W e can thus see th at the operations o f addition, su b tra c tio n 1

an d raising to an integral positive pow er perform ed an y n u m b er of
times an d in any order over infinitesim al quantities result in o ther
infinitesim al quantities. It is not by chance th a t these operations
do not include division. T h e quotient of two infinitesim al q u a n titie s-
m ay not be an infinitesim al quantity. In fact, let us assume th a t
the q u antity x w hich is involved in a certain process is infinitesimal.
It follows from corollary 4 th at the q u an tity x 2 will also be am
infinitesim al q u an tity in this process. Let us assume, for the sake-
of simplicity, th a t x is never z e ro ; in this event each one o f the th ree
fractions
O
X X X
9 5 O
X 3 X 3 X m

represents the quotient of two infinitesim al quantities. T h e first

fraction is equal to x an d is therefore infinitesim al; the second
fraction is equal to unity an d is therefore lim ited, but not infinitesi­
m a l; finally the third fraction is equal to \/x ; thus in our process,
as [ x ! tends to become infinitesimal, j I Jx \ = 1/| * | tends to become-
as large as we please and therefore 1/v, i.e.} our third, fraction, is
not only not infinitesim al, b u t it is not even lim ited.

I f the qu an tity x which participates in a process is equal to zero

throughout this process, then |* | is at every m om ent o f this process-
sm aller th an an a rb itra ry positive nu m b er s. I t follows from the
definition of an infinitesim al qu an tity th a t x m ust be infinitesim al:

A quantity which is equal to zero through a process is an infinitesimal

quantity in this process.

§ 9. Infinitely Large Quantities

W e shall now study an o th er aspect o f changes in quantities-

w hich is the opposite of infinitesim alness.

A quantity x is said to be an infinitely large quantity in a given process

i f from a certain moment o f this process onwards it becomes greater than m
positive number A 3 which can be as large as we please, so that we have always:
| * | > A.
E L E M E N T A R Y T H E O R Y O F L IM IT S 27'

Infinite greatness, like infinitesimalness, is thus fully defined*

by the behaviour o f the absolute value o f the given quantity, quite ■
a p a rt from its sign, so th a t together w ith *, the q u an tity | .v | m ust
also be infinitely large. W ith regard to an infinitely large q u an tity
the sam e w arning m ust be given as th a t given in § 7 : infinite g reat­
ness does not tell us the dim ensions of the quantity studied and tells
us only of the m a n n er in w hich it ch an g es; it is therefore incorrect
to connect the concept of an “ infinitely large q u a n tity ” w ith the
concept of a qu an tity w ith very large dimensions.
Exam ple 1. T h e distance r from the sun to the comet in the
exam ple 2, § 7, is an infinitely large q u an tity in the process of
m ovem ent of the comet.

Exam ple 2. I f the acute angle .v approaches a rig h t angle, then

tan x in this process is an infinitely large q uantity. T h e same thing
will take place when the obtuse angle .v approaches a right angle (in
this case ta n .v is negative).
Exam ple 3. I f the n u m b er n increases indefinitely, them
( — 1) n 2 n is an infinitely large q u antity (since j ( — \ ) n 2 n | = 2 n).
It can be seen from this exam ple th a t a n infinitely large qu an tity ,
like an infinitesim al q uantity, can change its sign in the course o f the ■
process an infinite num ber of times.
Exam ple 4. In the exam ple 3, § 7, we saw th a t for every cons­
ta n t a > 0, the q u an tity (1 + a) n is an infinitely large q u an tity
w hen ft —> go .
L et us now consider the operation w ith infinitely large q u a n ­
tities. T h e sum of two infinitely large quantities need not necessarily
be an infinitely large q uantity, as can be seen from the follow ing'
sim ple exam ple : if .v is a n infinitely large quan tity , then as we saw,.
— .v will also be an infinitely large qu an tity ; the sum of these two-
quantities is alw ays equal to zero, i.e. it is an infinitesim al q u an tity .
W e have, how ever, the following im p o rtan t theorem s :
Theorem 1. The sum o f two quantities, one o f which is infinitely
large and the other is a limited quantity, is an infinitely large quantity.
. Proof. L et us assume th a t in the given process * is infinitely large -
an d y is a lim ited q u an tity . A positive num ber C exists w hich is such
th a t from a certain m om ent of our process onw ards we always have
| y | < C; let A b e a n a rb itra ry positive n u m b e r; owing to the fact
th a t x is infinitely large, there will be an o th er m om ent in our process-
28 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

after which we always have | x | > A 4- C. H ence by choosing the

la tte r of the two m om ents, we shall always h av e after th a t in sta n t:
| * ] > A -f C, | y | < C,
hence *)
| .v -f y I ^ | * | — Iy I > -4 + C — C = A.
O w ing to the fact th a t the num b er A is arb itra rily large, this
proves th a t x -f y is an infinitely large qu an tity .
If, as we saw above, the addition of infinitely large q u an tities
does not always lead to infinitely large quantities, th en on the o th er
hand, the m ultiplication of infinitely large quantities follows the sam e
rule as the m ultiplication of infinitely small quantities.

Theorem 2. The product o f two infinitely large quantities is an

infinitely large quantity.

Proof. T he reader is by now w ell-acquainted w ith the a rg u ­

m ents used for proving theorem s of this kind ; we can, therefore, tre a t
the proof m ore briefly. If xx an d xz are infinitely g reat in the given
process and if A is an a rb itra ry positive num ber, then from a certain
m om ent of the process onw ards | | > V A, a n d from an o th er
m om ent onw ards | x 2 ] > \S A ; b u t from the la tte r of the two
m om ents onw ards | x 1 x 2 | = I * i | . | x 2 | > A, w hich proves the
theorem .

From this, in the sam e w ay as w ith infinitesim al quantities, we

o btain w ith the aid of induction :

Corollary. The product o f an arbitrary constant number o f infinitely

large quantities is an infinitely large quantity.

T h e following proposition connects the concept of an infinitely

large quantity w ith the concept of an infinitely small q u a n tity :

Theorem 3. I f x is an infinitesimal quantity which is never zero,

then 1jx is an injinitely large quantity, conversely, i f x is an infinitely large
quantity which is never zero, then 1jx is an infinitesimal quantity.

T o prove this it is sufficient to note th a t the inequality ] a" ) < s:

is equivalent to the inequality 1/| * | > 1/e, an d if the n u m b er e is as
sm all as we please, then the n u m b er 1jz is as large as we please.

*) W e are u sin g h ere a ru le w h ic h is w e ll-k n o w n in e le m e n ta r y a lg e b r a : the

absolute vatue of a sum is not tess than the difference of the absolute values of its terms.
E L E M E N T A R Y T H E O R Y O F L IM IT S 29'

§ 10. Q uantities which tend to Limits

In the above sections we have dealt w ith some of the simple -
types of changes in quantities, i.e. we have considered quantities
w hich decreased indefinitely an d other quantities w hich increased
indefinitely an d w hich are know n as infinitesim al an d infinitely
large q u antities respectively. Following o u r scheme, we shall now
consider the next large class o f a type of change and in doings, so we
shall find the concept o f infinitesim al quantities very useful.
In practice and in n a tu ra l phenom ena it happens frequently
th a t the variable q u a n tity x tends to come infinitely close to a certain
constant a, so th a t in the course of the process the absolute value o f ’
the difference betw een these quantities becomes infinitesim al; in
such cases it is said th a t the q u an tity x has a limit a in the given
process or th a t it tends to a. T his is denoted as follows : lim x —<2, or
x -> a. the two forms of no tatio n are equivalent. T he w ord lim is
m ad e up of the first three letters of the latin w ord limes which means
limits or b o undary ; b ut the w ord should be read in English, i.e.
“ lim it” .
It is obvious th a t the q u an tity x can n o t, in this case, have two-
different lim its : in fact, if x -> a a and x -> a 2, then the absolute
values o f the quantities * — <21 an d x — a 2 becom e an d rem ain
infinitesim al in the given pro cess; hence th eir difference, i.e. the
absolute values o f the constant a 2 — a x m ust, in the course of the
process, also becom e and rem ain infinitesim al, w hich is only possible
w hen a 2 = a 1 .
As we have just said above, the relationship lim x-> a (or x —►a),
w here a m ust be a constant, m eans th a t the absolute value o f the
difference x — <2 becomes and rem ains in the course o f the given process
as sm all as we please, i.e. it is sm aller th a n an a rb itra ry constant
positive num ber. B ut, by definition, a q u an tity which changes in
this m a n n e r is an infinitesim al q u an tity . W e can therefore say th a t
The quantity x tends in the given process to a constant quantity a {or,
which is equivalent, it has as its limit the constant quantity a), provided the
difference x —a is an infinitesimal quantity in this process.
Exam ple 1. A h eated body (tem p eratu re T x) is im m ersed in
w ater (tem perature T 2 < T f). T h e body cools dow n gradually (T r
falls) an d the surrounding w ater w arm s up (T 2 rises); both quantities
T x and T 2 thus tend indefinitely tow ards an average tem p eratu re
T ( T 2 < T < T a), so th a t, in the course of the process the differ­
ences T 1 — T an d T 2 — T becom e infinitesimal.
,30 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

W e thus have
lira T 1 = T 9 lim T 2 = T

or T 1 -> T , T2 T .

Exam ple 2. A coin is throw n n times in succession and after

each throw it is noted w hether the head or tail turns upw ards. Let
us assume th a t after the coin is throw n n times, the head appears m
times a t the top ;as n increases m, increases as well. Experience shows
th a t w hen the coin is geom etrically regular an d physically hom o­
geneous, then, provided it is throw n a great m any times, the head
will ap p ear a t the top h a lf the num ber o f times, i.e. the relationship
.mjn tends to 1/2 ; we can take it to be proved em pirically th a t the
.absolute value of the difference

n 2

w hen n increases indefinitely (by becom ing both positive an d negative),

rem ains in the end as small as we please, i.e. this difference becomes
•an infinitesimal q u an tity as the n u m b er o f times the coin is throw n
increases indefinitely. T herefore in our process
m 1
n

Exam ple 3. I f the quantity * in a certain process is infinitesim al,

then the q u a n tity y = a + bx + c x 2, w here a, b an d c are constants,
•tends to the lim it a in this process. In fact, y — a = bx + c x 2 and
df x is infinitesimal, then the theorem in § 8 enables us to say th a t the
•q u an tity bx-\-cx2 is also infinitesim al.

Exam ple 4. If in a certain process the q u an tity * is infinitesim al,

'then cos x tends to unity as its lim it. In fact, from a certain m om ent
•of the process onw ards | at ] <C 77/ 2 , i.e. the angle x is an acute angle
.and cos .v > 0. It follows from the relationship 1 — co s2 * = s in 2.*
•that

0 ^ 1 — cos*

.and owing to the fact th a t a p a rt from *, sin * is also an infiniteism al

q u an tity (exam ple 4, § 7), it follows th a t sin2 * (corollary 4 o f theorem
-2, § 8) and the q u an tity 1 cos* are also infinitesim al an d a re
E L E M E N T A R Y T H E O R Y O F L IM IT S 31

‘Confined betw een zero and the infinitesim al value s in 2 x ; b u t in o u r

process this m eans th at

, COS X 1 .

Example 5. L et us prove th a t for every constant a > 0 the

•quantity V a tends to unity as its lim it, provided n increases
indefinitely. In fact let it be given arb itrarily th a t £ > 0 ; we know
(exam ple 3, § 7) th a t as n increases indefinitely, the q u an tity (1 — s) n
is an infinitesim al q u an tity an d the q u an tity (1 + e) n is an
infinitely large q u a n tity ; therefore provided n is sufficiently large, we
have

(1 — t ) n < a < (1 + s) " ,

hence 1 — s < %/a < 1 + s ,

■or \/a — 1| < s ,

w hich proves ou r proposition.

T h e above exam ples show us th a t the w ay in w hich a variable

^quantity tends to its lim it can be very diverse in character. T hus in
exam ple 1 the tem p eratu re T x tends to its lim it T by decreasing
continuously; On the other h an d , the tem p eratu re T 2 (in the same
exam ple) tends to this sam e lim it T by increasing continuously. In
•example 2 (the experim ent w ith throw ing a coin) theory an d practice
show us th a t by increasing the nu m b er of times the coin is throw n, the
“ fraction of h ead s” m\n becomes g reater an d sm aller, (and sometimes
equal to) 1/2; we are dealing here w ith a q u an tity w hich increases
.and decreases in the process u n d er consideration while it tends
tow ards its lim it.

In spite of the fact th a t quantities show great differences in

behaviour when tending tow ards their lim it, they also share m any
properties in c o m m o n ; this makes it possible to include them in the
-same class. W e shall now study some of their properties.

Theorem 1. A quantity which tends to a limit in a given process is a

.limited quantity in this process.

Proof. L et us assum e th a t in a certain process x a. In this

c ase the difference * — a is infinitesim al an d , therefore, from a
32 A C O U R S E O F M A T H E M A T IC A L ANALYSIS-

certain m om ent of the process onw ards \ x — a J < 1; hence ow ing to

the fact th a t x = a + {x — a), we have
| * | ^ | a | -f- | a: — a | < | a | -r 1
This inequality, on the right-hand side of w hich stands a*
certain constant positive num ber, is satisfied from a certain m om ent
o f the process onw ards; b u t this m eans th a t the q u an tity x is-
lim ited in this process.
Theorem 2. I f in a certain process x -> a and a > o, then from' a
certain moment o f the process onwards we shall always have x > o.
In other words, if a given qu an tity has a positive lim it, then
from a certain m om ent o f the process onw ards the q u a n tity itself
will be positive.
Proof. L et b be an a rb itra ry positive n u m ber sm aller th a o
a (0 < b < a). O w ing to the fact th a t the difference x — a is
infinitesim al, we shall have from a certain m om ent o f the process-
onw ards
\x — a | < b ;
since x = a + (x — a), we have from th a t m om ent onw ards
x ^ a —|x — a| > a — b > 0 ,
w hich h a d to be proved.
Corollary 1. I f in a certain process x —>- a and a < 0, then from a"
certain moment o f the process onwards we shall always have x < 0.
Corollary 2. I f x —> a, and from a certain moment o f the process
onwards x ^ 0, then < 2 ^ 0 . I f from a certain moment o f the process onwards
x ^ 0, th en <2 ^ 0 .
T h e proof o f both these corollaries is so obvious th a t we shall
n o t give it here.

L et us now assume th a t in a certain process * —►0. T his, as w e

know, is equivalent to the fact th a t x — 0 = x is an infinitesimal-
q u an tity ; we thus arrive a t the following p ro p o sitio n :
Theorem 3. Every infinitesimal quantity has zero as its limit andy
conversely, every quantity which tends to zero is infinitesimal.

T his theorem is very im p o rtan t. I t shows th a t infinitesim al

quantities w hich we considered earlier are a p a rtic u la r case o f
q uantities w hich tend to a lim it. O n the o th er h an d , infinitely
large quantities cannot ten d to a lim it; this follows from theorem 1y
for, evidently, an infinitely large q u an tity cannot be lim ited.
 E L E M E N T A R Y T H E O R Y O F L IM IT S 33
W e have fin a lly :
Theorem 4. Every constant a is its own limit.
In order to prove this it is sufficient to say th a t the relationship
a a is equivalent to the fact th a t a — a m ust be an infinitesim al
q u a n tity ; b u t a — a = 0 an d the constant zero is, as we know, always
an infinitesim al q u an tity (cf. end of § 8).
O th e r properties of quantities which tend to limits are con­
nected w ith operations w ith these q u an tities; we shall deal w ith
these in the following p a ra g rap h .

§ 11. Operations with quantities which tend to limits

Theorem 1. I f in a certain process x1 —> aA, x2 —»- a2, ... ,
xn -> an , then
Xi zb x2 ± ••• zb xn — a1 i a2 i t . . . zb an.
T his theorem is frequently form ulated as follow s: the lim it of
an algebraic sum (w ith a constant nu m b er of terms) is equal to the
algebraic sum of lim its; this form ulation is even m ore obvious if
the theorem is w ritten dow n in its equivalent fo rm :
lim (*i dz x2 zh ••• zb *«) = lim xi ± lim x2 zb ... zb lim # n.
I t is only necessary to rem em ber th a t it is assumed th a t each term
has a lim it; this is the necessary req u irem en t o f this th eo rem ; on
the other h a n d the existence of a lim it of the algebraic sum as a
whole is th en no longer assum ed b u t m ain tain ed (and, of course,
proved). T he full (b u t ra th e r lengthy) form ulation of theorem 1
should read as follow s: I f in a certain process every quantity x%(1 ^ i ^ n)
has a limit, then the algebraic sum o f these quantities also has a limit and
this limit o f the algebraic sum is equal to the algebraic sum o f the limits o f
terms This note also refers to all subsequent theorem s of this kind.
Proof. I t follows from the assum ptions m ade w ith regard to
this theorem th a t in the given process all the differences
Xy flj —oq, x2 a2 : CC2 , ••• j xn an ccn
are infinitesim al quantities. I t follows from theorem 1, § 8 th a t th eir
algebraic sum a A ± a2 zb . . . -L a* is also an infinitesim al q u an tity
b u t this algebraic sum is, evidently, equal to
(*j zb x2 zb ± .* n ) “ (ai ± az i . . . zb an) ;
from w hich it follows directly th a t
*1 ± X2 ± . . . zb Xn ax zb a2 zb . . . zb aM
a n d the present theorem is thus proved.
34 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

Theorem 2. I f in a certain process xx -> al9 x2 -> a2i ••• > *n

then
xt x2 ... Xn ai a2 ... an.

Procf. T o begin w ith, let us prove this theorem for two factors
(n = 2). L et us assume th a t — flj = «i, * 2 — 02 = a 2 a n d th at
oq and a 2 are infinitesim al quantities. H ence

X\ = <2i 4~ oq, x2 = a2 4~ oc2,

#1*2 ~ a l a 2 4" ^1^2 4 ~ ^2a l + a l a 2?

X]AT2 — f l] # 2 = ^1*^2 ~ b ^ 2 a l 4 “ & la 2*

O n the right-hand side of the last equatio n all the three term s are
infinitesim al (the first two as a result of corollary 1, an d the last as
a result of corollary 2 o f theorem 2, § 8 ); it follows from theorem
1, § 8 th a t the rig h t-h an d sides and therefore also the left-hand sides
are infinitesimals. But the infinitesim alness of the difference
*i *2 — ai a?. m eans th a t xL x2 —> a La2; hence we prove the th eo rem
in the case when n — 2. I t is not difficult to prove the theorem
for n = 3, an d later for n — 4, e tc .; thus for exam ple if x 3 -> a 3
an d the theorem is already proved for n — 2. H ence

lim x2 x3) = lim [(aq *2) a3] = lim (aq x2) lim *3 —
= lim xl lim x2 lim a3,

w hich proves the theorem 2 for n = 3.

, Theorem 3. I f in a certain process x -> a and k is a constant, then

kx -> ka.

O w ing to the fact th a t k -> k as a result o f the theorem 4, § 10,

it follows th a t theorem 3 is an im m ediate corollary of theorem 2.
T heorem 3 can also be form ulated as follow s:

lim (&a) = k lim x3

as a result of w hich this theorem can also be form ulated as follow s:

a constant factor can be taken outside the limit sign.

Theorem 4. I f in a certain process a —>■a and n is an arbitrary constant

natural number, then xn an.

T his theorem is obviously a particu lar case of theorem 2.

T heorem 5 follows from the theorem s 4, 3 a n d 1.

E L E M E N T A R Y T H E O R Y O F L IM IT S 35

Theorem 5. I f P (x) = a 0x n + a 1x n~1 -f ... +

is an arbitrary polynomial o f x arid i f in a certain process x a, then in this
process P (x) -> P(a).

Example. L et P (x) — 2 x 3 — 4 x 2 + 5* — 12. I f in a cer­

ta in process * 2, then

P(x) - > P ( 2 ) = - 2 .

So far we have only studied the operations o f addition, subtrac­

tio n , m ultiplication an d raising to a power w ith a constant n atu ral
index as applied to quantities w hich tend to limits. W e shall now
go on w ith theorem s connected w ith division.

Theorem 6. I f in a certain process x -> a and a ^ 0, then

1 / x —>■ 1 j a in this process.

Proof. T o begin w ith, it follows from theorem 2, § 10 (orfrom its

first corollary) th a t because a ^ 0, we have from a certain m om ent
onw ards x 0, so th a t 1 / # is not devoid o f m eaning. F urtherm ore,
ow ing to the fact th a t x — a is an infinitesim al quantity, we shall
have from a certain m om ent onw ards | * — a | < i | a | an d therefore

| * | = | a + (a — a ) \ ~ ^ \ a \ — \x — a \ > \ a { — \ \ a \ — \ \ a\.

bonce

J_ A
\ x\ ^ Ia f
1 2
w hich m eans th a t —
ax ij < ~T-
ar

T his inequality shows th a t 1 1 ax is a bounded q u an tity in our process

T herefore the qu an tity
1 1 1 , .
— — — = — (a — x)
x a ax

as a result of theorem 2, § 8 is an infinitesim al q uantity, w hich m eans

th a t 1J x 1 la. T heorem 6 is thus proved.

Theorem 7. I f in a certain process X \ —> a ri x 2 ~^ &2 and i f

a2 0, then x 1l x 2 —> a 1/ a 2>

T h e p ro o f of this theorem follows directly from the theorem s 6

a n d 2 (/i = 2).
 36 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

' Corollary. I f P (*) and CLM are two arbitrary polynomial^ o f x and
in a certain process x —>■ a and ( f (a) 0, then ^-<w

P (x) P (a)
' ■■ > Q( a) '
I t follows from the fact th a t x a and from th eo rem 5 th a t
P(x) P{a), Q,(x) Q (a); therefore the relation to be proved is a
p a rtic u la r case of theorem 7.

Theorem 7 enables us to express the lim it o f a fraction ip term s

of the limits of the n u m erato r an d the denom inator of this .fraction
in all cases when these lim its exist an d when the lim it of the. {iepomi-
n ator is other th an 0. I f a 2 = 0, then this theorem can n o t be used
for the study of the fraction x i j x 2. I t can be readily seen th a t w hen
a o = 0, the fraction x 1j x 2 can only have a lim it p ro v id e d 1'a 2 = .0 ;
since x 1 = {x\ l x2) x 2, then provided lim x 2 = 0 an d th ere is‘ a
lim X i l x 2 = b, we have from theorem 2 (n = 2):
; ■J*t • . J

X i ''
a x — lim Xj = lim — lim x 2 = b . 0 = 0. ...
X 2

H ence we arrive a t the following conclusion.

' :I \i . ,1
Theorem 8. I f the denominator o f a fraction is infinitesimal, then the
fraction can only have a limit provided its numerator is also infinitesimal

In this case the given fraction represents a q u o tien t o f two

infinitesim al quantities. Such a quotient, as we saw in § 8, can
change in very diverse w ay s; therefore every case m ust be studied on
its own m erit. W e m ust, how ever, em phasize th a t the analysis o f
the m ode of change w hich is characteristic of one or o th er ratio o f
two infinitesimal quantities is, as we shall see later, one o f 'th e m ost
im p o rtan t problem s in m athem atical analysis. A t the end* o f this
section we shall consider a definite case of a problem o f this kind.
l
Before doing this, how ever, we shall establish two m ore proposi­
tions w hich are very im p o rtan t in the assessment an d the!;p ractical
evaluation of limits of variable quantities. .. ; j

Theorem 9. I f x a, y -> b and beginning from a certain moment

o f the process x ^ y implies a ^ b.

For proving this theorem , it is only necessary to apply corollary

2 of theorem 2, § 10 to the difference x — y . .*
 E L E M E N T A R Y T H E O R Y O F L IM IT S 37

‘ Theorem 10. I f starting from some moment o f the process we always

have ij.v .>

| X i ^ a; ^ ,v2, 1’ (1)
'' ' \ ( '■ , ■ .

and i f the quantities x x and x 2 tend in this process to the same limit a, then, a is
the limit o f x.

Proof. I t follows from (1) th a t

0 ^ x — *1 < x 2 — x i,

hence

\x — *i! < | * 2 — * i| ; (2)

b u t lim (x 2 — *i) = lim x 2 — lim x ± = a — tz = 0, so th a t x 2 — * i
is in fin itesim al; it follows from (2) th a t * — x ± is also infinitesimal,
so th a t * — j c j ^ - 0 ; b ut

x = xx {x — * i) ;
since x 1 —> a an d x — x ± —> 0, therefore x —> a + 0 = a, w hich was
to be;proved. , ;
T h e im portance of theorem 10 is due to the fact th a t in definite
cases the q u an tity x, the lim it of w hich we are trying t o ,fin d ,■has
som etim es a com plicated form difficult to analyse, w hich makes our
problem very difficult ; it is then possible to say th a t x always lies
betw een two other quantities Xi an d
x 2 w hich have a considerably sim pler
form : if we also succeed in showing
th a t the quantities x 1 and x 2 tend to
th e same lim it a, then it follows from
theorem 10 th a t x a ; we are thus
able to find the lim it of x w ithout
having to analyse directly its com plica­
ted expression. L et us now consider
' a definite exam ple o f this kind w hich we shall be. able to us$ as .one
o f the m ost im p o rtan t exam ples in calculating the lim it o f the ratio
o f tw o infinitesim al quantities. !’

Problem. Let x be an infinitesimal quantity in a certain process., it

is required to prove that sin x j x has a limit and to find this limit**,, , ;

* W e a re a ssu m in g for th e sak e o f sim p lic ity th a t x d oes n ot v a n ish in this

p rocess.
 38 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

Solution. Fig. 8 represents p a rt o f the usual trigonom etrical

circle o f u nit radius. T he area of the triangle O A C is evidently
equal to \ sin a: cos a; an d is sm aller th a n the area o f th e 'c ir c u la r
sector OAB w hich is equal to \ x ; the la tte r is sm aller th a n the a re a
o f the triangle ODB w hich is equal to

1 sin x
\ tan x
2 cos * *

Hence

fi sin x cos x < f x < f -------,

sin *
cos x

an d therefore

x 1
cos* < ---- < ---------.
sin * cos *

But when * -> 0, we have (example 4, § 10) cos * 1, w hich m eans

th a t according to theorem 6, 1/cos * -> 1. B oth the rig h t an d left-
h and sides o f the above inequalities ten d to u nity w hen * — 0.
Therefore, according to theorem 10, we can conclude th a t

sin *

an d therefore (by applying theorejn 6 again)

.. sin * .
lim — - = 1,

w hen x 0. F or the sake of sim plicity we are assum ing th a t * > 0 ;

b u t owing to the fact th a t the value o f sin xfx rem ains u n altered
when * is replaced by — *, the result rem ains valid for every
approxim ation of * to zero.

T h e above result is o f the utm ost im portance in finding lim its

o f quantities, the expressions o f w hich include trigonom etrical func­
tions. T h u s if * is an infinitesim al q u an tity , th en the n u m e ra to r an d
the denom inator of the fraction

1 — cos*
 E L E M E N T A R Y T H E O R Y O F L IM IT S 39

a re also infinitesim al; ow ing to the fact th a t

sin 2 x
1 COS X=
1 + cos x ’

we have

sin 2 x 1 __ 1 / sin x \ 2
y 1 + cos x x2 1 + cos x \ x ) *

b u t, w hen x -> 0, we have :

, sin x
cos x —> 1, ------- — 1
X

w hich m eans th a t

1 — cos x ,
J>= ----- Zi---------►1-

§ 12. Infinitesimal and infinitely large quantities of

different orders
W e shall return for a short tim e to infinitesim al an d infinitely
larg e qu an tities in order to som ew hat supplem ent th eir theories.

L et us assum e th a t in a certain process two infinitesim al

quantities * an d y are involved an d th a t we wish to com pare them
w ith respect to the ra te a t w hich they dim inish. T o do this let us
consider the ratio y / x (we shall assume for the sake o f sim plicity th a t
a t least, from a certain m om ent of o u r process onw ards, x does n o t
vanish so th a t the q u a n tity ^ / x is a t no tim e devoid of m eaning). I t
m ay h ap p en — a n d we saw examples of this kind in § 8 — th a t the
ratio y / x is itself infinitesim al; this evidently m eans th a t in our
process y is an infinitesim al q u an tity a n d th a t it is n o t only small in
itself b u t it is also sm all in comparison with the infinitesimal x, so th a t
provided the process is sufficiently advanced, |y | will only com prise a
negligible p a rt of ( x | ; this will be so, for exam ple, w hen y — x 2.
In this cas.e we say th atjy is an infinitesimal quantity o f a higher order as
com pared to x. Conversely, x , in com parison w ith y , has a lower
degree o f smallness.

L e t us now assum e th a t the ratio y f x is a n infinitely large

q u a n tity in the given pro cess; it follows from theorem 3, § 9 th a t the
40 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

reciprocal ratio x \ y will, in this case, be infinitesim al an d therefore x

has a higher degree of smallness as com pared to y (andjy has a low er
degree of smallness as com pared to a:),

L et us finally consider the case w hen in a given process the ratio

y / x of two infinitesimal quantities can neither decrease indefinitely
nor increase indefinitely, b u t its absolute value rem ains confined
betw een two positive boundaries; this m eans th a t two positive
constant num bers a and b exist so th a t from a certain m om ent o f
o u r process onw ards we have >

a < y < b.

I t is obvious th a t this m eans th a t in the given process n eith er

o f the quantities | x | and \y | can, by decreasing, considerably outdo
one another. In this case it is said th a t the quantities x and y have the
same order o f smallness, or they are infinitesimal quantities o f the same order.
In p articu lar this occurs w hen in th e given process the ratio y / a: tends
to a lim it a other th a n zero; in fact, if this is so, th en no m a tte r how
small £ > 0, we shall have from a certain m om ent onw ards

a — e < JL < + S,
X

w here, provided £ is sufficiently sm all, the n u m b er I a | — £ a n d

\ a \ + £ are positive constants.

I t is evident th a t in the course o f th eir v ariatio n the infinitesi­

m al quantities x an d y are particu larly close to one an o th er w hen

a = lim y_ = 15
X

an d in this case x a n d y a re said to be equivalent infinitesim al q u a n ­

tities. T h e equivalence of infinitesim al quantities x a n d y is d en o ted
as x y . W e have shown a t the end of th e previous p a ra g ra p h
th a t the infinitesim al quantities x an d sin x are m u tu ally equiva­
lent. T h e concept of equivalence of infinitesim al quantities is very
im p o rtan t in the evaluation of lim its; its im p o rtan ce is based on the
following proposition :

Theorem 1. I f x and y are equivalent infinitesimal quantities and

z is a third quantity which is involved in this process, then it follows from
x z —> a th atyz a.
 E L E M E N T A R Y T H E O R Y O F L IM IT S 41

In other words, w hen a q u an tity tends tow ards a lim it a n d if

one infinitesim al factor is replaced by an o th er eq u iv alen t infinitesi­
m al quantity, then the qu an tity w hich has been changed in this w ay
w ill tend to the same limit.

T o prove theorem 1 it is sufficient to say th a t it follows from

y
vz == — xz
X
th a t

lim (_r<;) = lim lim (xz) = 1 . a — a.

W ith the aid of theorem 1 it is frequently possible to replace

individual infinitesim al factors of an expression by o ther equivalent
b u t sim pler, infinitesim al q u a n titie s; this is very useful in evaluating
lim its; it is thus possible to simplify the solution of a given problem .
T h u s in the solution of the last problem in the previous p arag rap h
we could have replaced in the expression
_ sin2 x 1
^ 1 -f- COS .V X2

sin2 .v by x2, since sin x ~ x, i.e. we could have w ritten simply

____ 1 __ 1
lim y — lim 2•
1 -f- COS X

T h e same equivalence of sin x ^ x m akes it possible, for

exam ple, to find from infinitesim al q u an tity x,
sin x _ . . x _.. 1 i
lim 3*
x*~+~.3~x ~ x (x 2+ 3) “ *2 - T 3

In the above we considered cases of tw o infinitesim al quantities#

an d y w hich take p a rt in a given process such t h a t : (1) one has a higher
degree of smallness as com pared w ith the other an d (2) both quantities
have the sam e degree o f smallness {i.e. they are equivalent to one
an o th er). T hese two cases do not, however, cover all the possible
interrelationships betw een the o rd er of decrease of two infinitesimal
quantities w hich take p a rt in the same process; on the co n trary , the
cases w hich we considered above are only the sim pler instances and
can be studied very easily. G enerally speaking, the ratio y jx of two infini­
tesim al quantities can be m uch m ore c o m p licated ; for. exam ple, the
q u a n tity \ y/ x | can, in the course of the process, becom e infinitesim al
42 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

an d later infinitely large, an d b o th phenom ena can take place

again an d again no m a tte r how far ad v an ced the process. In this
case we cannot ascribe to y (as com pared to a:) either a higher or a
lower or even the same degree of smallness a n d we m ust ad m it th a t
the q u a n titie s^ an d x cannot be compared with one another w ith respect to
the rates of th eir decrease. From a logical p o in t of view we should
consider this case, w here com parison is impossible, as the general
c a se ; however, in practice we m eet m ore often one o f the special
cases w hich we have considered above.

All th a t has been said so far in this section ab o u t infinitesim al

q uantities can also refer, w ith ap p ro p riate corrections, to infinitely
large quantities. L et us assume th a t the q u an tities x an d y are
infinitely large in a certain process. I f the ra tio x jy is infinitely large,
then x is an infinitely large q u an tity o f a higher o rd er as com pared to
y an d y is an infinitely large qu an tity o f a low er o rd er as com pared
to x. I f | x !y | from a certain m om ent onw ards rem ains confined
betw een two constant positive num bers, th en x an d y are infinitely
large quantities o f the same o r d e r ; this will always be the case w hen
there is a lim (x j y ) in a given process w hich is o th er th a n zero ; in
p articu lar, if x j y 1, the infinitely large quantities x an d y are said
to be equivalent an d this is denoted by a: ^ y . W hen evaluating
lim its we can replace infinitely large factors by a rb itra ry eq u iv alen t
quantities in the same way as this was done w ith infinitesim al q u a n ­
tities.
As w ith infinitesim al quantities, it can be very useful to assess
the order of infinitely large quantities not only q u alitativ ely (higher,
lower, equal) b u t also quantitatively. T his can be done as follows.
A n a rb itra ry infinitesim al q u antity, for exam ple x, is chosen as the
basis; all other infinitesim al quantities w hich a re o f the sam e o rd er
as x are said to be infinitesim al quan tities o f the first order *; in p a rti­
cular, any infinitesim al q u a n tity w hich is equivalent to x will be a n
infinitesim al qu an tity of the first order. T o co n tin u e: the q u a n tity
x2 and all quantities of a n equal o rd er are know n as q u an tities o f
the second order. G enerally speaking, any q u a n tity o f a n o rd er equal
to th a t of x*, w here a is an a rb itra ry positive constant, is know n as
an infinitesim al q u an tity of order a. T h e ra te o f grow th o f infinitely
large quantities is determ ined in a sim ilar m anner.

* L et us rem e m b e r : y is o f th e sa m e ord er as x if fro m a c e r ta in m o m e n t o f

th e g iv e n p rocess o n w a rd s w e a lw a y s h a v e a < I y / x I < b, w h e r e a a n d b a re
p o sitiv e co n sta n ts.
E L E M E N T A R Y T H E O R Y O F L IM IT S 43

Example 1. T he problem solved a t the end of the previous

p a ra g ra p h shows th a t if x is taken as the basis, th a n 1 — cos * will be­
a n infinitesim al q u an tity of the second order.

Example 2. L et

y = ax xn! -f a2 xn2 4- ... 4-a/cXn7c,

w here the conslants aXya2t ..-,0* are other th a n zero an d the positive
num bers nx, n2, ..., nk are such th a t nx < n2 < ... < nk. T hus
(1) if x is the basic infinitesim al qu an tity , th en y is an infinitesimal
q u an tity o f order nx; (2) if x is an infinitely large qu an tity , thenjyis an
infinitely large q u an tity of o rd er ni-.

In conclusion of this p a ra g ra p h we shall introduce a n o th er very

convenient system of n o tation w hich is used more widely in contem ­
p o rary m athem atics an d w hich we shall find very useful in future.
L et y and x be two quantities w hich are involved in a certain process
an d le t* always be positive,(or a t least from a certain m om ent of the
given process onw ards). W e then hav e: (1) if the r a tio y j x is a
bounded q u a n tity in this process, then this is w ritten dow n as follows:

y = 0 (x) ;

(2) if the ratiojy I x is an infinitesim al q u an tity in the given process

its lim it is zero), then this is w ritten as follows :

y = o (x).

I t evidently follows fromjy = o (#) th a t y = 0 (*), b u t the

converse is n ot true. I t is self-evident th a t we assume in both these
relations a definite process in w hich bo th quantities x an d y participate
a n d th a t, generally speaking, in any o th er process this will no lo n g er
be so.

Example 3. If * is a n infinitesim al q u an tity , then

x2 — o (*) ,
5* + 3x2 = 0 (x) ,
2 sin x = 0 (x) y
1 — cos x = o {x) .

Example 4. I f * is a n infinitely large q u an tity , then

x — o (*2) ,
5x + 3*2 = 0 (x2) .
44 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

Exam ple 5. F or any a rb itra ry change in x .it follows- from

y = o (x) th a t x + y x ; conversely, it follows from x > 0 an d
x + y ~ x th a t y = o (x) .

Exam ple 6. T he fact th a t the q u an tity x is infinitesim al in the

given process can be denoted as follow s:

x = o ( 1) ;

an d similarly, the relation

1 = o (x)

is equivalent to the statem ent th a t x is a positive infinitely large

q u a n tity in the given process and the relation

•V = 0 ( 1)

is equivalent to the statem ent th a t the q u a n tity x is b o u n d ed in the

given process ; we can thus see th a t the symbols 0 an d o enable us,
in certain cases to express very briefly the ch aracter of change of
different quantities.
 C H A PTE R III

DEVELOPM ENT OF THE ACCURATE THEORY OF

LIMIT TRANSITION

§ 13. The mathematical definition of a process

U n til now we assum ed th a t all the quantities w hich we have

considered above p a rtic ip a ted in a certain process (phenom enon) and
tried to elucidate the ch aracter o f their change in the course of this
process. W e w ere talking ab o u t different moments o f the given pro­
cess a n d differentiate betw een its earlier and later moments. ' This
m ethod of expression is picturesque, simple an d convenient ; it helps
the student to understand the origin o f the m ain concepts o f
m a th e m a tic a l analysis (variable quantities, functions, limits) from his
observations an d studies of the outside w orld. However, from the
point of view of mathematical theory, it is necessary to introduce greater
accuracy into this form of expression; the concept of a process an d its
various m om ents, w hich we have used so far, was not defined m ath e­
m atically an d , w hen using this concept, we h ad in view no definite
m ath em atical objectives a p a rt from the convenience of the pictures­
que rep resen tatio n linked w ith our everyday experience. In o rder
to becom e a fully valid science w hich can be subjected to m a th e ­
m atical investigation each process m ust be fully defined m ath e m ati­
cally an d be freed of ideas w hich are not defined in this w ay; this
form of description can serve as an ab stract form al characteristic
w ith o u t w hich no m ath em atical theory can function.
W hen considering the real or a b strac t m ath em atical processes
d e alt w ith in earlier p aragraphs, it can be readily seen th a t this
m a th e m atica l characteristic, this form al structure of the process can
be very different in different processes. H ow ever, there is one
ch aracteristic w hich all processes share in com m on a n d it is this c h a ­
racteristic w hich we m ust try to elucidate. T his com m on ch aracter­
istic is due to the fact th a t the different m om ents o f any process are

45
46 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

always represented by a sequence of successive values of a certain

variable w hich changes in w hich the given process is essentially con­
cerned; it is therefore n a tu ra l to call this q u an tity the basic variable
o f this process. L et us explain this by exam ples.
Example I. In the course of the process described in exam ple
3, § 7 (a geom etrical progression, the n-th term o f w hich is l/2 n) the
n term s of the progression run successively th rough a series o f n a tu ra l
num bers (n = 1, 2, ...). By different “ m om ents” o f the process we
m ean different values of the n u m b er n, w here the low er values o f n
correspond to the “ earlier” m om ents an d the higher values to the
“ la te r” m om ents of the given process. By the q u an tity w hich
“ participates” in this process we m ean any function o f « ; in p a rtic u la r
one such function is the function 1 / 2 ” w hich we have considered in
this exam ple. T h e “ basic” variable of this process is the n u m b e r n.
Example 2. In the exam ple 1, § 7 (expansion o f a gas a t cons­
ta n t tem perature) the volum e v of the given mass of gas is the basic
v a ria b le ; in this process the value of v grows indefinitely. By differ­
ent m om ents o f the process we m ean different values o f v. As
in the above exam ple, the low er values of v refer to “ earlier”
m om ents an d the higher values of v to “ la te r” m om ents. In
contrast to the above exam ple where n acquires only integral values,
the value of v increases continuously an d in passing from one
value to the next it runs through all interm ediate values. H ere
ag ain we take it th a t th e q u an tity w hich “ p a rticip ates” in the given
process can be any function of v; in particu lar, one such function is
p = w hich we have considered in exam ple 1, § 7.
Example 3. L et us now consider a process w hich involves a
continuous decrease in the positive n u m b er x ; we take it th a t this
n u m b er is the basic v a ria b le 'o f the given process. T h e “ earlier”
m om ents will be the g reater and the “ la te r” the sm aller values of
T h e q u antity w hich participates in this process can be any function of
x, for exam ple, 1 + x + x2, cos x, etc. In this case the basic v ariable
behaves differently from th a t in either of the two processes considered
above; it does not increase bu t decreases an d tends tow ards zero. In
exam ple 4, § 10 we have analysed the behaviour o f cos a*w hich p artici­
pates in a process of this kind.

L et us now draw some conclusions. W e can see th a t from a

m athem atical point of view every process should be reg ard ed as a
series of successive values of a certain v ariable q u a n tity , “ basic” for
the given process. T h e individual values of this v ariab le represent
ACCURATE THEORY OF LIMIT TRANSITION 47

the m om ents o f the given process, w here a lower value corresponds to

a n earlier m om ent an d a higher value to a later m om ent, or vice
versa, (in o th e r w ords, the basic variable eith er increases continuously
in the given process or decreases continuously). T h e q u an tity which
p articipates in the given process can be an a rb itra ry function o f the
basic v ariable.
H ence these are the com m on characteristics of the processes
w hich we have studied so fa r. W h at, then, can be the differences b e t­
w een these processes from a m athem atical p o in t of view ? I f we were
to disregard the real contents of these processes an d were only to con­
sider th e ir m athem atical stru ctu re, then, as we can see, the only
difference lies in the b eh av io u r o f th e basic variable. It is the
c h a ra c te r of the behaviour of this v ariab le w hich influences the
m ath em atical n a tu re of the process and this,, as we have seen above,
c an vary greatly. A p a rt from the three types o f processes w hich we
have considered above, m any o th er cases are possible w hich have an
even m ore com plicated s tru c tu re ; thus, for exam ple, we can im agine
a process of “ m ixed” stru ctu re in w hich the basic v ariable changes
c ith e r by jum ps (as in the first exam ple) or continuously (as in the
o th e r two examples) ; how ever, for the purpose of m athem atical
analysis, th e structures w hich we have considered above are basically
im p o rtan t, an d therefore, we shall study them alone. W e can, thus,
re g a rd every process as a series of successive values o f a certain
“ basic” variable ; the value of this v ariab le can be expressed in
term s o f n a tu ra l num bers (i.e., it m ay change by ju m p s or increase
continuously) o r it changes continuously by ru n n in g th ro u g h in te r­
m ed iate v a lu e s; in the la tte r case it can eith er increase continuously
o r it can decrease continuously; if, fo r exam ple, it increases conti­
nuously, then it can either increase indefinitely or it can rem ain
b o u n d e d ; a continuously decreasing q u a n tity can also behave in an
analogous m a n n e r. In every case the ch arac te r of change in the
basic variable fully defines the m ath em atical type o f process. As we
Jcnow, these types can be very diverse; how ever, for the purpose of
m a th e m atica l analysis, it is quite ad eq u ate to consider only a few
sim ple types of processes m entioned above.

§ 14. The accurate concept of limits

In ch ap te r 2 we agreed th a t a q u a n tity ^ w hich p articip ates in

a given process tends tow ards the constant lim it b if the difference
y — b is an infinitesim al q u a n tity in this process; thus th e concept
of a lim it is alw ays given in term s of an infinitesim al quantity.
 A8 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

But w hat exactly do we m ean by infinitesim al q u an tities? W e have

said th a t the d ifferen c e^ —& is infinitesim al if no matter how small the
positive number e be, the inequality \ y — b | < s will always be satisfied from
a certain moment onwards. As we have already said in th e,p rev io u s
p a ra g rap h , we can no longer be satisfied w ith this form ulation w hich
involves the concept of a process and its m om ents; for they are n o t
defined accurately. H ow ever, we now know the accu rate definition
of a m athem atical process; hence by replacing the indefinite terms,
of ‘‘‘process” an d its “ m om ents” used for picturesque description by
the corresponding strictly accurate m ath em atical concept, we a re
fully capable of defining the concept of an infinitesim al q u a n tity (and
therefore also the concept of a limit) w ith absolute accuracy. T h e
accurate definition of a lim it, w hich we are trying to give in this
p arag rap h , can be expressed in different ways for different types o f
processes; we shall therefore have to form ulate it separately for every
type of processes listed in the previous p a ra g rap h . This is in co n trast
to o u r earlier, -not quite accurate definition of a process w hich could
be form ulated in the same way for every type of process; thus, by using
this definition, we were able to define in c h ap te r 2 the theory o f
limits for processess of all m ath em atical structures.
1. The limit of a sequence. L et us consider a process in w hich
the basic variable n runs successively th rough a series o f n a tu ra l
num bers (n — 1 ,2 , ...). Any function of n can p articip ate in the
process, for exam ple 1 / 2n, n \, the p erim eter p n of a reg u lar n - sided
polygon inscribed in a circle of u n it radius, etc. L et a n be one such
function. In this process a n runs successively th ro u g h the sequence
of values

^ i> ri 2 , ..., a n, ... (1)

Let us now try to explain accurately the statem en t th a t “ the q u a n tity
an tends to a lim it a in the given process” .

W e know th a t the fundam ental idea of this statem en t is as

follow s: no m a tte r how sm all s > 0 be, the in eq u ality I an—a | < e
will be satisfied from a certain m om ent of the process onw ards. B ut
w h at is m ean t by “ from a certain m om ent of th e process o n w ard s?”
By the m om ents of ou r process we m ean different values of the basic
variable n — greater n corresponds to the la te r m om ent. T herefore
the w ords “ from a certain m om ent of the process o nw ards” m e an m ore
accurately “ beginning w ith a certain value n0 of th e n u m b e r n an d
for all its g reater values” . T h e statem en t w hich we are trying ta_
define accurately can therefore be form ulated as follow s: the quantity
ACCURATE THEORY OF LIMIT TRANSITION 49

a n tends towards the limit a, i f no matter how small the positive numbers, a natural
number n$ exists which is such that we have | a n — a | < z fo r any n ^ n Q.
I t is evident th a t this form ulation is m uch m ore com plicated than
the one used previously, b u t it is quite free of concepts w hich are not
fully defined (“ process” an d its “ m om ents” ). Therefore, this defini­
tion of a lim it can now be used in the construction o f a strict
m ath em atical theory.
In processes o f the type we are considering, it is m ore usual to
speak n o t of a “ function b u t of a “ sequence of nu m b ers” (1). In
th e event when_.an^>^^Jthe sequence (1) is said to be convergent an d the
n u m b e r ^ is know n as its lim it. I f a n has no lim it, th en it is said th a t
the sequence (1) is divergent.
T he fact th a t the basic variable n increases indefinitely in the
course o f the process, is frequently denoted symbolically as follow s:
n —>■oo , or m ore accurately, n~> + go ; it m ust be rem em bered th a t in
this sym bolic notation the arrow does not indicate a tendency tow ards
a lim it, as is usually the case, for an indefinitely increasing q u an tity
can have no lim it. T h e sentence ‘C£he_sequence_fl) tends_to .the.
lim it a ” (the exact m eaning of w hich we now fully understand) can
therefore, be expressed sym bolically as follows :
lim an = a ,
n-> CO

or
a n -> a (n ►oo ) j
an d bo th forms fully express the fact in w hich we are interested
( lim = a or a p a rt from indicating the n atu re of the
process in w hich they take p a rt ( « - > oo ).
Example. L et us denote the sum of the first n term s o f a geo­
m etrical progression

1 ± J_ 1
2 ’ 4 ’ 8 ’ **2 "’
*>y a n ; we thus have

an ^ 9n }

a n d the sequence (1) becomes

1 . 1
50 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

W e evidently have an -+ 1 (n —►oc ). T h u s owing to the fact th a t

\a n - l\ = } p t ( n = 1 , 2 , . . . ) ,

a n d no m atter how small e > 0, we can choose n0 so g reat th a t

1 / 2U° < £j so th a t for every n ^ n 0 *•

j ^ n ~~ 1 |
2. The one-sided limit of a function. W e shall now consider
th e second basic type of process, i. e. a process in w hich the basic
v ariable x varies continuously, i. e. it runs th ro u g h all interm ediate
values; in doing so it can either increase indefinitely or decrease inde­
finitely an d thus rem ain lim ited, or it can becom e an indefinitely
large quan tity , i. e. its absolute value can grow indefinitely. E ach
case m ust be considered on its ow n m e rits ; how ever, all cases have
m any com m on characteristics w hich enable us to tre a t them m ore
briefly. In every case the q u a n tity y w hich p articip ates in a process
is assumed to be a n a rb itra ry function y — f (*) o f the basic variable
x an d we are here trying to explain clearly the exact m ean in g o f the
statem ent “ in the given process the q u an tity y tends to the lim it
L et us first consider the case w hen the basic v ariab le x grows
indefinitely a n d is a positive n u m b e r ( x —►+ oo)*.
T his case is very close to the previous case a n d the only
difference is due to the fact th a t here * runs th rough all in term ed i­
ate values in the process of its grow th, w hereas in the e th e r exam ple
n could assume only integral values. As before the w ords “ from
a certain m om ent onw ards” m ean “ beginning with a certain value
A of x and for all its greater values” . T h e exact m eaning o f the
statem ent
lim j; = b or y b { x —> co )
x co

here is as follows : 720 matter how small the positive number z is, there exists
a positive number A such that \y — b | < z fo r any x ^ A.

In cases w here the basic variable * is a negative infinitely large

q u an tity ( x — 0 0 ) , i.e. alth o u g h it is a negative q u an tity its

* T h e n o ta tio n * —» c o o r * - » + 00 is u sed to d e n o te th e in d e fin ite g r o w th o f

a;, b o th w h e n this g r o w th takes p la c e b y ju m p s a n d w h e n it is c o n tin u o u s ; for this
reason th e a c tu a l t y p e o f v a r ia tio n sh o u ld in e a c h ca se b e in d ic a te d in th e te x t.
A C C U R A T E T H E O R Y OF L IM IT T R A N SIT IO N 51

a b so lu te value grows indefinitely, the relationship y -> b is obviously

•defined in the same w a y : the relationship
lim y = b or y b (x — oo )
x —> — CO
1
m eans th a t no matter how small z > 0 may be, there exists a positive number
.A such that | y — b | < z f or any x ^ — A.
L et us now consider the case w hen the basic variable changes
continuously (i.e. increases or decreases continuously) an d rem ains, a t
th e sam e tim e, a lim ited quantity. W e shall learn in chapter IV th a t
an this event x tends to a certain lim it a. I f x grows indefinitely,
th e n it approaches a from the side of the lower values (‘‘from the
deft” ) an d this is usually den o ted by : * —►a — 0. I f * decreases
•continuously th en it always rem ains g reater th a n the nu m b er a an d
-approaches it from the side of the greater values (‘‘from the rig h t” ) ;
th is is denoted as : x -> a 4- 0. T o begin w ith let us consider
th e first case {x < a, x -> a — 0 ). T h e words “ from a certain m om ent
•of the process onw ards” evidently m ean here “ beginning w ith a
•certain value a — 8 < a of x, an d for all values closer to a (and, o f
•course, sm aller th a n a ) ; m ore briefly we can s a y : “ for all values of
-X w hich satisfy the inequalities a — 5 x < a” . T h e exact m ean­
in g of the statem ent

lim y = b or y b (x -> a — 0)
x «—0

‘is as follow s: no matter how small the number z > 0, there exists a positive
number 5 such that \ y — b | < z for any value o f x which satisfies the
inequalities a — S ^ x < a .
T h e exact m eaning of the statem ent given below is determ ined
i n a sim ilar w ay
lim y = b or y b {x a 0)

a n d is form ulated in exactly the same w ay except th a t the inequality

a — 5 < x < a m ust be replaced by a < x < a + 8.
W e have thus established the exact m eaning o f the concept of
lim it for all processes of the basic types w hich are used in m a th e ­
m a tic a l analysis. L et us em phasize once again the fact th a t all
a rg u m en ts a n d results obtained in c h a p te r II w hich w ere the same
fo r all types of processes, are, of course, also valid for o u r new an d
m ore exact definition of lim it tra n sitio n s; the new definition does n o t
52 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS’

contradict in any way our old definition w ith w hich it is co m p atib le—
it only provides m ore exact specifications for cases of different kinds.

L et us now m ake one m ore rem ark. L et us assume th a t the-

q u an tity .y w hich participates in a certain process, does not tend
tow ards a lim it, b u t continues to grow indefinitely. L et us assume*
th a t we are dealing w ith a process of the type a* -> a — 0 ; we can,,
therefore, w rite

y + oo ( A' —> a — 0 ).

W h at is the exact m eaning of this statem en t? F ro m all th a t was-

said above, we are able to answ er this question w ithout d ifficu lty : no-
matter how small A > 0, there can be found a S > 0 so that we have y > A'l
fo r all values o f x which satisfies the inequalities a — 5 ^ .v < a .

By using this as an exam ple, the read er will be able to find for
him self the exact m eaning of the relationships y + oo an d y —> — oo
in any process of the type considered above. H e will find this to b e ­
an excellent exercise.*

§ 15. The Development of the Concept of Limit Transitions

T h e two types of lim it transitions (the lim it o f a sequence a n d ’

the one-sided lim it of a function), ;;hich we considered in g re a t detail?
in the previous p a ra g rap h , are of basic im portance in m a th e m a tic a l1
analysis, for, all o ther m ore com plicated types of processes w hich we-
shall encounter in future can be broken dow n to those cases. H ow ­
ever, to m ake this reduction possible in every case, we m ust now
develop som ew hat the concept of a q u a n tity w hich tends tow ards
a lim it in a given process.

L et us begin by considering a simple exam ple w hich w ill show

us the necessity and the course of this developm ent. L et us assume-
th a t the process in w hich we arc interested involves infinite
decrease of the perim eter p ( ‘basic” variable) of a certain rectangle
w here the form of this rectangle can change in the course o f the
process in any w ay we please. O w ing to the fact th a t in a rectangle-
of perim eter/?, each side is sm aller th a n p j 2, the area s ol the rectangle
of perim eter p will always be sm aller th an p 2 / 4 . W hen p —>- 0, we

* Of- p ro b lem s 3 4 9 -3 5 2 , se c tio n 1 o f th e ‘p r o b le m b o o k ’ b y B. P . D e m id o v ie h

m e n tio n e d in th e p refa c e. T h e n u m b e r s o f th e p r o b le m s as t h e y a p p e a r in th e
se co n d ed itio n , ca n b e fo u n d o n p . 622."
-ACCURATE THEORY OF LIMIT TRANSITION 53

-evidently have p 2 j 4 —>■0 ; therefore, the area s in o u r process (i.e.

w hen p —> is an infinitely small qu an tity , a n d we can write
s -> 0 (p 4-0).

T h e exact m e an in g o f this statem ent is determ ined in the usual w ay :

. no matter how small z 0, there exists a 5 > 0 such that the area o f any
-rectangle, the perimeter o f which is smaller than 6^ will be smaller than z.

This exam ple differs basically from all the exam ples w hich we
-considered so far. T his difference is due to the fact th a t for a given
perim eter p, the a rea s of a rectangle can have an infinite n um ber of
-different values, so th a t s is not a function o f p. O w ing to the fact th a t
we have taken p as the basic variable in our process, an d also because
so far we assum ed th a t the q u a n tity p articip atin g in a given process
is a function of the basic variable, we cannot, strictly speaking, con­
sider s to be a q u a n tity w hich participates in our process; it is even
less possible to speak of its tendency tow ards a lim it. H ere we are
- dealing w ith a q u a n tity whose value a t every m om ent of the process
(i.e., for every value of/>) rem ains indefinite. A t the same tim e it is
still true to say th a t provided the perim eter p of the rectangle is
• chosen sufficiently sm all, the area s of this rectangle, no matter what
infinite number o f possible values it may assume, will be as small as we
please. M ore e x a c tly : no matter how small z > 0, there is a 8 > 0,
such that fo r any rectangle with perimeter p <C 5, we shall have s <C z, where
x is any possible value o f the area o f a rectangle with a perimeter p.
H ence the accurate m eaning of the relation

s -»• 0 (/>-*- 4-0)

w hich is generally accepted, rem ains valid for our exam ple, in spite of
the fact th a t .r is n ot a function of p. It is, therefore, possible to apply
to exam ples of this kind all propositions o f general theory which were
stated in ch ap ter II. I t is now only necessary to develop our m ath e­
m atical interp retatio n of the phrase “ a q u an tity p articipating in a
given process” and to determ ine the concept o f the tendency tow ards
-a . lim it as applied to this extended class of quantities. T h e above
exam ple shows quite clearly th a t this m ust now be done. T o begin
w ith, from now on we shall understand by a 'q u a n tity w hich p artici­
pates in a process, any quantity y with regard to which it is known what
. values it can assume fo r any given value o f the basic variable x (i.e., a t any
•.given m om ent of th e process); it is thus evident th a t o u r form er
agreem ent th a t y m ust .always be a function o f x is a p a rtic u la r case
54 A C O U R SE OF M A TH EM A TIC A L A N A L Y SIS

in the w ider definition w hich we now a c c e p t; we arrive a t this p a rti­

cular case by assum ing th a t the set of values w h ich y can take for the*
given value of x , is always a single num ber. Let us assume th a t our
process is described by the relationship x —>■ a 0. In this case the
exact m eaning of the statem ent th a t in the given process lim y — b
(w herey is a qu an tity p articipating in this process as given by o u r
w ider definition) involves the follow ing: no matter how small z > 0t,
there is a 5 > 0 , such that fo r any value o f x confined between a and a + 8.
and fo r any y possible fo r the given value o f x, we have :

| y — b | < z.

If this requirem ent is satisfied, we can w rite :

y —> b (x —> a + 0).

Two-sided limit of a function. L et us now consider an im p o r­

ta n t exam ple of the application of the w ider definition o f the concept
of lim it transition as given above. T his exam ple will show th a t our-
w ider definition is already useful during our first a tte m p t in m a th e ­
m atical analysis.

L et us assume thatjy = f (x) is a function of x a n d let the value*

o fy get as close as we please to a num ber b w hen the value o f x is-
sufficiently close to the n u m b er a (and is, a t the sam e tim e, o ther
th a n a). By now we are w ell-acquainted w ith the exact m eaning
o f statem ents of this k in d : no matter how small z > 0, there is a 5 > 0,
such that fo r every 0 < | x — a | ^ 6, we have | y — b | < z. Sym boli­
cally this can be w ritten as follows

y —* b ( | # — a | -»■ + 0). (1)

A ccording to our system of notation this symbol m eans th a t the

q u an tity \ x — a | is the basic variable in the process u n d e r considera­
tion and thatjy tends to the lim it b in this process. But every given
value | x — a | = a of the basic variable \ x — a \ corresponds to two
different values of .r : x = a -f- a, x = a — a, an d therefore, th ere
are, generally speaking, two different values o f y : y ~ f {a + a)*
an d y = f {a — a). H ence for any value a of the basic v ariab le, th e
q u an tity can assume two different values a n d therefore, it is n o t a
function of a single basic variable. N evertheless, o u r w ider definition
o f lim it transition enables us to w rite the relationship (1) a n d to-
m a in ta in thatjy tends tow ards b as its lim it, w hen \ x — a | -> + 0. '
ACCURATE THEORY OF LIMIT TRANSITION 55

By the way, th e process | x — a | —►-j- 0 is usually w ritten in

the form x —»• a, so th a t instead of the relationship (1) we can write
y b (.x —> a). (2)

T h e notation x —>- a, in contrast to the form er notations x —> a — 0

an d x —>■a + 0, shows th a t in this case, * approaches the nu m b er
a , b u t th a t it m ust not necessarily increase or decrease : it can
change the direction of its tran sitio n and, in particu lar, become g reater
or sm aller th an a. T herefore, the lim it o fy w hen x -*■ a, w hich we
ju st described, is know n as the two-sided limit o f a function.
Let us rem em ber once again th a t the exact m eaning of the
lim it transition (2 ) involves the following : no matter how small e > 0,
there is a 8 > 0, such that fo r any value o f x fo r which 0 < | x — a j ^ S,
we have | y — b | < e.
L et us now m ake one m ore im p o rtan t rem ark : in order that the
number b should be the two-sided limit o f y when x —»- a, it is necessary and
sufficient that the one-sided limits o f y 3 viz. Hm y and Urn y , should exist
x -> a- \- 0 x —> a — 0
and be equal to b. In fact let us assume th a t s > 0 is given arb itrarily .
If
l i m y = b,
x a

th en provided we have a sufficiently small 8 > 0, it follows from

0 < | x — a | ^ 5 th a t \ y — b | < s. But if a < x ^ a + 5, then
even m ore so, \ x — a \ ^ S, and therefore, we also have | y — b | < e.
T h u s whenjy —>■ b (* a + 0), it can be shown sim ilarly th a t this is
also true w henjy -> b (x a — 0). L et us now assume, conversely,
th a t we are given y -> b> when x -> a T 0, a n d w hen x a — 0. In
th a t case, no matter how small s > 0 we can find a 8 X which is such that
| y — b | < e, when a < x ^ a + 8j, and such a 82, that \ y — b \ < e
when a — 8 2 < ^ ; k < 0 ; if we denote by 8 the sm aller of the num bers
8 j and 8 2, then a — a n d we have
| y — b [ < t ; this shows th a t y —> b (.x —> a), w hich h ad to be
proved.
W e can thus see th a t the process o f two-sided ap p ro ach o f the
v ariable a: to the lim it a simply involves the process of the one-sided
approaches x a + 0 and x —> a — 0. T his is the first exam ple
illustrating w hat was said in the note in § 14, i.e. th a t different types
o f analyses can be reduced to the study of the two basic types of
processes.
 C H A P T E R IV

REAL NUM BERS

§ 16. Necessity of Producing a General Theory of

Real Numbers

O ne characteristic of a variable q u an tity arises from the fact

th a t in the course of a process it assumes different values. E ach o f
these values is expressed in term s of some num ber. If, for exam ple,
tem perature of a ir rises from 5 to 10°C, we n atu rally assume th a t in the
course of this process it runs gradually th rough all the num bers from
5 to 10. But w hat exactly do we m ean by “ all the n u m b ers” ? It is
evident th a t these num bers are not restricted to integers alone, for
obviously there are m om ents w hen the tem p eratu re is equal to 6*5 °C .
Do we, perhaps, m ean “ all integers an d all fractions” ?

T h e set o f all integral an d fractional num bers (positive, negative

a n d zero) forms the so-called set o f rational numbers; these num bers and
the operations which can be perform ed w ith them are studied in
detail, in arith m etic and algebra. T h e question w h eth er these
num bers are sufficient for m easuring all the quantities w hich we are
likely to m eet in the study of the w orld aro u n d us is o f g reat im por­
tance, both in m athem atics as well as in the accu rate study o f n a tu re .
In ancient Greece (probably in the Pythagoras school) a rem arkable
discovery was m ade, viz• th a t certain simple geom etrical constructions
lead easily and irrevocably to quantities w hich can n o t be m easured
w ith the help o f rational num bers. A simple case o f this type is very
w ell-know n: if each side adjacent to the rig h t angle in a right-angled
triangle is of u n it length, then according to the theorem of P ythagoras,
the hypotenuse of this triangle should be such th a t its square is equal to 2.
B ut it is easy to show th a t there is no ratio n al n u m b er whose sq u are

56
 R EAL N U M B E R S 57

is equal to 2 *. T herefore, if we w ant to restrict ourselves to rational

num bers, we m ust ad m it th a t the hypotenuse of the triangle in ques­
tion has no le n g th ; obviously we cannot arrive a t this conclusion, for
geom etry cannot be based on this absurdity. Circum stances in the
outside w orld thus m ake it impossible for us to restrict ourselves to
the set of ratio n al num bers alo n e; it is therefore necessary to ad d a
new type of num bers w hich we shall call irrational. O ne such num ber
is ■\/2) the square of w hich, by definition, is equal to 2. However,
it m ust be rem em bered th a t the introduction of a new n u m b er
is an easy m a tte r w hich does not by itself have any significance;
if we wish to m ake this new ly-introduced num ber a fully valid
n u m b er of the fam ily of num bers, we m ust, to begin w ith, define
its position in this fam ily, i.e. we m ust determ ine w hich rational
num bers are sm aller a n d which %g reater th a n -y/2. In the second
place, we m ust define all operations to w hich this new num ber can
be subjected, (for we do not know, for exam ple, w hat is m eant by
•\ /2 + 1, 3 \/2 , 1 / a / 2 ) , a n d we m ust prove th a t these operations are
subject to the same laws w hich govern operations w ith rational
num bers (for exam ple, we m ust show th a t \ / 2 1 = 1 + \/2 ) .
All this can be done, though it w ould necessitate considerable e ffo rt;
how ever, the object we have in m ind fully justifies this procedure.
But let us assum e th a t we already did all this. Sooner or later we
shall m eet an o th er physical or geom etrical problem w hich will make
necessary to introduce an o th er new n um ber, the square of which
is eq u al to 3 or 5, etc. It would thus no longer be possible to repeat
in each case the same chain of argum ents w hich we used for m aking
■y/2 a fully valid num ber- L et us now assume th a t we have found
a w ay w hich w ould enable us to use a single m ethod for introducing
square roots of all n a tu ra l num bers into the fam ily of num bers (this
is, no d o ubt, possible). T h e possibilities of applications are hereby
n o t exhausted. If we are trying to find the length of the side of a
cube, whose volum e is equal to 2 m 3, we m ust introduce the n um ber
^ /2 . A nd even if we do introduce roots of any degree of any
ra tio n a l n u m b er into the fam ily o f num bers, this will not be
sufficient. O n one h a n d , the required n u m b er is frequently defined
as a root of a given e q u atio n : on the o th er h an d , we know practically

* If we h a v e {p j q) 2 = 2 , th e n w e find that p 2 = 2 q 2 ; let p — 2 Tp ' ,

q = 2 sq w h e r e p ' a n d q ' a re n o lo n g e r e v e n n u m b e r s. T h en w e have
p 2 = 2 * r p ' z, 2 ? 2 — 2 2 H 1 q'2f
a n d th e e q u a lity p 2 = 2 q 2 le a d s to a c o n tr a d ic tio n , for its left sid e co n ta in s 2 w ith
a n ev e n in d e x a n d th e rig h t sid e c o n ta in s 2 w ith an o d d in d ex .
58 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

th a t there m ust be one such root, whereas theory shows th a t there

is no such root am ong all possible ratio n al an d irratio n al n u m b e rs ;
an d again we find it necessary to introduce a new n u m b er which we
simply define as the root of our equation. H ere again we m ust
repeat the same argum ent w hich we used above in connection w ith
the num ber \/2 . In practice, even the simplest geom etrical problem s
m ay lead to difficulties o f this kind. This is p articu larly shown by
the following exam ple in w hich we try to find the area of a circle of
unit radius. We know th a t the area of a circle is defined as the
lim it of the areas o f all inscribed (or circum scribed) reg u lar polygons
w hen the num ber of sides of these polygons increases indefinitely.
W e know from this visual representatio n an d practice th a t a circle
has an a r e a ; in reality, can we reconcile ourselves to the fact th a t
such a simple figure as a circle has no area a t all ? At the same
tim e m athem atics tells us th a t there is no such lim it am ong all
the num bers so far handled, including the roots of all algebraic
equations. H ence we have no alternative b u t to introduce a com pletely
new num ber for m easuring the area of o u r circle an d rep eat once
again the chain of argum ents m entioned above, in o rd er to m ake this
new num ber a fully valid m em ber of our extended fam ily of num bers.
This new num ber is no other th a n the w ell-know n n u m b er tt.

The above examples clearly show th a t the p rocedure is u n ­

scientific and unpracticable, if, in order to solve a problem , for whose
solution the existing num bers are insufficient, we find it necessary to
introduce new num bers, define th eir position am ong the existing
num bers, find and investigate the operations w hich can be perform ed
w ith them , etc., in other w ords— to do all th a t is necessary to m ake
them fully valid m em bers of the fam ily o f num bers. I t is thus quite
clear th a t a general theory o f irrational numbers m ust be p ro d u c e d ; we
m ust find one general principle o f origin of irratio n al num bers (the
num bers studied so far are p a rtic u la r cases) w hich w ould include all
the historically known exam ples of this kind, an d thus g u aran tee th a t
it will no longer be necessary to introduce fu rth er new irratio n al
num bers. F or num bers originated by this general principle, it will
be necessary to repeat all argum ents in general form, b u t this will in
future enable us to operate With them in the sam e w ay as we do w ith
ratio n al num bers in elem entary arithm etic an d algebra. T h is is the
only scientific ap p ro ach to the problem in question.

All this w ork is not a p a rt o f m ath em atical analysis— a science

w hich deals w ith changes in qu an tities—b u t is p a rt o f the theory of
REAL NUM BERS 59

n u m b e rs; how ever, until this problem is solved, m athem atical a n a ­

lysis can have no stable b a sis ; in fact, as we have already said a t the
b eginning of this p a ra g rap h , the values of all variable quantities are
expressed in term s o f n u m b e rs ; therefore, we cannot even begin the -
study of variable quantities w ithout know ing the num bers w hich
m odern m athem atics has a t its disposal a n d the properties of this
set of num bers. A short outline of the m odern theory o f this set of
num bers is given in the next few p arag rap h s of this chapter.

§ 17. Construction of a Continuum

1. W hen we evaluate \ / 2 w ith the help of conventional

m ethods we obtain the following sequence o f approxim ations for this -
n u m b er :

a0 — 1; a x — 1*4; a 2 = 1*41 ; a 5 = 1*414; . . .

E ach one of these values is a ratio n al n u m b er (a finite decim al fraction)

an d each n u m b e r is g re a ter th a n the preceding n u m b er (or, a t le a s t,.
is equal to it). T h e squares of these num bers tend to 2. *

a2n —> 2 (n -> oo ).

H ow ever, the num bers a n cannot tend to a rational lim it: if such a
lim it r exists, then a n -> r w ould im ply a n 2 —> r 2, an d since a n %-> 2,
we w ould have r 2 = 2 ; b u t this w ould m ean th a t a ratio n al n u m b er
r exists such th a t its square is equal to 2, w hich, as we know, is
incorrect.

We thus have the sequence

a o* a i, a 2 , • • . 3 o, n, • • • (1)

of w ell-know n n u m b e rs; this is an increasing sequence, i.e. we always^

have a n + x ^ <zn ; a t the sam e time this sequence has no rational
lim it. W herever we are introducing the new (irrational) num ber

* I n fa c t, ea c h o n e o f th e n u m b e rs a n is su ch th a t i f w e tak e its la st d e c im a l ■
p la c e b y o n e u n it g r e a te r , w e o b ta in a n u m b e r w h o se sq u a r e is > 2 ; h e n c e

a2n < 2 < (a n + ,

a n d th e r e fo r e ,
2
0 < 2 — a2n < (a n + (n —> 00 ) .
*60 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

\ / 2 whose square is by definition equal to 2, we are filling in, as it

w ere, a gap existing betw een rational n u m b ers: o u r n u m b er m ust fill
?this gap in the set of rational num bers and be defined as lim it o f the
increasing sequence (1).
T h e situation created by the in tro d u ctio n of the irratio n al
fnum ber tt is very sim ilar to the one w hich we have ju st described.
L et us assume th a t the area of a regular /z-gon inscribed in a circle
•of unit radius is equal to s n ; in this case the num bers

••• (2)

form an increasing sequence an d the n u m b e r tt is defined geom etri-

• cally as lim it o f this sequence. H ere the position is som ew hat com pli­
c ated by the fact th a t the area s n is, generally speaking, expressed in
terms of irrational n u m b e rs; how ever, these num bers are am ong the
simple irrational num bers an d can easily be expressed in term s of
roots of n atu ral n u m b e rs; we can, therefore, assum e th a t the a re a sn
is expressed by a w ell-know n num ber. I t now ap p ears th a t the
•sequence (2) has no lim it either am ong rational num bers or even
am ong the num bers of the w ider class in term s of w hich the area s n
is expressed. T hus by re-introducing our new n u m b er zrwe are filling,
as it were, a gap existing in the set of all the num bers we have m et
so far, and this num ber is the lim it of the increasing sequence (2),
i.e. it is a lim it w hich d id /not. exist am ong the num bers we have
1known so far.

Let us assume now th a t we are given an a rb itra ry increasing

sequence

f 1} 1 2’ • • • > ? • • • 0 n + 1 ^ ^ m) (3)

o f rational num bers. T o begin w ith, we m ust distinguish two cases :

the n u m b er r n can grow indefinitely as n increases; or a positive
n um ber C can exist such th a t r n < C for any n. In the first case r n
is an infinitely large quantity w hen n -> oo, an d therefore, it can n o t
tend to a limit. W e shall, therefore, concentrate on the second case,
rem em bering, th a t for the m om ent we only have ratio n al num bers
a t our disposal. In the case u n d er consideration the sequence (3) is
-bounded; it m ay happen, however, th a t it has a ratio n al lim it r ; thus
the sequence
REA L NUM BERS 6L

is a n increasing bounded sequence w hich tends to unity as its lim it:

r n = 1 ----- — -»■ 1 (n oo ).
n v

I t m ay also h ap p en th a t the bound ed increasing sequence has •

no ra tio n a l lim it; thus, for exam ple, the sequence (1) o f ap p ro x im a­
ted values of \ / 2 is evidently an increasing b ounded sequence (all'
a n < 2), b u t a t the sam e tim e we have seen th a t it has no lim it.
L et us now agree (in the sam e w ay as we did w hen introducing
the irratio n al n u m b er \/2 ) th a t every time when we deal with a bounded'
sequence (5) o f rational numbers, fo r which there is no rational limit, we shall'
take a new irrational number as its lim it* W e have thus established a
general principle o f origin of irrational num bers. H aving m ad e th is .
agreem ent, we have also defined the w hole set o f irrational num bers.
W e shall see later th a t the set satisfying this definition has, in fact,
taken some final f o r m ; in future we shall not introduce other new
num bers a p a rt from those defined by o u r agreem ent.
2. Example. L et us assum e th a t a n = (1 + 1ln)n, {n = 1,
so th a t all the num bers a n are ratio n al (a1= 2, a 2 = 9/4, a 3 — 64/27,
etc.). W e will show th a t the sequence of num bers a n is an increasing
b o unded sequence and th a t has an u p p er lim it. A ccording to the
bin om ial form ula we have :
n

* W e sh a ll sh o w at th e e n d o f th is p a r a g r a p h th a t th is n u m b e r d o es, in f a c t ,,
sa tisfy th e d e fin itio n o f a lim it.
 62 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

Sim ilarly,

A com parison of the rig h t-h an d sides of the form ulae (4) an d (5)
shows th a t in the sum (5) each term is g reater th an its corresponding
term in the sum in form ula (4), since the replacem ent o f n by n + 1
causes a n increase in each sm all brack et in form ula (4 ); m oreover,
there is an additional term in form ula (5) corresponding to k = n -+- 1
w hich is absent in form ula (4). T herefore

d n+ 1 @n ( ^ 1 s " ? • ■ •) 3

.i.e. th e sequence of num bers a n is increasing. I t also follows from

form ula (4) th a t for any n
n

k= 1

an d owing to the fact th a t k \ ^ 2 fc_1 for k ^ 1, we have

n n cc

<1+£ 2 *_i = 1 + 2E h < 1 + 2 = 3

k = 1 k= 1 k= 1

an d this shows th a t the sequence of num bers an has a n upper limit.

In accordance w ith the accepted principle o f origin we should

therefore, assume th a t this sequence has a lim it lim a n ~ e (ratio n al
n —f co
or irratio n al). F u rth e r analysis, w hich we are un ab le to give here,
shows th a t the nu m b er e is an irratio n al num ber.* W e shall la te r
see th a t this num ber e, like tt, is one of the m ost im p o rta n t num bers
in m athem atical analysis; we shall m eet it ag ain in m any chapters of
our course. T h e first few decim al places o f this n u m b er are as
follows : e — 2.71828 . . .

* T h is m ea n s th a t th e se q u e n c e o f n u m b e rs a n h as n o ra tio n a l lim it.

REAL NUM BERS 63

It is obvious th a t the above a rg u m en t is only the first step to

produce a general theory p f irratio n al num bers. All ratio n al
num bers an d all irratio n al num bers w hich we in tro d u ced on the
basis o f the principle o f origin are real numbers. T h e set o f all
num bers is called continuum. T h e continuum represents the set o f
“ values” w hich can be assum ed by a “ continuously” varying quantity.
T h e basic aims of the theory o f continuu m are as follows : (1) to in tro ­
duce “ o rd e r” am ong the set of real num bers, i.e. to determ ine under
w hat conditions one real n u m b er is g reater th an , equal to, or sm aller
th a n the o th e r; ( 2 ) to determ ine • all algebraic operations w hich
can be perform ed w ith all real num bers an d (3) to establish the laws
w hich govern these operations. All these problem s are satisfactorily
solved by m odern m athem atical theory—all operations w ithin our
w ider region of num bers are subjected to exactly the same laws as
operations w ith rational num bers. M oreover, the n u m ber of
operations w hich can be pqrform ed becomes w ider : thus w hen
d ealin g w ith real num bers, we can, for exam ple, extract roots of any
n a tu ra l degree of any n u m b er (except for roots of an even degree of
negative num bers, for they are no longer real, b u t im aginary
num bers, and we are o m itting them here). W ithin the scope of this
course of m ath em atical analysis, we are unable to give sufficient
atten tio n to the developm ent of this theory a n d we m ust, therefore,
-accept its conclusions as a ready basis for our fu rth er investigations.
W e shall thus restrict ourselves to a few b rie f rem arks on this problem .
T h e reader w ho is not interested in the theory o f continuum can om it
the points 3, 4 and 5 of this p a ra g ra p h an d pass on directly to point 6 .
3. L et us assume th a t the increasing sequence r l5 r 2, . . . ,
r n, . . . defines a real n u m b er a. I f all the num bers r n> from a certain
n u m b er k onw ards, are equal to one another, i.e. r* = r* + 1 = rjt +z
= then evidently a = ry an d a is a ra tio n a l num ber. T his
•sequence r n is called stationary sequence; it is obvious th a t if a is an
irratio n al n um ber, the sequence determ ining this n u m b e r is never
•stationary; how ever, if a is ratio n al, the sequence r n can be statio n ­
ary [ r n = a, n = 1 , 2 , . . .], or non -statio n ary [rn = a — 1 /« ,
,n = 1, 2, . . .]. T his shows th a t in the construction o f continuum ,
we could restrict ourselves to the consideration of n o n-stationary,
increasing sequences o f ratio n al num bers.
L et us assume th a t we are given two non-stationary increasing
Abounded sequences of ra tio n a l num bers
^1 j b ) • • • ) ? n i • • • j W
s 1 t s 2 > • * • j $n j • • • is)
64 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

As we know, each sequence originates a real n u m b er w hich can be

rational or irrational. L et us assume th a t a is this n u m b er [for th e
sequence (r)] an d (3 [for the sequence (.y)]. W e m ust now solve th e
problem , w hich of the three possible relations a < p , a > p , a = p -
applies in this case.
L et us agree to say th a t the sequence (j) is a major (exceeding)
sequence as com pared to the sequence ( r ) , if for every n u m b e r r n o f
the sequence (r), a num ber s m of the sequence fy) can be found such
th a t s m ^ r n (m eaning o f this inequality is clear, since the num bers
r n and s m are rational). W e can have four different cases :
( 1 ) (,y) is m ajor as com pared to (r) an d (r) is m ajo r as com ­
pared to (.y);
(2 ) (s) is m ajor as com pared to (r) b u t (r) is not m ajo r as
com pared to (j');
(3) (r) is m ajor as com pared to (s) b u t (s) is not m ajo r as
com pared to (r);
(4) (,y) is not m ajo r as com pared to (r) an d (r) is not m ajor as
com pared to (.y).
It can readily be seen th a t the fo u rth case is im possible. In
fact, if fy) is not m ajor as com pared to (r), then a n u m b er r n can be
found such th a t s m < r n for any m; b u t it is obvious th a t in this case
(r) is m ajor as com pared to (s). W e, therefore, only have to consider
the first three cases. In case (1) we are assum ing th a t a = (3, in case-
(2) th a t a < ,3 and in case (3) th a t a > (3. These assum ptions u n i­
quely define w hich of the th ree relations applies to any p a ir o f real,
num bers. It can readily be shown th a t in the event w hen b o th
num bers a and (3 are ratio n al a n d (r) an d (s) are strictly increasing
sequences, the above concepts o f equality an d inequality w ould, as-.-
expected, coincide w ith the conventional concepts.
W e m ust now find out w hether the definitions o f eq u ality a n d ’,
inequality o f real num bers, as given above, possess the same p ro p er­
ties as those for ratio n al num bers. L et us consider, for exam ple, th e
transitive property, w hich is d u e to the fact th a t a ^ p an d p ^ y
implies a ^ J . T his is a well-known p ro p erty o f ra tio n a l numbers;:,
b u t for real num bers it m ust be proved on the basis o f o u r definition
o f equality an d inequality. T his can be done qu ite easily : to begim
w ith, we m ust establish the transitive p ro p erty o f m ajority, i.e. if'
(s) is m ajor as com pared to (r) an d {t) is m ajor as com pared to (.y^
then (t) is m ajor-as com pared to (r).
REAL NUM BERS 65

4. A fter establishing all necessary properties o f equality a n d

in eq u ality , the theory of continuum tries to establish the operations to be
perform ed w ith real num bers, e.g. how to determ ine the sum a -f- P
o f two real num bers. Let us assume th a t a is defined by the sequence
(r) an d (3 by the sequence (s); then
r 1 4" Si y r 2 + s 2 3 • • • j rn + s n, • • • » (0

is evidently an increasing bounded sequence o f ratio n al n u m b e rs; the

real n u m b er y thus defined is natu rally the sum a + [3 of the num bers
</. an d (3. It can readily be shown th a t w hen a and (3 are rational,
this definition of a sum coincides w ith the conventional definition. It
c an also be shown th a t this definition of addition conserves all rules
o f operations as they apply to ratio n al n u m b e rs; thus, for exam ple,
th e interchange o f terms in addition (i.e. the rule a + (3 = (3 + a)
follows directly from the definition, because an interchange o f posi­
tions o f the sequences (r) and (j) does not a lte r the sequence (/).
O th e r operations w ith real num bers are determ ined in a sim ilar
m anner, and the properties of these operations can be shown to be
th e same as those of the corresponding operations w ith ratio n al
num bers. YVe shall no t consider subtraction, m ultiplication an d
division o f real num bers, raising these num bers to integral positive
pow ers or extraction of roots of integral positive powers. W e
shall only consider the definition o f the expression a *, w here
a > 0 an d x is any real num ber (the d e fin itio n . of an exponential
fu nction). L et us assum e th a t a > 1 ; then the ratio n al a x is
also defined for any .v, an d is a ratio n al function o f x; in fact, if
r = p ! q and r ' — p ' / q are rational num bers and if r < r ‘
1 1 p 1 p/
th en a q > 1 an d therefore a r = (l ^ q^ = ar

L et us now assume th a t the real n u m b er a is defined by the

increasing bounded sequence (r) of ra tio n a l num bers. In this case
th e sequence
a \ a r 'z , . . . , a ln, . . . 9
h evidently bounded, and it follows from the above p ro o f th a t it is
also an increasing sequence. H ence it defines some real nu m b er
w hich is evidently the n u m b e r aa. In this w ay th e exponential
function ax is defined for any real v; at the sam e tim e we also estab­
lish the fact th a t this is an increasing function (if a > 1 ), an d a de­
creasing function (if a < 1). A logarithm ic function is defined in sl
sim ilar way.
66 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

It follows from these definitions th a t the know n properties o f

the rational values of argum ents of these functions also apply to a ll
real values; thus we have in all cases a x +v — a x a* , lo g a (xy)
= loga * + lo g a j, etc.
W e are unable to pay greater attention to these problems,
w ithin the scope of this course.
5. T h ere is, however, one m ore point w hich m u st be clarified.
In the above w ording o f the principle o f origin o f real num bers, we
said th a t the n u m b er a has originated from the increasing bou n d ed
sequence of rational num bers
'i , H , . . . , rn , . . . (O'
an d is assumed to be limit of this sequence. T o convert this state­
m e n t into a real tool o f investigation, we m ust prove i t ; having le arn t
th e arithm etic of real num bers, we are now, in principle, able’ to d o ­
it. I t is evidently necessary to prove th a t no m a tte r how sm all e > 0,
we shall have for all sufficiently large n :
a — r n < s.
T o begin w ith, let us prove the following auxiliary result on-
sequences o f rational num bers.
Lemma. Let (r) be an increasing bounded sequence o f rational
numbers. In that case, no matter how small s > 0, there is an index n 0 ,
such that 7i > n 0 for m > n 0, and we always have r n — r m < s.

Proof. L et us assume th a t the statem ent expressed by the

lem m a is incorrect, i. e. th a t there is an £ > 0 such th a t the in­
equality
Ym ^ ^
is satisfied for all values of n a n d m w hich can be as large as w e
please. In this case, no m a tte r how larg e th e n a tu ra l n u m b er k,
there are k pairs o f indices (wz* , n j ( 1 < i < k) such th a t
m 1 < n 1 < m 2 < n 2 < - . • < mi- < n
and
Tn . Tm ^ £ (1 ^ i ^ k);
* i
b u t in this case

rn
k
— r m 1 =^ \( r n k k/ \ k
~ Ta
k —?
) + (\ r rck —1
/
~~ r m
k —\ )
\

\ — t„ \ + • • • + /^ r**n j — rTm \^ > k e.

REAL NUM BERS 67

for the first, th ird , fifth, etc. brackets are not sm aller than z a n d the
second, fourth, etc. brackets are positive. H ence
kz r
m
O w ing to the fact th a t k can be as large as we please, the sequence
(?) will contain term s w hich are as large as we please, an d this con­
tradicts the fact th a t it is a bounded sequence. T his proves our
theorem .
L et us now assum e th a t z is an a rb itra ry rational n u m b e r; it
follows from the above lem m a th a t r n — r* < e for a sufficiently
large k a n d for any n ; therefore, the sequence

is a m ajor sequence as com pared w ith

r i — rk , r 2 — rk , . . . , rn — rk , . . . ,
w hich evidently gives the real num ber a — r k ; owing to the fact
th a t the sequence (e) gives the n u m b er s, we have by virtue of the
definition of inequality of real num bers
a — rk < z .
for sufficiently large k.

This proves the proposition for a rational z ; b u t owing to the

fact th a t for any real z > 0 , we can find e ' > 0 , sm aller th an e , we
w ould prove the proposition for any real £ > 0 .
W e m ust also d raw atten tio n to the fact th a t the principle of
origin of irratio n al num bers accepted by us is by no m eans the only
possible m ethod ; in the second h a lf o f the last century, when the
necessity o f p roducing a general theory o f real num bers becam e
a p p aren t, several such theories were advanced alm ost sim ultaneously
a n d each theory h a d its own principle o f origin ; it later becam e
obvious th a t all these theories are basically equivalent so th a t the
choice of theory should be governed no t so m uch by principle as by
the convenience o f the m ethod o f tre a tm e n t an d its applications.
6. T h e w ider set o f num bers w hich we are now studying, is,
as we know , by no m eans the first in the historical developm ent o f
nu m bers. T o begin w ith, we learn ab o u t the n a tu ra l num bers in
a rith m etic, to w hich subsequently zero, negative an d fractional
n u m bers w ere added. T hus as a result o f successive additions, the
set of ratio n al num bers is obtained. O u r principle o f origin adds to
68 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

them all irratio n al num bers a n d thus develops it into the set o f real
num bers, i.e. into the continuum . W e know th a t all previous additions
to the set o f num bers were prom pted, to g re a ter or lesser degree, by
o u r wish to be able to perform some operations u n d e r all possible
conditions, w hich could otherwise no t always be achieved w ith the
help of the older system of num bers. T h u s the in tro d u ctio n o f zero
an d negative num bers enabled us to deal w ith all cases o f subtraction ;
the introduction of fractions produced the same result w ith reg ard to
division (with the exception of division b y zero w hich, by the w ay,
still rem ains impossible even w ithin ou r new system o f real n u m b e rs);
the introduction o f irrational num bers was p ro m p ted by o ur desire to
be able to extract roots. This tendency to deal w ith operations,
w hich could not always be perform ed otherw ise w ithin the existing
set of num bers, was prom pted in m athem atics not so m uch by an
ab stract arg u m en t leading to a form al goal (as it is som etim es believ­
ed), b u t by p ractical necessity ; this is best seen by exam ples like
those introduced a t the beginning o f this c h ap te r ; thus we w ere
unable to obtain results in cases w here the len g th of the diagonal o f
a square of u n it side, was required, or, w hen we w ere trying to find
the area of a circle of u n it radius, because the set of num bers a t o u r
disposal was insufficient for this purpose.

A strict scrutiny of our principle of origin thus shows th a t the

introduction of the w ider set of num bers was p ro m p ted by o u r wish
to be able to perform certain operations u n d e r all circum stances
whereas this could not always be achieved w ith the help o f ratio n al
num bers alone. This involves the creation o f a li?nit o f a bounded increas­
ing sequence o f numbers. T his is no longer a n a rith m e tic al operation.
O n e of the characteristics of an a rith m e tic al operation is th a t all
arithm etical operations are always perform ed w ith a finite group o f
num bers ; on the other h an d , our operation requires the existence o f
aninfinitesequence of num bers, an d w ith the help o f all these num bers
a new n u m b er is originated, w hich is the lim it o f this sequence. T his
is an analytical operation, i.e. one of the first an d sim plest operations
o f m athem atical analysis.
T he w idening of the existing set o f num bers w hich was
u n dertaken in order to g u a ra n tee perform ance o f an y o p eration w ith
num bers achieves its goal only if the op eratio n is possible w ithin the
w ider range of num bers. W e m ust therefore convince ourselves th a t
every bounded increasing sequence has a limit within the range o f real numbers.
H ow ever, this can readily be proved. In fact let
*1 > >• • • j n ) • • ( 6)
REAL NUM BERS 69

be one such sequence, i. e. a n + j ) a „ for any n, an d there is a

n u m b e r C w hich is such th a t a n < C for any n ; here all v.n are
a rb itra ry real num bers.

I f from a certain place onw ards, all the num bers in the sequence
( 6 ) are equal to one another, th en the com m on value of these
num bers will evidently be the lim it of the sequence (6 ) ; therefore, we
can right from the beginning reject this case and assume th a t the
sequence (6 ) contains an infinite n u m b er of different unequal num bers.
L et us assum e th a t these different u n eq u al num bers in the sequence
(6 ) increase in the following order

P1 5P 2 • • • • > j • • • (P n + 1 > P «)•

D enoting by r n any ratio n al num b er betw een (3 n an d [3n + 1 *,

w e have

Pi < < Pa < r 2 < . . . < p„ < rH< p fl + 1 < . : .

/
T h e sequence of the rational num ber r n is evidently an increasing
b o unded sequence w ith a n u p p e r lim it, an d therefore, according to
o u r principle of origin, it tends to the lim it a (which can be rational
or irratio n al) ; owing to the fact th a t r # _j < (3 M< r n , we have,
according to theorem 10, § 11, p w -> a (n -> oo). But the sequence
(6 ) consists o f the same num bers (3„ , each o f w hich is, generally
speaking, repeated several tim es; therefore, a n a [n —►oo).
W e can thus say th a t ou r aim to find a region of real num bers
(continuum ) by extending the region o f ratio n al num bers has been
a c h ie v e d ; the new operation is one of the basic operations of m ath e­
m atical analysis w hich involves transition from an increasing
b o unded sequence to its lim it, an d c an readily be perform ed w ithin
o u r extended region of num bers.
T his property of continuum is o f fundam ental im portance in
the purely logical construction of m ath em atical analysis as we shall
see in later sections.

§ 18. Fundamental Lemmas

T h e fu n d am en tal p roperty of continuum w hich we have just

established above enables us to draw far-reaching conclusions w hich
tend to define m ore fully an d in g reater detail the set o f real

* T h e a r ith m e tic a l th e o r y o f real n u m b e rs sh ow s th a t in fin itely m a n y ra tio n a l

n u m b e r s c a n b e ta k e n b e tw e e n a n y tw o real n u m b e rs.
70 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

num bers, its structure a n d the laws governing them . W e are only
interested here in conclusions w hich can be applied most generally
to the structure o f m athem atical analysis. W e shall establish several
such theorem s in this sectio n ; we call them “ fu n d am en tal lem m as” ,
because each of them essentially contains one o f the most frequently
encountered m ethods of application o f continuum to the stru ctu re o f
analysis. T horough com prehension of these auxiliary propositions
which will frequently be referred in future enables us to simplify an d
abbreviate subsequent tre a tm e n t of the subject.
L et us understand by a linear section a set of all real num bers x
w hich satisfy the inequalities a ^ x ^ b> w here a a n d b(a < b) are two
a rb itra ry real num bers ; we shall assume th a t this lin ear section con­
tains both its “ ends” a and b; u n d er such circum stances it is som e­
times said to be a “ closed” section, in contrast to an “ o pen” section
w hich is defined by the inequality a < x < b (not containing its ends).
L et us call the sequence of sections

Ai , A2 , ■• • » An 5 • • . (1)

[contracting if 1) all points of the section A n + 1 belong to the section

A n for any n (sym bolically An h i ^ A n ) , an d (2) An 0
(» “ ►0 0 ), w here A n denotes the length o f ‘the sam e section.

Lemma 1 (on contraction o f a sequence o f sections). I f (I ) is

a contracting sequence o f sections, then a single number a exists which belongs
to all sections A n •
Proof L et us denote by a n and b n the left an d right ends o f
the section A n respectively ; then it is evident th a t a x ^ a 2 ^ . • •
^ a n ^ . . . , and a n < b 1 for any n ; hence the sequence o f num bers
a n is an increasing sequence bounded from above, i.e. lim a n = a.
n—» 00
L et us now assume th a t k is an a rb itra ry n a tu ra l n u m b e r; if n > k,
then the section A n belongs com pletely to the section A t, so th a t
ajc < a n < b ]C; let us now assume th a t n -> 0 0 an d k rem ains c o n sta n t;
owing to the fact th a t at the same tim e a n -> 0 0 , we have from the
last inequalities of theorm 9, § 11

aic < a < b k ,

i.e. the nu m b er a belongs to the section A ic; also in view o f the fact
th a t k is a rb itrary , it follows th a t a belongs to all sections of th e given
sequence. In order to prove uniqueness o f this n u m b e r let us assume
th a t there is yet an o th er n u m b er (3 > a w hich also belongs to all
 H EA L NUM BERS 71

sections A .i; in th a t case the length of each of these sections should

n o t be less th a n (3 — a, which contradicts the condition th a t
A * -» 0 (k co). H ence lem m a 1 is proved.

Let us now assum e th a t we are given a system of sections (S )

(finite or infinite). L et us agree to say th a t the system (£) covers a
certain section A if each one of the num bers belonging to A lies
w ithin a t least one of the sections of the system (S).*

Lemma 2 (on finite coverage). I f the system (6 1) covers the section

A , then a finite system o f section can be chosen from it which would also
■cover the section A .

Proof. F or the sake of brevity we can say th a t an arb itra ry

section 8 perm its finite coverage if it can be covered by a finite group
o f sections chosen from the system (S). W e shall prove converse of
lem m a 2, i.e. we assume th a t the section A does not perm it finite
coverage an d thus try to show a contradiction. L et us divide the
section A into halves; if both halves p erm it finite coverage, th en the
w hole section A will evidently also
p e rm it finite coverage; b u t since it
does not perm it finite coverage, it
follows th a t a t least one h a lf of it
does n ot perm it finite coverage; let us
denote this h a lf by A i (ifneither h alf perm its finite coverage A i w ould
denote either half). T h e section A i w hich does not perm it finite
coverage is again divided into halves, and we denote by A 2 the
h a lf w hich does n o t perm it finite coverage. W e can continue
this process ad infinitum an d o b tain a sequence of sections
A , A i, A 25 • • • 5 A n o n e of w hich perm its finite coverage; these
sections evidently form a contracting seq u en ce; therefore it follows
from lem m a 1 th a t a n u m b e r a exists w hich belongs to all those sec­
tions. Since a belongs to the section A w hich is covered by the system
(S). it follows th a t a lies w ithin at least one section A * of the system
(6 1). B ut each of the sections A n contains the n u m b er a ; also the
len g th of the section A n tends to zero as n increases, and therefore
th e section A n will lie com pletely w ithin the section A * for a suffi­
ciently large n (Fig. 9). This gives us the necessary co n trad ictio n :
on one h a n d the section A « does not, by its definition, perm it finite

* W e m u st e m p h a siz e th e im p o r ta n c e o f th e c o n d itio n th a t e a c h n u m b e r o f
t h e se c tio n A m u st lie within o n e o f th e se c tio n s o f th e sy ste m (&) a n d sh o u ld n o t
-sim p ly b e lo n g to it ; i f it were th e ca se, th e n le m m a 2 w o u ld n o t b e tr u e .
 72 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

coverage while on the o ther it is covered by one of th e sections A *

o f the system (S ). L em m a 2 is thus proved.
We shall now introduce a very im p o rtan t concept of bounds o f
the given set o f num bers. T h e set M of real num bers is said to h av e
an upper bound if a nu m b er C exists such th a t all num bers of th e set
M are sm aller than C; thus the set of all negative num bers has a n
u p p er bound (where C can be zero or any positive n u m b e r); on the
o ther h a n d the set of all positive num bers has no u p p e r bound.
Sim ilarly the set M is said to have a lower bound if there is a n u m b er
C such th a t all num bers o f the set M are g reater th a n C. A set
w hich has an u p p er and a low er b o und is simply said to be bounded.
W e now say th a t the nu m b er (3 is the upper bound o f the set M
if this set does not contain num bers w hich are g reater th a n p, th ere
exists a m em ber of the set w hich is g re a ter th a n (3 — e for an
arb itra rily small e > 0. Sim ilarly we say th a t the n u m b er a is th e
lower bound of the set M if this set contains no num bers sm aller th a n
a, b u t there exists a m em ber of the set w hich is sm aller th a n a -{- e
for sm all e > 0. It is thus obvious [that the u p p er b o u n d is the
sm allest n u m b er w hich do n ot exceed any n u m b er o f the set M ; a
sim ilar case applies to the lower bound.

Exam ple. T h e set of positive ratio n al num bers whose squares

are sm aller th an 2 has 0 as its lower b ound and \ / 2 as its upper
bound.

In general, b o th u p p er an d lower bounds of th e set M m ay o r

m ay n o t belong to this set. T h e upper an d lower bounds of a section
evidently coincide w ith its ends and alw ays belong to i t ; on the o th er
h a n d in the above exam ple the set u n d er consideration does not
contain its low er bound (since it is not positive), nor its u p p er b o u n d
(since it is not ratio n al).

A set w hich has no upper lim it can n o t have an up p er bou n d ,

for there is no num ber (5 in com parison to w hich all num bers o f the
given set are sm aller. For the purpose of analysis it is im p o rtan t to
note th a t a set w ith an u p p er lim it alw ays has an u p p e r bou n d (and
only o n e ); sim ilarly, a set w ith a low er lim it alw ays have a single
low er bound. T he theorem on existence of bounds for b o u n d ed sets-
(which is by no m eans self-evident) is one of the m ost im p o rtan t
properties of continuum . It can readily be shown th a t, for exam ple,
the set in ou r last exam ple has an u p p e r lim it, b u t th a t w ith in the
region of ratio n al num bers it has no u p p e r bound.
 REAL NUM BERS 73:

T his theorem is proved in the same way for the u p p er and'

low er bounds so th a t we only need to prove one o f these cases.
Lemma 3 (on existence of bounds for bounded sets). The set
M which has an upper limit has a single upper bound.

Proof. L et us say th a t a section is normal if it contains a t least

one point of the set M , an d to the right o f this point there is no point
of this set. It can readily be shown th a t from th e two halves of a
n orm al section a t least one h a lf will always be n o rm a l; in fact, if th e
rig h t h a lf contains a t least one point of the set M , then this right h a lf
will evidently be a norm al section ; if, on th e o th er h an d , the right
h a lf contains no points of the set M , then the left h a lf will be the
norm al half.

L et us assum e th a t a is an a rb itra ry point of the set M y an d b

is an a rb itra ry n u m b er w hich exceeds all num bers of the set M .
T h e section {a, b) — A i is evidently n o rm a l; let A 2 denote its
n o rm al half, A 3 the norm al h a lf o f the section A«, an d generally,
A«+i the n o rm al h a lf of the section A « (« = 1, 2 . . .) . T h e sections
A j, A 2j • • • 3 A n . . • form a contracting sequence, an d therefore,
according to lem m a 1, they have a single point 3 in com m on. W e
now m a in ta in th a t (3 is the u p p e r b o u n d o f the set M . T o begin
w ith, we m ust prove th a t there are no points of the set M to the right
o f (3 ; let us assume th a t a > [3 belongs to the set M ; each section
A n contains the p oint [3; b u t if this is so, it m ust also contain 1
a, for if it were to end m ore to the left, then the point a o f the
set M w ould lie to its right, an d it w ould no longer be norm al.
T herefore, each of the sections A n contains both points (3 an d a, and
therefore its length is not less th a n a —(3; however, this is impossible,.
since A n 0 {n -> oo). H ence there are no points o f the set M tO'
th e rig h t o f the point (3.
L et us now assum e th a t s is an arb itra ry positive n u m b e r;
w hen n is sufficiently large, A « < e ; a n d since A » contains (3,
all points o f the section A n lie to the right of (3 — s ; b u t since the
section A n is norm al, it does not contain a single p oint o f the set M
to the rig h t of (3 — e. Therefore, no m a tte r how sm all s > 0 there is a
p o int belonging to the set M w hich lies to the rig h t of (3 — e ; this
m eans th a t (3 has also the second p roperty o f the u p p e r b o u n d an d
therefore it is, in fact, the u p p e r b o u n d o f the set M ; existence o f the-
u p p e r b o und is thus proved. T h e fact th a t it is im possible for a
given set M to have two different u p p er bounds is alm ost self-evid e n t ;
i f there were two such bounds [31 an d Pa (Pi < p2)> then it would!
'74 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

follow from the first p ro p erty of the bou n d (3i th a t no n u m b er o f the

set M can lie betw een (3 x and p2, whereas, according to the second
property of the bound (32, there m ust exist such num bers w hich leads
to the required contradiction. L em m a 3 is thus proved.

§ 19. Final Points in Connection with the Theory of Limits

In chapter I I we constructed the basic theory o f limits. H o w ­

ever, some of the m ore im p o rtan t propositions of this theory could
only be established on a m ore accurate basis w hich we now have at
our disposal after having studied continuum and its fu n d am en tal
properties. In this section we shall, therefore in a way, supplem ent
our present knowledge of limits.
1. T o begin w ith, let us consider changes in the increasing
bounded quantities w ithin a w ider scope. If an belongs to an increas­
ing sequence o f real num bers bounded from above, th en a lim an
n oo
m ust exist; (this follows from the last theorem in § 17). But we know
th a t a sequence of num bers is the only way to describe a m ath e­
m atical process. I f we are given an a rb itra ry process described by
any m ethod, we shall naturally say th a t the q u an tity x w hich p a rti­
cipates in this process is an increasing quantity if for any two given
m om ents of the process its value a t the later m om ent is not less th an
its value a t the earlier m om ent. W e say th a t the q u an tity x has an
upper limit in the given process if there is a num ber C, such th a t from
a certain m om ent of our process onw ards we always have x < C.
I t is evident th a t the increasing sequence w ith an u p p er lim it, w hich
we have considered a t the end of § 17, is a p articu lar case in the
general system of increasing quantities w ith u p p er limits. W e shall
see th a t the theorem a t the end of § 17, w hich was proved for this
p articu lar case, rem ains valid for our general system.

Theorem 1. Every increasing quantity which is bounded from above

has a limit.
Proof. O w ing to the fact th a t the q u an tity x is increasing, an d
bounded from above, there m ust be a nu m b er C such th a t always
x < C; therefore, the set M of the values taken by x is bounded from
above, an d , in accordance w ith lem m a 3 § 18, it has an u p p er bound
j3. Let £ be a positive num ber w hich can be as sm all as we please.
In accordance w ith the second p roperty o f an u p p er b o u n d , there
m ust be a num ber in the set M {i.e. x will sooner or later take this
value) w hich is g reater th an (3 — £; since x is a n increasing q u an tity ,
 H EA L NUM BERS 75

all its subsequent values will be greater Lth an p — e. But it

follows from the first property of an u p p er b o u n d th a t no num ber of
th e set M exceeds (3. H ence from a certain m om ent onw ard we
alw ay have :

P — E < X < (3,

an d therefore

I * — P 1 < s;

b u t since the n u m b e r z is as small as we please, therefore in this

process .v — p. T his proves theorem 1.
I t is evident th a t this theorem rem ains valid for a decreasing
q u a n tity w hich is bounded from below.

W e have so far said th a t a: increases in the given process if its

value * 2 a t a la te r m om ent of the process is never sm aller th an its
value .V! a t an earlier m o m e n t: x 2 ^ *i- T hus an increasing
q u a n tity either increases in the course o f the process or m aintains its
d o rm er value b u t it never decreases; therefore, we can n a tu ra lly say
th a t this q u an tity is non-decreasing an d reserve the term “ increasing”
for quantities for w hich we always have x 2 > * 1 w ith no possibility
o f equality. We shall use this term inology in future. T hus, for
exam ple, as .v increases, the qu an tity A x3 also increases, b u t |* | (c.j\
§ 4, exam ple 1) is a m erely non-decreasing q u an tity . I t is obvious th a t
every increasing q u a n tity is a t the sam e tim e also a non-decreasing
q u a n tity , b u t the converse is n ot tru e. Sim ilarly we say th a t x is a
decreasing q u an tity if we always have x 2 < .vx an d th a t it is a non-
increasing q u a n tity if we always have x 2 ^ x All non-decreasing
a n d all non-increasing quantities are called monotonic (they always
change in th e same direction). H ence, in general, theorem 1 can be
stated as follow s: a monotonic quantity which is bounded in the direction o f
its change always has a limit.

2. L et us now consider a new problem . W e have ju st shown

th a t for a m onotonically changing qu an tity , boundedness in the a p ­
p ro p riate direction serves as a sufficient condition for existence o f a
lim it. In g eneral, w hen a q u a n tity does n o t change m onotonically,
it is often im p o rtan t to find if this q u a n tity has a lim it in the given
process. A necessary an d sufficient condition also exists for the
general case, as we shall la te r see an d is o f g reat theoretical im por-.
tance. W e form ulate an d prove this condition for the general case
.as follows :
76 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

Theorem 2 (criterion for existence o f a limit). In order that x

should in the given process tend to a limit, it is necessary and sufficient that, no
matter how small the positive number z,jrom a certain moment o f the process
onwards, two arbitrary values o f x should differ from one another by not less
than s.

Proof. W e shall break up the condition o f sufficiency into three

stages.

1. According to the conditions of the theorem , there will be a

m om ent in our process after w hich two values o f .v will differ from
one an o th er by less th an unity. I f a t the m om ent in question x — .v0,
then for all subsequent m om ents

X Q — 1 X <C X Q -J- 1 .

H ence the set M of values of a: is, from th a t m om ent onw ards, fully
contained in the section A w ith ends x 0 — 1 a n d * 0 + 1.

2. L et us call any section 6 normal if, from an a rb itra ry

m om ent of the process onw ards, x takes values w hich still belong
to the section 6 (this can be stated m ore briefly by saying th a t th e
norm al section contains- values of a w hich can be “ as late as we
please” ). I t is evident th a t (1) the section A is norm al, a n d (2) if the
given section is norm al, then a t least one h alf of it is also a n o rm al
section. This la tter circum stance enables us to use the conventional
m ethod for constructing a contracting sequence o f sections w ithout
the use of A

A . A i, A 2j • • ■ ; A m • • • >

in w hich each section represents the norm al h a lf of the preceding

section. T h e com m on point of all these sections (w hich exists, as .
shown by lem m a 1, § 18) is denoted by a.

3. L et us prove, Anally, th a t lim x — a . L et e be an

arb itra ry positive num ber. L et n be so large th a t A n < \ e- L et
us Ax a m om ent of our process so th a t from th a t m om ent onw ards
two a rb itra ry values of a differ from one an o th er by n o t less th a n
\ £. Since the section A n is norm al, it contains a value x x w hich
x takes after the m om ent in question. H ence for any value x 2 taken
after th a t m om ent, we have, as a result of the choice o f th a t m om ent,

*1 I < 2£-
 R EA L NUM BERS 77
But on the other h an d , since both a an d x x belong to the section A „,
w hose length is not less than Js we have

I ~ ai <

W e find from the last two inequalities :

i -V2 — a | < £;

w here £ is an a rb itra ry positive nu m b er and x 2 an arb itrary suffi­

ciently late value o f x (which it takes after the chosen m om ent). But
this m eans th a t lint .v = a.

Necessity of our condition can be proved very sim ply: if

Inn .v = a, then for any two sufficiently late values x x an d x 2 of at
we have

| X j d | < ^£, I .V 2 — d | o^j

hence

1 'V 1 V2 I ^ -3
which was to be proved.

T h e proved condition is very useful in theory, b u t for proving

■existence of a lim it in individual exam ples it -is ra th e r rarely used;
this is due to the fact th a t in m ajority of exam ples, it is rath er difficult
to determ ine w hether the requirem ents of this condition are satisfied.*

W e have proved the criterion for existence o f a lim it in very

-general term s for processes of all types. E vidently when we are
trying to apply this criterion to the m ath em atical stru ctu re o f a given
1process, as we did in § 14, the general criterion gives us a definite
. condition in relation to the process of the given type.

L et us now state o ther m ore im p o rtan t special conditions o f

This type.
1. In order that the sequence o f real numbers a l5 a 2, . . . , a n . . .
'should have a limit, it is necessary and sufficient that the following condition is
satisfied : no matter what the positive number z be, there is a natural number
nQ such that | a n — a m | < s for n > n 0, m > n 0. In other words,

* T h is c o n d itio n is o fte n k n o w n as Cauchy's criterion ; in g en er a l it is u su al

to use th e ter m criterion in c o n n e c tio n w ith co n d itio n s w h ic h a re sim u lta n e o u sly
m ecessa rv a n d su ffic ien t. '
 78 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

any two “sufficiently far rem oved” term s o f the sequence should
differ from one another as little as possible.
2. In order that the function y = f { x ) should have a limit fo r x -+ a ,
it is necessary and sufficient that the following condition is satisfied : no matter
what the positive number e be, there exists another positive number 8 such that
we always have \ f ( x x) — f ( x 2) | < e fo r | — a \ < 8 1at2 — a | < 8
(atj a, x 2 ^ a). In other words, the values o f the function f ( x ) a t
.tw o different points sufficiently close to a should differ from one-
an o th er as little as possible.
3. In order that the function y = f (x) should have a limit as x
increases indefinitely (* -> T o o ), it is necessary and sufficient that the
following condition is satisfied : no matter what the positive number e be, there-
exists another positive number A scuh that we always have]f (x j) — f ( x 2) | < £
for Xx > A, x 2 > A. In other words, the values of the function f ( x )
for two sufficiently large values o f x should differ from one an o th er
as little as possible.
Finally, a t the end of the section on lim its, we find it necessary
to say th a t in order to acquire practice in the evaluation o f limits, it is
necessary to solve m any examples. M any instructive exam ples of
this type can be found in the Problem Book by B.P. D em idovich, in.
■which problem Nos. 38, 40, 41, 42, 48, 50, 50-58, 60, 6 8 , 76, 109-112,
357-365, 376-380 (section I) are particularly useful. *

* A t th e en d o f this b o o k th e n u m b e rs o f th e se ex e rc ise s a re g iv e n as they;-

a p p e a r in th ^ se c o n d e d itio n o f th e “ P ro b lem B o o k ” b y B .P . D e m id o v ie h .
 CHAPTER V

C O N TIN U O U S FUNCTIONS

§ 20. Definition of Continuity

A fter the prelim inaries we can now study the m ain problem of
m ath em atical analysis, viz* the problem of functional dependence.
B ut even now we m ust a p p ro ach our subject system atically and
isolate theoretically and practically some classes of functions which
are of fu n d am en tal im portance. K eeping in m ind the history of
developm ent of our science it is advisable to consider a t the beginning
the class o f continuous functions. T h e concept of continuity, i.e. the
continuous change of a function, can readily be visualized an d we
have already used this term on several occasions w ithout having
defined its m eaning. W e m ust now clearly define the concept of
continuity an d study the properties of continuous functions in detail,
not only because we shall often encounter these functions in future
b u t also because the study of other, m ore com plicated classes of
functional relationships can frequently be reduced to the study o f
continuous functions.
L et y = f { x ) be a function w hich is defined along some section
o f the n u m b er line an d let a be an a rb itra ry point on th a t line. T h e
function f { x ) has a definite value f { a ) a t the point a. L et us now
go from the p o in t a to an o th er adjacen t p o in t a + h, w here h is a
positive or negative n u m b er w ith very sm all absolute value. In
connection w ith this type of transition it is custom ary to say th a t the
q u an tity „r whose value is a has received an increment h an d thus taken
a new value a + A; we have already said th a t the in crem en t h can
be either positive or negative. A new value f { a + h) of the func-
tion f (*) corresponds to the new value a + h o f x ; the difference
j { a + h) — / (a) w hich corresponds to the difference betw een the
new and old values o f y is n atu rally said to be the increment o f y which)

79
•80 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

it has received in the transition of x from the old value a to the new
value a + h ; it is obvious th a t this increm ent can be either positive
or negative (sometimes it m ay be zero). In analysis it is custom ary
to denote the increm ent received by a q u an tity u by the sym bol Aw.
YVe can therefore say th a t if we have x — a, th en the increm ent
Ay — f { a + h) — / ( a ) o f y corresponds to the increm ent A x = h
•of*. Its geom etrical m eaning is represented in Fig. 10.
I f a rem ains unchanged while we change the increm ent h of x ,
then evidently the increm ent A y = f { a -|- h) — f ( a ) of y will also
change ; a definite value o f A v
corresponds to each value of A x .
L et us assume th a t in a p a rtic u la r
case the value of h tends to zero, i. e.
we assume th a t the new value o f
a - \ - h o f x tends to the old value a ;
if u n d er these circum stances the
increm ent A y o f the function
y — f { x ) also tends to zero, it w ould
m ean th a t for a sufficiently small
change in the value of ,vthe q u an tity
y will also change by as little as we
please. T his is the m eaning of
physical representation o f the concept
o f continuity. H ence the essence of the concept o f continuity is the
fact th a t an in fin itely s m a l l increment o f the f u n c t i o n corresponds to an in fin itely
s m a l l increment o f the in dependent v a r ia b le . Since the relation
A y = f(a + h) —f(a) 0 (A x — h -> 0)
is equivalent to the relation
f{a + h) f { a) f^ O ),

the definition of continuity can be form u lated as follows :

The function f { x ) is said to be a continuous function at x ~ a (or (cat

the point a”) i f
f ( a + h) ~ > f ( a ) (h 0 ).
H ence it is necessary and sufficient for the function f ( x ) to be
continuous a t the point a th a t the value o f the function f (x) should
tend to a definite lim it w hen -> a, a n d th a t this lim it should be
•equal to the value f ( a ) of this function a t the p o in t a. At the
sam e tim e it is also im p o rtan t th a t the relatio n f (a
CONTINUOUS FUNCTIONS 81

should hold irrespective o f the path by which h approaches zero : by

positive values, by negative values or w ith o u t a change of sign taking
p la ce ; in other words, we should have f ( x ) —>-f(a) irrespective of
w h ether at approaches the p o in t a from right or left or w hether it
passes repeatedly from rig h t to left an d vice versa (the two-sided lim it
o f a function, c f. § 15).

T h e precise definition o f the concept o f lim it transitions which

we have studied in detail in § 14 enables us to define the concept of
co n tinuity in an o th er w ay w hich is often very convenient: the function
f (x) is said to be continuous at the point a i f no matter how small s > 0
there is a 5 > 0 such that we have | f (a -+* h) — f {a) | < £ fo r every h
whose absolute value is smaller than 5. In o th er words, a function is
continuous a t a given point if a change o f th e function w hich can be
as sm all as we please corresponds to a sufficiently sm all change of
th e arg u m en t.

T h e m ajority o f cases in w hich continuity of a function is

violated a t some p oint is due to the fact (fig. 1 1 ) th a t f (x) tends to
a definite lim it w hen x approaches a from
rig h t (h > 0 ) an d tends to an o th er ;
definite lim it w hen a: approaches a from
left (h < 0 ) b u t these two lim its do not
coincide. In this case there is no single
lim it lim f (x) a n d the function f (at) is

discontinuous a t the point a as can be

readily seen from fig. 11. T h e fact th a t a;
tends to a from rig h t (i.e. b y assum ing
values g re a ter th a n a only) is usually Fig. 11
d enoted sym bolically as fo llo w s: x -> a + 0 ;
if in this process / (x) tends to a definite lim it, then this lim it is
d enoted by / (a + 0 ) so th a t
/(a + 0 ) = lim f(x).
x —» a + 0
T h e m eaning of the symbols x -> a — 0 is sim ilar and
f(a — 0 ) = lim /(* ).
x a —0

In the case considered in fig. 11 b o th lim its f (a -f~ 0) an d / (a — 0)

exist b u t differ from one another. W e know th a t it is necessary for
th e fu n c tio n /(a :) to be continuous a t the point a th a t not only th e
82 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

limits should coincide b u t also each lim it should coincide w ith the
value / (a) of the function’/ (x ) a t the point a (it is evident from th eir
definition th a t the n u m b ers/ (a + 0 ) an d / (a — 0 ) m ust not nece­
ssarily coincide w i t h / (a) an d are q u ite in d ep en d en t of it) . T h u s
a p a rt from the condition / (a + 0 ) / / (a — 0 ) w hich causes viola­
tion of continuity in the exam ple we are considering, this phenom enon
m ay also be due to the influence of o ther causes, viz.:
(1) / (a 0) o r / (a — 0) m ay not exist a t all. T ypical
examples of this kind are the following :

— (x ^ 0 ),
(a) / M x
0 (,v = 0 );

/(.y) increases indefinitely for x —> -f- 0 ; the absolute value o f / (y),
which is negative, increases indefinitely for a: -> — 0 ; therefore
/ ( -f- 0) and/ ( — 0) do not exist; the function / (.v) is thus unbounded
in the neighbourhood of the point 0.

sin — (y === 0),

(b) f M x
0 (* = 0 );

/ (y) remains bounded this time for y -f 0 ( | sin 1 j x | < 1 ), but

cannot tend to a limit, for it repeatedly takes the values + 1 and
— 1 (or any value between + 1 and — 1); / ( y ) evidently behaves
similarly for y — 0; therefore/ ( -f 0) and / ( — 0) do not also
exist in this case although the function / (v) remains bounded in the
neighbourhood of the point 0.

(2) I t m ay h ap p en th a t/ (a -f 0) an d / (a — 0) exist an d are

equal to one an o th er b u t differ from / (a) ; for exam ple
(y ^ 0),
/(* ) = { 1 (y = 0);
here / (a + 0) = / {a — 0) for a = 0 while f {a) = 1. In all these
cases th e fu n ctio n / (y) is discontinuous (non-continuous) a t y = a (at
the point a).

I t is very im p o rtan t to rem em ber th a t the definition o f conti­

nuity implies a local (i.e. a t a given point) p ro p erty o f a fu n ctio n ;
generally speaking, a function m ay possess this p ro p erty a t some
points while it does not possess it a t o th er points. T h e values o f the
“CONTINUOUS FUNCTIONS 83

v a riab le .v for w hich the function f \x) is continuous are known as

points o f continuity of this function an d points a t w hich the function is
discontinuous as points o f discontinuity. In the exam ples of discontinuous
functions, w hich we have considered above, the function is continuous
everyw here except a t a single p o in t; the set of points o f discontinuity
o f such fu nctions evidently consists of this single point. I t is quite
easy to th in k of functions w hich have two, three, or m ore points of
discontinuity an d also of functions w hich have an infinite n u m b er of
points of discontinuity. But, on the other hand, there are functions *
w hich do not have points o f continuity a t all and points of disconti­
n uity fill the entire n u m b e r line. A n exam ple of this kind is given
by the function D (,v) w hich we have considered in § 4 ; this function
is equal to zero or u n ity in relation to w hether x is an irratio n al or
ratio n al num ber. O w ing to the fact th a t every section of the n u m ber
line contains an infinite n u m b er of both ra tio n a l a n d irratio n al
num bers, no m a tte r w h a t the n u m b er a be, there will be bo th
ratio n al an d irratio n al num bers in its im m ediate neighbourhood :
hence the function D (x) will take the value 0 and u nity a t points
w hich can be as close as we please to the p o in t a ; it thus follows
th a t D (.v) c an n o t ten d to a lim it as x -> a an d it is therefore dis­
continuous a t .v = a ; and ow ing to the fact th a t a is a rb itra ry , the
fu n ction D fiv) is discontinuous everyw here; m oreover, D (a; -{- 0 )-
a n d D (.v — 0) do not exist for the sam e value o f x.
I t is sometimes useful to distinguish the one-sided continuity of a
function. T h e function f ( x ) is continuous to right, o f the point a if
/ (a -f- 0 ) exists a n d / (a - f 0 ) = f (a) ; it is continuous to left i f / (a — 0 )
exists and f (a — 0 ) = / (a) ; in order th a t the function should be
continuous a t the p oint a it is evidently necessary an d sufficient th a t
it should be continuous to rig h t as well as left of th a t point.
W e shall say th a t the function f (x ) is continuous along the line
{a, b) if it is continuous a t every point of this line (i.e. it has no
points of discontinuity on this line). In this case continuity to right
-of the end a a n d continuity to left o f the end b o f this line are only
necessary; this fact is obvious because the function / (.v) is frequently
defined only for points on the line (a, b) so th a t the question o f its
co n tinuity to left of the point a (or its continuity to rig h t o f the point
b) does not arise. T h e definition of a continuous function along a
line does n o t a lte r ou r previous statem en t th a t continuity is a local
p ro p erty , for continuity along a line is defined in term s o f continuity
a t every p o int an d this is the p rim ary definition in the theory of
con tinuous functions, w hich implies a well-defined local ch aracter.
 84 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

§ 21. O perations with continuous functions

In ch ap ter 2 we have studied the results of arith m etical o p e ra ­

tions w ith infinitely small quantities, infinitely large q uantities a n d
quantities w hich tend to lim its; we m ust now establish the fact th a t
continuity of a function is, as a rule, conserved in the course o f ele­
m entary arithm etical operations. T h e im portance o f this p ro b lem
is self-evident, for its general solution will m ake it unnecessary to test
continuity of every function obtained as a result o f sim ilar operations-
w ith continuous functions.
L et us assume th a t we are given the algebraical sum

/(* ) ~ f \ M i /2 M ± ••• =t/*» (•*)

o f functions, each of w hich is continuous a t x — a. A ccording to the-
definition of continuity this m eans th a t (<z) , / 2 ( * ) —^ / 2 (a)r
..., f n (x ) -> f n (a) f°r x -► a ; b u t in this case w e know from*
theorem 1 § 1 1 th a t

f ( x ) = / i (*) i / 2 (*) rh ••• ±/*» W (a) ± f s (a) rb •

... ± f n (a) = / ( f l )
for x a and this means that the fu n c tio n / (a:) is continuous at the
point a.
By using a sim ilar simple arg u m en t (w ith reference to theorem
2 § 1 1 ) it can be readily proved th a t the p ro d u c t of an a rb itra ry
constant num ber of functions w hich are continuous at the point a will
also be continuous a t th a t p o in t; in p a rticu lar, if the function / (*)
is continuous a t * = <2 , then the function {f ( x ) } n possesses the
same property, w here n is an a rb itra ry n a tu ra l n u m b er. Division, on
the other hand, usually requires some additional explanations. L e t
f x (a;) a n d / 2 (*) be two functions w hich are continuous a t x = a and
let f 2 (a) # 0 .
In accordance w ith o u r assum ption f x (x) ->■f x (a) a n d f % (x)
—>f 2 (a) for a; — a ; therefore it follows from theorem 7 § 1 1 th a t
l i m / j (x)
x —> a 7 1 (a)
lim A M
x->a f 2 (*) lim f t \ x ) f 2 (fl) *
x a
w hich shows th a t the fu n c tio n /j (a:) / / 2 (a:) is continuous a t x = a;
H ence this rule applies provided t h a t / 2 (a) 9 ^ 0. But if / 2 (a) == 0,
then the expression ( a ) / / 2 (a:) is devoid of m eaning for x = a an d
therefore continuity of the quotient has no m eaning a t all in this case.
 ‘C O N T IN U O U S F U N C T IO N S 85

All the rules w hich we have so far established rem ain valid if
we consider a function w hich is continuous not at a single point b u t
alo n g the entire section o f a lin e ; this follows directly from the defi­
n itio n , given in § 20, of continuity of a function along a section. In
the case o f a quotient the result should evidently be stated as follows:
if the functions ( x ) and f 2 (#) are continuous along a section of a
line an d if f 2 (#) does not vanish a t any point on th a t line, then the
function f x (#) ( f 2 (x ) is continuous along th a t line.

§ 22. Continuity of a composite function

Letjy be a function o f x , y = f ( x ) , defined along some section

o f a line (a, b). L et us denote by M the set o f num bers w hich the
function f ( x ) assumes by run n in g throu g h all the num bers on the line
(dy b). L et some third qu an tity £ be an o th er function of y, z — (jy),
w hich is defined for all values o fj; belonging to the set M. W hen x
takes a definite num erical value on the line [a} b)y then y = f ( x ) also
takes a definite value w hich belongs to the set M ; b u t in this case
Z = ^ ( y ) also takes a definite num erical value. H ence in the long
ru n a definite value of £ corresponds to each value o f a; along th e
section (a, b ) ; in other words, z is a function of .v defined along the
section (ay b). It is convenient to denote this dependence as follows.’

Z = 9 [/(* ) L

’ o r by two equations :

z =-- <? ( y ) , y = /(* ).

£ is no t directly defined in term s of the ind ep en d en t variable x b u t

by m eans of an ‘‘in term ed iate” fu n c tio n ^ ; z is defined as a function
ofjy an d y as a function o f x; therefore £ appears to be a function o f
x. A function w hich is given in this w ay is said to be a com posite
f u n c t i o n (or a ‘‘function of a function” ).

Exam ple. L et y = cos #, z = log y ; the function log y is

defined only for positive values an d therefore we shall restrict o u r­
selves to the study of those values o f # for which y = cos x > 0 ; for
• exam ple, let — r. / 4 < ,v < + ~ / 4 ; then y > 0 an d log y has a
• definite m eaning. We can w rite
86 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

we know th a t this function is very im p o rtan t in the logarithm ic solu­

tion of trigonom etrical equations an d detailed tables are published
for this function. T h e following are some o ther simple exam ples :

z = j ", y = sm .v, z = sin - a,

1 /T - - - ~ r 1
<, — t - t —''» y = ^ 1 + * > ^ = r~v~ / i
1 + y 1 -f V 1

(both functions are defined for all values of a).

These exam ples (like the definition o f a composite function)

show th a t the term “ com posite function5’ describes no new class o f '
functional dependencies b u t only a specific method o f defining a
fu n c tio n ; the simplest functions can be defined in com posite form if
this is desirable; thus the function z = a 4 can be defined w ith the
help o f the re la tio n s<: = y 2, y = a 2 an d w hen given in this form it
becom es a com posite function.
I t is obvious th a t the form in w hich a function is defined can
be even m ore com posite— it m ay contain not one b u t two or m ore
in term ediate functions.
E xam ple ; T h e function v = log(l + V 1 + a 2), can be given
in term s of a chain of relations v = log ns u = 1 + z, z — V y >
y = 1 -j- a*2, i.e. it m ay contain three in term ed iate functions u 9 z
an d y .
L et z = 9 (y)3y — f ( a) an d let the function f { x ) be defined and-
continuous along the section (a, b), w hile the function 9 (j)') is defined
an d continuous along another section w hich includes all values o f th e
function f ( x ) Tor a ^ x ^ b. W e will prove th a t in this case th e
composite function z = 9 [ ( / ) ] is also continuous along the line (a, b).
L et a be an ax b itrary point on the line (a, b), an d let / ( a ) = (3 ; since
the fu n c tio n /(a ) is continuous along the line {a, b), we have :
lim { f ) x = / ( a ) = (3;
,y —> a

an d , on the other h a n d , the function 9 (y) is assum ed to be continuous

forjy = p ; it therefore follows from y'(v) (5 th a t

9 L /M ] 9 (P) = 9 [/( a )] a ),
w hich proves continuity of the com posite function 9 [/(a )] a t the p o in t
a ; an d since a is an a rb itra ry point on the line (a, b), the function 9 [ /( a ) 1
m ust be continuous along the whole line. W e have thus proved the
following theorem .
CONTINUOUS FUNCTIONS 87

Theorem 1. I f the function f ( x ) is continuous along the line (a, b) and

the function 9 ( y ) continuous along another line which contains all values o f the
function f { x ) along the line {a, b), then the composite function 9 [/(#)] w
continuous along the line {a, b).

In o th er w ords, if bo th functional dependencies w hicn m ake a

com posite function are continuous, the composite function will also
be continuous. By m eans of simple induction it is easy to apply this
theorem to composite functions defined in term s of three or m ore
lin k s : if in each link the dependence is continuous, then the resulting
com posite function will be a continuous function. In practice we
always come across com posite functions, each link of w hich is composed
o f some elem entary function { c f §6). It w ould indeed be very
difficult to prove in each case the continuity of each com bination o f
elem entary functions w hich we m ay encounter. T heorem 1 enables
us once an d for all to dispense w ith this necessity: if we can prove
continuity of a sm all n u m b e r of the simple elem entary functions
(an d we shall do this in § 24), then it follows from theorem 1 an d from
the theorem s in §21 th a t every finite com bination of these simple
functions will be continuous (i.e. every such com bination composed of
the simple elem entary functions by m eans of arithm etical operations
a n d operations involved in constructing a com posite function, which
can be repeated an a rb itra ry finite nu m b er of times in any order).

§ 23. Fundamental properties of continuous functions

C ontinuous functions have a series of properties w hich make

th eir study an d application m uch sim pler th a n is the case w ith non-
continuous functions. W e shall now state an d prove several im p o rtan t
properties of this kind. But, to begin w ith, we m ust establish an
au x iliary proposition w hich we shall find very useful in future.

Lemma. The function f (x) which is continuous and positive fo r x = a

will also be positive along some line which contains the point a.

Proof. As a result of continuity of the given function at the

point a we have :

/ M -* /(« ) a);

a n d therefore it follows from f { a ) > 0 an d theorem 2 § 10 th a t

f ( x ) > 0 provided x is sufficiently close to a ; this proves the statem ent
o f the lem m a.
88 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

Obviously it is possible to prove by the same method that if

/ ( a ) < 0 , we should have f ( x ) < 0 for all points on some line which
contains the point a.
In future we shall say that the function f (x) defined along the
line {a, b) is bounded along that line if its values along the line {a, b)
form a bounded set.
Theorem 1. The function f { x ) continuous along the line (a9 b) is
bounded along that line.
Proof. Let a be an arbitrary point on the line (a, b). T he
function f ( x ) is continuous at the point a, and therefore |/ ( * ) —
—/ ( a ) | < 1 provided x is sufficiently close to a; hence a line 8 ,*
exists with a as its centre such that for an arbitrary point x on the
line 5 a *) we have |/ ( * ) — / ( a ) | < 1 ; therefore

l/(*) I < l/(«)l + i-

We can construct a line 8 a for every point a on the line (a , b ).
T he system S of all the lines so constructed evidently covers the line
(a, b). In accordance with the theorem on finite coverage (lemm a 2
§ 18) a finite group of lines A i, A 25 •• > A « o f the system S exists
which also covers the line (a, b). Each one o f the lines A fc is one
o f the constructed lines 5a (k = 1 , 2, n ) ; therefore for any point

x on the line A it we have

l/M I < l / M I + 1;
i f we denote by {x the 'smallest number among n numbers | f ( a x) |,
\ f (a 2 ) | If (<*») | and keep in m ind the fact that any point x on
the line (a, b) belongs to at least one of the lines A*, then we have
for any point x on the line (a 9 b)

I/ ( * ) | < [x + I-
This proves that the function f { x ) is bounded along the line (a, b).
Theorem 2.
The function f (*) continuous along the line {a, b) takes
its minimum and maximum values on that line.
Preliminary note. It follows from the above theorem that the
function / (x) is bounded along the line (a, b) ; it follows from lemma

*) I t is o b v io u sly a ssu m e d th a t x lie s o n th e lin e (a, b) ; i f t h e p o in t a c o in c id e s

w ith o n e o f t h e en d s o f th e lin e (a, b), th e n th e in e q u a lity \ f (x) —f(oc.) I <C 1 must
o n ly b e satisfied for th o se p o in ts x o n th e lin e 5 a w h ic h lie o n th e lin e (a, b) .
 C O N T IN U O U S F U N C T IO N S 89

3 § 18 th a t the set M of values taken by the function f (x) along the

line (a, b) has therefore a low er bound a a n d an up p er b ound (3. W e
know, how ever, th a t the bounds of a bounded set m ust necessarily
belong to i t ; hence in the case u n d e r consideration a and (3 m ay or
m ay not belong to the set M y i.e. they m ust not necessarily be values
w hich the function f (.v) takes along the line (a, b). This m ay be
q u ite possible for non-continuous fu n ctio n s; let us assume, for exam ple,
th a t

a: (x < 1 ),
f{x) =
0 (* = 1 ),

if x < 1 a n d is sufficiently close to unity, then the function f (a*) will

also be as close to unity as we please ; the u p p er bound (3 = 1 ;
however, a t no p o int on the line (0 , 1 ) do we have f (x) = 1 , an d so
everyw here f (a) < 1. T heorem 2 tries to establish the fact th a t
this position is impossible for a continuous function : here the up p er
a n d low er bounds of the set M are always the m axim um an d
m inim um values, respectively, of the function f (x) along the line
{a, b); in other words, a point x 1 can always be found on the line {a, b)
such t h a t ^ (a; 2) = a, and a n o th er point x 2 such t h a t ^ (x 2) = (3.

Proof. W e shall give the proof only for the u p p e r bound (3, as
the arg u m en t is exactly the sam e for the low er bound. L et us assume
th a t f (x) < (3 a t an a rb itra ry point x on the line (a, b) and let us
try to arrive a t a contradiction. O w ing to the fact th a t the function
(3 — f (x) is continuous and does not vanish on the line (a, b), it
therefore follows from the last result of § 2 1 th a t the function
1 / {(3 —jf(*)} is a continuous function a n d , as a result o f theorem 1 ,
it is bounded on th a t line. T hus a n u m b er C > 0 exists such th a t

1
< c (a ^ a ^ b),
p -/(* )

an d consequently

f ( x ) < (3----- gr (a ^ a* ^ b).

Since C is a constant positive n u m b er, this contradicts the defi­

nition of the u p p e r bound, according to w hich values of f ( x ) can be
found on the line (a, b), w hich are g re a ter th a n (3 — s for arb itrarily
small e > 0. T his contradiction proves theorem 2.
90 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

Theorem 3. I f the function f { x ) is continuous on the line (a, b) and

i f y denotes an arbitrary number between f [a) and f ( 6 ), then a point c can be
found, between a and b such that f (c) = 7 .

Prelim inary note. T heorem 3 expresses th at p ro p erty of conti­

nuous functions w hich forms in our visual representation the essence
of the continuous change ; in passing from one value to a n o th er a
continuously changing q u an tity m ust inevitably run th ro u g h all
interm ediate values w ithout om itting any of them .

Proof. A t first let us consider the p articu lar case w hen / ( a)

and f { b ) have opposite signs and 7 = 0 {i.e. we will show th a t
when a continuous function changes from positive to negative or vice
versa it m ust pass through zero). L et us assume t h a t / (.v) does not
vanish anyw here on the line (a, b) and let us thus try to arrive at a
contradiction. L et us agree to call an a rb itra ry section o f a line
normal if the function / (a) has opposite signs on its ends : it is evident
th a t out of two halves of a norm al section one, an d only one, will
always be norm al (let us recall th a t according to our assum ption
f { x ) does not vanish anyw here). I t is given th a t the line A i = (fl, b)
is n o rm a l; let A 2 be the norm al h a lf of A i, A 3 the norm al h a lf o f
A 2> a n d so on. T he lines A i, A 2 ? A «,... form a co n tractin g
sequence and therefore have a p o in t in com m on w hich we can denote
by c. A ccording to our assum ption f [c] f=. 0 ; therefore eith er
f { c ) > 0 o r / (c) < 0. L et us assume th a t/ (c) > 0. H ence as a
result of the lem m a established a t the beginning of this p arag rap h
we should h a v e / (.r) > 0 for all values of * sufficiently close to c :
however, this contradicts the fact th a t the p oint belongs to the
norm al section A n w hich can be as short as we please and hence in
the im m ediate neighbourhood of the point c an o th er p oint can be
found (one of the ends of the section A „) w here / (a) < 0 . T his
proves the p articu lar case of theorem 3 .

L et us now consider the general case an d assume th a t f {x)

— 7 = ? (-v). A ccording to the conditions o f the theorem 7 lies
between f [ a ) and / (b); therefore 9 (a) an d 9 (b) have opposite signs.
A nd since both / (a) a n d 9 (a) are continuous functions, it follows
from the p articu lar case proved above th a t a p oint c can be found
betw een a and b such th a t 9 (c) = 0 or, w hich comes to the sam e
t h i n g ,/ M = 7- This proves theorem 3 com pletely.

L et us now assume th a t the function y = / (a*) is a continuous

increasing function on the line (a, b) ; this m eans th a t we always
h a v e / ( a 1 ) < f { x 2) for a < x 1 < a 2 < b. L e tf ( a ) = a ,/(& ) = (J
CONTINUOUS FUNCTIONS 91

(a < 3) a n d let 7 be an a rb itra ry nu m b er lying betw een a, and 3*

A ccording to theorem 3 a nu m b er c exists (a < c < b) such th a t
J M = y j since the function f( .\) is an increasing function, the n u m ber
c m ust evidently be u n iq u e ; thus a definite n um ber c on the line (a, b)
corresponds to every nu m b er 7 on the line (a, 3) j in other words, a
single definite value of .v on the line (a, b), for w hich y = f (*),
corresponds to every value of y on the line (a, 3 ) ; hence a* is a func­
tion ofjy a n d is defined on the line (x, 3) •

= 9 ( j) (a < y < 3 );

an d it is evident th a t 9 (a) — a, 0 (3) = b. T h e function .v = 9 (y )!

is said to be inverse o f the function y — f (.v); these two functions
essentially express the sam e functional dependence betw een x andjy
an d differ from one a n o th er only by the fact th a t one q u an tity is
taken as the indep en d en t variable while the other is the function.
Exam ple 1. y = ,v3 ( — 00 < .v < + co ) ; the inverse func­
tion is x = l y y ( — 00 < y < -j- 00 ).
Exam ple 2. y = sin ,v (0 < x < - / 2 ); the inverse function is
.v = arcsinjy ( 0 $$ j; ^ 1 ).
L et us now prove th a t a function w hich is inverse of a n increas­
ing continuous function is also continuous along the corresponding
line.
Theorem 4. Let the function y = / (x) be an increasing continuous
function on the line (a, b) and let f (a) = a , f {b) = 3 ; then the inverse
function x = 9 (y ) will also be continuous on the line (a, 3 )*
Proof. A t first let us assume th a t J is an a rb itra ry interior
p oint on the line (a, 3 ); let 9 ( 7 ) = c so th a t a < c <. b an d
f ( c ) = 7. L et z > 0 be so small th a t the num bers c — s an d c -f- c
lie on the line ( fl, x). Assume th a t
/ ( c - z ) = 7i» / ( c + s) = 7 2j
so th a t 7 i < 7 < 7 2 an d denote by 5 the sm aller of the differences
y - 7 i, r 2 - ?■
L et us now assume th a t | y — 7 I < 5; in this case evidently
7 j < y < 72 a n d therefore
? ( 7 i ) < ? (.y) < ? 0 's ) ;
but 9 ( 7 i) == c — s, 9 ( 7 2)
= c f s an d consequently
c — z < v (y) < c + z.
92 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

or w hat comes to the sam e thing, | ? {y) — c | = | 9 (y) — 9 (7 ) | < £.

W e have thus proved th a t \ y — 7 | < 5 implies th a t | 9 {y) —
9 (7 )1 < s ; since z > 0 can be as small as we please, the function
<p (y ) is continuous a t the point y , w hich was to be proved.
In case y = a or 7 = [3, the same argum ents can be used to
establish continuity of the function 9 {y) to right (at the p oint a) or
to left (at the point [3).
I t is obvious th a t the theorem is also valid for a decreasing con­
tinuous fu n ctio n f (a; ).
In § 20 we repeatedly em phasized the local ch aracter of our
concept of c o n tin u ity ; we said th a t continuity applies a t every indivi­
d u al point so th a t, generally speaking, a function can be continuous
a t some points and discontinuous a t o ther points. W e have then
defined continuity along a line as continuity a t every p o in t on the
line. H ow ever, it is possible to define continuity along a line
directly w ithout using the concept of continuity at a point. In doing
this we shall also use the basic idea th a t the essence of continuity is
due to the smallness of changes of the function w hen the in d ep en d en t
variable undergoes small changes.

W e shall say th a t the function f ( x ) is uniformly continuous along

the line (a, b) if the absolute value of the difference of its values a t
two sufficiently close points on this line is as sm all as we please. M ore
accurately : we say that the function f { x ) is uniformly continuous along the
line (a, b) i f the following condition is satisfied : no matter what s > 0 be,
there exists a 8 > 0 such that fo r two points x j and x 2 on the line {a, b)
which have a distance \ x x — x 2 | < S we have | y' (a^) — f {x2) | < £• W e
say in this definition th a t continuity is uniform because th e difference
1/ ( ^ 1) —f (* 2 ) I should be sm all irrespective of the positions o f the
points x j and x 2 on the line (a, b), provided these points are situated
close to one another.

T he concept of uniform continuity is very im p o rtan t in m a th e ­

m atical analysis. W e m ust therefore establish right from the beginning
the relationship betw een this concept an d the concept o f continuity
along a line w hich we have defined earlier. I t is alm ost self-evident
th a t uniform continuity of a function along a line implies its conti­
nuity a t every point on th a t line and hence also its continuity along
this line in accordance w ith our earlier definition. In fact, if the
function f (at) is uniform ly continuous along a line an d if a is an
a rb itra ry point on th a t line, then the difference \ f (x) — f (a) j will
CONTINUOUS FUNCTIONS 93

be as sm all as we please provided x is sufficiently close to a, an d this

im plies continuity o f the function f (x) a t the point oc. I t is even m ore
im p o rtan t to note th a t the converse theorem also holds : the fact th a t
a function is continuous a t every point o f a (closed) line is sufficient for
it to be uniform ly continuous along this line. T h u s o u r new defini­
tion o f continuity appears (for closed curves) to be totally equivalent
to ou r form er definition (o f local character).

Theorem 5. The function f {x) continuous at every point o f the line -

(a} b) is uniformly continuous along that line.

Proof. L et a be an a rb itra ry point on the line (a, b) and let.

s be an a rb itra ry positive num ber. Since the function f (x) is con­
tinuous a t the p o in t a , therefore for a sufficiently small $ a > 0 we
have for an y p o in t a; *) on the line (a — 8 a , a -f- S a )

i/(* )~ /(a ) < y ;

therefore if* ! an d x 2 are two a rb itra ry points on the line (a —Sa ,,

a + Sa), then

/ ( * i) - J ( * 2 ) I < s- (1 )

T h e sam e construction can be repeated for every point a on the

line ((a , b) and we can say th a t the section (oc — -J 6 a , a + J Sa ) *
w hich comprises of one h a lf of the section constructed above is the
“ p ro p er section” of the point a. T h e set S o f all such “ p ro p er sec­
tions” evidently covers the whole line (a, b) ; according to the
lem m a on finite coverage (lem m a 2 § 18) a finite group A i» A 2 ,
. . . , A n can be chosen from these “ p ro p er sections” , w hich will-
also cover the line (a} b). L et us denote by 6 h a lf the length of the
shortest of the sections A i , A s , • • • , An*

L et us now assume th a t x± an d x2 are two a rb itra ry points on

the line (a, b) w ith a distance n o t g reater th an 5. T h e point xlt like
every other p o in t on the line (a} b), lies on a section A * ; b u t A a,- is-
one o f the sections of the system S an d is therefore a “ p ro p er
section” ( a — \ S a , a + J-Sa ) of a point a on the line (a, b ); therefore-
\ x -l — ocj ^ | 6 a ; b u t on the o ther h a n d

|X2— Xj_ | S ^ "J S (X?

* ) W e are o b v io u sly o n ly co n sid e r in g p o in ts x w h ic h lie on th e lin e (a, b), f o r -

th e fu n c tio n / (*) m a y b e u n d e fin e d o u tsid e th is lin e .
*94 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

w here the above inequality follows from the definition o f the n u m b er

8 . H ence the two num bers a an d x 2 have a distance not g reater th an
^ S y. and consequently
| X2 ^ J <C 8 y_.
I t therefore follows th a t both points Ya an d x 2 lie on the line
(k — S a , a + 8 a ) an d the inequality ( 1 ) holds; b u t x a an d x 2 are
tw o a rb itra ry points w hich have a distance n o t greater th a n S ; hence
uniform continuity of the function f { x ) along the line (a, b) has been
•established.
Note. W e are assuming, as always, th a t the line (<z, b) w hich
we have considered in theorem 5, is a closed line, i.e. it contains both
its ends. For open lines (which do not contain their ends) theorem 5
is, generally speaking, not valid. T hus, for exam ple, the function
f ( x ) = 1 J x w hich is continuous at every p o in t of the open line (0, 1)
is not uniform ly continuous along th a t lin e ; in fact, for any small
S > 0 and assuming th a t Xi = 8 , x 2 = 2 5 , we have ] x r — y 2 | = S,
l / ( * i ) — / ( * 2 ) i = 1 / 8 - 1 / ( 2 8 ) = 1 / ( 2 s ) ; although | .Vj — x 2 |
can be as small as we please, | (at a) — f ( x 2) ] is as large as we please.
T h e function f ( x ) — ta n x behaves sim ilarly along the open line
( — —/2 , -f- tu /2 ). In both cases we are dealing w ith u nbounded
functions. T he function sin 1 / .v, considered in § 20, is continuous a t
every point on the open line (0 , 1 ) an d is evidently bounded along
th at line ; however, it is not uniform ly continuous, for the num bers
x ± and .y2 exist an d can be as sm all as we please (and therefore also
as close as we please), for w hich sin 1 / x1 = 1 , sin 1 /,v 2 = — 1 .

§ 24. Continuity of elementary functions

W e shall show in this p a ra g rap h th a t all elem entary functions

are basically continuous (i.e. w ith the exception o f some easily
distinguishable points).

1. T heorem 5 § 11 m aintains th a t every polynom ial P (.v) is

continuous for every value of x. Sim ilarly the corollary of theorem 7
in the same p a ra g rap h states th a t every rational fraction P (.v) / Q_(x)
is continuous for every value of x provided its d en o m in ato r does not
vanish. H ence all rational functions are essentially continuous.

2. L et us consider the exponential function y = a x an d assume

th a t a > 1. Since
ax h __ a x = aT' ( a h — 1),
C O N T IN U O U S F U N C T IO N S 95

therefore in order to prove continuity of the function a x for every

value of .v it is sufficient to show th a t
ah — 1 —> 0 {h-+ 0 ).

F o r this purpose we m ust a t first note, th a t N ew ton’s binom ial

(1 + A)« = 1 + nX + . . . ,
w here A > 0 and n is an arb itra ry n a tu ra l num ber, gives *) for
n > 1 :
(1 + A)« > 1 + n A,

hence

x < (i
n
A ssuming th a t h > 0 and A = a h — 1 in this inequality we find :

a ’■ - 1 < X - - -l- (h > 0 , n > 1 ). (1 )

n
L et us now choose the num ber n such that

n < < n + 1 ;

w hen nh ^ 1 , a nh ^ a for a > 1 ; hence the function a x is an

increasing function { c f § 17) ; it therefore follows from (1) th at

* a — I
ah — 1 < - ;
n
.a n d since evidently n oo for h —> 0 , therefore,
a ’>- 1 -> 0 (h -> 0 ),
w hich was to be proved ; thus all exponential functions ax are continuous
fo r every value o f x.
3 . W e saw in § 17 th a t the function a x is always m onotonic
fo r a > 0 **) : it is an increasing function for a > 1 and a decreasing
function for a < 1. W e have alread y proved continuity o f this
function ; a single inverse of the function a x m ust exist an d it follows
from theorem 4 § 23 th a t this inverse function m ust also be continuous

*) w e sa w th is a lr e a d y in e x a m p le 3 § 7.
**) A fu n c tio n is sa id to b e m o n o to n ic i f it is eith e r n o n -d e c r e a sin g or n o n ­
in crea sin g a lo n g th e g iv e n lin e (w h ic h ca n b e th e w h o le real a x is).
 96 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

along the h a lf line x > 0. T his inverse function is the function

log a x. H ence all logarithmicalfunctions are continuous.
4.Since an exponential function is m onotonic, it follows th a t -
every pow er function x a is continuous for every constant index a
along the h a lf line x > 0. In fact, let us assum e th a t a > 0 an d let
n be an a rb itra ry integer g reater than a. W e have :
a
(x -f- h) a — * a xa 1 + - 1 (2 ) 1

L et us assume th a t h > 0. Since an exponential function is m ono­

tonic, we have

( we are, o f course, assum ing th a t x > 0 ) ; ( 1 + h j x) n is a polyno­

m ial in h an d it evidently tends to unity for h 0 ; therefore it
follows from theorem 1 0 § 1 1 , th a t for h —►0

hence from (2 )
(a: + h ) a — a: a - > 0 (A ->■ 0 ) ,

which was to be proved. T hus every power function is continuous-

fo r x > 0 *).
5. I t is very easy to prove co ntin u ity o f the functions sin xandl.
cos x along the w hole n u m b er line. In fact

sin {x + h) — sin x = 2 cos sin

w here the last factor, a n d therefore the rig h t-h an d side as a whole,.
tends to zero for h —> 0 ; the p ro o f is sim ilar for cos at. Finally the-
functions tan x3 cot x, sec x a n d cosec x a re expressed in term s o f
ratios o f functions such as unity, cos x a n d sin x; hence all
simple trigonometrical functions are continuous at all points fo r which they-
are defined.

*) I f th e fu n c tio n * a is w ritten in th e form e * °e , it c a n r e a d ily b e se e n j

from th e o re m 1 § 22 th a t its c o n tin u ity fo llo w s d ir e c tly fro m c o n tin u ity o f exp o­
n en tia l a n d lo g a r ith m ic fu n ctio n s.
 C O N T IN U E D F U N C T IO N 97

6 . T h e application of the theory of inverse functions (theorem

4 § 23) inevitably leads to the conclusion th a t a l l inverse trigonom etrical
f u n c t i o n s are continuous w i t h i n app ro p ria te regions . Let us consider, for
exam ple, the function arcsin x ; since the continuous function sin# is
m onotonic along the line ( — tc / 2 , tz / 2) and increases from — 1
to -f- 1 5 its inverse function is also m onotonic and continuous along
the line ( — 1 , -j- 1 ) an d increases from — zz j 2 to -f 71I 2 ; and this
inverse function is no other th an arcsin x.
T his concludes the proof of continuity for all simple elem entary
functions. W e know ( § 6 ) th a t all other elem entary functions can
be obtained from these functions as a result of finite nu m b er of
algebraic op eratio n s; since all these operations are perform ed with
continuous functions, therefore, according to the theorems in §§ 2 1 - 2 2 ,
they result in other continuous functions; this establishes the fact
th a t all elem entary functions are continuous everywhere except at
isolated points whose positions can be determ ined in each case from
the analytical expression o f the function in question.
Exam ple. T h e function

y = tan — —-
x — 1
is continuous everyw here except ( 1 ) a t the point .v = 1 and ( 2 ) at
points x for w hich

j = ( 2 /^ + 1) — ,
x
w here k is an a rb itra ry integer, i.e. at points

- = <* = - 2> - °* ] > 2- •••>;

hence continuity is violated only a t points w here the analytical

expression of the given function becomes void.
T h e read er will be able to find exercises relatin g to C h ap ter 5
in the P roblem Book by B.P. D em idovich, Section I, § 7. W e recom ­
m end problem Nos. 490-501, 515-518, 544, 566, 568; the choice of
o ther exercises is left to the teacher.
 CHAPTER V I

D ER IV A TIV ES

§ 25. Uniform and non-uniform variation of functions

W hen we study variation of functions in practice we are most

interested in the problem of speed, i.e. in the rate a t w hich the p h en o ­
m enon in question changes. T h e velocity of m ovem ent o f a railw ay
carriage or an aeroplane is the m ain index of its activity. T h e ra te of
increase of population of a tow n is one of its m ain lively ch aracteris­
tics. A road which rises from lower to higher places can be m ore or
less steep in relation to the rate w ith w hich its g rad ien t rises.

T he fundam ental concept of speed is self-evident. H ow ever,

for the solution of a m ajority of practical problem s this general con­
cept is insufficient. I t is necessary to have an accurate q u an titativ e
definition for this q u an tity w hich we call the rate of change o f the
given phenom enon. H ow ever, w hen trying to form such a definition,
we find th a t the methods of elem entary m athem atics are insufficient
an d only adequate for a few simpler cases. G enerally speaking, this
problem can only be solved satisfactorily w ith the help o f some m a th e ­
m atical m ethods and concepts which we shall now study. In the his­
torical developm ent the general necessity for the accu rate definition of
the rate of change of quantities and establishm ent of a unique m ethod
for evaluation of this rate led to the developm ent of th e science
w hich we call m athem atical analysis. A n extensive b ra n c h of
m athem atical analysis is devoted to the solution o f this problem and
its consequences^ T his branch is usually know n as differential calculus
and we shall now begin its study.
Let us assume th a t y is a function of (the in d ep en d en t
variable) x :

y = /(* )•
98
 D E R IV A T IV E S 99

T h e change (increm ent) A * of * leads to a definite increm ent

A y = / ( * + A x ) —/ ( * ) (I)

o fy . T his increm ent can be very diverse in relation to the initial

v alue x of the independent variable an d the n a tu re of the function
f {x) w hich expresses the functional dependence in q u estio n ; in other
w ords, it can readily be seen from (1) th a t the increm ent A y , a p a rt
from the increm ent also depends on x an d on the form of the
function f (x) . W e natu rally assum e'that y changes qu ickly if|A j> | (for
a given A * ) is large, and s l o w l y if it is s m a ll; if A y — 0, th e n y does
not change a t all as the independent variable x passes from x to
x *1*A x .
L et us now consider the simple case when the change A y o f
y is always proportional to the change A * o f i.e. A y — a A x ,
w here a is a constant independent of x and A *. I f A * = 1, then
A y = a, i . e . the change of a; by a u n it (of this quantity) always
corresponds to the same change A y = cc of y irrespective of the initial
value x of the independent variable. I f x denotes tim e, thenjy
changes by the same q u antity a du rin g every u nit o f tim e (for exam ple,
during every second) irrespective of the m om ent x w hen we began to
count. In o th er w ords, during the whole course of the process y
undergoes the sam e change a in every u nit o f tim e. W e can thus
clearly see th a t in this case changes in jy a re not accelerated or re­
tard ed in the course of the process b u t always take place at the same
rate, i.e . we say th a t j; changes u n iform ly. It is evident th a t changes
o f this type occur very frequently an d therefore this is one of the
m ost im p o rtan t cases; it is o f the greatest significance in all th a t
follows and we m ust therefore consider it in g reat detail.

L et us assume th a t y = f (x ) changes uniform ly an d let

y = f {a) = b for x = a ; in th a t case we have for every x

/ ( * ) — / ( a ) = « {x ~ a),

an d therefore

/ (at) = a x + f (a) — cm — ax - f (3,

w here p = f {a) — v.a is a constant. T hus every,uniform ly changing

q u an tity y = f (x) represents a linear function (a binom ial o f the
first degree) of at :

y — a x -f~ (3. ( 2)
100 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

Conversely, if y = f (x) is connected w ith the independent

variable # by the relation (2 ), then
Ay = f A*) — f ( x ) = [a (*-f Ax ) + p] — [a* + p ] = a A ^ ,
i.e. A y is p roportional to A * and y changes uniform ly. T hus all
linear functions, and only linear functions, change uniform ly; this
clearly shows th a t uniform change of functions is a very restricted
p articu lar case.

I f x denotes the time w hich elapsed from a certain initial

m om ent and y denotes the distance of the m oving body a t the
m om ent x from a certain initial position, then the increm ent A j of
this distance for A * = 1 evidently denotes the p a th covered by the
body in u nit tim e (for exam ple in one second). I f y changes
uniform ly, the body w ould travel the sam e distance in every seco n d ;
if this distance is a, then, as we know, y = a * T P> w here p is a
constant. In physics this type of m ovem ent is called uniform an d the
p a th a covered by the body in u n it tim e of uniform m otion is said to
be velocity of this uniform m otion.

Sim ilarly in the general case, w hen x an d y are representing

a rb itra ry quantities, the uniform change of the function y = f (*)
m eans th a t the change in x by one u n it causes an increm ent in y
equal to one and the same n u m b er a ; we n a tu ra lly assume th a t in
this case the num ber a also measures the velocity of change of
y {in relation to x). H ence the definition o f velocity of a uniform ly
changing function causes no difficulties; if such a function is w ritten
in the form y = cr.x -f p, then a is the (constant) rate o f its change,
a can be positive, negative or zero. I f a < 0, then A y < 0 for
A * > 0, i.e. as increases, y decreases. T his case is obviously
quite possible. T hus in the case of uniform m ovem ent w hich we
have considered above y can denote not only the distance o f the
m oving body from some initial position b u t also its distance from its
final position w hich it approaches. In th a t case y will evidently
decrease in the course of tim e, i.e. we shall have A y < 0 for
A * > 0. W hen a = 0, we have y — (3; thus_y rem ains constant in
the course of the process ; this m eans in our m echanical exam ple th a t
the body rem ains a t rest, i.e. the velocity of its m ovem ent is equal to
zero.

I t is obvious th a t if a function changes non-uniform ly, i.e. if

the increm ent of the function acquired for every u n it in crem en t of
the independent variable is different a t different m om ents of the
 D E R IV A T IV E S 101
process, we cannot so simply define the rate o f change o f the
function. But we can then forecast th a t in this case the rate of
change of the function for any feasible definition of the function will
be different a t different m om ents of the process, i.e. it will be a local
phenom enon, w here the word “ local” has the same m eaning as in the
last chapter.

§ 26. Instantaneous velocity of non-uniform movement

L et us assume th a t are we interested in the problem o f velocity

w ith w hich a given car moves a t a given m om ent. This question is
often answ ered as follows : (Velocity of the car is 40 km p er h o u r” .
But w hat does this m ean ? C an it m ean th a t the car travels 40 km
per h o u r? But we are really interested in the speed of the car a t a
given moment, since in the course of one h o u r the car will probably
change its velocity m any times by accelerating an d retard in g ; and
if we know th a t during one ho u r it travels 40 km , this does not tell
us anything at all about the velocity with w hich it moves now, a t this
instant.
It m ay be argued th a t problem o f instantaneous velocity is
u n im p o rtan t and th a t it is only im p o rtan t to know the total distance
travelled by the c ar in one hour. But this is not true. Let us assume
th a t the car crosses a bridge an d a street sign shows th a t the speed
lim it m ust n ot exceed 10 km. per hour. A policem an stops the driver
a n d fines him for exceeding the speed lim it : it appears th a t the car
travelled w ith the velocity of 20 km per hour. But how do we know
this ? W ho knows the distance covered by the car during the last
h o u r? It is obvious th a t in this case it is quite u n im p o rtan t to know
the distance the car covered or is going to cover during a given
tim e in te rv a l; we only need to know its velocity now, a t this instant.

I f the speed of the c ar is uniform , i.e. if it always travels w ith

the same velocity, the assessment “40 km per h o u r” fully describes
its velocity w hich is one an d the same a t every m om ent o f its m ove­
m ent. But the car does not move uniform ly; during an h o u r its
velocity changes m any times and when we are told th a t the car
covered a distance of 40 km in one hour, this only gives us an
impression of average velocity of the car a t a p articu lar m om ent a t a
p articu lar place on its route. A n h o u r is ra th e r a long tim e interval
du ring w hich the velocity o f the car m ay change m any times.

This will evidently m ake us choose a sm aller tim e unit th an an

hour, for exam ple one second. I f we assume th a t during one second
 102 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

our car covered 2 0 m, then is th a t not a sufficient indication o f the

velocity of its m ovem ent, say, during the beginning o f th a t second ?
It is obvious th a t in this case the position is m uch b e tte r : as a rule a
car will not change its velocity m any times during one second an d a t
different m om ents of this second it will move w ith m ore or less the
same v elocity; therefore, in all probability we m ay consider the
average velocity o f the car in one second to be a good ap p ro x im ate
assessment of its “ instantaneous” velocity of m ovem ent a t every
instant of th a t second.

This, then, is the state of affairs w ith a rough object like a car.
However, in physical and technical problem s various m ore accurate
cases are m et w ith, w hen during one second a m oving body is able
to change its velocity m ore frequently an d w ithin m uch w ider limits
th an a car is able to do w ithin an hour. J u st im agine one o f the
m inutest particles of m a tter, an atom or an electron, w hich is
subjected to m illiards of collisions every second, each of w hich
radically affects its velocity. It is obvious th a t for such a m inute
particle a second will be a n enorm ous historical era in its life an d
th a t the p a th covered by the particle during one second will tell us
nothing about the speed w ith w hich the particle m oved at a given
m om ent.

W e m ust therefore study the problem from a general point of

view and we are now ready to do this. L et us denote by t the time
which elapsed from a certain chosen instant, w hich will be the same
once and for all, and by s the p ath covered by the m oving body from
the initial instant until the instant t *). A definite value of s corres­
ponds to every value of t so th at r is a function of t :

*=/w.
T his equation is usually called the law o f motion o f the given b o d y ;
we shall assume th a t we are already fam iliar w ith this law.

T h e problem in w hich we are interested is as follows : how can

we find the velocity of a m oving body a t a given in stan t o f tim e t
from the knowledge of its law of m otion ? Before we try to solve
this problem , we m ust m ake a very im p o rtan t m ethodical rem ark
which is necessary for correct understan d in g of the given p ro b lem

*) For th e sake o f sim p lic ity it is u sefu l to a ssu m e th a t th e b o d y m o v es a lo n g

a straigh t lin e ; h o w e v e r , a ll th a t fo llo w s rem a in s v a lid w h e n m u c h w id e r a ssu m p ­
tions are m a d e.
D E R IV A T IV E S 103

an d w hich will be equally applicable to a g reat m ajority o f practical

problem s w hich we arc going to consider in future.
In a m ajority o f ordinary problem s when we are trying to
evaluate some q u an tity (the square root o f a q u ad ratic equation, the
length of a side adjacent to a right angle in a right-angled triangle,
etc.) we know well in advance the natu re o f the required quantity, i e.
we know its general d e fin itio n ; we only need to evaluate its n u m eri­
cal value or its symbolic expression, depending on the ch aracter of
the given problem .

In this case the position is com pletely different : w hat do we

m ean by the velocity o f a m oving body a t the given in stan t t — we do
not know this, we did not define anyw here its m e a n in g ; it m ay a t
first a p p e a r th a t the problem in question is insolvable; how, in fact,
should we proceed to evaluate a q u an tity ab o u t w hich we do not
even know w hat it represents and defines ? In order to m ake our
p roblem feasible an d soluble we consider it to be a dou ble p ro b le m :
( 1 ) we m ust establish an ap p ro p riate definition for instantaneous
velocity an d (2 ) we m ust find a m ethod for actu al evaluation of this
q u an tity . W e shall then see th a t the same arg u m en t answers both
questions.
W e shall later see th a t this logic is characteristic of m any p ro b ­
lems in geom etry a n d m echanics w hich can be solved w ith the help
of m ath em atical analysis.
L et us now solve our problem . A p a rt from the instant t for
w hich we w ant to determ ine the instantaneous velocity let us con­
sider an o th er la te r in stan t t A t. D uring the tim e interval A t
w hich elapses betw een these tw o instants the body evidently travels a
distance A s = f { t + A t ) — f {t) equal to the increm ent of the
function f (f) w hich corresponds to the increm ent A^ o f the in d ep en ­
d en t variable. W e can therefore say th a t d u rin g the tim e interval
A t w hich elapses betw een the instants t an d t A t the average dis­
tance covered by the body in u n it time (for exam ple, in one second)
is equal t o :
f ( t + A t) ~ f ( t )
A t At K ]

T his relation is know n as ove ra g e velocity of the body betw een the
instants t an d t T A t . But does it tell us anything ab o u t the
instantaneous velocity o f the body a t the m om ent t l I f A t is large,
then d u rin g this tim e interval the velocity of the body can change
104 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

m any times w ithin wide lim its and therefore we are unable to judge
the instantaneous velocity of the body a t the m om ent t from the
knowledge of its average velocity. B ut w hen A t is small we can
assume th a t during this tim e interval the velocity of the body will not
change greatly and the body will move w ith approxim ately the same
velocity at different mom ents of this tim e in te rv a l; therefore the
average velocity of the body during this tim e interval gives a good
indication of the approxim ate instantaneous velocity of the body at
the instant t W e can say m ore accurately th a t the closer is (1) to
the velocity of the body a t the instant t in which we are interested,
the sm aller is the increm ent A t ; and even more exactly I we can
consider ( 1 ) to be as close as we please to the required velocity of the
body at the instant t provided the tim e interval A t is sufficiently small.
If we denote the required velocity by v (t), then this m eans :
I A s / A t — v (t) ] can be as small as we please provided A t is sufficiently
small. This statem ent can be rephrased in term s of the theory of
limits and it is : v (t) is the limit o f the relation (1) fo r A t —■>- 0 :

v (/) = l i m - ^ lint + A O ^ /J O (2)

At — 0 A« - > 0 At

H ence instantaneous velocity o f a moving body is the limit to which the

ratio o f the covered path to the elapsed time tends when the latter tends to zero.
W e have thus defined the concept of instantaneous velocity an d
found a m ethod for its evaluation, i.e. we have solved b o th questions
of our initial problem .

Note I. In form ula (I) we should consider t (the in stan t for

w hich we w ant to establish instantaneous velocity) as a c o n sta n t; the
process w hich forms the basis of lim it transitions implies th a t the
tim e interval A t tends to decrease indefinitely while the initial instant
of this tim e interval rem ains constant. It is evident th a t the instant
t can be chosen arbitrarily b u t once it is chosen it should rem ain
constant during the process of calculating the velocity.

Note 2. T h e lim it of the relation (2) m ay or m ay not exist

depending on the choice, of the instant t an d on the form of the
function f (t). If it does not exist, then at the corresponding instant
the velocity of the m oving body cannot be determ ined by the m ethod
given above. In such cases it is not advisable to seek an o th er defi­
nition for the concept of instantaneous velocity b u t assum e simply
th a t at sqch an instant no instantaneous velocity exists.
D E R IV A T IV E S 105

Example 1 (uniform ly accelera ted m o tio n — fallin g o f bodies in

v a c u u m d u e to gravity), s = f (t) = g t 2 j 2, w here g is a constant
(th e so-called gravitation constant) :

g{t-\~ A t)2 Ell - g t A t - \ - g ( A 0 2.

A s = f ( t - \ - A t ) —f { t ) —
2 2 2 5
AJ _ / U + _ , g_At
At At g + 2 5

v{t) l i ra — = st.
At

H en ce the velo city o f a freely fa llin g b o d y in v acu u m increases

in p rop ortion to the elap sed tim e.

Example 2 (sim ple h arm on ic vibrations), s = f {t) = a sin c^t

(w here a an d co are positive constants).
H ere s d enotes th e d istan ce o f the m o v in g b od y from an initial
position w h ich is consid ered to be positive in one direction (for
ex a m p le, to the right) and n eg a tiv e in the other direction (to the
left).

A s = f (t + A t ) — f {t) = a sin co (t -J- A t ) — a sin tot ~

mA t
= 2 a cos o) sin
T;
. to a t
sm 2
As
a to cos to
At co A t
2~~
v (t) = a co cos o) t.
In this ex a m p le the v e lo c ity o f the m o v in g b od y (if w e assum e
that it m oves a lo n g a straight line) e v id en tly varies con tin u ou sly
b etw een s = a an d s = — a (oscillations w ith constan t am p litu d e). In
accord an ce w ith our agreem en t as to the sign o f j w e ev id en tly have
a p ositive v e lo c ity w h en the bod y m oves to the right an d a n eg a tiv e
v e lo c ity w h en it m oves in th e op p osite d irection . A t the points
s — ± a w e sh ou ld h ave sin w t = ± 1 and therefore cos t = 0;
h en ce at these points the in stan tan eou s velo city b ecom es z e r o ; this
can read ily b e un d erstood , for at these points changes in the direction
o f m o tio n occu r an d therefore the sign o f the v elo city also changes.
T h e m a x im u m v elocity | v (t) | = a co is a ttain ed w h en cos co t = ± 1;
106 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

a t th a t instant .* = a. sin w/ = 0 , i.e. the body passes th rough the

initial position,

§ 27. Local density of a heterogeneous rod

A rod is a physical body whose form approaches a section o f a

straight lin e ; its cross-section is small an d constant along its whole
length. A rod is said to be homogeneous if any two cuts of the same
length have the same mass (or, w hat is the same, the same w e ig h t);
in a homogeneous rod the masses of any two sections are proportional
to their lengths, so th at the ratio d of the mass of an a rb itra ry section
to its length is constant and is the same for all sections. T h e q u an tity
d can be regarded as the mass p er u n it length of the ro d ; it is usually
known as density of a hom ogeneous rod.

If the rod is heterogeneous, i.e. its mass is denser a t some

places than at other places, then, generally speaking, different masses
correspond to two sections of the same length. T h e ratio o f the mass
of a section to its length will be different for different sections; it is
therefore n atu ral to call this ratio average density of the given section
of the rod. Since in a given section the density of mass can change
considerably m any times, therefore, generally speaking, the average
density of this section does not tell us anything ab o u t the p articu lar
density of the mass in the im m ediate neighbourhood of any p oint on
th a t section in the same way as in the previous p a ra g rap h the
average velocity of a car during one hou r m ade it impossible to draw
conclusions as to the velocity of the car a t the given instant.

T hus if we w ant to determ ine density of the substance in the

im m ediate neighbourhood of a p articular point on the rod, we en­
counter difficulties of the same kind as those in § 26 w hen we w ere
trying to assess instantaneous velocity of a m oving body. A nd since
these new difficulties are in all respects sim ilar to the old difficulties,
therefore we are quite justified in assum ing th a t we shall be able to
solve them by the same m ethods.

L et us take one end of the rod as the origin 0 and denote the
abscissa of any point on the rod w ith respect to this origin by x. The
mass of substance along the section (0 , x) is a function of x w hich
increases as * increases; let us denote it by m — f (x). T h e section of
the rod between x and A x (where A * is an a rb itra ry positive num ber)
evidently contains the mass

A m = f ( x + Ax ) —/ ( * ) ;
D E R IV A T IV E S 107

and average density of substance along that section is evidently

equal to

A m _ f (x - f A x ) — f I x )
A x Ax

I f the nu m b er A x is large, then density can considerably vary along

the section (x, * + A * ) and we therefore have no reason to assume
th a t the average density will be indicative o f the density of the sub­
stance in the im m ediate neighbourhood of the point x on the rod.
O n the o th er hand, if A * is very small, we can assume th a t density
o f the substance will not change considerably over the length A x so
th a t the average density of substance along the section o f length A x
will be close to the required density o f the substance in the im m edi­
ate neighbourhood of the point x. T h e sm aller the num ber A x is,
the m ore convincing is this a rg u m e n t; as in the previous p arag rap h ,
we therefore conclude th a t we can take the following q u an tity as a
m easure of density of substance in the im m ediate neighbourhood of
the point x on the rod :

Am
d{x) = lim = lim + A a‘) " / ( * )
A x —> 0 A* A *->0

(assum ing, of course, th a t the above lim it exists). T h e q u an tity d (*)

so determ ined is usually known as the local (i . e . a t the given spot)
d e n sity o f the ro d a t the point * *). W e can obviously regard this local
density as a m easure of the velocity w ith w hich the mass of the rod
changes w ith an increase in le n g th ; this point o f view connects the
problem in this p a ra g ra p h even m ore closely w ith the problem solved
in § 26; the rem aining difference is, first of all, due to the fact th at
the factor of tim e is com pletely absent in our present p ro b le m ; if
th ere we were seeking the instantaneous, rate of change over the
distance covered in the course o f t im e , we are now trying to establish
the local rate of change of the mass o f the rod as its length increases.
T im e has no place in this process. I t is thus possible to speak of the
rate of change of a function in relation to the independent variable
irrespective of the real m eaning of these two quantities. This
generalisation of the concept of velocity is o f utm ost im portance in
m athem atical th e o ry ; we shall analyse it in detail in the next p a ra ­
graph.

*) T h e term “ lo c a l” (at th e g iv e n sp o t) is a lrea d y fo u n d in earlier ch a p ters ; it

is a p ro p erty w h ich ca n v a r y at d iffe r e n t p o in ts.
108 A C O U R S E O F M A T H E M A T IC A L A N A L Y S IS

§ 28. Definition of a derivative

Letjy = f (x) be an a rb itra ry function o f the independent v a ri­

able x. I f y changes uniformly as x changes (as wc know, the neces­
sary condition for this to be so is th a t f ( x ) should be a linear
function : f (*) = a x + (3), then the rate of change o f y w ith respect
to x is equal to a constant num ber a w hich in its tu rn is equal to the
ratio o f the increm ent of y to the corresponding increm ent of x
(a = A y I A x ) and this ratio will always be the same irrespective of
the initial value of x and its increm ent A x . W e have seen all this
in § 25 where we said th a t in the general case, when y changes non-
uniform ly, the problem o f changes of jy w ith respect to x cannot be so
easily solved. I f we pass from a value x of the independent variable
to its new value then jy receives the increm ent y — f ( x - \ - A x )
—f ( x ) ; the ratio A y j A x will differ for different sections, i.e. it will
generally depend on the initial value of a: an d the increm ent A * of
the independent variable. This ratio describes the ave ra g e velocity of
change o f y with respect to x along the section (.v, x -f- A*). If we
wish to find the local velocity of this change, i.e. the rate of change
of jy w ith respect to x in the neighbourhood of the given value x of
the independent variable, then, by repeating w ord by w ord the a rg u ­
ments used in the two examples considered above, we evidently con­
clude th a t this velocity should be defined as the lim it

lim H = lim - / W (i)

A * —- > 0 ^ * A *-»0 ^ 'v

of the ratio of increm ent of the function to the increm ent of the
in dependent variable w hen the la tte r tends to zero. All rem arks
m ade in connection w ith the two examples considered above rem ain
valid in the general case. W e can only speak of local velocity when
the above lim it exists; otherw ise there is no velocity. T h e local
velocity is in general different at different points (i . e. for different
values of the independent variable *); in the expression ( 1 ) we m ust
regard the values of x as constant during the lim iting process (in
this case only A x changes) ; how ever, although this constant value
can be chosen arb itrarily , the resulting velocity will be different for
every choice (therefore we say th a t it is “ local” ).

T he local velocity as determ ined by the lim iting process (1) can
either be positive or negative or zero. It is quite easy to establish
the true sign of velocity. In fact, if, for exam ple, the lim it of the
ratio A y I A x for x -> 0 is positive, then, as we know (theorem 2
§ 10), this ratio is also positive provided A x is sufficiently sm all;
d e r iv a t iv e s 169

this m eans th a t we should have A y > 0 for A v > 0 and A y < 0

for A x < 0 ; in other words, increm ents o f the function and the
in dependent variable have the same sign in all cases. This m eans,
in its tu rn , th a t y increases as x increases (and consequently y
decreases together w ith a:). I f on the other han d velocity is negative,
then an analogous arg u m en t shows th a t y should decrease as x
increases an d vice versa H ence the sign o f the rate of change
determ ines the direction of change of the function (i.e. it shows
w hether the function increases or decreases); the rate of change is in
each case determ ined by the absolute value of this quantity.
Finally we note th a t in all our examples we have confined
ourselves to cases w here the increm ent A v is positive (although in
some exam ples a t the end of § 26 all calculations rem ain valid and
lead to the same results, as can readily be shown, for negative A *) .
B ut in expressions of the type (1) we shall always understand the
lim iting process in the o rd in ary sense, i.e. we shall require th a t the
lim it should exist for both A x —> f 0 a n d A x — 0 and th a t
these two limits should coincide; only w hen these conditions are
satisfied, we shall regard the local ra te o f change of the function y
w ith respect to x as existing.
W e can thus see th a t from a purely m ath em atical point of view
the calculation of the rate of change of a function always leads to a
definite lim iting process. W hen we are given the function y — f ( x )
an d w hen we choose the value * of the independent variable, it is
necessary in' every case to evaluate the lim it

i;m / ( * + A *) - / ( * ) ^
A* -5- 0 Ax
In cases w hen this lim it exists, it has in general different values for
x; it is therefore a function of x w hich is usually denoted by y or
f ' ( x ) an d is know as the derivative of the function y — f ( x ) w ith
respect to the indep en d en t v ariable Thus
f { x + Ax) — f(x) '
y ' = f ' ( x ) = lim Ax
A> - > 0
The derivative o f the function y = f { x ) with respect to the independent
variable x is the limit o f the ratio o f increment o f the function to the increment
o f the independent variable, provided the latter tends to zero.
T h e operations of finding the derivative f { x ) of the given
function f { x ) is know n as differentiation o f the function. In order to
i 16 A C O U R SE OF M A TH EM A TIC A L ANALYSIS

evaluate rate of changes w hich take place in n a tu re an d in technical

processes, we m ust learn to differentiate as m any classes of functipns
as possible.

D ifferentiation of functions is one of the most im p o rtan t

operations of m athem atical analysis and we m ust therefore study it in
g reat detail. T h e science dealing w ith the laws of differentiation
an d properties of derivatives is known as differential calculus, an d is one
of the m ain branches of m athem atical analysis. A t first we m ust
learn a series of general rules an d special m ethods of differentiation
w hich will ultim ately enable us to find derivatives of a very wide
class of functions w hich also includes all elem entary functions. W e
shall do this in the next p arag rap h .

§ 29. Laws of differentiation

In this p a ra g rap h we shall study the general m ethods of

differentiation an d evaluate derivatives of certain functions. W e shall
thus gradually learn how to find derivatives of a very wide class of
functions.

1. Derivative of a constant. Derivative o f a constant is equal to

zero.

In m ore accurate term s this m eans th a t if the fu n c tio n ^ = f { x )

is constant along a certain section w hich contains the p oint x, th en
y — f ' ( x ) = 0. In fact, provided A * is sufficiently sm allj we have
f { x + A*) = f { x ) and therefore A y = 0 ; hence A y \ A * = 0 for
A * y= 0 and therefore y = lim = 0 .
A* 0 A*

2. Derivative of a power. I f y = x n (where n is a positive

integer), then y = n x n ~ 1.

In fact, N ew ton’s binom ial form ula gives us :

A y — (* + A x ) n — x n = n x n A x ^ ^ x n~ 2 (A *) 2
+ •. • T ( A * ) n,

an d therefore for Ax y= 0

± 2 = „*«-! ~ J ) *n-S + + ( A * ) ” - 1.
Ax Z
 D E R IV A T IV E S 111
All term s from the second term onw ards on the right h a n d side
o f this equation contain the factors A a; and therefore tend to zero
for A.v —> 0. H ence in the lim it

y = lim — n x n ~ 1.
A*->0 A *

3. Derivative of a sum. If

y = Ul ± U2 ± . .. ± Un ,

w h e r e u l t u 2, . . . un a r e f u n c t i o n s o f x w h i c h h a v e a d e r i v a t i v e a t the p o i n t x ,
w e have

y
r =
f
U 1 ±
I /
U 2 ±
» . . . ± U
| tn ,

or in s h o rt: d e r iv a tiv e o f an a lg e b ra ic su m is eq u a l to the a lg e b ra ic su m

o f the d e r iv a tiv e s .
In fact, let us assume th a t * receives an increm ent
A at, the functions w1} u 2, . . . , u n, y receive corresponding increm ents
A Mi, A u2i . . . , A > It follows from (1) th at for the new
value * + A x of the independent variable we have the following
expression :

y + A y = ( a j T " A Ui ) ± (m2 -f AM2) ± . . . ± (u n - f A M„). (2)

S ubstracting (I) from (2) we have

A y = A u i i A m2 i • • • i A un ,

an d therefore for A * 0

A7 _ AM! A m2 , A m„ <
Aa: ~~ Ax ± A x ± ’ ** ± Ax ^

an d , finally, taking the lim it for A a: —>■0 we find th a t y exists an d

th a t
/ / 1 t | | „t
y = M1 i M 2 i . . . ± M n.

4. A constant factor can be taken outside the symbol of differen­

tiation. M ore accurately: ify = a u , w h e re a is a co n sta n t a n d u a f u n c ­
tio n o f x ,a n d i f u h as a d e r iv a tiv e a t a ce rta in p o in t , then y e x ists a t th a t p o in t
andy = a id . In fact, let us assume th a t w hen a; receives an increm ent
A a:, u and_y receive corresponding increm ents A u an d A y . W e thus
have

y + A .y = a (m + Am);
112 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

subtracting the e q u a tio n ^ =■• au term -by-term from this we find:

A y = a a m,
and therefore for A * f 0 1

A y a u
— -- = a — .
A* A x

Finally taking the lim it for A * —>- 0 we find t h a t j / exists an d is equal

to y — a u ' .

5. Derivative of a polynomal. T h e four laws w hich we have so

far established lead us to a very im p o rtan t re s u lt: they show th a t
every polynom ial y = a 0 x n + a Y * ” - 1 -f- . . . - \ - a n has a derivative
for every value of a: an d it enables us to w rite the expression for this
derivative. In fact, applying the rules established above we can
readily see th a t

y = na0x 71-1 (n — 1) a-^x71^ T . •• 1-

H ence d e r iv a tiv e o f a p o ly n o m ia l is a lw a y s a p o ly n o m ia l w ith one degree

less th an the degree o f the g iv en p o ly n o m ia l.

6. Derivative of a product. L e tj; = u vi w here u andz; are func­

tions of .v which have derivatives a t the point x . U sing the usual sym­
bols we h a v e :

y -f Ay = (u + A u)(v + A m ),

an d on subtracting we obtain

A ; = ii A H v A u + A u &v,

and therefore for A x *4 0

Ay Av Au - A v
- - = u - -f r -+ A u— -.
Ax Ax Ax Ax

W hen Ax 0, we should consider u an d v to be constant on the

rig h t h a n d side (they depend on a: b u t not on A *) while Am and
A t t e n d to zero (this follows from theorem 8 § 1 1 , since the ratios
A m /a * an d Am/A* have limits in accordance w ith our assum ption).
Therefore the lim it of the last term on the right h a n d side is equal to
O.v' = 0 and lim iting process g iv e s:
/:= uv' -F vur :
d e r iv a t iv e s 113

derivative o f a product o f two functions is equal to product o f the first factor

and the derivative o f the second plus product o f the second factor and the deri­
vative of the first. »

Kote. Existence of the derivative y ' is at first not assumed b u t

proved in the course of the argum ent in the same way as was done in
deducing laws 3 and 4. T he full statem ent of this rule should there­
fore be as follows : i f the functions u and v have derivatives at certain points,
then the functiony — uv also has a derivative at that point, and y ' — uv f v u .
T his note applies equally to all subsequent laws of this type.
By using simple induction the read er will be able to extend the
above law to include any nu m b er of factors.
Ify — u 2. . . un , then (provided the derivatives of the functions
u 1 > u 2>••• 3 «n exist)

y = u i u 2 ... u n f ui u 2 ... ^to T ••• T u 1u 2 ... u n \

in order to write down derivative o f a product containing any desired number o f
factors we must differentiate one factor and multiply the derivative so obtained
by the product o f all remaining factors; we must repeat this process in all
possible ways and add all the products so obtained.
We leave to the read er as an exercise to prove th a t the laws 2
and 4 can be obtained from the above law and th a t they are, in fact,
p a rtic u la r cases of this k in d ; the extension of old results on a new
basis is always instructive and can often be used as a useful check
for the results obtained.
7. Derivative of a quotient. L et y = ’ u / v, w here u an d v are
functions of x w hich have derivatives a t the point x, a n d let v f 0 a t
a t this point. U sing the usual symbols we fin d :

uT A u
y Ay —
v + A v9

an d by subtracting we obtain :

u Au u _ v Au — u Av
v -j- A v v v {v Av)

H ence for A x f Q

A« Av
v -------- u ------
Ay Ax A u.
A* V (v + Av)
114 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

here, as in the above deduction, u and v are constant for A ^ - ^ 0

an d Av —> 0; therefore the lim iting process proves the existence of y
an d gives us the following expression for the derivative

/ (3)
y =
In p articular, w hen the functions u and v are polynomials, the
ratio u / v represents a rational fra c tio n ; form ula (3) thus shows th a t
derivative of a rational fraction is always a ratio n al fraction.
8. D e r iv a t iv e s o f t r ig o n o m e t r ic a l f u n c t io n s . ( a) L et y — sin a ;
then
y -F A y = sin (x T A*),

A y — sin (x -f A *) — sin x = 2 cos

. Ax . Ax
s in - y
Ay 0 A x\ sin~ r
——= 2 cos -------------- = COS
A x 2 ) Ax A*
2
the last factor tends to unity as its limit for A a —^ 0 ; on the other
hand it follows from continuity of the function cos x (cf. § 24) that
/ a x\ ^
cos ^ x 4 — ^ j cos x (A x 0 ),

therefore the lim iting process proves the existence o f the lim it
lim = y ' and gives :
Ax -> 0 VA x J ^ &
y '■ = cos x.
(b) Let_y = cos x; a sim ilar argum en t, w hich we leave to the
reader, gives
y '= — sin x.
(c) Let y — tan x = sin x j cos a:; we are dealing here w ith
the ratio of two functions whose derivatives are alread y found ;
assuming th a t sin x = m, cos x = v, we find, according to form ula ( 3 ) :
cos .v cos x — sin a: ( — sin A') _ 1
cos 2 x cos 2 x *
(d) If y = cot x — cos x j sin a, then a sim ilar calculation gives

s in 2 a*
 D E R IV A T IV E S 115

T he read er will have no difficulty in finding derivatives of the

functions y = sec a = 1 / cos x and y = cosec x = 1 / sin a.
/
9. Before going fu rth er we m ust introduce an o th er very im ­
p o rta n t lim it relationship. In § 17 we have shown th a t the expres­
sion (1 -f- 1 I n )n tends to a definite lim it when n runs successively
through the series of n a tu ral num bers, and we denoted this lim it by e;
let us now assume th a t in the expression ( 1 -f 1 j x ) x the variable a;
increases indefinitely ( a —>• + oo) and runs through all intermediate values;
we can see th a t we have in this case :

lim (4)

In fact, let us denote by n the greatest integer for a given value of a;

w hich does n o t exceed a; so th a t

n ^ x < n + 1*

T herefore we evidently have for x ^ I

x V +1
_JL__ 1
< 1 + I <
n T 1 x

or

_ 1 __
n+ 1
n -\- 1
< <
.__ L_
1 +
n -f 1

if x -> + oo, then evidently n -> -j- oo ; on the left-hand side of the
above inequalities the n u m erato r tends to the lim it e and the denom i­
n ato r tends to unity, w hile on the right-hand side the first factor tends
to e and the second factor tends to unity. T h u s the left and right-
hand sides tend to the sam e lim it e for a* -f- oo; hence the m ain
parts of the inequalities also tend to the same lim it, w hich proves the
relation (4).

L et us now assume th a t x -> — oo and y — — a, so th a t

jy -> T go and
116 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

the first term on the right-hand side tends to the lim it e fo ry -> + oo
in accordance w ith the proved proposition (since y — 1 —►+ co)
and the second term evidently tends to u n ity ; this shows th at

^1 * (* ~~ °°)j

i e. th a t the relation (4) applies every time forJ.r| -> + oo irrespective

of the sign of x.

Let us now assume th at in the expression

(l+ a j* “

oc tends to zero in an a rb itra ry w ay (we are only assum ing th a t a ^ O ,

since the above expression becomes void); assuming th a t 1 / a = x we
have :

([ + a)V = 0 + -jr) * i
we have | x \ —> -f oo for a —►0 and therefore in accordance w ith the
above proof ( 1 + l / x ) x ^ e ’} the above equation therefore shows
th a t
i
lim (1 + a) a — e' (5)
a —> 0

W e have thus proved the above relation an d we can therefore use it

in future.

10. Derivative of a logarithm. Letjy = lo g a *, where a ^ \ is a

constant positive num ber and a: > 0 . In . this case

y + A y = loga {x -f a .v ):
Ax
A y = logn (x -f A.*) - loga * = loga 1+ —

Ay
A
L et us now assume th a t A.v / x = a ; hence we have a —»■ 0 for
Ax 0 and it therefore follows from the relation (5) th a t
X

Ax
=^= (1 + <*j a -> e ;
D E R IV A T IV E S 117

a n d since the function log a x is a continuous function.

log«j(l + — ) j - > l o g a <? ( A * - > 0 ) ;

hence lim ( —-- ^) = y ' exists and

y ' = 4 “loga 6m

T his result is rem arkable insofar as the derivative of a trans­

cendental function lo g a x is a simple rational function of the form c J x,
w here c is a constant. T h e form of this derivative will be particularly
simple if we choose e as the base of the logarithm ic system, for in th at
case log e e = lo g c e = 1 and

W e shall later see th a t m any other analytical form ulae are obtained
in a particu larly simple form w hen e is taken as the logarithm ic base.
For this reason e is usually taken as the logarithm ic base in analysis;
logarithm s w ith the base e are know n as “ n a tu ra l” ; the n atu ral
logarithm of x is denoted by the symbol In x : thus if y — In xs then
y ' = 1 J x; if, on the other handjy = lo g a x, then, as we have seen,

y = ~ ■loga

b u t w hen taking the logarithm w ith the base a of a = eln a we

obtain :

log a 'a = 1 = In a log a log a e = |— »

so th a t we can w rite down the above equation in the form

,= L ,
^ x In a '

11. Derivative of a composite function. L et y be a composite

function of x i.e. y is given as a function o f an interm ediate function
U}y = f (m), and u as a function of u = 9 (.r), so that
j = /[? (* )]; (6 )
i is A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

we m ust find derivative of the function ( 6 ) (i. e. differentiate y w ith

respect to x) while knowing the derivatives of the functions / (u) and
<p (x) (i.e. when we are able to differentiatey w ith respect to u an d u
w ith respect to *).
L et us assume th at a; receives the increm ent A * ; in th a t case u
receives a corresponding increm ent A m and therefore y receives the
increm ent A_yj if A x —> 0, then A k ^ 0, A y —■>0 , assuming th a t

i — — /'( « ) , if A m ^ 0 ,
a = \ Au
0, if A u = 0 .

O w ing to the fact th a t we have A y I A u f (u) for Am 0,

therefore evidently a -> 0 for A a :-^ 0 ; further, for Am 0 it follows
from the definition of a th a t :

A y = f ' (m) Am + a Am
b u t it is clear that this relation js ’also valid for A m = 0, an d therefore
it is always v alid; dividing both sides of this relation by A * we h av e:

Ay r, t v am am
- — J ( m) — + a ■— ;
Aa: Ax Ax

b u t we have A m/ A x — 9 ' (a;) and a -> 0 for A a -> 0 ; therefore the

lim iting process proves the existence of the lim it lim — y and
A *-> 0 V
gives

y ' = f ' ( u ) 9 ' W = / ' [ ? ( * ) ] ? '( * ) . (7)

W e can therefore see th a t derivative o f a composite function is equal
to product o f the derivative o f the given function with respect to the intermediate
variable and the derivative o f the intermediate variable with respect to the
independent variable. H ence in order to find derivative of a composite
function w hich is given in the form of a two-link chain y = f (u) an d
u = 9 (*). we m ust simply differentiate each link of the chain sepa­
rately a n d m ultiply the derivatives so obtained.

Exam ple 1. y = sin kx, w here k is a c o n sta n t; let us assume

th a t kx = u so th a t

y = sin u, u = kx;

it follows from form ula (7) th at

y ' = cos u . k = k cos kx.
DERIVATIVES 119

Example 2. y = In cos *, cos x — u}y = In u ; according to

form ula (7) we have
sin a:
y — ( — sin .v ) = = — tan x.
u v cos x
By using simple induction we can extend the above law for
differentiation of com posite function to include functions given in
the form o f a chain of three or m ore links :
thus, if
y =/(«)» « = ?M»
then derivative ofy w ith respect to * can be found by the form ula
y ( * ) + / ' { ? [ < ! ' (*)]} ? ' [ ('V)J (*)•
12. Derivative of an inverse function. W e know th a t the relation
w hich definesy as a function of x enables us in certain cases to define
the inverse function, i.e, * as a function of y . L et y = f ( x ) an d let
the inverse function be x = cp(_y). L et us assume th a t the nonzero
derivative f ( x ) exists a t a point * = <p(_y); the increm ent A y o f y
corresponds to the increm ent A x of *; since A y = f ( x -f* A*) —
f ( x ) , therefore we m ust have A * f=. 0 for A y ^ 0; thus for A y f 0

~ = — . (8 )
A y A y
A x

L et us now assume th a t A y -> 0; if the function x — 9 (y) is conti­

nuous a t the p o in ty , wc have A * -> 0 an d therefore

the relation ( 8 ) thus shows th a t the ratio A x J A y tends to 1 / / ' (,v) for
A y 0 ; in other words, the derivative 9 ' ( y ) exists and is equal to
1 I f (*). We thus arrive a t the following law for differentiating an
inverse function :
I f the function y = f { x ) has a nonzero derivative at the point x and the
inverse function x 9 (9 ^) ^ continuous at the point y } then 9 ( y ) exists and

is equal to \ j f \ x ) .
13. Derivatives of exponential functions. Let y = ax, w here a is
a constant positive num ber; in th a t case x = logtfjy; according to 1 0
the derivative of * w ith respect t o y is equal to

*' = - 1— ;
y In a ’
120 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

and it follows from the above law for differentiating inverse functions
th at

/ = — = y In a = ax In a;
X ‘

in p articular, if y = ex, then y = ex, i.e. the “simple” exponential function

is invariant in differentiation : derivative of this function is equal to the
function itself.

If y — w here a is a constant, then we can re g a rd y as a

composite function of .rb y assuming th a t a.v = u; it readily follows
from (7) that
, , y = aexr = a y .

In practice ■one often comes across the so-called “ hyperbolic

functions” , e.g. the “ hyperbolic cosine”
. exA e~x
cosh x = ' ~ ~ 0 —

and the “ hyperbolic sine”

p0&_ p 25
sinh x — — ^---- 5
'X
the read er will be able to show by him self th a t each of these two
functions is the derivative of the other.

14. Derivative of a power function. L et y = xa; w here a is an

a rb itra ry constant. W e have seen in 2 th a t if a is a n a tu ra l num ber,
then
y = a*a_1;

we will now show th a t this form ula rem ains valid for every a.

W e can w rite
y ~ X01 = ea In

and assuming th at a In x = u, we have

: y == eui u = a In x ,

an d according to the law for differentiating com posite functions

, a a
y = eu . — = x a . — = a ^ " 1,
x X
d e r iv a t iv e s 121
w hich we w anted to prove.

In a p articu lar case when a = J we have :

, 1
y = V*, y =
2 va
W hen a = — 1, y = l/.v, y = — 1/ a 2, and so on.

T his m ethod can be used for finding derivatives o f a m uch

w ider class of functions

y = { / (*)}<?{x),
w here f ( x ) and 9 (a) are differentiable functions. In fact,
y = e? <*> = eu, u = 9 (a) l n / C * ) ,

an d therefore in accordance w ith the law for differentiating composite

functions

y = en {? 0 ) In /C v)}' = { / ( a ) } ? (x) { 9 {x) 4 - ? ' {x) In/( * ) } :

Example, y = xx, y — xx{ 1 4* In a}.

15. Derivatives of inverse trigonometrical functions.

(a) Letjy = arcsin a for — 1 < x < 1 so th a t increases from
— Tt/2 to 4* t t /2 as x changes along the section ( — 1, 4 * 1) . Since in
this case a = sinjy, therefore, as a result of the law established in 1 1 ,
, _ J _ = _ J _ = _____ I______ = 1 ,
y X 0.0% y -v/ 1 — sin 2 y \ / l — a 2*

w here the positive square root should be taken so th at cos jyV> 0 for
— 7z / 2 < y < + n I 2. H ence for y = arcsin x we have

- ( - 1 < A < 1).

y =
V 1 - A2

W e can sim ilarly prove that

(b) if y — arccos a, then

1
y = — (— 1 < a < 1);
V 1 — A:

(c) if y = a rc tan a, then

1
y = - . ( — 00 < a < 4- co):,
1 4 **
Hi A C O U R S E O F M A T H E M A 1C A L A N A LY SIS

(d) if y = arccot x, then

y ' = ~ ( — oo < * < + co).

Note 1. I t is interesting to note th a t inverse trigonom etrical

functions w hich are transcendental have very sim ple derivatives
expressed in terms of very simple algebraic functions (in the case of
arccot x and arctan a these functions are even rational) (we have an
analgous case in differentiating logarithm s).
Note 2. It is also interesting to note th a t the derivatives of
arcsin x and arccos x differ from one an o th er only in sign (the same
also applies to the derivatives of a rc tan x and arccot .v) ; this can
easily be foreseen if the following wellknown trigonom etrical identities
are differentiated :

. , 7t /U
arcsin x + arccos x = - ^ - 9 a rc tan x + arccot x = ~ •

16. In this chapter we have learn t to differentiate all simple

elem entary functions; derivatives of these functions are listed in the
table below :

/ /
y y' y y' y y y y
1
l i
a 0 ax ^a x In a tan x a rc tan x
cos 2 X l + * *
1 1 i
xa a a; a “ 1 In a: cot X arccot a ;
X sin 2 .v l+ A -2

1 1 1 1
log a x arcsin x sinh x cosh x
a
>

X *2 a; In
1

1 _ 1
sin x cos a: arccos x cosh, a ; sinh a
i

V X
>

x
i

2 \ /
ex ex cos a: | —sin x

T h e laws of differentiation w hich we have established above

enable us to find w ithout difficulty derivatives of any com bination of
functions obtained as a result of algebraic operations or by construc­
ting any nu m b er of composite functions. In order to m ake the
read er appreciate how wide this class of functions really is, w hich he
is now able to differentiate, we recom m end him to try, as an exercise,
to find a function for w hich he cannot find a derivative. T h e
difficulty of this problem will convince him th a t his ability to
DERIVATIVES lii

differentiate is very wide indeed. However, the knowledge of princi­

ples is insufficient; every m athem atician should learn to differentiate
quickly and unm istakably and in ord er to learn this he m ust do
m any exercises.
M any exercises for differentiation are given in the problem book
by B.P. D em idovich, Section II, § 1. In addition to these exercises
(problem s 14-68) we would also recom m end the student to think over
some other problem s (for exam ple, problem s 72, 73, 79, 90, 21).

30. Existence of functions and their geometrical illustrations

T h e given function y = f { x ) has a derivative a t the point x if

and only if the following lim it exists :
]im f i x + AV) - ,/•(') = )im AI = y _
A*->0 &x A * —» 0

It can readily be seen th a t it is necessary for this lim it to exist th a t

the function f ( x ) should be continuous a t the point x; in fact, ,it
follows from theorem 8 § 11 th a t the ratio A y I A x will have a lim it
for A * -> 0 provided the increm ent A y is infinitely small for A * —►O,
an d this m eans th a t the function f ( x ) is continuous a t the point *.
H ence the function f ( x ) cannot have a derivative a t a point o f dis­
co n tin u ity ; in p articu lar, a function w hich is everywhere discontinuous
cannot have a derivative (let us rem ind the function D{x) §§ 4, 20).
C an a continuous function have no derivative ? It can readily
be shown th a t this is possible. In fact, it m ay h appen (and it fre­
quently does happen) th a t the limits

lim lim ( 1)
& x-+ +0*x A *-> -0 * x

exist b u t do not co in cid e; a single lim it for A * -> 0 does not exist in
this case an d therefore a derivative does n o t exist either. This is the
case, for exam ple, w ith the function y = |* | for * = 0 : since at this
point y = 0 , so A y coincides w ith y (and A * coincides w ith x ) ; we
therefore h a v e :
Ay y _ M .
Ax x x
this ratio is equal to unity for every .r > 0 and it is equal to — 1 for
every x <C 0 ; therefore

lim ^ = 1, lim = - 1.
A ^ + 0 A 'v Ax —> — 0 A x
 124 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

T he question also arises w hether it m ay h ap p en th a t the

function y — f ( x ) , w hich is continuous a t the point x, tends to neither
of the limits (1) so th a t there is no left or rig h t derivative ? This
case is also possible b u t here the construction of an exam ple is some­
w hat m ore difficult. L et us consider the following function w hich is
defined for all values of x :

1 a: sin — (x 0 ),
y = /(*) = S
£ o (* = 0 ).

W e have for x 7 ^ 0

|/( x ) i = I * sin | < | x |,

therefore f ( x ) —►-() for x 0 an d since f ( 0 ) = 0 , the function f ( x )

is continuous for x = 0. As in the preceding exam ple we have here
A x = x, A y ~ y ; therefore for ^ 0
. 1 1
z = sin — = sin —
Ax X X Ax

if n is an a rb itra ry n a tu ra l num ber, then for

_ - -2 ____
Ax = ( 2)
(4n 1 ) 7r

we have

1 = ?2 T.n +
---- _l —r- j s *i n ----
1 = 11
.
Ax 2 Ax >

and for

Ax — ( 3)
(4 n — 1)tu

_ L == l0i z n ---- 7sin

C .
--—
1
= - 1
Ax 2 Ax

But A x will pass an infinite nu m b er of times th ro u g h values of the

form (2) and (3) as n increases indefinitely for A x —> -f* 0 ;
Ay .. 1

varies an infinite nu m b er of times betw een + 1 and — 1 an d cannot

tend to a lim it. This m eans th a t the first of the lim its ( 1 ) d o e s not
D E R IV A T IV E S 125

exist in this case ; absence of the second lim it is proved in exactly the
same way.
In all cases considered so far the given function had no deriva­
tive a t one point only (for one value of .%•) b u t derivatives exist a t all
other points. O n the basis of the above examples it is quite easy to
construct a continuous function w ith two, three or an arb itrary
n u m b er of points w here no derivative exists. However, it was
believed for a long tim e th a t a continuous function should neverthe­
less have derivatives everywhere except at certain isolated points;
this was confirm ed in the first place by the geom etrical picture which
we shall now study; only in the secon d . h alf o f the last century an
exam ple of a continuous function was published w hich had no
derivatives at all. A t present m any m ethods for constructing such
functions are known; they are, however, all too com plicated to be
given here.
T h e geom etrical representation of a function is, as we know, a
very valuable m ethod of investigation, because m any characteristics
of the function and its behaviour w ould be difficult to elucidate from
its form ula (or from a table), while the g rap h illustrates them quite
clearly. Every characteristic of a function should ap p ear as a geo­
m etrical property on the representative curve in its graphical rep re­
sentation. It m ay be forseeen th at the graph w hich represents the
function can also give us a visual representation o f its derivative.
T his geom etrical analysis of the derivative is very im p o rtan t in
analysis as well as in geom etry and we shall now proceed w ith its
study
L et us assume th a t the g rap h represents the fu n c tio n ^ = f ( x )
on the system of cartesian coordinates (x, y) (Fig. 12). M ark the points
M{ x , y ) an d N{x + A x, y + A y) on
the curve. D raw the line M P parallel to
the O X axis. It is evident th a t in the
right-angled triangle M N P the sides
adjacent to the right-angle are M P = Ax
an d N P — A y. Therefore the ratio
A y I A x is equal to the tangent of the
angle form ed by the chord M N and the
positive direction of the OX-axis.
L et us now assume th a t Ax tend
to zero. In this case the point M
Fig- 12.
rem ain? stationary while the point N
 126 C O U R S E O F M A T H E M A T IC A L A N A LY SIS

approaches it indefinitely closely. T h e chord M M will change its

direction and a t every m om ent of this process the gradient of the
chord will be :

. A y
tan 9 = -- - ;
A x

if the given function has a derivative a t the point x f i.e. if the follow
ing limit exists :

Ay
lim = /' m = y,
Ax- » 0 A.v
then this m eans geom etrically th a t the direction o f the chord M M
tends in this process to a lim iting position M X w hich makes an
angle a w ith the positive direction of the 0 Y-axis, w here

tan a = lim tan 9 = lim —— = y (4)

A * —>0 A*~>0

T h e straight line M T can be defined purely geom etrically as the

lim it in a position of the chord M M w hich joins the point M w ith the
indefinitely approaching point M on the same curve an d is know n as
the tangent to the given curve a t the point M . E quation (4) shows
th at the derivative o f the function f (x) at the point x is equal to the gradient
o f the tangent to the corresponding curve at a point with the abscissa x. I f we
assume as usual (in accordance w ith our visual representation) th a t
th e direction of the tangent is characteristic of the direction
of the curve itself a t the given point, we can directly see th at
if the curve (as increases, i.e. from left to right) rises, th en its
derivative is not negative an d the steeper the gradient, the greater
the derivative; on the other hand, if the curve goes dow nw ards (from
left to right), the derivative is not positive and in this case the abso­
lute value of the derivative is the greater, the steeper the g rad ien t is.
T his geom etrical representation is in full agreem ent w ith the definition
given a t the beginning of this chapter w here a derivative is defined
as the rate of change ofy w ith respect to x; the quicker y increases as
a: increases, the steeper the g radient of the curve y = f ( x ) an d the

g reater therefore the rate y ' of this increm ent.

T he above geom etrical m ethod of representation of a derivative

enables us to understand more clearly the cases w here no derivatives
exist which we have considered a t the beginning of this p a ra g rap h .
Fig. 13 represents the graph of the fu n c tio n ^ = | x | an d Fig. 14 the
 D E R IV A T IV E S 127

fu n ctio n y — x sin (1/*). In the first case the line = | * | has a

definite direction to the left an d to the right for a: = 0 , b u t these

directions are not the same; in the second case the curve y = x sin(l lx)
has no definite direction to the .left or to the right for x = 0
(there is no tangent); as | a: | gets sm aller and smaller, the direction o f
the tangent varies repeatedly betw een the straight lines y — x an d
y = —* and therefore cannot ten d to a lim iting direction.

Finally from the point of view o f the geom etrical in terpretation

it is easy to understan d w hy it was thought for so long th a t every
continuous function should have a derivative (with the exception o f
some singularities) : in fact, it is very difficult to im agine a continuous
curve w hich w ould not have a tangent a t a single point; an d even
now w hen existence o f such curves has been established beyond d o u b t
we can im agine Such a curve only very approxim ately; the position of
such a curve w ith respect to its every point is approxim ately the
sam e as the position of the curve represented in Fig. 14 in the neigh­
bourhood of the point 0 . H ow ever, such curves exist an d th eir
discovery was one of the most vivid exam ples in the history of m ath e­
m atics th a t intuition, w hich reigned for centuries, m ay sometimes be
m istaken.

Finally, let us note th a t know ledge of the value of the derivative

y m akes it possible to use elem entary m ethods for construction o f the
tan g en t to the curve y = f ( x ) a t the point M . In elem entary
geom tery we have learnt how to construct a tangent to a circle an d
in analytical geom etry how to construct tangents to all curves of the
second order; b ut only differential calculus shows us how to construct,
in general, a tangent to an a rb itrary curve a t a given point.
 C H A P T E R V II

D IFFER EN TIA LS

§ 31. Definition and relationship with derivatives.

If the fu n c tio n ^ = f (.v) has a derivative a t the point x,

Ay
y ' = f M = lim 5
Ax -> 0 Ax
then the q u antity
Ay a
Ax - y
is an infinitesimal for A * 0 . I t therefore follows th a t
Ay — y* Ax == a Ax
is an infinitesimal of a higher order as com pared to A x ; using the
symbols introduced in § 1 2 we can denote this q u an tity by o(Ax) ;
hence
A y = y ' A x -f o (A x). (1)
Ow ing to the fact th a t y ' = f ' ( x ) depends only on a; an d rem ains
constant for A x 0, therefore, y ' A x is proportional to A * ; hence
the relation ( 1 ) shows th at the increment o f a function which has a derivative
at the point x can be represented as sum o f a quantity proportional to A x and
an infinitesimal o f a higher order as compared to A x .
Conversely : i f the increment o f the function y = f (*) at the point x
can be represented in the form
A y = a A x + o (A *), (2)
where a is independent o f A x , then the function y is differentiable at the point
x and f ( x ) = a. In fact, it follows from (2) th at
Ay
— a + o ( 1 ),
Ax

128
D IF F E R E N T IA L S S
129
a n d therefore
A v
- ' ~ ffx a (A.v - > 0),

i . e .y ' = a.

Exam ple I. f ( x ) = In .v; it follows from form ula ( 1 ) t h a t / ( I -\-y)

~ f (0 y o{y) (y -> 0 ); b u t / ( l ) = 0 , y ' ( l ) = 1 an d we
have

In U + y ) = y + o (y),
or, w hich is the same,
In (1 - h y ) ~ y (y -V 0);

only natural logarithm s possess this most im p o rtan t pro p erty which
m akes their use so convenient in m athem atical analysis.

Exam ple 2. f (x) = ex; it follows from form ula (1) th a t f { x )

—/ ( 0 ) = / ' (0 ) a; + o(x) {x -> 0 ); b u t f { 0 ) = = '/' (0 ) = 1 an d therefore

ex — 1 ='x o (*),

or, w hich is the same,

ex — 1 (* —»■ 0 ).

- T h e expression for A y given'jin form ula (1) is exceptionally

im p o rtan t, for it shows th a t the increm ent o f the function given
accurately up to infinitesimals of higher orders can be represented by
a linear function of the increm ent of the in d ep en d en t variable. In
this form ula the first te r m j/ A * which is proportional to A.v is said
to be differential o f the fu n c tio n ^ and is denoted by dy so th at

A y = dy -f o ( A x ) . (3)
j

H ence differential o f a function is product o f the derivative o f this

function and the increment o f the independent variable, so th at for exam ple

d sin x = cos .v A *,

Ax ,
d, ,in x = -----
■ AJ>
etc. I t m eans th a t in order to define differential o f a function it is
necessary to know the initial value o f the independent variable a: and
its increm ent A * ; only thereafter it is possible to define fully the
differential of a function an d evaluate it.
130 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

W e have seen above th a t if the increm ent A y of the function y

can be represented in the form ( 2 ), then the first term on the right-
h and side is equal to y ' A x = dy\ therefore differential of the function
at a given point can simply be defined as a q u an tity p ro p o rtio n al to
A x w hich differs form A y by an infinitesim al of a higher order as
com pared to A x . Such a q u an tity is often called principal linear part
of the increm ent A y - W e can therefore say th a t differential o f a
function (for given x and A*) is principal linear part o f its increment. W e
can also see th a t in order that a function should be differentiable at the given
point it is necessary and sufficient that its increment should have a principal
linear pari.
This definition defining a differential as principal linear p a rt of
the increm ent is very im portant, for it serves as the basis o f the most
im p o rtan t application of differentials. W e shall la te r see th a t
existence of derivatives and existence of principal lin ear p a rt of the
increm ent are no longer equivalent requirem ents for functions of
several variables; it is notew orthy th a t th e ( most n a tu ra l definition
of differentiability of a function in such cases is, as we shall see' later,
not the existence of derivative b u t the existence of principal linear
p a rt of the increm ent.
T h e theoretical and the im m ediate practical (calculative)
significance of a differential is m osdy based on form ula (3). T h e
dependence of A y on A x is generally ra th e r com plicated a n d calcula­
tion of the accurate value of A y for given x an d A * is ra th e r difficult.
T h e relation (3) however, shows, th a t if A x is sm all, the ap p ro x im ate
evaluation of A y can be successfully replaced by ev alu atio n of dy,
for the difference betw een these quantities (i.e. th e e rro r due to this
replacem ent) is an infinitesim al o f a higher o rd e r as com pared to
A x and therefore comprises only of a negligible p a rt of the evalu­
ated qu an tity for small A x (provided, of course, th a t y ^ 0(, As a
rule it is always m uch sim pler to evaluate dy th a n A y , for the
dependence of dy on A x is linear.

Let us now consider a sim ple exam ple. L et us assum e th a t we

w ant to evaluate approxim ately the expression In ( 2 -f a), w here a is
very small.

T h e differential of the function In* is equal to A x f x \ w hen

x — 2, this differential is equal to A x 12; therefore assum ing th a t
A * = a we find from form ula (3)

In (2 + a) — In 2 = ^ ---- b o (a),
 D IF F E R E N T IA L S 131

a n d therfore

In (2 + a) = In 2 + —----\~ o (a);

thus by know ing In 2 we can im m ediately find the value o fln ( 2 -f a)

w ith a good approxim ation for sufficiently sm all values o f a; thus

In 2.001 « In 2 + 0.0005,
In 2 . 0 0 2 £ In 2 + 0 . 0 0 1 ,
In 2.003 ~ In 2 + 0.0015,

etc. It is clear th a t this m ethod is very useful, for exam ple, for
com pilation of logarithm ic tables. O bviously in every case an
assessment of the error o(A*) incurred as a result of replacem ent of
the increm ent of the function A y by its differential d y m ust be given.
This assessment necessitates further developm ent of the theory an d
we shall find la te r on th a t it can be found. T h e student will find
useful exercises in the problem book by B P. D em idovich, Section
I I , Nos. 144, 145, 159, 160, 164.

Since derivative of th e function y — x is equal to unity for

every value of x, therefore differential of this function is simply equal
to A * for every value of x so th a t the increm ent a n d differential of
the function y = x coincide*) :
A v = dx;

we can therefore replace A * by d x in the expression for differential

of a n a rb itra ry function y — f{ x) ; this gives

dy = y dx,
a n d therefore
dy
y t
= (4)
dx 5

the derivative is equal to the ratio o f differential o f the function to differential

o f the independent variable. T h e expression (4) for the derivative is
very convenient, for its symbols are used as m uch as the sym bolsy
a n d / '( * ) ; it is, of course, som ew hat m ore com plicated b u t its a d v a n ­
tage is due to the fact th a t it clearly shows the variable * w ith
respect to w hich we differeetiate. T his is p articu larly im p o rtan t in
cases w here the problem s includes derivatives of one function w ith

*) T h is e v id e n tly a lso a p p lie s to ev ery lin e a r fu n c tio n ^ = a a + (3.

132 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

respect to different variables. T hus w hen we differentiate a com po­

site function given by a tw o-link chain y = f ( u ) , u = 9 (,v) (§ 29),
we m ust deal w ith derivatives of y w ith respect to the in d ependent
variable x and to the interm ediate function u; the notation y is here
less convenient, for it does not directly show w hich of the derivatives
in question it symbolises; on the other hand, by using the notation
(4) we w rite in such cases dyjdz and dyjdu respectively an d directly
see w ith respect to w hich v ariab le we differentiate (the notation
dyjdu requires further explanations w hich will be given in § 33).

T h e relation (4) is of utm ost im portance in fu rth er developm ent

of differential calculus as we shall see in the following p arag rap h s.

§ 32. Geometrical illustration and laws for evaluation.

Like any o ther q u antity which is determ ined by the course of

the fu n c tio n ^ = f ( x ) the graphical representation of differential of
this function should present an a p p ro p riate geom etrical picture. Fig. 15
represents a detail of Fig. 12. H ere M T represents the tan g en t to
the curve y = f ( x ) a t the point M w ith co­
ordinates {x, y). In the right-angled triangle
M T P the side T P ad jacen t to the rig h t angle
is equal to the side M P , w hich is also a d ja ­
cent to the right angle, m ultiplied by the
ta n g en t of the angle a; b u t M P = A v, tan
a = y = f ' { x ) \ therefore

TP — y A-v = f (*) A * = dy;

4y thus in our diagram the differential of the
function y = f ( x ) w hich corresponds to the
1 given values of z and A x is represented by T P
w hich is evidently equal to the increm ent of
r i g . 15.
the ordinate of the tangent M T from x to
a: + A * (at the same tim e the increm ent of
the o rdinate of the curve y — f i x ) itself along th e sam e p a th ). Since
A x = dXy so the relation (4) §31 of the derivative an d the differen­
tial is given in fig. 15 by an elem entary trignom etrical form ula

TP
MP

which connects the sides ad jacen t to the rig h t angle in a rig h t-an g led
triangle w ith one of its acute angles.
 D IF F E R E N T IA L S 133

T h e mechanical illustration of a differential is also intcrestincf.

O
I f j = / « is the law of m otion of a body, then, as we know
(cf. §26), s' = f ' (t) represents the instantaneous velocity of this
m otion a t the instant t. T h e differential of the p a th
ds = s' A t = / ' (0 At
is therefore equal to the length o f the p ath covered by the body if at
the in stan t A t it is m oving w ith the sam e velocity as a t the m om ent t
(i.e. if its velocity from the in sta n t t onw ards rem ains unchanged
d u ring the tim e interval A t ) . W hen we say th a t the car moves a t a
given instant w ith the velocity o f 40 km per hour, we really m ean
th a t it has covered a distance of 40 km during the past h o u r
provided it constantly m ain tain ed the sam e speed as a t the given
instant. H ence this num ber (40 km) represents the differential of
the p a th covered by the c ar at the given in stan t (w hen A t = \ hour).

F inding differential o f a given function, like finding its d eriv a­

tive, is know n as differentiation of this function; the fact, th a t these two
operations are know n by the sam e nam e is n a tu ra l an d intelligible :
if the d e riv a tiv e y is know n, th en in ord er to obtain differential dy it
is sufficient to m ultiply it by the given n u m b er A x w hich is given
quite in d ep en d en t o f * so th at, evidently, no fu rth er analytical
calculations are necessary. All differentiation laws (both general and
special) which we have established in §29 can be converted into laws
for evaluation o f differentials on sim ply m ultiplying the corresponding
equation by A * = dy. T hus, for exam ple, if y = sin x, we find

etc. I f jv = y x -h y 2 ± ••• then it follows from the established

law th a t
y = y \ i j/ 2 i ... L y

or, w hich is the same,

dJ - = dl x + dJ ±l _L I dy»
dx d x ^dx d x “ dx
134 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

and on m ultiplying by d x we obtain :

d y — dyi ± dy2 i ••• i dyn

(the law for finding differentials of an algebraic sum ). O n the basis

o f the corresponding laws for derivatives we can sim ilarly establish
differentiation laws for products or functions :

d (uv) = udv + v d u,

d {uxu2 ... m») = d u x (u2 ... w„) + uxd u 2 (m3 ... un) +

+ Ux U2d u z ( k 4 ... t l n ) + ... + « 1«2 ••• 1 dU Bt

F or further useful exam ples cf. problem book by B. P. D em idovich,

section I I , problem Nos. 151-156.

§ 33. Invariant character of the relationship between a derivative

and a differential

W e have seen th a t the differential an d the increm ent are the

same for an independent variable an d , therefore, if x is th e ind ep en d en t
variable, the initial expression

dy — f ' (x) A x (1)

for the differential of the function y = f (*) can be w ritten in the

form
dy = / ' (.v) dx. (2 )

L et us now assume th a t x is not the independent v ariable b u t

is in its tu rn an a rb itrary (differentiable) function of a new in d e p en ­
d en t variable t:

x= 9 (t).

Since the differential and the increm ent of the function (in contrast
to the independent variable) are, in general, no longer equal to one
another, therefore, in this case dx ^ A x t and both relations (1) an d
( 2 ) can thus no longer be right; only one relation is a t best valid.
W e will show that, irrespective o f the n atu re of the (differentiable)
function 9 (/), the relation ( 2 ) always rem ains valid.

In fact, ify = f {x) and * = 9 (t), w here t is the in d ep en d en t

variable, then we can regard y ~ / [ 9 (/)] a s a com posite function of t.
D IF F E R E N T IA L S 135

As we know, the derivative of this function is equal to f ' ( x ) 9 ' (£) and
therefore its differential is equal to

4y= f M (3)
b u t, on the other h an d , we have x = 9 (t) and therefore

dx = <p'(f) dt;

hence it follows from (3) th a t

d y = f ' ( x ) dx>

which was to be proved.

T hus the relation (2), or its equivalent relation

/ = r (* )= -/
dx

applies in both cases irrespective of the fact w hether x is the in d ep en ­

d ent variable or a n a rb itra ry function of an o th er q u an tity . This
relationship betw een a derivative an d a differential is said to be
invariant (unalterable) with respect to any transformation o f the independent
variable. ! L)
It is interesting to note th a t in the light of this invariance the
law of differentiation of a composite function

can be w ritten in the form

d y = dy dx
dt dx * dC '

for we have shown th a t/ ' ( * ) = dy/dx; the law obviously appears

trivial in this from ; however, it w ould be w rong to prove this law on
the basis of the relation (4), for the relation (4) is itself obtained as a
corollary of the invariance of the relation ( 2 ), in whose p ro o f we
already used the law for differentiation o f com posite functions-
 C H A P T E R V III

DERIVATIVES AND DIFFERENTIALS OF HIGPIER ORDERS

§ 34. Derivatives of higher orders

i i '
T h e derivative = f ' ( x ) of the fu n c tio n y = f ( x ) is a function of
the variable x on w hichy depends; the problem of differentiating y
can therefore arise. I f y ' = f !{x) has a derivative, then this derivative
is denoted as follows } y " =f " { x ) and known as the second derivative or
the derivative o f second order of the function y = f ( x ) . Sim ilarly the d eri­
vative of the function y ", if it exists, is know n as the third derivative
of the initial function y = f (x ); in general, if the ;zth derivative y (n)
= f {n) (x) of the function y exists and is defined and if the fu n c tio n ^ (n) is
differentiable, then its derivative is denoted by y (n+1) = f (n+1) (#) and is
known as the (rc-pl)—th derivative (or as the derivative o f ( n + 1 ) — th
order) of the initial function^; —f { x) .

D erivatives of higher orders occur quite frequently in m any

problem s of accurate n a tu ra l study, technical processes an d o ther
scientific and practical branches. T herefore the ability to find them
and the knowledge of their properties is not orfly necessary for m a th e ­
m aticians b u t also for scientists in every b ran ch w here m ath em atical
aiialysis finds application. W e have seen in § 26 th a t if s = f ( t ) is the
law of m otion of a body, then s' = f (£) expresses the instantaneous
velocity v (£) of this m otion a t the in stan t t. T h e second derivative
s" = f " ( 0 = v ' ( 0 > the derivative o f the instantaneous velocity,
denotes the frrate of change of velocity^; in m echanics this q u an tity is
know n as acceleration ; its im portance is very g reat m ainly because,
according to the well-known N ew ton’s law , acceleration is proportional
to the acting force ; the m ajority of m echanical problem s are phrased
in such a way th a t the actin g forces are given and the m otion due to
th eir action is to be found ; b u t giving acceleration is equivalent to
giving of the acting force and therefore a typical m echanical problem

136
 D E R IV A T IV E S AND D IF F E R E N T IA L S 137

involves establishm ent of the character of m otion from the given

acceleration. T he second derivative has several im p o rtan t geom etri­
cal applications w hich we shall learn later.
I t is obvious th a t in order to find derivatives of higher orders it
is only necessary to perform successively a series of ordinary differenti­
ations an d so no other new m ethods are needed. H ere we shall only
note several interesting results for some elem entary functions.
1. W e have seen in § 29 th a t derivative of a polynom ialy =
a0xn -f- ^ a " - 1 -f ... -J- an is a polynom ial of degree one less th an the
degree of the given polynom ial and has the leading term n a Qx n~l ;
eachncw differentiation lowers the degree by one each time ; thus
the derivative of the nth order
y (n) = n\a0

is a polynom ial of order 0 , i e. a constant ; therefore

y (TJ+1 ) — y (n+2 ) — ^ = 0 _,

i.e. fo r a polynomial o f the nth degree the derivatives o f all orders greater than
n are identically equal to zero.

2. We know th a t the function y — ex rem ains unchanged by

differentiation (y ' = y ) . T herefore evidently y (n) = y = ex for any n.
M ore generally, ify = ax, we h a v e y = y In a, and therefore y (n) =
y (In a)n= ax (In a)n for any n.

3. T he derivative of the fu n c tio n ^ = sin x is y — cos x and th a t

of the function z = cos x is z ' = — sin a ; hence
y" — — sin x , y = — cos x, y (4) = sin a,jv(5) = cos a, . . . ;
the successive derivatives of the function sin x form, as we can see, a
periodic series w ith a period of 4, so th a t for any n
y (4n) — sin x , y {in+1) = cos x, jy(4n+2) — — sin x ,y (4n+3) = —cos x ;

and similarly for the function z — cos a* :

Z (4n) = cos x, z (4n+1) = — sin a, z (4n+2) = - cos a, z (4,l+3) = sin a ;
this is the sam e series as above b ut it has shifted by one position.

4. T h e derivatives of the functions In a , a rc tan a and arccot x

are, as we know , expressed in term s of ratio n al fractions ; therefore it
evidently follows th at the derivatives of all orders of these functions
will also be ratio n al fractions ; sim ilarly the derivatives of all orders
of the functions arcsin a and arccos x are algebraic functions.
138 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

5. W e know th a t the first derivative of every elem entary func­

tion is in general also an elem entary funct io n ; it therefore evidently
follows th a t the derivatives of all orders of elem entary functions are
always elem entary functions.
6 . T h e law of differentiation of an algebraic sum can evidently
be extended w ithout changes to derivatives of all orders. H ow ever,
the second differentiation of product of two functions deserves special
attention : ifjy = uv, where u and v are differentiable functions of x, then,
as we know,
_/ = uv \ vu'}

and it can readily be seen th a t -

rt ft \ r\ / / , n
y — UV + 2 UV + U Vy

t t t „. / / / \ t n \ tt t \ f i t
y — uv -j- 3u v -|- 3 u v u v,

which makes it reasonable to assume th a t for every n

y ( n ) — a n Q U V ( n ) _|_ a n x U ' v ( n - 1) _J_ a n 2 u " v i n ~ 2) -f .. .

... -f a n n -^ n -U v ' -f annu{n)v, (1)

w here an0, anl, . . . , a„n are constants independent of the form of the
functions u an d v ; this proposition w hich we have alread y proved for
n = 1, 2 and 3, can readily be proved, for every n by the m ethod of
induction, (we leave the proof to the reader). T h e num bers an0, anl,
..., ann m ust only be found. Since these num bers are in d ep en d en t of
the form of the functions u and v, they can be chosen specially. Assum ­
ing th a t
u = eT, v — etx,

where t is an a rb itra ry constant, we find th at

u (n) = e x^ V (v) = r e tx}

y = e lt+ l)xt y in ) _ ^ ])ng(«+l)*

and form ula ( 1 ) gives :

(* + 1)V MJ)* = <x.noextnetx + v..nXextn~'eix +

-f a n2e*tn- h tx + ... -f ann*V* =

_ e ( t + l ) x ^ n0tn _|_ anl^n-l -j- <Zn2tn~2 -f ... - f a nn),
and therefore
{t l) n a iz0^n “ 1“ a n l^ n 1 H <^n2^n ... -f- 0Lnn,
 D E R IV A T IV E S A N D D IF F E R E N T IA L S 139
w here the num ber t is a rb itra ry ; com paring this form ula w ith the ex­
pansion of {t -f 1 )» by the binom ial form ula we can see th a t two
polynom ials w hich are identically equal should have sim ilar corres­
ponding coefficients in pairs and therefore

a nfc = &n (& = Oj lj ... j n)

and form ula ( 1 ) gives :

y n) = c v n) + cyui*-1' +... + c r 1 + c><^.

T his is the so-called Leibnitz formula which gives the «th deriva­
tive of a product of two functions in term s of the derivatives o f the
factors up to «th order inclusively.

§ 35. Differentials of higher orders and their relationship

with derivatives

D ifferentials of higher orders are determ ined just as derivatives.

T h e second differential d 2y of the function y —/ ( x) is the differential
o f the first differential

d 2y = d (dy);

an d, in general, if the differential d ny of o r d e r s of the function y is

already determ ined, then

d n+1y = d (d ny ).

Since dy is by definition a function of two in d ependent variables, viz*

x and A *, the expression d {dy)y w ith whose help the second differen­
tial d 2y is determ ined, requires some explanation ; w hile perform ing
the operation d (dy) we are always considering dy as a function o f x
alone by assum ing A * to be c o n sta n t; this rem ark also applies to all
subsequent differentials and A * is assumed to be one and the same
for differentials of all orders.

In order to establish a relationship betw een differentials of higher

orders and the corresponding derivatives let us a t first recall th a t

dy — y ' A*>

i.e. the form ation of a differential o f a given function y involves

m ultiplication o f its derivative w ith respect to x an d the increm ent
A x o f the in d ep en d en t variable an d , as we have already em phasized
 140 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

on m any occasions, the quantities x an d A x should be regarded as

independent of one another. T hus in order to find the second differ­
ential d 2y = d (dy) of the fu n c tio n ^ we m ust find the derivative dy
w ith respect to * and m ultiply it by A x . But dy = y A x } w here
the second factor is independent of x and in differentiation o f p ro d u ct
w ith respect to x it should be regarded as a constant ; the derivative
of dy — y A x w ith respect to x is therefore equal to " A x and
hence
d 2y = d {dy) = y " ( A * ) 2;

repetition of this operation evidently gives

d 2y — y ' " ( A * ) 3,
and in general

d ny = y (n) { A x ) n ;

the differential o f order n is equal to the derivative o f the same order multiplied
by the nth power o f the increment A x . Conversely, it gives

y ( n) d ny
(A X jn

or, if we rem em ber th a t Aa: = dx,

y(n) d ny
(i)
dx

where the denom inator should be regarded as (dx)n b u t, for th e sake

of sim plicity of notation, brackets are always om itted. T h u s the
derivative o f order n is equal to the differential o f the same order divided by the
nth power o f the {first) differential o f the independent variable.

F orm ula (1) is a generalisation o f the fo rm u la^ = d y j d x and,

like this form ula, can in m any instances serve as a very convenient
m ethod of notation for derivatives o f higher orders. H ow ever, the
f o r m u la y = dy/ dx is, as we know, inv arian t w ith respect to every
transform ation of the independent variable {i.e. it rem ains valid even
w hen x is not the independent variable b u t a function o f a new
variable t); form ula ( 1 ), no longer possesses this invariance property
for n~> 1 , and essentially depends on the fact th a t „v is the in d e p en d e n t
variable. In fact, we will show’ th a t form ula (1) is in general not
valid for n = 2 if x = <p(t). W e know th a t in this case (assum ing
th a t y = / ( • ') )
d y = f ( x ) d x = / '[ < P (()]? ' {t )dt.
D E R IV A T IV E S AND D IF F E R E N T IA L S 141

W hile taking the second differential d 2y — d{dy ) we should differen­

tiate dy w ith respect to t and m ultiply the result by dt. T his gives

d 2y = {/" [ ? ( 0 ] ? ' 2 ( 0 + / ' =

= / " [ ? ( 0 ] [?' [y(L)]®"(t)dt* = f ' ( x ) d x * + f ' l x ) d * Xi
since <p' {t) dt = d x and <p"(/) d I 2 — d 2x. W e therefore obtain

d 2x
g=/"W +/'W dx2 )

w hereas if * is the independent variable we have

d 2y
d x 2 = / ' (*);

the additional term

d 2x
/ ' M dx21

appears as a result of the fact th a t x is now a function o f the inde­

p endent variable /; in fact, if x is the independent variable, then
d x = A * , d 2x = 0 and the additional term is absent.

W e have already said th a t finding differentials and derivatives

o f higher orders does n o t necessitate any fundam entally new m ethods
and therefore not m any exercises are needed. T he student will find
m any interesting problem s in the problem book by B. P. D em idevich,
section II , §5. 1
 C H A P T E R IX .

M EAN VALUE THEOREM S

§ 36. Theorem on finite increments

In the last three chapters we have studied practical operations

of differentiation. W e have le arn t how to find derivatives an d
differentials, and the theorem s proved there are m ainly designed to
help and fecilitate this process. As we have done all this an d learn t
the technique of differentiation, we m ust study some fu rth er p ro p er­
ties of derivatives an d differentials, i.e. we m ust study the properties
which form the theoretical basis of differential calculus. A m nog the
laws w hich we shall study as such a p ro m in en t p a rt is played by
several theorem s which can be given the com m on nam e “ m ean value
theorem s’’; this title in general involves propositions w hich im ply
existence, u n d er specific conditions, of a given point c (or “ m ean
v a lu e ” ) in the given interval (a, b) a t which the given function
possesses certain properties. W e have already m et one such theorem
in C h ap ter 5 (theorem 3 §23) : if the function f ( x ) is continuous in
the interval (a, b) and has opposite signs on its ends, then a p oint c
can be found in this section such th a t f {c) = 0. T h e m ain ch arac­
teristic of theorem s of this type is due to the fact th a t they do not
give any indications as to the position of the point c in the interval
[a, b) b u t only prove the m ere fact of its existence. We shall now
establish several such theorem s for the function f ( x ) w hich is differen­
tiable a t every point in the interval (0 , b) and in every case we shall
assume th a t lim A y j A x exists a t the point a only for A * —> + 0 and
a t the point b only for A x — — 0 ,

L et us a t first prove an auxiliary proposition w hich we shall

find useful later.

142
M EAN VALUE TH EO R EM S 143

Lemma. I f the function f i x ) has a der {native at the point x and i f

the following inequalities holds

f ( x + h) < / ( * ) , f { x — h) < / ( * ) (1 )

fo r all sufficiently small h> 0 , thenf ' (x) = 0 .

Proof. It is given th a t f ' { x ) exists; therefore for h —> -J- 0 we

should have :

f ( * + h) ~ f M . f // x f i x ~ h) — f i x )
h J Kh —h J

the first of these fractions, as a result of the statem ent of the lem m a,
can n o t be positive for a sufficiently small h and therefore (corollary 2 ,
theorem 2 § 1 0 ) its lim it m ust also be f (x) ^ 0 ; sim ilarly the
second fraction cannot be negative for a sufficiently small h and
therefore its lim it m ust b e / ' (x) ^ 0 ; hence the d e riv a tiv e /' (,r) can
n either be positive nor negative an d it m ust therefore be equal to
zero.

This lem m a m eans th a t at the point where the function acquires its
maximum value as compared to an adjacent value, the derivative, in case it
exists, should he equal to zero. T h e lem m a evidently rem ains valid also
w hen the value of the fu n c tio n /(x ) attains its minimum a t the point x
as com pared to an adjacent value, i.e. w hen the inequalities ( 1 ) are
replaced by opposite inequalities. This lem m a can be geom etrically
illustrated by rep resen tin g ^ = f i x ) in the g rap h ical form (Fig. 16) :
a t the point w here the curve y = f i x ) attain s its highest or lowest
position as com pared w ith its im m ediate neighbourhood, the tan g en t,
in case it exists, should be parallel to the OX-axis* in this event we
do no t exclude the case w hen the function also has the same values
(as a t the p oint x) a t other points w hich can be as close to x as we
please (or w hich can be sufficiently close to x); thus for the function
represented in Fig. 17 the statem ent expressed by the lem m a rem ains
valid for every point on the line (a, b).
144 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

Theorem (R olle’s). I f f {a) = f ( b ) and the function f ( x ) is conti­

nuous in the interval (a, b) and differentiable at every point in \that interval,
then an interior point c can be found in the interval (a} b) at which f (c) = 0.
Proof. L et us assume th a t f {a) = f { b) — 7 for all points x in
the interval (a, b), i.e., the function f ( x ) is constant in th a t interval,
then f ' ( x ) = 0 at every point x in th a t interval. O therw ise the
interval (a, b) will contain points a t w hich f ( x ) > 7 or o th er points
a t which f ( x ) < 7 (it m ay, of course, happen th a t n eith er points
exist). For the sake of argum ent let us assume th a t there exist points
for w hich f { x ) > 7 -
Since the function f { x ) is continuous in the interval {a, b),
therefore, according to theorem 2 § 23, it should a tta in its m axim um
value a t a point c in th a t interval ; it is
evident th a t f {c) > 7 ; therefore the
point c does not coincide w ith a or b,
i.e. it is an interior point of the interval
(a, b) ; it follows from the definition of
the point c th a t for all points in the
interval (a, b), including all the points
x situated sufficiently close to the point
c, we have f { x ) < / ( c ) ; hence applying
the lem m a we have f (c) = 0 an d the
theorem is thus proved.
T h e geom etrical illustration of R olle’s theorem is evidently
based on the fact th a t betw een two points on the given curve, situated
on the same level, a point can always be found so th a t the tan g en t a t
this pointis horizonal (Fig. 18); in this case we assume th a t a tan g en t
a t every point exists on the given section of the curve.
T heorem (Lagrange, on finite increm ents). I f the function f { x )
is continuous in the internal (fl, and diffeientiable at every interior point
o f this internal, then a point c can be found
in this interval at which F ,,

= (2)
^ b —a

O w ing to the fact th a t

/W —f {a)
b—a

is the slope of the chord joining the 0

points [a, f{a)] and [b, f{b)] of the
M EAN VALUE TH EO R EM S 145

curve y = f { x ) (Fig. 19), therefore from a geom etrical point of view

L a g ra n g e ’s theorem m aintains th a t for a curve w hich has a tangent
a t every po in t, a point can be found betw een the ends of every chord
a t w hich the tangent will be parallel to the chord. It is evident th at
R olle’s theorem is a p a rtic u la r case of L ag ran g e’s theorem when
the given chord is parallel to the OAr-axis.

I t is obvious from the geom etrical representation th a t the

general case can be deduced from th e p articu lar one simply by
tu rn in g the d iagram and therefore the analytical proof should also
not be com plicated if we base it on R olle’s theorem .

Proof. L et us consider the auxiliary function

? W = / ( * ) -- f { a ) - (* — a).

w hich geom etrically represents the difference betw een the ordinate of
a curve an d o rdinate of the chord as shown in Fig. 19. Evidently
9 (a) = o (£) = 0 ; on the other h a n d the function 9 {x), like the
function /( * ) , is continuous in interval {a, b) and differentiable #at
every point of this interval, and

f ( b) - _ f( a )
?' M = f M b— a '

I f follows from R olle’s theorem th a t a point c can be found in the

interval (a, b) such th a t

fc) = 0 .

w hich prove L ag ran g e’s theorem .

T his is one of the m ost im p o rta n t theorem s of differential

calculus a n d we shall frequently use it. T h e relation (2) stated by
this theorem is sometimes, for the sake o f convenience, w ritten in the
form
J(b) - f ( a ) = f (c) (b - a ). (3)
T h e ’m eaning of this statem ent is not altered in any way by the fact
th a t if the function / ( x) has a derivative a t every point in the
in te rn a l (a, b), then a p o int c can be found betw een a an d b at w hich
th e relation (3) holds.
146 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

L et us finally rew rite the same relation in a different no tatio n .

L et us w rite * instead o f a and x - \ - A x instead of b, w here b— a = A x ;
we thus obtain :
f { x + A *) — f i x ) = f ' (c) A x (x < c < x + A x ).

If we d e n o t e / (x) by y, then it is convenient to denote the left-

h and side of this relation by A y, as we did in the past. I t is also
convenient to denote the point c, ab o u t w hich we only know th a t it
lies betw een x an d * + A.v, by x + 9 Ax, if we agree th a t $ denotes
a num ber (unknown) which lies betw een 0 an d 1 (0 < 6 < 1). O u r
relation thus becomes
A J ' = f i x + A.v) — f { x ) = f (x + 6 A x ) A x . (4)

It is interesting to com pare this equation with an o th er equation

w hich we have used several times in ch ap te r 7 :

A y = f (*) Ax + o ( A x );

this relation shows th a t the increm ent A y of the function y = f {x)

is equal to p ro d u c t/ ' (.v) A x w ith an accuracy up to infinitely small
quantities of higher o rd e rs ; the equation (4) [i.e. the theorem on
finite increm ents) shows th a t in this expression the term o ( A * ) can
be com pletely rejected b u t th a t in the m ain term the derivative f ' ( x )
m ust be replaced by a derivative a t some (unknow n) point x + 0 Ax
w hich lies betw een x and x -f A.v; bo th relations are very useful an d
have m any applications.
T h e following theorem is an im p o rtan t generalisation of L ag ­
ran g e’s theorem :
Theorem (C auchy). I f the functions f (x) and 9 (x) are continuous
in the interval [a, b) and dijferentiable at every point in that interval where
9 ' (*) ^ 0 (a < x <C b); then a point c (a < c < b) exists such that

flb)-f(a) f ( y
? ib) — 9 (fl) 9 '(c) ’
(i.e. the ratio of increm ents of two functions is equal to the ratio of
their derivatives a t one and the same point in a given interval).
T h e proof of this theorem can be carried out in exactly the
same w ay as the proof of L ag ran g e’s theorem . T h e following func­
tion should be taken as the auxiliary function
 M EAN V A LU E TH E O R E M 147

■'{9 (A) — 9 (a) 0, since otherwise, in accordance w ith R olle’s

theorem , we w ould have 9 ' (c) = 0 at a p o in t c (a < c <L b) which
contradicts the conditions of the th e o re m ]; all o ther argum ents are
the sam e as above an d give us the relation

f U) - ?'(g) = 0 (a<c<b),
9 ib) — 9 (0 )
from w hich (5) follows.
I t is evident th a t C auchy’s theorem becomes L agrange’s theorem
'w hen we choose <p(.v) = .r an d is, in fact, a generalisation o f this
theorem .
W e have already said th a t the theorem s studied in this p a ra ­
g rap h have m an y applications in analysis. W e shall now consider a
sim ple b u t very im p o rta n t exam ple of this kind of application.
W e know th a t the derivative of a constant is equal to zero. Is
the converse also true, i.e. can we say th a t the function f ( x ) whose
derivative a t every point of a given interval is equal to zero is cons­
ta n t in th a t interval ? T o answ er this question let us take two a rb i­
tra ry points ,v2 an d .v2 in the given in te rv a l; it follows from
L agrange’s theorem th a t

/ ( . v 2) - / ( * , ) = f ' ( c ) (* a - a:,),

wvhere c is a point betw een .v2 a n d .v2 ; b u t we have assumed th at

/ ' ( . y ) = 0 a t every point .v in our. interval a n d therefore also f ' ( c ) = 0,
an d h e n c e /(.v 2) = / ( x 2) ; the values o f the f u n c tio n / (,v) are equal
a t two a rb itra ry points in the given interval an d this m eans th a t the
function / (,v) is constant in th a t interval. W e thus see th a t the
-theorem on finite increm ents enables us to prove the following im por­
t a n t proposition w hich we shall frequently use :
Theorem. I f f '(.v) = 0 at every point in the interval (a. b ), then the
function f {x) is constant in that interval.
In the next two p arag rap h s we shall consider some other im por­
ta n t applications o f the proved m ean value theorems.

§ 37. Evaluation of limits of ratios of infinitely small and

infinitely large quantities

W hile considering the general theory of limits (chapter 2) we have

said th a t the ratio of two infinitely small quantities (of infinitely large
q uantities) can in a given process have a very diverse ch aracter o f change
an relation to the n a tu re of the infinitely small (or infinitely large) qu an -
 148 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

tities so th a t we cannot m ake any general predictions as to the b e h a ­

viour of ratios of this type. A t the sam e tim e the tru e value of these
ratios is very im p o rtan t : thus, as we now know, the derivative o f a
given function, w hich is the fundam ental concept in differential cal­
culus, is defined as lim it of a ratio of infinitesim als. I t is therefore
clear how valuable is to find a m ore o r less general m ethod for
evaluating lim its o f such ratios in case they exist. O n e such very
useful and a t the sam e tim e sim ple and pow erful m ethod can b e
developed on the basis of m ean value theorem s w hich have been
proved in the previous p a ra g ra p h . W e shall now consider this"
m ethod.
Let us assume that the point a belongs (i.e. it lies on or is one
of the ends) to a segment A along which the functions f 1 (a) a n d /2(A)'
are continuous; le t/\ (a) = f z (a) = 0, where both functions are-
differentiable at every point in this segment and/"2 (a) ^ 0. In that
case f 2 (a) ^ 0 U' ~t~ a) along A, for otherwise, in accordance with.
Rolle’s theorem, f r2 (a) would vanish at a point in the segment A
other than the point a. We can therefore consider the ratio-
f z{x) of two infinitely small quantities and try to find its limit
for a* a. Since f 1 (a) = f 2 (a) = 0, therefore
fi M _./ i W - /i M .
/ 2W f z ( x ) — f 2 {a) ’
it follows from C auchy’s theorem proved in § 26 th a t all requirem ents-
are evidently satisfied in this case and therefore

f i M_ = / ' 1 M
f 2 (a) f 2 {c) ’ (I)

w here c is some point (“ m ean value” ) betw een a an d a. L et it n o w

be know n th a t the ratio f \ (a) / / ' 2 (a) tends to a certain lim it I fo r
a -> a ; since c lies betw een a an d a, therefore for x -> a a n d c -> a w e
have
f 1 ( g)
(x -> a) ,
/ ' 2 w
an d equation ( 1 ) also shows th a t

A (.v —>• a).

/. w
W e have thus proved a theorem known as l’H ospital’s rule r

Let f 1 (a) = f 2 (a). = 0 and let the functions f x ( a) and f 2 (x) be

continuous along a segment A on which the point a is situated; i f in this case
 M EAN V A LU E T H E O R E M S 149

f ’i (*) and f 2 exist fo r all points x ^ a along the sgement A j / 2

(a =4 a) and f \ (a:) / f ' 2 (a) —> I fo r x -*■ a, then f x (a) , / / 2 (.v) ~> lfor x-+a.

T h e significance o f this rule is due to the fact th at in m any cases

the lim it o f the ratio of derivatives can be found m uch m ore easily
th a n the lim it of the ratio of the functions them selves; it m ay h appen
in some cases th a t one or o th er derivative is no longer infinitely small
for x -> a; in th a t case we are no longer dealing a ratio o f infinitely
sm all quantities an d the lim it can be found quite easily.

Exam ple 1. W hen b =7= 0, .v—►0,

.. sin ax .. a cos ax a
iim .— r — lim ,------ .
sin bx b cos bx J'

COS2 A
Exam ple 2, W hen x 0, lim tan * 'v = lim
A'—sin A 1 — COS A
0
1 — COS “ .V 1 4- COS A
= lim = lim = 2.
COS 2 v (1 — cos a) COSa A

M any other useful exercises can be found in the problem book

by B.P. D em idovich, Section II , § 10.

I f both derivatives f \ (a) an d f 2 (a) are infinitely small for

a —►a a n d are in th eir tu rn differentiable in the n eighbourhood o f a
p oint a (where f " 2 (a) does not vanish for a a)> there is no reason
w hy I5H ospital’s rule should not be applied a g a in : if we have
f " 1 (a) / f ”2 (a)1, for a —>• then according to this rule we also
have f \ ( x ) j f ' 2 (a) -> I and therefore also f 1 (a) J f 2 (a) — forA->< 7.
In general, if-the functions f i ( x ) an d f 2 (.v) have derivatives o f order
n in some neighbourhood of the point a, w here f 2 (n) (a) f=- 0 for a f=- a
a n d / , (a) = / 2 (a) = f \ (a) = / ' 2 ( a ) = . . . = / j < -» (a) = / * «”- 1 »(a)= 0 ,
th en by applying l’H o spital’s rule for the second tim e we can evidently
conclude th a t if the following relation exists

f i M (.v) =
/ s '" ’ M

th en the lim it of the ratio j \ (x) ,'/« (.v) for x -> a also exists an d is
•equal to / *).

*) T h e r e la tio n n e c e ssa r y for th e a p p lic a tio n o f l ’H o s p ita l’s r u le for th e se c o n d

tim e , (a) for k = n is o n e o f th e a ssu m p tio n s o f th e
^theorem a n d c a n r e a d ily b e e sta b lish e d for lo w er v a lu e s o f k b y th e m e th o d o f
in d u c tio n , a p p ly in g R o lle ’s th e o r e m to th e fu n ctio n / 2<*> (*) a lo n g th e lin e {a, x).
150 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS-

Example 3. j \ (x) = x — sin .v, /» (x) = x3 ; we have

f\ (x) = 1 — cos .v, f "i (.v) = sin x, f"\ (x) = cos .v,
f ' t (x) = 3.v2, /", (*) = 6.v, (.v) = 6,
and therefore

/ i (0 ) = / ' , (0 ) = / " , (0 ) = 0 , / " ' i (0) = I,

f t (0) = / ' , (0) = / " , (0) = 0, / " '* (0 ) = 6 ,

f " 1 (A) ,y—s in *

- - <* - 0 )
f " ’, ( x ) ~ x3

an d hence also

.v — sin x
v-3 ( a- - > 0 ).
/ 2 (-V)
L ’H o sp itafs rule rem ains valid when x —>- oo. T hus, for exam ple,,
if the functions f , (a) and f * ( v) are infinitely sm all for x —>- -f- oo
an d differentiable for sufficiently large a an d f \ (a) # 0 , then it
follows form
r i (a)
(a -> + 00) ( 2 )>
f \ (a)

th a t we also have
A M .. / (a - > -f oo )
/ * (a)
In fact, assum ing th a t a — 1 / )’ we have :

? i (j>)
?sW ’

an d for jy -> -f- 0

?i (y) 0 , 9 o (_y) -> 0 .

Since

? \ (y)
?'2 (y)
MEAN VALUE THEOREMS 151

it follows from (2 ) th a t

A Ay)
(y + 0);
(y )
? ;2

a n d therefore on the basis of l ’H ospital’s rule we have

{y -> + 0 );
?2 (y)

a n d this is equivalent to the relation

/ i M
(x + co).
/ 2 (x)

Exam ple 4. W hen x —>■ + co,

- y — a rc tan „v
1 + x2
lim .v “ a rc tan = lim = lim

v2
= lim = 1.
.x2 + 1

L et us now consider a ratio of two infinitely large quantities. W e

shall see th a t l’H ospital’s rule also rem ains valid in this case, although
the p ro o f is som ew hat m ore com plicated. Let us assume th a t we have

I f i (x) I -> + CO, I/ 2 (.v) I —> + CO ( x - + a),

an d let, as before, both functions be differentiable in a neighbourhood

o f the point a, w here f ' 2 (*) ^ 0 for all * ^ 0. L et us take two
points ,v and a. in this neighbourhood, both situated on the same side
o f the point a so th a t, for exam ple, a < x < a. I t follows from
C au ch y ’s theorem th a t

/ t (*) “ / i (a) = f ' l (f)

f \ > (c)

w here x < c < a. But on the other h a n d

1 _ /i M
f i ( x ) — f i (a) _ f x ( x ) ____/i*(*) .
A M —/ 2 M f i (x) , _ A («) *
A M
152 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

an d com parison of these two equations gives:

, _ fi (°0
f \ (*) _ f i (g) / 2(*) (3)
/ 2 (* ) / ' 2( c ) 1 _ / i (a ) ’
/ i (*)
L et us now assume th a t the following lim it exists :

f \ M = L
lim
X — ^ d f 2 (X)

L et z > 0 be as small as we p lease; let us choose a so close to a th a t

for a < z a

f \ U)
- l \ <
f f2 U)
or, which is the same,

I z < / ' 1 U)
< I +
f \ U)
so th a t the point c should lie betw een a and a and

l~z < f i M < I + e (4)

J \ (c)
(as x changes, c will also change, b u t since it always rem ains confined
betw een a an d a, the inequalities (4) rem ain valid). L et us now
assume th a t while a rem ains unchanged , a: tends to a ; it then follows
from our assum ptions th a t in this case j (x) [ -> + oo an d
I f z (#) | + oo, and therefore the second factor on the rig h -h an d
side of the relation (3) will tend to u n ity ; it can be represented in the
form / - f 5, w here 6 - ^ 0 for x —►a. M ultiplying b o th sides o f the
inequalities (4) by this factor we obtain as a result o f the relation (3):

(1 + 5) (/ - e) < £ C (1 + 8 ) (/ + S) ;

since the n u m b er s is as small as wc please an d 8 0 for x a, it

evidently follows th a t

/i_ w , a),
(■v
/ 2 w

w hich was to be proved.

M EAN VA LU E T H E O R E M S 153

Exam ple 5* In x —> — co for x —> 0. H ence it cannot be

im m ediately seen as to how a: In a: behaves. In order to study this
behaviour we note th a t

, — In x
— .r m x — — - —
x

can be represented as a ratio of two infinitely large q u an tities; the

derivatives o f the n u m e ra to r an d denom inator are respectively equal
to — 1 l x and — 1 j x 2 an d their ratio is equal to a: an d tends to
zero ; it therefore follows from l’H ospital’s rule th a t

x In x —> 0 .X—^ 0 ).

As before, it could readily be proved th a t TH ospital’s rule

rem ains valid for the ratio of two infinitely large quantities w hen x
does no t tend to a finite lim it b u t increases indefinitely.

Exam ple 6 . F or i-v + co

1
In a- .. x
lim —— — lim lim
V x 1
2 \/ x

a n d generally (a > 0 ) for x -> oo

In x x
lim = lim lim = 0 .
ax*-1

Exam ple 7. L et a > 1, a > 0. T h e functions x* and a x

increase indefinitely for x —►-J- oo. L et n be the greatest integer
sm aller th an oc, so th a t 0 ^ w < a ^ w + l . It can readily be seen
th a t all derivative of the function .va, up to a n d including the rcth
o rder increase indefinitely for ,v -> oo, w hereas the derivative o f order
72 -f- 1 is eq u al to a (a — 1 ) ... (a — n) .ra ~ n _ 1 an d rem ains bounded.
Since th e n + 1 — the derivative of the function ax is equal to ax {h\a)n+1
a n d increases indefinitely for * -► + oo, therefore the application
o f l’H o sp itars rule n + 1 times shows th a t

— —>* 0
z (.v + co)
ar

for every a > 0 and a > 1.

154 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

§ 38. Taylor’s Formula

W e shall base our arg u m en t on the well-known relation estab­

lished in § 31 : if the fu n c tio n / (x ) has a derivative at the point ay
then
f ( a + h) = / ( a ) + / ' (a) h + o (h) (1)

for A —> 0 w hen ] A \ is s m a ll; this relation enables us to express.

approxim ately the value of f ( a -f A) in term s of a linear function,
although this function has usually a ra th e r com plicated dependence
on A
f (a -f A) / (a) -f- / (a) A,

where the erro r of this approxim ate evaluation is o f the form o(A),
i.e. this error is negligibly small for small values of A, n o t only in
itself b u t also as com pared to | A j . We have alread y le arn t th a t
this fact has a very great practical value, since it makes possible to
find very readily a good approxim ation for the value of / (a 4- A)
(cf. § 31). We shall now learn th a t this p oint serves as a basis for
further developm ent of the theory.
A bout the quantity (oh) in equation (1) we know only th a t it
is an infinitely small q u antity of a higher o rder as com pared to h ; we
have no other accu rate inform ation ab o u t it. H ence the question
how far form ula ( 1 ) is suitable for ap p ro x im ate evaluation of
f (a + h) depends entirely on the desired degree of accuracy. I f the
required degree of accuracy is such th a t a q u an tity of the type o(h)
{i.e. an infinitely small quantity of a higher order as com pared to li)
can be neglected, then form ula ( 1 ) solves our p ro b le m ; otherw ise it
is not sufficiently accurate. I t m ay happen (and it does frequently
so) th a t we are obliged to take into account infinitely sm all q uantities
o f second order w ith respect to h [i.e. quantities of the sam e o rd er as
A2) ; b u t we can disregard all q uantities above the second o rd er
(i.e. quantities o f the type o(A2)]. In th a t case we shall look for a
more accurate expression for f (a + A) an d use a form ula sim ilar to
form ula ( 1 )
/ (a -f A) = a 0 -f a 2 A - f a 2 A2 + o (A2),

where a 0 , a l5 a 2 are constants (independent o f A), i e. we shall look

for the approxim ate value o f / (a + A) in the form of a trinom ial o f
second degree

/ (a + ' A) ^ a o -f a j A + a 2 A2,
MEAN VALUE THEOREMS 155

in w hich the error is of the type o(h“), i.e. an infinitely small!

q u an tity above the second order as com pared to h. A t first we evi­
dently know nothing ab o u t the existence of such a polynom ial an d
we have n o w a y of finding its coefficients a 0, a l3 a 2; therefore all that:
we have said in this connection can m erely be regarded as the state­
m en t of the problem .

H ow ever, beefore atte m p tin g to solve this problem we w ilt

n a tu ra lly state it in a m ore general form. T h e real n atu re of the
problem for w hich we are trying to find an approxim ate value of the
function f (a -f~ h) determ ines the required degree of accuracy. By
m aking an assum ption of a fairly general ch aracter we can then-
decree th a t quantities of the order h n (where n is a constant n a tu ra l
num ber) should still be taken into account, b u t infinitely small'
quantities of higher orders (i.e. quantities o f the type o ( hn) should be
neglected. T h e question arises w hether 1) a polynom ial of the nth,
degree exists

P n (h) — a 0 4- a j h -fi a 2 h 2 + ... + a BAB

(w ith coefficients independent of h) so th at

f ( a + h) — P„( h) = o ( hn) ( 2 )'

for A -> 0 and 2 ) if it does exist, then how we can find its coefficients.
I f the problem so stated can be satisfactorily solved, then the poly­
nom ial P n(h) will enable us to find the value of f (a + h) w ith the
required degree o f accuracy : for practical calculations (and also for
theoretical investigations) we know nothing m ore convenient and,
sim ple than a polynom ial.

It can, of course, be foreseen th a t the answ er to the above

questions will depend to a large extent on the n a tu re o f the function
f (x) in the neighbourhood of the point a. A lready in the case
considered earlier for n = 1 we had to introduce the condition of
differentiability of the function f (a;) a t the point a. I f we w ant to
express approxim ately the value of f (a -fi h) in term s of a polynom ial
o f the 7zth degree w ith an accuracy up to quantities of the type o(hn),
we shall have to assum e th a t the function f ( x ) has derivatives
o f all orders up to the n th o rd er inclusively a t the p oint a [in o ther
w ords, we m ust assume existence of / (n)(a)]. But this will be the
only assum ption we shall have to m ake.
:i56 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

W e will now show th a t i f / (n) («) exists, then we have

f ( a +• A) = f (a) + /' (a) A+ — /" (a) A2 + ...

...+ (a) A“ + o (A») (T)

For /? —> 0 ; in other words, the polynom ial

P n (h) = f ( a ) + f ( a ) h + j y f " (a)h2 + ... + A . / <«> («)/;" (3)

satisfies the relation (2 ) for h -> 0 an d thus solves our problem .

Assuming th a t

f {a + h) — Pn { h) = 9 (h),

w e m ust therefore show th a t

9 r\ n n*

But a simple calculation gives us *)

9 ( h ) = f ( a + h ) - f ( a ) - h f ’( a ) - ^ r ( a ) - . . . - ~ f ™ (a),

9 ' (A) = / ' (« + A) - / ' (a) - h f " (a) - ... - (a),

•9 " (A) = / " (« + A) - / " («) - A f " w - . . . - — — / " » (a),

9 (n- 2) (A) = (a + A) (a) - A /'”- 1’ (a) - — <’» (a),

9 U_1) (h.) = / (n- 1> (a + A) (a) - A/‘"> (a),

hence

9 (0) = 9 ' (0) = 9 " (0) = ... = 9 <«“2> (0) = 0.

*) It e v id e n tly fo llo w s fro m our a ssu m p tio n on e x iste n c e o f f ^ (a)

th at ^ (a + h) ex ists for a su ffic ien tly sm a ll |h | a n d th e re fo r e a lso
( / " ~ 2 ) („ + h (a + h).
MEAN VALUE THEOREMS 157'

O n the o th er h a n d , the function h n vanishes together w ith its d eri­

vatives up to the o rd er n — 2 inclusively even for h 0 ; the deri-
vative of order n — 1 of this function is equal to n \ /?. H ence the-
ap plication of 1’H ospital’s rule gives

9 (h) 9 (n-1) (h)

lim = lim (4)'
h —^ 0 h n /i —> 0 n\h 9

provided the lim it on the rig h t-h an d side of this eq u atio n exists. But.

? (w~ 1) ( h) = ( fl + h)
n \h n\ \ h W j, 5)

and since by definition

f (n) (a) lim f ----

in X) ia h) —--------
, -- Z <n_1) (a)
h-> 0 h

therefore the right-hand side, an d hence also the left-hand side of the -
eq uation (5), tends to zero for h -+ 0 ; it therefore follows from (4) th a t.
9 W
0 (/z -► 0),
h‘

w hich proves our statem ent.

T h e form ula (T) w hich we have thus established by assum ing

only the existence of f {n) (a) is usually know n as Taylor’s formula..
T his is one of the m ost im p o rtan t form ulae o f m ath em atical an aly sis.
and has a great nu m b er of theoretical and practical applications. It
is sometimes convenient to w rite it dow n w ith the help o f other
sym bols: L et us agree to w rite x in place o f a h \ in this case h = x —ai .
a n d form ula (T) becomes

f ( x ) = f { a) + / ' {a) (* — a) + ^ 2 \ ^ ~

... + ^ n j---- (x — a)n + o [(.v — a)n].

In a p a rtic u la r case w hen a — 0, we o b tain the so-called Maclaurin.'

formula
f" (01 f (n) (01
/(* ) = / ( 0 ) + / ' ( 0 )* + 1 x -! + . . . + X + 0 (*•),

w hich approxim ately represents the function f ( x ) in the form o f a .

polynom ial in powers of x for sm all absolute values of #.
 '158 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

W e have thus found th a t T a y lo r’s polynom ial (3) solves o u r

problem of the approxim ate expression o f f { a -f h) in the form of a
polynom ial of the nth degree, i.e. it satisfies the relation (2). W e
will now show th a t this solution of the problem is unique, i.e. no
‘Other polynom ial Q n (h) of a degree not higher than n exists, for w hich
we can also have
f { a -f h) — Q n {h) = o (h n) (6 )

For h 0. In fact, if such a polynom ial Q n (h) exists, then it w ould

follow from (2 ) and (6 ) th at
Pn (h) — Q n (h) — 0 (h n)

For h -+ 0 ;but P n (h) — Q n (A) = P0 4* Pi A+ ... + $nhn is a polynom ial

o f degree higher th an n\ let p* be the first of the num bers (3 0,
other th an zero ; then we have:
Pn(h) — d n {h) = $jch k - f {3jt + 1 hk+1+ . . . + $ n h n— o{hn) =o{hk),
since k ^ n ; b u t this m eans th a t for h —>■0
ri khkJr $k+l +
hk — + + . . . + P ?lA” k 0

for h 0, which is impossible for the lim it o f the left-hand side is

-evidently equal to (3k ^ 0 for h 0. T his proves uniqueness of the
■solution of our problem .

§ 39. The last term in Taylor’s formula

T a y lo r’s form ula gives us an expression o{hn) for the difference

betw een the function f{ a + h) and the polynom ial Pn{h) {i.e. for the
•error in the approxim ate expression of / (a + h) in term s of a poly­
nom ial) ; we know th a t this describes the character o f change of the
■ d ifference/(a h) P n {K) for h —>■0 , b u t it tells us nothing ab o u t
the value of this difference, i.e. for exam ple, how sm all this difference
is for a given value of h. I t is obvious th a t in definite calculations
w hen we replace the expression f { a + h) by a polynom ial P n (A), we
need to know the m agnitude o f erro r caused by this substitution for
th e given values .of zz and A w ith w hich we are, in fact, dealing. W e .
m ust therefore try to find a m ethod for the assessment o f this erro r
an d not be satisfied by the m ere indication of the c h arac te r of this
change given by T a y lo r’s form ula. In o th er w ords : T a y lo r’s
form ula gives us only the characteristics o f the lim iting behaviour o f
-error in question b u t we w ant to know how to assess this erro r for the '
g iv en definite values of a and h.
MEAN VALUE THEOREMS 159

W ith this view let us w rite form ula (T) in the form

f ( a + h) = / ( « ) + h f ' ( a ) + ~ f ' ( a ) + . . .

h" - 1
(a) -}- R n(h), ( 1)
i n —1 ) !

’where we have assum ed th a t

Rnih) = — /(" ) (fl) -f o{h" ) .

T h e term R n (h) is called the last term in T ay lo r’s form ula.

Let a denote an a rb itra ry (not necessarily integral) positive

num ber. F or the sake of brevity we denote a 4 h by ft and consider
th e function

? ( v ) = / ( . V) + (b - x )f (.V) + {b ~ ,-v)S f " ( x ) + ...

(ft _ ,v ) n —1 fl„(ft) (b —
■ • • 4* (.v) a) 3. ( 2)
“ (« - 1 )! (b — a)q

W e have so far assum ed the existence of the function / (n) ( a ) only

for x = a; we shall now have to strengthen som ew hat this assum ption
a n d assum e th a t f (n) (x ) exists for all in terio r points o f the interval
(a, b). T his evidently m eans th a t in these circum stances the function
9 (a*) will be differentiable a t every interio r point. O n differentiating
w e find th a t (a < .v < b) :

? ' M = / ' ( * ) 4- (ft - x ) f ' ( x ) - / ' (*) +

(ft -
.\n—1
X)
+ ib 2 / V " M - “ •'■)/" M + • (n - 1)1 - f {n)( x ) ~

__ — x ) n fin-l) ( v ) -4-
(n-2)\ J {X) + (b - a y q[

Rn(b) ( , J

(n - 1)! 7 1 ' (A- ^ '•

F u rth er, we evidently have 9 (ft) = /(ft), and it can readily be

-seen from (1) th a t 9 (a) = f ( a + ft) = /(ft) also. W e can therefore
a p p ly R olle’s theorem to the function 9 (a) [in the interval {a, ft) ],
160 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

<p' (c)=0 a t a point c situated betw een a a n d b = a + h. W e can

evidently assume th a t c = a T Oh, w here 0 < 0 < 1 th en we have
b —c ~ a — h —c ■ (1 0) hy
a n d we find th a t

- ?, - T T <•> - (S— I r

= h" ^ / ' nl M ” ~y ^ = 0 ,

hence
An(i — eyi~Q
* » (A) /<"> (a + M).
q (n — 1 )!
This expression for the last term in T a y lo r’s form ula is very versatile
owing to the presence of the param eter q w hich we can be given any
a rb itra ry positive value. E vidently the problem as to w hich of these
values gives R n (h) the m ost convenient form depends on the form o f
the funotion f { x ) . H ow ever, in m ajority o f cases it is m ost convenient
to assume th a t q = n so th a t R n (h) becomes

R„(h) {a + eh). (3>

F orm ula (1) then becomes

f ( a -f- h) = f { a) + h f ' { a ) + — / " (a) + . . .

•••+ - " ’i j , <«) + - t / “ (<* + «*) w

an d represents a typical m ean value theorem ; for n = 1 it becomes^

L ag ran g e’s theorem
f { a + h) = f { a) + h f ' (a + 0 /z),

a n d it does, in fact, represent a generalisation o f th a t theorem . The-

form (3) for the last term in T a y lo r’s form ula was also in tro d u ced by-
L agrange and is usually know n by his nam e.

Am ong other forms of the last term in use let us note one more-
form w hich can be obtained from the general form ula w hen q = 1 i

f ln) (a + Oh)
(« ~ I ) 1

(this is know n as Cauchy’s form).

M EA N VALUE TH EO R EM S 161

H aving obtained one or other expression for the last term in

T a y lo r’s form ula we are now able to assess precisely the degree o f
■accuracy given by this form ula. In o rd er to illustrate how this is
«lone we shall now apply T a y lo r’s form ula to some simple elem entary
Junctions.

Exam ple 1 . / (.v) = ex} a = 0; it is convenient to w rite ,v in­

stead of h ; form ula (4) gives u s / U) (0) = I , k = 1, 2, ... . since
j ( k ) (v) = e*9

x2 a '1- 1 x n Ox
eX 1 -f- .V (0 < 9 < 1 ).
2\ + - • + ,T C

W hen 0 ^ a ^ 1, say, then the last term of this form ula does not
■exceed

a n d , as n increases, it decreases rapidly even for small values of x ; in

p articu lar, w hen x = 1 , we o b tain the form ula

1 9
*= 1 + 1 + w + ... + ~e
(« ~ 1) ! n\

w hich enables us to evaluate approxim ately the value of the n u m b er e

w ith a high degree of accuracy, since the last term does not exceed
<ef n\ an d , as we have said above, it decreases rapidly as n increases.

Exam ple 2. f (x) = sin x, a = 0 ; it can be readily seen th a t

the num bers / ( 0 ) , / ' ( 0 ), / " (0 ) , ... form a periodical sequence
0, 1,0, — 1 ,0 ,1 ,0 , — 1, ... H ence, form ula (4) gives for a = 0, h = x
■and odd n — 2 k -f 1 ,
v3 v5 v2/;-l
.sin.v=.v— 3 J - + - - ... + ( — + ( - 1) * ^ + lj! C0S 0 X ’

- s in c e /(2ir+1) (*•)=( — \ ) k cos ,v. A sim ilar calculation f o r /( ,v ) = c o s x

gives
V2 v4 x2k~2
cos * = 1 - T, + - p - - I ) * - 1 (2,v ... 2 ): +

+ < - ’>* / y r cos Bx-

I n b o th expansions | cos 6 x | ^ 1 an d the last term whose absolute

v a lu e does n ot exceed \ x \ 2k+1 / {2 k + 1 ) ! o r | x | 2k / {2k)\ decreases-
v ery rap id ly as k increases, p a rticu larly for sm all Values o f j .v | .
 162 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

Exam ple 3* f (,v) = In a = 1 ; in this case

/ ( * ) = x - \ f " (x) = - A.-2, . . . ,/<"> (*) = ( - l ) ”- 1 (* - 1)! * -\

an d therefore

/(I) = 0 , / ' ( 1) = 1, / " ( 1) = - 1. - > f m ( 1 ) = ( - l ) n- 1 ( « - l) E ,

so th a t form ula (4) gives for a = 1 and h — x :

In (1 + x) —x — - —h j -----. . . + ( — l)n—2 x ”- 1 +
n—1

+ ( - l ) ”-1 — (1 + 0x)-».
n

W hen 0 < a: 1, the absolute value of the last term is sm aller th a rt

1 / n an d therefore tends to zero w hen n increases, although n o t a s
rapidly as in the previous examples. But w hen — 1 < a: < 0, th e
factor ( 1 + 6 x) ~n is infinitely large and we cannot ju d g e the order
of its grow th, for 6 is unknow n. In this case C au ch y ’s form for th e
last term is m ore convenient

R M _ *w u - o r - 1 r in)(i + e x) = (—l )71- 1

1 + 6x

w hen — 1 < .y < 0 , we have 0 < ( 1 — 0 )/(l + 6 x) < 1 ; the a b so lu te

value of the last term is sm aller th a n | x \n / ( 1 — | * |) an d tends to-
zero for n -> co.

In accordance w ith the problem stated a t the beginning o f this

p a ra g rap h we w ere trying to assess the q u an tity R n (h) for th e given
values of a, .h and n, i.e. we w ere trying to assess the m ag n itu d e o f
the erro r caused by replacing / (a-fih) by a polynom ial of the nth
degree. In practice, we often have to solve problem s w hich are in a
sense, opposed to the above problem s ; thus the perm issible lim it o f
erro r A is often given a t the start ; the problem usually involves two-
questions : either — w ithin w hat limits o f v ariatio n o f h can we g u a ­
ran tee, for a given n, th a t | R n (h) | will n o t exceed A or, conversely,,
how lagre should the nu m b er n be taken for the given limits o f v a ria ­
tion of h so as to achieve this aim . W e will show below how such
problem s can be solved on the basis of the m ost w idely used form ( 3 )
for the last term .

L et us assu m e’th a t . w e‘ are interested in the values tif the

function f ( x ) in interval (a — I ^ ^ a -f / ) / I f we denote b y
MEAN VALUE THEOREMS 163

A / (n) the m axim um value of the function \ f (n) (.x) | in th a t interval,

th e n as a result of (3) we have | R n (h) | {n) | h \n / n ! for | h\ < 1;
hence in o rd er to g u aran tee the required assessment | R n (h} | < A
it is sufficient th a t :
M {n) [ h \ n

or

m ') = \ (*)
1 1 ^ M <”> /

H ence if | h j is sm aller th a n the sm allest o f the num bers I and

( A n l / M {n)) 1/n, th en the inequality \ R n (h)\ < A can be guaranteed.
I f the lim it of the erro r A a n d the n u m b e r I w hich determ ines the
am p litu d e o f variation are given for the given calculation, as it
frequently happens, th en we m ust take n sufficiently large so th a t

I n th a t case, the inequality (*) will be satisfied for | h\ < 1 and hence
also the required inequality | R n {h) | < A .

If, for exam ple, f { x ) — sin x or f { x ) — cos x, cf. the above

exam ple 2 , th en it is very easy an d n a tu ra l to assume in calculations
th a t a = 0, / = 7T / 4, for by know ing the values of sin x and cos *
in the interval (0, ir / 4) we can find w ithout fu rth er calculations the
T alu es o f these functions for every x. Since (x0) | =
I cos 0 * | ^ 1 for f { x ) — sin x, therefore we can assume th a t
MW:+i) — l. L et the required degree of accuracy be A = 0*0001.
W e should th en have :
/ tt \ 2^ + 1
0 .0 0 0 1 • (2k + 1) ! >

w hich, as can readily be calculated, happens when k > 3. H ence

th e ap p ro x im ate form ula

x3 x5
sm x x — 3I ‘ 5T

gives the value o f the function sin .vin the interval | x / < tT/4 w ith
a n e rro r n ot exceeding 0*0001. T h e calculation is sim ilar for
/ ( * ) = cos *.
 CHAPTER X

APPLICATION OF DIFFERENTIAL CALCULUS

TO ANALYSIS OF FUNCTIONS

§ 40. Increasing and decseasing functions

T h e tru e m eaning of a derivative w hich leads us to its general

definition implies th a t the absolute value \y ' \ = 1 / ' (#) | o fth e d e ri­
vative determ ines the rate of change o f the function y = f (*) in
relation to the independent variable at ; hence by know ing the d eriv a­
tive of the given function we can, in the m ajority o f cases, directly
find the ra te o f change of the function in a given interval. In order
to appreciate significance of this inform ation let us consider the follow­
ing exam ple. Both functions y = x2 an d z = In * inerease together
w ith a;, for x > 0. T o find the ra te of this increase consider th eir
derivatives
, 9 , 1
y = 2x> z = —;

we can see th a t as x increases, y ' increases continuously while z de­

creases continuously ; this m eans th a t as x increases, the function
y = x2 increases a t an increasing ra te while th e ra te o f increase o f
the function £ = ln x decreases ; thus although b o th functions increase
as x increases, their respective rates of increase show the above diffe­
rences ; we are able to detect these differences by simply looking a t
th e ir derivatives y and z! . v This difference in th eir beh av io u r can,
also be readily detected by looking a t the grap h s o f these functions
(Fig. 20), b u t it is one o f the advantages o f the derivative th a t it does
not necessitate construction of a g rap h for the given function in o rd er
to 'find its ra te o f change.
O n the o ther h a n d we have already seen th a t the sign of the
derivative determ ines the direction o f the change o f the function : a posi­
tive derivative implies increase an d a negative derivative decrease o f

164
A P P L IC A T IO N O F D IF F E R E N T IA L C A L C U L U S 165

a function (both are related to the increase o f the independent v aria­

ble). We m ust now state this problem m ore precisely.
L et us agree to say th a t the function y = f ix) defined in the
interval (a, b) is non-decreasing in th a t interval if we always have
f (*2) ^ / (-Vi) for a ^ Xi < a*2 < b
(i.e. if in th a t interval y cannot y
decrease as .v increases); if, how ­
ever, the exact inequality / (.v2) >
> holds for a < Xi < x2 < b,
then we shall call the function
y — f (x) an increasing function _
in the interval (a,b). Sim ilarly, 0 X
if the signs o f the inequalities for Fig. 20
/ ( a/ and /(„v2) are interchanged,
they are defined as non-increasing and decreasing functions, respectively,
in th a t interval. It is obvious th a t every increasing function is also
non-decreasing, b u t the converse is not tru e ; sim ilarly every decreas­
ing function is also non-increasing, b u t the converse is not true.
T h e relationship betw een the sign o f the derivative an d the
direction of change of the function is expressed by the following p ro­
positions.
Theorem 1 . In order that thefunction f i x ) , differentiable at every point
in the interval (a, b), should be non-decreasing in that interval, it is necessary
and sufficient that
f (.v) > 0 (a < x < b).
Proof. 1) If the function f { x ) is non-decreasing in (#, b) for
a ^ x < .v 4 - h ^ b, then
f ( x + h) - f { x ) > Q,
a n d therefore also
fix - h) — f i x ) > Q .

it follows from corollary 2 , theorem 2 § 10 th a t we also have

/ ' (A-) = lim Z L + A z i / M > 0 .

/!-> 0 h
2) I f / ' (*) > 0 (a < x b), then it follows from th e theorem
on finite increm ents th a t for a ^ x1 < x 2 ^ b
/ ( a*2) — / ( * 1) = / ' M (*2 “ *1) > 0
166 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

(here c is a point between x x and x 2, and hence also between a and

b). But this means that the function / ( a ) is non-decreasing in the
interval (a, b). Theorem 1 is thus proved.
Theorem 1 evidently remains valid when the word “non-
decreasing” is replaced by “non-increasing” and instead of writing
f {x) ^ 0 we write / ' (a:) 0. To prove this, it is sufficient to apply
the statement of theorem 1 to the function —f { x ) .
Theorem 2. I f f (a) > 0 (a < x ^ b), then the function f ( x )
increases in the interval (a3 b).

Proof. The theorem on finite increments gives us for a ^ xi

< x2^ b
f ( x 2 ) — / (* i) = f (c) {x 2 — * i) > 0 ,

since x i < c < a2 and therefore also a < c < b, hence f (c) > 0.
The property f (a) > 0 (a ^ x b) is therefore sufficient in
order that the function f{x) should increase in the interval (a, b), but
it is not .the necessary condition; the converse of theorem 2 is incorrect;
f ( x 2) > /( * i) -(a Xi < a2 ^ b) implies (as a result of theorem 1)
only that f ' (a:) 0 {a x b) but not that f (a:) 0 (a <1 a: ^ b);
this is illustrated by the function f (a) = x 3, which increases on the
whole number line (— oo < x < -f- oo) whereas f \ (a:) = 3a 2 = 0
for x = 0; Fig. 21 clearly illustrates this phenomenon; the curve
y = x s increases continuously from left to right and at the same time
has a horizontal tangent at a = 0.
It is self-evident that we always have f ' (a) < 0 for a < a: < b
and the function f (a;) decreases in the interval (a, b ) ; the converse
statement is, in this case, not true.
E x a m p le 1. The functiony = x 3— 6 * 2-+-9a -\-2 has the derivative
y' = 3.v2 ^ 12a + 9 = 3 (a - 1) (a - 3 );

the brackets (a —' 1) and (a — 3) have opposite signs for 1< a < 3
and have the same sign for a < 1 and a > 3; therefore
y > 0 (a < 1 or a > 3) andj/ < 0 (1 < a < 3);
the fiihction y increases for x < 1 and a > 3 and decreases for
1 < a < 3. A simple calculation gives us:
y = 6 ( a = 1) , y = 2 (a = 3) ,
A P P L IC A T IO N O F D IF F E R E N T IA L C A L C U L U S 167

a n d , on the o th er h a n d , it is evident th a t
y —►— qo (x - oo), y — -f- go (x + oo),
therefore th e sam ple g rap h of the function y can be fairly draw n on
th e basis of this short analysis (Fig. 22).
Exam ple 2 . T h e fu n c tio n ^ = ex — x — 1 has the derivative

y = ex - 1,

so th a t y ' > 0 for x > 0 an d y ' < 0 for ,v < 0 . T h e function y

increases for x > 0 a n d decreases for x < 0 ; it is equal to zero for
x = 0 an d therefore it m ust be positive for all o th er values of x ; this
proves the im p o rtan t inequality

ex ^ 1 + x}
w hich holds for every real x 9 b u t the sign o f quality holds only for
x = 0.

F or other useful exercises cf . problem book by B.P. D em idovich,

§ II , Nos. 320-325, 332, 339.

§ 41. E xterm a

L et y = f ( x ) be a function differentiable a t every p o in t in the

in terv al (<z, b). W e know th a t this function is continuous in th a t
in terval an d (theorem 2 § 23) attain s its m axim um an d m inim um
values in th a t interval. In view o f p ractical applications it w ould be
interesting to know, for w hat values of the in d ep en d en t v ariab le the
function takes its m axim um (or m inim um ) values. T hus y = / ( v )
168 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

can m easure efficiency of a p lan t w hich depends on the choice o f x, a

choice w hich can be a rb itra ry w ithin the lim its (<2 , b). In such cases
we w ould evidently choose an .v in th a t interval such th a t y assum es
its m axim um values (and. o f course, we shall also be interested in
this m axim um value). W e shall now learn to app reciate significance
o f m ethods of differential calculus in such cases.

T h e greatest value of the function y — f { x ) in the interval

{a, b) is called its maximum an d the lowest value minimum; w hen w e
w ant to say “ m axim um or m in im u m ” ,,
we say m ore briefly “ e x trem a” or
“ extrem e values” (i.e. border values).
I f we speak of extrem a of the function
in the whole interval (a, b), we speak o f
the “ absolute” extrem es (m axim um
or m inim um ) o f the function. T h e
concept of local extrem e (as applied to
Fie. 23. a given spot) implies as follows : the
function f (x) has a local maximum a t
the point c {a < c < b) if its value a t the point c is greatest in com ­
parison to its values a t all points sufficiently close to c, i.e. if a n u m b e r
6 exists such th a t

f ( c + h) < / ( c )

for all h, for w hich | /z | 5. T h e local minimum is defined sim ilarly.

As a result of the condition a <L c <L b the local extrem um is only
defined for interior points in the interval (a, b).

Fig. 23 shows the difference betw een the absolute a n d local

ex tre m a: the function y — f ( x ) represented in this g ra p h has its
local m axim um a t the p o int c which, how ever, is not its ab so lu te
m axim um , for a t a certain distance from the p oint c the function
assumes a g reater value th a n f(c).

I t is obvious th a t if the function assumes its g reatest value a t a n

in terior point c in the interval (a, b), then the absolute m ax im u m
will also be its local m axim um .

H ence in order to find the absolute m ax im u m (or m inim um ) o f

the given function in the given interval we m ust proceed as follow s:

1 ) find the local m axim um (or m inim um ) o f the function in th e

given in te rv a l;
APPLICATION OF DIFFERENTIAL CALCULUS 169

) add to the values o f the function a t points o f its local,

2
m axim um (or m inim um ) its values a t the ends of the given interval,
an d choose from all these values the greatest (smallest) value *).
T h e second problem presents no difficulties if, as is usually the
case in p ractical problem s, the function has only a finite (and usually
small) n u m b er o f extrem a. T hus the difficulty is concentrated in the-
first problem w hich we can now solve w ith the halp o f m ethods o f ’
differential calculus (provided the function is differentiable).
L et the fu n c tio n ^ — f ( a ) have a local m axim um a t an in terio r
point .v — c in the interval (<2 , b) and let it be differentiable at th a t
point. O n the basis of the lem m a in § 36 we can therefore m ain tain
th a t f ' { c ) = 0 ; we evidently also arrive at the same conclusion
w h e n / ( a ) has a local m inim um a t the point c. Thus if the function
/ (a ) is differentiable a t every point in the interval (a, b), then all its-
local extrem a, if they exist, will be found am ong the roots o f the
equation
/M = 0 . ( 0

W e m ust therefore begin the solution of our problem by Ending all',

roots of this equation betw een a a n d b. T h e roots o f the equation (1) •
a re usually called stationary points of the function f ( x) ; this term is.
quite intelligible : the ra te of change of the function / ( a ) a t such
points is equal to zero ; as a passes through such a p o i n t , / ( a ) changes-
very slowly an d its value is particularly stable.
W e m ust therefore find all stationary points o f the function / ( a ) '
in the interval (a, b) and all the required local extrem a will then be -
found am ong those points. L et a be one such stationary point ; we-
m ust find o ut w hether it gives a local extrem um an d , if so, the type
o f this extrem um , i e. a m axim um or a m inim um . Let us now -
assum e th a t the f u n c t i o n / ( a ) has a derivative o f the first order a n d '
several m ore derivatives of higher orders a t the point a ; let us assume
th a t in general
/ ( a ) = / " ( “) = - («) = 0 ,
b u t / < ”> (a) ^ 0 (iff " (a) / 0, then n = 2). In this case we evi­
dently obtain from T a y lo r’s form ula (T) § 38 :
f {n) fa)
/ ( a + h) — / ( a ) = + 0 {hn) }

*) I f th e fu n c tio n h a s n o d e riv a tiv es a t ce rta in p o in ts in g iv e n in te rv a l, then,,

a ll su c h p o in ts m u st w e a d d e d to t h e e n d s o f th e in te r v a l. T h e read er s h o u ld .
c o n sid er th e e x a m p le v = | x I ( — 1 ^ x^ 1).
170 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

an d in order to solve our problem we m ust analyse the sign o f the

difference / (a + h) — / (a) for sufficiently small values o f | h | . Since
the second term on the right-hand side o f the last equation is infinitely
small as com pared to the first term for h —> 0 , the sign o f the whole
right-hand (and also left-hand) side of this equation will, for suffi­
ciently small values of ]h ) coincide w ith the sign o f its first term which
we m ust therefore analyse.

I f n is an even num ber, then h n > 0 and the sign o f the expres­
sions h n f {n) (a) / n ! coincides w ith the sign of / U) (a) (this also
m eans th a t it is independent o f h) ; i f / <n) (a) >• 0 , then we have for a
sufficiently small ) h | ;

/ ( a . + h) — / ( a ) > 0 ,
i.e. the function / (,v) has its minimum a t the point a ; on the other
h and i f / (n) (a) < 0 , then for all sufficiently small values o f ) /z | we
have ;

/ ( * + h) - / ( « ) > 0 ,
i.e. the function / (x) has its maximum a t the point a.

I f n is odd, then kn, and therefore also the expression /zn/ (n)(a)/n!
changes its sign w hen the sign of h changes an d therefore, provided
\h \ is sufficiently small, the difference / ( a -f h) — / ( a ) will have
one sign for positive h and the opposite sign for negative h ; this evi­
dently m eans th a t the function / ( at) can n eith er have a m axim um
nor a m inim um a t the point a (an exam ple o f this kind is given by
/ ( * ) = *®for* = 0 : / ' (0) = / " ' ( 0 ) = 0 , / " (0) ^ 0 {cf. Fig. 21 § 40,
w here the p o int x = 0 gives a typical exam ple o f a statio n ary point
w ithout a local extrem um ).

We thus obtain (on the assum ption th a t the function / (*) can
be differentiated a sufficient n u m b er of times) a fully defined m ethod
for the analysis o f the c h a ra c te r of every stationary point a : Let
among a sequence o f derivatives f (a) }f n (a), ... the derivative/ (n) (oc) be
the first which is not equal to zero ; then 1 ) i f n is odd, function f (#) has
neither a maximum nor a minimum at the point a / 2 ) i f n is even, a local
extremum exists at the point a which will be the local minimum fo r / ( (a ) > 0
and the local meximum fo r f (n) (a) < 0 .

In p a rticu lar, we have a local m inim um fo r/ ' (<z)=0, f " ( a ) < 0

a n d a local m axim um for f (a.) = 0 , / " (a) < 0 we m ust analyse the
derivatives of higher orders f o r / ' (a) = / " (a) = 0.
 A P P L IC A T IO N O F D IF F E R E N T IA L C A L C U L U S 171
The above method for the analysis of stationary points may be
inapplicable only when the function f (a ) has no derivatives of suffi­
ciently high orders at the point a or when its derivatives of all orders
are equal to zero. It is interesting to note that the latter case may,
in fact, take place (and we do, of course, exclude the trivial case when
f (x) is simply a constant in a certain neighbourhood of a). The
function

y = f M = \ e ^ 0 ).
y J W I 0 (* = 0)

has a stationary point for a = 0, where

y ' = y " = ... = y (n) = ... = 0 ,
whereas the behaviour of this function is very simple in the neigh­
bourhood of the point a- = 0 (c f . Fig. 24) and it differs very little
from the behaviour of functions like = a2 or jy = a4 ; a difference
in the behaviour of these functions can be detected only at a certain
distance from x = 0.
The established method of analysis of stationary points is
significant from a theoretical point of view which for its finality is,
in practice, often replaced by simpler methods which are also more
convenient insofar as they do not necessitate existence of derivatives
of higher orders. If a is the stationary point of the function f (a),
i*e. if ~ 0, then in order to determine the character of this
point it is sufficient in many cases to determine only the sign of the
derivative f ' ( x ) in the immediate neighbourhood of the point a; thus
we always have f \ x ) < 0 for a < a (provided | a — a | is sufficiently
small) and we have f ' { x) < 0 for a < a (and j a — a | sufficiently
small); hence the function f (a) decreases an the left of a and increases
on the right of a : therefore at the point a it has its local minimum;

when the signs of are reversed, we obtain the local maximum ;

when f ( a ) maintains the same sign for all values of a sufficiently
172 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS-

close to a, then, as x passes through a, the function f ( x ) either conti­

nues to increase or d e c re a se 'b u t in neither case it can have a local -,
extrem um a t the point a.

In spite of the sim plicity of this m ethod it m ust n o t be over­

rated. T he d eterm ination of the sign of / ' (y) f or all values o f x
sufficiently close to a is in m any cases n o t easier b u t m ore difficult
th a n the evaluation of several derivatives a t the p oint a. M oreover r
this m ethod can only give results if, for exam ple, f ' { x ) has on the
rig ht of a one and the same sign for all values o f x sufficiently close
to a ; this m ay, of course, not be so; it m ay h ap p en , for exam ple,
th a t as .v -> a -J- 0, the derivative f (y) changes its sign a n infinite
n u m ber of tim e s; if this is the case, the m eth o d described above is
inapplicable in principle.

Exam ple 1. Find the absolute m axim um an d the absolute

m inim um of the function
f(x) = y3 — 6 y 2 + 9x + 2

in the interval (0, 4). W hile investigating this function in §40 we-
have found th a t it has two stationary points : x = 1 an d x = 3 ; th e
first of these gives the local m axim um an d the second the local
m inim um . O n adding to them the ends of the given line, we find
th a t the following points can only be absolute extrem a for f ( y )
0, 1, 3 an d 4. W e have
m = 2, / ( l ) = 6, /(3 ) - 2, /(4 ) = 6;
hence the function f (,v) has two absolute m axim a (for a* = 1 an d -
x = 4) an d two absolute m inim a (for x = 0 an d x = 3) in th e :
interval (0, 4).

Exam ple 2. Find all local extrem a of the function

^ ^ jC
f{x) — sinh .v — y= ----- ^— — — x.

e% e- x
f (x) = cosh x — 1
~2

a n d we can im m ediately see th a t x = 0 is a stationary p o i n t .

[ f (0 ) = 0 ]; further

/ " (*) = sinh x, f " (0 ) = 0 ,

/ " ' ( * ) = cosh *, / '" ( 0 )= 1 ;
A P P L IC A T IO N O F D IF F E R E N T IA L C A L C U L U S 173

hence the first non-vanishing derivative is of an odd (third) order

and therefore the function f ( a ) has no local extrem um a t the statio n ­
a ry p o int x = 0. I t rem ains to be shown th a t no other statio n ary
points exist. W e can directly see from the expression obtained for
/ " ( a ) th a t

f" f y) i 0 (* ^ )»
J {X) I > 0 (X > 0 ) ,

a n d therefore f (x ) decreases for x < 0 and increases for .v > 0 ;

since f ' ( x ) = 0 , therefore f (a:) > 0 for all a ^ 0 , i.e. a p a rt from
the p o in t x = 0 the function f ( a ) has no other stationary points (the
g ra p h of this function is sim ilar to the g ra p h o f the function y = a 3,
x f . Fig. 21 § 40). H ence the function f (a; has no local extrem a.

)x

F ig . 2 5 . F ig - 26.

Example 3. From a rectangular section o f a tin sheet 2a wide,

strips o f w idth a are bent on each side (Fig. 25) so as to m ake (an
•open from the top) trough whose cross-section is shown in Fig. 26.
How w ide should be the ben t sides x so th a t the trough obtained
•should have m axim um capacity ?
It is evident th a t the length of the trough is not involved in the
•solution of this problem ; the capacity o f the tro u g h is proportional
to its cross-sectional area w hich is equal to 2 a ( a a ). W e m ust
therefore find the absolute m axim um of the function

/ ( a) = 2 < za — 2 a 2

i n the interval (0, a). W e have r

/ ' (a) = 2a — 4 a,

:and the only stationary point is x = a / 2; smce / " (a) = — 4 < 0

(for every a and, in particular, for a = a / 2), /( a ) has a local
m ax im u m for a = a } 2 :
174 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS-

This will also be the absolute m axim um , s in c e /( 0 ) = f ( a ) = 0 -

H ence it is m ost convenient to bend the edges so th a t th eir width?
should comprise of one q u a rte r of the w idth o f the given strip.
F u rth e r exercises can be found in any problem book on m a th e ­
m atical analysis. W e can recom m end exercises in B.P. D em idovich’s-
P roblem Book Section I I , Nos. 436-444, 448, 452-466, 468-472, 539*.
541, 542, 546, 552, 558.
 CHAPTER X I

INVERSE OF DIFFERENTIATION

§ 42. Concept of primitives

I f the law of m otion of a body is given by an equation of

th e type

w here t is tim e an d 5 is distance travelled by the body, then by

difierentiting the fu n ctio n f { t ) we can find the instantaneons-
velocity
( 1)

o f this m otion a t the given instant. However, the converse problem ,

is m ore frequently m et in m echanics : we are given velocity v = v (t) at
a m om ent of tim e t an d we a re required to find the law o f m otion of the
body, i.e. the relationship betw een the distance travelled an d time
taken by the body. H ow can we solve this problem ? We know th a t
the instantaneons velocity v — v {t) is a derivative of the function
s = f ( t ) w hich expresses the required law of m otion o f the body.
T h us the derivative f (i) = v { t ) of an unknow n function f { t ) is given
a n d we m ust find this function. T his problem is evidently inverse of
the fu n d am en tal problem of differential calculus : there we h ad to
find the derivative o f a given function w hereas here we m ust find the
initial function from its given derivative.
W e are given, for exam ple, th a t a t the instant t the velocity of
a m oving body is equal to
v = at,
w here a is a constant. H ow can we find the law of m otion ? T o solve
this problem we m ust fiind a function whose derivative coincides with.
at. W e know one such function
at?
'2 •

175
-176 A C O U R S E O F M A T H E M A IC A L A N A LY SIS

C an we therefore say th a t the required law o f m otion will be

This w ould evidently be prem ature, for a p a rt from the function at2/ 2
o ther functions m ay exist whose derivatives are also equal to at; a n d
if this is so and we have no other inform ation, we can n o t say w hich o f
these functions will give the required law o f m otion. It can readily be
seen th a t other functions of this type exist : the function

' ( 1)

'w here b is an a rb itrary constant, gives a derivative a t ; we thus obtain

a whole family of functions each of w hich can express equally the
required law of m otion. A t the sam e tim e we do not even know
w h eth er the fam ily ( 1 ) contains all functions w hich have the given
■derivative at3 for other functions i. ay exist outside the fam ily ( 1 ).

T h e above problem can readily be generalised. As we know ,

the d e r iv a tiv e /' (x) of the given function f ( x ) always expresses the
ra te of change of this function (in relation to the in d ependent v ari­
able x). In m any problem s we are requ ired to find a function whose
ra te of change (in relation to .v) is given for every x. F rom m athe-
’m atical point of view this type of problem always involves finding
the unknow function from its given derivative, i.e. it is inverse of the
fundam ental problem of differential calculus. L et us now state this
problem in its most general form; to do so, we shall in troduce the
mecessary term inology a n d exam ine possibilities o f finding a solution.

T hus we are given a function f (.r) in a segm ent (or on the

w hole n u m b er lin e ); it is necessary to find the whole set of such
functions F(x) for w hich we have a t every p o in t on the given se g m e n t:

F'{x) = / ( * ) •
W e shall call such a function a primitive o f the function f (x) so th a t
fthe concept of a derivative and a prim itive are reciprocal *).

W e cannot evidently forecast w hether th e given function f { x )

has prim itives an d , if it has, then how m any, an d how they are in te r­
dependent. H ow ever, we can establish certain facts in this connection

*) A primitive is also known as an indefinite integral of the given function ; we

•are, however, not going to use that term.
IN V E R S E O F D IF F E R E N T IA T IO N 177

from elem entary con sid eratio n s: to begin w ith, if F(x) is one o f the
prim itives of the given function /(,v), then every function of the fam ily

F (x) + C, (2 )

w here C is an a rb itra ry constant, will evidently also be a prim itive

o f the function f (.v). L et us now show th a t no prim itive of the
fu n ctio n /(.v ) exists outside the fam ily (2). In fact, let <p(*) be an
a rb itra ry prim itive o f the function / (.*); we can find the difference
? (*) ~ F (x) ; since the derivative o f this difference is evidently equal
to zero for every x, it follows from the last theorem in § 36 th a t
?(•*) — F (x) is a constant w hich we can denote by a. H ence

? W = F {x) -1- a,

i.e. every prim itive o (x) of the function / (x) belongs to the fam ily ( 2 ).

W e thus deduce the following im p o rtan t result :

Theorem. I f the function f (.v) has a primitive F (v), then it has an

infinite number o f primitives, all o f which belong to the fam ily ( 2 ).

T h e im portance of this result is self-evident: it shows th a t in

o rd e r to find all prim itives of the function f {x) it is sufficient to find
any one of th e m ; if we succeed in finding one such prim itive, then
every other prim itive is obtained from it by adding a constant.
H ence the problem we tried to solve is simplified : we m ust find out
w h eth er the function / (x) has a t least one prim itive a n d if so, we
m ust find this prim itive.

F inding prim itive of the given function is know n as integration

o f this function. W e can say th a t integration involves transition
from the derivative of a function to the function itself. I f we regard
this transition as an operation, we can say th a t integration is inverse
o f differentiation : if the given function is first differentiated a n d
then in teg rated , th en , by choosing a suitable constant C, we obtain
th e initial function by m eans of form ula ( 2 ).

L et us now recall th a t we have agreed to u nderstand by the

te rm differentiation the finding of both the derivatives o f the given
fu nction an d its differential. T he inverse operation, viz• integration,
can therefore involve finding the function from its derivative as well as
from its differential. T h e differential d F (x) o f the required function
is equal to F ' (^) dx; therefore finding the derivative or the differen­
tia l is one an d the sam e thing.
178 A C O U R S E O F M A T H E M A T IC A L ANALYSIS*

W e obtain a prim itive as a result o f integration. H ence every

differentiable function F (*) is prim itive of its derivative 1 'r (x) or oF
its differential dF (a) — F f (.v) dx.

Integration is denoted b y tiie symbol f. Finding a p rim itiv e

(integration) is an operation inverse of finding the differential
(differentiation) w hich we denote by the symbol d. H ence th e
symbols d an d J express two inverse operations. I f we subject the
given function F (x) to the operation d an d th en perform the o p e ra -
tion J, then, by choosing a suitable constant term , we re tu rn to th e
initial function F (x) :,

I dF{x) = F (x),

or, since dF (x) — F' ( x) dx,

I F' (x) dx = F {x).

If F ' (x) = f (a), then

F{ x ) = J f ( v) dx ;

hence it can be seen from t h i s form ula th a t the function F ( a*) is

prim itive of the function/^ (.v). By the w ay it is accepted to u n d e r-
sta nd by the expression

J /( .v ) dx

n o t a particu lar prim itive b u t the whole fam ily o f prim itives o f th e
function f (*); if F (x) is one such prim itive, then it is w ritten as

■J’/ O ) dx = F (,v) + C, (3)

w here C denotes an arb itra ry constant, i.e. the so-called constant o f

“ integration” . It is evident th a t in view o f its definition the eq u a­
tion (3) is equivalent to the equation

r 'W = /(* ).

T h e function f ( x ) on the left-hand side o f the eq u atio n (3) i's

know n as the “ in teg ran d ” and the p ro d u ct / (,v) dx as the “ in te g ra n d
expression” . ;

Example 1. Since d (,v3) = 3a:2 dx, so

J 3a 2 dx = x 3 -f- C.
IN V E R S E O F D IF F E R E N T IA T IO N 1.79

Exam ple 2. Since d tan x = ---- — , so

cos- x

C dx
I---- — = ta n x T C,
J cor x

a n d so on.

I t can be readily seen from these exam ples th at a form ula of

the derivative (or differential) of an arb itrary function also gives us
an in teg ratio n form ula only by reading it, as it were, from right to
left. K eeping this in m ind while looking a t the table of derivatives
o f sim ple functions given a t the end of § 29 we can draw the following
conclusions :

1. J O . dx = C (the prim itive of zero is equal to an a rb itra ry

constant).
2. J 1 . dx — x T C, and in general

J a d x = a x + C,

w here a is a constant.
3. For every a ^ — 1 and x > 0 1

an d a t the sam e tim e (if x > 0 )

T h e following rem ark m ust be a d d e d to this statem ent. O w ing

to the fact th a t the function hV( — x) has the derivate 1 lx for x < 0 ,
we have

for x < 0 ; hence w e have the general form ula

for x > 0 an d x < 0 .

180 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

4 . j* ex dx = ex + C,

and for every positive a 1

[ a x dx = — -f c.
J In a

5. For the polynom ial P (x) = a0x11 + ajX’1-1 4- ••• 4~ &n we

have

a0xn+1 <3! .Vn

+ ... + <2nA' 4- C,
n -\~ 1 n

so th a t the prim itive of a polynom ial is always a polynom ial one

degree higher th an the given polynom ial.

sin x dx = — cos x + C,

cos x dx — sin x -f C,

dx
= tan x + C,
J COS' X

f -r l-
J sim x
— — cot X + C,

dx
= arcsin x -f- C = — arccos x C,
\f 1 — x2

dx
f —-—* -= a rc ta n x + C — — arccot x 4 - C.
1 4 - x*

J sinh x dx — cosh x + C,

J cosh x dx = sinh x 4“ C.

All these form ulae can be verified by the sam e m e th o d : it is

sufficient to show th a t the derivative o f the rig h t-h an d side is equal
to the integrand on the left-hand side ; this follows in all cases from
the corresponding form ulae in the table o f derivatives a t the end o f
§ 29.
IN V E R S E O F D IF F E R E N T IA T IO N 181
W e have thus learnt to find prim itives o f a series o f simple
functions. H ow ever, our know ledge in this direction is still very
lim ited : we have only learn t to integrate functions w hich h ap p en to
be on the rig h t-h an d sides o f differentiation form ulae collected in th a t
table. But these functions do not even include all simple elem entary
fu n c tio n s; they do no t include functions like In a rc tan x an d m any
o th er functions; a n d we have so far not m et a function whose
derivative is equal to In x or a rc ta n x ; therefore we are not only
unable to find the prim itives

J In x dx or j* arctan * dx

b u t also do n o t know w hether they exist.

In teg ratio n is m uch m ore com plicated an d difficult th an

differentiation. T his is first of all due to its n a tu re Finding a
derivative of a given function is facilitated by th e fact th a t the
definition of differentiation itself has a “ constructive” c h a ra c te r; a
derivative is sim ply defined as

lim / ^ ± - ;' L - / W )
, n h.

i.e. as a series o f defiite operations w hich m ust be perform ed over the

given functio n s; for exam ple, having been asked to find the deriva­
tive o f the function sin a: we know in all details how to proceed in
o rder to o b tain a re su lt; while trying to find a prim itive, we are
confronted w ith a totally different p ro b le m ; we have no constructive
elem ent an d we are given no m ethod w hich w ould tell us how to find
the prim itive, or even how to begin. F or exam ple, w hen we are
asked to find

J* In v dx

a n d we do not find In x am ong the rig h t-h an d sides o f the form ulae
in o u r table, we are u nable to tackle the given problem an d find its
solution.

T his position is fu rth er com plicated by the fact th a t we do not

even have a sequence of laws for integ ratio n w hich, in the case o.
d ifferen tiatio n , enable us to use the laws o f d fferentiation of several
functions in o rd er to find derivatives o f th eir various com binations,
e.g. th e ir sums, products, com posite functions, etc. T h e re are very
few such rules available in the theory o f in teg ratio n an d th e ir
182: A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

application is ra th e r restricted. N evertheless, the significance o f these

general m ethods o f integration is very great, for they do ev en tu ally
enable us to integrate a fairly large n u m b er of m ost general functions.
In the following p a ra g rap h we shall consider several simple m ethods.
I t m ust also be stressed th a t in contrast to the general m ethods of
differentiation w hich are used alm ost m echanically, the application
of general m ethods of integration requires g reat skill— in every case
one m ust learn to select the most suitable m ethod an d use it in the
m ost convenient form. T his skill can only be acquired after long
practice.
T h e re a d er will find a large n u m b er of exam ples in Section I I I
of the Problem Book by B.P. D em idovich.

T h e science w hich deals w ith integration of functions an d

properties of prim itives is know n as in te g r a l ca lcu lu s an d , together w ith
differential calculus, comprises one of the m ost im p o rtan t branches of
m athem atical analysis.

§ 43. Simple general methods of integration

If y = i u2 zb ... + un is an a lg e b ra ic su m o f n fu n c tio n s o f x
and i f J Uk d x e x is ts f o r a ll k (/ k <C n ) , then Jy d x a lso e x is ts a n d

Jy dx = J u± d x + J u.2 d x zb ... zb J dx. ( 1)

T his rule is often form ulated in short as follows : c‘prim itive of

a n algebraic sum is equal to the algebraic sum of prim itives” . T o
prove this it is sufficient to show th a t derivative of the rig h t-h an d side
of the equation ( 1 ) exists and is equal to y ; b u t this follows from the
law of differentiation of an algebraic sum (law 3° § 29).

2. I f u is a f u n c tio n o f x a n d a is a co n sta n t a n d i f J u d x e x is ts ,
then J an d x a lso e x ists a n d

J au d x = a. J u d x . (2)

In s h o rt: “ a constant factor can be taken outside th e sign o f in te g ra ­

tion” . T o prove this it is sufficient to differentiate the rig h t-h an d
side an d use the theorem w hich states th a t a co n stan t factor can be
taken outside the sym bol of differentiation.

In the two cases considered so far we find th a t the correspon­

ding laws of differentiation can be fully used in an inverse form . B ut
IN V E R S E O F D IF F E R E N T IA T IO N 183

•as we shall now see, there are only these two cases; all o th er laws are
■only p artially convertible a n d result in integration laws w hich can
som etim es be very useful b u t not applicable in all cases.
W e m ust finally note th at we have om itted constants of integra­
tion on the rig h t-h an d sides in the relation (l) .a n d (2 ) ; it is not
necessary, for in both cases the symbol of the prim itive stands on the
rig h t-h an d side (or several such symbols) ; according to our agree­
m e n t this symbol em braces the whole family o f prim itives and thus
■contains, as it were, an invisible a rb itra ry constant. T his note also
applies to a series of subsequent form ulae.

3. I n te g r a tio n b y p a r ts . L et us now see w hat we obtain as a

re su lt o f inversing the form ula

( uv) ' — uv ' -j- VU ',

"which expresses the law o f differentiation of a product o f two func­

tions. In te g ra tin g the above equation we have :

J {uv ' -f vu ') d x ;

applying the rule ( 1 ) to the rig h t-h an d side we obtain :

uv =
I uv' dx + j"vu ' dx.
T his form ula contains two prim itives ; therefore by using this form ula
•we are unable to find both prim itives an d we can only express either
o f them in term s o f the other, for exam ple

j* uv ' dx = uv — J vu 1 dx (3)

W h at does this form ula give us ? I f the functions ti an d y are known,

we can express the prim itive J u v ' dx in terms of the known function
uv an d a n o th er prim itive J vu' dx, which has the same structure as
the initial prim itive. H ow ever, in relation to the form o f the func­
tions u an d v one o f these prim itives m ay ap p ear sim pler than the
o th er ; if, for exam ple, the second prim itive (on the rig h t-h an d side)
is sim pler th a n the first, then form ula (3) is u n d oubtedly useful, for
we can replace the given prim itive by an o th er prim itive o f sim pler
form . I t m ay som etim es h ap p en th a t the prim itive on the rig h t-h an d
side belongs to the elem entary table in § 29 or m ay be know n on the
basis of some p re lim in a ry considerations ; in such cases the form ala
•enables us to o b ta in the prim ive J uv ' dx in final form .
184 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

T h e significance of form ula (3) an d specific characteristics o f its

application can best be shown by definite exam ples. T his form ula
is know n as the form ula of integration by parts *).

Exam ple 1. We have already said th a t J In a*dx is not know n to

us 3 for we do not know a function whose derivative is equal to In x.
By using the form ula for integration by parts we can readily find this
prim itive. In order to use the form ula (3) the in tegrand m ust be
represented in the form of a pro d u ct of two functions, the first o f
w hich stands in place of u an d the second in place o f v '. This can be
done in an infinite num ber of ways and we m ust learn to select one
such m ethod w hich would represent the prim itive J vu ' dx on the
rig h th an d side of form ula (3) in the simplest possible form . B ut how
can this be foreseen ? L et us recall th a t the derivative of In x w hich
is equal to 1 / x is a m uch sim pler function th a n the function In a* itself
an d since in the transition from the prim itive J uv ’ dx to the p rim itiv e
J* vu ' dx the function u is replaced by its derivative u we can consi­
derably simplify our problem if we "assume th a t 'u = In x. B ut it
follows from uv — In x an d u = In x th a t v ' = 1 , therefore we m ust
choose in place of v a function whose derivative is identically equal to
u n ity ; it is, of course, simplest to assume th a t v = x ; hence

, a*,
u = In u, = —
1
,
•V

V' = 1, V = X,

uv ' = In a, vu' — 1 ,

and form ula (3) gives :

J in x dx = x In x — J 1 . dx = x In x — x -j- C.

W e can therefore see th a t in this case form ula (3) enables us to o b tain
the solution in its final form . I t is usually advisable to test th e
correctness o f this solution and see th a t the d erivative of the function
o b tain ed is, in fact, equal to In x.

*) I n its g en er a l fo rm th is fo r m u la d o es n o t g iv e a fin a l ex p ressio n for t h e

p a im itiv e J uv ' dx b u t sim p ly g iv e s t h e a n sw e r in ter m s o f a n o th e r sim p le r p r im itiv e ;
it o n ly partially so lv es th e p r o b le m o f in te g r a tin g t h e p r o d u c t uvr b y s im p lify in g it.
H e n c e t h e te r m “ p a r tia l in te g r a tio n ” h a s b e e n u sed in m a n y E u r o p e a n co u n tr ie s ;
th e ter m “ in te g r a tio n b y p a r ts ” w h ic h is e s ta b lish e d in m a n y o th e r la n g u a g e s as
w e ll as also in ou r o w n , is m u c h less ex p ressiv e.
INVERSE OF DIFFERENTIATION 185,

By using sim ilar considerations an d the form ula for integratiom

by parts we can also find prim itive of a m ore general form

f xx In .v dx,

w here a is an arb itra ry c o n sta n t; if oc 7 = — 1 we can assume th at

1
u — ln.v, u —
x

A-a+1
v = x
a -j- 1’
xa
uv' = .v a In x, m i' =
a + I’
a n d form ula (3) gives :

j * “ ln * * = a%+l ( In’V “ •/. -t l ) ’ C-

W hen a = — 1, we ltave :
1
u = in a:. u -

v' — — , v = In a,
X

a n d form ula (3) gives :

fin x , , „ fin x ,
| -----ax = In - x — I — ax,
J x J x

In this case the prim itive on the rig h t-h an d side appears to coincide
w ith the prim itive we are trying to find. N evertheless, the obtained
relation solves our problem a n d we get :

I n 2 a,
f v * -
a n d therefore

i - I n 2 * + C.
x 2

Example 2, L et us assum e th a t we w an t to find the prim itive

186 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

O n e of the two factors of the in teg ran d rem ains u n ch arg ed by diffe­
rentiation while the other gives 1, i.e. a sim pler expression th a n th e
function itself; therefore we can assume th a t u = x an d v = ex ; we
th u s obtain :
U = X, u = 1,

v ' = ex, v = ex,

uv' = xex, vu' = ex ,

an d applying form ula (3) we obtain :

I " ’ “ - "• j ex dx = xex e* + C,

a n d our problem is finally solved.

L et us now assume th a t we w ant to find the prim itive $ x * e x d x ;

using the sam e argum ents as above we assume :
u = x 2, u' — 2x,
v' = e x, v = e x,
uv' = x 2ex, vu ' — 2xe*,
•and form ula (3) gives :

-since the prim itive on the rig h t-h an d side is the same as the one we
found above, we also succeeded in finding the prim itive j x 2 ex dx.
In general, if we w ant to find the prim itive

6 n (,v) = J x n e x dx,

w here n is an a rb itra ry n a tu ra l n um ber, we assume th a t

u = x n, u' = nx*1*1,
v ' = ex, v = ex,
uv' = x n ex, uv' = tix11*1 e x,

a n d form ula (3) gives :

t];n (x) = x n e n — n j* x 1l~1ex dx = x n ex — « ^ n- i W ;

this is a reduction form ula w hich gives a sim ple expression <J/ n (x) in
term s of ^ n -i (x) ; since we know i}>0 (.r) an d 4>i (*), therefore w ith the
 IN V E R S E O F D IF F E R E N T IA T IO N 187

help of this form ula we can readily find ^ 2 (*)> 'P 3 M in succession and,
in general, ( a:) for every n. I t can readily be seen th a t in this
•case we have for every n :

M — J x tle x dx — P n (x) ex + C,

w here P n (x ) is a polynom ial o f the nth degree.

F o r fu rth er exercises, c f Problem Book by B.P. D em idovich,

Section I I I , Nos. 123-136*).

4. Replacement of the variable. W e shall now consider how

th e form ula for differentiating com posite functions can be used in
in teg ral calulus. L et f ( u ) be a function w hich we can integrate an d
F(u) be one of its prim itives so th a t

F' 00 = /(« ), = F(u) + C.

I f we take the v ariable u in place o f function of the new variable .r,

u = ? (x), we have :

y = F(u) = F [¥ (a-)],

and according to the law for differentiating composite functions

(assum ing th a t the function ? ( a:) is differentiable)

dy = F ' [ ?(.v)] 9' (x) dx = f p (*)] d? (x) ;

since this is a differential o f the function y — F p (.r)], therefore

conversely

j / P ( x ) ] 9 , (x)dx = J / [ ? M ] d?(x) - F p ( x ) ] + C.

Thus if

J f ( u ) d u — F(u) 4- C

and i f 9 ( at) is an arbitrary dijferenentiatiable. function, then

f / [ ? ( * ) ] f (x)dx = J / [ ? (*)]</? W = /'[? (* )] + C.

*) W e sh o u ld lik e to d ra w a tte n tio n o f th e rea d er to th e fact th at in th e

P ro b le m B ook b y B .P . D e m id o v ic h a p r im itiv e is c a lle d a n integral.
188 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

In other words: i f u — 9 ( a ) and the function 9 (a) is differentiable

while the function f ( u) has a primitive, then

j / [ ? (*)] ? ' (*) dx = | /[<P (*)] d<f{X) = | / ( « ) du (4)

(where after integration it m ust be assum ed on the rig h t-h an d side

th a t u = 9 ( a ). As in integration by parts, the relation (4) only
replaces finding of one prim itive by an o th er p rim itiv e ; b u t as before,
this second prim itive m ay be sim pler th a n the first an d it m ay
occasionally be k n o w n ; in th at event the first prim itive can also be
w ritten down.

Every function f (u) w^hose prim itive can be found together w ith
the relation (4) thus enables us to w rite an infinite n u m b er of new
prim itives w hich are obtained from the left-hand side o f this relatio n
by an a rb itra ry choice of the differentiable function u = 9 ( a ) .
H ow ever, because of the freedom of choosing the function 9 ( a ) the
method of replacing the variable (this is the nam e given to the m eth o d o f
integration we are now considering) *) requires the developm ent of a
special inventiveness w hich here, as in the m ethod of in teg ratio n by
parts, can only be acquired as a result of long practice. In every case
the following question a rises: we wish to find the prim itive of a
function 9 ( a ) ; in o rd er to do this we m ust choose a differentiable
function 9 ( a ) so th a t

^ M = / [ 9 (*)] 9'(-v),
or, w hich is the same,

+ (a) dx = / [ 9 ( a ) ] d<9 ( a ) ,

w here the prim itive of the function f ( u )

\ f ( u ) d u = F{„) + C

is known; if we succeed in doing this, we can sim ply w rite in acco r­

dance w ith (4) :

[ + w dx = f y> (*)] + c,
an d o u r problem is solved. T h e w hole difficulty of this m eth o d
consists in finding the a p p ro p ria te function 9 (a). In this case it is also^

*) T h is m e th o d is also so m e tim e s k n o w n as t h e su b stitu tio n m e th o d .

IN V E R S E OF D IF FE R E N T IA T IO N 189

-best to illustrate our argum ents by m eans o f examples wich are given
below, an d this m ight prove helpful.

Example 3. Evaluate
sin .v dx
J t a n x dx -
1 cos x

O w in g to the fact th a t sin x dx = — d cos .v, we have

td cos .v
j*tan x d x
J cos v ’
i t is therefore n a tu ra l to assume th a t cos ,v = u: hence assuming
th a t f ( u ) = 1 j u, q (jt) = cos ,v in form ula (4) we obtain :

f , d cos x f du , | | i n
I tan .v d.v = — — = — — = - In /( - f C =
J J COS V J u
= — In | cos .v | + C,

-and our problem is solved.

Sim ilarly, assum ing th a t u = sin ,v we find :

f , f d sin x f du . , , , ~ . ,. . . „
I cot ,v dx = I —7— -= I — = In k+ C = l n sin.v
J J sin x J u

Both these problem s are p articu lar cases o f the following very
•general problem . L et ? (#) be a differentiable function and it is
required to find the prim itive o f the function ? ' (x) / ? (#). Assuming
th a t ? (x) = u, we find th a t (P/ (x) dx = du an d therefore

| ^ = In | « | + C' = ! - ( . ) 1 + C.

H ence

l r + ? = T | i + l " = f ln (1 + + c-
= ln (^ -+ D + C.

a n d so on.
Example 4. Evaluate the primitive
x dx
1 1 + V 1 + x2
190 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS-

Since the n u m erato r of the integran d is, w ith an accuracy upto*

the constant term , equal to the differential of the sum 1 + *2 w hich
stands under the radical sign in the denom inator, we m ust try to*
replace this radical by the new variable

u = V 1 + .v- ;
hence
x dx x dx
du =
\ / 1 + v2

an d therefore
v dx = it du ;
we obtain :
f .v dx f u du
J 1 + \f 1 + x2 J 1 4- u (5 )

i.e, we arc replacing the finding of the given prim itive by another-
m uch sim pler prim itive w hich, as we a re now going to show, can*
readily be evaluated as a result of an o th er transform ation of the-
variable. Assuming th a t 1 + u = v we have :
u = v — 1, du = dv,

an d therefore
f u du [ v — 1j f, [ dv
J t + t = J— ^- d v = y v- j v = u - l n , + C=

= 1 *f !i — In (1 -{- m) -j- C \
thus equation (5) gives :

J i + XS \ + - ^ = - in ( i + * * > + c *.

w here C* = 1 + C is an a rb itra ry constant.

W e have solved our problem w ith the help o f the transfor­

m ation u = V b u t we m ight have equally tried to in tro d u c e
the new variable no t in the form of a rad ical b u t in the form o f th e
expression u n d er the symbol o f the radical, viz. 1 + x2; in this case
we w ould have h ad :

u — 1 + *8, du — 2xdxy x dx = ~ du,

IN V E R S E O F D IF F E E R N T IA T IO N 191

arid
f xdx 1 f du
J 1 + V7i - f rv2 2 J 1 -r \ / u
T his new prim itive is also too simple. Assuming th at
‘1 + \/~ u — v we have :

u = (v — l ) 2, du = 2{v — \)dv,
a n d therefore
1 f du
dv;
2J1 + V v

this is exactly the sam e prim itive w hich we have obtained as a result
o f o u r first transform ation of the variable. W e can therefore see th a t
in certain cases different substitutions of the variable give the same
result.
Exam ple 5. W hen integrating functions one frequently meets
the following elem entary problem : the prim itive of the fu n c tio n /(x )

j/(.v)</.v = F{x) + C

is k n o w n ; we are required to evaluate the prim itive of the function*

f { ax) w here a is a given constant num ber. L et us assume th a t a ^ 0
(w hen a = 0 , f ( a x ) — / ( 0 ) is a constant an d the problem becomes-
trivial) an d th a t ax = u so th a t dx = duj a ; in this case

[f(ax)dx = j/(« ) 7- = - - F(u) + c = —- F { a x ) + C..

T herefore if

f/W dx = F(x) + C

an d a ^ 0, then

j* f ( a x ) dx = ~ F(ax) -+* C.

T hus
j* sin kx dx = -----cos kx -f C,

f ------= — arcsin {ax) + C,.

J V l - flV
a n d so on.
192 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

W e are also frequently faced w ith the converse problem w hen

w e are unable to integrate the function f ( u ) an d we a re using
form ula (4) in the reverse direction, as it w ere, by replacing the
difficult expression on the right-hand side o f the prim itive w hich
stands on the left-hand side of the equation; w hen th e choice o f the
function 9 (a;) is favourable, our problem m ay thus be simplified.
H ence it is difficult to find the prim itive

J V l — u 2du

directly; assum ing th a t u = sin a*, — 7t / 2 ^ x ^ it / 2 , we o b tain ,

according to form ula (4) :

J* y 1 —. u 2 du ~ J cos2 # dx ;

the reader can find the last prim itive by h im s e lf:

J cos2 xdx — (x -fi sin a cos x ) + C ;

here v = a resin u, sin a- = zq cos ,v = y j \ — M2 an d we have :

| V l — it2 du = - j - (arcsin it -f it V 1 — it2) + C.

For fu rth er exercises, cf. Problem Book by B. P. D em idovich,

Section I I I , Nos. 28-60, 101-120.

T h e m ethods d ealt in this p a ra g ra p h include all the sim pler

m ethods for integration of functions; there are a few m ethods an d ,
as a rule, they do not solve all the problem s we are likely to
en counter; these m ethods cannot be applied m echanically b u t
necessitate the choice of special approaches to every problem .
N evertheless, they enable us to integrate a fairly large class of
elem entary functions. W e shall re tu rn to this p roblem in c h ap ter 16.
A t present we shall introduce an entirely new ap p ro a ch to the fu n d a ­
m ental problem of integral calculus— a m ethod w hich considerably
widens and strengthens the relationship betw een this science an d th e
Teal w orld—it is a m athem atical a p p a ra tu s for accu rate study of
n a tu re and technique.
 C H A PTER X II

IN TEG R A L

§ 44. Area of a curvilinear trapezium

We shall now consider a num ber of problem s -encountered in

different branches of science, w hich are inter-related by the fact th at
they all require a m athem atical ap p aratu s for their solution. A t first
this a p p aratu s appears to have no connection w ith differentiation and
integration of functions ; historically it developed over a long period
quite independently of these two operations. However, as far back
as the end of the 17th century it becam e clear th a t a general m ethod
for the solution of such problem s could be developed in connection
w ith definite problem s of integral calculus. We shall soon see how
this can be done.
In elem entary geom etry we have learn t to evaluate areas of
figures bounded by straight lines and circular arcs. A reas of plane
surfaces bounded by a rb itra ry curves can only be evaluated geom e­
trically by m eans of m athem atical analysis. 'T h e theoretical and
p ractical significance of this problem is self-evident and does not re ­
quire special explanations.
T h e figure bounded by an a rb itra ry curve (Fig. 27) can be
divided by some m utually perp en d icu lar lines into several parts, each
o f w hich represents a “ curvilinear trap eziu m ” , i'.e. a figure bounded
on three sides by straight lines, one pair of w hich is parallel, an d the
th ird side is perp en d icu lar to the other two (Fig. 28) ; the fourth side
is an arc of an a rb itra ry curve w hich is intersected only a t one p oint
by a n a rb itra ry straight line parallel to the lateral of the trapezium .
We do not exclude the case (Fig. 29) when one of the two parallel
sides becomes a point an d we have a curvilinear triangle instead of a
curvilinear trapezium . We can therefore restrict ourselves to the
evaluation of area of a curvilinear trapezium .

193
194 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

Let us choose the system of rectang u lar co-ordinates such th a t

the side of the trapezium opposite to its curvilinear side lies along
the O X -aris an d the trapezium itself above th a t axis (Fig. 30). L et
us denote by a and b (a < b) the abscissae of the ends of the lower
side (“ base” ) of the trapezium , and let the u p p er curvilinear side be
the function y — f (x).
W e are required to find the area S of o u r curvilinear trapezium .
W e m ust, however, rem em ber th a t the area of a figure bounded by

an a rb itra ry curve has not so far been defined — in elem entary geo­
m etry this concept is only defined for figures bounded by straight
lines (polygons) an d for p arts of circles. H ence we are faced w ith
exactly the same type of problem as in § 26 w hen we were trying to
define the instantaneous velocity of non-uniform m otion ; here, as
before, we have - a two-fold problem : we m ust define the required
area and find a m ethod for its evaluation.
A nd again, as before, wc shall solve these
problem s sim ultaneously.
L et us recall the fact th a t while evalua­
ting the area of a circle in elem entary geo­
m etry we use a fu n d am en tal operation of
m athem atical analysis, i.e. the lim iting pro­
cess ; we define the area o f a circle as lim it
of area of a polygon which can be evaluated
by elem entary m ethods. It is therefore
n a tu ra l to use this m ethod in the general
case. For this purpose we divide the base (a, b) of our trap eeiu m into
an a rb itra ry n u m b e r of parts (sections) whose points o f division
xv x2 , ..., x n- x lie betw een a a n d b} an d let us assum e th at, in general,
a = Xq, b = x n so th at
a = x Q < x! < x2 < ... < < x n = b.
 IN T E G R A L 195

T h e sections (**-!,*& ) (1 < k < n) into w hich we have divided the

segm ent (a, b) can be arb itra ry in length and generally differ from one
another. T h e set of these points of division x k (0 ^ k n) is called
“ division” of the base (a, b).
Let us now select an a rb itra ry section x k) on the divided
segm ent and take on it an a rb itra ry point a1ki w hich can either lie on
this segm ent or coincide w ith one of its either
ends (a-k-i xk) j we draw a perpendi- yi
cular from the point £ k to the O X -axis and
produce it to intersect the curvey = f (a) a t
the point M whose ordinate is evidently equal
to f (,a:) (Fig. 31). W e draw through the point
M a straight line parallel to the O X -axis to
intersect the straight lines x — a'h and x = x k ;
the shaded rectangle in Fig. 31 thus has the
segm ent x k — x k-i as its base and height
equal to f (£ fc), and therefore its area is equal Fig. 31.
to f {Ik) {xk — x k-i).
I f we now rep eat this construction on every segment (* &_1} x k)
(1 ^ k ^ n), w here the point \ k is chosen quite arb itrarily in each
case on the corresponding segm ent, then the set of the shaded
rectangles forms a “ la d d e r” -type figure bounded by straight lines
(Fig. 32). T he ap p earan ce of this figure evidently depends on
the division of the segm ent (a> b) and the chosen positions of the
points Ek on individual sections of this division. It can readily be
seen, how ever, th a t provided this division is sufficiently fine (Fig. 33),
the shaded figure differs by very little from o u r curvilinear trapezium
for all arb itra ry positions of the points E,k> L et us denote the area of
shaded figure by S*. I t is equal to sum of the areas of its com ponent
rectangles :
n
s* =
k= 1

I f we now divide the segm ent (a, b) m ore and m ore finely,
choose the points E k arb itrarily on each section and evaluate area S*
of the shaded ladder-like figure, then it is to be expected th a t S* of
the shaded figure will in this process tend to a definite lim it S which
can be called the area of the given curvilinear trapezium . In this
definition of the area S we are still influenced, in spite of o u r visual
196 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

representation, by the analogy w ith the definition o f the area o f a

circle in elem entary geom etry, for in th a t case the area is also defined
as lim it of areas' of polygons w hich ap p ro ach the given circle m ore
and m ore closely.
W e therefore naturally arrive a t the definition
n
S = lim S* — lim (x k — **_i).
k= 1
H ow ever, this is not our goal. W h at does the lim iting process
involve ? How can this process be described m ath em atically ? W e
know (§ 13) th a t a lim iting process is described by the behaviour of
a certain quantity w hich we accept as the “ basic” variable. W hat,
then, is this q u an tity and how does it behave in this case ?

W e have described the lim iting process as an infinite division of

the segm ent (a, b). L et T be one such d iv isio n ; let us denote by
I (T) the length of the longest of the segments (at *_!, x k) (1 k ^ n)
(it is evident th a t for every division T this n u m b er I (T ) is defined
uniquely). W e can therefore agree th a t the variable division T
“ becomes infinitely fine” as I (T ) -> 0, i.e. when the length o f the
longest of the segments (* , x k) tends to zero, an d we can th e re ­
fore w rite
n

S 1 (T )m- / o * 7 ( 7 > U " ‘ -I)- (1)

k= 1

T his m eans th a t we choose I (T ) as the basic variable o f this process

an d describe our process by the relation I (T ) -> 0. It m ust, how ­
ever, be rem em bered th a t S *, whose lim it we are trying to find, is
IN T E G R A L 197

not a function of I (T): it is obvious th at one value of / (T) corres­

ponds to an infinite nu m b er of divisions T a p a rt from the fact th a t
even w hen the division T is selected, we can choose the points Ejt in
an infinite n u m b er of w ays; the qu an tity S * essentially depends on
all these a rb itra ry elem ents and therefore it can take an infinite
n u m b e r o f values for a given value of l ( T) .

H ence we are here dealing w ith the concept of lim iting process
in its wider sense as considered in detail in § 15. T h e q u an tity S * in
w hich we are interested participates in a process described by the
relation I (T ) —> 0, w here is not a function of the basic variable
I (T ), for it can take an infinite num ber of values for the given value
I (T). H ow ever, we know th a t we can nevertheless ascribe a definite
lim it S to the q u a n tity S * . T h e relation
lim S* = S
KT)->0

has, in this case, the following exact m eaning : no matter how small
z > 0, we can find a 8 > 0 such that fo r every division T, where I (T ) < 8,
and fo r every choice o f the points <;& we have :
| S * - S | < e.
Such a definition is quite n atu ral. For exam ple, if the q u an tity
S * tends to different limits for different divisions T or for different
choices of the points £ t, then it w ould be difficult to say which of
these limits measures the area of our curvilinear trapezium . It
follows from our definition th a t the lim it (1) is, in this case, absent
an d we can therefore ascribe no definite area to our curvilinear
trapezium .
I f the condition stated in our definition is satisfied, we simply
say th a t S * -> S w hen the division becomes infinitely fine. W e thus
arrive at the following definition for the area o f o ur curvilinear
trap eziu m :
• n
, I f the sum S* = ^ / (S t) (x * ~ h - i ) tends to a definite limit
k= J
when the division becomes infinitely fine, then this limit is said to be the area
o f the given curvilinear trapezium.
A m ore form al b u t equivalent definition is as follows :
The number S is said to be the area o f the given curvilinear trapezium
 198 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

i f there corresponds a 5 > 0 to every e > 6 such that fo r every division T fo r

which I (T) < 5 and for every choice o f the points ^ k we have

I ” ’ |
i / i f k) (*s ~ x k - i) ~ S j < £*
A= 1 1

W e have thus com pletely solved the first p a rt of our problem :

we have defined the area o f a curvilinear trapezium . W ith reg ard
to the second p a rt, i.e. finding an ap p aratu s for definite evaluation
of this a re a, we can say th a t this, too, is solved in principle, for the
determ ining form ula (1) shows a succession o f all operations which
m ust be perform ed in order to obtain a result; how ever, from a
practical point o f view this m ethod is not very su itab le; a p a rt from
the fact th a t even for one definite divison T an d one choice o f points
the evaluation of lim it of such a com plicated expression can only
be perform ed in a very few simple cases; we m ust also rem em ber th a t
it is necessary to prove every time the independence of the evaluated
lim it from the selected system o f divisions and the choice o f the
points £/c, w hich, in m ajority of cases, is very difficult. T herefore
this m ethod cannot be successfully used for the solution of specific
problems. It is, however, interesting to note th a t in the past, w hen
more acceptable m ethods of solution were unknow n, these problem s
were solved by this direct m ethod. T hus in ancient Greece this
problem was solved w hen the curve y — f (x ) was a p arab o la (for
ex am p le/ ( x) a x 2, w here a is a constant).
I
§ 45. Work done by a variable force

L et us assume th a t a body moves along a straight line 0 X un d er

the influence of a force P w hich acts parallel to this line an d th a t
the direction of the force coincides w ith the direction in w hich the
• body moves. I f this force is constant, i.e. its m ag n itu d e is the same
at every point x on the line OX, then the work W done by this force
P along any section of this straight line is, as we know, p ro d u c t of
the force P and the length of the selected section s :

\V = Ps.

T h us if the body falls from a height h on the g ro u n d u n d e r the

influence of its w eight P, then the force of gravity (w hich we can
regard as constant for the duration of fall) perform s the w ork Ph
in the process.
IN T E G R A L 199

L et us now assume th a t the body moves along the same line

un der the influence of a force w hich varies on different sections of
the path . W e can, for exam ple, im agine th a t a source is situated at
a point on the straight line O X which attracts or repels our body
w ith a force P proportional to the distance between them (such are,
for exam ple, the forces of e a rth ’s gravity, the forces of electric or
m agnetic a ttractio n and repulsion, etc.). In this case the force
P = P { x) is a function of the abscissa x of the point at which the
body is situated a t the given instant. L et us assume th a t the body
is displaced by this variable force from the point a on the line O X to
the point b on the sam e line. How can we find the work W done
by the force P in this displacem ent ?
W e note, first of all, th a t we have not yet defined the concept
of w ork due to a variable force. H ence we are again confronted
w ith a two-fold problem —we m ust define this new concept in its
general form and also find a practical ap p aratu s for the evaluation of
the work done by the variable force.
L et us divide the segm ent (a, b) arb itrarily by m eans of the
following points of division

a — x0 < Xi < x2 < ••• < xn — b

in the sam e way as we did in the previous p a ra g rap h and again
select an a rb itra ry poin E/• on each section *a) (1 ^ k ^ T he
force acting on the body at the point is equal to If this
force rem ains constant along the whole length of the section (Xk-V **),
then the work along this section is equal to
P { l l : ) { X k — X k - 1). (1)

In fact, how ever, this force varies a t different points on the section
(x*-!, */•) and therefore the w ork w t along this section differs from
th a t given by the above product. H ow ever, if the section {xi--1} a>)
is very small, we can assume th a t the force P (*) changes very slightly
only along its length and therefore its values a t different points on
this section differ very little from its value a t the selected point l ]c.
If this is so, we can n atu rally assume th a t the work wjc done by the
force P varies very little along the section (**_!, */,) as com pared lo
the work done by a constant force along th a t section, which is equal
to />(£*.). T his latter work can be expressed by the product (1), and
we can therefore assume th a t
Wk ~ R & ) (** i)* ( 2)
200 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

T his argum ent can be repeated for all sections into w hich we have
divided the segment (a, b)y i.e. f o r a ll k (I ^ k ^ n).
F urther, we are n aturally also assuming th a t the w ork W done
by the force P along the whole length of the segm ent (ay b) is equal
to sum of the works along all the sections (tf/t-i, Xk) into w hich we have
divided the segment (a, b), i.e.
n

k = 1

Since we have assumed th a t Wk is approxim ately eq u al to the

product P(^k) {xk—xic-i), we m ust n aturally assume fu rth er th a t

' (3)

k= 1

T his approxim ate expression for the work done will be m ore
accurate if the approxim ated equations (2) are m ore accu rate. A nd
these equations will, in their turn, be the m ore accu rate, the sm aller
the sections {xk-u Xk) are, i.e. the finer our division T o f the segment
{a, b) are. H ence we m ust consider the ap p ro x im ate equation (3) to
be m ore accurate, the sm aller the divisions T are. It will therefore be
qu ite in o rd er to determ ine the exact value o f the work W done by
o ur variable force as the lim it of the sum

P&k) {*k ~
k= 1

as the division of the segm ent becomes indefinitely finer.

T h e structure of this sum is analogous to the sum w hich defines

in § 44 the area of a curvilinear trapezium . A nd since we have
again used a lim iting process in order to determ ine, the work W
done by the variable force P, we can rep eat w ord by w ord all a rg u ­
m ents relating to lim iting process. T h e form ula

W = lim V P(tk) ( xk - Xk-,) (4)

1{T)~+ 0 U
k= 1
IN T E G R A L 201

denotes here, as before, the following : no matter how small z > 0) a

5 > 0 can be found such that for every division T o f the segment (a> b)>
provided I (T ) < 5, and fo r every arbitrary choice o f the. points

1< 1 < k < n)

we have \

i K - £ / > ( ; * ) ( * * - * * _ ,)
k=l

O nly if this condition is satisfied, we can say th a t the num ber

W gives the w ork done by the force P along the segment (a, b) ;
how ever, if, for exam ple, for different systems of division or for
different selections of the points we obtain different limits for the
sum
n

^ P{Zk) (** —
k=l

then it would be.preferable to assume th a t the work done by the force

P along the segm ent (a, b) has no definite value.

We thus see again th a t the first p a rt of our problem (definition

of the general concept of work done by a variable force) is com ­
pletely solved w hereas the second p a rt (finding an a p p aratu s for the
p ractical evaluation of this work) is only solved in principle : the
p ra c tita l unsuitability of form ula (4) justifies the repetition o f all
argum ents used in § 44 in connection with an analogous form ula.

§ 46, General concept of an integral

W e have considered in §§ 44 and 45 two problem s belonging to

two different brauches of science—one to geom etry and the other to
physics. W hile disregarding the actual contents of these problem s
an d concentrating our atten tio n on th eir analytical structure we can
see th a t they resem ble each other very closely. In either case the
solution of the problem involves evaluation o f lim it o f a sum of
definite structure.
In geom etry, physics, technical processes, science an d in other
fields of h um an activity m any problem s occur such th at their an aly ti­
cal structure closely resembles the structure of the problem s considered
 202 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

above; in future we shall frequently deal w ith problem s o f this kind.

I t can, therefore, readily be understood th a t the lim iting process of the
described type deserves special attention and m ust be studied in all
its aspects, for it is one of the most im p o rtan t problem s o f m ath e­
m atical analysis. W e shall now study it in detail.

Let the function f [ x) be defined in the interval (a, b). L et us

subject this interval to a division T by means of the following points
of division

a = x0 < * i < ••• < ~ b,

and denote the length of the longest section (*£_!, x k) (k = 1, 2, . . n)

by l(T). L et us then select on every section (* fc_l3 an a rb itra ry
point £ 7c (at/c-! < ^ x Jc) and construct the sum

S = 2*)(**: “
k~\

this sum evidently depends on our division T an d on the choice of

the points

L et us now agree to say th at the sum S, as the division T becomes

indefinitely finer (or, which is the same, as l(T) -> 0), tends to ihe limit I
i f the following condition is satisfied: no matter how small e > 0, a 5 > 0
can be found such that for every division T and provided l ( T ) < S we have fo r
every arbitrary choice o f ihe points c k
f - /| < e.

This fact can be denoted as follows

n
lim S = lim /(£ * '(* * - Xk ) = /.
i(T) 0 i(T) 0 L k 1J
k= l •

T he num ber /, in case it exists, evidently depends only on the

form of the function f ( x ) and on the interval (a, b). W e shall call
it integral of the function f { x ) from a to b [or in the interval (a> b)] and
we denote it as follows :

(i)
a
INTEGRAL 203

neither the term “ integral” nor the fam iliar symbol J should, for the
tim e being, be subjectively connected w ith the term “ integration” and
w ith the context in w hich this symbol was used b efo re; we have
established this connection a t the same time. We should regard the
n o tation (1) (and this point of view is justified historically) as an
ab breviated notation of the sum S ; if we simply w ant to describe the
structure of this sum w ithout going into details as to the system of
division or the choice of the point an d if we only w ant to fix the
function f a n d the interval (a, b), then we can write (disregarding
accuracy of our symbolic notation)

b
S = ^ / ( x ) A x,
a

wliere A x denotes the increm ent of a* in the transition from one point
of division to the next. I f we further note th a t A x = dx and denote
the sum m ation not by the G reek symbol 2 but (as it was, in fact,
done in the past) by the L a tin letter S, we obtain :

S = S / (*) dx,
a

an d we can agree to denote the lim it of this expression by the same

som ew hat deform ed sum m ation sign S ; one such deform ation can be
the symbol J an d such is, in fact, its historical origin. We thus arrive
a t the form ula
b
I — lim S = J / (x) dx.
a

T h e num bers a and b are known as limits o f integration (a being

lower an d b upper) and the interval (a, b) as interval o f integration; the
function / ( x ) is known as integrand an d the p ro d u ct f ( x ) dx as
integrand expression.
T h e function / ( x ) w hich has an integral in the interval (a, b) is
said to be integreable in th a t interval. It can readily be seen th at only
a function w hich is bound in the interval {a, b) can be integreable.
In fact, if f i x ) is not bounded in the interval [a, b), then for every
division T it will be unbounded an d a t least in one of the sections
(xk-i, *k) = A 7c- I^j for exam ple, f i x ) assumes as large a value as we
204 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

please in A k, then by choosing the point £fc in the usual way in this
section we can m ake and therefore the sum
n

2 M r ) (*r - *r-l)

r= 1

as large as we p le a se ; therefore this sum cannot tend to a lim it as

1 { T ) - + 0.
H ence the provision th a t the function be b ounded is the
necessary condition for it to be integreable in the given interval.
However, this condition is no t sufficient. W e shall learn one very
convenient rule for the necessary and sufficient condition in § 48.

W e must now study m ethods for evaluation o f integrals for as

wide a class of integrands as possible. W e have alread y said in §§ 44
and 45 th a t the direct m ethod fo revaluatio n of such integrals as lim it
o f a sum of a definite structure is not convenient practically an d can
only be used in a very few simple cases: generally speaking, it is too
com plicated to use. W e must therefore try to find o ther more
applicable and practical m ethods for this purpose.

§ 47.U pper and lower sums

!
In § 46 we have defined an integral as lim it o f a sum
n

£ /(W a *,
k= 1

w hich is frequently called an integral sum. T h e value o f this sum

depends on the given division T o f the interval (a, b) an d on the
choice of the points £/. in the sections A /c. F or fu rth er developm ent
of integral calculus it is convenient to introduce sums of an o th er
kind w hich correspond to the given division T .

L et us assume th a t we are given a bonded function f { x ) in the

interval (fl, b) and let M an d m denote respectively its u p p er and
lower bounds in this interval. L et us divide the interval (a, b) by
m eans of the usual division T w ith points o f divison
a = x0 < < ... < x n = b;
let us denote the section (;r 7< - i , x k) and its length by the same symbol
A * . L et M k and m k respectively denote the u p p e r and'low er b o unds
INTEGRAL 205

the function / (x) in the section A t (1 ^ k ^ n). W e can then

construct the sums
n n
S{T) = ^ M k A», s{T) = £ .m * A t-
A= 1 A=1
I t is evident th a t both sums are defined uniquely by the division T
an d are independent of further a rb itra ry elements. W e shall call
S ( T ) the upper and s(T) the lower sum corresponding to the given
division T. W e m ust now study some properties of these sums.

1°. O w ing to the fact th a t m k ^ f ( %k ) ^ M k for every

choice of the point in the section A iC) we have
n n n

s ( T) = £ A t < £ /($ t) A t < 2 = S (T )

k= 1 A= 1 A= 1
i.e. every integral sum which corresponds to the given division is confined
between the upper and lower sums o f this division.

2°. L et £ > 0 be as small as we please. It follows from the

definition of the upper bound th a t we can choose a point £ 7. in every
section A k such th a t /(£*.) > M k — e; b u t in this case
n n n

£ /(5 t) A t > £ M * At - e E A t = S(-T ) - s (* - “)■

fc= 1 k=\ k= l

T ogether w ith the inequality

£ /(? t) A t <S(T),
k—1

w hich, as a result of 1 ° applies to every integral sum, this shows th at

the upper sum o f the division T is the upper bound o f all integral sums which
correspond to this division. Similarly the lower sum o f the division T is the
lower bound o f all integral sums which correspond to this division.

3 °. L et T an d T ' be two a rb itra ry divisions of the interval

(a,b). L et A a n d m k have th eir former m eanings for the
division T an d let A a n d m k denote the corresponding
values for the division T \ Finally we denote by A ki the length o f
 206 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

the common p art of the section A k an d A 'i an d by M kj a n d m ki

the upper an d lower bounds of the function f [x) in the section Aid
(when the section A/c and A 'i have no interior points in com m on,
we have A u = 0 ; the symbols M ki an d mki can, in this case, have
a rb itra ry value, for exam ple M ki = m ki = 0 ).

W e evidently have :

^ A ki ~ A icU ^ At/ = A V
I k

mk <, mki < M ki < M k [I — 1, 2, ...),

m'l < mki < M ki < M 'i (k = 1, 2, ...),

therefore

■rfD = J ] rnk A k = mk A ki < mki A m <

k k I k I

M ki A ki ^ M 'i Am =
k I k I

m 'i 2 = S M>1 A '< = « r )-

I k I

This shows th a t the lower sum o f every division T does not exceed the
upper sum o f any other division T '.

4°. I t follows from 3° th a t the set of all low er sums is bounded

from above; let its u p p e r bound be 70; sim ilarly the set of all u p p er
sums is bounded from below; let its lower bo u n d be 7°. O w ing to
the fact th at no lower sum can exceed the u p p e r sum, it does not
exceed either the lower bound 7° o f all up p er sums; b u t if 7° is thus
not sm aller th an any low er sum, 7° cannot be sm aller th a n the u p p e r
bound I 0 of all low er sums. H ence we always have 70 <$7°, i.e. the
upper bound o f all lower sums does not exceed the lower bound o f all upper
sums.

By using the established properties of u p p er an d low er sums we

can in the next p a ra g rap h deduce m any im p o rtan t properties of
functions in w hich we are interested.
 IN T E G R A L 207

§ 48. Integrability of functions

We shall follow the notation used in the previous two p a ra ­

graphs. At first we shall prove the following necessary and sufficient
condition for integrability of a function in an interval.

Theorem 1 . (criterion of integrability). In order that the bounded

function f (*) should be integrable in the interval {a, b) it is necessary and
sufficient that

lim [i? {T) — s (T)] = 0.

t(T) -+ 0
Jsote 1 . As always, the relation (1) means : no m atter how small
£ > 0, a 8 > 0 can be found such th a t for any division T of the in­
terval (a, b) which satisfies the inequality l ( T ) < 5 the inequality
S {T) — s [ T) < s also holds.

Note 2. T he difference to*. = M k — m /c betw een the upper and

lower bounds of the function f (*) in the section A k is known as its
variation in th a t interval.'" It follows from the definition of the sums
S (T ) and s (T) th a t the relation (1) can also be w ritten in the form

lim Y 1 co j. A ic — 0 .
I ( T ) ^ 0 Li
k= 1

Proof. 1. Necessity. Let it be given th at the function f ( x ) is

integrable in the interval (a, b) ; let us denote its integral by I. For
any division T w ith a sufficiently fine I (T) any integral sum X{T)
will differ from I by less than s an d it follows 2° § 47 th a t S (T) and
s (T) are respectively the upper a n d low erbounds of the integral sums
2 (T) • therefore none o f these sums differs from / by more th an e.
It therefore follows th a t

S ( T ) ~ s (T) ^ 2e,

the only condition being th a t I ( T ) is sufficiently small, and sinee £ is

as small as we please, the relation ( 1 ) is proved.

2. Sufficiency. L et the function f (x) satisfy the relation (1) in

the interval (a, b). I t follows from 4° § 47 th a t for every division 7
we have
208 A C O U R S E O F M A T H E M A T IC A L A N A L Y S IS

an d for a sufficiently small I (T ) the difference S (T ) s (T ) is as

small as [we please ; therefore I Q = 7°; denoting by I the com m on
value of these two quantities we obtain for any division T

s (T ) < I < 5 (T),

an d it also follows from 1° § 47 th a t

s (T) < 2 (T) < S (T),
w here % {T) is any integral sum w hich corresponds to the division T .
I t follows from the last inequalities th a t

| S (T) - I | < S (T) - s (T),

w here. T is an arb itrary division of the interval (<Zj b) and X{T) is an
arb itrary integral sum w hich corresponds to this division. B ut pro v id ­
ed I (T) is sufficiently small, S {T) — s (T) becomes as small as we
please as a result of ( 1 ) ; the same condition therefore also applies to
| 2 (T ) — I | , and this m eans th a t I is the integral of the function
f (x) in the interval (a, b), H ence theorem 1 is fully proved.

Theorem 2. I f the bounds function f (x) is integtable in the interval

{a} b)f then the function \ f { x ) |7r also integreable in that interval.

Proof. D enote by an d to**, the respective variations o f the

functions f (x) an d \ f {x) | in the section A &• It can readily be seen
th a t if the bounds A ffca n d w fcof the f u n c tio n / (*) have the same signs
in the section A then

= o * = Af * — m k.
If, however, the signs of M k an d m k are opposite, then

< | M k | + | m k | = Af 7, — m k = to j.
Hence in all cases to ^ co * fc. It therefore follows from
n

Afc 0

^-=1

th a t

k—1
an d in view of theorem 1 this theorem is proved
IN T E G R A L 209

T h e proved criterion of integrability (theorem 1) enables us to

establish existence of integrals for very wide classes of functions.

Theorem 3. Every function f {x) which is continuous in the interval

{a3 b) is integreable in this interval.

T h e great im portance of this theorem is obvious. It shows, for

exam ple, th a t the curvilinear trapezium w hich is bounded from above
{cf. § 44) by a continuous curve always has a definite area.

Proof. T h e function / (x) is continuous in the interval (a, b) ;

it follows from theorem 5 § 23 th a t it is uniform ly continuous in th a t
interval. T his implies as follows : for every s > 0, a 5 > 0 can be
found such th a t if x2— (a < Xi < x2 ^ b), then \ f (x2) —f (tfj !< e.
L et T denote any division of the interval (a, b) for w hich I (T) < 5.
Since the function f {x) is continuous, it assumes in every section A k
its m inim um v a l u e / (£' k) and its m axim um v a l u e / (£" Jc) (theorem
2 § 23); it is therefore evident th a t/ (£'&) = m k and / ( £ /) = M lt so
th a t

n n

k= 1 k= 1

but and £"7c belong, to the sam e section A j:, whose length is less
th an 5 ; therefore / ( £ / ) + / (V *) < e an d we have :

n n
V 6) A jc < e * = z{b - a)y
k —\ k= 1

the only condition being th a t I (T) < 6 . T his m eans th a t o u r cri­

terion is satisfied and therefore the fu n c tio n /( x ) is integrable in the
interval {a> b).

Theorem 4. Every funetion / (x ) which is bounded in the interval

(a, b) and has only a finite number o f points o f discontinuity on it is integiable
in that interval.

L et the points of discontinuity o f the fu n ctio n /(.v ) in the in ter­

val {a, b) be as follows (in increasing o r d e r ) : a l5 a2, ... , a r, and let s
b e an a rb itra ry positive num ber. W e denote by / the section

(oLi =- e? -+■ e) (1 ^ J ^ r)i

210 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

and let e be so small th a t these sections do not overlap in pairs. T h e

function / (x) is continuous in every section (a{_x + e, a,* — e) (cj\ Fig.
34, w here these sections are m arked). Therefore as in the p ro o f of the

!11,1111111 f*ff-'-x' 111 h ii 11111 h 111 i / g i/£^g\iiiiiiiiniuimj

<*i-1 ai a i+t
Fig. 34.

previous theorem , we can find for every section a nu m b er 5 such th a t

the variation of the f u n c t i o n / ( a:) .in any section o f length < 5 w hich
lies entirely w ithin the m arked section is sm aller th an e. Evidently
each m arked section has its own 8 ; b u t since there is only a finite
num ber of such sections, each section will contain the sm allest value
of 5, which we shall in future denote by 8 . H ence in any section of
length < 8 which lies entirely w ithin one m arked section (it does n o t
m atter which one) the variation of the function will be sm aller th an e.
L et T denote an a rb itra ry division of the interval (a, b) for
w hich I (T ) “-C 8 . Let us divide the sections A t of this type into
two kinds :

1 ) sections of the first kind w hich lie entirely w ithin one

m arked section, and

2 ) sections of the second kind w hich have points in com m on

w ith another section / .

W ith this in m ind let us divide the sum

S -. a.-E' +E'
k= 1

into two sums, where 2 ' refers to all sections of the first kind an d
2 n to all sections of the second kind. Since I (T ) < 8 , therefore
o t < e for any section of the first type and therefore
n
vV '
A k =£(b-a). (2)
k= 1
As far as sections of the second kind a re concerned, those sections
w hich have points in com m on w ith an o th er section d { evidently form
a section whose length is less th an 2 e + 2 8 , since they all lie in the
section (a£—e —8 , a;-f"£_b § ) ; an d since the n u m b er o f sections di is
IN T E G R A L 211
equal to r, the sum of the lengths of all sections of the second kind
does n ot exceed 2r ( z + 5) ; we can evidently always select 8 < s such
th a t the sum of these lengths will be less th a n 4 r s . A nd, finally, since
the variation co k = M k — m k of the function f (x ) in any section
does no t exceed M — m (i.e. the variation off (#) in the whole section)
therefore

2 WjcAfc < (M — m) A fc < 4 ( M — m) re. (3)

I t follows from (2) and (3) th a t

n
A jb < e { A — a + 4 (Af — m) r },
A= 1

the only condition being that I ( T) < 8 ; since e > 0 is assmall as

we please and the rem aining letters on the right-hand side of this
inequality denote constants, our critetion is satisfied and the function
f ( x ) is integrable in the interval {a, b).

Theorem 5. The function f (*) which is bounded and monotonic in

the interval (a, b) is integreable in that interval.

This theorem does not follow directly from the preceding

theorem , since a function w hich is bounded and m onotonic in a given
interval (a, b ) can have an infinite num ber of points of discontinuity
in th a t interval. T hus the function

( 0 (x = 0 ),
/w = , i < M
( n \n + 1 nJ

w hich the student should represent graphically, is a bounded non­

decreasing function in the interval ( 0 , 1 ); at the same time, however,
it has points of discontinuity a t every one of the points 1 / 2 , 1 /3 ,
1 fit, ... . •

Proof. L et the function f ( x ) be non-decreasing in the interval

(a, b). I t is evident th a t for any division T of the interval (a, b) we
have the following expressions for the up p er and lower bounds of ihe
function f { x ) in the interval A fc = {xlc-i, xk) :

M k = f ( x k), mk = f ( . v ^ ) ,
212 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

an d therefore
n n
^ o>k A fc = {/(* /< ) - / ( ' V i ) } A fc.
1 k= \
I f 1{T) < 5, then in this sum A* < 5 U a n d since the
function f { x k) > f ( x k-i), consequently

{ /( .V * ) - / ( * * - ! ) { /(* * ) } 8 ( ! < * < » ) .

an d this m eans th at
n n
<■>* A * < 8 £ { /(* * ) - /( * * _ ! ) } = 8 { / ( i ) - / ( a ) }.
k —1 *=1

Since 5 can be chosen as small as we please,

n

£<■>* A* -*■ 0 [l(T) -+ 0] ;

k= 1
o u r criterion is thus satisfied and theorem 5 is proved.
W e recom m end the following useful exercises from B. P. D em i­
dovich’s Problem Book : Section IV , Nos. 57, 61, 71, 73.
 C H A PTER X III

RELATIONSHIP BETWEEN AN INTEGRAL

AND A PRIMITIVE

§ 49. Simple properties of integrals

In this ch ap ter we shall try to establish the fundam ental

relationship existing betw een two basic concepts o f integral calculus—
the prim itive an d the integral, which have so far been considered
quite independent of one an other. In order to do this we m ust a t
first establish some simple general properties of integrals and we shall
do so in this p a ra g rap h .

Theorem 1. I f the function f (x) = c is constant in the interval

(a, b)y then

U U
I = j* f (x) dx = J* c dx — c (b — a).

In o rd er to prove this theorem it is sufficient to note th a t for

every division T and for every choice o f the points we have

J /(£ * ) (** — *fc-i) = c J ] (** — **-i) = c{b — a),

k= 1 k= 1

a n d therefore also

/ = lim J /( £ * ) (*k - X k - l ) = c{b

i c n -* o
h=\

213
214 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

Theorem 2. I f f ( x ) < 9 (#) {a < * < b) and 9 (*) is integrate

in Ike interval (<a, b), then
b b
J f ( x) dx ^ j* 9(x) dx. (1 )
a a

In fact, it is given in the condition of this theorem th a t for every

division T and for every choice of the points £ lc
n n

£ / 0 U> a * < £ ?Rfc) Afc;

A= 1 A- 1
hence the lim iting process for l(T) —►0 gives the inequality (1).
T he following is a corollary from the theorem s 1 and 2.
Corollary. I f the function f { x ) is inlegrable in interval (a, b) and i f
at an arbitrary point x in this interval m ^ / ( * ) ^ M , where m and M are
arbitrary numbers, then
b
m{b — a) ^ J*y(.\:) dx ^ M (b — a),
a

Theorem 3. I f the functions f l {x)\ and f z { x ) are integrable in the

interval {a, b), then the ftnclion f ± { x ) -^zf zi x) is also integrable in that
interval, and
b b b
J
a
I f i M ± f * M l dx = J
a
/ i {x) dx ± J
a
/ 2 M dx. (2 )

In order to prove this theorem it is sufficient to note th a t if we

denote by S ls S 2 and 2 the respective sums of the form
Tl

ft) O''7e X ft—i),

k= \
w hich is related to the functions / l 5 / 2 and / , ± / 2 respectively, then
for every division T and for every choice of the points £ we evidently
have :
L = 2 j i L 2,
an d while taking lim iting process for 1{T) —> 0 we are sim ultaneously
proving intcgrability of the function f A ± f 2 an d the eq u atio n ( 2 ).
A N IN T E G R A L AND A P R IM IT IV E 215

Theorem 4. I f the function f ( x ) is integrable in the interval (a, b)

and a is an arbitrary constant, then the functton a f { x ) is also integrable in the
interval {a} b) and
b b

J
a
a / (*) dx = a |
a
f { x ) dx (3)

(“ the constant factor can be taken outside the symbol of integration” ).

T o prove this theorem it is sufficient to note th a t for every

division o f the interval (c, b) and for every choice of the points £ j.
n n

J ] a/(£fc)(*fc “ **-i) = a 2 /( u ) ( * f c - * * - i)
* k= 1 k= 1

and the usual lim iting process proves integrability of both the function
a f { x ) and the relation (3).
Theorem 5. I f a ^ a ' < b ' ^ b (i.e. i f the interval ( a b ')
comprises o f a part o f the interval (ay b), then every function which is integrable
in the interval (a} b) is also integrable in the interval (a b ').
Proof. Let it be given th a t the function f { x ) is integrable in
the interval (a, b). It follows from the criterion proved in §48 th a t
in this case, a 8 > 0 corresponds to every e > 0 so th a t we always
have for /(T ) < 5 :
b n

J — J 0) k A n < e, (4)
a k= 1

w here the sum corresponds to the division T of the interval [a, b).
Let T ' be an a rb itra ry division of the interval {a', b') for which
l ( T' ) < 8 . L et us now divide the intervals (a, a ) and (b' , b) into
a rb itra ry sections of length 8 ; we then evidently obtain a division
T of the interval {a, b) for w hich l(T) < 8 and therefore it follows
from (4)
b

a
b'
But the sum ^ w hich corresponds to the division T ’ comprises of a
216 A C O U R S E O E M A T H E M A T IC A L A N A LY SIS

b
p a rt of the sum ^ which . corresponds to the division T, w here all
a
terms of the latter sum are non-negative. T herefore
b' b

£ < £ < * •
a' a

the only condition being th a t 1{T') <C 6 ; in term s o f our criterion

this m eans th a tf ( x ) is integrable in the interval (a b ' ) .
Theorem 6 . Let a < c < b ; in that case every function f (x ) which
is integrable in each o f the subintervals (a> c) and (c b ) is also integrable in the
interval (a, b) and
b c b
|
a
f { x ) dx = J
a
f ( x ) dx -f |
c
f { x ) dx. (5)

Proof. L et T be an a rb itra ry division of the interval (a, b) ;

we denote by T ' the division abtained from T by ad d in g the p oint
c as a point of division and by 2 (T) and X {T' ) the sums of the form
n

^ co fc A ic,
k= 1
w hich are respectively related to the divisions T an d T '. These two
sums differ from one another only insofar as one term of one sum is
replaced by two other term s in the transition from 1 { T ) to 2 ( T /) ;
an d since all term s of both sums are infinitely small for l (T) —>- 0 ,
therefore
sen - s e n - o [/(r)-* o ]. (6 )

But the sum E ( T ') which we have constructed in the intervals {a, b)
can evidently be broken up into two sim ilar sums for the subintervals
(■aj c) an d (c, b), each of w hich, as a result of the assumed integ-
rability of the function f ( x ) in subintervals (a, c) an d (r, b) tends to
zero for /(T) 0 ; hence X ( T ' ) 0 ; b u t it th en follows from (6 )
th a t 2 (T) -> 0 for l(T) -> 0 , an d this m eans th a t the function f ( x ) is
integrable in the interval (a, b).

W e m ust still prove the relation (5) for the integrals. Since we
have proved integrability of the function f { x ) in the interval (a, b)>
A N IN T E G R A L A N D A P R IM IT IV E 111

there are no other difficulties. In fact, we have in the interval

{a, b) for l (T) —>• 0 :
n b

s = 2 M *)(* i - a: *-i) -> [ f i x ) dx = / (7)

k= 1 a
independently of the divisions T and the choice o f the points ; we
can, for exam ple, select a division T such th at the point c should
always be a point of division ; b u t in th a t case the sum S is broken
up into two sums S ' and S " of a sim ilar form constructed in the
subintervals (<z, c) and (c, b) respectively ; it follows from the assum p­
tions of the theorem th a t these two sums tend respectively to
c b
| f (*) dx = I ' and J f (*) dx — I "
a c

for / (T) —►0 so th a t

S = S ' + S" I' + / " (8 )
for I ( T) -> 0 ; it follows from (7) and (8 ) th a t
/ = /' +
and theorem 6 is thus fully proved.

Corellary. I f a < < c2 < ... < c n < b and the function f (x ) is
integrable in each subinterval {a, c^), (cu c2) , ... , (c n, b)3 then it is integ-
rable in the interval (a, b) and
b C[ c2 b

| f{x)dx = ^ f { x ) d x + + — + | / (x) dx.

a cl cj Cyi

As a result of theorem 5 the condition o f integrability of the

function f {x) in each individual subinterval can be replaced by the
condition of integrability of this function in the whole interval (a, b) ;
it follows from theorem 5 th a t f (*) will then also be integrable in
every individual subinterval and the corollary rem ains valid.

L et us now m ake one m ore rem ark w hich we shall soon find
very useful. T h e integral
b

J7wdx (9)
218 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

(if it exists) depends, according to its definition, only on the following

elements :
1) the form of the function f (x), and
2 ) the num bers a and b ;
if these elem ents are given, then the integral is uniquely defined.
T hus, for exam ple, the integral (9) does not depend on the variable x w hich
is usually know n as the “ variable of in teg ratio n ” . T herefore by
changing the symbol of this variable we do not alter the integral ; in
other words, the expressions
b b b
| / M dx, J/ ( » dy, |/ ( A ) d \

etc. always denote one an d the s am e thing. T his simple an d self-

evident fact is analogous to fact th at, e.g.
20 20 20

Er- 1=1S t- pS
k= 1 =l
|.
etc. all denote the same thing, viz• the sum

1 + \ + T + - + 16-
This sum is independent of our notation, i.e. o f the “ index o f
sum m ation” , in the same w ay as in o u r exam ple the value o f the
integral is independent of the symbol used for denoting the variable
o f integration.

§ 50. Relationship between an integral and a primitive

We shall now try to establish a law w hich is usually regarded as

fundam ental in differential and integral calculus, since it serves logi­
cally and historically as the basis for fu rth er developm ent o f these
branches of m athem atical analysis.
Let it be given th a t the function /( x ) is integrable in the interval
(a, b) and let a < x ^ b ; it follows from theorem 5 § 49 th a t the
function f {x) is also integrable in the subinterval (a, *) ; however, we
find it inconvenient to denote its integral in th a t subinterval by

[ / M dx,
a
 An in t e g r a l a n d a p r i m i t i v e 219

for in th a t case the letter X would be used in two totally different

m eanings : it w ould be used as the variable o f integration and as the
u p p e r lim it of the integral. T herefore using the final rem ark of § 49
we shall always denote the variable of integration in such cases by
a n o th er letter, i.e., for exam ple, we shall w rite the integral of the
function f (x) in the subinterval (<2 , x) in the form

| / ( u) dll.
a

I f we now assume th a t the lower lim it a of the integral is cons­

ta n t while the upper lim it x can change arb itrarily in the interval
(a, b), then the above integral will evidently be a function of x which
we denote by F (x). W e shall now prove the following fundam ental
proposition.

Theorem 1. I f the function f (x) is integrable in the interval {a} b)

and continuous at an interior point x in this interval, then the function

x
F (*) = [/(«) du
a

is differentiable at the point x and F ' (x) — / ( * ) .

Proof. L et a ^ x < b an d A x > 0 be so sm all th a t x + A x < i ,

It then follows from theorem 6 § 49 th a t

x + A* x
F (x + A x) — F (x) = J / ( u ) du — | / ( « ) du =
a a

x+

= [/(« )< /* * ). (i)

x

*) S o as n o t to e x c lu d e th e ca se x — a w c sh o u ld g iv e a d ifin ite m e a n in g to
a
th e ex p ressio n F (a) = $ f { x ) d x . I t ca n r e a d ily b e sh o w n th a t F (x) 0 for
a
x a 4- 0 ; w e ca n th e re fo r e n a tu r a lly a ssu m e th a t F {a) = 0 a n d w e sh a ll a lw a y s
d o so in fu tu r e.
220 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

Since it is given th a t the function / (*) is continuous a t the point

x, therefore no m atter how small e > 0 we have for a sufficiently
small A x and

f ( x ) — £ < f ( u ) < f { x ) + e,
and it therefore follows from theorem 2 § 49 th a t
x + A* x -f- A * x 4- A *

J [/(*) £]
X
“ du < |
X
f{u)du
X
< | [/(a * ) -j- £j du.

Hence we obtain from the relation (1)

x + Ax X + Ax
F (x + A x)
f [/(* )“ Ax
Ax J
X

In each of the two integrals the in teg ran d is independent of the v ari­
able of integration u an d it is therefore a constant. A pplying theorem
1 § 49 to the right and left-hand sides of the inequalities obtained,
we therefore have :

/(* ) - * A a v ' 1

and since e is as small as we please for a sufficiently small A x , these

inequalities show th a t
lim '• (* 4 A .v) ■■ /•• (.v) =
A x -> + 0 Ax J w *

Finally an analogous analysis of the case A x < 0 (which the reader

can undertake him self) readily shows th a t this relation rem ains valid
for a < x ^ b and A x ->■ — 0 an d th a t the function F( x) is th ere­
fore differentiable a t the point x : hence

F ' (x) = / ( * ) ,
and theorem 1 is proved.

Note. W e have evidently proved m ore than w hat is necessary

for the statem ent of theorem 1. A p art from the relation F ' (x) = f ( x )
for interior points x in the interval (a, b), we have also established
th a t (assuming th a t F (a) = 0)

Km F <a + ± A - F .W lim
A x —> + 0 A x Ax — 0 Aa °
AN INTEGRAL AND A PRIMITIVE 221
(provided, of course,f ( x ) is continuous a t the points a and b respec­
tively). It is evidently convenient to say th at the function F(x) is
the prim itive of the function f { x ) in the interval (a, b) if, together w ith
the relation F ' (x) — f ( x ) for interior points in th a t interval, the two
above m entioned lim it relations are also satisfied at its end points.
W e shall consider this to be so in future.

Since the function f { x ) , continuous in the interval (a, b), is always

integrable in th a t interval (theorem 3 §48), it follows directly from
theorem 1 th a t

Theorem 2. I f the function f ( x ) is continuous in the interval \ai b),

then the function

x
F {x) = Jf ( u) du
a

is the primitive o f the function f {x) in that interval.

In order to appreciate fully the significance of this proposition

we note th a t the m ere fact, established by this theorem , th a t a
prim itive exists for every continuous function is completely new to us;
we have le arn t in C hapter X I to find prim itives of a few elem entary
functions; how ever, outside this narrow region o f functions the
problem of existence of prim itives rem ains quite open.

I f we can find integral of the given function f ( x ) in an

a rb itra ry subinterval {a, x), then, as a result o f theorem 2 , we can
also find one of the prim itives / ( * ) ; we know from the results of
ch ap ter X I th a t in this case we thus know the whole family of
prim itives f ( x ) . H ence, if we are able to find integral of the given
function, we can also find all prim itives. H ow ever, it is m uch m ore
im p o rtan t to note th a t the results obtained will enable us to solve the
converse problem : by knowing one o f the primitives o f the continuous
function f {x) in the interval (<a, b) we can find its integral in that interval
In fact, let <£(*) be an a rb itra ry prim itive o f the continuous function
f ( x ) in the interval (<a, b). Since

H x ) = J / ( h ) du,
a
222 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

therefore, as a result of theorem 2 , it is also a prim itive of this

fu n ctio n ; it follows from the results of ch ap ter X I th a t the difference
0 ( a:) — F (*) is equal to a constant num ber C so th a t

O (*) = ! ? ( * ) + C. (2)
Assuming in this equation th a t x = a and rem em bering th a t F (a) = 0
we have C = $ {a). Therefore, assum ing in (2) th a t x — b we
obtain :
b
F(b) = j' f (u) du = <&(b) — O (a).
o
Theorem 3. I f <F(*) is an arbitrary primitive o f the function f { x ) in
the interval (a, b)} then
b
j7 (* ) < fc = 0 ( 4 ) - < D ( a). (3)
a

H ence, by know ing any one prim itive of the continuous

function f ( x ) in the interval (a, b) we can directly w rite its integral
in th a t interval. T h e evaluation of integrals
w hich has so m any different applications
‘therefore involves finding prim itives of
functions; this problem is o f g reat im p o r­
tance in m ath em atical analysis and in its
applications. W e have already considered
it in detail in C h ap ter X I an d we shall
consider it again in C hapters 16 an d 17.

T h e m om ent w hen possibility of

evaluating integrals by m eans o f prim itives
o f functions was fully realised was a tu rning point in the historical
developm ent of integral calculus. P rior to it the science o f integ­
ration was at a very unsatisfactory level, since in each case a new
m ethod had to be found for evaluation of each individual in te g ra l;
it now becam e possible for the first tim e to use a single m ethod for
m any divergent classes of functions; it can therefore be said w ithout
exaggeration th a t from th a t m om ent onw ards integral calculus began
to develop as an in d ep en d en t scientific b ranch.

W e shall now give one very simple m ethod w hich illustrates

effectiveness of form ula (3). L et the curve a t the top of the curvi­
linear trapezium (Fig. 25) be a p arabola w ith an e q u a tio n y = c x 2(c>\)
AN INTEGRAL AND A PRIMITIVE 223

is a constant). As we have already said the area of a sim ilar

parabolic trapezium was evaluated by the ancient Greeks (Archimedes),
b u t their m ethod, based on the simple evaluation o f limits of the
corresponding sums, required com plicated calculations. W e are now
able to w rite directly the com plete solution o f this problem by using
form ula (3). T h e required area is
b
S = j* cx2 d x ;
a
b u t the function cx2 has the prim itive cxz j 3 which we can take as the
function O (x) in form ula (3); therefore

S = <t>(b) - <I> (a) = J (b3—a3),

w hich solves our problem .

F or further exercises cf. Problem Book by B.P. Dem idovich,
Section IV , Nos. 1— 4.

§ 51. Further properties of integrals

In § 49 we have established a series of the simple properties o f

integrals W e shall now add some other properties to them . In §49
we were trying to establish properties of integrals which would lead
us in the shortest possible tim e to form ula (3) §50, which connects
the integral w ith the prim itive o f a function. Now, on the other
hand, we shall use this form ula to deduce some other properties of
integrals.
1. In the construction of the integral
b
J f(x)dx (1)
a
we have so far always assum ed th a t a < b; however, the right-hand
side of form ula (3) § 50* rem ains fully defined even when a > b.
T herefore it is n a tu ra l to ascribe a m eaning to the expression (1) for
every a and b, defining it w ith the help o f form ula (3) § 50 when
a ^ b. T hus for every a (and for every continuous function / ) we
o b tain, for exam ple
a
| f ( x ) dx ^ 0

a
224 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

and when a > b

b a

| / ( * ) dx = — J / ( * ) dx ( 2)
a b

(where we also have b > a). T h e relation (2) can be stated as follows :
i f the limits o f integration are interchanged, the integral changes its sign.
In all these considerations we have assum ed th a t the function
f { x ) is continuous in the interval (a, b) ; it is, however, n a tu ra l to go
b
further and assume th at the relation ( 2 ) defines the integral
a
J f i x ) dx

for b < a for every funtion f ( x ) which is integrable in the interval {a, b).
From now on we shall accept this definition.
L et us also draw attention to the fact th a t if b — a, the form ula
(3) §50 gives:
a
J f i x ) dx = 0 ;
a
we have accepted this equation in § 50. W e can now see th a t this
agreem ent fully confirms w ith form ula (3) § 50.

O h the right-hand side of form ula (3) § 50 we have the difference

<t» (b) — O {a) of values of the function 0 (*) for x = b an d x = a.
b
T his difference is frequently denoted as follow s: <5 (,v) an d know n
a
as the “ substitution” of the function O (,v) from a to b.

Since, according to form ula (3) § 50, the prim itive can be
w ritten in the form J f { x ) d x , we can rew rite this form ula in an equi­
valent form as

(3)

Example 1.
1

J 6 x 2 dx = (2x 3)
J = 2 - 1 6 = - 1 4 .
2
A N IN T E G R A L A N D A P R IM IT IV E 225

2. T h e law of integration by p arts for prim itives has the form

J uv ' dx = uv — J zm' dx;

substituting on both sides from a to b we find according to the form ula

(3):
b b
b
Jmz> ' dx = (zzz>)j J vu' dx. (4)
a
a a

T his is the formula o f integration by parts fo r integrals.

Exam ple 2. L et us evaluate the integral
e
J* In a: dx,
1

a n d we do no t rem em ber the prim itive o f the function In x. Assuming

i x, u' = —
u = In 1 ,
a:

v' = 1, V = Xy

we find w ith the help o f form ula (4):

e

^ dx = e \ n e — In — (e — 1 ) = 1.
jIn xdx = x ln * 1
1 1

F or further examples c f Problem Book by B.P. D em idovich,

Section IV , Nos. 15-17.
3. T h e m ethod o f integration by replacem ent o f the variable is
based on form ula (7) § 43: w hen u = 9 (*), we h a v e :

| /( « ) du = J /[<p(a:)] 9 ' (*) dx. (5 )

T h e left-hand side o f this form ula denotes the prim itive F{u) o f the
function f ( u ) in w hich we have replaced u by 9(A;),t.£. F t? !* )].
T herefore substituting from a to b on b o th sides o f form ula (5) we
o b ta in :
b ff{b)
| / [ ? ( * ) ] <p/ W dx = F[<p(x)] F t 'P ( * ) ] - f ’[f,( « ) ] = [ / ( « ) du.
a Vif)
226 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

: Hence if the function 9(;v) has a continuous derivative in th e

interval (a, b) an d the function f {u) is continuous in the in terv al
[ 9 ( a ) , 9 (&)], then
b y{b)
J /[ 9 (T)] V' (*) dx = J f(i i)du.
a ' <p(a)

This is the formula o f replacement o f the variable fo r integrals.

Exam ple 3. Assuming th a t u = 9 (x) = cos we h a v e :

TC TC Tt -\/2
T 4" cosT r2~
f i f9' (x ) dx [du 1 i 9
tan xdx = — — ~r = ~ — = ( — In u) In 2 .
J J 90) J » /I 2
0 0 cos 0

4. M ean value theorem. L et M an d m denote the up p er and

lower bounds* respectively, of the integrable function f ( x ) in th e
interval (a> b). It follows from the corollary o f theorem 2 § 49 th a t
b
m (b — a) ^ J f ( x) dx ^ M [b — a),
a

an d therefore
.' b j •
m ^ ^ J / O ) dx ^ M. ( 6 )'
a

These inequalities apply to every function f ( x ) integrable in th e

interval (a, b). I f / 0 ) is.jcontinuous in th a t interval, th en it follows
from theorem 3 § 23 th a t it should assume a n a rb itra ry value betw een
its lowest value m an d greatest value M in the interval (a, b). B ut
the inequality ( 6 ) shows, th a t this condition is satisfied by the n u m b e r
b

therefore a point c can be found betw een a an d b such th a t

b
A N IN T E G R A L A N D A P R IM IT IV E 2?7

b
J / ( * ) dx — f (c){b — a). (7)
/ a
T his form ula does no t contain an ything th a t is essentially n e w : if we
denote by F{x) a prim itive of the function f ( x ) } then form ula (7) can
be w ritten in the form

F(b) - F(a) = F' (c)(b - a);

existence of the p o int c(a < c < b) w hich will satisfy this relation can
sim ply be proved by applying L ag ran g e’s theorem (§ 36) to the function
_F(*) in the interval (a, b). T h e above deduction from form ula (7) is
interesting insofar as the relationship betw een a n integral an d a
prim itive is n o t used.
T h e “ m ean value theorem ” expressed by form ula (7) can be
generalised. L et the function 9 (*) be continuous and keep the same
sign in the interval (a, b) ; we shall assum e, say, th a t it is not negative -
th en for a ^ x ^ b we have ■
m9(x) ^ f ( x ) 9 (x) ^ M 9 (*), '
a n d therefore it follows from theorem s 4 an d 2 §49 th at

(#) dx ^ J f (x) 9 (x) dx ^ M

a a
or

< M.

As- before, we can therefore conclude th a t a p o in t c exists

betw een a an d b for w hich u* f

dx
a
f {c)

| 9 M dx
228 A C O U R SE O F M A TH EM A TIC A L A N ALYSIS

or
b b

| /(*) ¥ (*) d x = f{c) J 9 (x) dx. (9)

a a

Theorem (Mean value theorem). I f the fu n ctio n s f i x ) an d 9 (*)

are continuous in the in terval ia , b) a n d i f 9 {x) keeps the sam e sig n , then a
p o in t c can be fo u n d between a a n d b f o r w hich the relation (9) holds.
We find in practice that this theorem is not as useful as the
inequalities (8 ) which lead us to it.

M ote. In the proof of formula (9) we divide by the integral

b

and therefore assume that it is not equal to zero. But if the function
9 (at) is identically zero in the interval (a , b ), then the relation
(9) is trivially true (for every c). If, however, 9 (a) > 0 only for one
value of a (a ^ a < b ), then it follows from continuity o f the function
¥ (*) that it is also positive in the neighbourhood (a — e, a + c) o f the
point a (lemma §23). If M > 0 denotes the lowest value o f the
function 9 (*) in the subinterval (a — z , a + then (corollary of
theorem 2 § 49)
b a+e

5. In practical applications one simple corollary o f theorem 2

§49 is often very useful. We evidently always have

- I/M I < /(* ) < l/ M I;

it therefore follows from this theorem that if the function f i x ) is integ­

r a t e in the interval (a, b ) * ], then

b b b

’) The integrability of ]f (*) [ is proved in §48 (theorem 2).

A N IN TEG R A L A N D A P R IM IT IV E 229

or, which is the same

dx.

T h e absolute value o f the in teg ra l does not exceed the in tegral o f the
absolute value o f the integrand.

This important inequality is analogous to the inequality in

elem entary algebra according to which the absolute value o f a sum
o f several numbers never exceeds the sum o f their absolute values.
 C H A P T E R X !V

f GEOMETRICAL AND M ECHANICAL APPLICATIONS

" OF INTEGRALS 'M *’• ’

§ 52. Length of an arc of a plane curve

A part from calculating areas of plane surfaces, calculation o f

the lengths of arcs of plane curves is one of the m ost im p o rtan t
geom etrical problem s solved by
m eans o f integral calculus. Im p o r­
tance o f this problem is so great
from a practical point o f view th a t
no furth er explanations are needed.
In this case, as w ith areas, elem en­
ta ry geom etry enables us to cal­
culate only the lengths o f straight
lines an d circular arcs, b u t a general
solution is only possible w ith the
help o f m ethods o f m ath em atical
analysis. In this case the logical
situation again assumes its fam iliar
aspect : we m ust define sim ultaneously the general concept o f
length of a n a rc an d find an a p p aratu s for the practical evaluation
of this length.
W e shall try to solve this problem by a m ethod w hich resembles
even m ore closely th a n th a t used for calculating areas to the m ethods
by w hich lengths of circum ferences a n d arcs are calculated in
elem entary geom etry. L et us assum e th a t the given curve represents
the g rap h o f the function y = f { x ) an d th a t we wish to find the
length M N of this curve (Fig. 36) betw een the points an d
N[ b t f(b)]. As in o ther problem s of this type we begin w ith an
a rb itra ry division T o f the interval (<2 , b) by m eans of the following

230
.'G E O M E T R IC A L A N D M E C H A N IC A L 231

points of division : a = * 0 < x^ < ... < xn — b. From every point

o f division we draw a p erp en d icu lar to the O X -axis and produce it
to intersect the curvejy = f ( x ) . T h e a rc M N of this curve is thus
d ivided in to n sections. L et us now connect each p a ir of ad jacen t
points of division of the section M N by a rectilinear chord. T h e set
o f these chords forms a broken line inscribed in the arc M N . T h e
length o f this broken line can abviously b e calculated. .

I f we now m ake the division T as fine as possible, th en the

constructed broken line will, evidently adjoin the arc M N m ore an d
m ore closely. T herefore as in the case of circum ference, it-seem s
obvious to define length of the arc M N as limit o f the length o f the
broken line as the division T tends to become indefinitely fine. I t is, o f course,
essential th a t this lim it should exist a n d th a t it should be independent
o f the -chosen system of division T . T his definition solves the first
p a rt o f o u r problem .
T h e length o f our constructed, broken line evidently depends on
th e division T o f the interval (a, b) ; we can therefore denote it by
L{ T) . I f we denote the required length o( the arc M N by L 'th e n ,
in accordance w ith our definition, we have :

L = lim Z (r),
0
t , 1 i y
w here 1{T) has its usual m eaning (the length o f the longest sub­
in terv al of the given division). In ord er to obtain a m ethod for
ev alu atio n of L on the basis o f this definition it is a t first necessary’to
find an analytical expression for the length L{ T ) of the constructed
broken line. T his can readily be done. T w o ad jacen t points of
division of the arc M N have th e following co-ordinates: / w i
a n d [■**;, /(**:)]; therefore the length o f the link in our chain connect­
i n g these two points-is - v ;•

V ( * f c — X fc-i )2 + [ / ( * * ) — f i x fc -ijF , ■
a n d consequently

L (T) = ^ V l x * - T l 7 .( * » )
1

L et us now assum e th a t the functio n / (*) has a continuous deri­

vative f ' {x) in the interval {ay b). I t then follows from L agrange s
theorem th a t
/ (*fc) ~ f ix k-i) = / ' (5fc) (x k — x k- i) (1 < k < n),
232 A C O U R SE OF M A TH EM A TIC A L ANALYSIS

where
x I*—i <C <Z. Xfe (1 ^ k ^ n).

Therefore assuming further that x k — x k- i — A*(l ^ k <n)

we have :

i ( r ) = 2 v ' “i ' + / T (5*) a *.

k= 1

Since it is given that the function f (a:) is continuous, therefore the

function

y / 1 + /'* < * ) = * W
is also continuous and we have :
n

L ( T ) = J ) <|»(5*) A t-
1

But we know that if I ( T ) -> 0, then irreepective o f the chosen divi­

sion and the position of the points £ k in the subintervals the follow­
ing integral has as its limit
b b b

J 4 / (*) d x = J y / 1 -f / '2 (*) dx = j* y/ 1 -J- y '2 dx.

<t a a
We therefore have :
b b

L = | V T + y * dx —j v 1 + / '> (*) <&, (1)

<i a

which fully solves our problem by replacing evaluation o f the length

L of the arc M N by evaluation o f an integral whose integrand is
known to us.
Example 1. T he catenary

. ex 4- e ~x
y — cosh x = ----^—

has the form shown in Fig. 37. Let us find the ength L o f the arc
o f this curve between x = 0 and x — a > 0. W e know that
ex — e~x
y ' = sinh * =
2
G E O M A T R IG A L A N D M E C H A N IC A L 233

an d therefore
y/ i y '2 = V I + sinh 2 x = cosh x
(this elem entary calculation shows th a t cosh 2 x — sinh 2 x — 1 for any
x). Therefore the general form ula (1) gives :
a a
r ...—.—_ r l o g 0 g—
®
L = J V 1 + / 2 d x = J cosh x <£v=sinh x | ^ = s in h a — ---- ^ ,
o 0

an d our problem is solved.

W e have so for assumed th a t the curve is given by an equation

o f the type = f (#). T his m eans geom etrically th a t every straight
line parallel to the O Y -axis intersects the section M N o f the given
curve a t one point only. T his condition m ay often prove to be res­
trictive an d in some cases it m ay be impossible to satisfy it for any
choice of coordinates — for exam ple, w hen we are calculating the
length of a closed curve. In such cases it is m uch m ore convenient
to use the m ore general p aram etric representation o f a curve by
m eans of two equations of the type
a: = 9 (*), = <M*) , (2 >
w here the p a ra m ete r t runs through a section a ^ t ^ p while the
point (x , y ) describes the section of the curve in w hich we are interes­
ted an d w hich, in this case, can be of
an a rb itra ry shape ; thus if
x = r cos t, y = r sin t y
0 ^ t ^ 2n (r > 0),
th en the point (at, y ) describes a full
circle
.v2 -|- y 2 = r2

o f radius r.
W e shall now try to find an expression for the length of the arc
o f the given curve w hen this curve is expressed as p aram etric equa­
tions o f the type (2). F or this purpose we subject the interval (a, p),
along w hich the p aram eter varies, to a division T w ith the following *
points o f division: a = t0 < tx < . . . < / « = p. T h e link o f the broken
line w hich corresponds to the section A k — t k — he- 1 of this division
evidently has the following length

V l ? (tic) - v + [<!»(<*) -
234 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

Assuming th a t the functions 9 (f) an d 4 (t) have continuous d e riv a ­

tives in the interval (a, (3), we have according to L ag ran g e’s th eo rem :

9(**) — 9 ( h - i) ~ ? ' (T *) (f*-i < 'tjc < t k), :■ '

4 (t 7c) 4* k—l) — 4* (T k) A fc {t k- 1 ^ T fc

and therefore the length of the broken line w hich corresponds to the
division T is

l (T) = £ v ? ,2 (T*> + r 2 <*'*) a * .

A= 1
I f the same value of the param eter t (for exam ple t 7.) stands
u nder the symbols 9 ' 2 and 4 */2> then for I (T ) -> 0 *) the sum on the
right-hand side tends, .as we know, to the integral
P-
...... . L = jv 9 ,2-(0 + 4 ' 2 (*)
a • ' -

In fact, however, Tk need not coincide w ith r k and this creates diffi­
cu lty in the lim iting process w hich we m ust overcome. L et us assume
for the sake of brevity th a t

V ? '2 (Tjfc) + 4 , 2(T k) = Pk, \ / 9 '2 (Tjfej 4 - 4 '2 (T' jjsp)

so th a t
n n n

L ( T ) = ^ p /jfcAfc = — Pk) A t .
t. k - 1 " k= 1 A= 1
T he first sum on the right-hand side tends to the integral (3) as
its lim it for / (T ) -> 0 . H ence in order to show th a t this integral is
also lim it of L (T ) it is sufficient to prove th a t the last sum on the
right-hand side tends to zero for I {T) —►0. W e shall do so now.

It 9 ' (Tjfc) = 0 , then p 1c = | 4 ' (Tfc) |. p ' k = | 4 ; ' ( t ' &) | and
therefore r
I p 'k — ?k I < 14' (T'*) — 4' (? k) 1
If, how ever, 9 ' (t j ) ^ 0, then p k > 0, p ' k > 0, an d

pV ~ P 'k2 = 4 '2 (tW O*)] 14' (t'0+W t*)]

*) l ( T ) d en o te s, as u su a l, th e lo n g e st su b in te r v a l A * o f th e d iv isio n T.
-GEOMATRICAL AND MATHEMATICAL' ' 235
an d consequently

P k~?k \~ • IW * ) - * ' (Tft) I < I ' ( T '*) — + / (T* ) !r

P' k~\~ Pk
so th a t evidently

< 1.
P'k “H Pk
W e therefore have in each case :

I p \ — ?k I < I ' (A ) — ' (t*) | ,

an d therefore,
n

I S (p * P k) A ft < ^ I 7 I Afc* (4)

k —\ k= l
But in accordance w ith o u r assum ption the function ^ ' (t) is
•continuous an d therefore also uniform ly continuous in the interval
(a, p). I f e > 0 is as small as we please, then evidently

I <!>' ('f'fc) — ty-' i^k) I .< e (1 < * .< -« ), (5)

provided I (T ) is sufficiently small. But it then follows from (4) an d
(5) th a t

I (P 'k — Pk) A ft e (p — a).

’ : ’ ‘ k= \ k= l .
T his proves th a t for I (T ) —> 0

2 (p7fc “ Pfc) A* -> 0,

k= 1

an d therefore
P
+ ? 2W dt.
a

H en ce if the.curve is given in param etric from the length of the

a rc corresponding to • the interval a t p o f the p aram eter is
ev aluated by m eans of the integral (3). It is evident th a t this
in te g ra l assumes the fam ilar form ( 1 ) for t = x.
236 A C O U R SE OF M A T H E M A TIC A L A N A L Y SIS

Example 2. Find the length of the cycloid (Fig. 38)

x = a{t — sin /), y = a (1 — cos t)

in the interval 0 ^ t ^ 2 tc.

We have (denoting differentiation with respect to t by dashes) r

x — a{ 1 — cos/), y = a sin /,

and consequently

* ' 2 y 2 _ 2 *z2 ( l —cos/) = 4 a 2 sin 2

y 2 = 2a sin — ;

hence

2 tt tc TC
L j* 2 a sin di — 2a j* 2 sin u du = 4 a( — cos u) = 8 a.

0 0 0

For further exercises cf. Problem Book by B. P. Demidovich,.

Section IV, Nos. 209, 220.

If instead of considering the interval (a, (3) we consider the

subinterval (a, /), where / varies from a to p, then the length o f the*
arc of the curve in the subinterval (a, /) will be a function o f /:

L = L {t) = J v V * ( « ) + f * («) du

(as usual, in such cases we no longer denote the variable o f integration)

by / but by any other letter, for example u ).

Hence

dL
UM - , - V r V©'+(£)!.
dL = y / dx *+ d y 2. 6
( ).
G E O M E T R IC A L A N D M A T H E M A T IC A L 237
In the case 'when t = x , y = f{x)> we have sim ilarly
X

= U x ) = | V I + f r'( x )d x .

L ' (x) = V i + f 2 (*) = V I + / 2

- V ■+ d
=

F orm ula ( 6 ) w hich is independent o f the choice o f the p a ra ­

m e te r £ shows th a t the differential o f the length o f the arc is equal to
th e hypotenuse o f a triangle in w hich the sides ad jacen t to the right
an g le are equal to the differentials of
th e coordinates of the points of the
given curve. T herefore w hen t = x,
th e differential of the arc o f the
•curve in transition from the point
>yh

Fig. 38. Fig. 39.

M(x, y) to the p o in t jV (* + A x , y + A y ) (Fig. 39) is expressed in

term s o f the length M T o f the section o f the tan g en t a t the point M
to the given curve betw een the straig h t lines parallel to O Y , w hich
h ave the abscissae x an d x + A x respectively.

A ny curve w hich is expressed in the given interval by equations

o f the type (2 ) and has a definite length, i.e, for w hich the lim it

L = lim L ( T )
l ( T) 0

exists in the sense in w hich we have often described it, is said to be

rectified in the given interval. I t evidently follows from w h at is said
above th a t every section of the circle (2 ) can be rectified provided
th e functions ? (/) an d + (/) have continuous derivatives in this section.
Such a curve can evidently be rectified also in any subinterva
(*, 0 (a < * < P) o f the interval (a, p)-an d its length in this suinterval
is a continuous increasing function o f t \ therefore, conversely, a defi­
nite value o f the p a ra m e te r t corresponds to every value o f L ( t ) ; this
238 A C O U R S E O F M A T H E M A T IC A L ANALYSIS*

follows from equation (2 ) an d difinition of a point on the given curve.j

In this case t, and therefore also x and y, are continuous functions of
L(£).For such a curve we can choose a length A o f a section o f this curve
as the param eter determ ining its points from a certain p oint onw ards
w hich is once and for all accepted as the origin for every o th er p o in t
on the curve. A definite point (x,y) on the curve corresponds to each
value of A such th a t the coordinates * an d y o f the points on the curve
become continuous functions of A :

* = h (*), 7 = f* PO ; (?)

this is evidently the param etric equatio n of a curve w hich is a

p a rtic u la r case of the general form (2). In m an y cases the form (7) is-
p articularly convenient owing to the simple geom etrical m eaning o f
p aram eter A. T hus, for exam ple, bo th derivatives

/'l W = ^ and / ' , ( * ) = !

o f the coordinates w ith respect to the p aram eter A have^ in this ease,,
a sim ple geom etrical tn e a n in g : I f we assume th a t L = A, th en it
follows from the relation (6 ) t h a t :

dx dx 1 dy dy y
'sf dx1 -j- dy1 x/ 1 T y '2 dh x j d x 2 -f- dy2 x/ 1 -f~ y 2 *

where y = dy[dx. I f a is the angle form ed by the tan g en t to th e

given curve a t the given point an d the positive direction of the O X -
axis, then y — tan a and therefore

dx dx
?= cos a, —rr ^ sin a.,
dA aA
These relations can be seen directly from Fig. 39.

T he established definition for rectification of a given section

o f the curve an d also the expression (3) for the length o f this section
evidently depend on the choice of the p a ra m e te r t in the initial
equations (2). These concepts can alsp have a purely geom etrical
definition w hich is quite indep en d en t of the an aly tical rep resen tatio n
o f the. given curve. O n the o ther h a n d it can be shown th a t,
provided some additional conditions are satisfied, the length o f th e
curve ( 2 ) also becomes in d e p en d e n t'o f the choice o f the p a ra m e te r L
However,, w ithin the scope o f this course we cannot go into th e s t
details. ' * ' ' • > . .
GEOMETRICAL AND MATHEMATICAL 239

W e have le arn t above th a t every curve w hich can be expressed

by a n eq u atio n o f the type ( 2 ) can be rectified in the given in te rv a l
(a, (3), provided the functions 9 (t) and 9 (if) have continuous derivatives
in this interval. In practice one frequently m eets the case w hen such'
an assum ption cannot be m ade w ith regard to the curve b u t w hen
the interval (a, (3) can nevertheless be divided into a finite n u m b e r
o f subintervals, in each of w hich this assum ption can be m ade
(for exam ple the contour of a polygon). In future we shall agree to^
call such a curve smooth in the interval (a, P)*h

I t can readily be shown th a t every smooth curve can be rectified.

In order to prove this, let us assum e for th e sake of sim plicity th a t
one “ singularity” always exists, w hich corresponds to the value t o f ’
the p aram eter t (the general case evidently creates no other difficul­
ties), so th a t it is know n, to begin w ith, th a t the given curve can be
rectified in each of the subintervals (a, t) and (t, (3); let its lengths^
along these sections be equal to L x and L 2 respectively. L et 7~be an
a rb itra ry division of the interval (a, (3 ) an d T ' a division resulting'
from the division T w hen the p o in t t is ad d ed as a point o f division:
In th a t case the broken line a ' w hich corresponds to the division T '
consists of two broken lines a ' \ and a '2 w hich respectively corres­
pond to the divisions of the subintervals (a, t ) an d ( t , ( 3 ) ; since the
curve can be rectified in these subintervals, the lengths of the broken
lines a ' i an d jf i 2 are correspondingly close to Lx an d Z2, provided
the division, is sufficiently fine, and therefore the length o f the broken
line a ' is close to L 1+L 2. B ut the length o f the broken lin eal w hich
corresponds to the diyision T, differs from the length of the broken
line a ' only insofar as the sum of two term s o f the latter, w hich
can be as sm all as we please, is replaced by a single term , i.e. the tw o
sums differ from one a n o th er by;.as little - as we please. H ence the
len g th o f the broken line A differs by as little as we please from the
length o f the broken line w hich, in its tu rn , is very close to L 1 +L2,
provided the division is sufficiently fine/ But this m eans th a t the
given curve can be rectified in the in terv al (a ’ (3) and its length is
equal to Lx+L2.

*) T h is is e v id e n tly e q u iv a le n t to th e ca se w h e n th e cu r v e ca n b e exp ressed '

b y e q u a tio n s o f th e t y p e .(2) in th e in te r v a l (a , (3), w h e r e <p(0' a n d <[;(*) are co n ti­
n u o u s e v e r y w h e r e w h ile <p'(i) a n d <J/ ( / ) e x ist a n d a re c o n tin u o u s everyw h ere
e x c e p t a t a fin ite n u m b e r o f p o in ts f a t ea c h o f th e se “ sin g u la r itie s” th e fu n c tio n 9(0
(as w ell,tas th e ^ ( t )) h a s a d e r iv a tiv e to th e r ig h t as w e ll as to th e le ft, b u t these-
d e r iv a tiv e s m a y h a v e d iffe r e n t v a lu e s . , r
240 A C O U R SE OF M ATH EM ATICAL ANA LY SIS

Integrals can be evaluated along curves w hich can be rectified

(and, in particular, along sm ooth curves) in the sam e w ay as along
straight lines. L et it be given th a t the given rectified curve is
-expressed by the equations (7), w here the functions f i a n d f 2 are
assum ed to be continuous. L et us take as origin one of the ends o f
the section of the given curve in w hich we are interested an d denote
by L the length of this section, so th a t the p a ra m ete r Avaries from
O to L along its length. L et us divide the interval ( 0 , L ) into
subintervals by m eans o f the following points o f division

0 = A0< Aj < ... < An = L,

a n d denote the sub interval (Afc_1? Aa) (1 ^ k ^ n) as well as the length

o f this subinterval by lk.

L et F ( x , y ) be a function of two variables defined a t all points

o f the given section o f the curve. Select an a rb itra ry point
A*k (A*..! < A*fc ^ Afc) an d assume th a t x k = f 1 (A* k)i y k = / a (A*fc),
so th a t {xk} y k) is an a rb itra ry point on th a t section o f the given curve
w hich corresponds to the subinterval lk along w hich th e p a ra m ete r
A varies. L et us construct the sum
n n

F { x k, y k) 4 = J V [/i (A**)/, <**»)]/».

k= 1 k= 1

I f the function F [ f 1 (A),/2(A) ] is in teg rab le* } in the interval

( 0 , L), th en the sum on the rig h t-h an d side o f th e last eq u atio n has
the following integral as its lim it, provided the division becomes
indefinitely fine :
L

} n / i ( X ) ,/ . w ] d x .
0

B y denoting the whole interval (0 , L ) o f the given curve by C, this

in te g ra l can be w ritten in the form

C
J F ( x , y ) dk

a n d is said to be an in teg ra l o f the fu n c tio n F (#, y ) along the curve C .

*) This will always be so if F ( x ,y ) is continuous at all points on the given

■curve (cf. also §88) so that F [ / x (>,), f 2 (X) ] is a continuous function of X in the
interval (0 , L ).
G E O M E T R IC A L A N D M A T H E M A T IC A L 241

Integrals taken along sm ooth curves occur frequently in

p ractical applications. As sim pler typical examples of this kind we
shall consider in §54 problem s connected w ith m echanical ch aracter­
istics of plane curves.

§ 53. L e n g th s o f a r c s o f c u r v e s in s p a c e

E valuation of the lengths o f curves in space is so sim ilar to w hat

has been said in th e previous p a ra g ra p h in connection w ith plane
curves th a t we can restrict ourselves to giving the fundam ental
definitions an d results only.

1°. I f the section A B of the given curve can be expressed by

the equations
y = f i (*), Z = f 2 { x ) { a < at < b )

an d if the functions (*) andf 1have continuous derivatives in

f 2 { x )

th e interval {a, £), then the section A B has a definite length w hich is
eq u al to
b b
l = J i
a
V W a~ + 7 2 dx = | V i " + 7 '7 w
a
+/7 W (l)
dx.

2°. In general, if the section A B of the given curve can be

expressed by the following p aram etric equations

* = ?(*)> y = £ = x(0 (a < t < p), (2)

w here the function 9 (/), <]*(/), X ( 0 have continuous derivatives in
th e interval (a, p), then the section A B has a definite length w hich is
eq ual to
P
L = J V?'2(0 + ^(f)
a
T~y/*UTdt. (3)
3°. I f we denote by L(t) the length of the section AB o f the
curve in the condition 2 °, w hich corresponds to the subinterval (a, t)
o f variation of the p a ra m ete r (a < t ^ (3), then

L ' ( t ) = V ^ 2T tY + V %(t) -t y.'2(0

and

dL — V dx’- + dy2 -f- dz2-

242 A C O U R SE OF M A TH EM A TIC A L A N A LY SIS

In particu lar, w hen we have the conditions 1°

L'(x) = V f ^ y ' 2 ± z'2 = V 1 T/ / " 2 .

4°. T h e curve (2) which has a definite length along the section
AB can be rectified along th a t section. I f the section A B of a conti­
nuous curve can be divided into a finite n u m ber of parts, along each
of w hich the curve satisfies th e conditions 2 °, then the curve is said
to be smooth along th a t section. Every sm ooth curve can be rectified.

5°. A curve w hich can be rectified can be expressed by eq u a­

tions of the form
X = cp (X),y = + (A), Z = X (A), (4)

where A is the length of the curve from a fixed origin to the point
{x,y, z)- In this case

= 9 ' (A) = cos a, ' (A) = cos (3, — = / '(A )=cos 7 ,

w here a, (3, y are angles betw een the positive direction of the axes of
coordinates and the tan g en t to the given curve a t the p o in t z)
draw n in the direction of increasing values of A.
6 °. I f a curve w hich can be rectified is given by an equation
of the type (4) and the function F{xi y i z) is continuous along the
section C (Ax ^ A ^ A2) of the curve, then the integral
x2
| F [9 (A), <KX),x(V)NX
^1

is said to be “ the integral of the function F (x,y, z) along the curve

C” and it denotes

J* F (x,y, z) d \.
C

§ 54. Mass, centre of gravity and moments of inertia of

a material plane curve

1. W e consider a section C of a sm ooth plane curve given by

the following equations :
* = 9 (A)>y = + (A)> (l)
w here A is the length of. the arc of the curve taken from the beginning
of the given section so th a t w hen the p oint ( * ,/) runs along th e
G EO M ETR IC A L A N D M A TH EM A TIC A L 243

section C, A increases from 0 to a n u m b e r L w hich represents the

len g th of the whole section u n d er consideration. For the sake of
brevity we shall in future denote the “ point A” of the given curve
-as the p o in t (x, y) which corresponds to the given value o f A.

W e assum e th a t a mass is distributed along the given section of

the curve (“ m aterial curve” ). L et M{K) denote the mass distributed
betw een the points 0 and A on the given curve and let the function
M (A) have a continuous derivative M ' (A) — p (A) in the interval
(0 , L). W hile considering a rectilinear section in § 27, we have agreed
th at p (A) should be called density of the mass at the point A on the
given curve. T h e argum ents w hich we used a t the tim e in support
o f this term inology also rem ain valid in the general case (if, as we
assum e, the curve is sm ooth). Form erly we h ad to restrict ourselves
to rectilinear sections only, because a t th a t tim e we were not a cq u a in t­
e d w ith the general concept of the length of an arc.

H ence we shall call the qu an tity p (A) density of the mass a t the
point A on th e given curve. Since p (A) = M f (A), therefore,
conversely
x

M (A) = j* p (u) du
0

{the lower lim it of integration is so chosen th a t M { 0) = 0 ) . I f we

w ant to determ ine the mass

M ( Al 9 Aa) (0<A!<A 2 <L)

In the subinterval (A1} A2) of our curve, we find th a t

^2

M ( \ , A2) = M (A2) — M (Aj) = | p (u) du = j p(*,_y)</A. (2)

Xi C

T his form ula expresses the mass of an a rb itra ry section of a

m aterial sm ooth curve w hich is a t every point given in term s o f the
density p(A) o f the mass.
2. I f we have a system of a finite n u m b er n of m aterial points
situated in one plane, whose masses are respectively m2, . . . , mn
a n d their coordinates (#i, J>i), ( x 2>y 2)> • • • >{x n>yn), then the coordi­
nates of the centre of gravity of this system are, as we know,
244 A C O U R SE O F M A TH EM A TIC A L A N A L Y SIS
n n
2 m kx k 2 m ky k
=1 k=1
n y
n (3>I
2 mk v1 m k
= 1 k= 1
n
or, denoting by M = ^ 7?ik the mass o f the whole system,
k= 1
n n
1 VI - 1 VI

ii
M m kXk,
k= 1 k= 1
L et us now assume th a t the mass is n o t centred a t individual
points b u t is continuously distributed along the interval (0, L) o f th e
sm ooth curve (1). W e shall try to give a com prehensive definition
o f the centre of gravity o f such a system and find a m ethod for
evaluating its coordinates.
L et us divide the interval (0, L ) into a rb itra ry parts (“ subinter­
vals” ) by m eans o f the following points of division
0 = A0 < Aj < ... < An = L (T)

an d assume, for the sake of brevity, th a t Afc — A ^ = A k (1 < k

L et the density o f the mass a t the point A on our curve be eq u al to
p (A) (0 < A ; we assume, as before, th a t the function p (A) is
continuous along th a t interval. A ccording to form ula (2) the m ass
o f the subinterval A * is equal to
A k

A
' k- 1
a n d it follows from the m ean value theorem (§51) th a t
m k = p (A**) Afc, '
w here A*k is a point in the subinterval A /c. I f the subinterval A k is
very small, we can im agine it to be a m a terial p o in t o f mass m k situ ­
ated a t the p oint A* k on our curve. I f we perform this replacem ent
along every subinterval of the division (T ), then our m a te ria l curve
will, as an approxim ation m easure, be replaced by a system consist­
ing o f n m aterial p o in ts ; the masses an d the coordinates o f these
points w ill respectively be equal to
m k = p (A *fc) A/c, "xb = cp (A*&), y k = ^ (A *ft) (1 < /? ),
G E O M E T R IC A L A N D M A T H E M A T IC A L 245

a n d it follows from form ula (3) th a t the coordinates of the centre o f

g rav ity of this system will therefore be

S p(A*7c)
9 (A**) A* s p ( A * * ) + ( A * * ) A*

x ( T ) = k— —---------------------t y { T ) = k~ X n--------
2p(A **'A ,t 2p(A **)A *
k= \ k=l
As the division (7“) becomes indefinitely fine, the constructed
fictitious system consisting of a finite nu m b er of m aterial points
resembles m ore an d m ore closely our m aterial curve. W e therefore
n a tu ra lly assume th a t the coordinates (#, y) of the centre o f gravity
o f the given m aterial curve will be respectively equal to the lim its of
th e n u m b e r x (T ) a n d y (T), provided the division (7*) becomes in­
definitely fine. T his evidently gives

J p (A) cp(A)d~h J x p { x , y ) rfA

— 0 C ___
X L

J
0
p (A) d'k J
c
P[ xt y ) dy

J p 00<MA)<0> | y p (x , y ) d h

0 c
y = i t --------------- (4)

j P max | p (*, y) dlK

0 c

o r, denoting by

M = j p (A) rfA
0

th e mass of the whole given interval,

^J ^J
L

"x = p (A ) <p (A)rfA = xp{x,y) d \

0 ‘ c

J = i f0 p(A)m ^ = i fC M x , y ) dXt
246 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

If our interval is physically homogeneous, i.e. if p(A) = p is a

constant along its length, then the form ulae (4) give :
L L
x= <p(A)dA= -J.vdA, y = - j ~ J + (A )< A = -|- j*y dk. (5)
0 C 0 c

L et us again re tu rn to the m echanical system w hich consists of

a finite nu m b er o f m aterial points. L et m 2, ..., m n denote th e
masses a t thesepoints and r lf r 3,........, r n their distances from a n a rb i­
tra ry axis (or from a definite point). T h e sum
n

k= 1
is called moment of inertia of the given system w ith respect to the given
axis (or point). I f the points of our system are situated in one p lan e
a n d have rectangular coordinates (x^y^, (*n>_y»)>
then m om ents o f inertia w ith respect to the O X -axis, the OY-axis
and the origin O are respectively equal to
n n n
Kx= m ky 2k, K y = m lcx 2 k, fC0 = ^ m k (x 2k + _y 2fc)-
k= 1 k= 1 /c—1
L et us now assume th a t instead o f having a system composed
o f a finite num ber of m aterial points we have a m aterial section o f
the curve (I) w hich we have considered above.
M aintaining all previous notations an d repeating all argum ents
w ith whose help we obtained a definition for the coordinates o f the
centre of gravity of such a section, we readily o b tain the following
n a tu ra l definitions for its m om ents of inertia w ith respect to the
O X -axis, OY-axis an d the point O :
L

= | p (A) 4r (A) dk = | y p (x, y) dk, (6 >

0 C
L

= J P (A) 9 2 (A) dk = J *2p (x, y) dk,

0 c
L

= 1 ^ ^ ^ = I* (x2 + y 2) p (X) y) dk.

0 C
GEOMETRICAL AND MATHEMATICAL 247

Example. L et us find the coordinates of centre o f gravity of

a hom ogeneous semicircle x2 + jya — a2 {y ^ 0 ) an d also m om ents of
in teria of this semicircle w ith respect to the d iam eter joining its ends.
In view of sym m etry it is evident th a t x = 0 ; therefore we have only
to find y and K x. D enoting by A the length of the arc of the semi­
circle as counted from one of its ends we can w rite the equations o f
this curve in the form

.v = a cos — , v = a sin — (0 ^ A ^ rca).

a a

I t therefore follows from form ula (5) th a t

na
y = f a sin — dfA
0

O n the other hand, form ula ( 6 ) g iv es:

7:a
K = J pa2 sin 2 — d \
0

§ 55. Capacities of geometrical bodies

As a rule, evaluation of capacities of geom etrical bodies requires

m ore com plicated analytical m ethods th a n those w hich we have learnt
to use so far. W e shall consider this
p ro b le m in detail later (C h a p ter 27).
H ow ever, m any problem s can be com ­
pletely solved w ith the help of simple
integration and we shall now consider
such problem s.
L et us assum e th a t we w ant to cal­
culate volum e of the body represented in
Fig 40. L et us select an a rb itra ry re c t­
an g u lar system of coordinates O X Y Z in
space and let us agree to call the coordi­ F ig . 4 0 .
n ate z a s ‘‘h eig h t” of the p o int (above the
p lane X O Y ). T he plane z = h (where A is a given a rb itra ry real
num ber) generally intersects our body form ing a definite plan e figure.
W e shall assum e th a t area of this “ section” is know n to us (or
we can evaluate it in one w ay or the other) for every value of h:
 248 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

This area will in general be different for different values of h \ it is a

function of h w hich we shall denote by s{h). T h e special class o f
problem s w hich we shall now consider is characterised by the fact
th a t the function s (h) (the area of the cross-section o f the body a t the
height h) is assum ed to be given an d it is necessary to use it for
expressing the volum e V of the given body.
L et us a t first assum e th a t the given body is a right cylinder, i.e.
all its horizontal sections w hen projected onto the X O Y -p lan e result
in the same figure (Fig. 41). I f this figure is a circle, then we are
dealing w ith a right circular cylinder whose volum e, as we know from
elem entary geom etry, is equal to the p ro d u ct of area of the base an d
height. W e shall natu rally try to a d ap t this ru le to ap p ly to the
general case w hen the base of the cylinder is o f an a rb itra ry shape *).'
W e therefore accept th a t volum e o f any body in the shape o f a
right cylinder is equal to pro d u ct of th e area of the base o f this
cylinder and its height.**)
L et us now consider the general case (Fig. 40). Let the lowest
point of the body be situated a t the heig h t a a n d the highest p o in t a t
the p o int b. L et us divide the interval (<a, b)
arb itra rily into several p arts (subintervals) by
m eans o f the following points of division :

a = hQ < hx < A2 < ••• < hn = b ( T )

and let us select in each subinterval

(h £_!, hjc) = A k
an a rb itra ry point z k such th a t
h jc- 1 ^ Zk ^ hk (1 < £ < „).
Fig. 41. T h e fam ily of planeis z — hk (£ = 0 , 1 ,...,« )
divides the given body into horizontal “ layers*’
whose thicknesses are equal to A k = h k — h k- 1 o f the corresponding
subinterval. I f this value is very small, then the volum e v k o f the A;-th
layer will be approxim ately equal to the volum e o f a rig h t cylinder

*) F rom a lo g ic a l p o in t o f v ie w w e e v id e n tly fin d o u rselv es a g a in in th e u su a l

situ a tio n : th e c o n c e p t o f v o lu m e o f a b o d y , ex c e p t for a few ca ses c o n sid e r e d in
elem en ta ry g eo m e tr y , h as n o t y e t b e e n d efin ed a n d it is o u r first d u ty to g iv e a c o m ­
p reh en siv e g en er a l d e fin itio n .
**) T h is a ssu m p tio n is a n a lo g o u s to th e a ssu m p tio n s m a d e earlier in c o n n e c ­
tio n w ith v e lo c ity o f u n ifo rm m o tio n , w o rk d o n e b y a co n sta n t force, e tc ., w h e n We
w er e so lv in g th e re sp ec tiv e p ro b lem s.
 G E O M E T R IC A L AND M A T H E M A T IC A L 249

•of height Aic whose base is equal to one o f the sections of the body
w ithin this layer, e.g. to the section o f the body a t the height Zk*
Since area of this section is equal to s (z k), the volum e of this right
-cylinder is equal to s(Zk) A & ; hence we can assume approxim ately
th a t

vk ~ S ( Z k ) A Jfc,

and consequently
n n
V = ^ Vk ^ ^ S (z k) Ak>

k= 1 k= 1

these approxim ate equations will natu rally be m ore accurate as the
division (T ) becomes fin e r ; we therefore assume as usual th a t by
definition

Tl

v = Jim V s (Z k ) A k>
/(T)—
>0 U
k= I

provided, of course, the above lim it exists and is independent of the

chosen system of division a n d choice of the points Zk along the sections.
But, as we know , this always holds, provided the function s (h) is con­
tinuous in the interval (<z, b) ; therefore in this case
b
V = \ s ( h ) d h . (1)
a

T his form ula solves ou r problem and defines the general concept of
volum e o f a body w ith the given cross-sectional areas ; it also gives a
definite m ethod for evaluating this volume.

Example 1. L et the given body be a pyram id of height H,

whose base is an a rb itra ry polygon of a re a S. W e know from ele­
m entary geom etry th a t the cross-section of this p y ram id at the height
h represents a polygon sim ilar to the base whose area is proportional
to the square of the distance of this section from the vertex o f the
py ram id, i.e. p ro p o rtio n al to (H —h)2.

W e therefore have in this case :

s(h) = k ( H - h)2,
250 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

.where k is a constant which can readily be found from the condition

s(0 ) = S :

S -k H ', * - - L ,

an d therefore

s(h) = h)'1 = s ( l - ~ ) \

F orm ula ( 1 ) gives us the following expression for volum e o f th e

pyram id

o
T h e substitution 1 — h j H = u gives

F = s j u%H du = —j-.
0

We can thus see how easy it is to ob tain w ith the help of integral
calculus the form ula w hich can otherw ise be deduced w ith m uch
g reater difficulty by using the m ethods of ele­
m entary geom etry. All argum ents an d results
rem ain fully valid if the base is not a polygon
b u t any plane figure of area S. In p a rtic u la r,
for a cone of height H y whose base is a circle o f
radius/?, we have the following know n form ula
71p H
3 *
Fig- 42. Exam ple 2. L et the given body be a
sphere of radius /?, the heights h of whose cross-
sectional areas are m easured by their distance from the equatorial
plane (Fig. 42). It can be seen from the d iag ram th a t the radius r
of the section a t the height h is equal to

r = V ^ - h\
therefore the cross-sectional area is
s (h) = n r 2 — n [R 2 — h2),
 G E O M E T R IC A L AND M A T H E M A T IC A L 251

an d the volum e o f this sphere as obtained from form ula ( 1 ) is

R R R
V — J 7T ( R 2— h2) dh = TzR2 j* dh — it j* h2dh = ^ - R 3.
—R -R -R
Exam ple 3. L et the section a ^ x ^ b of the curve y = f *)
revolve ab o u t the O X -axis *) ; let us find the volume V of the body
ob tained as a result of this revolution (Fig. 43). All cross-sections oT
this body w hich are perpendicular to the O X -axis are evidently circles.
A section by the plane x = h(a ^ h ^ b) has, in this case, a radius,
eq u al to f ( h ) an d therefore its area is equal to ~ [y V 0 1 2- W e therefore
o b tain from form ula ( 1 ) :
b

V = -jL /W rfA .
a
L et us also consider evaluation of the surface of the body result­
ing from the revolution described in exam ple 3 ; we m ust rem em b er
th a t we have so far not defined the general concept of the surface of a
curved figure, an d we m ust therefore begin by giving this definition
(a t least for bodies resulting from revolution). For this purpose let
us perform the usual division T of the interval (a, b) w ith the help o f
the following points of division >,
a — x 0 < x ± < . . . < x n = by
w hich corresponds to the division of the given section of the curve into-
n parts by m eans of the points [ ** ,/(■*;*.)] {k = 0, 1, .. , n). Join-
each p a ir of adjacent points of division [**—i, f { x /.--i)], [ (a*,/!**)]--
by a rectilinear chord whose length is equal to

h = V ( x / : — x k- 1 ) 55 -f [ / ( * * ) - - / ( * fc_i)]2.
As the broken line form ed by this chord revolves ab o u t the OX-axis,.
the area S* of the surface resulting from this revolution can be re­
g ard ed as approxim ately equal to the required area S of the surface
resulting from the revolution of the given section of the curve. I t is
obvious th a t S* will be closer to S as the division T becomes finer ;
we therefore assume th a t
6 1 - lim S*
l(T )^0
an d proceed to find an analytical expression for S.

*) W e a ssu m e , for th e sak e o f s im p lic ity , th a t f (x) ^ 0 (a ^ x ^ b).

•252 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

W e note in this connection th a t if the chord I k revolves ab o u t

-the O X -axis, it describes a cut cone (Fig. 44) whose generating line

is equal to l k and rad ii of the bases / { x and f ( x k) respectively.

T he side surface of this cut cone is equal to

$ k — K [ f (*fc-i) + / ( * * ) ] Ik'

.Let us assume th a t the function f { x ) has a continuous derivative in the

in te rv a l (a> b). I t then follows from L ag ran g e’s theorem th a t

/( * * ) — f ( x k- i ) = / ' ( £ * ) (*» ~ x k- 1 ),

w here a: &_x < < x k ; therefore if we assume, as usual, for the sake
»of brevity, th a t x k — x k- x = A &(1 < k < n), we obtain :

h = V i " + 7 #r( 'Q

an d therefore

S* = n [ /( * * - ,) + /(* * )] V l + f * <!*) Aj, ;

Whence

n n

-s * •= 2 iS'* = * 2 [ / ( * t - i ) + / ( * * ) ] v r + / ' m q a * =
•k =il k— 1

= 2* 2 / ( 5 * ) V I + / ' 2(5t) A* +
k=\

+ * 2 + / ( * * ) - 2/(5&)] V l + 7 ^ ( 5 * ) A t.
A= 1
G E O M E T R IC A L AND M A T H E M A T IC A L 253'

As /(T ) -> 0, the first term on the rig h t-h an d side tends to the lim it,
given below, since we have assum ed th a t the function f ' (x) tends to-
the lim it
b
2 tt J/M
a
V 1 + / ' 2 (*) dx.

T herefore if we can prove th a t the second term on the right-hand-

side tends to zero for 1{T) —►0, then existence o f a lim it for S* will,
be established a n d we have :
b
S =i lim S* = 2n \ f { x ) V • + f ' 2(x) dx.
l(T) 0 J
a

But it follows from the uniform continuity of the function f { x )

th a t no m a tte r how sm all e > 0 we have for every sufficiently fine-
division T :

[/(*;<- 1 ) + /( * & ) “ 2/ (£*) | < £ (1 < k < «),

and consequently

£ [ / ( * *-i) + / ( * *) - 2 / ( 5 *)] V i + / ' * (5*) a *

A=1

^ £ £ + /'2 {Ik) A* = £ 2 * * ^ e ^ ’
A= 1 A= 1

w here L is the length of the given section. T his evidently proves a lt

th a t was required.
If we assum e, for the sake of brevity, th a t f (x) = y , then we can
w rite the following form ula for the side surface of a body resulting,
from revolution as ob tain ed above :
b
S =2n jy y j ] q- y “
‘ dx.
a

For exercises in connection w ith § 55 c j . Problem Book b y

B. P. D em idovich, Section IV , Nos. 183-185, 192, 195, 199, 200, 228.
 CH APTER XV

APPROXIM ATE EVALUATION OF INTEGRALS

§ 56. Problematic setup

We have already m et various definite problem s of p ractical im ­

portance, whose solution involves evaluation of integrals. W e m ust
now probe fu rth er into w hat is m ean t by “ finding” or “ evaluating”
an integral. If we are given the integran d an d limits of integration,
then the integral takes a definite num erical value ; it is finding of
this num erical value w hich represents the problem atic setup. W hen
th e num erical value o f the integral can be expressed in term s of
symbols generally used in m athem atics (for exam ple 5/7, \ / 2 , tz2 / 4,
sin (0.5), etc.), “ finding” o f the integral evidently implies its expres­
sion in term s o f these symbols. H ow ever, most o f the real num bers
-cannot be expressed in this final a n d simple symbolic w ay a n d we
m ust therefore consider the possibility th a t our integral will be one
such num ber. N um bers of this kind can only be approxim ately
w ritten, for exam ple, in the form of decim al fractions w ith a definite
n u m b er of accurate decim al places. T herefore finding o f integrals
■evidently involves their approxim ate evaluation w ith a certain degree
o f accuracy. If, for exam ple, we succeed in finding an instrum ent
w ith whose help our integral can be represented as a decim al frac­
tion w ith a preassigned nu m b er of accu rate decim al places, w e can
say th a t our problem is solved in principle, for the term “ ev alu atio n ”
generally implies nothing else ; by the w ay, if the integral can be ex­
pressed “ exactly” by one of the symbols m entioned above, th en this
form of expression only implies a certain definite instrum ent for the
ap proxim ate evaluation of integrals ; thus if we find the given integral
.as equal to tz2, this w ould enable us to represent (only by m eans o f
geom etrical m ethods for the approxim ate evaluation of the n u m b er 7r)
th e given integral in the form of a decim al fraction w ith an a rb itra ry
.num ber o f correct decim al places.

254
A P P R O X IM A T E E V A L U A T IO N O F IN T E G R A L S 255

T h e instrum ent w hich enables us to evaluate the given integral

ap proxim ately w ith an a rb itra ry degree o f accuracy is derived from
the definition of an integral. W e have defined an in teg ral as lim it of
sums of definite form in a definite process (when the interval o f integ­
ratio n tends to becom e indefinitely small). By subjecting the basic
interval to sufficiently small divisions an d constructing the sums m en­
tioned above for this division, we evidently o b tain an approxim ate
value of the integral w ith an a rb itra ry preassigned degree of accuracy.
H ence, in general, a com prehensive m ethod for evaluating integrals
is already provided by its definition. A nd if, besides, we are looking
for and keep looking for other m eth o d s leading to this goal, this is
entirely due to the fact th a t the d irect m ethod c a n n o t be p ra c ­
tically applied to m ost of the cases because of its technical difficulties
an d complexities.
W e have already said th a t the best m ethod for w hich science is
indebted for all its p ractical successes in this field is the m ethod con­
necting the concept of integral w ith the concept of prim itiv e of a
function and w e have seen in several exam ples how easy is to use this
m ethod for solving problem s of integral calculus. I f we can find the
prim itive F (x) of the function f (at) in interval (a, b), then
b
[ / ( * ) dx = F{b) - F(a). (1)
a
H ence evaluation of the integral in this case involves evaluation
o f two values o f some know n function. W h at is m ean t by the
“ know n” function F (x) ? In general, this can m ean nothing b u t an
in stru m e n t for finding the approxim ate value o f this function w ith an
a rb itra ry degree o f accuracy. W e have seen th a t in m any cases this
in stru m e n t is sim ple a n d convenient to ap p ly and form ula ( 1 ) readily
solves o u r problem . W h at, then, is necessary to achieve success ? W e
know (§ 50) th a t every continuous function f (x ) has a prim itive.
H ence form ula ( J ) can, in principle, be used for evaluating an in te ­
g ra l of any continuous function. H ow ever, the knowledge o f existence
o f the function F (x ) is insufficient for this purpose : it is also necessary
th a t this function should be know n to us, i.e. we should be able to find
its approxim ate value w ith an a rb itra ry degree o f accuracy ; m oreover,
from a p ractical point of view it is also necessary th a t the m ethod
av ailab le for the ap p ro x im ate evaluation should be simple and con­
v enient, otherw ise it can n o t be used for p ractical calculations. T his
will always be the case w hen F (x) belongs to the class o f “ elem en tary ”
256 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS-

functions, since good methods for approxim ate evaluation are available
for all such functions.

However, except for a m inority of cases (to w hich, fortunately,,

belongs a fairly large class of functions w hich are very frequent in
practice) the problem is m ore com plicated. D ifferentiation o f ele­
m entary functions always results in other elem entary fu n ctio n s; how ­
ever, the position is quite different for in teg ratio n ; elem entary functions-
always have prim itives (since all elem entary functions are in general
continuous), b ut these prim itives will no longer be elem entary func­
tions. We can give m any exam ples of sim ple elem en tary fu nctions
whose prim itives are no longer elem entary : for exam ple the function
1 / In x, 1 / ■y/ l *T x* an d m any o th e rs ; w ide classes o f such functions-
w hich we shall consider later, have been discovered by P. L. Ghebyshev*
L et us assume, for exam ple, th a t we w an t to evaluate the integral
3

w here F (*) is prim itive o f the function 1 / In x. We m ust a t first

evaluate F (3) -and F ( 2 ). But how can we do this if we do not know
a convenient expression for the function F(x) an d also know in a d ­
vance th a t F (x) cannot be expressed in its final form in term s o f
elem entary functions ? F orm ula (2) does not obviously help us to
evaluate the integral since all th a t we know a b o u t the function F ( x )
is th a t it is prim itive of the function 1 / In at (w hich we know exists) ;
we have a t our disposal no o ther m ethods except the direct or indirect
use of the definition of an integral.

I t follows from w h at has been said above th a t in teg ratio n o f

functions can serve as a new pow erful m eans for defining an d study­
ing.other non-elem entary functions. In each case w hen the elem en­
ta ry function f (at) has no elem entary prim itive, its prim itive
X

J f{u)du = F{x) (3)

a
represents a new non-elem entary fu n ctio n ; a t first we only have th e
definition (3) to help us study this function, i.e. we know n o th in g
except th a t F{x) is prim itive of the function f { x ) . M an y functions
w hich w ere prim arily defined in- this w ay received outstanding im ­
p o rtance in the course of scientific d e v elo p m en t; th e properties o f
a p p r o x im a te e v a lu a t io n o f in t e g r a ls 257

these functions were studied in detail and tables resem bling logarith­
m ic and trigonom etric tables were constructed for m any functions.
T his was the case w ith the function

f du
J"hT ^ 5
2

w hich we have considered above and w hich is usually denoted by

Li(.v) ; it is called the ‘‘integral lo g arith m ” .

I f we now retu rn to the approxim ate evaluation of integrals, we

can see th a t this problem cannot always be solved by means of p ri­
mitives, and therefore it is most im p o rtan t to find other methods
w hich are m ore convenient from a practical point of view. These
m ethods can be divided into two large groups : the m ethods of
the first group are based on the original definition of an integral as
lim it of a sum and are perfected as far as possible so as to m ake them
convenient for practical calculations; we shall consider in this chapter
the sim pler of these m ethods (which are sometimes called “ m echani­
cal q u a d ra tu re s” ) ; the second group contains m ethods based on the
ap proxim ate substitution of the integran d by an o th er function whose
prim itive is elem entary and a t the sam e tim e close to the prim itive
of the given fu n c tio n ; these m ethods necessitate application of a
m uch m ore com plicated ap p aratu s o f m ath em atical analysis an d we
shall consider them later (section IV ).

§ 57. M ethod of trapezium s

T h e m ethod for the approxim ate evaluation of integrals, usually

know n as the “ m ethod of trapezium s” , is well illustrated in Fig. 45,
w here we have chosen a very rough division T of the interval of
integration (a, b). K eeping to our usual symbols we find th a t area
of the shaded “ leader like” figure is evidently equal to the “ lower
sum ” :
n

s ( T ) = ^772 /; A fc,
k=\
w hereas the “ upper sum ”
n

S(T ) =
A= 1
 258 A C O U R S E O F M A T H E M A T IC A L A N A L Y S

is equal to the area of the surrounding “ ladder-like” figure w hich is

obtained from the shaded figure by ad d in g the rectangles b o u n d ed
from above by the dotted line. I t is evident th a t for this rough
division of the interval (a, b) bo th sums will differ noticeably from
the integral
b
| f{x)dx,
a
w hich represents the area of a curvilinear trapezium an d w hich we
are trying to evaluate approxim ately.

L et us jo in each p a ir of adjacent points o f division o f the

portion of the curve y = f (*) by a rectilinear chord an d consider the
area S of the figure bounded from above by
the broken line composed of these chords,
from sides by the straight lines x = a an d
x = b and from below by th e O X -axis. W e
can already see th a t even w ith our rough
division T the area S tends to come very
close to the area of the curvilinear tra p e z ­
ium w hich we are trying to ev alu ate— in
any case it comes m uch closer th an either
of the two “ ladder-like” figures considered
F ig . 45 . above. T herefore it is by far the most con­
venient to take S as the ap p ro x im ate value
o f the given integral instead of taking the up p er or low er sums of the
division T, particularly since, as we are going to show, th e calcu la­
tion of S is no m ore com plicated th a n the calculation of th e u p p er or
lower sums. W e m ust, of course, keep in m ind th a t F ig . 45 only
illustrates b u t does not prove an y th in g — this is so because it show s.
only the positive p a rt of the function f ( x ) w hich is always convex to
the same s id e ; however, the preferential use of S instead of the u p p er
an d lower sums w hich it illustrates rem ains valid in m any o th er cases.

As usual, let us denote by x k a n d A s the points an d sub in te r­

vals of the division T an d assume for the sake of brevity th a t

/(* * ) = J k (k = 0 , 1 , . . . , n).
L et us also assume for the sake of sim plicity th a t f ( x ) > 0 (a * < * )•
T h e sum is sum of the areas of the rectan g u lar trapezium s situated
above the individual subintervals Azc (hence the n am e “ m eth o d of
trapezium s” ) ; the trapezium , situated above the subinterval A j (, has
APPROXIMATE EVALUATION OF INTEGRALS 259

height A* an d bases an d y k (k = 1, 2 respectively; its

area is therefore equal to

y ic-i + j p c
A ft,
2
an d therefore
n

S — ~2 S k-i + y ft) A*.

k=\
I f we w ant to o b tain a definite degree of accuracy, we must
n atu rally select a sufficiently small sub-division of T (with a sufficient­
ly sm all l ( T ) ) ; otherw ise the choice of points of division x k rem ains
a rb itra ry an d this fact can be used to simplify the problem as far as
possible. Since our form ula necessitates evaluation of the function
f (x) at all points of division, we must a t first analyse the points w here
the values of the function f i x ) will be the sim p le st; it m ay h ap p en ,
for exam ple, th a t this will be the case a t all rational points or points
w hich are m ultiples of tt, etc. I f there are such points, then it is
evidently most convenient to select the points of division am ong
them . If, how ever, the function f { x ) is such th at it has no p referen ­
tial points, then it is, of course, the simplest to divide the interval (a, b)
into n equal subintervals ; we thus have :

= (!<*<«).

an d we obtain

k= 1
+EM- e>
T his is the value w hich we accept as the approxim ate value o f the
given integral. It can be readily seen th a t form ula (1) rem ains valid
in the general case w hen nothing is given w ith regard to the sign of
th e function f i x ) . N atu rally in order to assess the approxim ation
given by this expression we m ust learn to assess the error incurred.
W e can see below how this is done.
R eplace the c u rv e y = f ( x ) in an interval (a, (3) (j3 —a = A > 0 )
by the straight c h o rd y = l{x) w hich joins its ends so th a t /( a ) = /( a ) ,
/(P) = / ( P ) , W e shall try to assess the difference o f the integrals
260 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

P P P
| / (x) dx — | / (^) dx = J f (x) dx — ^ A*
a a a

L et us assume for this purpose th a t

* M = («< x < »

and consider the function

? (<) = / W - l{z) ~ £(*) ( * - a) (z - [3),

where * (and therefore also £(*)) is assum ed to be constant (oc< *< p).
We evidently have 9 (a) — <p(p) = 0 ; b u t it follows from the defini­
tion of g(x) th a t 9 (.v) = 0, as we can readily see. H ence the
function 9 (4 :) vanishes a t the points a, (3 an d x (a < x < ‘(3); let us
now assume th a t the fu n ctio n / ( * ) has a second continuous derivative
in the interval (a, p) ; the function 9 (4 :) will evidently also have this
property. A pplying R olle’s theorem to this function in the sub­
intervals (a, *) and (x, (3) we find th a t (z) vanishes twice in the
interval (a, (3) ; the second application of R olle’s theorem (to the
function <?'(z)) shows th a t the function y n(z) also vanishes a t a point
£ in the interval (a, (3 ). But since ln(z) = 0 , therefore

0 = ? '( 5 ) = / " (0 - 2 S (x)

a n d consequently

s W = y /"

from w hich it also follows th a t f " (£) is a continuous function of a\

W e therefore find th a t

/ ( * ) - /(*) - - y / ' « ) ( * - « ) ( * ~ P),

and this m eans th a t

f /(* ) * - A = i- Jf K )(* - «)(* - p) dx.

a a

Since the function (v — a) (* — p) does n o t change its sign in the

interval (a, p) and f (^) js, as we have seen above, a continuous
A P P R O X IM A T E E V A L U A T IO N O F IN T E G R A L S 261

function of x, it follows from the m ean-value theorem (§51) th a t the

rig h t h and side of the last equation can be w ritten in the form

8
y r & (X - « )(.V - (3) dx = - ^ - 12“)- / " (5 ),

w here £ is an interior point of the interval (a, [3). We therefore fin d :

* V ( 5 -
a

L et us now re tu rn to the subintervals (**_!, xk) (1 < k < n). I f the

subintervals are equal, we have

a = **_!, (3 = xk, f { a) = ^ - i , / ( { 3 ) = A = - - - ,

an d the form ula obtained by us gives

xk
J / ( , ) d x - ^ + n- ^ (b a) — (^ V (U ),
*A.-1

w here < < a* (1 ^ k ^ n). Sum m ing this equation w ith

respect to k from 1 to n we obtain :

a *=1

w here S is defined by form ula (1).

Let m a n d M denote respectively the smallest and greatest

values of the function J " (a) in the interval (<2 , b). T h en we have
for 1 < k < n
262 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

Hence the quantity

*=1

is confined between m and M an d therefore a point £* can be found

betw een a and b for which

f " (*♦) = - h £ / ' u o ,

k= 1

an d we finally obtain the following expression for the erro r in the

form ula of trapezium s

f / W dx - (* -+ * + £ * ) = - {b “ / V « * )•
a k= 1

W e can thus see th a t as n increases, this erro r decreases in general

as an infintely small quantity o f order 1 / n2.

For excercises to § 57 cf. Problem Book by B. P. D em idovich,

Section IV , Nos. 272-274.

§ 58. Method of Parabolas

T he m ethod of trapezium s is based on the fact th a t the

curve y —f { x ) can be replaced (or, as is usually said, interpolated)
by a straight chord (a linear function) in small subintervals
A 7C= {xk-n xk)• I t is therefore n a tu ra l to try to obtain as high an
accuracy as possible by interpolating the function y —f { x ) in small
subintervals b y m eans of polynom ials of higher degrees an d prefer­
ably by m eans o f trinom ials o f the second degree

y = a * 2 + (3* + 7 ,

w hich can usually be represented graphically as regular parabolas.

L et us divide the interval (a, b) into an even n u m b er 2n of equal

parts so th a t

b — a
Ak —
2n
APPROXIMATE EVALUATION OF INTEGRALS 263

and assume, as before, thatjy*. = / ( * * ) (0 < k < 2n). Let us take

a p a ir of adjacent subintervals A 2 *-! and A 2 k and replace the func­
tio n ^ = f ( x ) so obtaiued in the sub-
Mt7k, interval (x k- 2, x2k) by the parabola

if - 2
y = a /c^2 + pfc x -f y k9 (l)
- l /
which passes through the points M 2 k - 2
yz*

\?2k-2 {x 2k-2>J:2 k-2)) ^ 2 k - l (*2*: -1 »^ 2 k [ x 2ky

<72 k - 1
y 2k) of the given curve (Fig 46). T h e
^ ?k - 7 ^ ^ _& Z M __^
coefficients a (3 k) 7 k can evidently be
- -2 t X2k evaluated from this co n d itio n ; we shall
Fig 46 not need to do so this case.
T h e m ethod of perablas is based on the fact th at in every sub­
interval (*2 fc-2 j x 2 k) (k = 1 , ..., n) the integral of the function f (x)
can be approxim ately replaced by the integral of the correspondi
p arabola ( 1 ) :
X2k X‘2k

| f {x) dx ~ J (a k x2 + (3 k x -f- y k) dx.

x 2k^2 x2k-2

But in view of x2k— x2k- 2 ~ {b — a) j n and .y27; = x2k-2 = 2x2k-i we

o b tain :
*tk
J (a }cx2 + x + 7 k)dx =
x 2k~2
jy»32 k y32 .y3
x X lc- 2 p, X 2 k x 2k.
= a *-------- 3----------- 2 T yk{x2k x 2k 2 )

= { 2 c L k { x 22k~ 2 Jr X 2k - 2 X 2k Jr X 22k) Jr ^ k { x 2 k - 2 JT X2l^ + 6 y fc} —

on

— ~^ { {V-kx22 k - 2 + $ k x 2 k - 2 + y * ) -f {<*kx22k 4 + +

+ 4(afc^22fc-i + Pfc^27<:-l + 'X 7 c )} = ^ -* { V 2 k - 2 + ^ 2 k - l + J^}-

Flence the m ethod of parablas gives us :

x 2k
J* f ( x ) d x ~ - ^ - {^27c-2"b4)72fc-i+J);2;c} (1 ^ k ^ n),

x2k~2
264 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

and consequently sum m ing for all subintervals

b n

\ f ' x) { j 2Jt- 2 + 4 ^ 2fc_1 +_y2/c} =

a k— 1

n n—1

=^ r [ y ° + y 2 n +4 £ >M - 1 +2 £ ya f
k= 1 £ -1

H ere, as in the m ethod of trapezium s, the assessment of error

incurred in replacing the given integral by its ap p ro x im ate value re ­
quires special investigation which constitutes an im p o rtan t calculative
problem . T he calculation which is analogous to th a t perform ed for
the m ethod of trapezium s shows th a t in the case o f parabolas the error
generally decreases in inverse proportion to n i . e . m uch quicker than
in the m ethod of trapezium s.

For exercises to § 58 cf. Problem Book by B. P. D em idovich,

Section IV , Nos. 275 —278.
 CHAPTER XVI

INTEGRATION OF RATIONAL FUNCTIONS

§ 59. Algebraic introduction

W e have seen in the previous chap ter th a t the simplest m ethod

for evaluating integrals involves finding of their prim itives ; we shall
now retu rn to this problem in order to enlarge applications of this
m ethod. In view of the facts described in § 56 we shall naturally try
to consider a wide class of functions whose prim itives are elem entary
functions. A t present we only know one such class of functions, viz.
polynom ials whose prim itives are always polynom ials; other functions
w ith elem entary prim itives w hich we have considereda bove are either
isolated functions or very restricted families of functions.
T he class of so-called rational functions is very closely related
to the class of polynom ials. These functions are said to be rational if
th eir value is derived from the independent variable (and constants)
by rational operations (addition, subtraction, m ultiplication and d i­
vision) w hich can be repeated any num ber of times in any order.
H ence division is only added to operations producing polynomials
a n d this, of course, gives rise to the resulting developm ent. W e shall
now learn to integrate ratio n al functions (i.e. find their primitives).
I t is very rem arkable in this connection th a t primitives of all rational
functions are elementary functions. In general, these elem entary functions
will, of course, no longer be rational : we know th a t prim itives of
simple functions like 1 / at and 1 / ( 1 + * 2) are transcendental. A t the
same tim e we shall also develop new m ethods for finding prim itives
of rational functions.
All general m ethodes for integrating rational functions are based
on th eir representation in a special form convenient for integration.
T his rep resen tatio n involves algebraic operations an d has no direct

265
266 A C O U R S E O F M A T H E M A T IC A L A N A LYSIS

connection w ith m ethods of m athem atical analysis. T herefore we

m ust begin this chapter w ith an algebraic introduction.
W e know from elem entary algebra th a t every ratio n al function
f (x) can be represented in a definite “ canonical” form
P(x)
/ w (i)
e w ’
where P (x) and Q, (*) are polynom ials with no common roots. Such
fractions are usually called rational fractions ; if the pow er o f n u m erato r
o f the fraction is lower than the pow er of its denom inator, the fraction
is said to be regular ; otherwise it is irregular.

I f the rational fraction (1) is irregular, then using the algebraic

m ethod for dividing polynom ials we can use simple rational opera­
tions and represent our fraction in the form

P (x)
= S(x) +
aw aw ~}
where S (x) (quotient) and R W (rem ainder) are also polynomials, b u t
the pow er of rem ainder is always lower th an the power of diviser so
th a t the rational fraction on the right-han d side of the above equation
is regular. H ence an irregular rational fraction can always be rep re­
sented as sum of a polynom ial and a regular fraction. A nd since we
can integrate polynomials, integration of irregular ratio n al fractions
becomes restricted to integration of regular fractions. W e can th ere­
fore only consider the case w h e n / (*) is a reg u lar rational fraction.

In all m ethods for integrating rational fractions an im p o rtan t

p a rt is played by the roots of the denom inator Q, W of this fraction.
If a real or complex num ber a is a root o f the polynom ial (*), then
Q, W can be divided w ithout rem ainder by the binom ial x —oq i.e.
Q{x) = (x - a) Qf (x),

w here Qf (*) is also a polynom ial ; if Qf (a) = 0, we have

a w = (* - a )2 a* * w ,
etc. If

aw = (* — a ) * ^ (x), (2 )
w here k ^ 1 and Q i (a) ^ 0 (i.e. a is no longer a root of the poly­
nom ial a i W ) we say th a t the polynom ial Q, (x) has root a of m u lti­
plicity k.
IN T E G R A T IO N O F R A T IO N A L F U N C T IO N S 267

Lemma 1. I f the real number v. is a root of multiplicity k > 0 of the

polynomial Q (x) . we have identically
p W = Ak Pi (x)
(* — a) k (x — a) k~x CU (x) ’
where A k is a constant and P L (x) a polynomial

T h e polynom ial {x) is defined in this case by the equation

(2 ) (so th a t ( h (a) f=- 0 ), the nu m b er A k is real, all polynomials have
real coefficients and the fraction on the left-hand side can be regular
or irregular.
Proof. T he identity (3) is equivalent to the identity

P (x) — A kQ i (x) = (x - a ) Pi (x), (4)

w hich is obtained on m ultiplying by Q (at); the latter identity implies
th a t the polynom ial P (x) — Ak Q,i (*) can be divided by the binom ial
x — a ; we know th a t for this purpose it is necessary and sufficient
th a t
P( a) - 4 d i ( « ) = 0 . (5)
I f we therefore assume th a t
P (a

(rem em bering th a t Qn (a) f 0), then the equation (5) will be satisfied
and the polynom ial P {x} — A k Q t ( x) will be divisible by a: — a, i.e.
we shall have the identity (4) and hence also the identity (3).

I f k ^ 2 , then the rational fraction

Pi (*)
(x — a) k~l ( h (x)

has the same form as the initial fraction P (x) j Q (•*) ; applying the
proved lem m a to this fraction we obtain :

P 'x) _ A k__ , A k- 1 , P*_W _ _ .

Qfx) (x — a)7c ^ {x — a ) fc_1 (x - a *"2 ( x) *

if k > 3 , this process can be continued until the denom inator of the
last fraction on the right-hand side still contains the binom ial x a
of an a rb itra ry positive power. H ence we finally obtain .

P (x) _ At , A -1 , + P *ix]- ( 6)
Q(x) ( x — a)k (x —rx) k~- x —a CLi ( * ) ’
268 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

w here A lt ... , A k are real num bers and P*(x) is a polynom ial w ith
real coefficients.
In all these argum ents we have assumed th a t the nu m b er a is
real. O u r argum ents evidently rem ain valid, for every complex
num ber a, b u t the num bers A *and the coefficients of the polynomials
obtained are also complex. We did not consider an d do not intend
to consider integration of complex expressions ; 'therefore w hen the
root a is a complex num ber, we shall expand the given rational frac­
tion by another m ethod.

I f the complex num ber a = [3 + iy ( y ^ 0) is a root of m u lti­

plicity k of the polynom ial CL(tf) (w ith real coefficients) ,then, as we
know from algebra, the “ conjugate” complex n u m b er a* = (3 — i J
will also be a root of this polynom ial of the same m ultiplicity k. In
this case the polynom ial £),(*) is divisible by (x — a )l‘ an d by (* — a*)*
an d hence also by their p ro d u c t; and since

(* - a )(* - a*) - (x - p) 2 + 7 2,

therefore we obtain :

aw = [ ( * - « * + 7 1 * 0 ,1 0 0 . w
w here a i (a) ^ 0 and Q,i (a*) ^ 0 ; the num bers p a n d y a n d the
coefficients of the polynom ial a i W a re evidently real.
Lemma 2. I f the complex number a = p + i'y ( y ^ 0) is a root of
multiplicity k of the polynomial Q,M , ^ ien identically

P (xL = _ B k x + Ck ? ,W m
i(* - p)2 + r i * i(x - fr1 + y*]*-1 cii w ' [ }

where B k and C k are constants and P t (x) is a polynomial.

T h e polynomial (x) is here defined by the equation (7), the

num bers B ki C k an d the coefficients of the polynom ial P i W are real
and the fraction on the left-hand side can be reg u lar or irreg u lar.
Proof. For the sake of brevity let us assume th a t
(x — a) (x — oc*) = {x - p ) 2 + y 2 = q(x).
T h e identity (8 ) is equivalent to the identity

P(x) — { B k x + C k) Q i (*) = q(x) P x (*),

w hich owing to the arbitrariness of the polynom ial P 1 (*) is, in its
tu rn , equivalent to the condition th a t the polynom ial on the left-hand
IN T E G R A T IO N O F R A T IO N A L F U N C T IO N S 269

side is divisible hy q(x), i.e. by x — a and a: — a* ; b u t for this purpose

it is necessary and sufficient th a t

P ( a) ~ (* fc« + C k) Q » = P(a*) - (Bka* + C*) (a*) = 0,

or

P_(a)
B k a 4- C fc
C li"(«)’

a* + C fc />(**)
d i (“ *) ’

H ence we have a system of two equations of first degree with

d e term in a n t a — a* = 2 i y ^ 0 for the evaluation of the unknowns
B k an d C ki and we can therefore always determ ine these two num bers
uniquely; it can readily be seen th a t in this case the expressions
obtained f o r i? fc and C k depend sym m etrically on a and a* and they
are therefore real. T his proves lem m a 2 completely.
If k > 1 , then, as w ith a real root, the last fraction on the
rig h t-h an d side of the identity ( 8 ) has the same form as the initial
fraction on the left-hand side. W e can therefore apply the same
lem m a. C ontinuing this process we find, as before, that if the poly­
nom ial QJx) has a complex root a = (3 -f- i j ( 7 5^ 0 ) of m ultiplicity
k an d if the polynom ial (x) is defined by the identity (7), then the
following identity holds :

P(x) B k x -4- B k. lX + Ck. r B xx + Cx P*(x)

d(x) {q^x)Y ^ { q{ x) } k~l q(x)
w here q (x) = (x — p) 2 + 7 2, B l3 B 2t . . , B k, C ls C 2, • . . , C k are
real num bers an d P*{x) is a polynom ial with real coefficients.

W e shall now m ake the following general rem arks in connection

w ith the identities (6 ) and (9) ; if the left-hand side of either of these
identities is a regular rational fraction, then the last fraction on the
rig h t-h an d side will also be re g u la r; this can readily be proved if we
assume th a t the variable x increases indefinitely; wc can then see
th a t all term s of the polynom ial except P* (x) / d i (x) ten d to zero;
it follows from the identity th a t the last fraction m ust also tend to
zero an d it is possible only if the fraction is regular.

W e are now able to convert every regular rational fraction into

the ^ can o n ical” form w hich is convenient for integration. T h e
d eno m in ato r Q(x) of this fraction, like any other polynom ial with
270 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

real coefficients has, in general, several different real roots a lf a 2,

... a r and several pairs of conjugate im aginary roots p x rb i f i ,
Pi i * 7 2 ) ■ • • 5 p , ± j‘7 , ; every real root a m occurs a definite
n um ber of times k m (1 ^ m ^ r) and every p air of im aginary roots
pn i i y n is of m ultiplicity ln (1 ^ n ^ j). W e know from algebra
th a t

d i x) = a(x — a (a: — a2)^2 . . . (x — ar)^r (x — p i — i y X

x (* - p! + i y ^ r . . . (* - s s - i y , ) 1, (* - ps + *ys)/s =
s s

= a j | (* - « m)km J J [* - M ’ + m S (10 )
m= 1 n= 1

w here a 0 is a constant.
f

A pplying the form ula (6 ) to the given function P(x) / QJx) we

obtain :

P M - ^ (1)*i , ^ (1V i , , , P, nu
. d(x) (^ 7 a / i (*—a d V 1 + * -« ! fiiM * ^ '

w here d / 1), d 2(1), ... dft1(1) are constant real num bers,

r s
Q,i (x) = a ] [ ( * - « „ ,) * „ , J J [ (* - - P „ )2 + 7 n 2]'„ ,
m= 2 n=l

and the last fraction on the rig h t-h an d side is regular.

But the fraction P x (x) / d i M is of the same type as the given

fraction P (x) / Q,(*) an d we can again expand it in accordance w ith
the form ula ( 6 ) applied to the root a 2, say; then we ob tain :

Pi M -d(2)? 2 A™ P 2 (*)
Q,i W (* — a * 2) 2 "*” "* "*" x — a 2 + d 2M ’ ( 12 )

w here

0.2 (*) = « 3 I (* - “»>)*>» J J [(* - pnY + y % ] ‘„,

«= 1
 INTEGRATION OF RATIONAL FUNCTIONS 271

a n d the last fraction is again regular. S ubstituting (12) in (11) we

obtain :

P( x ) = , , A"\ M x)
P{x) x-a1 { x ~ a 2) fc2 ^ ’** x~a2 Q,2(*)

A fter repeating this process r times (for all r real roots cnm) we
evidently obtain the identity

P (± = _AV\
Q(x) (x — a)*! ~^{x — a O V 1 x—k

. A<2>,2 . J V l , . ,
(x — a2) fc2 (x — a2) V 2 ”* a:— a2

+ ......................................................................... +
^ (f)M , , A (r \ P^c)
(13)
( a; — <xr)kT (* — a,.) V 1 *” ^ — ar Q,* (a:)’

w here the last fraction is regular an d its denom inator

Q* M = 4 1 K* — M 2 +
n=l

has only the im aginary roots p „ ± * 7 » of the initial denom inator Q(x).
T herefore the “ separation” of real roots as expressed by form ula (6 )
is no longer applicable to the fraction P* (*) / d * (a:). W e shall now
n a tu ra lly apply the process of “ sep aratio n ” of im aginary roots as
defined by form ula (9) to this fraction. Sim ilarly we shall in this
case o b tain the following expansion for real roots by applying
form ula (9) s times

P*(x) * + C (1>n _ J_
a * (* ;“ [(* - w 2 + r \ Y i (* - pi ) 2 + y \
, B ™ ,2 x + C ™ it , , + C<2’,
x
+ [ ( * - p 2 i2 + + ( * - p 2) 2 + r 22

+ ........................................................ ■ • • • • +
5<*'„ * + C<«>,. £ “ ’i X + C***, P ** (x)
+ f(* - p, ) 2 + y \ Y ‘ + "• ^ - w + n ^ a**(x) ’

w here the last fraction on the rig h t-h an d side is reg u lar; b u t since all
roots of the initial den o m in ato r QJ^x) have been used an d Q * * (.r) has
272 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

no other roots, we m ust necessarily have P** (#) — 3. Substituting

the above expansion of the fraction P* (x) IQfi (x) in (13), we obtain
the final expansion for the initial fraction w hich we can w rite in the
following condensed form :

r km s ln
PJx) _ yi A u{m)
r i yi yi B v n) x + c '«<n>
(14)
d(x) L L ( x - a m)» L [ ( x - pti) 2 + r 2nj*
772—1 22=1 tl— 1 V— 1

W e were trying to obtain this expansion of the regular ratio n al

fraction P (*) / Q, (x) ; we have proved th a t it is always possible; a t
the same time it is also unique : at all stages of the successive d e ter­
m ination of the num bers A u{m), B v{n) and Cv{n) we have found th a t
their determ ination is unique. H ow ever, the. above m ethod for
successive determ ination of coefficients of the expansion (14) is not
usually the simplest m ethod. I t is generally easier an d m ore
sym m etrical to use the so-called m ethod of “ undefined coefficients” .
W e w rite the expansion (14) w ith undefined A u(m\ B v(n) an d Cvin) and,
in disposing of all fractions, m ultiply both sides o f this relation by
Q (x ). As a result we obtain the given polynom ial P{x) on the left-
h and side and on the rig h t-h an d side an o th er olynom ial whose co­
efficients, after com parison w ith sim ilar term s,, evidently contains the
unknow n num bers A u{m), B v(n) and Cvin) and, as can readily by seen,
are linearly dependent on these num bers.

Since the resulting equation should be an identity, the

cofficients of sim ilar powers of * on the rig h t and left-hand sides
should be equal. C om paring them w ith each other in pairs, we
obtain a system of equations of first degree for the unknow ns
A uim), B v n) a n d Cvin), w ith whose help these num bers can be d e ter­
m ined ; we know in advance th a t this problem has a unique solution.
I t can be readily seen th a t the num ber of equations of the system is
equal to the nu m b er of the unknow ns. In fact, let us assum e th a t
the power of the polynom ial Q(x) is equal to jV. O n m ultiplying
both sides of the identity (14) by Q,(x) we evidently o b tain a poly­
nom ial of degree N — 1 on the right-han d side; on the left-hand side
we have the polynom ial P(.v) whose pow er is not g reater th an JV—
since the fraction PI Q is regular. A nd since a polynom ial of degree
JV — 1 has JV coefficients, a com parison of coefficients on the right
an d left-hand sides gives us a system of JV equations. O n the o ther
hand, the num ber of the num bers A u(m) ( 1 < m < r3 1 < « < km)
IN T E G R A T IO N O F R A T IO N A L F U N C T IO N S 273

is equal to km; sim ilarly the nu m b er o f the num bers B v(n) is equal
m = 1
s

to ln an d the same applies to the n u m b er of the num bers Cy(n).

n= 1
H ence the total n u m b er of the unknow ns is equal to
V

■ -t 2
771= 1 71=1 ' ‘ r
b u t the expansion ( 1 0 ) of the polynom ial Q{x) into linear factors
shows th a t this n u m b er is exactly equal to the pow er JV o f the po­
lynom ial OX*)- H ence the num ber of the unknow ns is, in fact, always
equal to the n u m b e r of linear equations obtained.
T hus in order to w rite the expansion (14) irrespective of the
m ethods by w hich it vvas obtained, it is always necessary to know all
roots of the polynom ial Q (x) an d their m ultiplicity. T his is an algeb­
raic problem w hich we cannot always solve, b u t we m ust nevertheless
assum e th a t this problem is solvable before proceeding w ith in teg ra­
tion o f the given rational fraction.
Example. The fraction
2x + 2
(x- 1 ) {x2 + l ) 2

can, according to form ula (14), be represented in the following form :

2x T 2 __ A , B xx -H ?t , B 2x T C2
( * - ! ) ( * * -I)" * x ^ l ^ ( * 2- f I ,2 * 2+ l ;
m ultiplying both sides by {x — I) ( * 2 4- l ) 2 an d com paring sim ilar
term s on the rig h t and left-hand sides we o b tain :
2x + 2 = { A + B 2)x'l+ ( C 2- B 2)x3+ ( 2 A ± B l + B 2- C 2)x2-\-
-~Bi ~\-C2 - B 2)x-\-(A — C^ — C2).
C om paring the corresponding coefficients w ith one an o th er on
the right and left-hand sides we obtain the following system of e q u a ­
tions :
A -f B 2 = 0, C2 - B 2 = 0,
2A T B l -J- B 2 Ca — 0,
Ci -f* C2 — B i B 2 — 2,
A - Ci — C2 = 2;
274 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

this system can be readily solved and we o b tain :

A = 1, B, = - 2 , Ci = 0, B2 = - 1. C i - — 1,

Therefore
2* -f 2 1 2x * + l

- 1 )(^ 2 + l )2 x-l *2+ r

§ 60. Integration of simple fractions

F orm ula (14) introduced in § 59 shows th a t integration o f any

regular (and hence also any irregular) ratio n al fraction involves
integration of a series of rational fractions o f a special kind w hich we
shall call simple fractions. Sim ple fractions can be divided into tw o
types : fractions of the type

(x—a)u ’

w here A and oc are constant real num bers an d u a constant n a tu ra l

num ber, are called fractions of the first kind,, and fractions o f th e type
Bx+C
2 \m »
[ u - p ) 2 + y 2)

w her B, C, (S and a are constant real num bers an d v is a constant

n a tu ral num ber, are called fractions of the second kind. In this p a ra ­
g raph we shall learn to find prim itives of functions for all sim ple frac­
tions of either kind. W ith the help of form ula (14) we shall th en be
able to say th a t we have learnt to integrate every ratio n al function.

1°. Simple fractions of the first kind. W e directly find th a t

Adx
= A In | x — a | + H,
! * —a

w here H is the constant of integration. Sim ilarly w hen u > 1, we

directly obtain

} = f ^ (*-»>-* =~pr <*-«>-“* + " =

-A , „
( a - 1 ) (* -ce ) ” - 1

T his evidently concludes integratio n of fractions of the first kind.

W e can see th a t the prim itives obtained as a result o f this process are
IN T E G R A T IO N O F R A T IO N A L F U N C T IO N S 275

cith er o th er sim ple fractions of the first kind (for u > 1) or logarithm ic
functions for u = 1 .

2°. Simple fractions of the second kind. L et us at first assume

th a t » = 1,i.e. we are dealing w ith a simple fraction of the following
type
Bx + C
(x - (3) 2 + 7 2,
T h e substitution x = (3 -J- y y (y = {x — p) / 7 , dx = J dy) gives :

f Bx+ C dx = [ B » + y y ) + c v l x
J ( x - P ) * + y * ** J 7 2( 1 +j>2) r
B t2ydy , B$-\-C f dy
- 2 J 1+ y ^ “ y JT=k/“

= — In (1 + y 2) + a r c ta n y + H —

~ T ln [ 1 + (V 1) arctan ( ^ y - - ) + # • (* )

L et us now assum e th a t v is an a rb itra ry n a tu ra l num ber. In

this case the sam e substitution x = P + 7 jy gives :

f J l + A ___ dx = f g(P + yj>l±C y * _

J [(* - p ) 2 + r 2)” J 7 2" (i + / ) ’ r y
B f 2y dy , Bfi + C f dy
• - 2 7 2 ,-2 J ' ( j J (T + 7 2) ^ *

H ere the first prim itive on the right-hand side can again be
found directly :

f ^y __ — _________ - 1__________ -f H
J(l + / ) ’ (v - l) (i + f ) ”~1 ^

(w e assum e th a t v > 1 , since we have already considered above the

•case w hen v = 1). H ence in order to solve the problem com pletely
i t only rem ains to find the prim ititive
dy
h
I (1 + y 2)v

w h ere v is an a rb itra ry n a tu ra l n u m b er (for the m om ent we only know

th a t / 2 = a rc ta n y = H ). W ith this view we shall now deduce the
reduction form ula w hich expresses l v+l in term s of I v for every n atu -
 276 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

ral v. H ence by knowing 1-^ we can find in succession / 2, / 3, etc. a n d

generally I v for every v.
. iW e h a v e :

Iv+i — f
J (i +/)'+1 ~ J (i +y)”t 1
dy .... _ _ f 1 L + . / I ~ y %. dy =

2ydy
'=* A. -
(2)
y
( l + f ) v+l\
■\ \ \
f h e last prim itive on the right-hand side.can be in teg rated by
p a rts ; knowing th a t ^ - . , ■'t . ' ! !

f ____ 2yy/y ____ _ 1___ _ _l / /

1 /1 , 2\„4-l -ft I ..2V5, ~ ■
(i a(l H- Z 2) ”

We obtain :

2ydy y _ + _Lf_4L _
f^a ! + y * ) v+1 ‘ ' v(\ -\-y Z ' » J<
( 1 + Z J 17

y
y(l y 2)v v

an d the equation (2 ) therefore gives us

2v — 1 T y
[p+i + 2v I v+ 2v{l f /)® '* (3)

an d in p articu lar

1 „ y
= T 7l = 2(1 + / ) = T arctan y + + H;
2 (i + y f

etc. F orm ula (3) is the required reduction fo rm u la ; thus by d ed u c-

ing this form ula we can integrate simple fractions o f the second
kind.

A com parison of results shows th a t the functions ob tain ed b y

integration o f simple fractions (and therefore also by in teg ratin g all
ra tio n a l fractions) can either be logarithm s an d arctangents or ra tio n ­
al functions. T his also confirms the' above expressed view th a t p ri­
m itives of nil rational functions are always elem entary functions.

L et us m ake one m ore interesting rem ark. A t the beginning o f

o ilr study of integration We have already draw n atten tio n to the fact
IN T E G R A T IO N O F R A T IO N A L F U N C T IO N S 277

th a t the functions In x a n d a rc ta n x are prim itives o f very simple

ra tio n a l fractions :

[ — = In * + C, f —~ —y = a rc tan x 4 - C.
J x J1 + r

Now th a t we have com pletely developed the theory of in te g ra t­

ing ratio n al functions, we can see th a t no m a tte r how com plicated
the given ratio n al functions be, th eir prim itives can always be ex­
pressed in term s of the following two transcendental fu n ctio n s: In x
a n d a rc tan x.

N um erous exercises for integrating ratio n al functions by m eans

of the m ethod of indefinite coefficients can be found in the Problem
Book by B.P. D em idovich, Section I I I , No's. 174-190; the teacher
should select ab o u t 3 or 4 problem s.

§ 61. O strogradski’s M ethod

W e have seen in earlier p arag rap h s th a t integration o f rational

fractions, w here the roots of the deno m in ato r are known, does not
cause u n due difficulties, although it is often connected w ith rath er
lengthy calculations. M .V . O strogradski found an ingenious general
m ethod w hich can often simplify and shorten these calculations. T o
explain this m ethod we shall have to revert to argum ents used in the
last two paragraphs.

L et us assum e again th a t P(x) / Q,(x) is a regular rational frac­

tion an d

r s

q .w = * ] [ (* - [(* - p.)* + rJ"- (i)

m= 1 n~ 1

W e have seen earlier th a t it is possible to expand the fraction

P {x) / CL(*) uniquely into simple fractions o f the first an d second
kind by using the expansion (14) § 59 used for integration o f the
given fraction. In this case the position is as follows :

T h e fraction of the first kind

___A __
{x — oc)“
278 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

gives on integration n a tu ral logarithm s for u = 1 an d ratio n al func­

tions of the type

J
f Adx
(a: — a ) M
— _ ______ A________ l h
(u — l ) ( * — a ) M 1
(2)

for u > 1.

T h e position is slightly m ore com plicated w ith fractions of th e

second kind
Bx + C
T r 2? '
Assuming th a t x = (J ~h7y we obtain for v :> 1 :

Ik * + V ] ' dx = ( T + / F 1 + (3)
w here
i
’ J (i +y)"
= f. .J y ___

an d At, an d are constants. O n the o th er h a n d successive ap p lica­

tion of reduction form ula (3) § 60 evidently enables us to rep resen t
the prim itive I v as a sum

I v — Vp/j -f-
L{y)
(1 + /)* -1’
w here y v is a constant, L (y ) is a polynom ial an d the last fraction
is regular. Substituting this expression in form ula (3) an d retu rn in g
on the rig h t-h an d side from the variable y to the variable x w e
readily obtain :
j* Bx -f- C j R (a?) . f dx , .v
J [ ( * - P )2 + 7 2)» “ [(* - P)2 + 7 2] - 1" + J (* - P )2 + 7 2> W
w here R(x) is a polynom ial, av is a constant a n d the first fraction on
the right-hand side is regular. T his is the position for v > 1 ; w hen
v = 1 we have form ula ( 1 ) § 60 in w hich th ere are no ratio n al term s
on the right-hand side.
W e now have a clear picture o f the prim itive of the fraction
P I Q w hen expanded in accordance w ith the expansion (14) § 59.
W e can see ((2) an d (4)) th a t the term s o f this expansion in w hich
u > 1 or v > 1 give on integration regular ratio n al fractions w ith
corresponding denom inators
(* - a m)u_1) [(* - M* +
IN T E G R A T IO N O F R A T IO N A L F U N C T IO N S 279

O n adding all these regular fractions we obtain an o th er regular

fractio n
Pi w
Q,i w ’
*vhose d en o m in ato r is evidently equal to
r s

0 ,1 to = f j ( * - - & • > * + y ’j * ’ 1' (5)

. m= 1 w=l
T his is the ratio n al p a rt of the integral of the given fraction
P j Q. T h e second transcendental p a rt will evidently consist o f : (a)
prim itives o f those term s of the expansion (14) § 59 in w hich u = I
an d 0 = 1 , an d {b) prim itives o f the second kind o f the second term
in form ula (4). In all these cases the integ ran d belongs to one o f the
following types :

A B x 4- C
x — oc 5 — (32) + ’

th e sum o f these integrands will therefore be a regular ratio n al

fraction

P jA xl
q .2 t o ’
w here

q .2 w = U < * - - m 2 + ( 6)

m— 1 n= 1

W e thus obtain O strogranski’s rem arkable form ula

J aw " a. w J a* w ’
r z M _ dx - p- i i ± + r z . w . dx (7)

w here the first and second term s on the rig h t-h an d side represent the
ratio n al a n d transcendental p arts of the prim itive respectively. Q,i(x)
and are respectively determ ined from the form ulae (5) an d ( 6 )
an d the fractions P 1 (x) / Q,i M are regular.
T h e m ost rem arkable feature o f this expansion is due to the
fact th a t it can be obtained by rational deduction without knowing the
roots o f the polynomial Cl (x). In fact, we know from algebra th a t a root
280 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

of m ultiplicity k ^ 1 of the polynom ial d ( * ) is a root of m ultiplicity

k — 1 of the polynom ial QJ (*) ; if we therefore assum e th a t
r s

Q, (*) = ] j (* - IX [ ~ W* +
m—1 n^=1

then
<t ■ s '
d (x) = (*” «»») V -1 Pn) 2 + 'y2« ] ^ “ 1 P ( * ) = d l (x) R{x)y
m—1 n— 1

w here the plynom ials Q(x) an d R(x) have no com m on root. This
shows th a t the polynom ial d i (x) is the greatest common diviser o f the
polynom ials dO*) an d d (x) and can therefore be o b tain ed by th e
usual m ethod for finding the greatest com m on diviser o f two polyno­
m ials, i.e. by successive division. A nd since the form ulae (1), (5) and
(6 ) give :
Q(x) = a Q x (*) d 2 (*)» .

therefore know ing Q{x) an d d i M we can find t^le polynom ial

by elem entary operations. Finally to o b tain th e polynom ials Pi(jc)
an d P 2 (x) we can differentiate the equation (7) :

P (x) _ 0.1 (x) P'l {x)— Pi (x) ( £ 1 (x) P2 (x)

o.(x) d \ (xj + a 2 (^) • w
A ccording to form ula (5) each root A of the polynom ial d i (*)
is a root of the polynom ial Q(x) and it follows from form ula ( 6 ) th a t
it is also a root of the polynom ial d 2 W - I f d i M contains th e
binom ial at — A of pow er k > 0, th en d ^ M contains it also, b u t its
pow er is k — 1 , an d it appears in (x) in the first d eg ree; th e re ­
fore the pro d u ct d i (*) 0j2 (*) contains x — A of the same pow er k as
the polynom ial d i (* ): and since the same also applies to any root A
of the polynom ial d i M> QJ 1 (*) d 2 (x) is divisible by d i (x) w ithout
rem ainder, i.e.
d ' 1 (*)> 0 ,2 W = Q ,i M S (* ),

w here S (x) is a polynom ial. W e therefore o b tain :

0 .1 (*) P'l (*)- P i (x) Oil ( x) _ Q.8 (x) Q j W P'l (x) - 0 , 2 (*) P ! (x) 0,1 (x)
QJ 1 M 0,2 M QA (at)
_ d l (*) [ d 2 (x) P \ (x) - P x (x) S (*)] __ d 2 M P ^ A f ) - P i (*)£(*)
0,2 "(*) d 2l (*) d l M 0,2 (AT)
INTEGRATION OF RATIONAL FUNCTIONS 281

a n d after m ultiplying by Q, (*) — a (x) Q 2 (x) the expansion ( 8 )

gives :

P M = a [Q, 2 (*) P \ (x) - Pl {x) S (*)] + aP2 {x) Q,i (*). (9)

In this expansion the polynom ials P (x)3 Q,i (x), 0 , 2 an(l S (*)
are know n to u s ; the highest possible powers o f the polynomials Pi (x)
a n d P2 (x) w hich we are trying to find is determ ined by the regularity
of the fractions P x (a:) / 0 ,i (x) an d P 2 (x) / 0 , 2 W - H ence the polyno­
m ials P1 an d P2 can be readily ob tain ed from the relation (9) by the
m ethod of indefinite coefficients. It can be readily seen th a t in this
case the n u m b er of the unknow ns coincides w ith the n u m b er of
•equations ob tain ed a n d the solution of this system is g u aran teed by
the expansion ( 8 ).
H ence all elem ents in O strogradski’s form ula can, in fact, be
d educed rationally an d th eir deduction requires no knowledge of the
roots of the d en o m in ato r of the given fraction. Thus, w ithout
know ing these roots, we can find the ratio n al p a rt of the prim itive of
the given rational fraction. •
F or exercises on O strogradski’s m ethod cf. Problem Book
B. P. D em idovich, Section I I I , Nos. 191*193.
 C H A P T E R X V II

INTEGRATION OF SIM PLE RATIONAL AND T R AN SC EN ­

DENTAL FUNCTIONS

W e have seen in the last c h ap te r th a t all ratio n al functions

have elem entary prim itives, and we have found a general m ethod
for evaluating these prim itives. H ow ever, as soon as we go beyond
the class of rational functions, existence o f elem entary prim itives is -
no longer a rule th a n an exception; therefore we can no longer
construct general theories in the w ay we did in C h ap ter X V I.
Nevertheless, algebraic irratio n al functions an d tran scen d en tal
functions contain fairly wide classes w hich give elem entary functions •
on integration ; these functions include ra th e r simple functions which
occur very often in a p p lic a tio n s; the m ethods av ailab le for finding
prim itives of these functions are ra th e r instructive, a n d we shall
consider several im p o rtan t functions of this kind in this ch ap ter.
In integrating irrational an d transcend en tal functions the so-called
rationalisation method is of g reat im portance if it is required to tra n s­
form the variable of in teg ratio n so as to convert the in teg ran d
into a rational function; if this can be done, we can reg ard our
problem solved in principle, since we can always in teg rate ratio n al
functions.

§ 62 . Integration of functions of the type R

ax-\-b
cx + d
W hen we go beyond the region of ratio n al functions, we find
am ong simple functions some functions w hich besides ratio n al
operations involve extraction of a root. As an exam ple o f a very
general function of this type we can take a n a rb itra ry ratio n al
function f { x ) = P {x) / £)(#) from w hich a root of degree n is to be
extracted (where P {x) an d d ( * ) are polynom ials); we m u st th e n -
take an a rb itra ry ratio n al function R (x, y) of the variables x an d

282
IN T E G R A T IO N O F S IM P L E R A T IO N A L 283

hence the following functions can be reg ard ad as simple prim itives o f
irratio n al algebraic functions

w here P (x ) a n d CLM are polynom ials, n > 1 is an a rb itra ry n a tu ra l

n u m b er an d R (x,y) is an a rb itra ry ratio n al function o f two variables.
H ow ever, am ong prim itives of the type (1) there are very few
w hich satisfy even the sim plest conditions m ade w ith regard to the
n u m b er n an d the polynom ials P an d Q w hich can be expressed in
term s o f elem entary functions. In this p a ra g ra p h we shall consider
the case w hen P an d CL are linear binom ials (and the n u m b er n is
a rb itra ry ); we shall see th a t prim itives o f this type are elem entary
functions w hich can be readily found.

T hus we are trying to find the prim itive

H - ’N / f S h
w here a, b, c and d are constants, an d n is an arb itra ry n a tu ral
n u m b er. If we assume th a t

J1 / a x + b ( 2)
*v cx + d
then
ax + b dtn ■
- b
- tn.
cx d x — ctn
and therefore

| R | *, \
/ a x 4-
j
J ^ jb 1,dx =
cx + d
| R {? (t), /}?'(<) dt.

Since the function ? (t) (and therefore also its derivative 9 '( t) is ra ­
tional, therefore, on the rig h t-h an d side we are dealing w ith a p ri­
m itive o f a ratio n al function w hich can be expressed in term s o f an
elem entary function of t ; replacing t by its expression (2 ) in term s of
;* we find the expression for the required prim itive in term s o f an ele­
m e n tary function o f x .
Exam ple. W e m ust find the prim itive
f dx
284 A C O U R SE OF M A TH EM A TIC A L ANALYSIS

Since both radicals in the denom inator are integral positive powers of
the same radical 12 / l + * > this prim itive belongs to th e class w hich we
have just considered above (n — 1 2 , a = b — d = \ ; C = 0 ).

Assuming that

V I + '* = t,-
w e obtain x — t 12 — 1 , dx = 1 2 t 11 dt} 3 / I + x — f4, ^ / l + x = £3,
an d the given prim itive is transform ed into
tu dt ts dt
12
t 4 - t3~
- 12
f ~t- 1 #

R ationalisation is thus com plete ; we obtain

,2 J S - 12f T ^ i ‘ ' * + l2 ( T ? T

= 12f (i 7 + ts + t5 + i 4 + fi + fi + t + 1) d t + 12

= I2 ] t + t + t + 4 + t + t + t + * } + 1 2 1 n | ‘ - 1 I + C-
S ubstituting here t = 12v/ 1 + x we obtain the req u ired expression for
th e given prim itive in term s of the initial variable x.
F or further examples to § 62 cf. Problem Book by B. P. D em i­
dovich, Section I I I , Nos. 211, 212, 215, 217.

§ 63. Integration of functions of the type B (*, V ax2+ b x + c)

I f a t least one of the polynom ials P an d CLin § 62 w ere o f a

higher degree th a n the first, then in teg ratio n in term s o f elem entary
functions w ould have been possible only in a few isolated cases. W e
shall now consider a case w hich often occurs in 'a p p lic a tio n s w hen
n = 2 , CL(*) — 1 a n d P (x) is a trinom ial o f second degree ax2jr b x JrC\
we are therefore dealing here w ith a prim itive of the type

J R (x, V ax2 + bx -jr c) dx}

w here R (*, y ) is, as before, an a rb itra ry ra tio n a l function o f two

variables. W e will now show th a t it is alw ays possible to rationalise
such a prim itive and this prim itive m ust therefore be an elem entary
function. The transform ation of the variable of integration necessary
for this rationalisation differs in each case.
INTEGRATION OF SIMPLE RATIONAL 285

1°. I f the roots a and J3 of the trin o m ial ax2 + bx -f- c are real,,
we have (assum ing th a t x > a)

a(x — (J)
, \ / ax2-\-bx-\-c = a (#—a) (#—(3) = (a:—at)
V
V x —a

hence the in tegrand depends rationally on x and on the radical

V «-.•« •
A / a(x — P)

a n d this brings us to the case considered in § 62; we know th a t

rationalisation can be achieved by replacing the variable /

/« _ (* -£ ) = L
V x —a

2°. I f the roots of the trinom ial ax2 -f* bx + c are im aginary,,
this trinom ial preserves the same sign for all values of a; ; we are n a tu ­
rally assum ing th a t it is always positive ; otherw ise the value of the-
radical w ould be im aginary for every value of a; an d the problem
w ould becom e void. In particu lar, by assuming th a t x = 0 we cam
see th a t in this case we m ust necessarilly have c > 0 (the m ethod
w hich we are now going to describe always leads to the desired result
for c > 0 irrespective of w hether the roots o f the trinom ial are real or-
im aginary). A ssuming th at

V ax2 + bx + c — V c

we obtain
ax2 -f- bx -f* c = (lx -f V f )2 ~ 2 \ / c t x -f- c ,
ax -j- b = t2x 4 - 2 y / c ty

b — 2 \ / ct
x = = ? (0 >
r — a

dx — 9 ; (/) dt,

\ / ax2 -f bx + c — tx -f V c = t 9 (f) + \ / c ,

an d therefore

| R(x, V a x 2 + bx + c) dx = J R {?(*)> *9 (0 + V c } 9* (0 dt.

286 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

O w ing to the fact th a t the funccion 9 (t) (and therefore also its d eri­
vative o'(£)is rational, we succeed in rationalising the given prim itive.
In both cases the m ethods for transform ation o f the variable o f
integration were indicated by L. E uler a n d they are therefore know n
as Euler's substitutions.
Exam ple 1. In the prim itive

J V x2 — a2

(a > 0 , | x | > a), the roots of the polynom ial x2 — a2 = (x — a) (x -F a)

a re real. A pplying E iler’s first substitution

a / - t
V x + a
a n d assuming th a t x > a we obtain :
x — a 1 + t2 4 at
t ) X &1 x2 J dx /| dt)
x + a 1 - t 23 (1 - t 2)2
2a 1 1 —
x -j- a
l — t2 V x2 — C? 2 at *
A/ — (* + «>
V x + a
an d consequently
1 -¥ t
r ~
+ c.

But
1+ V x + a —V x — a 1 ------
V - — = + V * - * ) 2 ~

1
= — (x + V *2 — a2),

an d therefore
/ = In (* + \/^ — a 2 ) + C;
w hen * < — a we obtain sim ilarly :
I = \ n \ x + ^ x 2~ ^ a F \ + C,
Exam ple 2. In the prim itive

i = f— J x
J V xz -\-u2 ’
INTEGRATION OF SIMPLE RATIONAL 287

a2 < 0 a n d we can therefore apply E u ler’s second substitution :

a n d we obtain :

2 at

V x2 4-fl 2

\/x2 a2 -J- x = a — ^,

a n d therefore

1 = 2 f j— 2 = In + C = In (at + V *2 + a2) + C.

E xam ple 3. T o the prim itive

T C dx
\ / a 2 - b2

-either of the two E u ler’s substitutions can be applied, However, in

th is case it w ould be simplest to substitute x = at; we obtain
X
---- - - = arcsin t 4- C = a r c s in ------ b C.
v / 1 ~ t2 a

F o r fu rth er exam ples to § 63 cf. Problem Book by B. P. D em i­

d o v ich , Section I I I , Nos. 219-222, 245-247.

§ 64. Primitives of binomial differentials

W e shall now consider integration o f a special class o f algebraic

fu n c tio n s; integrals o f this type frequently occur in applications;
h o w e v er, the historical significance of this m ethod is m ainly due to
the fact th a t it is one of the rare cases o f the problem w here integrals
o f the given class are elem entary b u t not the functions o f th at class.
A binomial differential is an expression o f the type

A:a(a + W ) Y dx,
w h ere all three indeces a., (3 a n d 7 a re rational an d a and b are
 288 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

a rb itra ry real num bers. W e shall find u n d e r w h at conditions th e

prim itive

can be an elem entary function.

L et us assume th a t = t so th a t *)

-p ,
1
-aL -■i ,
x — t , ax = —- t at.
P

W e thus obtain
a + I _ j

I = j \ 1 ? {a + b t f d t . (1 L

W e shall now see th a t i f at least one of the three numbers ( a + 1) /P ,

7 and (oc 1 ) / P + 7 ts an integer, then I'represents an elementary function.
W e shall also give a m ethod for finding this function.
1° L et 7 be an integer. In th a t case the in teg ran d in the
a + 1
prim itive ( 1 ) depends rationally on t p and t ; if

a + 1 m
x = ’
w here m and n are integers (n > 0 )5 this in teg ran d has the form ’
R (t, x /O j w here is a ratio n al function of two variables. T h e
prim itive I has the form considered in § 62 an d it can therefore be
expressed in term s of elem entary functions.
2°. L et the num ber (a -f-l ) / t6 be an integer. In th a t case the
integrand in ( 1 ) depends rationally on t an d (a + bt)*; if 7 = p / q,
w here p and q < 0 are integers, then this in teg ran d has the form
R (/, H/a + bt) a n d we have again a prim itive of the type considered
in § 62).
3°. Finally, let us assume th a t (a -f 1) / 7 is an integer.
T h e integrand in (1) can then be w ritten in the form

*) W e ca n assu m e th a t P ^ 0 . fo r'th e ca se p = 0 is e v id e n tly tr iv ia l.

IN T E G R A T IO N O F S IM P L E R A T IO N A L 289

a n d it therefore depends rationally on t an d (a bt) / t if 7 = p / q\

I f p a n d q > 0 are integers, then the in tegrand has the form

«(<,

an d we have again the conditions considered in § 62.

T hus our proposition is fully proved. P. L. Ghebyshev has
shown th a t the above conditions include all cases w hen the prim itive
of a binom ial differential is an elem entary function; if a an d b are
non-zero a n d none of the three num bers (a-j-l)/p , 7 an d (oc-j-1 )/(3-f7
is an integer, then the prim itive is never an elem entary function.
U n fo rtu n ately the p ro o f of C hebyshev's rem arkable theorem is too
com plicated to be given here.

For problem s to § 64 cf. Problem Book by B. P. D em idovich,

Section I I I, Nos. 252, 253, 260.

§ 65. Integration of trignometrical differentials

W e shall now integrate some classes o f transcendental functions

a n d a t first consider functions w hich depend rationally on the
trigonom etrical functions sin ,v, cos *, tan ,v, cot x, sec x an d cosec x.
O w ing to the fact th a t all these functions can be expressed rationally
in term s of sin x an d cos x, we are obviously dealing w ith functions
of the type R (sin x, cos x), w here R ( x ,y ) is a rational function of two
variables.
T h e prim itive

I = j*R (sin *, cos x) dx (1)

alw ays represents a n elem entary function. T o prove this, it is
sufficient to introduce the following q u a n tity as the new variable of
in tegration

In this case by only taking values of x in the interval —7r/ 2 < * < 7i / 2
we obtain
x = 2^ arctan t, . =
ax 7
2dt
- 2

2 1 1 - /2
sin x = r - T i , COS X =
290 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

and
21 1 - t%\ 2 dt
1 + t2 ’ 1 + t2 / I + t 2

is the prim itive of the rational function.

Exam ple 1, F ind the prim itive

/= f - <*t — -
J 1 — A2 cos x 5
w here A2 is an a rb itra ry positive num ber. W e shall consider se p a ra ­
tely the case w hen A2 < 1, A2 > 1 an d A2 = 1.

1) I f A2 < 1, we can assume th a t 1 — A2 = a2, 1 -f- A2 = p.

Substituting in (2) we obtain :
2dt
“ It 2 dt I + t2
+ t2 1 + t2 - A2 (i - ,*) = + j v = # arC tan J^ +

4- C = - • -- , a rc tan d-A*"
V I - V (V [ - A2
tan f ) + c

2) If A2 > 1, we assume th a t 1 — A2 _ a 2, 1 + A2 = p.

S u bstituting in (2) we obtain :

.
~ J32*2- a2 ap
f 2 dt J , 3* — « i
-j- a i
+ c =

| P ta n ------- a 1
V A2 + i tan-^---- \ / A2 - 1 i
4a f t; i n ''n— - — l n ---------- — ----------------- 1+ C.
X
jP ta n -j- + a i\ / A a- ( - l t a n ^ - + V A 2- - 1

3) I f A2 = 1, the same substitution gives :

I = \t = - T + < ? - - « * - § - + C.

As a result of the substitution (2) the prim itive (1) is ra tio n a li­
sed in every case, w hich is very im p o rtan t as it shows th a t all p rim i­
tives of the kind ( I) represent elem entary functions. H ow ever, this
substitution is often ra th e r difficult in practice an d can be replaced
by o th er sim pler transform ations of the in d ep en d en t variable. M an y
cases can be quoted w hen prim itives of the type ( 1 ) can be ra tio n a li­
sed by sim pler substitutions like t — sin xy t = cos x or t = ta n x.
W e shall consider some such cases.
IN T E G R A T IO N O F S IM P L E R A T IO N A L 291

1°. I f the function R {xt y) is odd w ith respect t o y (i.e. it only

■changes its sign as y is replaced by — y ) , the prim itive ( 1 ) can be
rationalised by m eans of the transform ation sin .v = t. In fact, in
this case the function
R (sin .v, cos *) ..
cos .v '

■docs not change w hen cos x is replaced by — cos x an d therefore *)

co n tain s only the square of cos a:;but cos2 .v = 1 — sin 2 x3 so th a t the
function (3) depends rationally on sin .v = /. W e therefore have

f n , , . , f R (sin x. cos *) . f . ,
I R (sin x} cos x) ax = I — cos xdx = I R* (t) dt,

w here R* (t) is some ratio n al function of t.

2°. It can be sim ilarly shown th a t if the function R (x,y) is

•odd w ith respect to x, the prim itive ( 1 ) can be rationalised by m eans
o f the transform ation cos x = /.

3°. Finally if R (.v,_y) = R ( —x, —y), the prim itive ( 1 ) can

b e rationalised by m eans of the transform ation tan x — t. In fact,
replacing everyw here sin x by cos x tan x we obtain a rational func­
tion Rx (tan x } cos x) of tan x an d cos x so th a t

R (sin at, cos x) = R x (tan x, cos x),

a n d therefore
R (— sin a:, — cos x) = R 1 (tan x, — cos x).

Since the left-hand sides of these two identities coincide, there-

fore
R x (tan x, cos x) = R i (tan x 3 — cos x),

*) W e a re u sin g h ere th e a lg e b r a ic th e o r e m : i f R {£) is a rational function of z

and R ( — z) — R {z), then R(z) is a rational function of z 2. P roof. W e are g iv e n th a t
R (z) = R {—z) — % [ R (z) + R ( —z ) ] ; if i? (z) is a p o ly n o m ia l, th e r ig h t-h a n d
sid e is e v id e n tly a p o ly n o m ia l w ith r e sp ec t to £ 2 ; in g e n e r a l, le t us a ssu m e th a t R(z)
is e q u a l to P (z) I Q (z) so th a t

P{z) d ( - z ) + d(z) P ( - z ) .
R(z) + R ( - z) -
a(zuu-z)
b o th th e n u m e r a to r a n d th e d e n o m in a to r a re p o ly n o m ia ls a n d th e y e v id e n tly d o n o t
•ch ange w h e n z is re p la c e d b y — z'; th e re fo r e, in a c c o r d a n c e w ith o u r p r o o f th e y are
p o ly n o m ia ls w ith re sp ec t to z2.
292 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

i.e. the function R 1 does not change w hen cos * is replaced by — c o sr

an d therefore it only contains the square of cos x :
R 1 (ta n cos x) = R 2 (tan cos2 x)

and hence also

R (sin x, cos x) = R ^ (tan x, cos2 x).

Assuming th a t tan x = t we obtain :

1 j dt
cos2 x = j - - ~2 , x + a rc tan t, ax = ^ ^ 3

and consequently

/ = j* R (sin cos #) dx = J* i ? 2 (tan x, co s2 x) dx —

| A’2 ( l> i • /") i + 1- ’

an d the prim itive is, in fact, rationalised.

Exam ple 3. T he substitution ta n x = t gives :

f ^ -------— f — ^ x — :— j* = In | t I + C = In | t a n x\ -f C..
J sinx cos x J tan ^ cos ^ J t

W e shall now consider in detail a very im p o rtan t type of th e

prim itive ( 1 ), viz. prim itives of the kind

I m,n — J sin™ x cos 71 x dx,

w here m and n are integerss. Evidently if the n u m b e r n = 2k 4- 1 is-

odd, we have the conditions considered above in 1 °, an d the substi­
tu tion sin x — t im m ediately rationalises the prim itive ( 1 ) ; sim ilarly
if m is odd, the prim itive is rationalised by the substitution cos x = t
(case 2 °); finally if both m and n are even or odd, we have the
conditions described in 3° an d the prim itive is rationalised by the
substitution ta n x — t. As we know from above, in every case the
prim itive can be rationalised by the substitution ta n x / 2 = t.
H ow ever, integration of the resulting function is often ra th e r difficult.
W e m ust therefore look for other m ethods o f in te g ra tio n ; one such
m eth o d w hich does no t involve rationalisation is given below.
INTEGRATION OF SIMPLE RATIONAL 293

In te g ra tin g by parts w hen n ■=£ — 1 we obtain :

4 ,» = j* sin1” * cos” x dx — j* sin ” 1-1 a; (cos” x sin x dx) =

sin "1- 1 x cosn+ 1 a: , m — I1 f .

”- 2 x cos”+2 a: dx —
n+ 1 V +T j sin1
51

sin 1” - 1 x cos n+ 1 x . rn — 1
n + 1 + n j' Im- 2 ) n+25 (4)

a n d sim ilarly w hen m =£. — 1

sinw+1 a: cos ” ji ___ j

Im> n — m -{- 1
1 a:

■f f sil
-|---------- , | sinm+2 A' cos” - 2 xd x =
m +
sin Tn+1 a: cos” - 1 a: n — 1
Lm+2y n—2 ' (5)
m -+- I m -f 1

B ut

%-2i n+2 = J sin ” 1 2 x cos ” + 2 x dx —

— j* sin ” 1-2 a: cos” a: (1 — sin 2 a:) dx = I m- 2, n — d m , ni

a n d sim ilarly

Att-f 2> n —2 z ~ I m y n —2 I mi m

consequently the form ulae (4) an d (5) give :

drni «
sin m 1 a: cos 71+1
+ I
+ ~ t:
7Z - f -
\1 J, (6)
sin W+1 a: cos ” - 1 x , n — 1
dmi n + [ I m j 7i-2 ’ d m i tjJ, (7)
m -j- 1 m + 1

an d therefore we n atu rally also have

sin TO—1 a: cos n+1 x , m~ \ T
I *« ' "T" ; to—
—2>rn 1 m ( 8)
m n m+ n
sin m + 1 X cos ” - 1
d mi n — m H- n + m + n “ ” “ 2‘ (9)

W e have thus o btained a p a ir of reduction form ulae w hich

en ab le us to dim inish either of the two indices in the prim itive d m, n
(so long as the other index is not equal to — 1 an d m + n ^ 0 ) by two
294 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

units while the other index m aintains its form er value. I f both n u m ­
bers m and n are positive, then by successively applying bo th form ulae
we can evidently express the prim itive 7 m, n in term s of an y one o f
the prim itives / 0)lJ I 1)Q, / 0, 0, A>i w hich can b e evaluated directly.

T h e reduction form ulae deduced above enable us to obtain

results easily w hen one (or both) o f the num bers m an d n are negative.
T o prove this we a t first note th a t the reduction form ulae (8 ) an d (9)
rem ain valid when m — — 1 and n — — 1 , which we did n o t include
in the deduction of these form ulae (this can be shown by a simple
differentiation); the only exception is the case w hen m + n = 0. I f
we replace m by m + 2 in form ula (8 ), we can express I mjn in
term s of I m+2, n, i.e. we can raise the first index by two units if
m + n + 2 --fc 0 ; provided the sam e condition applies we can use
form ula (9) in order to raise the second index by two units. I f
m + n -f- 2 = 0 (with th e exception of the case w hen m = n — \)y
then either form ula (6 ) or (7) enables us to find since we h ave
n ^ - 1 for m + n + 2 = 0 , therefore by replacing m by m -f- 2 in
form ula (6 ) we readily obtain

sin W+1 x cos 7i+1 x .

/ m?
m + 1 ~*

In view of these facts we can evidently o b tain integrable integrals by

applying successively the form ulae (8 ) an d (9) w hen m an d n are n eg a­
tive. N ote th a t we have considered the only exception in the
above exam ple.
F or problem s to § 65 cf. P roblam Book by B. P. D em idovich,
Section I I I , Nos. 215-297, 299, 261, 265, 283, 304,

§ 6 6 . Integration of differentials containing exponential

functions

1. L et us consider the following prim itive

1 = j e ™ P (x) dx (a 0), (1)

w here P {x) is an a rb itra ry polynom ial. In te g ra tin g by p arts -we

obtain :
1 Ip
/ = — eax P {x) — — I e a * P ' (x) dx.
INTEGRATION OF SIMPLE RATIONAL 295

T his form ula replaces evaluation o f the given prim itive by evaluation
o f an o th er sim pler prim itive, since the pow er o f the polynom ial P '(x)
is low er by unity th a n th a t o f the polynom ial P (x). R ep etitio n o f
this m ethod gives :

i - v j p w - t p ' w + i p " to - - J+ c

T h e resulting series is discontinuons so th a t the derivatives o f th e

polynom ial P (x), from a certain order onw ards, are identically zero.
H ence all the prim itives o f the type (1) can be expressed by elem en­
ta ry functions.

W e also note th a t the following prim itives can be sim ilary found

I x = J sin ax P (x) dx, I2 = J cos ax P (x) dx (a ^ 0).

In fact, integration by p arts gives :

/, - — COS— -| -----— [ COS 7.x P'{x) dx,

a a J

/ _ si n a x. P(x) — — [ sin ax P ' (x) dx,

a a J

an d successive application of these two form ulae readily gives us final

expressions for both prim itives :
^ sin ax C P ' (x) P'"[x) P (5) (x) _ )
1 a C a 0,3 a& )
cos ax P"(x) P (4) (x)
P(x) + c,
a a2 a4

sin ax P"(x) . P w (x)

U = P(x) - O I A
a ■}+

cos a x [ P ’ (x ) _ P" {x) P <Gi (x) )j_

+
( a

H ere also bo th series are autom atically discontinuous,

2. L et us consider the prim itives

K ?ax cosBx dx. K2 — j e*x sin $ x dx (a ^ 0 )

296 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

In tegration by parts gives us

* ! = - e«* cos P x -f- — j* e ax sin p x da. =— cos P * + —

a

A 2 = — £aj: sin S a: -------— iTj.

£ a r a 1

I f we consider these two equations as a system of two equations w ith

the unknow ns K x and K 2 we o b tain :

<?a* (p sin p * + a cosp*)

+
a 2 + p2

<?ax (a sin p a: — p cos p*)

*2 -p C.
a 2 + p2 ‘
For problem s to § 6 6 cf. Problem Book by B. P. D em idovich,
Section I I I , Nos. 328, 330, 332, 333, 336.
 C H A P T E R X V III

N U M E R IC A L IN F IN IT E SER IES

§ 67. Fundamental concepts

Every b ran ch of accurate n ature study contains chapters descri­

bing the m ain concepts and laws o f the given subject an d other c h ap ­
ters devoted to the study of the subject ; these chapters must be learnt
not so m uch in principle as in tech n iq u e; nevertheless, their m ethodi­
cal im portance is often so g reat th a t study o f the corresponding theory
is often impossible w ithout their system atic knowledge. T hus in the
theory o f h eat we have chapters devoted to the m easurem ent of tem ­
p eratu re together w ith chapters dealing w ith theoretical problems
i.e. practical m ethods for m easuring tem peratures.
T h e theory of infinite series plays a sim ilar p a rt in relation to
the fun d am en tal concepts an d laws of m ath em atical analysis, i.e. it is
a technical a p p aratu s, an auxiliary tool ; also the num erous and
varied applications o f this ap p aratu s are the basis o f analysis an d
m any applied sciences ; therefore the science o f infinite series takes an
outstanding place am ong contem porary m ath em atical m ethods and
cannot be om itted from a com prehensive course o f m athem atical
analysis.
T he fu n d am en tal concept of the theory o f infinite series is so
elem entary th a t everything connected w ith it could have been descri­
bed m uch earlier in ou r course, for exam ple, im m ediately after ch ap ­
ters devoted to the definition o f limits an d real num bers. W e have
postponed this subject for two reasons : we w anted to a cq u ain t the
read er as early as possible w ith the fu n d am en tal ideas differential
an d in teg ral calculus ; we also w anted to connect the elem entary
concepts o f infinite series w ith later chapters in w hich their fu rth er
thorough developm ent is described an d the read er is only now able to
u n derstand this subject thoroughly.

297
298 A C O U R S E O F M A T H E M A T IC A L A N A L Y S IS

T h e concept of an infinite series is very simple an d com pletely

expressed by sum m ation of the following decreasing geom etrical
progression w ith w hich the reader should be w ell-acquainted from
the high school stage :
a, ary ar2 , arny..., (1 )
where 0 < ] r | < 1 an d a is an a rb itra ry real nu m b er. T h e sum o f
the first n term s of this progression

V - T
k=0
when n —>• co tends to the lim it

lim s n — . ■,
« -* « I - r
which is said to be sum of “ all” term s of the given progression :

k— 1
H ence in the case of a progression the sum m ation of “ all” term s o f
some infinite num erical series is carried out as follows : the sum s n
o f the first n term s o f the given series is constructed (it is evidently a
function of n) and the behaviour of this sum for n —►oo is th en in ­
vestigated. I f a t the same tim e s n tends to a definite lim it sy we c an
naturally assume th a t s is the sum of “ all” term s of this series.
A decreasing progression is, how ever, not the only series o f this
type. T hus, for exam ple, the series
1 I 1 1
( 2)
1 . 2 ’ 2 . 3 ’ 37T’ ’ »(«+ \)'9
has exactly the same properties. In fact, since

_ L_ _ J_ ( _ TO N
n ( n + i) n n + 1 ( ’ 2’
therefore we have for the series (2 ) :
N U M E R IC L IN F IN IT E S E R IE S 299

an d consequently
lim s n <= !.
n —> 0 0
W e have said above th a t a / (1 — r) is the sum o f “ a ll” terms o f
the progression ( 1 ) ; we can now say for the same reason th at sum o f'
“ a ll” term s of the series ( 2 ) is equal to 1 an d we can write :
CD

H k\k~+ 1) = L
<fc=l
It is clear th a t every series cannot be sum m ed in the m a n n e r
described above. T hus for the series
1, 1, 1, 1, ...
we have s n = n; w hen n -> oo, the sum s n increases indefinitely an d
therefore cannot have a lim it; the same phenom enon can take place-
w hen s ^ is b o u n d e d ; thus for the series

1, - 1 , 1, - 1,..., 1, - 1, ...
s n is equal to 0 or 1 depending on w hether the n u m ber n is odd or
e v e n ; w hen n —> co, the sum sn rem ains bounded b u t does not tend
to a lim it.
W e can now form ulate general definitions. Let us assume th a t
we are given an infinite sequence of real num bers
Wij u 2, . .., u ro ... . (3)
W e assume th a t

U% (71 1, 2, ...),
k= 1
an d call the sum s H as partial sum of the series (3). If the lim it
lim s n — s
n —»
exists, we say th a t the series (3) is convergent an d the num ber j is its.
su m ; if, how ever, the p a rtia l sum s n does n o t ten d to a lim it for'
n -> oo, then the series (3) is divergent an d has no sum.
T he concept of sum of a convergent series a n d sum of “ a ll” its
term s appears to be self-evident, b u t one m ust be c a u tio u s; it m u st
300 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

be rem em bered th a t sum of an infinite series is n o t constructed like

a finite sum, b u t an entirely new operation, th a t of lim iting process,
is involved in its construction ; therefore the properties of finite sums
cannot autom atically be extended to sums of infinite series w ithout
first testing them ; we shall see later th a t this extension is n o t possible
in every case.

I f the series (3) is convergent an d its sum equal to w e can

w rite
CO
s — ^ wfc== u 1 + u 2 + ••• + u n + ... ;
k= 1

if s n + oo for n -> co, this is sometimes w ritten as

= + oo ;
& =1

b u t it follows from the general definition th a t in this case the given

series is divergent an d has no sum.
Sometimes the following notation is used : u 1 + u 2 + ... +

■+■ u n -f- ... or 2 J Ujc irrespective of w hether the given series is con-
k= 1

vergent or divergent. For exam ple, we say th a t the series

convergent and the series ^ ( — l ) fc divergent (cf.

2 k (k + 1)
k= 1 A- 1

above exam ples).

I f the series (3) is convergent, the difference rn = s — s„ betw een

its sum and p artial sum is called remainder of the given series; it
follows from the definition of convergence th a t

rn 0 (n -> o o ):
the remainder rn of a convergent series is an infinitely small quantity for n—>co
(a divergent series has, of course, neither a rem ain d er nor a sum).
Since

s — ui + u2 + + un -f- + ..., sn= + u2 + ... + un,

N U M E R IC A L IN F IN IT E S E R IE S 301

therefore we n atu rally expect th a t

CO CO

J'n = S — Sn ~ Mn+J + ... + u n + k 4 “ ••• — Un + k = ^ U[.

k= 1 L=n+ 1

This equation w hich is obvious for finite sums cannot be extended to

infinite series w ithout proof. H ow ever, the p roof happens to be very
simple ; if we assume th a t
r

Un+k Gr (r = 1, 2, ...),
k= 1

then evidently a r = j„+r — sn ; and owing to the fact th a t j-n+r— for

r —y co an d n is constant, gt has a lim it equal t o s — — rnfor r - ^ o o ;
oo
b u t by definition the lim it o f aT is the sum of the series V u n+ k ;
k= l

therefore this series is convergent and its sum is rny w hich was to be
proved. T hus if the series (3) converges, we have for every n 1

s — s n + r n»

w here
Sn = % -f- u2 + ... + un, rn — U n+1 + Un + 2 + ... + Un+k

It follows from our definition of convergence o f the series (3)

th a t this convergence is equivalent to the condition th a t the squence
o f p a rtia l sums
■b> s2j ••• > sn> (4)
should tend to a definite lim it s w hich in this case is said to be the
sum o f the series. H ence the sum an d convergence of the series (3)
depend on existence an d m ag n itu d e of the lim it o f the sequence (4).
T hus infinite series can be expressed in terms o f sequences a n d their
limits. B ut it can be readily seen th a t the relationship betw een series
an d sequences is m u tu al. L et us assum e th a t we are given the
sequence (4) of a rb itra ry real num bers sn an d th a t
U\ == Si , Un — Sji *£71—1 ( f t ~^> 1 ) ,

we then evidenty have

u>\ U2 “t“ ••• un (1 1, 2 ,...),

 302 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

a n d existence an d m agnitude of the lim it of the sequence (4) depends

entirely on convergence and sum of the series (3).
T his elem entary relationship betw een sequences a n d infinite
series can often be conveniently used to apply propositions proved for
one of these subjects to the other w ithout ad d itio n al proof. In § 19
(theorem 2) we have proved the following necessary an d sufficient
^condition for existence of a lim it for the sequence (4) : in o rd er th a t
the sequence (4) should have a lim it it is necessary an d sufficient th a t
the following condition be satisfied : no m a tte r how small s > 0,
we should have | sn+P | < e for every sufficiently large n an d p > 0.
But if the num bers sn are the p a rtia l sums o f the series (3), we have

P
^n4-» $n ^ ? i+ l d ~ ^ n + 2 T" • • • "F ^ n + j> = = ^ n + fcj

k= l

.and, on the o ther h a n d , existence of the lim it of the sequence (4) is

•equivalent to the convergence of the series (3); we thus arriv e a t the
following necessary and sufficient condition for convergence of series.

Theorem 1. In order that the series (2) should be convergent it is

necessary and sufficient that the following condition be satisfied : no matter how
small e > 0, | un+1 -f un+2 + • • • + un+p \ < s fo r every sufficiently large
n and for every p > 0.

This condition can be picturesquely expressed as follows : the

ab solute value of every sufficiently far rem oved “ p a rt” o f the series
.(irrespective of the length of this “ p a rt” , i.e. of the n u m b er o f term s
o f the series it contains) should be as small as we please. T hus w hen
.p — 1, it follows from this condition th a t | u n | < e for every conver­
gent series (3), provided n is sufficiently la rg e ; in o th er w ords, we
■have :

Corrolary : I f the series (2) is convergent, then u n 0 for

>oo.

In the examples of divergent series w hich we have so far con­

sidered u n does not tend to zero for n -> oo ; therefore the question
m ay arise w hether the condition u n -> 0 (n -> oo) w hich, as we have
ju st shown, is necessary for convergence o f the series (3) is also suffi.
cient for this porpose. I t can be readily shown th a t this not so. In
fa c t, let the series (3) be constructed as follows : A t first ux = 1 is
ntaken ;<then tw o term s (u2 and m3) each o f w hich is e q u al to J follow ;
N U M E R I C A L I N F I N I T E S E R IE S 303

•then follow three m ore term s, ea ch o f w h ich is e q u a l to J ; this is con ­

tin u e d a d infin itu m . It is th en obviou s th at o n on e h an d u n - > 0 for
n -»■ co. O n the oth er h an d , th e “ p a rt” o f th e series consisting o f the
term s 1 / k con tain s, b y its con struction , k term s and is therefore eq u al
to u n ity . A n d sin ce k can b e as large as w e please, the “ parts” equal
to u n ity w ill occu r in the constructed series as far rem oved as w e
p lease. T h e co n d itio n o f th eorem I is not satisfied and the series (3)
d oes n o t con verge.

A classical exam p le o f this kind is provid ed b y the very instruc­

tiv e “ h a r m o n ic ” series

1 , 12 +-1- 13 + . + —
-t- n + • (5)

th e co n d itio n u,n - > 0 (n -> co) is satisfied, b u t th e “ p a rt” o f the

•series
2*+i

n—2k+l

c o n ta in s 2k+1 — 2k — 2k term s, n eith er o f w h ich is sm aller th an the

p r e c ee d in g term w h ic h is eq u al to l /2 ft+1; therefore this “ p art” is
greater than
1
2 *+x 2 ’

a n d sin ce w e can select ea ch “ p art” as far rem oved as w e please

(the n u m b er k b ein g arbitrarily large), the co n d ition o f theorem 1 is
a g a in n o t satisfied an d the series (5) is divergen t.

In fin ite series, like other gen eral con cep ts, need m ore details for
th e ir full d e v e lo p m e n t; their full m ea n in g can on ly be interpreted b y
c o n sid er in g m ore or less sp ecialised classes o f series w h ich are ch a ra c­
terised b y in d iv id u a l properties. In this p aragraph w e are stu dyin g
th e c o n cep t o f in fin ite series in its m ost gen eral form and th ere
rem ain s som eth in g besid es to say.
L e t us assum e th at w e are given tw o series :
«1 + M2 + • • • + “ » + • • • >
’ • + » « + • *• -
I n th a t case the series

(u x + z>i) + («2 + v 2) ~b • • • T ( Mn 4- v n) + . . . (6)

304 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

can be regarded as the result o f “ term -by -term ” a d d itio n o f th e tw o

given series i . e . an ad d ition w here each term o f the first series is
ad d ed to the corresponding term of the second series. L et us assum e
th a t b o th series are covergent. L et us denote th e ir respective sums
by s a n d a and p a rtia l sums by s n an d cr w so th a t
S n - + S , G n ~ + G (fi - > OO).

In this case the sum of the first n term s o f the series (6) will evidently
be equal to j n + g n an d tend to s + g for n -> oo ; thus term by­
term addition of two convergent series results in an o th er convergent
series an d the sum of the new series is equal to the sum of the tw o
given series. This rule evidently rem ains valid (an d is proved by the
same m ethod) if the series are su b tracted term -by-term .
Finally, no radical change in our argum ents will take p lace if,
instead of two series, we take an a rb itra ry finite n u m b e r o f conver­
gent series and construct an a rb itra ry algebraic sum w ith an a rb i­
tra ry com bination of signs (w hich m ust n atu rally be the sam e for all
term s). T h e series resulting from this algebraic term -b y -term a d d i­
tion o f the given series will always be convergent a n d its sum will be
equal to the result of the algebraic a d d itio n (w ith the sam e co m b in a­
tion of signs) of the sums of the given series. W e thus arrive a t th e
following proposition :
Theorem 2. L e t th e s e r ie s

CO oo CO

^ ^ ls /o ^ 2 ) k > • • • j ^ M m > k

k= 1 k= i k=l

b e con vergen t a n d th e ir s u m s b e r e s p e c tiv e ly e q u a l t o s u s 2t

T h e n th e s e r ie s

J] iu \ »k ± u 2i k lb ••• =b Um,k)
k= 1
{w h e r e th e s a m e c o m b in a tio n o f s i g n s is ta k e n f o r e a c h te r m ) w i l l a ls o be
c o n v e rg e n t a n d i t s s u m w i l l b e e q u a l to

Si i ^ 2 i ••• i s
I t follows from this theorem th a t by changing a f i n i t e n u m b e r o f
term s of a convergent series we can n o t affect its convergence
(alth o u g h we are in general changing its s u m ); in o th er w ords, th e
following result h o ld s : ‘
N U M E R IC A L IN F IN IT E SERIES 305

Corollary. I f in the series

M1 4“ w 2 “P • 4" 11n 4" W«+i 4- ••• (7)

V\ + V2 4- .. • 4 “ v n "F Vk+1 + (8)

we have

U «+l ^ « + l » ^ n-f-2 ^ n+2 s • • • j ^ ^ n+jfc >

/o r n f > 0 and i f one o f these series is convergent, then the other series is also
convergent.

In order to prove, it is sufficient to nQte that the series (8) is

obtained by term-by-term addition of the series (7) and the (conver­
gent) series
[v i — u i) + (v 2 u 2) -f- ... 4~ (v n — u n) -{“ 0 4 0 -p ....
It obviously follows from the above corollary th a t if one of the
series (7) an d (8) is divergent, then the o ther series is' also divergent.
A nother general property of num erical series is established by
the following theorem :
Theorem 3. I f the series

ui ~P u2 4 “ ••• T* un4"
is convergent and its sum is equal to s and i f a is an arbitrary constant, then
the series
au 1 4“ au %4“ ••• ~i~ clun 4~ •••
is also convergent and its sum is equal to as.
In order to prove this theorem it is sufficient to note th at,
denoting by s n an d a n the respective sums of the first n term s o f the
above two series, we should have a n — a s n for any n.
F o r exercises to § 67 cf. Problem Book by B. P. D em idovich,
Section V , Nos. 1-3, 5, 11-12, 14, 15, 21, 23, 24.

§ 68. Series with constant signs

W e have alre ad y 're m a rk e d above th a t in o rd er to develop the
m ean in g of infinite series thoroughly we m ust study specific classes of
series characterised by special properties'w hich m ake them im p o rtan t
a n d accessible for study. T h e history- of the developm ent of the
 306 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

science o f infinite series has revealed th a t the m ost im p o rta n t class

o f this kind are series w h ose all term s h ave the sam e sign. There*
fore w e shall at first study series w ith ‘‘con stan t sig n s.” W e sh all
alw ays assum e in such cases that all term s are p ositive (or, m ore
a ccu rately, n o n -n eg a tiv e, since, in gen eral, it is useful to assum e
existen ce o f term s equal to zero). It is ob viou s th at series w ith n e g a ­
tive term s (or, m ore a ccu ra tely , n on -p ositive term s) w ill possess a n a ­
logous properties o w in g to sym m etry.

I f all term s o f the series

u \ + u 2 + ••• + u n + ••• (1)

are non-neigative an d if w e assum e, as a b o v e, th at

^h S n (^ !> 2 , . . . ) ,

th en w e shall ev id en tly h a v e j n+l s n for all n ^ 1, i.e. the p artial

sum s s n form a n on -d ecreasin g seq u en ce. H o w ever, in this case
th ere are on ly tw o possib ilities as n —>* g o : the sum s n m a y increase
in d efin itely a s ^ „ - > + oo, or it can rem ain b ou n d ed ; in the latter
case, as w e know , it should ten d to a d efinite lim it s ; b u t th e relation
s n -► s {n -► oo) im plies th at the series (1) is con vergen t an d th a t its
sum is eq u a l to s. H en ce in order that a series with constant signs should
be convergent it is necessary and sufficient that its partial sums should be
bounded. In the gen eral case w h en th e term s o f the series have d iffe­
rent signs this co n d ition e v id en tly also rem ains necessary for the
series to c o n v e r g e ; h ow ever, it is no lon ger the sufficient co n d ition as
can b e seen from the divergen t series considered in § 67 :

, 'l + (-1 ) + 1 + (-1 ) +

w h o se'p a rtia l sum s are on ly eq u al to 1 or 0 and w h ic h are therefore

b o u n d ed .

T h e co n d itio n estab lish ed a b ove gives us a very v a lu a b le crite­

rion for co n v erg en ce o f series w ith constan t signs ; con vergen ce an d
ap p lica tio n s o f m a n y series occu rrin g in analysis can be establish ed
b y the direct or in d irect use o f this criterion. A t the sam e tim e the
a b o v e criterion is also v a lu a b le from a th eoretical p o in t o f v ie w ;
b ecau se o f it the th eory o f series w ith con stan t signs becom es very
clear a n d accessib le a n d can be d e v e lo p ed m u ch further th an th e
th eory o f series w ith v ariab le signs, to w h ich th e a b o v e co n d itio n
N U M E R IC A L IN F IN IT E S E R IE S 307

c a n n o t b e a p p lied . Its im p ortan ce can be easily understood. W e

h a v e fou n d in our in itia l d efin ition that in order to d eterm in e c o n ­
v e r g en ce o f the g iven series w e h ave to stu dy the q u a n tity as a
fu n ctio n o f n so as to find w h eth er it ten ds to a definite lim it for
n —>• oo ; th e expression for s n in term s o f n is often rather co m p lica ­
te d a n d does n ot d irectly reveal the lim itin g b eh aviou r o f this
q u a n tity as n -> oo. O n the other h an d , it is often sufficient to
assess rou gh ly th e q u a n tity s n in order to confirm th at it rem ains
b o u n d ed for n —►oo ; if the series has constan t signs; w e - can directly
d e d u c e th at s n has a lim it an d the g iv en series converges.

L et is consid er an exa m p le. It is required to find w h eth er the

series
i + .. J _ + _L_ + + .. i +
2 + 1 ^ 22 + 1 ^ 23 + 1 T T 2“ + 1 T
co n v erg es. T h e expression o b ta in ed for th e sum o f its first n terms
is c o m p lica ted a n d does n o t con clu d e as regards lim itin g b eh aviou r
o f this q u a n tity . H o w ev er, sin ce

2*4-] ^ y* {k = 2, ..., «),

therefore

1 , 1 1 , 1 1
Sn < ~2 + T + I T + **’ 2” ~ ~~ T ” <
for every n ^ 1. H en ce the q u an tity s n is bou n d ed an d th e given
series converges.

T h e m eth o d used in th e a b ove ex a m p le often en ab les us to

d eterm in e co n v erg en ce o f con crete series. In its gen eral form it can
foe form u lated as follow s:

Theorem 1. We are given two series with non-negative terms :

M] - f u 2 4- + an + (u)
V1 + v 2 + ••• v n + (^)

i f a positive number c and a natural number n 0 exist in this case such that

u n < cv n
fo r every n ^ n 0<then convergence o f the series (v) implies convergence o f the
series {u) and, conversely, divergence o f the series (u) implies divergence o f the
series (v).
 308 A G O U R S E O F M A T H E M A T IC A L A N A L Y SIS

T his theorem is sometimes know n as the- “principle o f comparison

o f series
Proof. I t follows from corollary 2 § 67 th a t we can evidently
assume w ithout loss of generality th a t the inequality u n < cvn is
valid for all n; let us denote by s n and a n the respective p a rtia l sums
ol the series (w) an d (v) ; we evidently have s n ^ c a n (n = 1 ,2 , . . . ) ;
if the series (v) converges, then the sums o n are bou n d ed a n d there­
fore the sum s n is also bounded w hich in its tu rn implies convergence
of the series (w). T heorem 1 is thus proved.
T h e principle o f com parison of series established above can b e
applied not only to the study of definite series b u t also to the d ed u c­
tion of m any convenient tests of convergence w hich find freq u en t
applications. W e shall establish several such tests in the sequel.*)
Test 1 (C auchy). I f a positive number r < 1 exists such that
V~un < r
fo r all sufficiently large n, then the series (u) is convergent; i f however, values
o f n exist which can be as large as we please, fo r which

VTn >
then the series (u) is divergent.
Proof. In the first case we have for all sufficiently large n
u„ < rn,

an d , according to theorem 1, convergence of the series (u) follows

from convergence of the progression r + r2 + rn + ... . In the
second case we have un 1 for an infinite n u m b e r o f values of n an d
divergence of the series («) follows from the corollary of th eo rem 1
§6 7.
In p a rticu lar, if the lim it

exists, the above test enables us to establish the following sim ple
r e s u lt:
Corollary. I f the series (u) has lim ^ / u n = ly then the series {u) is
n—>oo
convergent fo r I < 1 and divergent fo r I > 1.

*) U p to th e en d o f § 68 w e h a v e co n sid er ed series w h ic h w e a ssu m e to h a v e

n o n -n e g a tiv e term s.
 N U M E R IC A L IN F IN IT E S E R IE S 309

In fact, let Z < I and s > 0 be so small th a t / + e < 1; it

follows from V un —>■ I (n —>■ oo) th a t un < I + e for all sufficiently
la rg e n an d therfore, according to the test 1, the series (u) is conver­
gent. If, how ever, / > 1, then v'' un > 1 for all sufficiently large
n an d , according to th e test 1, the series (u) diverges.

In case lim y/ u ’n = I , the above corollary does not enable us

to draw any conclusions w ith regards to convergence of the series (u).

T h e fact th a t the series (it) m ay in this case be divergent can be
seen from the simple series

1 4- I + ... + I + ... .

H ow ever, we shall soon see th a t the series {u) can also be convergent
in this case.

Test 2. (D ’ A lem bert). I f a positive number r < 1 exists such that

! -----
Un < b

fo r all sufficiently large n, then the series (u) converges; i f however, for all
sufficiently large n
u n+1 ^ j
Un
then the series (u) diverges.
Proof. In the first case we have for all sufficiently large values
of n
U n +1 ^ urJj

un+2 < un+}r ^ unr2,

Wfl+3 < un+2r < Unr3,
a n d generally
«»i+k < unrk (k = 1 , 2 , . . . ) ;
hence, according to theorem 1, convergence o f the series (u) follows
from convergence o f the progression

unr + unr2 -f ... -F unrk 4- ••• ■

In the second case the term s of the series (u) form, from a certain
te rm onw ards, a non-decreasing sequence of positive n u m b e rs; the
relation un 0 (n -> oo) is therefore impossible an d the series (u)
diverges in view of the corollary of theorem 1 § 67.
310 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

Like test 1, test 2 gives the following result :

C orollary. I f the series (u) has lim wn+1 / un = I, then the series (u)
oo
converges fo r I > 1 and diverges fo r I > 1.

T he proof is analogous to th a t of the corollary of test 1 a n d we

leave it to the reader. As before, if / = 1, we cannot conclude th a t
the series (u) is convergent.

Exam ple 1. C onsider the series

!■ + i- + ... j-' -L
11^2! ' n<.
+ •
’

here

1
Un+i (« + 1)! _ 1
0 {n o o );
__ 1 n 4- 1
n\

/ = 0 ; the series converges; its sum is equal to e — 1, as can be easily

calculated on the basis of exam ples considered in § 39.
F or further exercises c f Problem Book by B. P. Demidovich*
Section V, Nos. 28-32.

It is obvious from the proofs of th e above two tests th a t they

can serve for com parison of the given series w ith a geom etrical
progression. These two tests can, how ever, only be successfully
applied to series whose term s decrease m ore rapidly th a n the term s
o f a geom etrical progression. Such series m ust be re g a rd ed as
“ roughly” convergent—th eir term s decrease very rap id ly an d th ere­
fore the rem ainder rn also tends rapidly to zero as n increases, i.e. the
p artial sum rapidly tends to its lim it s. W e say th a t such series
“ converge rap id ly ” ; the m ore rapidly a series converges, the m ore
convenient it is for p ractical calcu latio n s; if, for exam ple, s& alread y
gives us s w ith a degree of accuracy sufficient for the given pro b lem ,
th en all we have to do is to a d d four term s of our series; if the series
converges slowly, we m ay have to calculate, say, s100 in o rd er to
o b tain the sam e degree of accuracy and this will be a m uch m ore
com plicated technical operation. F or this reason it is som etim es
said th a t a very slowly convergent series m ay a p p e a r to be “ p ra c ti­
cally divergent” ; in spite of the fact th a t sn can be as close as w e
please to s w hen n is sufficiently large, we have to take a very larg e
N U M E R IC A L IN F IN IT E S E R IE S 311

value o f n so as to o b tain the required degree of accuracy and we

cannot evaluate the sum in practice.
O u r two tests cannot b e applied to series w hich converge
“ slow er” th a n a n a rb itra ry geom etrical progression. T his m eans
th a t for such series the lim it I m entioned in both corollaries usually
ap pears to be equal to unity. M ore accurate and sensitive tests
m ust be found for these series and m any efforts w ere m ade in this
direction, since m any extensive classes of series o f great practical
im portance belong to these “ slowly” convergent series.
L et us begin by considering a m ore im p o rtan t class of series of
the kind

•'F + 17 + "• + F + " ’ (2)

w here s is an a rb itra ry constant real num ber. If s ^ 0, the series

(2) evidently diverges; we are therefore only interested in positive,
values of s. I f s = 1, we have a harm onic series whose divergence
has been established in § 67. A nd since we have for s < 1

± > 1 ( » = 1 .2 .

it therefore follows from the principle of com parison of series

(theorem 1) th a t divergence of the harm onic series implies divergence
o f the series (2) for every s < 1. W e m ust therefore only consider,
the values s > 1.
W e will now show th a t the series (2) converges for every s > 1.
L et k > 1 be an a rb itra ry n a tu ra l num ber. Since we evidently have
x~* ^ k ~ * for 0 < x ^ k, therefore •
k
Jk
J x~s dx ^ ds

assum ing in this in eq u ality th a t k = 2 ,3 , ..., n and adding the in ­

equalities thus o b tain ed we have : ^

1 ^ 1
(j — 1) n 8-1 ^ s — 1 ’

since s > 1. T his shows th a t the set of p a rtia l sums of the series (2)
is b o u n d ed for s > 1 w hich, as we know, is sufficient for the series (2)
to converge. ^ 1 ^
312 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

T he m ethod by w hich we have proved convergence of the series

(2) for s 1 is very often used ; we shall give it a general basis in
§ 107 (theorem 5). A t present we only note th a t this m ethod enables
us not only to establish convergence of the series (2) b u t also to give
a convenient assessment to its rem ainder. In fact, on the basis of
w hat has been proved above we have for k > 1
k *4“1 k
J
k
x ~ s dx
k- 1
x~* dx.

Sum m ing this inequality w ith respect to k from n to n -j- r we o b ta in :

n-fr+1 n+ r
J
n
* -•< & <
" k=n
< |
n—1
x~‘ dx,

or, evaluating the integrals

n-\-r
J _________________ !_________ < y _ L <
{s— l ) n s_1 ( j — l)(n -(- r + l)*-1 LJ k*
k=n

(j — 1 ) { n - 1) "-1 ( j - I K a t O '" 1 ’
w hen —>■ o o , these inequalities give in the lim it :

oo
___ 1____ < 1 ________________
is- ljn '-1 k> ^ ( s - 1) (n — l ) * - 1
k=n

Exam ple 2. W hen s — 3, we have :

1_ 1_ . 1 , I , ^ 1
2n2 ^ n3 (n + l) 3 (n + 2 )3 ^ ^ 2(n - l ) 2 ‘

Convergence of the series (2) could not be proved by m eans o f

either of the above tests. In p a rtic u la r, the lim its

lim y Un lim — ■,
*-*00. n—»00 Un
m entioned in the above corollaries, are equal to u nity for th e series (2)
for all values of s. In fact, assum ing

n/n~* — cn (n — 1 , 2 , . . . )
 N U M E R IC A L IN F IN IT E S E R IE S 313

we have :
. In n
In cn = — s ----- ,
n
and consequently (c f exam ple 5 § 37)

In cn ►0, cn >• 1

for n —>■ co. O n the other hand

1
{n + lj*
(;71 —> 00
ns
irrespective of s.

In the same way in w hich the above two tests were based on
- com parison w ith a geom etrical progression, other m ore sensitive tests
o f convergence can be constructed on the basis o f a com parison with
a series of the type (2). W e shall now prove one such test.
Test 3 (R aabe). I f a number r > 1 exists such that

n (U
J1------ 1 ) > r (3)
\M n+1 J

for all sufficiently large values o f n, then the series

u \ ~ h m2 "t~ ••• un ••• (u )

- converges ; i f however, fo r all sufficiently large values o f n

then the series (u) diverges.

P roof 1. In the first case let us denote by r an arb itrary num ­

ber betw een 1 and r (I < r < r). E vidently the q uantity

1
n
has as its lim it the derivative of the function (1 -f x) f' at x = 0 for
n oo, i.e. the nu m b er r '; since r < r, we have for all sufficiently
large values of n
314' A C O U R S E O F M A T H E M A T IC A L A N A LY SIS,

< r,

hence

< 1 + —.
n
But it follows from (3) th a t in this case

un
> 1 H----- > 1 4-----j =
wn+1 n n/
or
n T' un > ( b + l) r'w„+i ;
this shows th a t for sufficiently large values o f u the p ro d u ct n r' un de—
reases in the transition from n to n + 1 an d therefore rem ains b o u n - -
ded for n -> oo ; in other words, a num b er c > 0 exists such th a t
n rt u n < c (n = 1, 2, ... ),
or

un < , (n 1» 2, ... ).

00
Since r' > 1, the series , as we have ju st proved, is con-
n= 1

v e rg e n t; it therefore follows from the principle of com parison o f series

th a t the series («) is also convergent.
2. In the second case it follows from (4) th a t

un ** + 1
«»+l ^ «
or
^ (n -J- i) ^ «+i j
therefore provided n is sufficiently large (» ^ Wq)? the p ro d u ct n u n does-
n o t decrease in the transition from n to n + 1 ; hence if we assum e
th a t n Q u n ^ = c , we shall have n u n ^ c for n ^ n 0 an d consequently
 N U M E R IC A L IN F IN IT E S E R IE S 315

an d since a harm onic series diverges, it follows from the principle o f

com parison o f series th a t the series (u) also diverges. W e h ava thus*
proved test 3.

Corollary. I f the series (3) has the following limit

lim n ( l ± ------- 1 ) = /,
Tl—>00 \ I

then the series (w) converges fo r I > 1 and diverges fo r I < 1.

W e can again leave the proof to the reader. W hen I = 1, th e

given series can either converge or diverge.

Exam ple 1. L et us assume th a t for n ^ 2

«„ = <T"( 1 + T + T + - + l ^ b ) -
w here a is a constant positive num ber. W e readily obtain

1
^n — a
un+\

hence

T h e lim it o f this expression for n -> c c is evidently equal to the d eri­

vative o f the function ax w ith respect to x a t a: = 0, i.e. In a. It follows
from test 3 th a t the series (u) therefore converges for a > e an d diver­
ges for a < e. T h e problem needs furth er study for a = e.

W e could readily construct simple exam ples o f series for which

the test 3 is too rough. W e have just m et one such series {a = e i a
the last exam ple). The re a d e r can show for him self th a t this test tells
us nothing ab o u t convergence of the series of the type

ljn [ In n)s
n~ 2

w here s is a constant positive num ber. We could find a m ore

sensitive test to throw some light on this problem . In ch ap ter X X V
316 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

we shall study a test of com pletely different type based on integral

calculus w hich will enable us to operate freely w ith series of this an d
'Other more com plicated types.
For exercises r/'. Problem Book by B.P. D em idovich, Section V,
Nos. 42 an d 45.

§ 69. Series with variable signs

We shall now begin to study series w ith a rb itra ry signs.

A m ong them we find the so-called alternating series whose term s
have alternately positive and negative signs so th a t, for exam ple, all
te rm s w ith odd indices are positive. Such a series can be w ritten
in the form

u 1 — «2 "I" a3 — W4 -p ... -}- M2k-l — u 2k + ••• ; U)

w here all u n are obviously positive n u m b ers; altern atin g series
occur very frequently an d have m any different ap p licatio n s; they
-are also interesting theoretically; their convergence can often be
established by m eans of a very simple test w hich we shall now prove.
Theorem 1 (Leibnitz). I f the inequality u n+1 ^ u n holds fo r any
n 1 and iflim u n — 0, then the alternating series (1) is convergent.
«-^0O

H ence for alternating series the tendency o f u n to zero for

n —>■ co together w ith the m onotonic decrease of the absolute value
of term s guarantees convergence of the series (in general this is, o f
course, not so; let us rem ind you, for exam ple, of a harm onic series
w hich satisfies both these conditions).

Proof. L et us denote, as usual, the p artial sums of the series

{1) by s W e have for every k ^ 2

s2k %-2 “ — u2k ^ 0;

hence the sequence

•*2> ^ 2/sj (2)

is non-decreasing. But on the other h a n d

^ 2k ~ U1 2 ^ 3) 4 u 5) • •• \l( 2k—2 ^ 2*—l ) ^ 2 k>

hence

{k = 1, 2, ...),
N U M E R IC A L IN F IN IT E S E R IE S 317

so th a t all m inuends on the rig h t-h an d side are n o n -n eg ativ e; therefore

the non-decreasing sequence (2) is bounded from above an d has a
lim it

lim s ik = s.
k—>oo
In order to prove th a t the p artial sums s w ith odd indices tend to the-
same lim it, it is sufficient to note th a t, according to proof,

s 2fc+l “ s 2ft 4* u 2fc+l

an d th a t s 2k —i►j f o r k -> oo ; it is also given th a t u 21c+l 0 ; therefore

2fc+l ^ ^ (k ►oo),
w hich proves theorem 1.

A typical sim ple series w hich often occurs in applications is the-

following series

i — L + J ____ J ____ (. _j_________________!— _ _! [.(3)

2 ^ 3 4 + + 2 t - l 2k ^ ( 1

w hich according to theorem 1 is convergent. If we replace all terms*

of this series by their absolute values, we obtain a divergent (harm onic)
series. T his shows th at convergence of the series (3) depends n o t so
m uch on the ra te of decrease of its term s (their absolute values) as
on the a ltern ativ e distribution of their signs.

T h e series (3) also shows th a t it is possible for a given series to-

converge w hile the series composed of the absolute values of its term s -
diverges. I t is m ost im p o rtan t in the theory o f all series w ith variable
signs th a t the converse o f the situation described above should not
o ccu r: if the series com posed of the absolute values o f term s o f the
given series converges, then the given series will always be convergent.
L et

«1 + W2 + ••• + wn + ••• (M)

be a series com posed of term s w ith a rb itra ry signs. In th a t case the

following theorem h o ld s:

Theorem 2. I f the following series is convergent

| M| + J M| + ... + | Wn | + ... > ( lM|)v

then the series (u) is also convergent.
318 A C O U R S E O F M A T H T M A T IC A L A N A LY SIS

Proof. L et n and k be two a rb itra ry n a tu ra l num bers.

A ccording to theorem 1 §67 convergence of th e series (|« |) implies
th a t the sum

1u I + I U 71+2 I + «•> + I ^ n + lc!

is as small as we please w hen n is sufficiently large an d k a r b itr a r y ;

owing to the fa c t th a t

I M ^ + i-fW fi +2 H - . . . + Un+ k | | ll n + 1 1 Jr lt n+2| + • • • 4 * I Mn+k |>

th e same also holds for the q u an tity | u n+1 -f u n+2 + ... + ««+*!;
according to theorem l'§ 6 7 this also implies convergence o f the series
(u). T heorem 2 is therefore proved.

W e can thus see th a t convergent series (u) w ith altern atin g

signs can be divided into two categories: series for w hich the series
(| u'\) converges an d the other series for which it diverges. Series of
the first type are said to be absolutely convergent an d those of the second
type conditionally convergent (the reason for this term inology will soon
be obvious). T h e difference in properties of these two types of
convergent series is very rem arkable an d fundam entally im p o rtan t in
analysis and m any applications. T his difference can be basically
characterised by the fact th a t absolutely convergent series possess
alm ost all properties of finite sums, since all operations w ith such
series are carried out according to the sam e rules as w ith finite sums ;
on the other hand, m any simple properties of finite series w hich are
very im p o rtan t in applications do not ap p ly to conditionally conver­
gent series and therefore practical applicatio n of these series becomes
ra th e r restricted.

I t is evident th a t convergent series w ith constant signs alw ays

converge abolutely so th a t the difficulties m entioned above do not
arise. All propositions w hich we are going to establish in the next
p a ra g rap h for absolutely convergent series also hold for all series w ith
constant signs.

In conclusion to this p a ra g ra p h we shall give one m ore test for

convergence o f series w ith variable signs. Let a 1? a 2, ..., a w ... an d
Pi, P 2 , ..., P« ... be two sequences of real num bers w hich possess the
following properties : 1) the n u m b e r a n are positive an d decrease
m onotonically ( a n+1 < a n) and lim a n = 0 ; 2) a positive n u m b er
n —> oo
c exists such th a t' I <rn | = | P j + P 2 -f ... -f- p n | < c for every
n ^ 1, i,e. the series of num bers 3 n has bounded p a rtia l sums. Let
N U M E R IC A L IN F IN IT E S E R IE S 319

ms assum e th a t u n = a tt (« = 1 ,2 , ...) a n d show th a t the given

series (m) converges.
For this purpose let us apply the general test for convergence
(theorem 1 § 67) according to w hich it is sufficient to show th a t for
every n an d for a n arb itra ry /? > 0

I ^ 71+1 4 - ^ 71+2 4 - ... 4 - ^«+J I ^ £.

W e have

?{n>P) — u n+l 4- «fl+2 4" ... 4“ Un+p =

G
Cn+1 P 7i+l 4“ ^ ti+2 P 7i+2 ~t~ 4“ &71+J7 P n+p>
o r assum ing th a t

Pi 4- P 2 4~ ••• 4" pa = (k — 1, 2, ...),

■p ( « , p) = <*7i+i (c 7 n+1 — a n) 4~ a n+2 ( a n+2 — a 7 i+ i) 4 " •••

• •• 4 “ & n+p n+p ^ 7i+p—l ) ® n ^n+l 4 ~ ®ti+1 71+ ] ^C^+ 2) 4 “

4 - ^ 71+2 71+2 a 7j+3) 4 - . . . 4 - ^ 71+27—1 (^n+J)—1 a 71bp) 4 - Gn+p^ n+p>

let us choose n so large th a t a rt+1 < e /2 r ; it then follows from the
in eq u alities j a k ] < c an d a fc+1 < a fc w hich hold for every k th a t
th e last eq u atio n gives us, regardless o ip :

fP p') I^ i+i 4~ £ (a 7i+i *“ a n+p) 4“

7 c a n+p = 2.rocn-f-i < e,
"which proves our proposition. W e thus arrive a t the following test:
Theorem 3 (D irichlet). Let ocn -> 0 (n —►co) and let the follow­
ing inequalities hold for every n ^ 1 .*

a fi+l ^ a 7i> I P i 4- p 2 4- ... 4*' p n I < £»

where c is a constant. In this case the series

a t Pi 4- a 2 P 2 4- ... 4" a 7i P« 4~ ,
■will also converge.
By choosing, say, P„ = ( —l ) n_1 we exactly o b tain theorem 1
as can readily be seen; hence the latter is a p a rtic u la r case of
th eo rem 3.
E xam ple. W e have for every k
 320 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

Sum m ing this relation w ith respect to k from 1 to n we o b tain

n

sin (n 4- ' y ') x — sin — x — 2 sin cos kx.

k= 1
an d assuming th a t sin | x ^ 0

„ . / ^ I \ . 1
'* sin n + -r— ) x — sin --- x
£ co s* * = v 2 J 2
o • x
2 sin ~2 ~
k —l

and therefore for every « > 1

cos kx <
k= 1 sin -

Assuming th a t a n = 1 / w, (3n = cos nx we can conclude, a cc o rd in g

to theorem 3, th a t the series

cos nx
S
n— 1
~n ( 4>

converges, provided x is not a m ultiple o f 2tc; w hen x = tt, the. series.

(4) is transform ed into the series

E-'-T-
n -1

whose convergence, has been proved above for x — 2 u ; the series

(4) then becomes a harm onic series.
F or fu rth er exercises to § 69 c f P ro b lem Book by B.P. Demidov
vich, Section V , Nos. 74-77, 85-86, 89, 96.

§ 70. Operations with series

1. O ne o f the most im p o rtan t properties of finite sums is com­

mutativity, i.e. the sum is independent o f th e o rd er o f te rm s ; we a re
therefore natu rally interested in finding w hether this p ro p erty also
holds for infinite series, i.e. w hether the sum of an infinite convergent
series rem ains unchanged w hen its term s are arb itra rily co m m u tated
N U M E R IC A L IN F IN IT E SE R IE S 321

a n d w hether the series rem ains convergent. W e shall now learn th a t

fo r absolutely convergent series and for conditionally convergent
series this problem is solved in a directly opposite sense.
Theorem 1. I f the series

^ i + w2 + ... ~\r u n -f- ... (w)

is absolutely convergent and its sum is equal to s, then the series

^1 + ^2 + ••• + y n + •••, (fl)

obtained from it as a result o f an arbitrary commutativity o f the numbers u n,
is also absolutely convergent and its sum is also s.
Proof. L et us assume th a t
OD

Pn ^ I^k [ >
k - n - f-1
so th a t p n -> 0 (n -> oo). L et e be an a rb itra ry positive n u m ber and
let n be such th a t p n < e. T h e num bers u l9 u 2, ..., u n of the series
(u) coincide w ith some definite num bers v% , v { , o f the
1 2 n
series (y). L et m n be the greatest of the indeces i x , i 2 , i n. ' In
this case the sum
m

k= 1

for every m ^ m n evidently contains am ong its term s all the num bers .
u jc{ 1 ^ k ^ n) ; it m ay also contain in a d d itio n some num bers u k w ith
indeces k > n. T herefore assum ing th a t
n

Uk = ^ n '••)?
k= 1

we have :
Gm — s n *T I

w here a is the sum of several num bers u k w ith indeces k > n so th a t

= Pn <
k= n +1
 322 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS'

T herefore
[ J | = | sn — ^ + q | < | sn — s | + | q | =
GO CD

= j 2] Ub | + Iq I< 2] \ uk \ + \ q \ < 2e,

k—n-\T k = n+ 1
the only condition being th a t m is sufficiently large. H ence th e series
(v) is convergent an d its sum is equal to s. A bsolute convergence o f
this series is alm ost self-evident; in fact, the sum
n

2 1 ** I
k= l

is no other th a n the sum of n term s of a convergent series w ith n o n ­

negative coefficients | ux | -f ( w2 | + ... -f | un \ + ... a n d therefore it
does not exceed the sum of this series for an y n ; it therefore rem ains
bounded for n —> oo an d this implies convergence o f the series
CO

^ | vb j » i-e absolute convergence of the series (v) .

k= 1

W e shall now turn to conditionally convergent series an d a t

first prove one auxiliary proposition for these series, w hich is also o f
general interest.
Lemma. I f the series (u) is conditionally convergent, then all its
positive terms form a divergent series (u+) and, similarly, all its negative terms
form a divergent series (u~).
Proof. W e shall denote respectively by an d s~n the sums
o f those term s of the series (w+) an d (u~) w hich have the p artial sums
sn o f the series (u) so th a t s+n + = sn. Since the series (u) is
convergent, the sum sn tends to a definite lim it for n -> o o ; hence
the equation sn = s+n ■+■ sn shows th a t if either of the sums o r s~n
has a lim it for n oo, then the o th er sum m ust also tend to a lim it
b u t in this case the difference j ‘l' n — s~n m ust also tend to a definite
lim it which is evidently equal to
I «1 I + | Wo i + ... + I un | ;
hence the series (u) is absolutely convergent, w hich contradicts the
conditions of the theorem . T herefore n eith er s+n n o r can ten d
to a lim it for n —> oo,- i.e. the series (w^*) a n d (u~) diverge, w hich was-
to be proved.
N U M E R IC A L IN F IN IT E SE R IE S 323

Theorem 2. I f the series (u) is conditionally convergent, then an

appropriate commutativity o f its terms can make-it divergent or convergent, and
in the latetr case its sum can be made equal to a preassigned sum s.
P roof 1. In order to obtain a divergent series we shall place
the term s o f the series (u) as follows : At first we take a certain
n u m b er o f positive term s of the series (u) so th a t th eir sum should
exceed u nity (this is possible as a result o f the lem m a w hich we have
ju st proved). T h ereafter we place the first negative te rm ; we then
take enough positive term s for th e ir sum to exceed unity an d we
place th ereafter the second negative te rm ; it follows from our
lem m a th a t this process can be continued ad infinitum an d it is
evident th a t every term o f the series (u) will sooner or later be
included in the new series. O u r series will, by construction, contain
“ p a rts ” > 1 w hich can be as far rem oved as we please; therefore
according to theorm 1 § 67 the series will be divergent.
2. In order to o b tain a convergent series w ith an arb itrarily
preassigned sum s we shall place the term s of the series (u) as follow s:
W e assum e, say, th a t s 0. Therefore, a t first we take positive
term s o f the series («) (in the same order as they ap p ear in this
series until their sum does n ot exceed s; this will take place sooner o r
later as a result of the lem m a proved ab o v e; as soon as the sum
obtained exceeds s we begin to a d d negative term s o f the series (u)
(again in th eir n a tu ra l order) ; we continue to do so until their sum
becomes less th a n s; this will again take place sooner or later as a
result o f the same lem m a. As soon as this happens we again begin
to add positive term s of the series (u), an d so on. T h e resulting
series
V1 V2 ••• vn ••• (v)
w ill, in fact, include all term s o f the series ( m) b u t their position will
differ. L et us assume th a t

L et e > 0 be as small as we please. Since v n -> 0 for n -* ooy

we can find an m such th a t |y „ | .< £ for n ^ in. L et us consider an
a rb itra ry sum o n (n ^ m) ; if o n an d lie on opposite sides of s^
th en
I c B — s\ = I 0 n | < e.
 324 A C O URSE OF M ATH EM ATICAL A N A LY SIS

XT, however, c n and a lie on the same side of s, then according to

our construction crn lies closer to s th a n H ence in all cases a n
lies closer to s th an the distance £ or it lies closer th a n the preceding
sum Gn-i- T his evidently implies th a t from a certain n u m b er
onw ards all the sums c n lie closer to s th an the distance e ; and since
s is arbitrarily small, c n s{n co), w hich was to be proved.
W e can therefore see th a t w ith regards to com m utativity o f
term s a conditionally convergent series represents, as it w ere, a raw ,
am orphous mass w hich can be transform ed, by suitably applying the
above operation, into either a divergent series or a convergent series
or a convergent series w ith a preassigned sum.
Note. T he problem ab o u t the influence of com m utativity of
term s of the series w hich we have considered above arises, as is alm ost
self-evident, only w hen this operation em braces an infinite n u m b er
o f terms of the series. In fact, if only term s w ith indices not exceeding
m can be com m utated, then all p artial sums of the series, beginning
w ith s m, rem ain u n c h a n g e d ; if the initial series is convergent, then
the series obtained after this com m utative operation will also be
convergent and its sum will be the same.
2. A nother im p o rtan t prop erty of finite sums is th eir distri-
b u n v ity : in order to m ultiply two sums we m ust m ultiply each term
o f one sum by all the term s of the other and ad d the p ro d u ct so
oDtained. It is therefore im p o rtan t to know w hether this distributive
law also applies to infinite series. T his problem can also be considered
from a n o th er p o int of v ie w : we have seen § 67 th a t two (or more)
convergent series can always be added or subtracted term -by term .
W e are now natu rally interested in finding w hether it is permissible
to m ultiply these series term -by-term .
Theorem 3. I f the series
u l + U2 4* ••• 4* Mn 4- ••• = s (u)
and
v i 4* Vo 4- ... 4- v n + ... = a (p)
are absolutely convergent, then the series composed o f all products o f the form
UiVk {i, k = 1, 2, .. ) with suffixes appearing in any order is also absolutely
convergent and its sum is equal to s a.
Proof. L et us denote by w 1} w n, ... products o f the
form UiVjc (iy k = 1, 2, ... ) num bered in an y o rd er a n d consider
th e series
N U M E R IC A L IN F IN IT E SE R IE S 325

L et S n (n = 1 ,2 , ...) be the p a rtia l sums of this series. T h e sum S n

consists of term s o f the form |w j 0 fc|. A m ong the suffixes i a n d k of
term s com posing the series S n we can find the greatest te rm ; let us
denote it by m ; if then we m ultiply term -by-term the finite sums

A m = I Ui | -f- Iit21+ ... + I um |, B m = I vx I -j- I y2| ••• + ! vm |»

the term s of this product will evidently contain all the terms \ u t v k \
o f the sum S n. H ence

&n ^ A inB m.
B ut the series (u) an d (y) are absolutely convergent an d therefore the
sums A m an d B m are b o u n d e d ; the last inequality shows th a t the
p a rtia l sums S n of the series (|hj|) are bounded an d , consequently,
this series is convergent.

W e have to prove th a t the sum of the series

^1 + ^ 2 + ••• + w n + (w)
(whose convergence follows, of course, from convergence of the series
(|k>|) is equal to sc. W ith this in m ind we note th a t since the series
{w) is absolutely convergent, therefore, in order to find its sum we can
place its term s (i.e. the products iiiVk) in any o rd er (theorem 1).
L et us place them as follows : a t first we take the term u 1v 1 (only)
in w hich the greatest suffix is u n ity ; we then take all those term s
whose greatest suffixes are equal to 2 (there will be three such
n u m b ers: u 1v2, u 2v 2y after th a t we take term s w ith greatest
suffix equal to 3 (there will be five such term s : u 1 v 3, u 2 y3, u 3 vs>u 2v2i
u s v jj, an d so on. I f we take the p artial sum o f this series (iv) ending
w ith a group of term s w ith the greatest suffix m, then its p a rtia l sum
evidently includes all products of the form m v k (1 ^ i ^ m, 1 ^ k ^ m),
i.e. it will be equal to s rnc m, w here

sm = Ui 4- u2 -f- ■•• + 1(m, G.m = V1 V2 + ••• + vm j

an d since we have s m s and c m c for m oo, the selected

p a rtia l sum of the series (w) tends to j a for m -> oo. A nd since the
series (w ) is convergent, the lim it of this p a rtia l sum should coincide
w ith the sum of the series (w) which is therefore equal to sc. This
proves theorem 3.
A m ore accu rate analysis w hich we cannot consider here shows
th a t in order to m ultiply term -by-term the series (u) a n d (v) it is
sufficient to assum e th a t either of these series is absolutely convergent
(and, of course, we m ust also assum e th a t the o th er series is a t least
326 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

conditionally convergent). In th a t case we can no longer place the

products UiVk arb itrarily , b u t we m ust place them in a quite definite
order.

W hen both series are conditionally convergent, term by term

m ultiplication is alm ost impossible. H ence, in general, only absolutely
convergent series possess all distributive properties of finite sums.
F or exercises cf. Problem Book by B.P. D em idovich, Section V,
Nos. 116, 119.

§ 71. Infinite products

As we know, addition can em brace an a rb itra ry n u m b e r o f

term s ; similarly m ultiplication can also em brace as m any factors as
we please. In the case of ad d itio n by allowing the n u m b er of term s
to increase indefinitely and using the principle of lim iting process we
have arrived at the concept of a sum of an infinite series. O w ing to
the fact th a t addition is in m any respects sim ilar to m ultiplication we
can expect to arrive a t a new useful concept, w hen th e n u m b e r of
factors increases indefinitely, by applying the principle o f lim iting
process.

L et Zi9 Z2>••• ■
>Zn be an a rb itra ry sequence of real num bers. L et
us assume th a t
n

Z1Z2 ... Zn = Zk = *n {n = 1, 2, ...)

r*=i
and call the num bers 7:n the “ p artial products” o f the given sequence.
I f the lim it
lim 7rn = w

exists, then, as w ith infinite series, we can n atu rally consider this nu m ­
ber re to be the product of “ a ll” the num bers Zn an d w rite
CD

71 = Zk = Zi Z2 Zn ... •
x=l
L et us assum e th a t all the num bers z n are positive. In th a t case
n
log 7Tn= ^ log z k I if the lim it (1) exists an d if tt ^ 0, then it follows
k= 1
N U M E R I C A L I N F I N I T E S E R IE S 327

from tz n —>• tz an d from c o n tin u ity o f the lo garith m ic fu n ction that

lo g izn lo g tz} i.e.

n
Sn = lo g Zic -> lo g n (n -> oo) .
k= 1

T h is show s th at ex isten ce o f th e positive lim it (1) in ev ita b ly im plies

c o n v e r g en ce o f the series

lo g Zi + lo g Z2 + ... + lo g z n + ... > (2)

a n d the sum o f this series is eq u a l to lo g 7z. C onversely, if the series

(2) is c o n v erg en t, th en the q u a n tity

Sn = lo g = l o g (Zi ZS ... Zn) = l o g 7T„

k= 1

ten d s to a d efin ite lim it for n - > 00 ; h en ce the p artial p roduct iz n

also has a d efin ite lim it (this lim it has a log a rith m an d is therefore
p o sitiv e). W e thus arrive a t the con clu sion that in order that the nonzero
lim it (1) should exist (for p o sitiv e z n) it is necessary and sufficient that the
series (2) should be convergent. T h is enab les us to foresee th at the case
tz — 0 w ill deserve sp ecia l a tte n tio n in the theory o f infinite products.

L et us n o w assum e that the n um bers z?c have arbitrary signs (we

on ly assum e th at there are n o num bers eq u al to zero a m o n g th em :
if, for ex a m p le , Zk = 0, then ev id en tly = 0 for all n ^ k and the
lim itin g b e h a v io u r o f n n b ecom es trivial. W e ev id en tly h ave :

Zn = ( « = 2, 3, ... ).
7Tn_,

L et th e lim it (1) exist ; in th at case tz n -> iz an d 7r n_i —> tz for n -> 00

a n d th erefore if n 7 ^ 0

Zn ^ ~~~~ = 1 (n -> 00 ) ;
TZ

in the sa m e w a y as the rc-th term o f a co n v erg en t series should tend

to zero for n-> 00 , so th e n- th fa cto r o f an in fin ite product sh ou ld ten d
to u n ity for n -> 00 , p r o v id e d a n on zero lim it tz exists. W e can see
th a t here the case tz — 0 o ccu p ies a sp ecial p lace ; it ca n read ily b e
328 A C O U R S E O F M A T H E M A T I C A L A N A L Y S IS

show n by an e x a m p le th at for tt = 0 our d e d u c tio n w ill, in general,,

b e no longer true ; for this purpose w e can choose, say,

Zn = ~2 " = 2 , ...) I

w e h ave 7rn = 1 / 2n —»- 0 (n—► 0 0 ), w h ile zn is alw ays eq u al to 1/2 a n d

therefore does not tend to unity.
W e h ave thus con firm ed for th e second tim e th a t p rod u cts w ith
a nonzero lim it (1) show a m ore or less close a n a lo g y w ith co n v e r g en t
series. T h is is confirm ed by m a n y oth er facts in the further d e v e lo p -
m en t o f theory. It is therefore useful to a ccep t th e fo llo w in g d efin ition .

The infinite product

is said to be convergent i f the nonzero limit (1) exists ; i f however, this limit
either does not exist or, although existing, is equal to zero, then the infinite-
product is said to be divergent.
I f the in fin ite p rod u ct converges, th e lim it 7t is said to b e its
value or quantity ; thus th e v a lu e o f an infin ite p ro d u ct is alw ays e x ­
pressed b y a n on zero nu m b er, a d iv erg en t p ro d u c t has n o v a lu e
(m e a n in g ).

W e h a v e seen that th e w-th term o f a c o n v e r g e n t series ten ds to

zero as n -* o o . T h is show s th at in every co n v erg en t p ro d u ct (3) th e
num bers Zm from a certain n onw ard s, are alw ays p o s itiv e ; th e p rod u ct
can therefore only con tain a finite n u m b er o f n e g a tiv e factors ; i f w e
ch a n g e th e sign o f ea ch factor, the p ro d u ct as a w h o le w ill eith er c h a n g e
its sign or th e sign m ay rem ain th e sam e, i.e. it w ill on ly u n d erg o a v e r y
trivial ch ange. H en ce w ith o u t loss o f gen era lity w e can assu m e (and
w e w ill do so in future) th at all the num bers z n are p o sitiv e. M o r e ­
over, o w in g to th e fa ct th a t for con vergen t products z n 1 (n —► 00 ),
it is freq u en tly c o n v e n ien t to assu m e th a t zn = 1 + un an d w rite the-
infinite p rod u ct in th e form

J J (1 T w») ; (4)
n~ 1

here w e alw ays h a v e — 1 < un < + 00, an d in the case o f a c o n v e r ­

gent p roduct un - > 0 (n ->■ 00 ).
N U M E R IC A L IN F IN IT E SE R IE S 329'

O ne of the m ain aim s of the theory o f infinite products is to-

establish tests w hich w ould enable us to recognise w hether the given
infinite product is convergent or divergent. As we know, convergence
o f the p ro d u ct (4) is equivalent to convergence o f the series

^ log (1 + un) ; (5)-

n—1
this connection enables us to base the tests for convergence,of products
on the know n tests for convergence of series as established in § 67 ; it
enables us to confirm the condition th a t for every z > 0 and for every
sufficiently large n an d k > 0 we should have :
n-\-k

| S log(1 “») < s. ( 6)<

i = n+ 1
this is the necessary an d sufficient condition for convergence o f th
series (5) an d therefore also of the p ro d u ct (4). Since
n+k n+k

2 log (1 + W/) = log | J J (1 -I- «■<) j,

1 i=-n -f 1

the inequality (6) can be replaced by the inequality *)

Tl+ k
JJ£ { 1 ~b u i) - 1
i —Tl+l
w here rh like s, is a positive nu m b er w hich can be as small as we-
please. H ence in order th a t an infinite p ro d u ct should be conver­
g ent it is necessary and sufficient th a t any sufficiently far rem oved (as
far as we please) “ p a rt” of the series should be as close to unity as-
we please. H ence in this respect we have a com plete analogy
betw een products and series. L et us draw atten tio n to the fact th a t
this analogy only holds if we accept the above definition (i.e. the
condition th a t products w ith lim u n = 7r = 0 are divergent).

T h e established test is of g reat theoretical im portance like the

corresponding test for series; however, it can only be applied in isola-

*) T h is n u m b e r is as c lo se to u n ity as w e p le a se i f a n d o n ly if its logarithm,

is as sm a ll as w e p lea se.
330 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

ted cases of concrete products. In order to o b tain tests o f g reater

practical value we m ust, as in the theory o f series, go beyond the
general concept an d consider definite classes o f infinite products. W e
m ust a t first natu rally ask w hich products can be reg ard ed as an alo ­
gous to series w ith constant signs an d w hich is analogous to series
w ith variable signs.
T he term s of a convergent series tend to zero as th eir suffix
i n c r e a s e s i f the series has constant signs, this implies th a t all its
term s are either positive or n e g ativ e ; in o th er w ords, all its term s lie
on the same side of the lim iting value 0. In the case of a convergent
infinite product the lim iting value of all term s is unity ; we m ust
therefore regard those infinite products as analogous to series w ith
constant signs in w hich all factors are either g reater or less th a n
unity. I f the product is represented in the form (4), this m eans th a t
the num bers u n are either all positive or all negative. For infinite
products of this kind we have a very simple an d practically convenient
criterion of convergence :
Theorem 1. I f all the numbers u n have the same sign, then in order
that the product (4) should be convergent it is necessary and sufficient that the
following series should be convergent :

U\ 4* w2 + ••• w2 4~ ••• • (7)

Proof. W e can a t first assume th a t u n -> 0 for n —>- oo. In
fact, if this is not so, then, as we know, the pro d u ct (4) an d th e series
(7) are divergent an d the statem ent o f theorem 3 is proved. L et us
now consider both possibilities separately.
1. Let u n ^ 0 (n = 1 , 2 , ...)• O w ing to the fact th a t a; 0

ex = 1 4- -v 4~ 0 (at), (8)

therefore for a sufficiently large n

el Un < 1 4- u n < e2on .

W e can assume th a t these inequalities a re satisfied for all n} since

rejection of a finite num ber o f term s can n o t affect convergence o f the
series or the product. But assum ing th a t
n n

^ ^ fc $ ny (I 4 - ^ 7c) = ~ n?
A -l k=\
N U M E R IC A L IN F IN IT E S IR IE S 331

we h a v e :

12 0c ft
< < e {n = 1, 2, ...)• (9)
I f the series (7) is convergent, th en the sum s n rem ains bounded for
n c o ; it then follows from the second of the inequalities (9) th a t
7rn also rem ains b o u n d e d ; an d since 7zn+1 > izn (n > 1), the p ro d u ct
(4) is convergent; conversely, if the p ro d u ct (4) is convergent, th en
7zn rem ains bounded for n -> oo ; it then follows from the first o f the
inequalities (9) th a t s n also rem ains bounded an d therefore the series
(7) is convergent.

2. ttn 0 (n = 1, 2, ...). T he same relation (8) gives us for

.a sufficiently large n
2u —n
e “ < 1 + «„«: e 2 ” ,
a n d we can ag ain assume th a t these inequalities are satisfied for all
values of /*, w hich leads to
2s 2— c

(« = 1 , 2 . . . ) . ( 10)
I f the series (7) is convergent, then s n is convergent for n -> oo (this
tim e s n ^ 0 an d the fact th a t s n is bounded implies existence o f a
positive num ber A such th a t s n > — A for any n) ; it follows from
_2A
the first of the inequalities (10) th a t zzn ^ e (n = 1 , 2 , . . . ) and
owing to the fact th a t now ” n+1 ^ izn (n ^ 1), therefore tz n tends to
—2A
■a definite positive lim it 7r e for n -> co, i.e. the p roduct (4)
•converges. Conversely, if the pro d u ct (4) converges, th en 7un --> 7r > 0
(n —> oo) and, evidently, izn ^ iz (n = 1 , 2 . . . ) ; the second o f the
inequalities (10) therefore gives:

e 2 ° ^>7r , s n ^ 2 In tz ( n = 1, 2, ...),
i.e. the sum s n rem ains bounded from below for n -> oo ; hence the
series (7) converges.
Exam ples. It follows from divergence of the harm onic series
flh a t for «->■ co

( 1+ f ) ( 1+ t ) - ( 1+ t ) - + CO.
0.
( ' - i X ' - f ) -(■-t )-
332 A C O U R S E O F M A T H E M A T IC A L A N A L Y S IS .

It follows from convergence of the series

n= 1

th a t both products

0 + i 0 ( 1+ i ) - ( 1 + i ) and0 - •(' - J r >

tend to positive limits for n —> oo.
For further exercises cf . Problem Book by B.P. D em idovich*.
Section V, Nos. 403, 413, 419, 420, 425.
 C H A P T E R X IX

IN F IN IT E SE R IE S O F FU N C T IO N S

§ 72. Region of Convergence of a Series of Functions

L et Ui(x)i u 2(x), ... , u n(x) be a sequence o f functions w ith

in d ep en d en t variable x defined in an interval (a, b). I f we w rite the
infinite series
« i(* ) + u 2{x) + ... + u n (x) -f ... , (1)
th en for each value * 0 of th e variable x in (a9 b) this series becomes
-a numerical series
^1 o) ”1” ^ 2 ( ^ 0 ) ”1” ”1” u n { x 0) T" j

w inch can be convergent or divergent. A series of the type (I) is

said to be an infinite series o f functions defined in the interval (a, b).
These series a re an im p o rtan t tool in m athem atical analysis, and the
w hole theory of num erical series whose elem ents were described in
C h ap ter X V III can be regarded as an in tro d u ctio n to the theory of
series of functions w hich we shall now study.

L et us a t first consider how the concept o f convergence can be

-applied to series of functions. We have already said above th a t for
■every num erical value o f the variable x in the interval (a, b) the series,
(1) becom es a-num erical series so th a t in view of C h ap ter X V III the
expression (1) can be regarded as describing not a single series b u t a
whole fam ily of num erical series. Some of these series will be conver­
g e n t and some divergent. I t is therefore obvious th a t we cannot give
o n e answ er to the question w hether the series (1) converges or diverges;
such a question should no t be p u t for series o f functions. Instead
th e following question should be asked : For what values o f x in the
.interval (a> b) 'is the series (1) convergent and fo r what values divergent ?
H en ce convergence o f a series -of functions is a local c o n c e p t: it applies

333
334 A C O U R S E O F M A T H E M A T IC A L A N A L Y S IS

a t some points of th e given interval (a, b) an d does n o t ap p ly a t

o ther points. O nly w hen the series (1) converges (or diverges) a t
every point in the interval (a, b)t it can be said th a t the series converges
(or diverges) in th a t interval.
A point x in the interval (a, b) a t w hich the series (1) converges
is said to be the point o f convergence of this series; sim ilarly the p o in t
a t w hich the series (1) diverges is said to be the point o f divergence o f
this series. H ence in relation to every series defined in the interval
(a} b) the points of this interval are divided into two sets of p o in ts :
the set of points of convergence and the set o f points o f divergence o f
the series (1). T h e first set is known as region. o f convergence a n d the
second as region o f divergence of the given series. In sam e cases eith er
set m ay be em pty.
Cases are known in the theory of series of functions w hen regions-
o f convergence an d divergence have very com plicated structures ;
this m ay be so even w hen the series are com posed o f sim ple elem entary
fu nctions; it comes about, for exam ple, w ith the trigonom etrical series*
w hich we shall study in c h ap te r X X L H ere we shall only consider
one simple case.
T h e series
1 + x -fi a2 + ... x n + ... ,

all term s of w hich are defined along the whole n u m b e r line-

( — o o < A < + o o ) i s a geom etrical progression for every value o f
x ; the region of convergence o f this series is evidently the open intervaL
— 1 < x < 1; the region of divergence is defined by the inequality^
M > i-
Sums of the form
n

Snix) = Uk {x),
k= 1

in analogy w ith num erical series, are called partial sums of the series;
(1). I f the series (1) converges a t the point a*, then the following;
lim it exists: l i m ^ w(x) = ^(a). T h e functions ^^(a) are defined a t
n—>oo
every point of the interval (0 , b), b u t the function j ( a ) , w hich is said
to be sum of the series (1), is only defined a t the .points of convergence
o f this series. T h e function r „ ( a ) = .y ( a ) — s n {x) is called remainder
o f the given series. I t is evident th at, regardless of the value of n, the-
IN F IN IT E S E R IE S O F F U N C T IO N S 335

function r n is only defined w ithin the region of convergence of the

( x )

series (1). A t every point of this region we h av e:

x

lim r n (*) = 0.
n—>oo

§ 73. Uniform convergence

W e have already noted th a t convergence o f a series of functions-

MiW + U 2 ( x ) + ... + U n { x ) -f ...

is local in character. W hen we say th a t a given series converges in

an interval ( , we m ean th a t it converges a t every single point in
a b )

this interval, b u t this does n ot deprive the concept of convergence o f

its local character. W e can, however, introduce an o th er concept o f
convergence of a series o f functions in a given interval, w hich does -
not im ply its convergence a t individual points an d w hich has a cfto ta l5’
an d not a “ local” character. T his concept is o f fu n d am en tal im p o r­
tan ce in th e theory of series of functions an d its applications, an d we -
shall now consider it in detail.

L et the series (1) whose p artial sum is denoted by be- s n ( x )

convergent a t every point in the interval an d let its sum be- ( a , b )

equal to J'(at); the rem ainder of the series ) = j'(at) — tends r n ( x s n { x )

to zero as n -> oo a t any p o int x in the interval (a, b). In detail this
implies as follow s: for every s > 0 an d for any ^ x < a n a tu ra l' x { a b )

n u m b er n 0 can be found such th a t for every n ^ n0

\ r n ( x ) \ < e.

T his n a tu ra l n u m b e r n 0, i.e. the “ spot” from w hich the inequality

(2) is satisfied, evidently depends not only on e b u t also on the selec­
ted point in the interval (
x Thus different values o f x produce
a> b ) .

different n u m erical series (1); therefore, in general, the “ spot” from

w hich \ r n \ always rem ains less th a n e will be different for diffe­
{ x )

ren t series. Is it possible to choose n 0 such th a t for every n > n 0

the inequality (2) should be satisfied for all values o f in (a, ? If' x b )

a finite n u m b e r of values of x exists, this problem w ould be sim ple ;

each value o f x w ould then correspond to a definite value o f n 0 so
th a t there w ould only be a finite n u m b e r o f values o f n 0 ; having
selected the greatest values of n 0 we w ould evidently ob tain the
“ spot51 from w hich the inequality (2) w ould be satisfied for all values
of a; (of w hich there is a finite num ber). H ow ever, the in terv al ( a , b )

contains n o t a finite b u t an infinite n u m b er o f values o f each of" x ,

336 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

w hich has a corresponding n 0 so th a t we have an infinite n u m b er o f

values of w0; a n infinite set o f n a tu ra l num bers does not always
contain the greatest n u m b e r; (we m ust therefore take into acco u n t
the possibility th a t the num ber n Q> from w hich “ sp o t” onw ards the
inequality (2) w ould be satisfied a t every p o in t o f the interval {a> b)t
does not exist). W e can also see the reason for this : for every p o in t
x on the given line the “ spot” , from w hich we alw ays have
I Tn (x) I < e, will a p p ea r sooner or la te r ; for some points this will
h appen sooner and for others la te r ; for some values o f x the series
(1) converges m ore rapidly and for other values o f x m ore slow ly;
we can say th a t convergence of the series a t some points “ lags
b ehind” , as it w ere, from its convergence a t o th er points, i.e,
•although the series converges for all values o f x {a ^ x ^ b)> its co n ­
vergence is “ non-uniform ” an d takes place m ore rap id ly for some
values of x an d m ore slowly for other values.
T herefore the following definition appears useful.
The series (1) is uniformly convergent in the interval (a, b) if, no matter
what the number s > 0 bet a nutural number n 0 can be found such that the
.inequality (2) holds fo r every n ^ n Qand for every x {a ^ x ^ b).
T his new concept of convergence o f a series o f functions is no
longer local in character, i.e. it can n o t entirely be reduced to con­
vergence of the series a t individual points an d it essentially takes into
.account the com parative rate of convergence a t different points. W e
m u st a t first consider non-uniformly convergent series. C an the series
(1) w hich converges a t every point in the interval (a, b) n o t be non-
uniform ly convergent in th a t interval ? L et us recall th a t a sim ilar
problem has been considered in § 2 3 ; having defined, the local
contunity of a function a t every p o int o f a given in terv al we proceed
to define the concept of uniform continuity w hich is m ore restrictive
.and no longer local in c h a ra c te r; how ever, it ap p eared later
(theorem 5 § 23) th a t every continuous function is also uniform ly
continuous (in a closed interval), i.e. the new concept is no m ore
restrictive th a n the initial concept. W e have a sim ilar situation in
this case if every series (I) w hich is convergent a t every p o in t in the
interval {a, b) is also uniform ly convergent in th a t interval. H ow ever,
we shall now show th a t this is n o t so.
L et us assum e th a t
u i (a*) = x, u n (x) = x n — x n-1 (n > 1)
a n d consider the series (1) in the interval (0, 1). W e have :
= (** — x) -f ... -f (x n — x ”- 1) =
 IN F IN IT E S E R IE S O F F U N C T IO N S 337

T his gives us for 0 ^ x < 1

lim j 'n (a;) = lim x n — 0,

n—»™ n —> oo

while s n (1) = 1 (n = 1 , 2 , . . . ) for x = 1, an d therefore

lim (1) = 1.

H ence assum ing th a t

,(,)-= f ° (0 < * < 1 ).

( 1 (* = 1 ),

w e have :

s n M -*■ S (x) (0 < X < 1);

in o th er words, the series (1) converges a t every point of the interval
(0, 1) a n d its sum is equal to s(x).

W e shall now show th a t this convergence is non-uniform . T he

point
x

evidently lies in the interval (0, 1) for every n a tu ra l n: b u t

S n { x n) %n » S {x —0,

a n d therefore

Yn rO — S ( x n) S n { x n) | Y n { x n) I ^ •

I f e < 1 / 2 (for exam ple £ = 1/ 4) , then no m a tte r how large the

value o f n be, a point x n can be found in th e interval (0, 1), a t which
| Yn (at tj) | £,

th e inequality (2) cannot be satisfied a t every point o f the interval

(0, 1), no m a tte r how large the value of n be ; this m eans th a t our
series is non-uniform ly convergent in the interval (0, 1).

I t is very im p o rtan t to im agine this phenom enon visually.

Fig. 47 represents the graphs of the functions y — s n {x) for n = 1,
n = 2 an d for a very large value o f n. We can see th a t no m atter
w hich p oint x (0 ^ x < 1) we choose, the value o f s n {x) decreases
a n d tends to zero as n increases ; it can be seen from the grap h th a t
 338 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

this value is negligibly small for large n. H ow ever, no m a tte r how

large the values of n we choose for values o f x close to u nity (for
exam ple, for x = 1 / n/ 2 ) , s n (x ) will still be far aw ay from its lim it
(i.e. from z e ro )) : points can be found on the curve jy = s n (x) such
th a t their ordinates are still far aw ay from zero ; an d if we continue
to increase the num ber ?i repeatedly, such points will still a p p ea r
(they will only change their positions by m oving fu rth er to the rig h t
or left). T h e “ lagging” of convergence w hich we have m entioned
above can thus be vividly im agined.

T he reader will readily appreciate th a t no m a tte r how small

s > 0 be, the given series will converge uinform ally in the interval
(0, 1 — s). H ence only the behaviour of rerms of the series in the
im m ediate neighbourhood of the p o in t unity inhibits uniform con­
vergence of this series in the interval (0, 1).

W e can thus see th a t a series of functions can converge non-

uniform ly in the given interval. This m eans th a t the concept of
convergence of a series, w hich
we have introduced above, is
m ore restrictive th a n the con­
cept of local convergence of a
series in an interval. In the
next few p a ra g rap h s we shall
consider several general p ro b ­
lems in w hich the concept of
uniform convergence is of fun­
d am en tal im portance. A t p re ­
sent, how ever, we shall only con­
sider tests w hich will enable us to
establish uniform convergence
o f a series in a given interval.
T o begin w ith, th ere
holds the following necessary
an d sufficient condition for uniform convergence (which is therefore
theoretically very valuable) w hich is analogous to theorem 1 § 67 for
num erical series.

Theorem 1. In order that the series (1) should be uniformly convergent

in the interval/(a, b), it is necessary and sufficient that the following condition
should be satisfied: no matter how small £ > 0 be, the following inequality
hold will for all sufficient Jy large values o f n :
INFINITE SERIES OF FUNCTIONS 239
n+p

IY uk W | = I K„ + 1 (*) -f un±2 {x) 4- ... + u n+p (x) I < s5 (3)

I ;
A:=?i + 1
irrespective o f the natural number p and the point x in the interval {a, b).
■ «>

Proof. 1.If the series ( 1) converges uniformly; iy the. interval

{a, b)} then for n ^ n0 and for every natu ral/?
c* e* i
I r n (•*) I < y , | | < ^ (a < X < 6 ) ,;

a n d therefore

n+p
Irn+v (x) — rn (x) | = . ^ uk (at) < £ j (a < x < b),
k = n+-\
w hich proves the necessity of our condition.

n+p

2. O w ing to the fact th a t rr, (x) = lim >, llk ix)i therefore in
P k —n+-1
—> CO •;

th e case w hen the inequality (3) holds for every n atu ral, n u m b er p
a n d a t every point a: in the interval (a, b) we have :
I rn (.v) | < s {a < a* < b ), (4)
a n d it therefore follows from the condition of theorem 1 th a t the
inequality (4) will be satisfied for every s > 0 provided n is sufficiently
la rg e ; this m eans th a t the series (1) is uniform ly convergent in the
interval {a, b) ; hence we have proved the sufficiency of the condition.
In concrete cases uniform convergence is frequently established
by m eans o f the following simple an d very convenient sufficient
condition.

Theorem 2 (W eierstrass5 test). I f the following nimerical conver­

gent series with positive terms exists : .

“T #2 + a n T" > (5)

so that
| Kn M [ < an (n = 1, 2, ...; a < * ^ b), ( 6)

then the series (1) is uniformly convergent in the interval (a, b).
 240 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

Proof. No m a tte r how small e > 0 be, it follows from th eo rem

1 § 67 th a t the following inequality w ould hold for all sufficiently
large values of n
an+l + an+2 4“ ••• *F an+p < £>
regardless of the n a tu ral nu m b er p. But it then follows from the
inequalities (6) th a t
P P
I Mn+k (x) I u n+k (x) | < £ {a ^ a: ^ b),
k= 1 £= 1
provided n is sufficiently large an d p is an a rb itra ry n a tu ra l nu m b er-
W e therefore conclude from theorem 1 th a t the series (1) is uniform ly
convergent in {a, b); theorem 2 is thus proved.
For exercises to § 73 cf. Problem Book by B. P. Demidovich,.
Section V , Nos. 242, 243, 245, 246, 261, 262, 264, 268, 279, 285, 286.

§ 74. Continuity of sum of a series of functions

In the study of num erical series we w ere considering as to w hich

properties of finite sums also hold for infinite series, i.e. to w h at extent
we can tre a t series in the sam e way as finite sums. W e a re n atu rally
also interested in the same problem w ith regard to the theory o f
series of functions.
W e know th a t sum of a finite series o f continuous functions is
always also a continuous function irrespective of w hether we consider
continuity a t a given point or in a given in terv al. Does this p ro p erty
of finite sums also hold for infinite series ? I f all term s of the series
Ui {x) -f- u2 (x) + ... + un (x ) + ... (1)

a re continuous in the interval (a, b) and if th e series (1) is convergent

a t every point of this interval, then are we justified in m ain tain in g
th a t the sum j(*) of this series is also continuous in the in terv al
(a, b) ? W e already know th a t this is in general not so. In § 73 w e
have considered the following series as an exam ple
ut (*) = *, un (x) = xn — xn~l (n > 1),

all term s of w hich are continuous in the in terv al (0, 1), a n d we found
th a t this series is convergent a t every point o f the interval (0, 1) a n d
its sum is equal to
, v f 0 (0 < *
' w = i i ( * = u
INFINITE SERIES OF FUNCTIONS 341

■i.e. it is a continuous function. H ow ever, let us note th a t we have

constructed this exam ple in order to o b tain a non-uniform ly conver­
g en t series a n d we have, in fact, found th a t this series is non uniform ly
convergent in the interval (0, 1). W e therefore n a tu ra lly ten d to
th ink th a t this non-uniform convergence is responsible for discontinuity
o f the obtain ed sum an d this phenom enon could not take place, h a d
we constructed a uniform ly convergent series. T his assum ption can
b e fully confirm ed by the following theorem :
Theorem 1. I f all terms o f the series (1) which is uniformly conver­
gent in the interval (a, b) are continuous in that interval, then the sum s (*) o f
the series (1) is continuous in the interval (a, b).
O w ing to the fact th a t continuity of the term s un {x) o f the
series (1) is com pletely equivalent to continuity of the p a rtia l sums
$„(*) of this series, the statem ent of theorem 1 is equivalent to the
statem en t th a t if all term s of the sequence s1 (x ), j 2M>
w hich tend uniform ly to the lim iting function s{x) in the interval
(a, b)f are continuous in th a t interval, then the function s (x) is also
continuous in th a t interval.
Note. W e have seen th a t the sequence of functions
f i ( x ) , f 2 ( at), . . . , / « ( at), . . .

converges uniform ly to the function f{ x ) in the interval (a, b) if for

every £ > 0 a n u m b er n0 can be found such th a t for n ^ a n d for
a < x ^ b we have :
If n (X) — f ( x ) | < S.
I t is evident th a t uniform convergence of the series (1) is equivalent
to uniform convergence o f the sequence Sj (*), s2 (*)> ••• > sn M> ••• of
its p a rtia l sums.
Proof. L et s be an a rb itra ry positive n u m b er an d let a be
an a rb itra ry p o int in the interval (a, b). Since the series (1) is
uniform ly convergent in th a t interval, we have for sufficiently large
values of n :

I s (*) — sn (x) I < - y £ {a < x < b) . ., (2)

L et us now fix a definite u u m b er n w hich satisfies this inequality.

Since the function sn {x) is continuous a t the point a, there would
<exist a 6 > 0 such th a t
I (x) — sn (a) I < — E, (3)
342' A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

if an d only if | x — a ,| < 5. But

| 5(a) - i(a) | = | [j(.r) —J„(.v)] + [j„(a:)—5B(a)] + [j„(a) —j(a)] |<
' in
.,. < | *(*) —sn(x) | T i S n {x)—sn(a) I -f IJn(a) - ^ ( a ) I i
it follows from (2) th at the first an d th ird term s on the rig h t-h a n d '
side are less th an e/3 irrespective of the points x and a in (a, b) ; it
follows from (3) th a t the second term is less th a n e/3, provided
|# — a] < 8. H ence, provided this condition holds, each of the
three term s on the right-hand side is less th an s/3 an d therefore
their sum is less th an s ; we thus o b ta in :
| S {x) - s (a) I < e,
if [ a: — a | >< 5; since e > 0 is arb itra ry , the function s {x) is contU
nuous at the point oc; and owing to the fact th a t a can be any p o in t
in (a, b), the function s (a) is continuous in th a t in terv al; theorem 1
is thus proved.
U niform convergence of a series of continuous functions g u a ­
rantees cbritinuity of the sum of th a t series. In fact, in most concrete
cases continuity o f the sum is established by m eans o f this m ethod by
m aking reference to continuity of the series itself. H ow ever, it is
also interesting to note th a t in some cases a non-uniform ly conver­
gent series of continuous functions can have a continuous sum so^
th a t the converse of theorem 1 is not true. W e shall now prove
this by an .exam ple. L et us select the term s o f the series (1) so th a t
M = (1 — *") (« = 1) 2, ...);
in this connection it is evidently sufficient to assume th a t
2/1 (a * )= J iW = ^ ( 1 —.v),
!un(x) = s n(x)—sn^i(,v) =.vn(l —*w) —A'7*-1!! —a71" 1) (n> I).
A nd since for 0 ^ a ^ 1
0 < sn (a) < xn,
therefore sn (a) —> 0 (n -> oc), where 0 ^ x < 1; and since sn (1) = 0 fo r
every n, therefore 5W(1)~>0 (?z—>co)so th a t sn (a) tends to zero a t every
point in the interval (0, 1). T he sum o f the series (1) is identically
zero and therefore continuous. But on the other h a n d we have for
x = . n / i/2 : ,

'■ k* Ml ■= M = 4 -,
an d therefore no m atter w hat n is, the inequality

'' Ml < e
INFINITE SERIES OF FUNCTIONS 343

for s ^ 1/4 cannot hold for all points x in the interval (0, 1) so th at
the series is non-uniform ly convergent. In this case it is also interest­
ing to im agine this phenom enon visually. Fig. 48 represents the
graphs of the functionsy = s„ (x) w hen n = 1 , n = 2 and when n is
very large ; each of these functions has (as the reader can readily
calculate) the m axim um value 1/4 which the function sn (*) takes
w hen .v = 1 'y/2 . H ence as n increases this m axim um , whose value
rem ains constant, will move to the right an d tend to the p oint 1 .
T herefore, no m a tte r how close to unity we select o ur point this
m axim um will move farth er to the rig h t th an x for a sufficiently
large n while a t the point x the function sn (*) will decrease and tend
to zero as n increases; on the o ther hand, however, no m a tte r how
large the value of n be, a point can be found (* = w here
sn (*) — 1 /4, i e. points can always be found w here the tendency of
sn {x) to zero will considerably “ lag ” behind and we are unable to
find a value of n for w hich sn (x) would be less th an , say 1 / 8 a t every
point in the interval (0 , 1 ) ; this show nonuniform convergence of the
constructed series.
H ence if uniform convergence o f a series ofcontinuousfunctions
is in general not a necessary condition for continuity o f its sum, a
very im p o rtan t class o f functions exists, for continuity of whose
sums this condition is necessary. T hey are series w ith non-negative
term s (and, in general, series w ith constant signs). In fact, let us
assume th a t the series ( 1 ) has a continuous sum j(a) in the interval
{a, b) ; let all un {x) be continuous in (a, b) and
un {x) 0 {n — 1, 2 , . . . ; a < x ^ b).
L et s be an arb itra ry positive num ber; a suffix n can be found for
every p o int * in the interval (a, b) such th a t rn (x) = j1 (x) — sn (x) < z ;
an d since the function rn (x) is
evidently continuous, this equ­
ation w hich holds for the point
x should, according to the
lem m a § 23, also rem ain valid
in an interval w hich contains
the point x w ithin itself (or
w hen this point is one of its
ends, i.e. x ~ a or ,v = b). T h e
set of all such subintervals constructed for all the points x in the
interval (a} b) will evidently cover this line. It follows from the
theorem on finite coverage (lem m a 2 § 18) th a t a finite sequence A l5
A 2 ; ••• 3 A s of constructed subintervals exists which also covers the
344 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

given interval (a, b). I t follows from the construction o f the covering
system of subintervals th a t for every subinterval A k (1
there exists a suffix njc such th a t
(* )< 2

for all points x in the subinterval A a- B ut since all un (*) are non­
negative, therefore rn (at) can only decrease as n increases; hence if we
denote by m the greatest of the s num bers n1} n2, , ns, th en the
inequality
r m (x) < ®
will hold for all the points in every subinterval A/: an d hence also
for all points in the interval (a, b). A nd [since s is a rb itra ry , this
proves uniform convergence of the series (1) in the interval {a, b).
Theorem 2. For the series (i) whose terms are continuous and non-
negative in the interval (a, b) uniform convergence is the necessary and suffi­
cient condition in order that the sum o f the series should also be continuous in
the interval (a, b).

§ 75. Term-by-tenn integration and differentiation of series

W e know from integral calculus th a t the sum of a finite n u m b er

o f functions integrable in the interval {a, b) is also integrable in
th a t interval a n d integral of the sum is equal to the sum o f integrals
of individual terms. C an this rule be extended to infinite series ?
I f all terms of the series
ul (x ) T u2 {X) + ... + Un (x) + ... (1)
are integrable in the interval (a, b) and if the series (I) converges a t
every point in this interval, can we m ain tain th a t the sum s (x) o f this
series is integrable in the interval (a, b) an d th a t.
b b b b
J .r(*) dx = J* zq (at) dx + j* u2 (x) dx + . . + j* (x) ( ) + . . ?
un dx (2 )

a a a a
I f the equation (2) holds, we shall say th a t the series (1) can be
integrated term-by-term in the interval (a} b). I f we denote th e p a rtia l
sum an d the rem ainder of the series (1) respectively by sn{x) an d rn (x),
we evidently have
b b b
f dx — [ j(x) dx, f rn (x) dx = 0
n—»co J J > as J
rz—
a a a
an d, conversely, either o f these tw o relations leads to the relation (2).
IN F IN IT E S E R IE S O F F U N C T IO N S 345

I t can be readily shown th a t term -by-term integration of series

-o f functions is no t always possible. In future we shall assume for the
sake o f sim plicity th a t the term s of the series (1) are continuous in
(a, b), for m an y different com plications can occur even w ith this
restriction. I t m ay a t first h ap p en th a t the sum s(x) o f the series (1)
is no t integrable in the interval (a, b), L e t us consider the following
exam ple (in w hich we shall define the functions ^ (x ), as we know
th a t the term s u n(x) of the series (1) are defined directly an d uniquely
w ith reference to them ). L et us assum e th a t

0 ^ x ^
t )-
Sfi (■*")
- ( — < * < l) ;
x \ n /
the g ra p h of the fu n c tio n y — sn (x) is shown in Fig. 49. For every
x > 0 we have sn (x) = 1 / x, provided 1 / n ^ x ; therefore
lim sn (x) = 1 / x for every x > 0 I f x = 0, then Jn (0) = 0 for any n
n—$ oo
a n d therefore lim sn (0) = 0. H ence the function sn {x) has for any
n—> oo
x (0 x < 1) the following qu an tity as its lim it :

(0 < x < 1 ),
s (x) =
{x = 0);
in other words, the series (1) converges a t every point in the interval
(0, 1) an d its sum is the function ^(x). T h e p artial sums sn {x) and
therefore also the term s un {x) o f the
series are continuous and can there­
fore be in teg rated in the interval
(0, 1). H ow ever, the function sn (x)
can n o t be in teg rated in th a t interval.
In fact, since the function is non­
negative, we have for any a ( 0 < a < l )

J s(x) dx > J ,y(x) dxI

I
dx , i
— = In —
-I x a
F ig . 49.
346 A C O U R S E O F M A T H E M A T IC A L A N A L Y S IS

b u t In 1 / a is as large as we please for a sufficiently small a an d we*

arrive a t an obvious contradiction.
I t can happen on the other h an d th a t th e function s(x) is
integreable, b u t the series on the rig h t-h an d side o f the equation (2)
diverges. L et us select the functions
for n ^ 2 as follows : let = 0 for s n ( x )

•V > 2 an d let
I n vary in the in terv al
s n ( x )

(0, 2 / n) as shown in Fig. 50. We have

j„(0) = 0 for any n; if, how ever, 0 < * ^ 1 ,
we have (*) = 0 for 2 / n ^ x an d there­
s n

fore lim — s n = 0 a t every p o in t x

( x ) s { x )

n—
in the ■interval (0, 1) so th a t its sum is
identically z e r o ; b u t on the other h an d ,
the integral

J sn(x)dx
is equal to the area o f an isosceles triangle shown in Fig. 50 an d is
therefore equal to n ; we therefore have (assum ing Jfor the sake o f
generality th a t s^x ) = ux (v) = 0 for 0 x 1)
1 72 1

I ^n (^0 dx I M)c (a1) dx Tl,

0 k 0
hence the sum increases indefinitely as n ->■ oo and the series on the
rig ht-hand side of the relation (2) diverges.
Finally it m ay h ap p en th a t the sum s (x ) is integrable an d the
series on the rig h t-h an d side of (2) is convergent,.but the equation (2)
is not valid. T o obtain an exam ple of this kind it is sufficient to
assum e th a t the altitude of the triangle shown in Fig. 50 is equal to
n instead of n2 and retain the form er definition of the function ^ (a ).
W e then have, as before, ^(a) = 0 (0 ^ x ^ 1) an d consequently
1

J Jw dx = 0

b u t now
1
J (*) </*=£] J k= 1 0
Uk {x) dx = 1 (n = 2, 3, ...)
INFINITE SERIES OF FUNCTIONS 347

the rig h t-h an d side of the equation (2) is equal to unity and the left-
h a n d side equal to zero.

W e shall now show th a t neither of the cases considered above

hold for uniform ly convergent series w hich can therefore always be
in tegrated term -by-term .

Theorem 1. I f all terms o f the series (1) are continuous in the interval
(a, b) and i f this series converges uniformly in that interval, then the relation'
(2) holds.

Proof. U niform convergence of the series (1) a t first im plies

continuity and therefore also integrability o f its sum M ore­
over, no m a tte r how small s > 0 be, we have for a sufficiently?
large n

| rn (*) I < £ {a < a- < b).

T herefore for sufficiently large n
b
J [ rn (at) | dx ^ s (b — a);
a

hence
b
J rn {x) dx -> 0 {n -> co).
a

an d this, as we have said before, is equivalent to the relation (2).

T h eorem 1 is thus proved.
U niform convergence of a series o f continuous functions which,
is a sufficient condition for term -by-term integration of the series is,
how ever, n o t the necessary condition for this purpose. T his can
be readily shown w ith reference to the exam ple considered in § 74 of
a non-uniform ly convergent series
sn (#) — xn — x2n, .?(•*) = 0 (0 < x ^ 1).1

H ere
1 1

I Sn M dx = — 2n+ \ ’ J s^ dx = ° ’
0 0
348 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

an d therefore
J 1

n—> co
f sn (*) dx
J
j*s (.x) d x ;
0 0
this relation, as we know , is equivalent to the relation (2); hence the
series can be integrated term -by-term , although its convergence is
non-uniform .
Finally we shall m ake the following rem ark. If the term s o f
the series (1) are continuous an d the series is uniform ly convergent in
th e interval (a, b), then the sam e condition also holds for any interval
(<2 , #), w here a < x < b. W e therefore have
X CO X

\ s ( y ) d y = l j un ( y ) dy. (3)
a 1a

T h e term s of the series on the right-h an d side o f this eq u atio n are

functions of x, w hich are continuous in the interval (a, b). D enoting
th e rem ainder of this series by R n {x) we evidently h av e:
X X

Rn (x) [s { y ) — sn ( y )] dy = | rn (y) dy\

a a

le t n be so large th a t ! rn (y ) | < s (a ^ y ^ b) ; in th a t case for

a ^ x ^ b

| Rn (x) I < J I rn (y ) | dy < £ (,r — a) < z {b — a).

a
T his shows th a t the series (3) converges uniformly in the interval (<2 , b).
W e thus arrive a t the following proposition w hich can be regarded
as a generalisation of theorem 1.
T eorem 2. I f all terms the series (1 ) are continuous in the interval
(a, b) and the series converges uniformly in that interval, than the relation
(3) holds uniformly fo r a ^ x < b.

Finally let us consider the problem of term -by-term differen­

tia tio n of series o f functions. T h e im plications of this p roblem are
already clear to us. T h e sum of a finite n u m b er of functions diffe­
rentiable a t a given p oint x is also differentiable a t th a t p o in t an d
IN F IN IT E S E R IE S O F F U N C T IO N S 349*

the derivative o f the sum is equal to the sum of derivatives of individual

term s. W e w an t to know, u n d er w hat circum stances this condition,
can be extended to infinite series o f functions.
L e t the series (1) converge a t every point in the interval (a, b)
an d let all term s o f this series have continuous derivatives in th a t
interval. L et us assume th a t the series

u i ' (*) T ^ 2 ' (x ) 4 * / (#) - f ••• (4)

is uniform ly convergent in the interval (a, b). L et us denote by s (x)

the sum of the series (1) an d by t (x) the sum o f the series (4). It
follows from theorem 2 th a t we have for a ^ x ^ b :
X co x oo

j t ( y ) dy = ^ | O ' ) dy = \un (x) — u„ (a)] =

a n= 1 a n= J

= J un {x) — ^ un (a) = s (x) ■s (a),

n— 1 n=l
I t follows from a w ell-know n prop erty of integrals th a t the left-
h a n d side of this equation is differentiable w ith respect to x and its
derivative is equal to t (*); we therefore conclude th a t the function
s {x) is differentiable an d
00
/ (*) = t (*) = un ' (*) {a < a; < b),
n= 1

i.e. the series (1) can be differentiated term -by-term a t the point x.
W e have thus proved the following proposition :
Theorem 3. Let the series (1) converge at every point in the interval
(a, b) and let its sum be equal to s {x) (a < * < b). I f all terms o f this
series have continuous derivatives in the interval (a, b) and i f the series (4) is
uniformly convergent in that interval, then the function s (x) also has a conti­
nuous derivative in the interval (a, b) and
OO

s' {x) = Y i Un' M (tf < X < b)y

n —1

i.e. the series (4) can be differentiated term-by-term at every point in the
interval (a, b).
350 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

H ence uniform convergence of the series (1) an d n o t o f the

•series (4) w hich is composed of derivatives of term s of the series (1) is,
in this case, the necessary condition for term -by-term differentiation.
As a rule the condition established by theorem 3 is very con­
venient w hen applied to concrete series; in practice ‘term -by-term
differentiation of m any series is established by m eans o f this condition.
I t m ust be noted th a t differentiability of the sum j- (,v) of the given
series is not assum ed in theorem 3 b u t proved on the basis o f the
conditions of the theorem .
For exercises to § 75 cf. Problem Book by B. P. D em idovich,
'Section V, Nos. 287, 294, 295.
 CHAPTER X ..

P O W E R SE R IE S AND SE R IE S O F PO L Y N O M IA L S

§ 76. Region of convergence of a power series

A m ong various functions studied in m ath em atical analysis the

sim plest and theoretically and practically m ost im p o rtan t class is the
so-called power series, i.e. series of the type

aQ “1" aix “h a2x2 + ••• + GnXn T ••• , (1)

w here a0, av , a.n are constant real n u m b e rs ; sometimes a more

general expression of the following kind is also called a pow er series :

a0 -f a2 (x - a) -f a2 (x — a)2 -{• ... + an (x — a)n -f- ... ,

w here a is a constant real num ber. T h e im portance an d simplicity

of this type o f series is first of all due to the fact th a t the p artial
sums sn(x) o f the pow er series are expressed in term s o f ordinary
polynom ials; therefore if the series (1) is convergent, its sum s(x)
w hich is, in general, a very com plicated function, can be expressed
approxim ately by a polynom ial; the accuracy o f this approxim ation
can be as high as we please, provided we take a polynom ial of a
sufficiently high degree (i.e. the p a rtia l sum sn(x) w ith a sufficiently
large n).

As w ith any o th er series of functions, we m ust a t first study the

region o f convergence of this series, i.e. the values o f x for w hich this
series will converge an d the values for w hich it will diverge. W e
have noticed in the previous p a ra g rap h th a t the region o f convergence
of some series of functions can be represented by a set o f very
com plicated structure; we shall now learn th a t region of convergence
«of a power series always has a very sim ple form w hich considerably
:simplifies the study of this class o f series.

351
352 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

T h e general form of region of convergence o f a pow er series

depends on the following im p o rtan t property of series o f this class.
Theorem 1. I f the series (1) converges fo r x = a, then it conver­
ges absolutely fo r every value o f x fo r which

1 x [ < | a [.
Proof. It follows from o u r assum ption on convergence o f the
series
a0 + axa -f- a2a2 + ... - f ana71 + ...

th a t an an —> 0 for n oo ; this, in its tu rn , implies existence of a

num ber c so th at
| ana” | < c (n = 1, 2, ...).

L et us now assume th a t j x I < j a K In th a t case w hen n ^ 1

X n jX
1 anxn anyj < C
X 'a

Since the progression

x_ 11
a
n —1

is convergent, it follows from theorem 1 § 68 th a t the series

£ I anX” I,
n— 1

is also convergent a n d this implies absolute convergence of the series-

(!)• T h e theorem is thus proved.
T h e geom etrical p ictu re w hich illustrates theorem 1 implies
th a t if the pow er series converges a t a p oint a on the n u m b er line,
then it will converge absolutely a t any p oint closer to 0 th a n a. L et
us now find the form of region of convergence o f a pow er series in
th e light of theorem 1.

1. Every pow er series (1) converges a t * = 0, for a t th a t p oint

all term s except the first are equal to zero. H ence the p oint x — 0
belongs to the region of convergence of every pow er series, C an i t
P O W E R S E R IE S A N D S E R IE S O F PO L Y N O M IA L S 353

h a p p e n th a t the series (1) diverges for any a* ^ 0, i.e. its region of

convergence consists o f a single point a = 0? T h e series

1 4- a 4~ 2 2a2+ 3 3a 3 ••• 4- nn xn 4~ •••

shows th a t this is possible; in fact, if a ^ 0, then for n > 1 j \ x \
[ nn xn [ — I nx 1n > 1 ;
th e w-th term of the series ?inxn does not ten d to zero for n —>■ oo and
th e series diverges. H ence the region of convergence of a power
series can consist of a single point a — 0 .
2. T h e opposite lim iting case arises when the series (1) conver­
ges for every value of a , i.e. w hen the whole num ber line is its region
o f convergence; the fact th a t this case is also possible can be seen
from the series
A3
a 4- 3 3 4-
I- .. •4- 4-
22

since we have for n > 2 i a I

. v \n
. nn JI___
___
a |n
!_
.
< T -----
1
11 2n ’ nn 2n ’

therefore for every value of a the term s o f this series have a sm aller
absolute value th a n the corresponding term s of a convergent geo­
m etrical progression for all sufficiently large n ; this, as a result of the
p rinciple of com parison o f series, proves convergence o f the given
series.
3. In all other cases there exist values o f a ^ 0 for which
the series (1) converges and other values for w hich it diverges.
L e t us at first prove th a t the region of convergence o f the series ( 1) is,
in this case, a bounded set. In fact, let a be an arb itrary point of
divergence of the series (1); it then follows from theorem 1 th a t the
series (1) should diverge for every value o f a for w hich | a | > | a |
a n d therefore each point of convergence o f this series m ust satisfy the
in equality

w hich proves th a t the points of the set of convergence are bounded.

L et us denote by r the upper bound o f the set o f points o f con­

vergence of the series (1), w hich exist as we have ju st proved. We
say th a t the series (1) is absolutely convergent w hen | a | < r and th a t
 354 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

it diverges w hen | * | > r. T he la tte r is evident from the definition

of the num ber r. T ojprove the form er let us assume th a t | * J < r
an d th a t

r — | * | = A > 0.

Since r is the upper bound of the set of points of convergence of th e

series (1), a point o f convergence^ can be found such th a t

y > r — A = | * |.

I t then follows from theorem I th a t the point a; is a point of absolute

convergence of the series (1), w hich was to be proved.

H ence if the region of convergence o f the series (1) is n o t res­

tricted to a single point * = 0 and if it does not include the whole
n u m ber line, then an r > 0 always exists such th a t the series (1) con­
verges for | * | < r (i.e. in the interval ( — r, r) ) an d diverges for
| * | > r {i.e. outside th at interval).

So as not to exclude the other two cases w hich we have consi­

dered above, it is always very convenient to consider in the first case
the point 0 to correspond to the interval ( — r, + r) for r = 0 an d in
the second case the num ber line (or sim ilar interval) for r = + oo.
H aving accepted this we can form ulate the result w ithout exceptions.

Theorem 2. There exists a number r (0 ^ r ^ + ° ^ ) f or every

power series such that the series converges absolutely fo r | * | < r and diverges
fo r | * | > r.

T he n u m b er r is said to be radius o f convergence an d the interval

( — r, -f- r) interval o f convergence of the given series ; we shall consider
som ew hat later, w hether this interval should be open o r closed.

W e can thus see th a t region of convergence o f pow er series is

always an interval w ith centre a t the point 0 ; in some cases this
interval m ay reduce to the single point * == 0 or it m ay include th e
whole num ber line. H ence one o f the basic problem s in the theory
of power series is to determ ine radius of convergence o f the series (1)
from its “ coefficients” an (n = 1, 2, ...).

M odern science can solve this problem in th e m ost general

form , b u t we cannot consider this general solution here. W e shall
only consider one p a rtic u la r case w hich gives the desired result in
m any practical problem s.
P O W E R S E R IE S A N D S E R IE S O F P O L Y N O M IA L S 355

Theorem 3. Let the coefficients o f the series ( 1 ) be such that

i& n+ l |
I as n oo ;

in that case

z /0 < / < + oo,

r —
) co, i f I — 0,
0, i f i — oo.

Proof. Let 0 < I < + o o ; in th at case, as n -> oo

a n+1 x ri+1 _ Q-n+l
*1 -*■ M* l » ( 2>
an xn an
an d

M < — , I M < i;

th e series (I) converges absolutely a t the point #*in accordance w ith

th e test 2 (corollary) § 68. Conversely, if

M > ' j - f i \ x \ > i,

oo

th e series | an xn | diverges at the point x in accordance w ith the

n=\
sam e test;, it therefore follows th a t

r —

W hen I = 0, the relation (2) shows th a t for n -> oo an d for

every x
& n+l X
n+l
0,
an x'
a n d therefore, in accordance w ith the sam e test, the series diverges-
for every x an d r = -f- oo.
Finally when I = -f- oo, we have for every x ^ 0
a n+i * "+1 oo (n -> o o );
a„ x
th e series (1) diverges for every x ■=£ 0 a n d r — 0.
 356 A C O U R S E O F M A T H E M A T IC A L ANALYSIS-

Exam ple 1. L et us consider the series

CO
^ ns xn,
f
1

w here s is an arb itrary real num ber. Since for n -> oo

{n + 1)
n- i,

therefore it follows from theorem 3 th a t the radius o f convergence r o f

our series is equal to unity for every .r.

Example 2. Consider the series

LJ ii !
n= 0

W hen n 1,
___ 1___
(n + I)! _ 1
0 (n oo).
1 n *h 1
n!

H ence the radius of convergence o f the series is equal to

n=0
r — -{- oo, i.e. the series converges for every value of x.

Should the interval of convergence of the given series be open

o r closed? In other w ords, does the given series converge or diverge
a t the points x — — r an d x — r ?

These simple examples show th a t there is no single answ er to

these questions. Some series are convergent a t b o th ends o f the
interval of convergence so th a t the closed in terv al ( — r, -f r) serves as
th e region of convergence; other series, how ever, diverge w hen x = r
an d x — — r an d therefore the open interval ( — r, + r) is the region
o f convergence for these series; finally there also exist o th er series
w hich converge a t one of the two ends of the interval o f convergence
a n d diverge a t the o th er so th a t their region of convergence is th e
<csemi-open” interval ( — r, + r).
POWER SERIES AND SERIES OF POLYNOMIALS 357

L et us now consider corresponding examples.

Exam ple 3. T h e series

1+ ~ + —
^ 1- 22 nr
has, according to exam ple 1, a radius of convergence equal to unity,
an d it is therefore absolutely convergent at b o th ends o f the interval
o f convergence.

Exam ple 4. T h e series

i - f + 4 - + . . . + — +...
1 2 n

has, according to exam ple 1, a radius o f convergence equal to unity.

W hen x = — 1, we o b tain the Leibnitz series

1 _ _ L _ p i ----- _L ^
1 r 2 3 '

w hich, as we know, is conditionally convergent. W hen x ~ l , we

obtain the (divergent) harm onic series. H ence the region of conver­
gence o f this series is the sem i-open interval ( — 1 ^ x < 1).

Exam ple 5. T h e geom etrical progression

1 + A* 4 - *2 + ... + Xn +

has a radius o f convergence equal to unity and diverges a t b o th ends

o f the interval of convergence.
F or fu rth er exercises cf. Problem Book by B.P. D em idovich,
Section V , Nos. 125, 126, 132.

§ 77. Uniform convergence and its consequences

W e have seen in the last ch ap ter th a t uniform convergence has a

g reat influence on different properties of series o f functions. H aving
established the general form of the region of convergence o f pow er
series, we shall now n a tu ra lly study uniform ity o f this convergence.

G an we say th a t any pow er series

a0 + a\X + ... 4-anxn~\- ... (1)

is uniform ly convergent in the open interval ( — r, + r), w here r is the

radius o f convergence of this series? W e have already seen by a n
358 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

exam ple of a geom erical progression th a t this statem ent w ould n o t be

generally valid. In fact, the series

1 + x + *2 -f + ... (2)

has the open interval ( — 1, -f- 1) as its interval o f convergence; the

rem ainder o f the series

xn+1
r n(x) = ^ Xk
1— X
k —n -\-1

tends to zero as n —>- oo irrespective o f * ( — 1 < * < 4- 1); how ever,

no m atter how large n be, rn (x) —> oo for x —> I a n d therefore no
m a tte r how n be, rn (x) will be as large as we please, provided * is
close to u n ity ; hence convergence of the series (2) in the open
interval ( — 1, + 1) is non-uniform .
H ow ever, the pow er series converges uniform ly in an y interval
w hich, together w ith its ends, lies w ithin the interval o f convergence,
as is shown by the following theorem :
Theorem 1. I f r is the radius o f convergence o f the given series and i f
0 < rr < r, then the series (i) is uniformly convergent in the interval
( - r #, + r ' h
Proof. Since r* < r, the series (1) is absolutely convergent at
the p o int x — / , i.e., the following series converges

2 HI
n—1

b u t w hen | x \ ^ / , we h a v e :

| anxn I < | an | r'n (n. = 1, 2, ...),

an d it follows from theorem 2 § 73 th a t the series (1) converges
uniform ly in the interval I at | ^ r( ; theorem 1 is thus proved.

T his theorem has m any corollaries w hich are all im p o rtan t in

the theory an d applications of pow er series. A t first it follows th a t

Theorem 2. The sum o f a power series is continuous at every interior

point o f the interval o f convergence.

In fact, every interior point of the in terv al of convergence

can be confined w ith in an interval w hich, together w ith its ends, lies
POWER SERIES AND SERIES OF POLYNOMIALS 359

w ithin the interval of convergence. It follows from theorem 1 that

th e series will converge uniform ly w ithin this interval an d , according
to theorem 1 § 74, its sum is continuous.

M oreover, owing to the fact th a t a uniform ly convergent series

o f continuous functions can always be integrated term -by-term
(theorem 1 § 75), it follows from theorem 1 th a t
Theorem 3. A t any interior point x o f the interval o f convergence o f
the series (1)
X oo X oo

J
0
s(u) du = 2 an
n= 0 0
J u1ldu = 2 / T + “ 1 *n+1’
n=0
where j’(^) denotes the sum o f the series (1).
As we know (theorem 2 § 75), this last series is uniform ly con­
vergent in any interval in w hich the series (1) is uniform ly convergent;
lienee it is also uniform ly convergent in any interval w hich completely
belongs to the interval o f convergence o f the series (I).
Finally, the following proposition w hich establishes the possi­
bility of term -by-term differentiation of a pow er series w ithin its
in terv al o f convergence is of fundam ental im portance in the theory of
pow er series a n d in all its applications.
Theorem 4. The sum j'(at) o f the power series ( I) is differentiable at
wery point inside the interval o f convergence (—r, -f-r) o f this series ; the series
00
JJnfln#"-1, 0 )

n— 1

obtained as a result o f term-by-term differentiation o f the series (1), has the

same radius o f convergence r and its sum is equal to s' (*) (| x | < r).
Proof. L et the num bers p an d p' satisfy the inequality
0 < p < p' < r. It follows from exam ple I § 76 (j — I) th a t the
series

n= 1
is convergent for 0 ^ A < 1 so th a t assum ing

A _P
p'
 360 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

we have :

n 0 [n —►oo),

and therefore there exists a nu m b er n in d ependent of c > 0 such th a t

n (-r) < c (n = 1, 2, ...).

H aving established this result we now note th a t

since p' < r, the series

CO

2 l«nlp'n
n—1
is co n v erg en t; b u t in this case the last inequality shows th a t the
series (3) is also (absolutely) convergent for at = p. A nd since p can
be as close to r as we please, the radius of convergence R o f the
series (3) is n ot less th a n r. H ence theorem 1 shows th a t the series
(3) is uniform ly convergent in any interval — p ^ x ^ p if 0 < P < r.
But in this case we can m a in ta in on the basis of the general theorem
3 § 75 th a t the function s (x) has a derivative equal to the sum of the
series (3) for — r < x <. r. T o conclude the p ro o f o f theorem 4 it
only rem ains to show th a t R = r. T his follows from the fact th a t
the series (1) obtained as a result of term -by-term integration o f
the series (3) from 0 to a: should, according to theorem 3, converge
for — R < x < R ; therefore r ^ R ; an d since we have alread y found
th a t R ^ r, therefore R = r3 an d theorem 4 is proved

M any im portant an d far-reaching conclusions can be d raw n

from this theorem . A t first this theorem shows th a t the sum s (x) o f
a pow er series w ithin its interval of convergence is alw ays not only
continuous b u t also differentiable. A nd since in this case the function
s' (a;) appears to be the sum o f a pow er series w ith the sam e interval
o f convergence ( —r, +/■), we can ag ain apply theorem 4 to this
function. T his shows th a t the second derivative s" (a;) of th e function
j(a:) exists a t every in terio r point o f the in te rv a l ( —r, + 0 an(l
is the sum of a pow er series resulting from th e second term -b y -term
differentiation of the series (1). I t is obvious th a t this a rg u m en t can
b e continued ad infinitum an d it leads to th e following general r e s u lt:
 P O W E R S E R IE S A N D S E R IE S O F PO L Y N O M IA L S 361

Theorem 5. I f r is the radius o f convergence o f the series (1), then its

sum s (#) has derivatives o f all orders at every interior point o f the interval
( — r} + r) and the function s(n) (a*) (n = 1 , 2 , ...) is the sum o f the power
series obtained as a result o f n term-by-term differentiations o f the series (1)
and has the same radius o f convergence r :

s(n) ^ = ^ k{k — 1) ... (k — n + 1) a k x k~n ( — r < x < -f r). (4)

k—n
F or exercises to § 77 c f Problem Book by B.P. D em idovich,
Section V , Nos. 191, 192, 226, 200.

§ 73. Expansion of functions into power series

W e have so for only investigated series w hich were given to us;

we have found their region of convergence and studied the properties
of th eir sums. H ow ever, in applications we are frequently dealing w ith
the converse pro b lem ; we are given a function s{x) an d it is requied
to find if this function can be sum of a pow er series in the given
interval (or, as it is usually said, if it can be “ expanded into a pow er
series” ) ; if an expansion is possible, the question arises to find the
coefficients of this series an d determ ine its radius of convergence.
W e shall deal w ith these problem s in this p arag rap h .

At first theorem 5 § 77 shows th a t the function j(* ) can be

expanded into a pow er series if this function has derivatives of all
orders a t every point in the given interval (which we can assume to
be of the form ( — r, + r), r > 0). T his considerably narrow s down
the class of functions w hich can be expanded into pow er series;
how ever, we m ust keep in m ind th a t all elem entary fuctions satisfy
this requirem ent an d , therefore, from a practical point o f view, this
condition is not so restrictive. L et us assum e th a t the function s (a)
satisfies this requirem ent, i.e there exist s (n) (x) for every n > 0
( j ‘ (0) ( a ) = j ( a; ) ) an d for every a: ( — r < * < + r). I f ^ ( a:) can be
expanded into a pow er series

s(x) = ^ (U
k=0

th en , as we know , the relation (4) § 77 w ould hold for the function

j (n) (at)(/z = 0, 1, 2,...)* I f x = 0, this relation gives :
s (n) (0) = nl a n (n = 0, 1, 2, ...) ;
362 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

hence

<»•) ( 0 )
0*n. “ (« = 0 , 1 , 2, ... ). ( 2)

T hus the coefficients an o f the power series whose sum is the function -
s{x) are uniquely determined in terms o f this funceion by means o f formula ( 2 ).

This result is of g reat theoretical an d practical im portance. It

shows from the theoretical point of view th a t every function s (x) can
have only one pow er series whose sum in a n interval is equal to j-(*);
in other words, tw o pow er series which converge in a given interval ’
always have different sums in th a t interval. From the practical point
o f view this result enables us to calculate readily an d easily the coeffi­
cients o f the pow er series represented by .$•(*); evaluation o f derivatives
o f all orders of this function a t the point x — 0 is only necessary for
this purpose.

H ence if the function s (.v) can be exp an d ed into the pow er

series {!), this series always has the form

r i s {k} (0 ) ,

*= 0

T he series (3) for this function is know n as the Maclaurin series

of this function regardless of its region o f convergence an d irrespec­
tive of w hether its sum does o r does not coincide w ith the function
s H ence every function w ith derivatives of all orders a t
{ x ) . x (f—

has a M aclaurin series; evidently this does not yet solve the problem
o f expanding the function s (x) into a pow er series, since 1 ) the series
(3) m ay be divergent for every 9 6 0 an d 2) if this series converges*
x

its sum m ay be a function o ther than s (x). All th a t we know so far

is restricted by the fact th a t i f the function s can, in general, be ex-
( x )

jbanded into a power series, this series should be its Maclaurin series.

H ow ever, this restricted result is very im p o rtan t. U n til we

have obtained this result, we could not find expansion of the function
s (x) into a pow er series, for we h a d no inform ation a b o u t the coeffi­
cients o f a possible series of this kind ; now we are alread y studying
a definite concrete series (3) an d we m ust find its region o f conver­
gence and also find w hether its sum coincides w ith the function s { x )

in this region.
POWER SERIES AND SERIES OF POLYNOMIALS 363

W e have already m et the p a rtia l sums s n (*) of th e M aclaurin

series in C h ap ter IX an d a t th a t tim e, as also now, we were interested
in finding the difference s (*) — s n (#). H ow ever, our new problem
differs essentially from the old one. In C h ap ter IX we were not d eal­
ing w ith infinite series ; we w ere only interested in finding the differ­
ence s (x) — s n (x) for a constant n an d a sufficiently sm all x, an d for
this purpose we developed different special expressions for the q u a n ­
tity j ( a;) — s n (x) = r n (x ) w hich we called t h e ‘‘last term ” of the
M aclau rin form ula. Now we are m ainly interested in convergence
o f the series (3) w ith reg ard to the function s (x), i.e. we are interested
in finding the sam e last term r n {x) for the given x an d n —>■ oo. T he
special expressions for the last term developed in C h ap ter IX can also
be used in this new problem . W e shall have m any exam ples of this
kind later. At present we m ust em phasize again th a t in order to
establish possibility of expanding the function s (x) into a pow er series
we cannot be satisfied by existence of derivatives o f all orders for this
function alone b u t we m ust also prove th a t the M aclau rin series is
convergent (which is very e asy ); we are com pelled to study the
behaviour o f the difference
( 0)
r n {x) = s { x ) ~ s (OH
A Q)
1 !
x-\-
J" (0 )
2 ! *2+ ...+ n\ ]
xn

as n -> oo. In fact, it can hap p en th a t the M aclaurin series cons­

tru c te d for the function j (x) is convergent, b u t its sum is o ther th an
s (x). F or this purpose let us consider again the function w hich we
have considered in § 41 :

(x ^ 0 ),
9
(x = 0 ),
for w hich 9 (n) (0) = 0 {n = 0, 1, 2, ...). I f the function s (*) can
be expanded into the pow er series ( 1 ) (w hich, as we know, coincides
w ith its M aclau rin series), then the function

s * (*) = s {x) + a 9 (x),

w here a is an a rb itra ry constant real num ber, evidently has the same
M aclau rin series as the function j (*); according to our proposition
th e sum of this series is equal to j ( a;) a n d is therefore other th a n
s* (x) (if a ^ 0). W e have seen above th a t the pow er series into
w hich our function can be expanded is uniquely determ ined (as its
M aclau rin series); now we see th a t, conversely, one and the same series
can serve as the Maclaurin series fo r an infinite number o f different functions.
I f the sum o f the series is equal to one o f the functions of this fam ily,
364 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

th en the M aclaurin series o f any other function f (x) belonging to

th e same fam ily will be convergent, b u t its sum will be other th a n f ( at) .
L et us finally rem ark th a t we have m entioned a t the beginning
o f this chapter series o f the following type :
a o + a x {x — a) + a%{x — a) 2 + ... -f a n {x — a) n + (4)
w here a is a constant real n u m b e r; the substitution o f the v ariab le
x = a + y transform s this series into the sim pler form o f a pow er
series

2 anyn;
n= 0

therefore all properties of pow er series established above can be

extended w ith slight m odifications to series o f the type (4). T h e
region of convergence o f the series (4) is always an (open, closed or
semi-open) interval of the form (a — r, a + r) (0 ^ r ^ + oo). If
s (*) is the sum o f the series (4), then s (n) (*) exists for every n ^ 0
a n d for every * (a — r < x < a + and r )

_ s (n) (a) . n i o \
a n j ~ (ft — 11j l j ...),

so th a t the series (4) is Taylor’s series for the function s (x) :

/ \ / \ . s'{a) , . j'( f l) , v, . , s{n) (a). .

s(x)=s(a) + - y ,- {x— a)-\— ~ ( * — + ,~(.v—a)n + ... •

W e shall now consider how some other im p o rtan t elem entary

functions can be expanded into pow er series. In m any cases the
possibility o f this expansion is established by m eans o f the following
general proposition :

Theorem 1. I f there exists a positive number such that

| j (B) (*) ] < C ( — r < x < r, n = 0 , L 2 , ...),

then the function s {x) can be expanded into a power series in the interval
— r ^ x r.

Proof. W e have seen § 39 th a t the last term o f the M aclau rin

series can be represented in the form

Tn M = " ( ^ j r r j i j,(n+1) (0*) «><*< !)•

POWER SERIES AND SERIES OF POLYNOMIALS 365
H ence w hen — r ^ x ^ r>
Crn+1
J rn W |
71
B ut for an y r > O w e have —:-----> 0 (w —> oo) ; this follows directly,.
n!
say, from the convergence of the series

yi
L n\
n= 0
(exam ple 5 § 76). T herefore w hen — r ^ x ^ r,
rn (x) 0 (n -> oo),

an d , consequently,

n=0
w hich proves theorem 1.
F or the functions s(x) — sin x and s(x) = cos x we have :
( j (n) {x) I < 1 ( —oo < * < 4- oo, n = 0, 1, 2, ...);

these functions can therefore be expanded into pow er series w hich

converge along the whole num ber line.

For the functions = ex we have in any interval —r ^ x ^ r

| s(n) (*) | = ex < er (n = 0, 1, 2, ...) ;

hence the functions ex can be expanded into a pow er series for

—r < x < r an d therefore also along the whole n u m b er line, since
the n u m b er r > 0 is arb itrary .

W e know from § 39 the coefficients of the M aclaurin series for

the functions sin x, cos x and therefore we can simply w rite :
.271+1
sin x — + — - + ( - I ) ’ + ••• ,
1! 3T ^ 5! (2 n + )!
An
I Xz X1
cos * = 1 - + -4 ,- -
+ * I,n (2nl)! +
XT
*■ = 1 + Tf + + ... + -T +
IT n\
(— 00 < x < 4 - °o).
366 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

For the function s{x) = 1 / (1 + x) we have for x > — 1

I stn) MI = (1 +^ „ +1 -» oo (« -*■ °°)>

an d theorem 1 does not hold. W e know, how ever, th a t the M aclau rin
series for the function J'(tf)
1 — * + x2 — x3 -f ...
has a radius of convergence equal to unity and its sum is equal to
s(x) for | x | < 1. O w ing to the fact th a t for x > — 1

frfs = ln (1 +
0
dt follows from theorem 3 § 77 th a t we have for — 1 < x < 1

ln
0 n -0 0 n= 0

= 1 2 3 -r K
( - L)
I)”" 1 ^ n +
+ •>*

the radius of convergence of this series is equal to unity (cf. exam ple
4 § 76); hence the function ln (1 + x) can be expanded in to a pow er
series only in the interval ( —1, + 1 ) . Sim ilarly the series
00

— = E (-i)" * * * .
n= 0

whose radius o f convergence is unity, can by m eans o f integration be

expanded into the following series

( _ l)n *2n+l X r* r5 v2n+i

a rc ta n x = £ ------------J_
2n -F 1 I 2n+l ^
«=0
w hich is also convergent in the interval (— 1, + 1 ).

W e have obtain ed expansions of the functions ln (1 -f x) a n d

a rc tan x into pow er series by m eans of the sam e m ethod an d b o th
these series converge only in the interval ( — 1, + 1 ) . H ow ever, there
is an essential difference betw een them . T h e fact th a t the expansion
P O W E R S E R IE S A N D S E R IE S O F P O L Y N O M IA L S 367

of the function In (1 + x) cannot be continued beyond the interval

( — 1, + 1 ) is intelligible, since the function In (1+;*)-> — o© for —1
a n d In (1 + a:) is void for x ^ — 1; on the o th er h an d , the function
a rc ta n x is defined and has derivatives of all orders along the whole
n u m b er lin e; nevertheless, its expansion into the M aclaurin series is
possible only in the interval ( —1, -j-1).
Finally, let us consider expansion o f the function j (jc) — (14- #)a
into a pow er series, w here oc is an a rb itra ry constant real num ber.
W e have :
s{n) (o) = a (a — 1) ... ( a - B - f - 1),

w hich gives us the following expression for the coefficients of the

M aclau rin series for the function H a) :
oc(a — 1) ... (a — w 4-1)
(n = 0, 1, 2, ...).

I f a is zero or a n a tu ra l num ber, then all an vanish from a certain

n u m b er onw ards, and the resulting M aclau rin series simply coin­
cides w ith N ew ton’s binom ial form ula. H ow ever, for all other values
o f a the coefficients an are non-zero and we obtain an infinite series.
W e can evidently restrict ourselves and only consider this case.

Since
^71+1 ja — n
1 (n -* oo),
dr. ! w 4- 1
therefore, according to theorem 3 § 76, the radius of convergence of
-the M aclau rin series for the function ^(a) is equal to unity. H ence
beyond the interval ( — 1, 4~1) this function cannot be expanded into
a pow er series. W e will now show th a t expansion is possible in
this interval, i.e. w hen | * I < 1,

a(a — 1) ... ( * - « + ! )
1 + = (l+*)‘
n= 1
F or this purpose we shall use the expression for the last term of the
M ac la u rin series obtained in § 39 :
(i — e )n x n+1 s {n+1) (Ox),
**n (•*•) n\
w h e re 0 < Q < 1. In our case
<.(71+1) = a (a — 1) ... (a — n)(l + a)*- ""1
368 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

an d consequently

r«(x) = ------ a (a — 1) ... (a - n) (1 + ex)*-"-1 =

(a — 1) (a — 2) ... (a — 1 — n -j- 1)
nl

Since x > — 1, therefore 0 < 1 — 0 < 1 + 0x an d

further, 6 only depends on n in the expression a x ( l 4- Ax)*'1 ; b u t

since we always have 0 < 9 < 1, the expression (ocx(l + 0*)a_1 i is
always confined betw een the positive num bers

ax | (1 + I x !)a~T a n d ) ocx | (1 — | x I)*"1,

which are independent of n ; hence denoting by k the larg er o f these
two num bers we have for every n
| ax (1 + 0x)a _ 1 1 < k.
W e thus obtain the evaluation

-k ^ ••• (a — 1 —n + 1)
rnM nl

on the right-hand side the coefficient o f k represents the absolute

value of the n-th term of the M aclau rin series for the function
( l + x ) a-1; b u t we have shown th a t this series converges for every
index if [ x | < 1; therefore the «-th term o f this series should te n d
to zero as n —> oo and we obtain
rn (*) 0 {n cc),
w hich was to be proved.
In conclusion to this p a ra g rap h we shall review once ag ain (in a
condensed form) the expansion of several im p o rtan t tran scen d en tal
functions into M aclaurin series :
OO
( — c c < x < - f oo)..
ft#
n —0

x2n+1
sin x = £ ( - 1) ( oo <C x oo).,
(2n+l)!
n=0
POWER SERIES AND SERIES OF POLYNOMIALS 369

v2n
cos S <- '>•
n=0
m
( — o o < a; < -j-o o ).

In a + * ) = S ( - ( — 1 < * < !) * ).
«=0

*2n+1
arctan.v = ^ (—l) n ( - ! < * < !)* ).
2 n -f* 1
rz—0

(1 + * )“ = 1 + U ' " J " ----- xn ( _ ! < ^ <•!)*).

n= 1

These expansions occur frequently in applications an d they

m ust be rem em bered by h e art like tables of derivatives or tables of
prim itives of simple functions.

F or exercises to § 78 cf. Problem Book by B. P. D em idovich,

Section V , Nos. 140-143, 149-154, 163, 169, 171, 173, 178, 187, 189.

§ 79. S e r ie s o f p o ly n o m ia ls

W e have already said th a t one of the m ain advantages o f ex­

p an d in g functions into pow er series is the approxim ate representation
o f these functions in term s o f polynom ials. In fact, if an a rb itra ry
f u n c t i o n / (x ) can be expanded into a pow er series w hich converges
uniform ly to f (x) in the interval (a, b)> then for e > 0, w hich can be
as sm all as we please, an d for a sufficiently large n we have

1 / M — Jn (*) | < s (a < * < b),

w here sn (x) are the p a rtia l sums of the pow er series, w hich are th ere­
fore polynom ials. In this connection it is im p o rtan t to note th at the
theory o f pow er series not only enables us to establish possibility of
the approxim ate replacem ent of functions by polynom ials b u t also
m akes it possible to find these polynom ials by expressing their coeffi­
cients in term s of the function f (x) an d its derivatives a t x = 0.

*) The behaviour of the series shown above at the ends of the interval of
convergence can be established by a more detailed investigation which we do not
give here.
370 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

T hus if the expansion of a function into a pow er series makes

it possible to express i t approxim ately in term s of polynomials of a
sufficiently high degree w ith as great an accuracy as we please, it is
equally interesting to find if the converse proposition is also tr u e ; we
already know th a t a com paratively restricted class of functions can
be expanded into pow er series; for exam ple, such functions m ust
have derivatives of all orders, and even this restrictive condition is
not sufficient. If uniform approxim ation in terms of polynom ials w ith
as high a degree of accuracy as we please could only be applied to
functions w hich can be expanded into power series, the scope of these
approxim ations w ould become very restricted.

W e shall now agree to say th a t the function f (*) permits uniform

approximation in terms o f polynomials in the interval (a, b,) if there exists
a polynom ial P (*) for a rb itrarily small e > 0 such th a t

\f{x) — P ( x ) \ < z (a < * < b).

W e have already seen th a t a function w hich can be expanded

into a pow er series perm its uniform approxim ation in term s o f poly­
nom ials in every, interval w hich lies entirely w ithin the interval of
convergence of the g i/e n series. However, a pow er series is a p a rti­
cular case o f a series of a m ore general type

2 1)
n= 1

whose term s are composed of a rb itra ry polynom ials P n (x). L et us

assume th a t the series (1) converges uniform ly in the interval (a, b) ;
let us denote its sum by f (x) and its p artial sums by sn (x). A ccord­
ing to the definition of uniform convergence we have a value of n
for every e > 0 such th a t

1/ 0) — sn ( * ) | < e (a < a: < b) ,

and since -sn (*) is the sum of a finite nu m b er of polynom ials, it is also
a polynom ial, and therefore it implies th a t th e function / (*) perm its
uniform approxim ation in term s of polynom ials in the interval (a, b).
H ence a function w hich can be expan d ed in a subinterval into a
uniform ly convergent series of polynom ials perm its uniform ap p ro x i­
m ation in terms of polynom ials in th a t interval. H ow ever, it can
be readily seen th a t the converse proposition is also true. In fact
let the function / (#) p erm it uniform ap p ro x im atio n in term s of
 P O W E R S E R IE S A N D SE R IE S O F P O L Y N O M IA L S 371

polynom ials in the interval (iz, />). In (hat case for every n a tu ra l
num ber'll a polynom ial Q,„ (x) can be found such th a t

l / (.v) - d n (*) | < — {a < x b). (2)

L et us assume that

Pi to = di to , Pn to = dn to - (.v) {n > 1);

in th a t case the partial sums o f the series

CO

£ Pn t o
n= 1

will be expressed by the polynomials Q n (x) and, the inequality (2)

shows th a t this series converges uniform ly in the interval (a, b) and
its sum is equal to f (*).

H ence uniform approxim ation of the f u n c tio n / (x) in term s o f

polynom ials in the interval (a, b) is equivalent to the fact th a t the
fu n ctio n / (.v) can be expanded into a uniform ly convergent series o f
polynom ials in th a t interval. W e m ust now establish w hich functions
p erm it this expansion.

A t firstit is obvious th a t this function must be continuous in the

interval (a,b) ; in fact, since all polynom ials are continuous functions,
therefore (according to theorem 1 § 74) the sum of a uniform ly con­
vergent series of polynom ials in the interval (a, b) m ust also be conti­
nuous in th a t interval. O ne of the m ost fundam ental theorem s o f
m ath em atical analysis is the converse fact discovered in the second
h a lf o f the last century (by the G erm an m athem atician Weierstrass)
th a t every function which is continuous in the interval (a , b) permits uniform
approximation in terms o f polynomials in that interval {or, what is the same, an
expansion into a uniformly convergent series o f polynomials). H ence by
passing from pow er series to the more general type of series of
polynom ials we considerably enlarge the class of functions which can
be expanded into such series; if it was earlier necessary th a t a func­
tion should have derivatives of all orders, it is now no longer necessary
to assume existence of even the first derivative.

T h e theoretical and practical applications of W eierstrass’

theorem are so g reat th a t m any different proofs were proposed for
it from the tim e o f its discoveryj these proofs can be divided into
372 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

two g ro u p s : one group uses the properties o f one or o ther special

analytical a p p aratu s in order to establish the theorem , while proofs
of the second group are based on general considerations. Both
groups are very instructive, for the argum ents used in this connection
find m any applications in other analytical problem s. In the next
p arag rap h we give one of the simplest proofs of the first group ''pro*
posed by A cadem ician S. N. Bernstein.

§ 80. Theorem of Weierstrass

Theorem. The function f (x) which is continuous in the interval {a, b)

permits uniform approximation in terms o f polynomials in that interval.
Proof. 1. All proofs of this basic theorem w hich rest on a
special analytical ap p aratu s require the prelim inary elucidation of
the properties of this ap p aratu s. T herefore we m ust also in t .is case
begin by giving the proof of an auxiliary elem entary algebraic
inequality.
Lemma. For every natural number n and fo r every x the following
inequality holds*)
n
J C U k - n x f **(l - * ) - * <
k= 0
Proof. N ew ton’s binom ial form ula gives us identically w ith
respect to z :
n
J C$zk = (1 + z)*\ (1 )
k=0
differentiating w ith respect to z and m ultiplying by z this gives
n
J k C * z k = n z ( \ + s ) - 1; (2 )
k= 0
the repetition of the same operation gives :
n
J PCl zk = nz (1 + z ) ”- 1 + n(n - 1)z 2 (1 + <0"-2=
k=0

•) H e r e an d in fu tu r e w e sh a ll a ssu m e th a t xk = 1 for * = 0 a n d k = 0;
sim ila rly w h e n x = 1 an d k — n, w e a ssu m e th a t (1 — x) n~k = 1. T h e n u m b e rs
Ckn are b in o m ia l coefficien ts w ith th eir u su a l c o m b in a tio n n o ta tio n .
P O W E R S E R IE S A N D S E R IE S O F P O L Y N O M IA L S 373

= nz (1 + z ) n~2 {1 + z + (« “ 1)z) =
= n z { 1 + ne)(l + z ) n~2; (3)
assum ing in the relations (1), (2) an d (3) th at
*
Z = i-------
1 —x

an d m ultiplying by (1 — x)n we obtain for x ^ 1:

n

£ C l ** (1 - *)"-* = 1, (4)
k= 0

n
^ &C*A'fc(l — = H*, (5)
k= 0

tl
^ k2C7*xk (1 — x)n~k = nx {1 — x + w*), (6)
k=0

an d a test shows th a t the equations (4), (5) and (6) are also valid for
x = 1.
L et us now ad d term by term the identities (4), (5) and (6),
having m ultiplied the first by n2x2 and the second by —2nx. This gives :
n
^ (n2x2 — 2nxk -f- k2) CnXk{\ — x )n~k =
k=0

, = n2x2 — 2n2x2 n x ( \ — x + nx),

or
n
^ (k — nx)2 CnXk ( 1 — x)n~k = nx( 1 — x),
k= 0

an d since for every real x

*(1 — x) <

therefore the lem m a is proved.

374 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

2. W e shall now proceed to prove the theorem an d begin by

assuming th a t the given interval (a, b) is the interval (0, 1); we
assume th a t for every n a tu ral num ber n we have :
n

£ / ( t ) c ” *‘ (1 - *)""* = W;

(x) is evidently a polynom ial of a degree not higher th a n n *). W e

shall now note th a t (a:) as n —> co uniform ly in the interval
(0, i).
L et us denote by M the upper bound of the function | f i x ) | in
the interval (0, 1). Let £ be an a rb itra ry positive n u m b er so th a t the
function f (*) is continuous (and therefore also uniform ly continuous)
in the interval (0, 1); there exists a positive n u m b er 5 in this case
such th a t when

I *1 — #2 | ^ 0 ^ Xi ^ 1, 0 ^ x2 ^ 1,
we have

I / ( * i ) — f ( x 2) | < e.

O u r im m ediate problem is to find the difference ] B n (x) —f { x ) j

for 0 ^ a: ^ 1. I t follows from form ula (4) th a t for every x
i f

n
/ ( * ) Cl # (l - * )~ * = / ( * ) ,
k=0

w hich makes it possible to w rite the difference B n (x) — f { x ) in a form

convenient for evaluation

Ib„(X) - j{x) = 2 [/ (t) ~/(*) ] a -*)-*;

k= 0

hence for 0 ^ x ^ 1

Cj** (1 ~ (? )
k= 0

♦ T h e se "‘B ern stein p o ly n o m ia ls” Bn (at) m a k e t h e sp ec ia l a n a ly tic a l a p p a r a tu s

w h o se p rop erties a re u sed in th e a b o v e p roof.
P O W E R SE R IE S AND SE R IE S O F PO L Y N O M IA L S 375
L et us divide all the num bers k (0 ^ k ^ n) into two groups :
the group (A) contains the num bers k for w hich

k
- x \ < 5, (A)

an d the group (B) contains those num bers k for w hich

Ik I -
!-------x | > o ; IB)

hence in the inequality (7) is correspondingly broken up into two

k =0
sums w hich we denote respectively by Z a”and Z b. A ccording to (A)
we have in every term of 2a

/ ( { ) - / « <

and therefere

y < e y Cl x H l - x)n- 1: < e y C lx n (1 - *)”-* = e. (3)

LU A ta 'A H
k^O

But in every term of the sum Zb we have :

{k — nx)2 > rr 82, f ^ —/M j ^ 2M>

and therefore
2M
< {k — «#)2 C* x k (1 — xx))n- k <
£b n25 2
n
2M
£ (* - n x f Ckn x* (1 - * )-*
^ n252
k =0
hence it follows from the above lemma that
yL b < i l .
2n5»
(9)

Finally we obtain from (7), (8) and (9) :

M
B n(x) - f ( x ) I < 2 a + 2b £ + 2n52 ’
376 A C O U R S E O F M A T H E M A T IC A L A N A L Y S IS

if n is so large th a t 2 ^ 52 ' < e» then

i £«(*) — / W | < 2e (0 < * < 1).

and since s > 0 is arbitrarily small, we have uniform ly in the interval
(0 , 1)

Bn{x)~>f{x) (n -^ o o ),

w hich was to be proved.

3. T h e extension of this theorem proved for the in terv al (0, 1)

to an a rb itra ry interval (a, b) (,a < b) involves no fu rth er difficulties.
L et the function f { x ) be continuous in the interval (a, b). I f we
assume th a t x = a + {b — a)y, then y = [x — a) / (b — a) so th a t y
traverses the interval (0, 1) while x traverses the interval (a, b). L et
v
us assume that

/ ( * ) = --/!> 4- {b — a)y] = 9 (y) (0 ^ < 1 ).

It is evident th a t the function ? (y) is continuous in the interval

(0, 1). Therefore no m atter how sm all e > 0 be, it follows from the
proved theorem th a t there exists a polynom ial P(y) such th at

I — P(y) [ < £ (0 < j> < 1),

or, w hat is the same,

f(x) - p (j~ ) | < £ (* ^ * < b) ;

b u t P ((x — a)l(b — a)) is a polynom ial o f the variable x w hich for the
sake of brevity can be denoted by Q(x) so th a t

l/M “ & (*) I < £ (a < x < b);

since £ is an arb itrarily sm all num ber, this implies uniform ap p ro x i­
m ation o f the function f ( x ) in term s o f polynom ials in the interval
(<2 , b). T his proves the fundam ental theorem com pletely.
W e already know th a t this theorem is equivalent to the
following statem ent : every function f { x ) which is continuous in the interval
(a, b) can be expanded into a series o f polynomials which is uniformly conver­
gent in that interval.
 CHAPTER X X I

T R IG O N O M E T R IC A L SER IES

§ 81. Fourier coefficients

In this chapter we shall consider the theory of the so-called

trigonometrical series; this is a class of series, w hich, after power series,
is m ost im p o rtan t both in theory and application. A trigonometrical
series is a series o f the type
CD

-y + (a n cos nx -}- b n sin nx),( 1 )

n= 1

w here a 0, a ly a 2, ... , b ly b 2, ... are constant real num bers called the
coefficients o f the series (1). W e shall see in this ch ap ter th a t the
properties of trigonom etrical series are very different from those of
pow er series an d they are in some respects a m ore com plicated and
bulky a p p aratu s for the study of functions they re p re se n t; however,
in o ther respects they possess m any advantages over pow er series.
W e cannot generally say which o f these two classes of functions
deserves precedence. T h e answ er depends a t first on the form of the
function w hich is being studied an d also on the problem s which have
to be solved w ith regard to this function. W e already know th a t in
o rd e r to represent a function by a pow er series it is necessary th a t
this function should have derivatives of all orders; on the other h an d ,
in order to expand a trigonom etrical function into a pow er series it is
sufficient, as we shall soon learn, th a t the first derivative should exist
an d be c o n tin u o u s* ); thus the class of functions consisting of trigono­
m etrical series is m uch w ider than th a t of pow er series and this
considerably increases the significance of trigonom etrical series; on the

*) an d ev e n th is c o n d itio n is n o t a lw a y s n ecessa ry .

377
378 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

other hand, as we know, the region of convergence of a pow er series

always has a very simple form ; it is an interval w ith centre a t the
point 0 . But the region of convergence of a trigonom etrical series
is generally a set of a very com plicated structure an d very sensitive
m ethods are needed for its study, which we can n o t consider in this
book. In this respect pow er series have an advantage over trigono­
m etrical series.
I f we increase or decrease the variable * by 27r, then all term s of
the series ( 1 ) evidently rem ain u n ch an g ed ; if the series is convergent,
its sum will not be affected, hence the sum of the series ( 1 ) is always
a periodic function w ith a period 2n; if the function f ( x ) does not
possess this periodicity, it can be represented by a trigonom etrical
series only in an interval less th an 2 t z . T his restriction is not
necessary and can be readily avoided by a very simple m ethod, as we
shall see later. O n the other h an d , w hile studying trigonom etrical
series periodicity of its terms evidently enables us to confine ourselves
to an arb itra ry interval 2iz in le n g th ; such cases we usually take
the interval — n ^ ^ 7r.
The system of functions
1, cos x, sin x, cos 2x, sin 2x, ... (2 )
which forms the basis of every series of the type ( 1 ), possesses one
rem arkable property which holds the m ain key to the theory of
trigonom etrical series and is the source of alm ost all advantages of
this apparatus. T his property is due to the fact th a t any two functions
of the system ( 2 ) are mutually orthogonal in every interval 2n in length.
T h e functions fi{x) a n d j ^ U ) are said to be mutually orthogonal in the
interval (a, b) i f
b
J / i W / 2Wrfx = o.
a

I f we have a (finite or infinite) system of functions in w hich any

two functions a re m utually orthogonal in the interval (a, b), then this
system is said to be a n orthogonal system in th a t interval. In o rder ito
prove th a t the system of functions (2 ) is orthogonal in every interval
2 tz in the length, it is evidently sufficient to show th a t

7Z

j
—7U
cos mx cos nx dx = 0 (m 7 ^ n; m, n = 0 , 1 , 2 , ...),
T R IG O N O M E T R IC A L SE R IE S m

j* sin mx sin nx dx = 0 (m -=fi n\ m, n — 1, 2, .. ),

j* cos mx sin nx dx = 0 {m = 0 , 1 , 2 , ... ; n = 1, 2 ,...');

but

cos mx cos nx = “ (cos (m -}- n) x + cos (m — n )x },

sin mx sin nx = -^-{cos (m — n) x — cos (m + n )x },

cos mx sin nx = — {sin (n + m) x -f- sin (n — m) x}.

H ence the above three integrals can be w ritten in the form of

the following integrals

— 7C

w here the integer k is non-zero and the integer I is a rb itra ry ; both

integrals vanish, as can be readily shown by a simple calculation.
T h e property of orthogonality of systems of functions makes
them a very convenient instrum ent in m athem atical analysis, so th at
functions m uch m ore com plicated than those entering the system ( 2 )
can be conveniently studied provided they form an orthogonal system.
M odern science knows and uses m any orthogonal systems and their
theory is usually constructed on the lines o f the theory of the system
( 2 ) and related trigonom etrical series.
In order to dem onstrate the first simple application of orthogo­
nality of the system ( 2 ) we shall now consider a problem for trigono­
m etrical series which is analogous to a problem solved earlier for
pow er series : assuming that the function f (*) can be expanded into the
trigonometrical series ( 1 ), find the coefficients aki bk o f this series.

L et us assume th a t the series (1) is uniformly convergent in the

interval ( —it, tz ) an d owing to periodicity also on the whole num ber
line and th at its sum is equal to f ( x ) so th a t we have
 380 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

f (x) = — + ^ (flfccos k* + 6 * sin kx) ( — u < * < 7t). (3)

A=l

L et n be an a rb itra ry n a tu ra l num ber. L et us m ultiply all term s o f

the series (3) by the same function cos nx; the new series so o b tain ed
also converges uniform ly in the interval (—tt, tt), since the rem ain d er
of this series is equal to r k (*) cos nx and its absolute value does not
exceed the rem ainder r k (x) of the series (3) ; the sum o f the new
series is evidently equal to f (x) cos nx3 so th a t we have :

f (a:) cos nx—-^ cos nx~\- cos kx cos nx-\-bk sin kx cos nx)
k= l

(—71 ^ a; < tc).

I t follows from theorem 1 § 75 th a t this series can be in teg rated term -

by-term in the interval ( —t t , tz) . T he integral of the left h an d side is
7C
J f ('v) cos nx dx-
—TT

As a result of orthogonality all the integrals on the rig h t-h an d

side are equal to zero except the integral

n
J a n co s 2 nx dx
— 7T

of the term of the series for w hich k = n \ hence as a result of term -

by-term integration we obtain

J*
TT TT

f (x) cos nx dx J a n co s 2 nx dx. (4)

— TT -TT

But cos 2 nx = 1 /2 (1 + cos 2nx), therefore

TT

J a n cos 2 nx dx — a n cos 2 nx dx 7i a n.
— TT — IT — TT
 T R IG O N O M E T R IC A L S E R IE S 381

T h u s the equation (4) gives :

TZ

j/w cos nx dx = tz a ni
— TZ
I
an d consequently
7T

a n — — J f M cos nx dx (n = 1) 2, ...). (5)

—TZ

Sim ilarly by m ultiplying all term s of the series (3) by sin nx and
integrating term -by-term in the interval ( —tt, 7t) we obtain
TZ

bn = — j*f (x) sin nx dx (n = 1, 2} ...). (6 )

— 7T

Finally, term -by-term integration of the series (3) itself in th a t same

interval gives :
7C

| f { x ) dx = 7za0f

—77
and therefore
7T

= (7)
— TZ

form ula (7) can be regarded as a p articu lar case of form ula (5) for
n = 0 ; in order to em phasize this generality the constant term o f a
trigonom etrical series is usually denoted by a 0f 2 and not by a 0.
T he form ulae (5), (6 ), (7) com pletely solve our problem , for they
enable us to find the coefficients a * and b k w hen the given function
f ( x ) (the sum of the trigonom etrical series) is known, provided the
series is uniform ly convergent.
As w ith pow er series, we can see th a t these coefficients are
uniquely expressed in term s of the function f (*) ; hence then is only one
uniformly convergent trigonometrical series whose sum is equal to the given
function f (*). In contrast to pow er series w here the expressions of
coefficients require existence of derivatives of all orders of the function
f ix), we can now see th a t the form ulae (5), (6 ) and (7) are not
required to be expanded any m ore beyond its properties m entioned
 382 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

in the statem ent of our problem ; in fact, it follows from uniform

convergence o f the series (3) (which we have assum ed from the
beginning) that the function f (*) is continuous (and hence also
integrable) (this also implies integrability of the functions f (x) cos nx
an d f (*) sin n x ); in order th a t form ulae (5), (6 ) and (7) should be
valid nothing b u t this integrability is required.
T he num bers a m b n expressed in term s o f the function f (v) by
m eans of the form ulae (5), (6 ), (7) are usually called Fourier coefficients
of this function (in spite of the fact that the form ulae (5) ( 6 ) an d (7)
were founded by Euler long before Fourier). H ence for every func­
tion f (x) w hich is continuous in the interval ( ~ 7c, n) we can, by
using these form ulae, m ake the complete series of F ourier coefficients
a 0, a i, a 2, bu b in this event the series ( 1 ) in w hich the
num bers so determ ined serve as coefficients is called the Fourier series
of the function f ( x ) ; in short, every f u n c tio n / (*) w hich is continuous
in the interval ( —tz, tz) has a Fourier series. H ow ever, as in the case
of power series, no conclusions can be draw n from the possibility of
expanding the function f ( x ) into a trigonom etrical series. T h e
F ourier series for the function f (x) m ay be divergent for some (or
even all) values of x. M oreover, even if we assume th a t this series
is divergent for all values of .v, we have no grounds to believe th a t its
sum coincides w ith the function f (*). H ence the question of w hat
properties the function f (,v) m ust possess in order th a t it should be
the sum o f its Fourier series requires special study. A t present we
only know one thing : if a trigonom etrical series does, in fact, exist
and converge uniformly to the function f (*) in the interval ( —tt, r;),
then this series must be the Fourier series of this function.

In this course we cannot consider other orthogonal systems of

functions than the system (2). It is nevertheless interesting to note
th a t all we have said above, w ith regard to coefficients an d F ourier
series is based purely on the property of orthogonality of the system
( 2 ) and is quite independent of any special characteristics of the
trigonom etrical functions w hich form the system ; for this reason
everything we have said can refer to every orthogonal system. I f the
continuous functions
91C*/ 92M, •••> 9 • • • (8)
form an orthogonal system in an interval (0 , b) an d if the series
00

= f (*)» (9)
n= 1
T R IG O N O M E T R IC A L SE R IE S 383

w here a n are constant real num bers, is uniform ly convergent in the

interval (a , b)} then, in the same w ay as above, we readily obtain :
b b
I / W ? n (*) dx ~ an| 9^ M dx (n ~ 1 , 2 , . . . ) ;
a a

assum ing, for the sake of simplicity, that*)

[n = 1, 2, ...),

vve therefore o b ta in :
b
an = J/M W
a
?« dx (n = 1, 2 , ...)• (10)
T h e num bers an w hich we have found for the function f ( at) by means
of the form ula (10) are called the F ourier coefficients of this function
and the series (9) its Fourier series (with respect to the orthogonal
system (8 ).

T he general theory of orthogonal systems is one of the most

im p o rtan t chapters in m athem atical analysis an d has num erous
p ractical applications. At present m any investigations are being
m ade in this field. M uch progress in this direction was m ade by our
scientists Chebyshev and L iapunov and several other Soviet m ath e­
m aticians (Bari, K olgom orov, Luzin, M enshov, Steklov an d others).
F or exercises to § 81 cf. Problem Book by B. P. D emidovich,
Sectiou V, Nos. 332, 334, 341-344.

§ 82. Average approximation

Before proceeding to the solution of the fundam ental problem

of convergence of Fourier series we will now show th a t the Fourier
coefficients of the given function possess great practical values
regardless of the fact w hether the scries (3) § 81 is divergent or
convergent. I f this series converges at a point at, then the function

*) T h e sy stem (8) w h ic h satisfies this c o n d itio n is c a lled normalised; ev id e n tly

ev e ry sy stem (8 ) c a n b e n o rm a lise d by m u ltip ly in g its co n stitu e n t fu n ctio n s b y so m e
c o n sta n t n u m b ers ; th u s in th e sy ste m (2) it is su fficien t to m u ltip ly th e , first term
b y 1 / y/ 2 7r a n d th e r e m a in in g term s b y 1 / -y/ tt.
384 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

f (x) can be represented approxim ately w ith any required degree of

accuracy by its p artial s u m :
n
sn (x) = -y- + {ak cos kx + bk sin kx),
k= 1
w hich is a so-called “ trigonom etrical polynom ial” . In general, a
trigonom etrical polynom ial of degree n is a sum o f the form
n
T n (x) = — + ^ K cos kx + p7c sin for), (1)
k= 1

w here a fc, are constant real num bers.

But we have seen in chapter 20 th a t regardless of the possibility

o f expanding a function into a pow er .series there m ay arise the
question of its approxim ate expression in term s o f a polynom ial.
Sim ilarly in this case, regardless of the possibility o f expanding the
function f {x) into a trigonom etrical series, we can also consider its
approxim ate expression by a trigonom etrical polynom ial o f the
type (1).
I f the order n of this trigonom etrical polynom ial is preassigned,
then naturally the question arises how to select the coefficients a A,
of the polynom ial T n (x) so as to obtain the best ap proxim ation. I f
we are in this case considering the approxim ation of the function f { x )
not a t one p a rtic u la r point b u t in the whole interval ( — tt, 7t), then
we m ust also define w hat is m eant by a “ best ap p ro x im atio n ” . T h e
difference f (x) — T n (x) whose m agnitude (i.e. absolute value) we
naturally regard as a m easure of the quality o f the given ap p ro x i­
m ation, will have different values a t different points of the interval
( — 7;, 7r). I f we have two different trigonom etrial polynom ials T n {x)t
this difference will in general be sm aller for 'th e first o f these poly­
nomials a t some points, while a t other points it will be sm aller
for the second polynom ial; we cannot directly see w hich o f these
two polynomials represents the function f ( x ) better. T o ob tain a
unique evaluation for the com parative quality o f approxim ations
given by different polynomials we m ust evidently agree to assess
this quality in each case by a definite number. This n u m b er can be
chosen by various m ethods in the same w ay as we can choose
different therm om eters for m easuring tem p eratu res; in this case, as
in the above case, the advantage of this or other m ethod of evaluation
T R IG O N O M E T R IC A L S E R IE S 385

does not depend so m uch on fundam ental considerations but chiefly

on convenience.

In the same way as we have evaluated the closeness o f two

points by the distance betw een them , so in this case in order to
evaluate the closeness betw een the function f (x) an d the trigono­
m etrical polynom ial T n {x) we m ust clearly determ ine the <cdistance,,
betw een t h e m ; the sm aller this distance is, the closer the approxi­
m ation of the f u n c tio n / (x) given by the polynom ial T n (x). N a tu ­
rally the determ ination of this distance m ust in one w ay or other
take into consideration the m agnitude of the difference f ( x ) — T n {x)
at every point in the interval ( — 7r, tt). O ne convenient definition of
this distance is given by the upper b o u n d of the quantity
\ f { x ) — T n (x) | in the interval ( — tt, tt). A nother possible defini­
tion can be provided by the “ m ean valu e” of the same quantity

/ j l / W - T « W l dx (2)

in the interval (— 7r, tt). H ow ever, it is m ore convenient (and it is,

in fact, most frequently used in the theory of orthogonal systems) to
use the definition o f the distance betw een f (x) and T n (x) given by
the m ean value
/
7T
| [ /( * ) — T n (x)]2 dx = P (/, T n) (3)
—TC

o f the square of the difference / (x) — T n (x) ; this definition has a

purely p ractical advantage over the definition (2): in calculations it
is m ore convenient to deal w ith squares of functions th an w ith their
absolute values.
In future we shall define the distance between the function / ( x )
a n d the trigonom etrical polynom ial by m eans o f form ula (3); we
shall say th a t out of the two polynom ials T n, i {x) and T « , 2 (x) the
form er gives a b etter approxim ation for the function f (x) th an the
la tte r if
P (f) T nt i ) <. p ( f, T n, 2) ;

the best approxim ation of all trigonom etrical polynom ials o f order n
is given by the polynom ial T n (x), for which, the distance p ( /, T n) is
the least.
 386 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

H aving thus agreed on this definition we are faced w ith a co m ­

pletely defined problem we must find the polynom ial (1) o f degree n,
for w hich the quantity p ( / T n) has the least possible value. But
finding of the polynom ial T n (*) implies finding of its coefficients.
T h e quantity p ( / T n) is evidently a function of these coefficients i.e.
a function of 2 n + 1 num bers a0, alt ... , a n. ... , pn if the poly­
nom ial T n ( a t ) is given by form ula (1). H ence we m ust find those
2 n ~b I num bers for w hich the q u an tity p ( / T n) has its least
possible value.
For this purpose let us represent the expression (3) for the
q u an tity p ( f y T n) in the form :
77 77 77

— I JP (x) d x + f 7 V (x) dx - 2 j f (X) r „ (x) dx | . (4)

-----77 — 77 77

D eterm ining T n (.v) by m eans of form ula (1) an d denoting by any bn

the Fourier coefficients of the f u n c t i o n / ( a t ) we obtain as a result of
the form ulae (5), (6), (7) § 81:
77 v n

J /(*)
— 77
T n (x)dx = n + £ Aa*+PA)
k —\
j. (5)

O n the other hand, bearing in m ind the form ula

77 77

j* cos?kx dx = j* sin2kxdx = tz (k = 1, 2, ... )

— 77 77

an d orthogonaity of the system (2) § 81 we obtain :

77 77 n

| T n [x) dx = j* | ^ a / cos2kx + (3fc2 sin2kx) j dx —

— 77 ■ ■77 £ = 1

J + P , 2)J. (6)
k= 1
Substituting the expressions (5) an d (6) in the expression (4) for the
q u antity p ( / , T n) we have :
77

P (/, T n) = L ^ f t {x)dx 4 / | i aJ ^ 2^ o ) +

— 77

k= 1
T R IG O N O M E T R IC A L SE R IE S 387
noting th a t

a a2 — 2a k a k = (a lc — a k)2 — a k2,

P*2 - 2(3 A = (p* - 6*)2 - b k\

we consequently obtain :

77 n
p ( / . ; r „) = — J / 2(.v)rf* - J (a** + 4,t2) | +
“ 77 k= 1

+ t [ (k ° i — - + 2 [(at ' at)2 + (p* - **=)*]?■

k= 1

T he first two term s on the right-h an d side of this equation are

independent of the coefficients a kt (3 of the polynom ial T n (x); th ere­
fore the num bers a k> (3 k m ust be so chosen th a t the third term should
have the least possible value, i.e. the qu an tity

n
~2~^ ~2 ~ ^ S [(a * — a *)2 “I" (P * — b fc)2j | ;
k =l

this q u antity evidently vanishes if we choose

a /• dk (k 0, 1, •••),

P* = b k ( k = 1 , 2 , ...),

an d becomes positive for every choice of the num bers a fc, (3 k. This
solves o u r problem . We see th a t in o rder to obtain the best
approxim ation for every n we m ust choose the corresponding Fourier
coefficients of the function f ( x ) for the coefficients of the polynom ial
T n (x). In doing so we m ust natu rally b ear in m ind th at this deduc­
tion will only be valid if we are evaluating the distance betw een the
function f ( x ) an d the polynom ial T n (*) by m eans of the quantity
(3). I f we use a different m ethod for determ ining the distance, we
o b tain different values for the numbers' a k, P*.

A pproxim ations in which the distance betw een two functions

is evaluated in term s o f the average value o f the square o f their
388 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

difference are usually called average approximations. The result

obtained above can therefore be form ulated as follows :
Theorem 1. ’ From all trigonometrical polynomials o f degree n the best
average approximation is given by the following polynomial, provided the
function f ( x ) is continuous :
n

T „ ( * ) = - —■ + ( ak coskx -f- b k sin kx),

< A- 1

where a k, b k are Fourier coefficients o f the function f {x). Also

re n
P ( f , T„) = — | f H x ) d x - + £ (a,? + **!) j . (7)
-7 7 . . A=1

T he equation (7) gives one interesting result. Since

p ( / 5 r w) > o }
therefore for every n
n

— + 2 (a*2 +'V) < —j / 2M</*;

A— 1 — t:

the right-hand side of this equation is in d ep en d en t of n ; therefore

the p artial sums of the series
CO

ay + E (a** + m
A= 1

rem ain bounded for n —►co ; an d since this series has constant signs,
it m ust be convergent. H ence the squares o f the Fourier coefficients o f a
continuous function always form a convergent series. I t also follows th a t
when n go , we always have for a continuous function :

a n ►0, b. ji ^ 0.

§ 83. Dirichlet-Liapunov theorem on closed trigonometrical

systems

W e have learnt in the theory of pow er series th a t the same

M aclaurin series can be used for an infinite n u m b er o f different
functions. A simpler question natu rally arises, an d is equally
TRIGONOMETRICAL SERIES 389

im p o rtan t, w ith reg ard to F ourier series ;.can the same trigonom etrical
series be the Fourier series of several .different functions ? ;W e m ust
a t first d raw attention to the fact th a t in solving this problem it is
advisable to consider continuous functions only, for otherwise the
resulting solution would be triv ial; in fact, if.w e are to consider
discontinuous functions, then we shall change the value of the given
function f { x ) at a p a rtic u la r p o in t; it can be readily shown th a t the
new function will have the same Fourier, coefficients as the function
f ( x ) , since the integrals in the form ulae (3), (6), (7) § 81 do not change
in m ag nitude as a result of this change in. the function f ( x ) .

T h e above problem , as we shall now see, is closely related to an

im p o rtan t property o f the orthogonal system
1, cos x, sin x, cos 2x, sin 2x, ... it , (1)

o f trigonom etrical functions. L et us assume th a t there exist two

different functions f \ { x ) and f z(x) w hich are continuous in the
interval ( — iz, iz) an d have the same Fourier series, or, w hat is the
same thing, the sam e series o f Fourier coefficients. L et us now
consider the function

/(*) =/iM “ /aW-l

it follows from the form ulae (5), (6), (7) §;81 th at any F o u rier coeffi­
cient of the function f { x ) is equal to th e difference between the
corresponding coefficients of the functions (*) and f *{ x) and is
therefore equal to zero. W e thus have :

r i
j f i x ) cos kx dx = 0, j

j- (k = 0, 1, 2, ... ).
f ( x ) sin kxdx = 0 j
j
But this implies th a t the function f { x ) is orthogonal to any one o f the
funtions of the system (1) in the interval ( — tu, tc). Thererefore, i f
there exist two different functions which are continuous in the interval ( — tz, iz)
and have the same Fourier series, then there exists another function which is
also continuous in the interval ( — iz, tt) but does not become identically zero ;
this function is orthogonal to all functions o f the system (1) in that interval.
I t can be readily seen th a t the converse proposition also holds.
In fact, if the function f ( x ) is continuous an d does not become
390 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

identically zero and is also orthogonal to all functions of the system

( 1 ) in the interval ( — tc, tc) and if 9 (a:) is an arb itra ry function
w hich is continuous in th a t interval, then the function 9 {x) f{x)
will also be continuous in the interval ( — tc, tc) ; it does not coincide
with 9 (*) whereas all its Fourier coefficients coincide w ith the corres­
ponding coefficients of the function 9 (*).
T he question therefore arises, w hether it is perm issible to “ a d d ”
to the orthogonal system ( 1 ) another continuous function w hich is
not identically zero so th a t the extended system should rem ain
orthogonal. For this extension of the system (1), as we have ju st seen,
it is necessary and sufficient th a t the two different functions which
have the same Fourier series should exist. An orthogonal system
which can be extended in this w ay is called an open system ; a closed
system, on the other hand, does not perm it such an extension. W e
m ust therefore decide w hether the orthogonal system ( 1 ) is closed
or open.

T he mbst im portant property of the closed system follows from

the rem arkable investigations by D irichlet on convergence of trigono­
m etrical series; the same facts were, how ever, earlier established and
proved independently som ewhat later by the outstanding R ussian
scientist A cadem ician A. M L iapunov. T herefore we shall in future
call this theorem the D irichlet-L iapunov theorem .

Dirichlet-Liapunov theorem. The orthogonal system (1) is closed.

Proof. L et the function / (*) be continuous in the interval
( —tc, tc) and orthogonal to all functions of the system (1) in th a t
interval. W e m ust prove that/(A :) = 0 ( — tc ^ x ^ tc).

It evidently follows from orthogonality of the function / (x) an d

any other function of the system (1) th a t it is also orthogonal to an
a rb itra ry trigonom etrical polonom ial T (x). W e shall prove converse
of this th e o re m ; let us assume th at the function / (x) is not id e n ti­
cally zero in the interval ( — tc, tc), an d on the basis of these consi­
derations we shall construct a trigonom etrical polynom ial to w hich
the given function cannot be orthogonal in the interval ( — 7u, tc).

Let, for exam ple, / (art > 0 for x = a, — tc < a < tc. In th a t
case we have f [ x ) > 0 for a sufficiently small 8 > 0 an d for all points
x in the interval (a — 6, a + 8 ); let c > 0 be the sm allest value o f
T e function / (x) in that interval so th a t
f {x) ^ c > 0 (a — S < a + 5).
T R IG O N O M E T R IC A L SE R IE S 391

L et us now assume th a t

n- r \ ( 1 + cos {x — a) ) "
Tn M = 2 ---------} ,

w here n is an a rb itra ry n a tu ra l num ber. Raising the pow er in accor­

dance with the binom ial form ula we evidently o b t a i n :
n »

T n {x) = ^ cr [cos (x — a)r,

r=0
w here cr are constant real num bers. It is know n th a t for every r ^ 0
the function (cos x)r can be represented as a linear com bination of
functions
1, cos x , cos 2x, ... , cos rx
w ith constant coefficients.*) A pplying this expansion to all terms ot

the above sum we o b ta in :

n
T n M = 2 dr cos r (x — a),
r —0

w here dr are constants. Finally, since for every r

cos r (x — a) = cos ra cos rx -f- sin ra sin rx,

we o b tain the following expression for T n (x):

n
T n (*) = —- + ^ (ak cos kx -f sin kx),
k= 1

*) P roof. T h is sta te m e n t is o b v io u s for r = 1. If

r

(cos x)r = ^ as cos sx,

s= 0
th e n

(cos * ) r+1 = (cos XY CQS X ~ h as cos sx co A =

s=0
r r+\

as t cos + 1) x + cos (•* ~~ 1) ^ '.■cos iX-

j= 0 J=0
 392 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

w here a&, [ are constants. T his shows th at for every, n a tu ra l ft the

function T n (x) is a trigonom etrical polynom ial. W e will now show
th a t provided n is sufficiently large, this polynom ial can n o t be o rth o ­
gonal to the fu n ctio n / ( * ) in the interval ( — n, tz).
L et us im agine the m ain outlines o f the course of the function
T n (*) in the interval ( — 7r, 7t) when n is larg e; this will also enable
us to perceive clearly the true m eaning which lies a t the basis of the
foliowing proof. T he quantity
1 + cos (x — a)
2 , .

whose n-tli degree is the polynom ial T n (*), is evidently always non^
n e g ativ e ; it is equal to unity for .v = a an d less than unity
for all other values of x in the interval ( — tc, tc). Therefore w hen n
is large, T n (v), w hich is always non-negative, is equal to unity for
v = a and negligibly small for all other values of x w hich are only
a small distance aw ay from a, so th a t the course o f the function
approxim ately follows the graph shown in Fig. 51. W e m ust prove
th a t the integral
tr

j' f { x ) T n (x)dx (2)

cannot be equal to zero w hen n is sufficiently large. For this p u r­

pose we can break the integral (2) into two p a r ts :
a+5

/ [x) T n (*) dx = /j
j
a —S
and
•a-S
a -S "1
[ 1 / M Tn (*) dx = I 2.
w
Since the second of these integrals includes the region in w hich
T n (x) is negligibly small, we have reason to believe th a t th e abso­
lute value of the integral is also
negligibly small. On the other
hand, we know about the first in-
tegral th a t f (x) ^ r > 0 in it and
the function T n (*) attains its m a x i­
m um value. W e therefore have
good reasons to expect th at the Fig 5j
TRIGONOMETRICAL SERIES 393

absolute value of the first integral will be considerably greater than

the second in te g ra l; b u t this is all th a t is needed since if 7X > 72, we
cannot have 7X + 72 = 0.
Let us now perform the necessary calculations. O w ing to the
fact th a t

1 + c<*(.v - «) = coss

we have
a+S a+S
I-x = f / (*) cos 2ra( V 2 a) ^ c J co32n
a —5 « -S

Assuming th a t x = a + y we o b ta in :
8 5
7i > c J c o s2n ( ^ 0 = 2c J ^1 — s i n 2
-8 0

Since 0 < sinjy/2 < 1 and 0 < cos y \ 2 < I in the interval (0, 5),
therefore '

or, assum ing th at sin y \ 2 — z>

so th a t the expression inside the braces is evidently greater than 1/2

w hen n is sufficiently large.
W e have evaluated the low er lim it of the integial 7^, we shall
now try to evaluate the u p p er lim it of the absolute value of the inte-
oral L. Let us denote by M the m axim um value of the function
D
k *
394 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

| f (*) | in the interval ( — tc, 7r). W ithin limits of the two integrals
which form the integral / 2 \i.e. w hen \x — a j > 5), we h av e:

an d therefore

I T n (.v) | < cos

hence

| L | < M cos2/1 [(a — 8) — ( — n) + tt — (a -f 6)] <

< 2 tv M cos2n = 2” AIrn, (4)

w here it is assumed th a t

r = cos 2 < 1.

O w ing to the fact th a t for a sufficiently large n we have *)

‘ 2c
2tc M r n <
n + 1 3

an d it follows from (3) and (4) th a t I / 2 I < 1 1 , provided n is suffici-

ciently large. T he equation

J / ( * ) T n (x) dx = -f J2 = 0

cannot therefore hold and the D irichlet-L iapunov theorem is proved.

W e can thus see in the light of the problem considered above
th a t the behaviour of F ourier series differs from th a t of M aclau rin
series : every trigonom etrical series can be F ourier series of only one
continuous function.

§ 84. Convergence of Fourier series

W e shall now consider the fun d am en tal problem , viz. the

properties which the function f { x ) m ust possess in order th a t its
F ourier series should be convergent and its sum be equal to th e given

*) T h is fo llo w s from th e re la tio n nrn - > 0 (n ») (cf. p r o o f o f th e o r e m 4

§77).
TRIGONOMETRICAL SERIES 395

function. This problem is, on the whole, very com plicated an d

m odern science has not yet succeeded in solving it fully. O n the one
h an d , we know m any tests w hich enable us to determ ine expansion
of this or other class of functions into Fourier series; how ever, it has
been shown by m any exam ples th a t relatively simple functions ‘have
divergent Fourier series. In this p a ra g rap h we shall only prove one
proposition w hich shows how w ider is the class of functions which
can be expanded into Fourier series tha.n the class of functions which
can be expanded into pow er series; '

Theorem. The function f \ x ) with a period 2 k , whose first derivative

is continuous everywhere, can be expanded into a uniformly convergent trigono­
metrical series along the number line (it follows from the basic result of
§ 81 th a t this series is its F ourier series).

Proof. L et us denote by aki bk the Fourier coefficients of the

function f { x ) an d by a'k, b'k the Fourier coefficients of the function
f ' { x ) . T h e form ulae (5), (6) § 81 an d integration by parts for k > 0
give :

iLUk j f (x) cos kx fix =

nb'u
- ( M £ ± ) p .-
k 5

Tibi. = J / M sin
si kxdx =

- ( - /(*) r kx) u + r j? {x) ™ k * d x = k ’

W e therefore have :

ak = - bf i , bk = af ( * - 1, 2, ...). (1)

Since for any two num bers a and p it follows from

a2 + P2 - 2 | a£ | = ( | ct'l - | P 1)2 > 0
VK
th a t
2 | ap | < a 2 + p2,
396 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

therefore the relation (1) gives :

2 | ak | < A'*s + L , 2 | bk | < a'** + -j s ,

an d hence for every *

| ak cos kx + bk sin kx I < | ak | - f | bk | < - y {a k + b'k2) -f p • (2)

Since the num bers a k, b \ are F ourier coefficients of the conti­

nuous f u n c tio n /' (x), it follows from the final result o f § 82 th a t the
series

2 (« V + b'S)
k= 1

is convergent; and owing to the fact th a t the series ^ is also con-

k = 1

vergent, the right-hand side of the inequality (2) represents the /c-th
term of a convergent num erical series w ith positive term s; b u t it also
follows from (2) th a t the series
co
~2 £ (fl*-cos kx + b1c sin/;*) ^
k = vl

is absolutely and uniform ly convergent along the w hole n u m b er line.

L et us denote its sum by ^(a:) ; it follows from the fu n d am en tal result
of § 81 th a t the series (3) is the F ourier series of the function s (x)
whereas, by definition, it is the F ourier series of the function / ( * ) .
Since both functions/ ( * ) and .y(*) are continuous, therefore, it follows
from § 83 th a t they m ust coincide; this proves our theorem .

§ 85. Generalised trigonometrical series

W e have a lre a d y 1m entioned in §81 a self-evident fact th a t

function* w ith a period 2tz can only be expanded into trigonom etrical
series along the whole num ber line. 'A function f ( x ) w hich does not
possess this property, m ay, a t:_best, be expanded only in (arbitrary)
interval [a, a -f 2tt) of length 2tt ; it is then evidently also necessary
th a t f ( a -f- 2 tt) — f ( a ) . T his restriction, if it could not readily be
rem oved, w ould greatly reduce the use of trigonom etrical series. In
TRIGONOMETRICAL SERIES 391

this p a ra g ra p h we shall briefly consider how it is possible to enlarge

the concept of trigonom etrical series simply and n atu rally be rem ov­
ing this obstacle. For the sake o f sim plicity we shall always assume
th a t the given function f { x ) has a continuous derivative a t every
point in the given interval (a, b) in w hich we wish to expand it into
a trigonom etrical series.

I f we are considering an interval ( 0 , a -f* A) which is shorter

th an 2 t z (A < 2 -), then our problem is evidently very sim ple; all we
have to do is to continue the function f { x ) in the interval (a + A,
a 4- 2 rc) in an a rb itra ry m an n er and we h a v e f ( a + 2 t z ) = f { a ) and
f [a 4- 27z) — f ' { a ) ; the function/(at) w ould then have a continuous
derivative in the w hole interval {a, a 4 - 2 t z ) (this can, o f course, be
done in an infinite num ber of ways). I t follows from §-84 th a t the
continued function can be represented in the interval (a; a 4 " 2 tt)
by a uniform ly convergent series whose sum evidently coincides w ith
the given function f ( x ) in the interval (a, a 4- A );-this solves our
problem . I t is also interesting'to note in this connection th a t when
A < 2", continuation of the function f { x ) along the whole interval
(a, a 4 - 2 tt), w hich can be done in an infinite num ber of ways, will
also give an infinite num ber of different F ourier series for the initial
function. T h e sums of these Fourier series will obviously be different
functions if we consider them in the whole interval (a, a n).
H ow ever, they will all coincide w ith the function f { x ) in the interval
(1a, a 4- A). T hus the function can in general be represented by an
infinite num ber of different trigonom etrical series in an interval of
length < 2 rr.
Let us now assume th a t A > 2tu ; we again assume th a t the
function f ( x ) has a continuous derivative in the interval (a, a 4~ A)
a n d / ( a 4 - A) = f { a ) , f {a + A) — f r (tz); we can then assume th a t
the function f { x ) is periodically continued across the ends of the
interval {a, a 4- A) (with a period A) along the whole n u m b er line.

L et us assum e th a t

x = a+ / ( * ) = / ( « + -2- 7 ) “ I* O ’)-

T h e function 9 ( y ) is evidently a periodic function w ith a period 2 tt

(since on increasing y by 2rc we evidently increase .v by A) and it has
a continuous derivative for every jv; denoting by ak and bk the Fourier
coefficients of this function we obtain for evefyjr, as a result o f the
theorem in § 84, >
398 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

9 0 0 = -^ + 2 iak cos ky + bk sin ky),

k= 1

where the series is uniform ly convergent along the whole n u m b er

line. Since

therefore we have uniform ly along the whole n u m b er line

fo
/(* ) 4 -^ cos (* ~ °) + sin — {x — a)
2
A= 1

applying to the expressions

2rzk . , . 2 ttA: . .
cos (a: — a), sin [x — a)

the trigonom etrical form ulae for the cosine a n d sine o f difference of
two argum ents we evidently obtain the expansion ( 1 ) in the form

r, , a0 n . ‘ Ink , „ . Ink .
f ( x) = ~2 + 2 j COS — x + P* sin x
A=1

w here afc, pj. are c o n sta n ts; in p a rticu lar, w hen a ^ x a -j- \ the
sum of this series coincides w ith the corresponding values of the
function f { x ) given in th a t interval.

W e can thus see th a t the function f { x ) defined in an a rb itra ry

interval (fl, a + A) can be expanded into a generalised uniform ly
convergent trigonom etrical series in th a t interval (provided the above
conditions are satisfied) w hich differs from the series 1 § 81 only in
th a t instead of the functions of the system (2 ) § 81 we have, in this
case, the following elem ents of expansion

, 2nn . 2nn
1, cos —t— x. sin x (n = 1, 2 , ...),
A A

w hich, as can be readily shown, form an orthogonal system in the

interval (a, a -f A) (and in every interval of length A). All functions
o f this system have a period A. As before, we find the following
expressions for the coefficients a]c, (37C
T R IG O N O M E T R IC A L SERIES 399
CL -I- X

Finally, if the conditions f { a -f- A) = f{a), f (a -f = f ’ {a)

w hich are necessary for this expansion are not satisfied, we can
always continue the function f ( x ) beyond the point a + A to a certain
point b > a -f A so th a t all the requirem ents are satisfied in the
interval (a, b) and we can then expand the function f { x ) in the
extended interval in the way described above.
For exercises to § 85 cf. Problem Book by B.P. D em idovich,
Nos. 331, 356, 357.
 C H A P T E R X X II

DIFFERENTIATION OF FUNCTIONS OF
SEVERAL VARIABLES

§ 8 6 . Continuity of functions of several

independent variables

W hen vve first introduced the concept of functional dependence

(chapter 1 ), we regarded the fu n c tio n ^ = f { x ) of one in d ep en d en t
variable * as the simplest form of this general concept. T h e types of
functional dependence w hich we m eet in practice usually involve
quantities w hich depend not on one b u t several (sometimes very
m any) other quantities whose values can be chosen a rb itrarily an d
independent of one another so th a t we can call them in d ep en d en t
variables. O nly when these values are selected in a definite w ay,
the function acquires a definite value. H ow ever, we have so far
only studied the simplest case, viz. of one independent variable. In
fact, the m ethods of differential an d integral calculus can be success­
fully used for functions of any nu m b er of in d ep en d en t variables.
In this chapter we will, as a rule, consider in detail only the
extension of m ethods and concepts of differential an d integral c a l­
culus to functions of two independent variables and we shall leave
the reader to prove for him self th a t increase in the n u m b er of v a ri­
ables does not involve any o th er new ideas. As we shall see, this
m ethod is useful insofar as the transition from functions o f one
independent variable to functions of two variables introduces some
entirely new points and, in order to study them fully, we shall have
to concentrate on this problem w ithout dissipating our atte n tio n on
a too bulky form al ap p aratu s. O n the o th er h an d , the transition
from two to three or m ore in d ep en d en t variables involves, as a rule,
only some technical difficulties w hich can readily be overcom e after
the theoretical p a rt has been fully understood.

400
D IF F E R E N T IA T IO N O F F U N C T IO N S 401

L et a be a function of two indepen d en t variables x an d y. In

th e sam e way as we have so far represented different values of the
v ariable * by points on a straight line (“n u m b e r line” ) an d called
these values “ points” in some cases, we shall from now on often
re g a rd the independent variables * an d y as the rectilinear coordinates
o f the p o int in a plane w hich we shall call the “ n u m b er p lan e” ; now,
instead of speaking about cca pair of values (x,y) of the independent
v a riab les” we shall simply speak of the “ point (x, y ) ” and the value
of u for * = a , y = b as its value a t the “ point (a, b)”. T his term i­
nology is very convenient in two respects : firstly it is in m ost cases
m uch shorter (while giving the same degree o f accuracy) and,
secondly, it n atu rally tends to give a visual representation w hich in
m an y cases makes it easier to u nderstan d the problem in question.
In some cases it is convenient to denote the p oint (x , y ) by a single
letter, for exam ple P , Q, . . . an d w rite in short u = f { P ) in s te a d 'o f
u ~ f {x, y) ; this m ethod is not often used in dealing w ith two inde­
p e n d en t variables since this abbreviated notation is not very u sefu l;
how ever, w hen we have several independent variables, this abbrevi­
ation can be very useful.

In the sam e w ay as the fu n c tio n ^ = f ( x ) is represented geom e­

trically in the rectilinear system o f coordinates {x,y) by a curve w hich
is only intersected a t a single point by an a rb itra ry straight line
p arallel to the O F-axis, so the function u = f ( x t y) can be repre­
sented in the rectilinear system of coordinates (x>y, u) by a surface
w hich is only intersected at a single point by an a rb itra ry straight
line parallel to the OU-axis (this is equivalent to the condition th a t
n o t m ore th a n one value of u should correspond to each p a ir of
values of the variables x, y) . W e know the significance o f g raphical
representations in the study of functions o f one v ariable x. T h e
geom etrical illustration of functions o f two variables by m eans
o f a surface in the three-dim ensional space is equally im p o rtan t in
the study o f th e ir theory.

L et the function u = f ( x , y ) be defined in region o f the plane

a n d let P {a, b) be a p o in t in this plane. A p a rt from this point, let
us consider an o th er point P ' ( x , y ) w hich we shall im agine to move

*) At present the form of this region is irrelevant : it may be a square, a

circle or any other finite figure, or the infinite part of the “number surface” or the
whole of this surface.
402 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

indefinitely close to P so th a t x a andjy -> b \ this can be expressed

by the relation,

P = V O — a)2 + {y — b)2 0.

I f in this process the quantity f { x , y ) tends to a definite lim it A, we

can write
f ( x , y ) - + A ( P - + 0) or lim f { x , y ) = A.
P^O

It is very easy to describe the process by m eans of the relation

p 0 ; however, we m ust note th a t in this case we are dealing w ith
the lim iting process in its most general form as considered in detail
in § 15; in fact, f (x, y) is not a function of the “ basic v a riab le”
p, for evidently a t a given distance p from P an infinite n u m b er of
points P' ( x , y ) lie w here the function f{x>y) will in general have
different values. Nevertheless, the above relation has a quite definite
m eaning : no m atter how small z > 0 be, there exists a 5 > 0 such
th a t for any point P' (x, y)9 other th an P, w hich is a t a distance n o t
less th an 8 (i.e. the only condition is th a t p < 5 ) we have :

If { x , y ) — A | < s.

H aving thus defined the concept oi lim it for a function o f two

variables it is obvious to define the concept of continuity for such
functions w hich we have found to be o f fu n d am en tal im portance in
the case of functions of one variable.
The function u = f ( x i y) is said to be continuous at the point (x, y) i f
assuming that p = V ^ r + A j v 2, we have :

lim /( * + A x , y + A y ) = f ( x , y ) .
P-^0

In detail this im plies as follows : there exists a 5 > 0 for any

e > 0 such th at, provided P < 8 , we have :

IA m| = | f { x + A x , y + A y) — f { x >y ) | < e.

W e can see th a t as before, the concept of continuity is o f local

ch aracter : in general the function of two variables can be continuous
a t some points and discontinuous a t others. A nd again, as before,
we shall agree to call the function f { x , y ) continuous w ithin the given
region of the n u m b er plane if it is continuous at every p o in t in this
plane.
D IF F E R E N T IA T IO N O F F U N C T IO N S 403
W hile studying the functions of one independent variable we
Rave considered in detail the structure o f the continuum (the set of
xeal num bers), i.e. the set of values of the independent variable itself,
before studying the m ain properties of continuous functions (chapter 5).
.Sim ilarly in this case too we m ust begin w ith the detailed study of
the properties of sets of pairs (x 3 y) o f real numbers before studying the
p ro p erties of functions of two variables. This set is usually called the
two-dimensional continuum ; geom etrically it is represented by a plane.

W e haveso farspoken of functions oftwo independent variables ;

how ever, all th a t is said in this p arag rap h also holds for functions of any
n u m b e r o f variables so th a t we only need to give b rief introduction.
I f u is a function of n independent variables, it is convenient to
call the set of values of these functions a point in an n-dimensional space
(or a space o f n dimensions). T h e distance betw een two points is equal
to the square root of the sum of the squares o f differences o f the
corresponding coordinates at these points ffor n = 3 we have the usual
distance betw een two points in the three-dim ensional space). T h e
function u — f { x , y , z) is continuous a t the point (x,jy, z) of the three-
dim ensional space if

A u — f ( x + A x , y -F A y , Z + A z) — f { x , y , z) -> 0 (P 0),

w here

p = \ / A xz + A y l H~ A Z?

{there is no need to give the definition of continuity for n > 3, as it is

self-evident). In order to study the furth er developm ent o f the science
o f functions of n variables it is necessary to consider in d etail the p ro ­
perties of an K-dimensional continuum , i.e. the set of all groups of n
-real num bers (als a2> •••, an).
T h e student is advised to consider the instructive examples in
the Problem Book by B.P. D em idovich, Section V I, Nos. 44, 45, 55.

§ 87. Two-dimensional continuum

O n a straight line we can have only one type of simple figure,
viz- an interval. H ow ever, in the transition to a tw o-dim ensional
•continuum , viz- the plane, we can h a v e a great variety of simple fig u res.
polygons, circles an d , in general, other figures bou n d ed by simple
contours. T he variety of these figures introduces m any new points
 404 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

in the study of a two dim ensional continuum as com pared w ith th e

simplest lin e a r (one-dim ensional) continuum .
T h e set of all points of this simple figure is called the region w hich
is closed if all points on the contour belong to the region a n d open if
no point on the contour belongs to the region. F or the tim e being,
we shall disregard regions extending to infinity : thus, for exam ple,
we shall call a region (closed) sem i-plane x > 0 or the whole n u m b er
plane in the same w ay as we have earlier regarded the sem i-straight
line x > 0 or even the whole num ber line as being p a rtic u la r cases
of intervals.
I f the point P (x,y) is an interior p oint (i.e. it does n o t lie on
the contour) of the region Z), then any sufficiently sm all circle with,
centre a t P together w ith all its points will belong to the whole region.
O n the other h an d , if P is a point on the contour (or, as it is usually
said, on the boundary) of the region Z), th en any circle w ith centre at
P will contain points w hich belong to the region D as well as other points
w hich do no t belong to it. These properties can be reg ard ed as
definitions of interior and boundary points of the region. A n open
region consists solely of in terio r points ; a closed region contains, a p a rt
from interior points, all boundary points too.
In the case of the linear continuum the dim ension of simplest
figures are fully described by their lengths* In the case o f planes the
position is som ew hat m ore com plicated : in relation to the problem
in consideration we m ay be interested in the area of the given region
or in its linear dim ensions; the la tte r are best described by the diameter
o f the region w hich is defined as the upper bound o f the common distances
between all possible pairs^ o f points belonging to the given region ; thus the
diam eter of a circle is the length of its usual d iam eter, the d iam eter
o f a rectangle is the length of its diagonal, an d so on. I f the u p p er
bound, w hich we have m entioned above, exists, the region is said to
be bounded ; otherw ise it is infinite ; an infinite region is sometimes
said to have a d iam eter equal to -foo. In o rd e r th a t a region should
be bounded it is evidently necessary an d sufficient th a t it should lie
entirely w ithin a circle (in the same w ay as a lin ear set is bounded
if and only if it lies entirely w ithin an interval).
L et us assume th a t we are given a region D and a p o in t P in
a plane an d let P (P, Qf) denote the distance betw een tw o points P
an d in the plane. I f Q runs through different points o f the region
D , then P (P, Q f has a definite low er b o u n d w hich wc shall call the
distance oj the point P from the region D and denote by p (P, Z)).
D IF F E R E N T IA T IO N O F F U N C T IO N S 405

Theorem 1. I f the point P does not belong to the closed region D, then
o (P, D) > 0.
Proof. W here c fP, D ) = 0, then any arb itrarily small circle
w ith centre a t P would contain points o f the region D. In th a t case
th e re are two possibilities :
(1) any sufficiently small circle w ith centre a t P belongs entirely
to the region D, or
(2) any circle w ith centre at P contains points of the region D
and o ther points w hich do not belong to th a t region.
In the first case the point P w ould, according to the definition,
be an interior point and in the second case it would be a b o u n d ary
p o in t of the region D. Since the region D is closed, the p o in tP w o u ld
in either case belong to th a t region, w hich contradicts the conditions
o f the theorem . H ence p {P, D) > 0 and theorem 1 is proved.
A nalogous to the theorem on a contracting sequence of sections
(§ 18, lem m a 1 ) we m ust now establish the corresponding im p o rtan t
th eo rem on co n tractin g sequences o f closed regions. T h e sequence
of regions D u D 2, ..., D n, ... w ith corresponding diam eters dl} d2i ...,
d n, ... is said to be contracting i f l ) +1 c: (n = 1 , 2 . ... ) {i e.
the region D n +i lies entirely w ithin the region D n, and 2) d n —> 0
(n —> oo).

Theorem 2. The contracting sequence o f closed regions always has one

common point fo r all regions o f the given sequence.
Proof. L et us denote by (an, br) the interval w hich is projec­
tion o f the region D n on the OX-axis an d by (cn, dn) a sim ilar interval
on the OP-axis. E vidently each o f the two sequences (a n, b n)
(n = 1 , 2 , ...) and (cn , d n)(n = 1 , 2 , ...) represents a contracting
sequence of intervals. L et a be the com m on point for all intervals
(a„, b n) (it follows from lem m a 1 § 18 th a t such a point exists and is
unique) an d let (3 be the com m on point for all intervals (c n, d n). We say
th a t p o in t P (a, [3) belongs to each o f the regions D n. In fact, if a
closed region D k exists w hich does not contain the p oint P, then,
according to theorem I, we w ould have p(P, D k) = d ~> 0, But
T>i c= D k) for / > k3 and therefore
P (P, Di ) > p ( P , D k) = d (l^k). (I)
But if Q^(x}y) is an a rb itra ry point of the region D i, then x an d a belong
to the interval (a i, b i) and B andjy to the interval (ci> di) so th a t

P (P, Q) — V ( x — v~Y t ( j - p )2 < V ( ii - aif + {di - c i f ,

406 A C O U R S E O F M A T H E M A T IC A L A N A L Y S IS

an d therefore

P(P, Di ) < V ( b t - ~ 0 i F + {di - Cl)*; (2 >

b u t b i — a i —>- 0 and d i — c i —> 0 for / - > go an d therefore, acco rd ­
ing to (2), p (P, Di ) —>■ 0, w hich contradicts the inequality (1)
according to which p (P, D i) > d for every I > k. H ence the p o in t
P (a, (3) belongs to each region D n. If an o th er point P ', possessing
the same property, exists, then let us assume th a t the distance b e t­
ween the points P and P' is equal to p ; in this case each of th e
regions D n evidently contains both points P an d P' an d its d iam eter
should not be less th an p. But this contradicts the condition th a t th e
region D n forms a contracting sequence. T his proves uniqueness o f
the point P.
W e shall now prove the “ theorem on finite coverage” w hich is
analogous to lem m a 2 § IS. L et us assum e th a t we are given (a
finite or infinite) set (system) S of regions (D). W e shall say th a t th e
system S covers a certain region A if each point of the region A is an.
interior point of a t least one of the regions D of the system S .

Theorem 3. I f the system S covers the bounded closed region A , then:

another system can be separated from this system, which consists o f a finite-
number of regions and which also covers the region A .

Proof. Since the region A is bounded, it lies entirely w ithin

a square Q . L et us divide this square into four equal squares by-
draw ing straight lines through the m iddle points of its opposite sides.
W e shall say th a t a square is “ n o rm a l” if the p a rt o f the region A
which it contains does not p erm it finite coverage required by th e o re m
3 (the square w hich contains no points o f the region A is n o t reg ard ed
norm al). T heorem 3 evidently im plies th a t the square Q, is n o t
norm al. O n the contrary let us assume th a t it is norm al; it can them
readily be seen th a t out of the four squares into w hich it has been,
divided a t least one square m ust be norm al; in fact, if each of these
squares w ould perm it finite coverage (or if it w ould contain no points
of the region A ), then, evidently, the square (),as a whole w ould also
perm it finite coverage.

L et Q j be a norm al q u arter; dividing it again into four squares

we see th at a t least one of these four squares m ust be norm al an d so­
on. We can continue this process as long as we please an d as a
result obtain a contracting sequence of squares Q,, Q j, ■ L et P '
be,the com m on point of these squares (according to theorem 2 this-
D IF F E R E N T IA T IO N O F F U N C T IO N S 407

p oint exists an d is unique). Let us a t first show th a t P belongs to the

region A . In fact, any circle w ith centre a t P evidently contains
all the squares Q n provided n is sufficiently large an d therefore it also
contains points of the region A . If, w hen the radius is sufficiently
sm all, this circle entirely lies w ithin the region A , the point P is an
interior point of this region; if how ever, w hen the radius is as small as
we please, this circle contains both the points belonging to A an d the
p oint not belonging to this region, the p oint P lies on the bou n d ary
o f the region A; and since the region A is closed, the point P belongs
to this region in either case.
I t therefore follows from the theorem th a t a region D of the
system S exists w here P is an in terio r point. A ny sufficiently small
circle w ith centre a t P therefore entirely belongs to the region D; b u t
such a circle contains, as we know, an infinite nu m b er of squares Q n>
each of w hich is thus covered by one region D of the system S
w hereas, according to its definition, it is n o rm al an d cannot perm it
finite coverage. T his contradiction shows th a t our assum ption can­
n o t be correct, i.e , the square cannot be norm al an d therefore it
should p erm it finite coverage. T heorem 3 is thus proved.
L et us now assume th a t D ± and D 2 are two bounded closed
regions w hich have no points in com m on an d let P be an a rb itra ry
point of the region D A ccording to theorem 1 there exists a circle
w ith centre a t P w hich contains no points of the region D 2. Let
r{P) be the radius of this circle. L et us agree to call a circle of
radius J r(P ) w ith centre a t P as “ p ro p er” circle o f the point P, and
let us denote by S the set of “ p ro p e r” circles of all points P of the
region D x. Since the system S covers the region D 3, therefore,
according to theorem 3, there exists a finite g roup S' of circles o f the
group S, w hich also covers the region D let us denote by 8 the
radius of the smallest circle of this finite group S'.
L et P 1 an d P 2 be two a rb itra ry points w hich belong to the
regions D ± an d D 2 respectively. T h e piont P 3 lies inside a circle
belonging to the group S'; let P an d \r = J r(P ) denote respectively
the centre an d radius of this circle. W e then have firstly p (P, P 2)
> r (P) (since the point P 2 belongs to the region D 2) an d secondly
p {P, Pi ) < r = |r ( P ) . T herefore

p ( P i , P 2) > ? i P , P * ) ~ 9 ( P , P i ) > r ( P ) - i r ( P ) = * r ( P ) > 8 .

A nd since P x is an a rb itra ry point of the region D x an d P 2 an
a rb itra ry point of the region D 2 therefore we can conclude th a t the
408 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

lower bound of all the distances p (P1} P 2) is a positive nu m b er. T his

lower bound is called the common distance between the regions D i an d D 2
and denoted b y p ( D lJ D 2)- W e thus arrive a t the following im p o r­
ta n t proposition.

Theorem 4. I f D j and D 2 are bounded closed regions with no points

in common, then p (D 1} Z)2) > 0 .

All the concepts, statem ents and proofs of theorem s given in

this p a ra g ra p h can be extended to a continuum of a rb itra ry d im en ­
sions w ithout m aking any essential changes, as the read er can readily
show himself.

§ 88 . Properties of continuous functions

W e now possess sufficient knowledge in order to establish the

m ain properties of continuous functions of several variables.

W e a t first note th a t all theorem s w hich we have proved in

§§ 2 1 and 2 2 for functions of one v ariab le also hold for functions of
two variables. As a result of rational operations w ith functions
continuous a t an a rb itra ry point P we again o b tain a function conti­
nuous a t th a t point (in the case of division it is only necessary th a t
diviser should n ot vanish a t the point P ). T h e theorem on continuity
o f a composite function should, in this case, be understood in the
following sense : if z — f { u , v), u — cpx (x,jy), v — 9 2 (*,jy) an d if
the functions 9 ! and 9 2 are continuous a t the p oint P { x , y ) in the
X T-plane w hereas the function f ( u , v) is continuous a t the points
u — ? 1 (x> v = ? 2 (x>f) of the UV~plane, then the function

F{x>y) = / [ ? 1 ¥2 (*, y) L

w hich, as given in the above form , is called a composite function of

x andjy, is continuous a t th e point P.

All these theorem s are proved in exactly the same w ay as the

analogous theorem s in § 2 1 an d § 2 2 an d we therefore leave the p roof
to the reader.

W e shall now enum erate several m ore im p o rtan t properties of

functions of two variables.

Theorem 1. The fiinction f {x, y ) continuous in the closed bounded

region D is bounded in that region.
DIFFERENTIATION OF FUNCTIONS 409

T h e p roof of this theorem is so sim ilar to the p roof o f the

analogous theorem 1 § 23 th a t the reader will have no difficulties in
proving it by himself.

Theorem 2. The function f { x , y ) continuous in the bounded region D

lakes its maximum and minimum values in that region.
o

W e can again leave the proof to the reader, for it is analogous

to th e proof o f the corresponding theorem 2 § 23.

T h e concept of uniform continuity for functions o f two variables

is in all respects sim ilar to th a t of functions of one variable and it is
•equally im p o rtan t. T h e function f { x , y ) is said to be uniformly conti­
nuous in the region D if the following condition holds : no m a tte r
how sm all s > 0 be, there exists a 6 > 0 such th at for any two points
P 2 an d P 2 o f the region D w hich are a t a distance

?(Pi,P2) < 5
w e have :

\ f ( P i ) - f ( P z ) I < s.
T h e following theorem w hich is sim ilar to theorem 5 § 23 also
holds :

Theorem 3. The function f { x , y) continuous at every point o f the

bounded closed region D j s uniformly continuous in that region.
A lthough the proof of this theorem is quite sim ilar to th a t of
theorem 5 § 23 we shall nevertheless give it here in full since it is
ra th e r com plicated.
Proof. L et P be an a rb itra ry point of the region D an d e an
a rb itra ry positive num ber. Since the function f ( x , y) is continuous
a t the point P, therefore a t any point P' o f a circle w ith centre a t P
a n d a sufficiently small radius p (P) we have :

If ( P ' ) - f ( P ) \ < - y >

therefore if P' an d P " are two a rb itra ry points o f the above circle
(bearing in m ind th a t P' an d P " belong to the region D) we have :

\f{P ')-f(P ")\< e- (•)

W e can construct a sim ilar circle for every p o in t P of the above
region D ; the ra d ii p (P) o f these circles will, of course, differ from
410 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

one another. L et us now im agine th a t every point P of the region D

is surrounded n ot only by our constructed circle of radius p(P) b u t
also by another concentric circle w ith radius equal to h a lf o f th e
radius of the constructed circle, viz- \ p(P). T his circle is called th e
proper circle of the point P .
O w ing to the fact th a t each point P of the region D has a p ro p er
circle, therefore the set S of all proper circles will cover the region D .
It therefore follows from theorem 3 of the previous p a ra g ra p h th a t
there should exist [a finite group C ls C 2, ..., Cn o f p ro p er circles
w hich would also cover the region D . E ach of these circles Cjc has
its centre a t P k and radius equal to i p (Pa). L et us denote by 5 th e
smallest of these n radii.
L et P' and P " be two a rb itra ry points of the region D w hich
are a t a distance
p (P ', P ") < 5,

and let the point P ' belong to the circle C j w ith centre a t P jc a n d
radius Jp (P fc). W e then have

P (P', P, d < i ? ( P t ) , (2)

whereas for 5 ^ •§ p ( P fc),

P (/>', P") < ! p ( P * ) ; (3)

it follows from ( 2 ) and (3) th a t

p (P ", Pk) < p (P/c),

i.e. the point P " belongs to the circle w ith centre a t P * and radius
p (P jc); and since the point P' also belongs to th a t circle therefore
the inequality (1) holds. But e is a rb itrarily small an d P ' an d P " are
two a rb itra ry points of the region D w hich are a t a distance less
th an 5. T herefore the function f { x , y) is uniform ly continuous in th e
region D, w hich was to be proved.

W e leave the reader to show th a t all results an d proofs given

in this p a ra g rap h can be extended w ith o u t essential m odifications
to continuous functions of any n u m b e r o f variables.

§ 89. Partial derivatives

W e shall now study the theory o f differential calculus relatin g
to functions of several variables a n d a t first deal w ith functions o f
 D IF F E R E N T IA T IO N O F F U N C T IO N S 411

tw o variables. H ere again the evaluation o f the ra te of change o f

th e function is very im p o rta n t; how ever, in this case the problem is
m u ch m ore com plicated. E arlier the course o f
th e process was described by the variatio n of Y }
one variable x an d all we had to do was to
observe the rate of change of the function P p T
rI\~
\
i A
y — f { x ) w hen the v ariable received this or
'y
i/
o th er in c re m e n t; on the other hand, we are
now dealing w ith a p o in t P ( x , y ) in a p la n e; 0\ x
1
this p oint can not only be displaced in distance F ig . 52.
b u t also in a n y d ire ctio n an d it is clear th a t in
general the rate of change of the function u — f { x , y ) will differ w hen
this p o int is displaced in different directions. H ence in order to
solve this problem fully we shall have to analyse all aspects o f this
com plicated picture.

H ow ever, w e shall a t first only consider the simplest case when

o u t of the two coordinates x an d of the p oint P only one changes
while the o ther rem ains constant so th a t the point P is displaced in th e
direction of one of the coordinate axes. Let, for exam ple, the vari­
ab le a: receive an increm ent A x while the v a ria b le y rem ains constant
so th a t we go from the point P{x> y) to the p o in t P' (x + A x , y)
(fig. 52). T h e function u ~~ f ( x , y ) evidently receives in this process
the following increm ent

A u = f ( x + A x , y) — f ( x , y ) .

T h e ratio A u / A x thus gives us the a vera g e ra te o f change o f th e

fu n c tio n u w ith respect to the v a r ia b le x in the in te r v a l (*, x + A x ) f o r the
g iv e n co n sta n t valu e o f the v a r ia b le y . I f the following lim it

A u fix 4- A x , y ) ~ f ( x > y )
lim : lim -
A*-»0 A * A * —>0 A

exists for A * —>■ 0 , we can evidently re g a rd it as the lo c a l ra te of

ch an ge o f the f u n c tio n u = f { x } y ) w ith resp ect to the v a r ia b le x a t th e p o in t
P{x,y). I t is obvious th a t x and y are constant in this lim iting
process, while A x alone changes. H ow ever, th e m agnitude of the
lim it will evidently depend on the chosen values o f a: a n d jy ;
generally speaking it will be different a t different points ( a:, y ) and,
like u y it is a function of a: an d y (th a t is why we speak o f the lo c a l
ra te ). T his q u a n tity is know n as p a r t i a l d e r iv a tiv e of the function
u = f ( x > y ) w ith respect to x and denoted by d u / 3 a: or d f ( x , y ) / d x
412 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

o r I n the first case the le tter 9 (ro u n d ) an d in the second

case the lower index * show th a t we are differen tiatin g w ith respect
to one of the two variables while the value of th e o th er rem ains
unchanged (fixed).

Thus

d u d f J x ,j_)= f ,Ax>ji) = lim AU = lim

9* dx £ x^ q A x A.x

Sim ilarly the following q u an tity

du 2 f ( x*y) r' , \ r Au Ay) f(*>y),

= f y {x,J>) =lim — =lim f ( x > y +
dy A y —>0 ^ y A >'-^ 0 A y

is known as p artial derivative of the function u — f (*. y ) an d

expresses the local rate of change of this function w ith respect to
the variable y \ here the rate of change o f u is involved w hen the
p oint P (x , y ) is displaced in the direction o f the OT-axis. H ence by
know ing both p a rtia l derivatives dujdx and9«/9j> a t the p o in t P we are
evidently able to judge the rate of change of the function u = f { x , y )
when the point P { x > y ) is displaced in the direction o f one of the
coordinate axes; how ever, from p a rtia l derivatives o f a function we
cannot judge ab o u t its ra te of change w hen the point P is displaced
in other directions.

From w hat has been said above it is clear th a t finding o f

p artial derivatives of functions given in concrete form does not
necessitate the use of any new m ethods. T hus, in o rd er to find,
say, dujdx it is sufficient to find the usual derivative o f the function
u = f {x,y) w ith respect to x assum ingy to be constant in this p ro ­
cess, so th a t u becomes a function of one variable ,v.

0M
Exam ple, u = y 2 sin 3x, 3y2 cos 3x
dx

du n „
sin 2X.
dy

P a rtial derivatives of a function of two variables can be readily

illustrated geom etrically. T he equatio n u — f (x, y) expresses a
surface in three-dim ensional sp a c e ; by giving y an a rb itra ry fixed value,
for exam pley = b, we concentrate our atten tio n on a cross-section of
D IF F E R E N T IA T IO N O F F U N C T IO N S 413

this surface by the plane y =■ b ; this cross-section is a flat curve

whose equation has the form

u = f (x, b) (1)
(fig. 53). T h e p a rtia l derivative
du/dx a t an a rb itra ry point P (a, b)
is the usual derivative of the func­
tion f (x, b) w ith respect to x a t the
p o in t a and is therefore equal to the
an g u lar coefficient o f the tangent
to the curve ( 1 ) d raw n a t the point
x — a (i. e. the tan g en t o f the angle
betw een the direction of the tan g en t
and the positive direction o f the
OV-axis). buj'by can be illustrated
in exactly the sam e way. F ig . 53

P a rtial derivatives of functions of three or m ore in d ep en d en t

variables are determ ined sim ilarly * if, for example^

u= z),
th en v
to = p m f (x + A x , y, z ) — / (x, y> z) .
to A * -» 0 A *

dujdy and dujdz are determ ined sim ilarly. I t is obvious th a t a

function of u in d ep en d en t variables has n different p artial derivatives.
E ach o f these derivatives expresses a local (calculated a t the given
p o in t of the n-dim ensional space) rate o f change o f the function in the
d irection of the corresponding axis of coordinates. This geom e­
trical representation can only be im agined visually for n = 1 , 2
a n d 3.
N ot m any exercises need to be done in connection w ith this
p a ra g ra p h . T h e student should only solve 5— 6 problem s chosen
from am ong Nos. 66-81, Section V I o f the Problem Book by B. P.
D em idovich.

§ 90. Differentials

W hen we were studying the fu n c tio n ^ = f (x) of one v ariab le

Xf each displacem ent of the point x to an a rb itra ry new p o in t x + A x
corresponded to an o th er q u a n tity dy w hich is called differential
 414 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

o f the function y corresponding to the given displacem ent o f the

point x. T h e differential d y is defined as the p ro d u ct f ' ( x ) A x an d
has the following two properties : (I) it is proportional to the
displacem ent A x of the point * and (2 ) w hen A% —> 0 , it differs
from the increm ent A y — f ( x + A x) — f (x) o f the function y
b y an infinitely small qu an tity o f a higher order as com pared to
Ax. M any applications of the differential are based on these two
properties. W e have also learnt th a t these two properties fully
define the differential of the function y so th a t no o th er d y possessing
the same properties can exist.

W hile dealing w ith a function u — f (*, y ) o f two variables it

is desirable to construct a q u antity possessing analogous properties.
L et us assume th a t we go from the point P (x, y ) to an o th er point
P ' {x + A x , y + A y ) - L et us denote by p = V A x 2 A y 2 the
distance between these two points. W e wish to construct a q u an tity
which w ould play a sim ilar p a rt for the function u = f ( x , y ) as the
differential for functions of one variable and correspond to the
transition (displacem ent) of the point P to the p oint P ' . Since th e
differential of one variable h a sth e fo rm ff A x . w here A is independent
o f A x , (but generally it depend on a1) therefore, in this case, the
q u an tity du should be a linear com bination o f the increm ents Aa;
a n d A y , i. e. it should have the form

du = A A x f B A y , (1)

where A and B are independent o f A x an d A y (b u t they generally

depend on x and y ) . This condition evidently corresponds to the
first of the above properties of a differential. Its second p ro p erty
involves the fact th a t the difference betw een the increm ent an d the
differential is an infinitely sm all qu an tity of a higher o rd er as
com pared to the m agnitude o f the displacem ent w hich in the
first case is m easured by | A x | an d here by the distance
P = V A r + A JF2 between the points P an d P \ T herefore in the
transition from the point P to the p oin t P r it is necessary th a t the
differential du o f the function u = f ( x . y ) should differ from its
increm ent A u = f (x, -f A x , y + A y ) — f (x, y ) by an infinitely
sm all q u an tity of a higher order as com pared to p.

Both these conditions can be com bined if we accept the

following definition.

T h e d iffe re n tia l du o f the f u n c tio n u = f (x,y) a t the p o in t P ( x , y )

D IF F E R E N T IA T IO N O F F U N C T IO N S 415

is an expression o f the form (1), where A and Bare independent o f A x a n d A y

i f fo r p = V~A~x*~+ A y 0

A u — du = o (p) (2 )

w here Am is the increm ent of the function u received in transition

from the p o in t P (x,y) to the point P' (x + A x , y + A y ) -
T h e coefficients A and B cannot be determ ined directly from
this definition and we can draw no conclusions as to existence an d
uniqueness of the differential of the given function u = f (x, y). W e
shall now consider these problem s.

Theorem 1. I f the function u = f i x , y ) has the differential (1) at

the point P (x,y), then both partial differentials du / dx and du I dy also
exist at that point and A — du I dx, B = du / dy, so that

du du
du A x + Ay.
dx dy
Proof. L et * receive the increm ent A x while y rem ains cons­
ta n t ( A y = 0) i.e. we displace the point P in the direction of the
OAr-axis; we thus have du = A A x an d therefore

Au = du + o ( p) = A Ax + o (| A * |),

Since in o u r case we evidently have P = | Ax\- T herefore

Au = ffx T Affpy) — f j x . y ) = A + ° (1 A x [) = A + q
A x A x Ax

w hen A x —> 0, the lim it of the right-han d side is equal to A ; hence

the left-hand side also has a lim it w hich is also equal to A ; in other
words, du / dx exists a n d is equal to A ; we can prove sim ilarly th a t
du I dy exists and is equal to B. H ence theorem 1 is proved.

U niqueness of the differential follows from theorem I.

T heorem 1 shows th a t, as in the case o f functions o f one v a ria ­
ble, existence of a differential implies existence of the p artial d e ri­
vatives du I dx an d du / dy- In the case of functions of one variable
th e converse proposition is also tr u e : existence o f a derivative implies
existence of a differential so th a t we can define differentiability of a
function either by existence of a derivative o r of a differential, since
these two definitions are eq u iv alen t; it is therefore n a tu ra l to ask a
sim ilar question in the case of functions of two v a ria b le s: let it be
416 A C O U R S E O F M A T H E M A T IC A L A N A L Y S IS

given th a t the function u = f ( x , y ) has bo th p a rtia l derivatives

du / d% and du / dy a t the p o int P; does this fact im ply existence o f
the diffeiential du at th a t p o in t? I t is n o t difficult to foresee th a t
this condition is n ot com pulsory in this case; w ith functions o f one
v ariable the derivative fully describes the ra te o f change o f the func­
tion; in the case u n d e r consideration thej know ledge o f du / dx an d
du I dy only makes it possible to determ ine this ra te in two out of an
infinite num ber of possible d ire c tio n s; hence it only describes v a ri­
ation of the given function to a very lim ited extent.
I t can be readily shown th a t, in general, existence of p a rtia l
derivatives a t a given point does not, in fact, g u aran tee existence of a
differential. L et us consider the function u = f ( x , y ) = V i o l i n
th e neighbourhood of the p o int (0 , 0). Since a = 0 everyw here
along the O X a nd O T axes, therefore du / dx = 0 and du j dy — 0 a t
the point (0, 0). I f the function u w ould have had a differential a t
th a t point, then, according to theorem 1 , w e should have for every
A * and A y
du = 0;

it therefore follows from (2) th a t A u — o (p). B ut if we choose

A x = A y > 0, we h av e:

p= V A a 2t A j r = A x \ / 2 , a u— / ( A * , A * ) —/ (0,0) = A x,

an d w hen A * -> 0 , the increm ent A u is o f the same o rd er o f

smallness as com pared to the displacem ent p. W e thus arrive a t a
contradiction w hich shows th a t the function u does not h ave a diffe­
ren tial at the point ( 0 , 0 ) although both its p a rtia l derivatives exist
a t th a t point.

T herefore in the case of functions of two variables existence of

a differential is a stronger condition th a n th a t o f p a rtia l derivatives.
H ow ever, we m ust reg ard cases w hen there exist p a rtia l derivatives b u t
no differentials as exceptions ra th e r th an the general rule. T his is
shown by the following theorem w hich assures existence of differentials
in m any real cases.

Theorem 2. I f at the point {x,y) the partial derivatives du / dx and

du I d y o f the function u ~ j (x}y ) exist and are continuous, then the func­
tion has a di fferential at that point.

Obviously the condition th a t the functions cm / dx an d du j dy

are continuous implies th a t these functions also exist in a neighbour-
DIFFERENTIATION OF FUNCTIONS 417

hood o f the p o in t {x,y) (in a circle w ith centre a t {x, y) an d a suffi­

ciently sm all radius), for otherw ise continuity o f these functions a t
the point (x,y) w ould be void.

Proof. A ssuming th a t P = V A*a + A y 2, du = 8w/9*. A x +

+ du/dy. A y we m ust prove th a t for p —> 0
Aw — du = o (p).
We have:
A u = f { x + A x , y + A y ) —f (*, j0=
= f {x+ A x , y + Ay) - f (x, y + A y ) + f { x , y + A y ) —f ( x , y ) . (3)
T h e rig h t-h an d side of this equation contains the sum of tw o diffe­
rences. Let us consider the first of these. T h e second arg u m en t of
b o th term s has the same value y + A y ; we can therefore regard
this difference as the increm ent A a: of a function of one variable x.
I f | A x \ an d | A y | a re sufficiently small, th en this function has a
derivative a t every point o f the interval (at, + A *) this derivative
x I

is nothing b u t the p a rtia l derivative of the function u w ith respect

to the v ariable x in the im m ediate neighbourhood o f the point {x , y )
whose existence is preassum ed. W e can therefore apply the theorem
on finite increm ents (§ 36) an d w rite

f ( x + A x , y + A y ) —f { x , y + A y ) = f ' x ( * + 0 ,A * ,j> + A y ) ,
w here 0 < < 1. Sim ilarly we obtain for the second difference on
th e rig h t-h an d side of the equation (3)
f ( x , y + Ay ) —f ( x , y ) = f y (x, y + 02 Ay ) ,
w here 0 < 02 < 1* H ence equation (3) gives:

AU= f \ ( x + 6 i A x , y + A y ) A x + /'„(*, y + 62 Ay) Ay,

an d consequently
Aw—du = J f ' x(xJr e1 A x , y + A y ) —f ' x(x,y)] A y +
+ 2 A y ) - f ' v(x,y)] Ay,

a n d since evidently
| A* | < P, I A y | < P,
therefore

<fa' < \ f ' x( x + O i A x , y + A y ) - j " i ( x , y ) | +

P
\f A y ) f vixiy)\*
 418 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

Since the functions J ' x { x > y ) a n d f ' y i x ^ y ) are continuous a t the point
(xt y ) , therefore both terms on the right-hand side ten d to zero for
p 0 ; we therefore have

lira A u ~ du = 0
P~»0 P
or, which is the same,
Ah = du + o (p );
this proves th a t d u = d u j d x . A x + dujdy. A y is the differential o f
the function u at the point { x , y ) .
L et us also make the following rem ark. I f we have
u = f(x ,y) = *,

then
du 1 du_ _ n
« t f ^UJ
Sa: oy

and consequently
du — d x = Ax;

sim ilarly by considering the function u = y we arrive a t the conclu­

sion th a t d y = A j V> H ence in this case, as in earlier cases, the
increm ents of the independent variables an d differentials are
equivalent to one another. This also shows th a t the differential of
the function u, in case it exists, can be w ritten in the form

du
du
OX dx + dy dy.
O w ing to the fact th a t w ith functions of two variables existence ,
o f a differential is, in general, not equivalent to existence of p artial
derivatives, the question n atu rally arises, w hen the function o f two
variables is differentiable a t a given point. T h e answ er to this
question is, to a certain extent, provided by w h at we have le arn t so
far. As we know, the differential describes the beh av io u r o f the
function during displacem ent in any direction w hereas p artial
derivatives only tell us as to w hat happens w hen the p oint is
displaced in two well defined (m utually perpendicular) directions
(the p a rtia l derivatives m ay even disappear w hen the coordinate
axes are rotated about the given point). I t is therefore n a tu ra l to
say th a t the given function f ( x , y ) is differentiable only at points w here
it has a differential and we cannot be satisfied by the m ere existence
 D IF F E R E N T IA T IO N O F F U N C T IO N S 419

o f p a rtia l derivatives. T h e usefulness of this definition of differenti­

a b ility will be confirm ed on m any future occasions an d paricularly
in the next § 91.
T h e concept of differential an d all its properties can be
extended w ithout essential m odifications to functions o f three or
m ore variables. T h u s in the case of the function u — f ( x , y , z) we
define the differential d u a t the p o in t {x,y, z) by the following
expression
du — A Ax B A j + C A Z,
w here A, B and C are independent of Ax, A y an d A z provided
A u -- du = o (p) w hen p = \ / A x 2 + A y 2 + A z 2 0. As before,
we can readily show th a t for existence of the differential it is
necessary th a t A = dujdx, B = dujdy, C = du/dz- In p articu lar,
■dx = A x , dy — A y , dz = A Z , so th a t

du j s j , d u
du dx + — dy + — dz.
dx dy dz
T h e function u w hich has a differential a t the point (x,y, z) is said
to be differentiable a t th a t point. Existence of p artial derivatives
o f the function u a t the point ( x , y , z) does n o t g u aran tee its
differentiability a t th a t p o in t; however, if all three p artial derivatives
a t the point (x, y, z) are con tin u ou s , then the function u is differentiable
a t th a t point.
For exercises to § 90, cf. Problem by B.P. D em idovich, Section
V I , Nos. 96a, 97a, 104.

§ 91. Derivatives in arbitrary directions

W e have already said on several occasions th a t p artial

derivatives of functions of two variables only define the ra te of
change in the direction of the axes of
coordinates ; there are no general reasons
for isolating these two directions from
am ong all other possible directions; we
m ust therefore now consider the ra te of
change of the fu n c tio n s = f ( x , y) w h e n ’
the p o in t (x, y) is displaced in an a rb itra ry
direction.
i ___________
L et us draw a straig h t line throu g h 0\ #
t h e p o in t P{x,y) to m ake a n arb itra ry Fig. 54
420 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

angle 9 w ith the positive direction of the OX-axis (fig. 54) an d m ove
from the point P{ x i y) to an a rb itra ry point P' (# + A x>y + A y )
w hich lies on the draw n straight line. T h e distance p betw een th e
points P an d P f is evidently equal to V A # 2 + Ajv*. D ividing the
increm ent A u — f { x + A x , y + A y) — f ( x ty ) received by the given
function in the transition from the point P to the point P r by th e
distance p between these points we obtain a q u a n tity w hich can be
regarded as the average ra te of change of the function in this tra n si­
tio n ; if this average rate tends to a definite lim it for p — 0 , th en this
lim it should be regarded as the (local) ra te of change of the function
a t the given point in the direction determ ined by th a t of the d raw n
straight line which, for the sake of brevity is called as the “ direction.
9 ”. This limit, incase it exists, is called th e d e r iv a tiv e in the d ire ctio n 9
o f the function u = f {x,y) a t the given p oint (x,y) an d denoted by
D 9 f(x> y) or D^u.
H ence

D<?f(x, y ) = + -4 *^ . + A j L r / (*■ ■?>,

p—>0 P

_________P-^0
w here p — V A * 2 -f* A y 2 an d w here it is assum ed th a t A x an d
A y change in such a w ay th a t the p o in t (a; -f- Ax >y + A y ) alw ays
lies on the straight line draw n in the direction 9 (for this to be so
it is evidently necessary and {sufficient th at we should always have
A y j A x = tan 9 ). I t is clear th at the p a rtia l derivative is th e
common value of the quantities D 0u a n d — D ^ u w hen these tw o
quantities coincide; sim ilarly d u j d y is the com m on value o f the
coinciding quantities Dj-u an d — D z-u.
X ~2~

L et us now assum e th a t the function u = f (x, y) is differenti­

able at the point (x,y), i.e. th a t it has a differential w hich, as we know,,
is equal to

. 0« , dU
d u ~ d x * x + J y Ay>
a n d in the transition from the P to the p o in t P f
A u = f { x + A x yy + A y) — f {x,y) = du + 0 (p),
*
hence
 DIFFERENTIATION OF FUNCTIONS 421

o r , sin ce A x — p cos 9 , A y = p sin 9 (cf.\ fig. 54 ), therefore

A u du du . 0 (p)
= — c° s 9 + sin 9 -t-
P dy ?

W h e n the p oin t P ' ap p roach es in d efin itely close to the poin t P

in th e d irectio n 9, i.e. w h en p —> 0, the first tw o term s on th e righ t-
h a n d sid e o f th e a b ove e q u a tio n rem ain constan t w h ile th e third
term ten ds to zero. W e therefore o b ta in in th e lim it :
A u du du .
D yu = lim ------ = —- cos 9 + — - sin 9.
P^O p dx dy Y

W e h a v e th u s proved th e fo llo w in g prop osition w h ich evid en tly

confirm s the usefulness o f the ch osen d efin ition for d ifferen tiab ility o f
fu n ctio n s o f tw o variab les.

Theorem 1. I f the function u = f ( x, y) is di fferentiable at the point

P, then it has derivatives in all directions 9 at that point and

D ou = — cos 9 + — sin ?.
dx 1 dy

W e can thus see th at for a fu n ctio n to b e d ifferen tiable it is

necessary to k n o w the p artial d erivatives (i.e. the derivatives in tw o
m u tu a lly p e r p e n d ic u la r direction s) ; this enables us to w rite dow n
th e expression for the d erivative in a n y desired direction w ith o u t
p erform in g a d d itio n a l calculations-

W h e n th e g iv en direction is c h a n g ed to th e d irectly op p osite

d ir ec tio n ( i e. from 9 to 9 + t z ), both cos 9 and sin 9 ch an ge their
sign s ; w e therefore h a v e for an y d irectio n 9 :

D o+- (u) — — D o (u)y

i.e. th e ab solu te valu es o f th e derivatives in tw o m u tu a lly opposite

d irection s are th e sam e b u t h a v e o p p osite signs. W e alread y saw
th a t this holds for d erivatives in th e d irection o f the co o rd in a te axes.

L e t us n o w con sid er the sam e p rob lem for a fu n ction o f three

in d e p e n d e n t variab les u — f ( x , y , z ) . L et us draw a straigh t lin e
th ro u g h th e p o in t P ( x t y , z ) to m ake angles a, (3 an d J resp ectively
w ith the co o rd in a te axes a n d take an arb itrary p o in t P' (x -j- A x r
y -f- A y } Z ~h A z ) on th at lin e. L et us d en ote by

P = V A *2 + A / + A Z2
422 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

the distance betw een the points P and P' ; we evidently have :

A.v = p cos a , A y = P cos p, A Z = P cos 7-

L et us now assume th a t the function u is differentiable a t th e
point ( x , y } z) so th a t for p - » 0
A u = f ( x + A x , y + A y, Z + A z) z) =

= — P cos a + — P cos P + — ■ p cos 7 + o(P).

dx dy dZ
I f the p oint P ‘ comes indefinitely close to the p o in t P w hile
always rem aining on the draw n straight line, we shall have p —> 07
while the angles a, p and 7 rem ain constant ; we therefore have :
A« df . 3 / r - 3 / «.
lim ------ cos a + —- cos p + — cos 7 *
p -> 0 P 3 x dy 3 z.

This lim it, as in the case of functions of two variables, ev idently

describes the local (at the point P ( x , y } z)) rate of change of th e
function u during the displacem ent of the point P in the chosen direc­
tion w hich is characterised by the angles a, p an d 7* T herefore we
can in this case also say th a t the above lim it is the derivative Du o f
the function u in the given direction. T hus i f the function u = / (x, y , z)
is differentiable at the point P, then it has a derivative Du at that point in any
direction (a, p, 7 ) and
T. du 0 w „ . du
Du = —- cos a -f- — cos S + — cos 7 . (I)
dx cy K 0 z
F or exercises to § 91 c f Problem Book by B.P. Demidovich*
Section V I, Nos. 198, 199, 201.

§ 92. Differentiation of composite and implicit functions

W e shall now consider two problem s dealing w ith the usual

differentiation of functions of one v ariab le w hich we could n o t study
a t the tim e, since their solution requires know ledge o f the m ethods for
differentiating functions of several variables.

1. L et u ~ f { x , y ) be a function of two variables x a n d y

w’h e/e each is regarded not as an indepen d en t v ariable b u t as a func­
tion of a new v ariable / : x — 9 (t), y = ^ (/) (w hich is the same in
both cases). W e thus have

“ = / [ ? W> + (0 1
DIFFERENTIATION OF FUNCTIONS 423

w hich is now com posite function of t. W e must find the derivative

dujdt o f u w ith respect to the indep en d en t v ariable t from the p artial
derivatives du/dx a n d 3 ujdy a n d the derivatives dxjdt= 9 ' ( t ) and
dyjdt = <[/ (£). W e are given th a t all these derivatives exist b u t exis­
tence of the required derivative dujdt m ust be proved. W e shall
assum e w ith regard to the function f {x,y) th a t it not only has p a rtia l
derivatives b u t also differential a t the point x—<p (t),y — ip (£)•
L e t the increm ent A t of t correspond to the increm ents A x
an d A y of x an d y w hich in th eir tu rn correspond to the increm ent
A « of u. L et us assum e th a t V A xl + A y l = p. W e know
th a t
du du
A u = du + 0 (p) =
zi A * + dj A + Kp
w here a —> 0 for p —> 0. T herefore
A n __du A * . du A y + / /~&x N2 fA y\2
At dx A t dy A t ~ ' \ f \ \A l) ( 1)

L et us now assum e th a t A t -> 0. T herefore A x —►0 and A 0

(since x a n d y are differentiable, they are also continuous); hence
p —> 0 an d also a —>■ 0. B ut since, on the o ther hand, the deriva­
tives du/dx an d dujdy are constant for A t -> 0 an d the ratios
A x / A t an d A y l A t tend to the limits dxjdt = 9 ' (t) an d dyjdt = ^ (0
respectively, therefore the rig h t-h an d side of the relation ( 1 ) has the
following lim it for A t —> 0 :
3udx du dy
dx dt dy ~dt
du _ Au
T his proves th a t j r — also exists an d
r dt At
du du dx du dy
dt dx dt ' dy dt
T his sim ple form ula evidently solves our problem .
T h e following case w hich often appears in applications deserves
special atten tio n , i. e. w hen x = 9 (t) = t, i. e. w hen the new
v ariab le i is the sam e as one of the old variables. T h is m eans th a t u
is given as a function o f two variables x an d y , w here a; is the
in d ep en d en t v ariab le a n d jv = (at) is a given function o f x : u =
f [ x} (x) ]. A ssum ing in form ula (2) th a t dt — dx we o b tain :
du du du dy
(3)
dx dx dy dx
424 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

T he left-hand side and the first term on the rig h t-h an d side of this
form ula represent the derivatives of the function u w ith respect to
the in d ep en d en t variable x; how ever, these derivatives do not
coincide w ith one another, for they are found on different bases :
dujdx is the partial derivative o f u w ith respect to x, i. e.\ it is calculated
on the assum ption th a tj; rem ains c o n stan t; on the o th er h a n d dujdx
is a “ full” derivative of u w ith respect to x, i. e. it is ev alu ated on
the assum ption th a t y = d» (x) changes in a quite definite m a n n er
as * changes. F orm ula (3) clearly shows the im p o rtan ce o f different
symbols used for denoting p artial an d full derivatives.
y —
Exam ple, u = — , y = \ / l — xz ;
x

du _ y du_ 1 dy_ x *
dx x2 ’d y x ’ dx V i — *2 y ’

according to form ula (3) we have :

du _ y 1 x _ x2 + y 2 _ 1
dx x2 x ' y x2y *2 V l —
T he problem of the derivative dujdt w hen u is given as the
differential of a function o f any nu m b er of variables, each of
w hich, in its tu rn , is a differentiable function of t, is solved in
exactly the same way. T hus w hen u = f { % , y , z), x = cp (t), y = ip (/),
Z — X (/), we have :

du du dx duty du dz 'du . du ^ ^ du ,, .
(4)
dt dx dt dy dt a ^ = ^ W + ^ W + 0T /- W -
T h e reader will have no difficulty in deducing this form ula in the
same w ay as form ula (2 ) is deduced above.

In all the cases w hich we have considered so far the problem

involves one independent variable (w hich is denoted by t ) . H ow ever,
it often happens in applications th a t there are several in d ep en d en t
variables. L et us assume th a t we have, as above, u = f (x , y)
b u t let this tim e x andj> be functions of two variables x = 9 (t, j),
y = ^ {t, s). In this case « = / [ ? ( U ) i ^ s) ] also becomes
a function of the same v a ria b le s; we thus have a com posite function.
O u r problem involves the {following : we know the p a rtia l d e riv a ­
tives of the function / (#, y ) w ith respect to x an d y a n d also the
p a rtia l derivatives o f the functions 9 (/, .?) an d <]/ (t, s) w ith respect
to t and s; we are required to find the p a rtia l derivatives o f u w ith
respect to t and s. Since p a rtia l differentiation does n o t differ in
 D IF F E R E N T IA T IO N O F F U N C T IO N S 425

an y w ay from o rdinary differentiation (but is carried out under

definite conditions), this problem does not require further consi­
deration. I t is solved by m eans of relations analogous to form ula
( 2) :

8w du dx 8 u dy
d t ~ J x c t + dydT 3
8u _ % u dx_ c u d_y_ .
8s dx 8«r dy 8^

we obtain sim ilar results w hen the nu m b er of interm ediate functions

or the num ber of independent variables is g reater th an two.

2. L et us now consider the second problem . W e are given

a n a rb itra ry equation w ith two variables

f (*) y ) — 0- (5)

G enerally speaking this equation defines one or several

fu n ctio n sy o f the independent variable x *); thus, for exam ple, the
e q u atio n

xy — 2x -j- 3y — 1 = 0

defines one function jj/= (2 ;v + l)/(# + 3 ) and the equation x2-}-y2—1 = 0

two functions: y = + V 1 ■— * 2 and y = — V l — x2 **) ; m any
cases a re know n w hen functions defined by the given equation (5)
can n o t be expressed in term s of x by m eans o f elem entary form ulae
in the w ay it is done in the above two simple ex am p les; however,
regardless o f w hether such an expression is possible, every function
y = f (x) w hich w ithin a region of values o f x identically satisfies the

*) T h e c o n d itio n s u n d er w h ic h th is tak es p la c e w ill b e co n sid ered in d eta il

in c h a p te r 24.
**) S tr ictly sp e a k in g w e o n ly o b ta in t w o fu n ctio n s w h e n w e restrict ou rselves
to continuous so lu tio n s o f th e g iv e n e q u a tio n . T h e a b o v e e q u a tio n d efin es a n in fin ite
n u m b e r o f discontinuous fu n ctio n s. A n y o n e o f th e fo llo w in g fu n ctio n s is a so lu tio n
o f th is e q u a tio n :

- v T - *2 ( — 1 x ^ a) >
+ 's/ — x2 1 ),

w h e r e a is a n a rb itr a r y n u m b e r b e tw e e n — 1 a n d + 1. T h e m ost g en era l so lu tio n

o f th e a b o v e e q u a tio n ca n b e w r itte n as fo llo w s : y — (x) \ / 1 — x 2, w h e re
\ / 1 — *2 ^ 0 and (*) is a n a rb itra r y fu n c tio n w h ic h o n ly takes th e v a lu es + 1
a n d — 1.
426 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

eq uation ( 5 ) is said to be an implicit function described by this e q u a ­

tion. I t is our problem to find derivative of such a function.
L e ty = f (,y) be an im plicit function given by the equation (5);
we therefore have in a region

^ [* ,/(* )] = o,
for every x an d therefore in this region we also have

dF [ x . f i x ) ] = q
dx
for every x. L et us now assume th a t bo th the functions F (x, y) an d
f (x) are differentiable; we then obtain from form ula (3) :
d F [ x , f ( x ) ] = dF dFdy >
dx dx dy d x 5
hence w hen y = f (x) we have in th a t region

dJ L _i_ = o
dx dy dx 9
an d therefore
dF
dy _ dx
( 6)
dx dF
dy
(provided, of course, th a t dF / d y ^ 0 ).
This form ula solves our problem . H ow ever, we m ust m ake
the following rem ark. I t m ay a p p ea r strange th a t we have succeeded
in finding a “ definite” expression ( 6 ) for the derivative dy j dx though
we were unable to express the function itself in a “ definite” form,
i.e. to solve the equation (5) w ith respect to y . T h e solution of this
equation w ould require th a t y should be expressed in term s o f x by
m eans of a n elem entary form ula; it w ould indeed be strange if we
w ere unable to do this for the function y , while we could always do it
for its derivative dy j dx; how ever, form ula (6 ) does not give us such
an expression for dy j dx; since dF / dx an d dF / 9 y are given as fu n c­
tions of tw o variables x and y , form ula ( 6 ) expresses the derivative
dy j dx in term s of these two variables. H ence if we do n o t know a
definite expression for the function y in terms o f x, th en form ula (6 )
can n o t give us either a definite expression in term s o f x for the d eri­
vative of this function.
 D IF F E R E N T IA T E O N O F F U N C T IO N S 427
N evertheless, form ula ( 6 ) w hich establishes a connection b et­
ween the derivative of an im plicit function an d the p artial d eriv a­
tives of a function of two variables w hich describe it is o f g reat
im portance in theory and has m any im p o rtan t applications, some o f
w hich we shall consider later.

Exam ple. L et y be an im plicit function of a: given by th e

equation
F (x, y) = xy 5 — x5y — 2 = 0 ;
we h a v e :

dF = /
_
5 ^ 4
_ 5x*y,
9-F
- = 5xf -
_ 4 _
r>,

a n d form ula (6 ) gives:

dy y (y i — 5v4)
dx x (5j d —x4)

For exercises to § 92 cf. Problem Book by B. P. D em idovich,

Section V I, Nos. 137-139, 222-226, 229, 231.

§ 93. Homogeneous functions and Euler theorem

A polynom ial P (x,y) of two variables is said to be hom oge­

neous if sum of the indices of the variables x an d y of all its term s
has the sam e value k; the la tte r is know n as degree o f homogeneity of
the polynom ial. T hus the polynom ial
ax3 + bx2y cxy2 -j- dyz

will be hom ogeneous of degree 3 regardless of the coefficients a, b, c

a n d d.

I f P (x, y) is a hom ogeneous polynom ial of degree k, we evident­

ly have for every t (and for all *, y)
P (tx, ty) = tkP {x,y).

T his p ro p erty of hom ogeneous polynom ials is very useful for the
developm ent of the concept of hom ogeneous functions. W e shall
agree to say th a t a homogeneous function o f degree A; is a fu n c tio n y (*, y )
w hich identically satisfies the following relation (i e. for all values o f
x , y , t):
f ( t x , ty) tl/ ( x , y ) . ( 1)
428 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

In contrast to polynom ials the index k can, in this case, have

an y real value ; it is self-evident th a t in such cases t can only tak e
values for which tlc has a definite m eaning ; thus, for exam ple, we
should have t ^ 0 for k < 0 , t 0 . for k — etc.
Examples* (x2 + jy2)/(* + j ) , (*—y)l{x + y), (x + y ) l ( x 2 + j 2) are
hom ogeneous functions of degrees respectively equal to 1 , 0 a n d — 1 .

T h e following simple an d very convenient relation developed

by Euler holds for p artial derivatives o f hom ogeneous functions. L e t
f { x , y ) be a hom ogeneous function of degree k. W e shall assum e
th at x an d y are constant in the relation ( 1 ) while t is variable so th a t
both sides o f this relation are functions o f t. W e can th e n differen­
tiate the identity (1) w ith respect to t. O n the left-hand side we
evidently have a composite function o f t whose derivative can be
found by m eans of form ula (2) § 92: assum ing th a t tx = u, ty = v,
we o b ta in :

j f («, v) _ 8 / (u, v) da 9/(« , v) dv_ dfju, _v) . 9/ {u, v)

dt 9u dt 0y dt X du dv '

T h e derivative of the rig h t-h an d side o f the relation ( 1 ) is equal to

k t lc~xf {x,y) ; the two derivatives obtain ed are equal to one a n o th er
for all values of x , y , i\ assum ing, in p a rticu lar, th a t t = 1 , we o b tain
u = x, v = y an d therefore

9 / {*>y) , 9/ (^ j)
k f { x , y ).
9* ' 9y

T his is E uler’s relation. T he sam e m ethod can be readily used for

finding analogous relations for hom ogeneous functions of any n u m b er
o f v a ria b le s: we shall only state the result for functions of three
variables.

T h e function f (*, y t z) is said to be a homogeneous function o f

degree k if the following relation holds identically :

/ (tx} ty, tz) = tkf {x, y, z ) ;

if this function is differentiable, we h a v e :

3/ I 0f | df }r
+ y — + z--- = k f.
9x dy dz
For exercises cf. Froblem Book by B.P. D em idovich. Section V I,
N o. 93.
D IF F E R E N T IA T IO N O F F U N C T IO N S 4.29

§ 94. P a r t ia l d e r iv a tiv e s o f h ig h e r o r d e r s

T h e p a rtia l derivatives 0 u j 9 x an d 0 a j dy of the function

u = f ( x , y) are functions of the same variables x an d y on w hich u
depends. T herefore the operations of p a rtia l differentiation w ith
respect to either of these variables can again be ap p lied to these
functions. T h e p a rtia l derivatives w ith respect to x an d y of the
functions du j d x an d 0 u / 0 y are said to be derivatives of the second
order w ith reg ard to the initial function u. Each of the derivatives
du I d x an d d u J dy gives rise .to two derivatives of the second
o rd er so th a t we o b tain in to tal four derivatives of th e second o rd e r
usually denoted as follows :

3 (du \ 3 2u
a = f " x x (x,y),
~0*\07J dx1
9 /'du's d2u
=f"av{x> y)>
9 _A 0a; / dxdy
3 /3u\ 32U
—f yz{^}y)y
3 x \ 0 jy / dydx
3_( d u\ 32 u
2 —f m ix>y)'
dy V 3y ) dy
E ach of these four derivatives of the second o rd er is a function of th e
sam e variables x a n d y a n d can in its tu rn have p a rtia l derivatives
w ith respect to these variables w hich we shall call derivatives of the
th ird o rd e r of the function u; derivatives o f the th ird o rder are
defined in exactly the same w ay as above so th a t no additional
explanations are needed ; thus

dZU _ rn> / \

denotes a function obtain ed as a result of differentiating the function

u = / ( * , j ; ) three tim es w here the first two differentiations are carried
o u t w ith respect to * and the th ird differentiation w ith respect to y .
In general the p a rtia l derivatives of the first order of any derivative
o f o rd er n are said to be p a rtia l derivatives of order n + 1 of the
fu n ctio n u an d denoted in the w ay described above. It is evident
th a t for a function of two variables the n u m b er of derivatives of the
th ird o rd e r is equal to eight an d , in general, the n u m b er of deri­
vatives of order n is equal to 2 P a rtia l derivatives*of higher orders
are very im p o rta n t in m athem atics of a ccu rate n a tu re s tu d y ; they
are also extensively used in m ath em atical physics.
430 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

P artial derivatives of higher orders possess one very im p o rtan t

p roperty w hich considerably simplifies the set of these derivatives
a n d their form ulae. T his property is due to the fact th a t if two
p a rtia l derivatives of the same order differ from one a n o th er only by
the order in w hich differentiation is perform ed and if they are b o th
continuous, then they are exactly alike.

Let us a t first consider derivatives of the second order. T h e

functions f " xy (*, y) and f " Vx (x , y) are o b tain ed from th e function
it — f (x,y) as a result of two differentiations. In b o th cases one o f
these differentiations is w ith respect to * an d the o ther w ith respect
to j;; the only difference is due to the order in w hich these differenti­
ations are perform ed. W e say th a t if a t a certain p o in t (*, y) the
funtions f " xy and f " vz are both continuous, then

/".**(*> jO = f " v x { x , y ) .

In order to prove this let us consider the expression

A = f { x + A x }y + / s y ) —f ( x + A x , y ) —f { x , y + A y ) + f { x , y).

Assuming, w h en j; and A y are constant, th a t

f ( x , y + A y ) — f { x , y) = <?(*)
we can e'vidently w rite

A — 9 (x + Ax) — <p(*). (1)

Existence of the second derivatives o f the function f implies

existence of the first derivatives in the neighbourhood o f the p o in t
(x9 y); therefore the function © (.v) is differentiable in the in terv al
(x, x + A •*:), provided A x and A y are sufficiently small. A pplying
the theorem on finite increm ents to the rig ht-hand side of form ula ( 1 )
we obtain :

A = 9 ' (x -f 0 i A x) A .v,

where 0 < 6 1 < 1. But it follows from the definition o f the function
9(x) th a t

9 ’M = f'x(x,y + A y)

so th a t we obtain
<?
:

^ = [ f ,'z[x-ir 0 1A x , y Jr A y) —f z(x-{-Q1A x , y ) ] A x . (2)

 DIFFERENTIATION OF FUNCTIONS 431

But, on the other hand, the application o f the theorem on finite

increm ents to the difference in the square brackets on the right-hand
side o f the above equation evidently gives :

/ '* ( * + 0 i A y + A y) — / ' « ( * + 6 i A x, y) =
— f " z v i x + 9 1 A x, y + 0 2 A y) A y ,
w here again 0 < 9 2 < 1* T herefore the relation (2) gives :

A = f " xy (x + 9 j a *, y + 9 2 A y) A at a y. (3)
L et us now re tu rn to the initial expression for the q u an tity A
a n d transform it in a n o th er way. L et us assume th a t

f { x + A x,y) — f ( x , y ) = + (y),
so th a t
A = ^ (jv + A y ) — ^ (y),
or, applying the theorem on finite increm ents,

A = V (y + ^3 A y) Ay,
w here 0 < 03 < 1. I t follows from the definition of the function
iLi (y) th a t

— f ' y (x + A x , y) — f ' y {x,y),

a n d we o b tain :
A = [ f ' y { x + A x , y + 03 A y ) ~ f ' v ( x , y + 93 A y ) ] A y ,
or, applying again the theorem on finite increm ents

A ■= f " vx {x + A x, y + 0 3 A y ) A x A y (0 < 0 4 < 1). (4)

C om paring the equations (3) an d (4) we o b tain for A x A y 7^ 0

/" s j/( * + 0iA *, J + 0 2 A y) =f"yx{x-\-0i A x , y Jr 0 3A y ) '

L et us now assume th a t A x an d A y tend to zero so th a t we always
have A x A y ^ 0. Since, according to our assum ption, the functions
f " av a n d /" * ,* are continuous a t the point (xi y ) i therefore the lim iting
process gives :
f' ay ix ,y ) ~ f yz(x,y)) i$)

w hich was to be proved.

L et us now consider the general case. L et us assume th a t we
have a t first tw o p artial derivatives of the same order n ^ 2 which
432 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

differ from one another only in th a t in the first of these derivatives

two consecutive differentiations are carried out in an order reverse
of the other, for exam ple
f(5) f ( 5)
J xxyxy) J xyxxy>

w here the difference is due to the com m utability o f the second an d

third differentiations and all other operations are carried o u t in
exactly the same order in bo th cases. H ow ever, it follows from the
above proof th a t two such derivatives are exactly alike (in view o f .the
necessary condition o f continuity) ; thus, by applying equation (5)
to the function f ' x {x,y) in our exam ple, we obtain :
/ nr __ /-/// *
zxy —J xyt j

continuing differentiation on both sides of this equation first w ith

respect to x and then w ith respect to y , we o b tain an eq u atio n for
the two given derivatives of the fifth order.

However, in the most general case w hen we are given tw o

arb itra ry derivatives o f o rd er n w hich differ from one an o th er
only by the order of differentiations, we can evidently pass from
one to the other by exchanging two successive differentiations. Since
these com m utative operations leave the derivative u n ch an g ed , the
two derivatives will rem ain alike.

T h e proved proposition considerably reduces the n u m b er of

different derivatives of order n and gives a b etter insight in to the
set of these derivatives. In fact, if the order of differentiations is
irrelevant, then we can evidently obtain any desired derivative by
differentiating first w ith respect to * and then w ith respect to y for
the required num ber of tim e s; therefore any derivative of o rder n
o f the function u can be represented in the form
dnu
dxkd y n~ ‘ *
w here k is one of the num bers of the series 0, 1,..., n. T his shows
directly th a t the num ber of different derivatives o f o rd er n is equal
to n + 1 w hereas we h a d 2n such derivatives earlier, i.e. w hen n was
large, the num ber of derivatives was m any tim es greater.

T h e definitions and notations used for p artial derivatives of

higher orders also hold for functions depending on three or m ore
variables. T h e possibility of changing the order o f differentiations
D IF F E R E N T IA T IO N O F F U N C T IO N S 433

also holds for such functions provided the functions which are
com pared w ith one a n o th er are continuous. T h e p ro o f of this theorem
follows directly from w h a t is said above, since all changes in the
o rd er o f th e differentiations for functions o f any n u m b e r of variables
can evidently be b ro u g h t ab o u t by a series o f com m utative
operations o f two successive differentiations an d such a change, as
we have shown, leaves the result u n altered .
F or exercises to §94, cf. Problem Book by B.P. Demidovich-
Section V I, Nos. 82,112,113,118-120,162,164,166.

§ 95. Taylor’s formula for functions of two variables

All considerations w hich a t the tim e (chapter 9) prom pted

us to represent functions of one variable by T a y lo r’s form ula rem ain
fully valid for functions o f any n u m b er o f v a ria b le s: here, as before,
it is very convenient both theoretically an d p ractically to represent
the given function approxim ately in the form o f a polynom ial of a
given degree. O n the other h an d , our initial assum ptions as to the
v alidity of this representation are the sam e as before. At th at tim e
we o btained T a y lo r’s form ula by developing the simple form ula
f i x + h) — f { x ) = h f { x ) + o (,h),

w hich holds for every differentiable function. For a differentiable

function o f two variables u = f ( x , y) we have a n analogous form ula
A u = f { x + h , y + k) —f (x,y) = h f ' x {x,y) + * /'„ ( * , j;) -f o(p),

w here p = V A * 2 + A y z- We have therefore good reasons for

trying to o b tain in this case an ap p ro x im ate expression for the
q u a n tity / ( * -+- h^y + k) in the form o f a polynom ial in powers of
th e increm ents h a n d k. T a y lo r’s form ula could, in fact, be obtained
by repeating w ith corresponding changes a n d com plications the
w hole deduction w hich in ch ap ter 9 gave us T a y lo r’s form ula foe
functions of one variable.

H ow ever, there is a m uch sim pler a n d shorter way which wiE

give us the desired result if, instead o f startin g from the very
beginning, we assum e th a t we have alread y established T ay lo r’s
form ula for functions of one v ariable. T his m eth o d is also conven­
ien t in th a t it is carried out in exactly the sam e w ay for functions
o f an y n u m b e r o f variables and for the sake of brevity we only
restrict ourselves here to the consideration o f functions of twe
 434 A C O U R S E O F M A T H E M A T IC A L A N A L Y S IS

variables. W e shall assume th a t the values x an d y and th eir

increm ents h and k are constant a n d we shall consider the function

9 M = / ( * + h t ,y + kt) ( 1)

of one variable t in the interval L et us assume th a t the

function f { x , y ) has all p artial derivatives inclusive up to the o rder
n an d all these derivatives are differentiable a t the point (x,y). I t
then follows from form ula ( 2 ) § 92 th a t the derivative 9 ' (t) exists
an d is equal to
3/ d {x 4- ht) d f d { y + kt) _ h d f df
?' (0
dx dt ^ dy dt dx ^ dy ’
w here both p artial derivatives are taken a t the point (x + ht, y + kt) .
A pplying the same form ula to the function 9 ' (/) an d using the fact
th a t as a result of (5) § 94

a 2/ = a 2/
a xdy dydx 5
we readily o b ta in :

a 2/
? "(0 + 2 hk -f k 2
dxdy
w here again all p artial derivatives are ta k en a t the point (* + ht,
y + kt). U sing the same m ethod we obtain fu rth er :

?"'(0 + W k - dl { - + 3hk* d V + k 3 a3/

8 x*dy dxdy 2 dyz

These form ulae show th a t in case all constituent p a rtia l d e ri­

vatives exist an d are differentiable, the following general form ula
holds :
n
?<"’ (< ) = (2 )
r= 0

w here all p artial derivatives are taken a t the p oint (* -f ht, y -\-kt).
F orm ula (2) proved for n = I, 2, 3 can be in general proved by m eans
of induction from n to n + 1 , as we shall now se e ; this p ro o f is simple
an d clear in principle b u t it involves ra th e r bulky calculations.

L et us assume th a t form ula (2) is valid for a given n an d let all

its constituent p a rtia l derivatives be differentiable a t the point
DIFFERENTIATION OF FUNCTIONS 435

(* -\-ht,y + kt). A pplying form ula (2) § 92 to the function cpn(£) we

•obtain :

8 ”+ '/ )
*p <"+!> (t) = ^ C nrh n~r k r h d n+1f
+ k
dxn~T+1 dy r dx"-' d y r+1)
r= 0

n n
an+l/ 0 n+1/
Cnrhn+1- rkr— + ^ C „ rAn- r A;r+1
0 *n+1-r 0 JVr 0 *r,- r 0y + A
r= 0 r= 0

In the second o f these sums we shall change the index of sum m ation
b y assum ing th a t r = s — 1 ; hence

nf 1
f f i + l - sJz s _ 0n+1/ _
dxn+i~s d y s'

or, denoting the new index of sum m ation by r as before

n -(-1
dn+lf
^ 2 C ^ - 1 hn+1~rkr dxn+1- f dy (3)

2 r —1

- L et us also note the following f a c t: if we agree to consider for

every n
C rT 1 = C nn+' = 03
then we can sum from r = 0 to r = « + 1 the sum 2 )i an d the
expression (3) for 2 2 w ithout altering these sums in any w ay. W e
therefore o b ta in :
n- f-1

? '" +1 )(i, = j ( C / +
r = 0

T u t'a c c o rd in g to a well-known property of binom ial coefficients

c„r + = CB+1' (0 < r < » + 1);

.and we therefore obtain :

71T 1
d n+1f
9 <B+1)W = l Cn+S hn+1~ ' k r ^ r dj>
r = 0
436 A C O U R S E O F M A T H E M A T IC A L A N A L Y S IS

i.e. form ula (2 ) rem ains valid w hen n is replaced by tz -{- 1 ; this-
proves the form ula in its m ost general form.

I t also establishes existence of a derivative of o rd er n for th e

function 9 (/) if, as assum ed, the function f { x , y) has differentiable
p a rtia l derivatives inclusive up to th a t order. I t therefore follows-
th a t M acL au rin form ula holds for 9 (t) :

? W = ? (0 ) + « 9 ' ( 0 ) + — ? " ( 0 ) + ...

w here the last term is w ritten in L ag ran g e’s special form w hich is-
well-known to us from § 39; in p articu lar for t = 1

9 (1 ) = 9 (0 ) + 9 'l0 ) + — <p"(0) + ...

- + ( S - = T y T 9 ",“1,(0) +

w here 0 < Q < 1. But 9 (0) = f ( x , y ) , 9 ( 1 ) = f { x + hsy + k), a n d

the successive derivatives of the function 9 for t = 0 are expressed by
form ula (2 ) w here all p artial derivatives are taken a t the point (x9y)*
W e therefore o b ta in :

/ ( * + h , y + k) = / ( * , » + + * | 0 + +

n- 1
dn- i f
Th n~x~r kr
+ lh k M y + {n T
+ - + (T —^ lT
1)! a^ - 1-r a /
r —0

n
1 —Y' C r h n~r b r ^T^ ®h, y Qk) ✓
+ n! L C n h k t o F * a y " ------------» <4 >
=0

w here 0 < 6 < 1 an d w here all p a rtia l derivatives except those

w hich enter the last sum (last term ) on the rig h t-h an d side are taken
a t the point (* y) (and are therefore in d ep en d en t of h an d k).

T h e last form ula com pletely solves o ur p ro b lem , for it gives

an approxim ate expression for / ( * + h , y + k) in the form o f
a polynom ial of degree n — 1 w ith respect to h an d k an d as
D IF F E R E N T IA T IO N O F F U N C T IO N S 437

can be readily seen, the last term has the required form o (p n_1)
(p = \ / h z k 2j so th a t | h I ^ p | k | ^ p and consequently

| h n~r k r 1 < p» = o (p"'1) (0 < r < n).

T h e n o ta tio n chosen for this form ula is rath er bulky (although
th e form ula itself is clear and can be readily rem em bered in spite o f
its o u tw ard com plexity). T his bulkiness becomes even worse when
w e consider functions of three or m ore variables. Therefore T ay lo r’s
fo rm ula is often w ritten in symbolic form. L et us w rite the following
expression for an a rb itra ry n a tu ra l num ber q :

I f we raise the binom ial in the brackets to the 17-th degree in accor­
d a n ce w ith the binom ial form ula and assume th a t 3 is a num ber (and
n o t the symbol of differentiation), we o b ta in :
q q
dQ f = Cqrh Q- r k T
\ ^ iC QTh Q~Tk r
d x Q- rdy~r_ W ~ Td y fi
r= 0 r= 0

i e. (with an accuracy to the factor 1 / q\) the 27-th degree in T ay lo r’s

form ula. W e can agree to w rite even m ore briefly

th u s L q becomes a certain definite o p eratio n to be perform ed over

th e function f w hich we have just described in full. By using this
n o ta tio n we can w rite T a y lo r’s form ula in symbolic form as follow s:
/?— 1

/(* + h, y + *) = 2 -r (* b + k H ) f { x, y ) +
q= o

+ f i x + 0 h , y + Bk)9
n\ \ 3 x dy /
o r even m ore briefly
72-1

f ( x + k sy + k ) = = ^ - ^ L qf ( x , y ) + - ^ L nf ( x + 0 h i y + 0 k ) .
q= 0
F or exercises to § 95 cf. P roblem Book by B.P. D em idovich,
Section V I, Nos. 390, 391, 396, 398, 400, 406, 407.
438 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

§ 96. Extrem a

T he m axim a and m inim a of a function of any n u m b e r o f v a ri­

ables in a given region of these variables are defined in exactly th e
same way as for functions of one variable. H ere th e concept of a
local extremum is of fundam ental im portance : by this we m ean an
in terior point in the given region a t w hich the value o f the function
is not less (or not greater) th a n a t any other point sufficiently close
to the given point. As in the case of a fu n ctio n o f one variable, a
function can have an extrem um either on the bo u n d ary o f the region
or a t a n interior point w hich will, in this case, also be a p o in t of a
local extrem um . I t is clear th a t in the space of several dim ensions
the problem is com plicated by the fact th a t even in the simplest cases
all boundary points, of w hich there is an infinite n um ber, en ter in to
com petition (in the one-dim ensional space th e b o u n d ary consisted
o f only two points) ; we m ust therefore find the greatest or sm allest
value of the function on the boundary of the given region, i e. w e
m ust solve an additional extrem um problem . In practice some
m aterial considerations o fte n m ake it possible to determ ine b efo reh an d
th a t the function attains, say, its m axim um value inside . (and not on
the boundary of) the region and this considerably simplifies the solu­
tion of the problem . W e m ust, nevertheless, use differential calculus
in order to find the points of the local extrem um .
If the function u ~ f { x , y ) has a local extrem um a t the p o in t
(a, b)i th e n it is clear th a t the function

?(.v) = / ( . v , b)

of one variable x should have a local extrem um at the point x = a*

L et us assume th a t the function f { x , y ) is differentiable everyw here
in the given region; in that, case the function 9 (at) evidently has a
derivative equal to j ' x (*, b) in a neighbourhood o f the point a. W e
know from § 41 th a t therefore 9 ' (a) = 0, i.e. the p a rtia l derivative
dffdx o f the function f ( x , y ) should vanish a t th e point of a local
extrem um x — a,y — b. Sim ilarly, an analogous a rg u m e n t shows
th a t we should also have d f / d y = 0 a t th a t point'. F in ally it can
be sim ilarly shown th a t the result obtained rem ains valid for functions'
of a iy n u m b er of variables : i f such a function is differentiable in a region}.
th n partial derivatives with respect to all the variables should be equal to
Zero at every point of a local extremum (iwhich lies within the region).
. 1
In this case a stationary point is a p o in t a t w hich the p a rtia l
derivatives w ith respect to all the variables vanish ; form ula ( 1 ) § 91
 D IF F E R E N T IA T IO N O F F U N C T IO N S 439

shows th a t the derivative of the given function in every direction

is equal to zero a t a stationary p o in t; hence a stationary point is,
as it were, a p o int of m inim um changeability o f the function during
a displacem ent in any direction ; this justifies the use of this term .
H ence in the space of several dimensions, finding of extrem a
requires a t first the know ledge of all stationary points o f the given
function in the given region. I f we have a function o f n variables,
then by equating the p a rtia l derivatives of this function w ith respect
to all the variables to zero, we obtain a system o f n equations w ith
n unknow ns a n d thus determ ine the coordinates o f the stationary
points. T his problem can now be solved w ithout fu rth er using
differential calculus.
H aving found all stationary points we m ust, in the same way
as in a one-dim ensional case, investigate each p oint individually
a n d determ ine w hether it gives the m axim um or m inim um qf
the given function or neither. In the case o f several dimensions
this investigation is m uch m ore com plicated a n d we shall here only
give the first few steps for functions of two variab les.
L et P (a, b) be a stationary p o in t o f the function u — f { x , y )
an d let this function have all partial derivatives o f the second order
a t the point P. L et us also consider the point Q ( a + h, b -f- k) an d
denote the distance betw een these two points by p so th a t

P= K2 + k 2;

finally, let A, B an d C denote corresponding p artial derivatives

a 2/ a 2/ a 2j
dx* ’ d x d y ’ d y 2

a t the point P. I t follows from T a y lo r’s form ula ((4) § 95) th a t we'
have for P — 0*) :
A u = f { a + h , b+k) - f ( a } b ) = i ( A h 2+2Bhk-\-C/A)+o(92).
—>
I f we denote by a the angle m ade by the vector P Q (the “ displace­
m e n t” of the point P) an d the positive direction of the OA-axis, then
evidently
h = p cos a, k = p sin a,

*) T erm s o f th e first ord er w ith r e sp e c t to h a n d k v a n ish , sin ce th e p o in t

P (a, b) is a sta tio n a r y p o in t .
440 A C O U R S E O F M A T H E M A T IC A L A N A L Y S IS

an d con seq u en tly

A u = f (a -\-h y b - \ ~ k ) — f (a, b ) ~

= i P 2(A cos2 a -{-2B cos a sin oc-|-Csin2 a) + o(P2).

U sin g this expression for the in crem en t Am w e can read ily see
th at the natu re o f th e g iven station ary p oin t P { a , b) d ep en d s on the
b eh aviou r o f the q u a n tity

9 (a ) — A cos2 a -J- 2 B cos a sin a + C sin2 a

w h ich is a fu n ction o f the “ an g le o f d isp la c e m en t” a n d varies from

0 to 2 k . L et, for ex a m p le, 9 (a) > 0 (0 ^ a ^ 2 k ). S in ce the fu n c­
tion 9 (a) is a c o n tin u o u s fu n ctio n o f a, it assum es a sm a llest v a lu e
in the in terval (0, 2 k ), w h ic h , acco rd in g to our a ssu m p tio n , is p o si­
tiv e ; it follow s from th e expression o b ta in e d for A mth at w e have
for p - ) - 0

A u = P2 § 9 (a) + 0 ( 1) },

and since 9 (a) ^ p. (0 ^ a ^ 2 k) , therefore for a su fficien tly sm all

P w e h ave Am > 0 irrespective o f a ; b u t this im p lies th at th e fu n c ­
tion u = f { x , y ) has a minimum a t th e p o in t ( a , b). W e can sim ilarly
show th at the fu n ction f (x, jy)fthas a maximum at t h e p o in t {a, b) for
9 (a) < 0 (0 ^ a ^ 2 tz). F in ally, if 9 (a) assum es b o th p ositive an d
n egative valu es in the in terval (0, 2 k), th en let 9 (oq) > 0 a n d
9 (a2) < 0 . A ssum in g th a t P tends to zero w h ile a rem ains co n sta n t,
w e shall ev id en tly h a v e A u > 0 for a sm all P w h e n a = a t an d
Am < 0 w h en a = a 2. T h is sh ow s th at the fu n ctio n f { x, y) has
neither a m a x im u m nor a m in im u m a t the p oin t ( a , b). H e n c e th e
sign o f the q u a n tity 9 (a) for 0 ^ a ^ 2 tt is, in fa ct, d ecisive in
d eterm in in g the character o f the g iv en sta tio n a ry p oin t.

H en ce the sign o f such a <csquare trin o m ia l” , i.e. th e sign o f th e

“ d iscrim in an t” A = A C — B 2, is o f d ecisive im p o r ta n c e . W e m u st
therefore con sid er th ree cases.

1. A = AC — B2 > 0. W e h a v e id en tica lly

^ 9 (a) = (A cos a - f sin a ) 2 + A sin2 a. (1)

Since in this case A ^ 0 , the first term o n th e r ig h t-h a n d sid e

vanishes on ly for c o t a = — B [ A, a n d the secon d on ly for sin a = 0 ;
since these tw o co n d ition s are in c o m p a tib le , th e a n g le a has n o c o ta n ­
g en t for sin a = 0), therefore A 9 (a) > 0 for every a. I f A > 0,
 D IF F E R E N T IA T IO N O F F U N C T IO N S 441

th e n 9 (a) > 0 an d the function u has a local m inim um at the p oint

P; in contrast if A < 0, we have 9 (a) < 0 an d P is a local m axim um
o f the function u. H ence if A > 0 , the point P always gives a local
•extrem um whose n atu re is determ ined by the sign of A.
2. A — A C — B 2 < 0. L et us a t first assume th a t here also
A ^ 0. T h e relation (1) shows th a t (the first term on the rig h t-h an d
side is positive an d the second equal to zero) we have A 9 (a) > 0
for a — 0 ; on the other h an d if
B
cot a. = ---- ,

w e have A 9 (a) < 0 (the first term is equal to zero and the second
te rm n e g a tiv e ); hence 9 (a) has different signs for different values of
a a n d the function u cannot have a local extrem um a t the point P.
W h a t result do we o b tain for A = 0 ? In this case
9 (ol)=2B cos a sin a-f-C sin 2 a = s in a. (2B cos a + C sin a), (2)
w here 5 ^ 0, for otherw ise we should have A = 0. I f a is a suffi­
cien tly sm all positive angle, th en evidently
| C | sin a < 2 j B | cos a,

so th a t the sign o f the b rack et {IB cos a -j- C sin a) coincides w ith
the sign of the first term w hich changes as a is replaced by — a ;
a n d since sin a changes its sign durin g th a t change, the relatio n ( 2 )
shows th a t -9 (a) an d 9 ( — a) have opposite signs an d the function u
can n o t have a local extrem um a t the point P. H ence if A < 0,
there is no local extrem um a t the p o int P.

3. A = A C — B z = 0. In this case the analysis of term s of

the second order in T a y lo r’s form ula does not give final results. I f
the function u has p a rtia l derivatives of the th ird order a t the p o in t
P t o th er term s m ust be analysed in T a y lo r’s form ula. H ow ever, we
shall n o t consider these problem s here.

Exam ple. T h e function

Z — x2 — x y -f- y 2 — 2x + y

has a single stationary p oint x = 1,y = 0 as can be seen by solving

th e system o f equations

— = 2 x - y - 2 = 0, | ^ = - * + 2 y+ l = 0 .
8x J ’ dy
442 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

In this case
A = 2, B = — 1, C =2,
an d therefore A == A C — B 2, — 3. Since A > 0, therefore £ has a
single extrem um , i.e. a m inim um a t the p oint ( 1 , 0 ).
For further exercises to § 96 cf. P roblem Book by B.P. D em i­
dovich, Section V I, Nos. 425, 429, 430, 435, 437, 438.
 CH APTER X X III

S O M E S IM P L E G E O M E T R IC A L A PPL IC A T IO N S
O F D IFFE R E N T IA L CALCULUS

§ 97. Equations of tangent and normal to a plane curve

T h e geom etrical illustration of a derivative as the an g u lar

coefficient o f the tangent to a given curve a t a given point enables us
to use the m ethods of differentials calculus in
o rd er to solve num erous geom etrical problems.
L et us assum e th a t we w ant to draw the ta n ­
g ent to a curve w hich is the graph of the differ­
entiable function y ~ f {*) a t a p oint w ith
abscissa a (fig. 55). W e know from analytical
geom etry th a t the equation o f a line w hich
passes thro u g h a point w ith coordinates (a,b)
can be w ritten in the form :

y — b = k (x — a),
w here k is the an g u lar coefficient of the straig h t line. In o u r case
b = f {a), k = f (a ); hence the equation of the tan g en t to the curve
y = f (x ) a t the point w ith abscissa a has the f o r m :

y — I M = f ( a ) (x — a).
A straight line p erp en d icu lar to the tangent a t the point of
co n tact is know n as normal to the given curve a t the given p o in t;
since the a n g u lar coefficients k and k' of two m u tu ally p erp en d icu lar
lines are connected by the relation kk' — — I, the a n g u lar coefficient
of n orm al to the curve y = = /(* ) a t the point w ith abscissa a is equal
to — 1 j f (a) (providedf (a) 0). H ence the equation to this
n o rm al can be w ritten in the form

y —/M = ~ “ a

443
444 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

or
* — a + f {a) [y — / [a) ] = 0 .
I t is well-known from analytical geom etry th a t it is often m ore
convenient to express the curve in “ p a ra m etric ” form , i.e. by m eans
o f the following two equations :

* = <p ( 0 , y = + (0,
w here each value of the “ p a ra m e te r” t in an in terv al corresponds to
a definite point (x,y) on the given curve. W e know th a t the an g u lar
coefficient of the tan g en t to the curve a t this p oint is eq u al to

we also know ( § 33) th a t this expression of the d erivative in term s

of differentials rem ains valid w hen x (and therefore also y ) becom e
functions of a new a rb itra ry variable t as they do in this case. T ak in g
t for the new independent v ariable we h a v e :
dy
dt
dij
dt
b u t dx I dt = o' (t), dy f dt = §' (t) and therefore

, V (t)
y = rr< P
if we w ant to w rite the equation of the tan g en t to the given curve at
a point w hich corresponds to a value t of the p a ram eter, we m u st
take into consideration the fact th a t the coordinates o f this p o in t are
equal to x = 9 (t), y = tj; (t) an d the a n g u lar coefficient o f the tan g en t
is equal t o j / = (t) / 9 ' i t ) ; hence the equation of the tan g en t is as
follow s:

or
■V- 9 (0 _ {t)
r (<) f (t) > w

w hich owing to its sym m etry is very convenient ; since the a n g u la r

coefficient of the norm al is in this case equal to
 S O M E S IM P L E G E O M E T R IC A L A P P L IC A T IO N S 445'

__ L = _ y/ ft)
/ " f (o 5

therefore the equation o f the norm al is as follows :

y — ^ (0 = — |t- |— [x — 9 (01,

or

9 ' (t) [x — o (t)] -f <[/ (t) [y — (t)] = 0 . (2 >

I f the curve is given in term s of polar coordinates

r= f(0 )
a n d we wish to w rite the equation of the tan g en t a t the point w ith
coordinates 0 O, r 0 ~ f (00), we can solve this problem in the same
w ay as the previous one rem em bering th a t cartesian a n d polar coor­
dinates are connected by the relation.
x = r cos 0 , y = r sin 0

an d for points on the given curve it takes the form

x = f (6) cos 6, y = f { 6 ) sin 0 . (3)

E q u atio n (3) represents the given curve in param etric form , w here
the polar angle 0 is a p a ra m ete r ; we have :
dx dv
^ - = / ' ( 0 ) cos 0 — f ( d ) sin 0 , — = / ' ( 0 ) sin 0 + / ( 0 ) cos 0 .

A ccording to (1) the equation o f the tan g en t at the p o in t

0 = 0 O can be w ritten in cartesian coordinates in the following form:

y — f { d p) sin fl0 _ x — / ( 90) cos 0 o______

/ ' ( 0 O) sin 0 O + / ( 0 O) cos 0 O f (0 O) cos 0 O — f (80) sin 0 O

a n d in p o la r coordinates in the form

r sin 0 — / (0 O) sin 0 0 _ r cos 0 — / ( 0 0) cos 0 0 _____
/' (0 o) sin 0 O + / ( 0 o) cos 0 o “ / ' ( 0 0) cos 0 0 — / ( 0 0) sin 0 0 ,"'

o r, assum ing th a t f (0 0) = r o->f' (^o) = r m the form

r sin 0 — r 0 sin 0 0 _ r cos 0 — r 0 cos 0 O
r ' 0 sin 0 O + r 0 cos 0 O ~ r \ cos 0 O — r 0 sin 0 O
F or exercises to.§ 97 r/l Problem Book by B.P. D em idovich,.
Section II, Nos. 119— 121, 124, 126, 141, 142.
446 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

§ 98. Tangential line and normal plane to a curve in space

T he geom etrical definition of a tan g en t to a curve in space

does not differ from its definition relating to plane curves. I f we
wish to draw a tangent to the given curve a t a given point M , we
take an o th er point JV on the curve close to M an d d raw a straight
line (chord) through these two points ; if, w hen the p o in t JV comes
indefinitely close to the p oint M , the draw n chord tends to a definite
lim iting position, then this lim iting straig h t line is a ta n g en t to the
given curve a t the point M . A ssuming th a t the curve in space is
given by p a ra m etric equations of the form

x = <? (t), y = i> ( 0 , z = x (t),

we m ust try to find the equation of the tan g en t to this curve a t a
point corresponding to the given value o f 10 of the p a ra m ete r t (i.e.
a t a point w ith coordinates x 0 = 9 U 0 ),jv 0 = 4* Uo)> Z 0 = X ( O )•
L et the p aram eter t receive a n increm en t A £ a n d let us go from the
given point to the point

*0+ 9(/ 0 + A 0 ^ o + (t0+ A t ) , Z0+ A Z = 7 . {t0+ A t ) .

The straight line (chord) w hich connects the tw o points (the
given and the displaced point) can, in accordance w ith the laws of
analytical geom etry, be expressed by the following equations :
x — x. z —z
A x A y A Z
•or by an equivalent system
x —x{ y - y o Z — Zo
Ax A_y_ A Z a)
A t A t A t

I f we assume th a t A t tends to zero a n d the functions <?(£)>

(t) and x U) have nonzero derivatives a t t = t 0, w hich we shall
respectively denote by x ' 0, f 0, z ' 0i th en the system o f equations ( 1 )
fo r the draw n chord has the following form in the lim it :
x — x o _ y —y o _ x — *0
( 2)
y o
o r, w hich is the sam e,

* - ? Uo) _ y_ - 'K*o) _ z — % U„'>

(3)
9 '(to) ^ ' ( t 0) T W '
SOME SIMPLE GEOMETRICAL APPLICATIONS 447

T h e system of equations {2) or (3) is analogous to equation (1)

§ 97 a n d evidently provides the analytical expression for the tan g en t
to a curve in space.

D enoting by a, (3 and J the angles m ade by the tan g en t to the

given curve a t the point ( x 0, j y 0, z 0) w ith the positive direction of the
axes of coordinates, we have in accordance w ith the laws of analytical
geom etry :

cos a — _______ ^ (h)

, C°Sp = —=77
V f ' 2 (to) + V'z + (to) V <? (to) i ? W + X 'V o )

cos y = X (^o)
(to)
v ' tP'2 «o) + + ' 2 U„) + X'2('o)
In p a rtic u la r, if the given curve is expressed by the following eq u a­
tions :

y = y(*)> z = z{x), (4)

th e equations of the tan g en t a t the point (* 0 ,_y0, z Q) have the form :

v _ v ~ y ~y<> - z -
z (^o) 5

a n d we h a v e : 1

cos a = — , cos (3 = y (*o)

v i+ y 2 (x0) + z ' 2{*0) V i + y 2 (* p) + y 2(*0)*

LUb / = --------------- —•
y i + y 2m + z '^xo)

In all cases the choice of the sign in fro n t of the ra d ic al depends on

th e choice of one or other direction of the tangent.
A plane draw n through a point of a curve in space p e rp e n d i­
cularly to the tan g en t at th a t point is know n as the normal plane to
the given curve a t the given point. N orm al planes are very im p o r­
ta n t in the theory of curves in space and play a sim ilar role as n o rm al
lines (i.e. o rd in ary norm als) in relation to plane curves. In acco rd ­
ance w ith the general laws of analytical geom etry we can, by
know ing the equations of the tan g en t in the forms (2) or (3), w rite
d irectly the equation of a n o rm al plane to the same curve a t the
sam e p o in t in the following form :

x 0( x — x 0) + y ' 0 ( y - y o ) + z \ { z - *„) =
448 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

or

W e can see th a t these equations are analogous to the equation

(2) § 97 of a norm al to a plane curve.
I f the curve is expressed by equations of the form (4), the
equation of the norm al plane a t the point (*0, y 0> £0) has the f o r m :

For exercises to § 98 cf. Problem Book by B. P. D em idovich,

Section V I, Nos. 341, 342, 344, 346.

§ 99. Tangential and normal planes to a surface

L et us consider a surface in space w hich is expressed by the

following equation :
F ( x , y , £ )= 0 (I)'
a n d choose an a rb itra ry p o int M w ith coordinates x0, jy0, Z0, on it so
th a t F ( x 0)y 0, Zo) = 0. L et us draw a n a rb itra ry curve on the surface
(I) w hich passes through the p o int M ; let this curve have the follow­
ing param etric e q u a tio n s:

x = c? (t), y = i > ( t ) , z = xW- (2 )’

Since the curve (2) lies w holly on the surface (1), we m ust have
identically (i.e. for every arb itra ry value of the p aram eter t in some
region)
m x(oi = o. (3)
O n the other hand, since the curve passes th rough the p o in t M ( x Q}y 0, £0),.
therefore for a given value tQof the p aram eter t we h a v e :

*o = ?(*o)> yo = <K*o)> *o = x(*o)«

In o rd e r to draw fu rth er conclusions we m ust now assum e th a t
the function F ( x , y , z ) is differentiable a t the p o in t M { x 0yy 0,Zo)>
In ch ap ter 22 we have agreed to call the function u = f (xyy y z)<
differentiable a t the point (*, y, z) if, assum ing th a t
Am = f {x + A x9 j- A y, Z + A z) f ( x )y, z)9

du ~ A -v + 1j A y + y~z A z '

P = V a x 2 + A y* -f A z\
S O M E S IM P L E G E O M E T R IC A L A P P L IC A T IO N S 449

we have for p 0 :

A u — du -f- o (p).

T h e law for differentiating composite functions holds for differentiable

functions (§ 92) : if the function u — f { x , y , z ) is differentiable and
x , y , z , are also differentiable functions of a new variable t, then

(4 )

W e have already agreed to assume in our case th a t the function

F ( x , y , z ) is differentiable a t the point (* 0, _y0, Zq) w hich corresponds
to the value t 0 of the p a ra m ete r t. I f we express x , y , z in term s of t
by m eans of the relation (2 ), then F ( x , y , z ) becomes a function of
the p a ra m ete r t a n d , according to (3), it is a constant. H ence
dF I dt = 0 a n d it follows from form ula (4) th a t

9F d x dFdy dF dz
(5)
dx ~di + dy dt dz dt

H aving m ade this rem ark we can now w rite the equation of the
tan g en t to the curve (2 ) a t the point M ( x 0, y 0, Zo) to correspond to
the value t 0 of the p a ra m ete r t. A ccording to form ula (2) § 98 these
equations can be w ritten in the form

X — XQ = y — y 0 __ Zjyy_Zot
x o Jo Z o
H ence for every p oint (*, y, z) on our tan g en t these three relations
have the same value w hich we shall conveniently denote by 1/A
(w here A is clearly different for different points on the tan g en t).
B ut in th a t case

x ' 0 = A(* — * 0), y 'o = A(_y — J>o)» = — Zo)- (6 )

O n the o ther h a n d , the identity (5) gives us for t = t 0, if we denote

respectively by A , B an d C the values dF / 9 *, 9-F / 9F an d dF f dz a t
the point M { x 0, y 0) Z 0) :

A x 'o B y 'o + Cz'o = 0.

Substituting in this relation x '0>y ^ and z o by their expressions

from ( 6 ) a n d cancelling A we o b ta in :

A(x — x o) B(y y o) ~r C{.z Z q) (7 )

 450 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

L et us note th a t in this case x, y, z are coordinates o f any

point on the ta n g en t to the curve (2) a t the point M an d A, B an d C
are values of the p a rtia l derivatives of the function F a t the point M .
I f we regard x , y , z in the equation (7) as cu rren t coordinates, then
the la tte r equation represents a plane w hich passes th ro u g h th e p oint
M \ it depends on the form of the surface (1) b u t is quite in d ep en ­
d en t of the curve (2) draw n on this surface. T h e fact th a t the coordi­
nates of every point on the tan g en t to the curve (2 ) are connected
by the equation (7) show, th a t this tan g en t lies w holly in the plane
(7). But the curve (2) is an a rb itra ry curve draw n on the surface (1)
through the point M . W e can draw an infinite n u m b er o f such
curves; we thus see th a t the tangents to all those curves lie in the
same plane (7); this plane w hich is a sort o f “ c a rrie r” (a geom etrical
set of points' of tangents to arb itra ry curves draw n on the surface ( 1 )
through the point M is known as the tangential plane to the given
surface at the point M . T h e equation (7) o f tan g en tial plane can be
w ritten in a m ore expressive form if instead o f the n eu tral n o tatio n
A, B , C for the p artial derivatives of the function F a t th e p o in t M
we w rite respectively

dF 0F d_F_
a* o’ d f* dzo7

where the index 0 shows th a t all three derivatives are taken a t the
point x = x o>y = J ’oj z — Z q. T h e equ atio n of the tangential plane
thus b eco m es:

?F ?F ?F
— - (a- - *o) + O’ - Vo) + — {z - <o' = 0-
cx 0 Cjy0 oz o

T he straight line draw n through the point M perp en d icu lar

to the tangential plane is said to be normal to the surface a t the point
M . A ccording to the laws o f analytical geom etry th e equations of
this straight line (when none of the three p a rtia l derivatives
vanishes) can be w ritten in the following form :

x — *o y — yo Zo
?F ~ ?F
o ?y o 3^o

In p a rtic u la r, if the surface is expressed by the equation :

( 8)
S O M E S IM P L E G E O M E T R IC A L A P P L IC A T IO N S 451

we have F {x,y, z) = Z —f ( x, y ) 2 nd the eq u atio n of the tangential

p lan e becomes

z ~ z o = ~ ~ (x - *o) + a9/ (y ~ Jo)>

o* o 3j o
a n d the equ atio n of the norm al becomes

y —jo
•c —
df df
dx o dy o
I f we denote respectively by a, (3 an d y the angles betw een the
n o rm al to the surface (8 ) at the point £ 0) an d the positive
d irection of the axes of coordinates, then, as we know from analytical
geom etry, we have

If

df
COS P =
3Jo
'if.
±V 1 + Q 0 +( 3 jo
cos y = — —7-

Y N0 * 0 '
T h e choice of th e sign in front of the rad ical depends on o u r choice
o f direction for th e norm al under consideration; it is self-evident
th a t this sign m ust be the same in all three form ulae.

F or exercises to §99 cf. Problem Book by B.P. D em idovich,

Section V I, Nos. 351, 352, 360-362.

§ 100. Direction of convexity and concavity of a curve

W e shall now re tu rn to the theory of plane curves a n d deal

w ith an o th er problem , viz. the direction of convexity an d concavity,
o f a curve. L et us assum e th a t the function y — f i x ) has derivatives
o f first two orders a t x = a. T h e equation of the tan g en t a t th e
p o in t a to the curve jy = f ( x ) has the form

J = /(« ) + / ' (a ) (x ~ a )-
452 A C O U R S E O F M A T H E M A T IC A L ANALYSIS*

A t the point a + h, close to a, the ord in ate of the tan g en t w ill

therefore be ,
y t a n = f ( a) + M ' (fl)»
w hereas the ordinate of the curve a t th a t point is equal to

ycurte= / '{P* h) 9

in order to find o ut w hich of these lines lies above the o ther in th e

im m ediate neighbourhood of the point a we construct the difference

y curve— ytan= f (a + “ /M “ h f ' (a),

an d since, according to ou r a s s u m p tio n ,/" (a) exists, it follows from-

T a y lo r’s form ula th a t we can represent the rig h t-h an d side o f this-
equation in the form

2 f W + 0 (**)•
a n d w e obtain i

yc u rv e — y ta n = -y /" M T* 0 (h2).

L et us assume th a t f " (a) /= 0 ; in th a t case the second term on th e

rig h t-h an d side is infinitely sm all as com pared to the first term for
h _> 0 ; the sign of the rig h t-h an d side (and therefore also o f the
left-hand side) coincides w ith the sign o f the first term w hen |/t| is-
infinitely small,- M. w ith the sign o f / " (a). I f / " (a) > 0 , then
JV c a r v e > y t a n a t points sufficiently close to a, i . e . the curve lies
above its tan g en t (fig. 56, a); the position o f the two is reversed fo r
/ " (a) < 0 (fig. 56, b).

In jithe first case it is said th a t the curve y = / ( * ) has a con­

vexity from below a t the point a (in the direction o f negative y) or
a concavity from above (in the direction o f positivejy); in the second
case the position is reversed— the curve is convex from above an d
concave from below a t the point a. The use o f this term inology is
a t once a p p a re n t by looking a t figs. 56 a an d b. W e thus see th a t
the sign o f the second derivative determ ines the direction o f
convexity an d concavity of a curve in the sam e w ay as the sign o f
the first derivative tells us w hether the function increases o r
decreases.
S O M E S IM P L E G E O M ET PvIC A L A P P L IC A T IO N S 453

Conversely, we know th a t the curve y — f{x) is convex

from below in the neighbourhood of the point a (i.e. it lies above,
its tangent). I f f (a) exists, then it ,
follows from above th a t it cannot
be negative, for in th a t case the rela­
tive positions of the tan g en t and curve
w o uld be reversed. Therefore f " (<2 ) ^ 0 .
T h e case w hen f " (a) = 0 is quite possible
as can be seen on the exam ple of the curve
y = x 4 a t # = 0 ; sim ilar argum ents
clearly show th a t w hen curve is convex
from above a t the p o int a, we should have
J " {a) ^ 0 a n d here again the value / " (<2 )
= 0 is possible. Finally, in the neighbour­
hood of the point a the curve m ay lie
-above its tan g en t to one side of a an d
Below it to th e o th er side of a; this is the
p o sition w ith the f u n c tio n ^ = * 3 in the
n eig h b o u rh o o d of the point x = 0 , w hich
w e have alread y considered on several
occasions (fig. 2 1 §40); the curve intersects
its tan g en t at such a p o in t and changes
th e direction of its convexity in the process.
Points of this type are usually know n as inflexions of the given
curve. I t is evident th a t the derivative of second o rd e rf " ( a ) ,
in case it exists, should be equal to zero a t a point o f inflexion.

H ence if f " (a) = 0, we cannot draw any conclusions as to

th e direction of convexity of the curve in the neighbourhood of the
p o in t <2 ; we m ay in this case have a convexity from above,' a
convexity from below or a p oint of inflexion ; even m ore com plicated
cases are possible. F o r fu rth er analysis it is necessary to investigate
successive term s in T a y lo r’s series in the sam e w ay as we have done
while finding extrem a of functions (§41). H ow ever, we shall n o t
go into fu rth er details here.

F or exercises to § 100 c f . Problem Book by B. P. D em idovich,

S ection I I , Nos. 348, 349, 352-354, 362.

§ 101. Curvature of a plane curve

I t is obvious th a t different curves can have different curvatures

In different intervals. T h e curve shown in fig. 57 has an alm ost recti-
454 A C O U R S E O F M A T H E M A T IC A L A N A L Y S IS

lin ear left side and there its curvature is n aught. A circle has the
sam e degree of curvature throughout. I f we im agine several circles
o f different rad ii having a com m on tang en t a t a p oint (fig. 58), th en
we can sec clearly th a t the degree o f cu rvature is g reater, the
sm aller the radius of the circle is. A large cu rv atu re of a p a th (bend)
can be experienced w ithout seeing it (w ithout looking out o f the
window) while travelling by car or rail. T h e im portance c f this type
o f curvature prom pts us to evaluate it scientifically; we m ust learn
to com pare not only the qualitative curvatures of various curves (one
curve has, say, a g reater curvature th a n the other) b u t we m ust learn

c
F ig . 5 7 . F ig . 58.

to give it a quan titativ e evaluation, i.e. we m ust learn to measure th e

degree of curvature of curves. In the science of ro ad construction
(any kind of road or rail) this exact ap p ro ach is essential a n d this
problem is also im p o rtan t in physics and therm odynam ics ; we can n o t
m erely say th a t one body is h o tter or cooler th an a n o th er body, b u t
we m ust learn to express quantitatively the h e at of various bodies
{i.e. their tem perature).
In our visual representation the degree o f curv atu re of a curve
is closely related to the ra te a t w hich it changes its directio n . T h u s
the curve shown in fig. 57 hardly changes its direction in the interval
{a, b) — the tangents a t different points (and in p a rtic u la r a t points w ith
abscissae a and b) are alm ost parallel to one a n o th e r; therefore this
curve appears to have a sm all curvatu re in the in terv al (a, b) ; in
contrast, this curve appears to have a large cu rv atu re in the in terv al
(b, <:), for its direction changes considerably in th a t in te rv a l; th u s
the tangents draw n a t the ends of this interval have very different,
directions. I t is therefore clear th a t in o rd er to m easure the degree
o f curvature of a curve in an interval qu an titativ ely we m ust take for
the basic value the angle by w hich the tan g en t to the given curve
rotates in passing through this interval, i.e. the angle betw een th e
tangents a t the beginning and end of the given interval. H ow ever,
if only one angle is given, we cannot determ in e the degree o f cu rv a­
ture of the curve in the given interval. In faci, if you are told that,,
 S O M E S IM P L E G E O M E T R IC A L A P P L IC A T IO N S 455

say, the railw ay line has a bend of 30° a t a certain spot, this will telL
n othing ab o u t the cu rv atu re of this p ath . You will undoubtedly ask
how long this section is in w hich this bend takes place. If, for
exam ple, the p a th has turned by 30° over a distance of 2 km, then
the c u rv atu re is very in sig n ifican t; if, however, the p a th has b en t to
the sam e extent over a distance a f 1 0 0 m, then this curvature is
large. T hus in order to evaluate the degree of curvature of the path
in a given interval it is necessary to know not only the angle 9 w hich
m easures the change in direction of the curve in th e given interval
b u t also the le n g th s of this interval. In this case the n a tu ra l m ea­
sure of the degree o f curvature of the curve in the given interval will
evidently be given by the ratio 9 / r, i.e. by the change in direction per
unit length of path. T his q u an tity is known as average curvature of the
curve in the given interval. T he m eaning of this term is self-evident:
it is obvious th a t a curve can have different curvatures in different
p arts of a given interval and the concept of average curv atu re does
not take all these- differences into a c c o u n t; it m erely shows the
average change in direction of the curve p er u n it length o f its path.
If now we w ant to consider not the average b u t local character­
istic of the degree of cu rv atu re in the im m ediate neighbourhood o f
a certain p o in t A on the curve, we m ust again use the same arg u ­
m ents as in § 26 w hen we w ere considering the instantaneous (local)
velocity of m otion a t a given in stant on the basis of the average
velocity of a body in a given tim e in terval. L et us take an o th er
p o in t f? on o u r curve a p a rt from the point A ; let th e length of the
a rc AB of the given curve be equal to s and the angle betw een the
tan gents to the curve a t the points A an d B be equal to 9 so th a t the
average cu rv atu re of the arc A B is equal to 9js. I f the point B lies
close to A (i.e. if s is sm all), we have reason to believe th a t the degree
of c u rv atu re of the curve will not change too m uch in transition from
A to B and th a t therefore the average cu rv atu re 9 / i- of the arc AB
will still give us a sufficiently accurate description of the degree of
cu rv atu re of the curve in the im m ediate neighbourhood of the point
A ; this characteristic will be the more accu rate the sm aller s is, i.e.
the sm aller the distance from the p oint B to the p o in t A is. T h e re ­
fore if, as B —> A (or, w hich is the same, as s —>■0) th e average cu r­
v atu re 9 / s tends to a lim it K, th en we can n a tu ra lly reg ard this
lim it as the (local) curvature of our curve at the point A (or in the im m e­
d ia te neighbourhood of the p o in t A ) .
H ence curvature of the given curve at the given point A is expressed by
the limit o f the ratio of the angle between the tangents of the curve at the points
456 A G O U R S E O F M A T H E M A T IC A L A N A LY SIS

A and B to the length of the arc A B provided the point B lies on the given
curve and approaches indefinitely close to the point A.
H aving established the geom etrical m eaning o f the concept o f
(local) curvature we will now show how th e m ethods of differential
calculus enable us to evaluate the cu rv atu re of a given curve a t any
point. L et the fu n c tio n ^ = f {x) w hich is represented graphically
by the given curve have derivatives o f the first two orders a t the
point *. L et us consider a point B (x f A x , y A- A y ) on the given

F ig . 5 9 . F ig . 6 0 .

curve other than the point A (x , y ) (fig. 59). I f we denote the angles
m ade by the tangents to the curve a t these two points an d the p o si­
tive direction o f the 0 Y-axis by a and (3 respectively, th en evidently

ta n a = f r (x), ta n [3 = / ' (* + A *).

T h e angle 9 betw een these two tangents is equal to 9 = | a — (3 | —
| a rc ta n / ' (* + A * ) — arctan / ' (*) |, as can ;be seen from fig. 60.
O n the o th er h and, if we denote the length o f the arc o f the given
curve in the interval {a, x) by s (*), w here a is a constant, then the
length s of the section A B o f the given curve is equal to

s = s (* + A *) — s (.x).
We thus obtain the following expression for the average cu rv atu re of
the arc AB of the given curve :
9 ___ | a r c t a n / ' ix -f* A x ) — a rc ta n / ' (*) |
s s (* + A x) — s (x)
or, dividing the n u m erato r and the d en o m in ato r by A *
I^ tria n / ' (* + A *) — a r c t a n / ' (*)|
9 _ A * ~~
s s (x -b A x) — s (*)
A *
 S O M E S IM P L E G E O M E T R IC A L A P P L IC A T IO N S 457

I f we now assum e th a t A x tends to zero, then it follows from o u r

assum ption of existence ofj>" = f " (a;) th a t the n u m erato r will tend to
d a rc ta n j/ _ \y'\
dx 1 4- y *9
Avhereas, according to § 52, the denom inator will have a positive
lim it

W e thus obtain the following expression for the curvature of the given
•curve a t the point A ( at, y) :

A lim ? ,j l / l /0» 3
/0\ 3 > (1)
s^o s 0 +y j 9
a n d ou r problem is solved.
I f the curve is given by a param etric equation

*= ? ( 4 y = i> (0,
th e n

/.= 4? = V ( 0
y dx o' [t) ’

d_
dt L ? ' (<) r (t) y - 9 " (t) y (t)
y = dx dx [?' (OF
y w
dt

a n d after elem entary calculations we obtain from form ula ( 1 ) :

K = I? ' (0 F (0 - f (f) J" Wl . (2)

I? ' 2 (() + d/ 2 (()] *

A straight line is expressed by a lin ear equation y = m x -f- n ;

therefore jy" = 0 a t every point an d it follows from (1) th a t AT = 0 ;
hence the curvature of a straight line is equal to zero. In the case of a
circle of radius r it is m ore convenient to use the p aram etric form ula
x = r cos /, y = r sin t ;

a fte r elem entary calculations we obtain from form ula (2) K = 1/r :
hence the curvature o f a circle is the same at every point and is equal to the
r-eciprccal value of its radius.
458 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

§ 102. Tangential circle

L et the carve y = f (x) have a nonzero cu rvature K a t the point

A {x,y) ( / ' 0). L et us draw a norm al to the curve at the point A
(fig. 61) and m ark on it an interval A C of length l / K in the direction
o f the concavity of the curve. If we now draw a circle w ith centre
a t C and radius r = 1/JT, then this circle will pass th ro u g h the point
A and have a com m on tangent w ith the curve a t th a t p oint ; since
the radius CA lies on the norm al to the curve ; m oreover, the co n ­
vexities of the curve y — f (*) and of our curve are in the same direc--
tion a t th a t point ; also the curvature o f these curves a t the p o in t A
is the same, since the curvature of our circle is equal to l / r = K. W e
can therefore say th a t am ong all circles w hich can be d raw n th rough
the point A our circle comes closest of all to the direction o f the circle
a t the point A having a com m on direction w ith it (tangent) an d th e
same curvature ; its convexity is also directed to the same.
This circle is know n as the circle o f curvature of the given curve
a t the point A. Its radius

. = J_ J 1 + / 2) 1
k i / r
is known as the radius o f curvature a n d its centre as the centre of curva­
ture of the curve y = f (x) a t the point A. In the same w ay as a
tan g en t can be used instead of a
curve in all instances w here only
the direction of the curve is invol­
ved, so the circle of cu rv atu re can
replace the given curve in all p ro b ­
lems w here a p a rt from the direction
of the curve its cu rv atu re an d direc­
tion of convexity are also involved.
T his is the m ain p a rt played by th e
circle of cu rv atu re in m any geom e­
trical investigations w hich involve
the given curve. It thus becomes obvious why the circle o f c u rv a tu re
is called a tangential (or, as it is often said, a contiguous) circle to the
given curve at the p oint A
L et us now find an analytical expression fo r the coordinates
(ai b) of the centre of curvature. In the case shown in fig. 61 |j / '| =
y" > 0 , j / > 0, x > a}y < b. T h e differences x — a an d b — y
are the projections of the interval r in the directions 0 X an d O Y res-
 SOME SIMPLE GEOMETRICAL APPLICATIONS 459

pectively. T herefore if we denote the angle betw een the tan g en t at

the point A an d th e positive direction of the OX-axis by ? (so th a t
tan 9 = y ' ) } then

(i + y s) ; _ / ______= y M + y 2)
x — a = r sin 9
y" v f r y 2 y"

y '2
b — y = r cos 9 = (i - f - y v
1
~ ft ~

y" V
i+y y

hence

y (i + y 2) , , 1 + / 2
a = x — y v--„-X b = y + —„ -•
y y
I t can be readily shown th a t these form ulae rem ain valid if th e
course o f the c u rv e y — f ( x ) in the neighbourhood of the p o in t A is
different.

T h e concept of a tangential circle can also be approached from

an o th er p o int of view which shows even m ore clearly its analogy w ith
a tangent. W e have defined a tan g en t as the lim iting position of the
chord jo ining the given point A {x,y) an d a n o th e r p oint B (x + A x ,
y + A y) on the same curve w hen A x (and therefore also A y) tends
to zero. If, however, we w ant to d ra w through these two points not
a straight line bu t a circle, we encounter difficulties since an infinite
n u m b er of such circles can be draw n : we know th a t in order to define
a circle uniquely we m ust be given not two b u t th ree points (not
lying on the sam e straig h t line) throu g h w hich the circle is to be
d raw n . T herefore, a p a rt from the point A we shall take two m ore
points B x and B 2 on ou r curve w ith abscissae x1 an d x2. T h e equation
o f the circle draw n th ro u g h the points A , B x and B 2 can be w ritten
in the form
(* — a ) 2 + (y — |3) 2 = p2,
w here the radius p an d the coordinates a and (3 of the centre of the
circle are determ ined from the condition th a t th e circle given by this
equation m ust pass thro u g h the points A , B 1 and B 2. I f we assume
th a t
(x — a ) 2 + [ f ( x ) — [3] 2 — p2 = F (*),
then this condition can evidently be w ritten in the form
F (x) = 0, F fo ) = 0 , F (x2) = 0. ( 1)
460 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

These three equations enable us to determ ine the unknow ns a, [3 a n d

p. H ow ever, we shall use an o th er m ethod. L et us assume th a t
a; < xx < x2. I t th en follows from (1) th a t we can apply R olle’s
theorem to each of the in te rv a ls ( y , Yj) an d ( y i , y 2) . This gives us :

F '( ^ ) = F' ( l 2) = 0;

where x < E,x < xT < £ 2 < * 2 1 therefore, applying R olle’s theorem
to the function F ' ( y ) in the interval (£j, E2) we o b ta in :

F " (I) = 0 ,

w here £, lies betw een E,i and £2.

L et us now assum e th a t the points B x an d B 2 a p p ro a ch indefi­
nitely close to the p o in t A along the given curve, i.e. we assume th a t
xx -> x an d x2 —>■x ; it is then evident th a t the points E,Xi c,2 an d £ will
ten d to x. O u r circle draw n through the points A, B x an d B 2 will in
this process continuously change its radius an d its d ire c tio n ; for every
position of the points B x a n d B2 we can find from the eq u atio n (1)
the elem ents a, (3 and p for this circle ; we could perform these cal­
culations and find the limits to w hich a, (3 an d p ten d as xi -> y an d
x2 -> x. However, it is sim pler to act otherw ise. Since we have for
the arb itra ry xx and x2
F ( x ) = 0, F ' (Zx) = 0, F ” (£) = 0

a n d since E, —>■x as Ex —> y , therefore we should have for a lim iting

circle *)

F (x) = F ' (y ) - F " (x) = 0,

i e. denoting the elem ents o f the lim iting circle by <z, b an d r an d

assum ing t h a t / ( y ) — y

F (y) = (y — a ) 2 -\- (y — b )2 — r 2 = 0,

F ’ (x) = 2 (x — a) + 2 ( y — b) y ' = 0,

F ’ (x) = 2 + 2/ 2 + 2 0 - b ) f = 0.

T h e last of these equations gives us directly :

1 + / 2
b —y —

*) In this case w e a ssu m e c o n tin u ity o f F " (x ) at th e p o in t X j ; for th is to b e

th a t f " ( x ) sh o u ld b e c o n tin u o u s at th a t p o in t.
SOME SIMPLE GEOMETRICAL APPLICATIONS 461
after w hich we obtain from the last b u t one equation :

(i + / * ) /
a A ,f
y
finally after substituting in the first of the above equations the values-
o f b — y and a — x we obtain :

(i+ y y .
1/1

T h e form ulae obtained above show th a t the required lim itin g

circle does, in fact, coincide w ith the circle of cu rv atu re o f the given
curve a t the point A.
T h u s the circle o f curvature (or the tangential circle) o f the given curve
at the point A is the limiting position o f the circle which passes through the
point A and through two other points which lie infinitely close to the given
point on the given curve.
For exercises to §§ 101— 102 c f Problem Book by B.P. Demido^
vich, Section I I , Nos. 566, 567, 571, 572, 575, 576, 577.
 C H A P T E R X X IV

IMPLICIT FUNCTIONS

§ 103. The simplest problem

W e have already m et im plicit functions in § 92 a n d we shall

now consider the problem solved there. W e w orked on ihe assum p­
tion that_y = y X v) identically satisfies the following equation in an
interval [a9 b)
F ( x 9y ) = 0 , (I)
i.e. we had
F [ x , f (#)] = 0 ( a ^ x ^ b).
H aving assum ed th a t the function / („v) is differentiable in the in te r­
val (a3 b) we tried to express its derivative in term s o f the p a rtia l d eri­
vatives of the function F with respect to x a n d y an d found the follow­
ing expression for this derivative I

3 F

dy
However, in concrete cases the problem is usually som ew hat
different. O nly the function F {x,y) is given ; as for as the function
y — f M w hich satisfies the equation (I) in an interval is concerned,
neither its continuity and differentiability nor even its existence is
assum ed beforehand ; on the contrary the determ ination o f the con­
ditions for existence of such a function an d study of its properties is
the m ain purpose of our problem . A m ong the num erous m ethods
used for the determ ination of new non-elem entary functions this
“ im plicit” description of functions by equations plays a very im ­
p o rta n t p a rt. T h e set of laws w hich characterise this m ethod o f

462
IM P L IC IT F U N C T IO N S 463

•describing functions comprises the theory of im plicit functions whose

elem ents we shall study in this chapter.

T h e above problem can be stated in a m uch w ider sense. In

stead of the function F (a:sy) of two variables we m ay be given a
function F {x,y, z> •••, v) of any nu m b er of variables an d we m ay
have to determ ine from the equation

F {x, y, z, ..., u, v) = 0
.any one of these variables, for exam ple v, as a function of the rem ain ­
ing variables x3y, z, this m eans th a t existence of a function o.
the variables x , y , z > •••> is required, i.e.

v = f ( x , y , z, u),
w hich w ould identically satisfy the equation

F [x,y, Z, u>f{x>y, z, •••, «)] = 0,

in some region of values of these v a riab les; we are also interested in
the properties of this function in case it exists.
T h e general theory of im plicit functions can deal with an
even w ider problem w hen not one but several determ ining equations
.are g iv e n :
F { ( # i , at2) Xfi') 0 , *']
F 2 (a^Ij X2 , •••> Xn) 0, ('2,')

Fm (x1 x 2, •••, xn) = 0, J

whose left-hand sides depend on n variables, where n> m . We

wish to “ solve” this system of equations w ith respect to some m out
of Xi variables, for exam ple, w ith respect to x1%x2,---, xm. T his implies
as follow s: we m ust establish the conditions u nder which m functions

Xi — f l {Xm+1> xm+2) • • • > Xn )j

X2 = = J"2 (,xm+lt x oi+2 > • xn ) >

Xm = fm (xm+1 ? xm+2t • •• > xn ) >

of the variables xm+1, xm+2, ...» exist which identically satisfy the
system of equations (2 ) in some region o f values of these variables
so th a t for every x m+i, xm-\2->•••> Xn *n ^ i s region
F je { X j n + i , , X n ), - ’ ’ f f m •••» * n ) j x i n + l i x m + 2 i •••> An ] = 0
464 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

(k = 1 , 2 , ..., m); if these functions f k exist, we m ust study th e ir

properties (continuity, differentiability, etc).
In future we shall understand by the simplest problem a problem ,
w here only one determ ining equation is given (regardless o f th e
n u m b er of variables) and by the general problem — a problem w here
several determ ining equations are given. In this p a ra g rap h we
shall only study the simplest problem . W e shall see th a t the m ethod
of investigation does n o t depend on the n u m b er of variables
therefore in order to prevent, our notation from becom ing too
com plicated we shall consider the simplest case involving two-
variables, although all argum ents used will rem ain valid for any
num ber of variables.

T hus we shall assume th a t we are given the equation

F(x,y) = 0 (3>

an d try to find the function y = f { x ) w hich identically satisfies this

equation in very region of values of at. I t is clear a t once th a t
existence of this function as well
as its properties depend on the^
properties o f the given fu n ctio n
F ( x , y ) . T h e m ore assum ptions
we m ake w ith reg ard to the
function F, the m ore definite
statem ents we can m ake with,
regard to the function f { x ) .
x Xq+ cc x ~ H ence our problem can have
several v a ria tio n s; here we shall
only consider one v ariatio n , i.e.
a variation w hich crops up m ost often in applications o f the theory of'
im plicit functions.

Theorem 1. Let the function F ( x , y ) be continuous and have conti­

nuous partial derivatives with respect to both variables in a rectangle
R { x 0 — a ^ x ' ^ X Q + f l j o - h ^ . y < y 0 -f b).
Let. F {x o, y o) = 0, F v (x 0, y o) 0.

Then there exists a unique function y — f i x ) which is continuous and satisfies■

the equation (3) in some interval A ( * 0 — + a ) ; it is equal
to Vo fo r x = x 0. This function has a continuous derivative in the
interval A .
IM P L IC IT F U N C T IO N S 465

Proof. 1°. Definition o f the junction f (x).

L et us assum e th a t F ’v {x0, y 0 )> 0 . A ccording to the lem m a
§ 23 (which holds for all continuous functions irrespective of the
n u m b e r o f variables) we should have F 'y ( a , jv) > 0 also for all points
o f a rectangle R ' ( * 0 — a < + a>JV0 — P ^ J ^ J o + P) (fig.
62). I t is im p o rtan t to rem em ber th a t the num bers a an d (3 can be
a rb itra rily s m a ll; hence we a re already in a position to assume th at
R ' lies e n tire ly w ithin R. W e therefore h av e:

F\/ ( * * j ) > ° (Jo - P*0 <Jo + P) >

w h ic h sh o w s th a t F(x0,y) is a n in c r e a sin g fu n c tio n o f y in th e in te r - '

val {y 0 — PjJVo 4“ P )i a n d sin c e F(x0}y 0) — 0 , th erefo re

— P) < °3 F(x0,y0 + p )> 0 . (4)

A ccording to the lem m a §23 these inequalities rem ain valid when
we replace x 0 by an a rb itra ry num ber ,v w hich is sufficiently close
to x 0 ; an d since we have agreed above th a t a can be arb itrarily
sm all, we have every justification to assume th a t the inequalities

F{x, y 0 — P )< 0 , F'U'jJ/q + P ) > 0 (5)

are satisfied a t every point a in the interval A ( * 0 —1 a, x 0 4- a).
L e t us choose a n d tem porarily fix an a rb itra ry point x in this
in te rv a l a n d assum e th a t

F ( x t y) = ? (y) (j>o — P O ^ o + P) >

we h a v e :
r (y) = F \ { x , y ) > 0 (y0 - ? ^ y ^ y „ + P),
a n d since the function 9 {y) increases in the interval (jv0~ P> 4o4" P )
an d since it also follows from (5) th a t 9 (jvo- P ) < 0 an d 9 I V o + P ) ^ ,
therefore a p o in ty * can be found betw een y 0 P a n d jy 0 4* p for
w hich 9 (j*) = 0 or, w hich is the same
F ( x f y*) = 0.

T h e n u m b e r y* w hich is uniquely defined in the w ay described for

every x in the interval A is a function o f a in th a t interval an d we
shall denote it by f ( x ) . W e have thus proved th a t fo r every x in the
interval A only one value ofiy exists which is confined between y q P and
y 0 -f- p and satisfies the equation (5). W e have denoted this value by
f i x ) . W e have f ( x 0) = y 0> since the value y = y 0 satisfies bo th th e
necessary conditions for x = * 0.
 466 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

2C. Continuity o f the function f { x ) .

W e will now show th a t the fu n c tio n /(.*:) w hich we defined
above in the interval A is continuous in th a t interval. L et x 2 be
an arb itra ry p oint in the interval A an d let c > 0 be as small as w e
please. L et us assume th a t f ( x J — y x so t h a t y 0 P < jj< jo + P -
Since the point {xx, y x) belongs to the rectangle R \ a n o th er rectan g le
R" (x ! — A ^ * < # 2 + A , j x — M < J j < j i ~r n) can be found w ith,
centre a t (x x,y x), w hich lies entirely w ithin R '; evidently we also*
have the justification to assume th a tji< £ . W e h a v e F 'v ( x ,y ) > 0 a t
every point o f the rectangle R"; also F 'y ( * i , j ) > 0 for \y —
i.e. F ' ( x ly y) is an increasing function o f y in the interval (y i —(iy
y i + ( i) ; and since F (,r i, y d = 0, therefore
F ( x 1}y i — F ( x 1, y 1 + f i ) > 0.
A pplying the lem m a § 23 again we can conclude th a t the inequalities-
F f a y f — (a) < 0 , F ( x , y x + (x)>0

hold for all values of x in an interval (aTj — 5, Xj + 5) an d we c a n

assume th a t 5<A . Therefore for every x in the interval f r j —5,
a num ber y* (y x — \x < y * < y i + (x) can be found such th a t
F ( x,y*) = 0. Since n is less th an e, th erefo rey * lies in the interval'
( y i ~ J i + £)- '^ ie o ther hand , since R 'c z R ', therefore th e
interval { y x — fx, y i + p) and the n u m b er j * lie in th e in terv al
{y 0 — (3, j 0 + P)- But we have shown in 1 ° th a t only one n um ber
y — f { x ) lies in th a t interval, w hich satisfies the eq u atio n F(x, y )= 0 ..
W e therefore h a v c j* = f (x) a n d consequently

y i z < f ( x) < y i

for every x in the interval ( x x — 5, x x -j- 5). Since s is a rb itra rily

small an d an a rb itra ry point in the in terv al A , it m eans th a t
the function/(a:) is continuous in the interval A .
3°. Uniqueness o f the function f { x ).
♦
Let 9 (#) be a continuous function in the interval A so th a t

? ( * o ) = = J 0) " ^[ x, <?.(#)] = 0 (* 0 — a -fa ).

I f we have j o P + P in the interval A , th en as a resu lt

o f 1° ? (*) is identically5equal to / (*). I t therefore rem ains to show
th a t ^ ( .r ) c ^ n n d tJassum e'values in the interval- A , w hich lie o utside
the in te rv a l "'(y'0 P, y 0 + J-PX ‘L e t ‘9- ( * ) be such a value and-"let
o(.*:) >• J o 4“ P* Since 9 (x 0) = j 0 < 'J o + P> th erefo re it follows fVbtn.
IM P L IC IT F U N C T IO N S 467

continuity of the function 9 (*) th a t a point a; * can be found between

x 0 an d (*) a t w hich 9 (**) ~ y 0 + p. But in th a t case F [**,
9 ( a : * ) ] = F [ x * , y 0 + p] = 0 , w hich contradicts the second o f the
inequalities, (5) since the point .v* evidently belongs to the interval A .
4°. Existence and continuity o f f ' ( x ) .

Since, according to our assum ption, the function F (x, y) has

continuous p a rtia l derivatives in the rectangle R and hence also in
the rectangle R therefore, according to theorem 2 § 90, it is differen­
tiable a t every point {x,y) o f this rectangle, i.e. in transition from the
point (*,j>) to the point (x f A 'VJ + A y) we h a v e:
A F = F (x 4- A x, y + A y ) — F (x, y)
3 F ,3 F , , .
A x + d j A y + 0{?)’
w here ? = V a + A y 2. T h e increm ents A x an d A y can in
this case be arb itra ry . Assuming th a t the points x and x + A x lie
in the interval (.v0 — a, * 0 -f- a ) we can now assume th a t
y = /(*)> 4 + a y =f(x + A .v),

so th a t
A y = f ( x + A x ) — f (x),
w here A x rem ains arb itrary . W e evidently have
F (x, y) = F {x -f A *, y 4* A y) = 0 ,
an d , consequently, also

AF = — A x + — A y 4* o (p) = 0,
3 -r 3y
hence

A * + !^- A y = o (p) = o ( \ / A a 2 + A y £)t

3x 3y
or

9F dJE A y
d x + 3y A x

since we always have + a* 1 + \a | w hich can be proved by

squaring b o th sides. I t therefore follows th a t ’ „: .
3 F , 3 F rA y ^ . — X 1 .A y ;
468 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

A 0 for p —> 0 ; therefore

d_F_
- A
Ay 3x
A * 0T
=F A
dy
W e have shown in 2 ° th a t the function y = f (a*) is continuous in the
interval ( # 0 — a, # 0 + a) ; therefore A y —►0 as A x —►0 an d there­
fore; also P —►0 w hich implies in its tu rn th a t A -> 0. But the q u a n ­
tities 3 F / 3 a: and 3 F / 3 ^ a r e constant for A x —►0 an d the la tter is n o n ­
zero ; hence the last equation gives :

3F
Ay f t / \ 3 <aA>:
Q
lim
A * -> 0 A x 3~F
dy

T his evidently concludes the proof of all statem ents expressed

by theorem 1. T h e expression obtained for f ' ( x ) is the same as w hat
we have obtained in § 92.

I t m ust be stressed th a t theorem I, like m any other theorem s

on existence of im plicit functions, has a local ch aracter : it descri­
bes the behaviour of the function F only in a neighbourhood of the
point (a:0 J o ) (in the rectangle R) an d the behaviour of the function f
-only in a neighbourhood of the point a: 0. G enerally speaking either
neighbourhood can be as small as we please.

A n a tu ral generalisation of theorem 1 is expressed by the follow­

ing determ ining equation :

-F (Aq, •■>>xn)y) = 0 (6 )

Avhich can have any n u m b er of independent variables. If F = 0 an d

■dF/dy 9 ^ 0 a t the point (#10, #2o> •••» then in a neighbourhood
o f the point JV* (# 10, # 2o> *«o) a unique continuous fu n c tio n ^ =
/ ( * 1 , x 2) #„) exists w hich satisfies the eq u atio n (6 ) a n d becom esy 0
a t the p oint JV ; this function has continuous p a rtia l derivatives w ith
respect to all variables, whose expressions can be readily found. T h e
p ro o f of all these statem ents is exactly th e sam e as the above p ro o f o f
theorem 1 .

For exercises to § 103 c/l Problem Book by B.P. Dem idovich,

Section V I, Nos. 232, 235, 237, 275.
IMPLICIT FUNCTIONS 469

§ 104. T h e g e n e r a l p r o b le m

W e shall now consider the general problem a n d restrict o u r­

selves to the consideration of two determ ining equations. T h e tra n ­
sition from two equations to three, then from three to four, and so on
does not involve further technical difficulties but merely requires a.
m ore com plicated notation.
L et the following system of equations be given
(x,y, z) = 0 , ) /jv
f2 z) = 0 , )
(for the sake of sim plicity of notation we have chosen a problem w ith
one independent variable), w here the functions F 1 and F2 are conti­
nuous an d have continuous p artial derivatives w ith respect to all the
variables in a region P of values of these variables ; this region m ay
be chosen in the form of a rectan g u lar parallelopiped. L et M (* 0,
y o, z j ) be an interior point in the region P an d let its coordinates
satisfy the equation ( 1 ):

F\ (•* o>y q>Z q) = 0 ,

F% (*^ 05 y 03 Zo) — 0 .
W e w ant to establish the conditions w hen a unique p air of continuous
functions exists
y= fi(x), Z= fz{x),
w hich identically satisfy the equations ( 1 ) in a neighbourhood o f the
point ,vo so th at

/ i (*o) =yo> f * (*o) "= *o-

W e shall also be interested in differentiability of these functions.

L et us a t first assume th a t out of two p artial derivatives 3 F J 3 z

3 F 2/ 3 z a t least one is non-zero at the point M . L et us assume
th a t
3 Fa
^ 0
3z
a t the point M . It then follows from theorem 1 § 103 (extended to
two independent variables) th a t in a neighbourhood Q, of the point
JV ( x 0iy 0) in the (*jy)-plane the unique continuous fuuction

z = f i x , y),
 470 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

exists, which satisfies the first o f the equation ( 1 ) and assumes the value
Z 0 a t the point J\r ; this function has continuous p artial derivatives
w ith respect to a andjy in the neighbourhood Q o f the point JV. H ence
in the neighbourhood (7, of the p oint JV we have identically w ith
respect to x and y

[x,_Vyf(x,y)] = 0 . (2)

L et us now assume

F 2 \ x , y > f ( x, y) ] = 0 (*,_y)

an d note the following. If we succeed in finding a continuous

function

y = /iM >

w hich identically satisfies the equation 4> (x,y) = 0 in a neig h b o u r­

hood of the point a 0 and is equal t o j / 0 a t the point a 0, then assum ing

£ = / 0 , / i Ml = / 2 W. (4)
we note directly th a t the functions f 1 an d f % satisfy all the necessary
requirem ents; in fact, the relation ( 2 ) is identically satisfied w ith
respect to y and therefore rem ains valid w hen y is replaced by any
continuous function o f x3 for exam ple, w hen y — f \ {x) is replaced
only by f x (*0) = y therefore in a neighbourhood o f the point
* 0 we have identically

F i { * ,/ i ( x ) > f [ x , f x (x)]} = F x { x , f 1 { x ) , f 2 (x)} = 0.

O n the other h an d , we have defined the function y = f x (^) as the

solution of the equation

® {x,y) = 0,

an d therefore the relation (3) gives identically in a neighbourhood

o f the point a" 0

^ [ ^ / i (x)] = F 2 { x , f x ( x ) , f [ x t f 1 (a-)]} =
= Fz {a :,/j ( a ) , / 2 (a)} = 0.

H ence the functionsy = f x (a), z — f 2 (*)j m fa c tj satisfy bo th

equations (1) in a .neighbourhood of the p oint a 0. O n the o ther
h and, it follows from the definition of the function f x (a ) th a t

/i( * o ) = J o ,
IMPLICIT FUNCTIONS 471

a n d therefore

/a (*o) = y [ * o ,/ i (-vo) J = / ( - V c > J ' o ) = £o

acco rd in g to the definition of the function f .

H ence we m ust solve the equation

O ( a:, y) = 0

w ith respect to j;. It is evident th a t all assumptions m ade w ith

reg ard to existence of the required solution y — f^{x) are ap p aren t
from theorem 1 § 103 if we have a t the JV ( a,'0 j 0) :
%

3y

let us now consider w hat these requirem ents involve. It follows from
d efinition (3) for the function O
9 0 _ 0 F 2 , d F 2 3f
dy ~~ dy ^ 3z dy 3
b u t the identity (2 ) gives us after differentiation w ith respect t o j ; :

3F 1 dF\ 3 / = q

dy dz dy *
hence (since dF 1/dz ^ 0) ■■- '

dF\
3/ = _ 3y .
dy dFx 3
dz
substituting this expression on the rig h t-h an d side of the equation
(5) we o b ta in :

90 1 r 3Fi 3F , 3 F 2_ dF2 -|
dy ~dFi _ dz dy 3 v dz -J
dZ
3 F, dF 1 1
1 dz dy
3^1 jdF 2 dF2 j
dz i dz dy I
T h e condition th a t d®ldy ^ 0 a t the point jV is thus equivalent
to the req u irem en t th a t we should have a t the p o in t'M (.Y0 , j y 0 , Z 0)'
472 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

dFL 3F x
3z 3y
3To_ 3F 2
dz 3y
T h e determ in an t on the left-hand side o f this inequality is
know n as Ostrogradskij’s determinant for the functions F x, F 2 w ith
respect to the variables z , y an d we shall denote it by

rt _ F) (F lt F 2)
J D (z, y)
W e thus arrive a t the condition th a t the d eterm in a n t J should
be non-zero a t the point M (x0>y o> £o)* L et us note th a t th e
condition m ade from the beginning th a t out o f the two derivatives
d F 1jdz and d F 2fdz a t least one should be non-zero a t the p o in t M y
simply follows from o u r new condition since, if both these derivatives
vanish, O strogradskij’s determ in an t has a colum n consisting o f
zeros and it therefore also vanishes.
L et us therefore assume th a t J 0 at the point M. W e th en
have 3 Qj d y ^ 0 a t the point (x0, j>0) an d the solution o f o u r pro b lem
is assured. A nd since the functions f x(x) andy^O*) w ere o b tain ed
in this process as a result of the second application o f theorem I
§ 103 which always guarantees continuity o f the resulting solutions
an d th a t of th e ir derivatives, therefore the f u n c tio n s ^ a n d / 2 an d
their derivatives f x an d f 2 will also be continuous in a n eig h b o u r­
hood of the point -v0.
W e m ust now prove uniqueness o f the solution. L et us assum e
th a t we have two functions f * x („r) a n d / * 2 (*) m a neighbourhood
o f the point x 0i w hich are continuous an d satisfy the conditions
r , ( . v , / * i , / * 2) = 0 , F , ( * ,/* ,,/% ) = 0 (6 )
an d are such th a t

/ * , ( * » ) = 70. / * 2 (-v„) = ^ ; (7)

we will show th a t we have identically f * x = —f* in a
neighbourhood of the point x 0.

* ) T h is n o ta tio n w h ic h is g e n e r a lly a c c e p te d is c o n n e c te d w ith th e n a m e o f

th e G erm a n m a th e m a tic ia n J a c o b i w h o m th e d e v e lo p m e n t o f th e th e o r y and!
a p p lic a tio n s o f O stro g ra d sk ij’s d e te r m in a n ts (“J a c o b ia n s* ’) is u su a lly a ttr ib u te d .
H o w e v e r , O strograd sk ij h im s e lf o b ta in e d m o st o f th e m o re im p o r ta n t resu lts
sev era l years b efore J a c o b i.
IM P L IC IT F U N C T IO N S 47$

W e have already m entioned above th a t the relation (2) is

identically satisfied w ith respect to x an d y in a neighbourhood of the
p oint (a:0 ,j;o) and it will therefore also be satisfied in a neighbour­
hood of the p o int * 0 if we replace jy by an arb itrary continuous
function o f ^ w hich becom es y 0 a t the point x 0. I t follows from
(7) th a t we can take the function f * 1 (x) for this purpose so th at
F 1 [ x , r iJf ( x , f \ y \ = 0 (8 )

in a neighbourhood of the point x 0. But, on the other hand, it

follows from ( 6 ) th a t

[( * ,/* i,/* .) ] = 0 , (9>

and since z — f { x , y ) is the unique continuous solution of the eq u atio n

F i {x,y, z) = 0 ,

which is equal to z 0 at the point (* 0, J ;o)? therefore it follows from

(8 ) a n d (9) th a t

l) = / * 2 (10)

in a neighbourhood of the point * 0. But it follows from (3), (10)

and ( 6 ) th a t in a neighbourhood o f the same point * 0

O (x,f\) = F2 [x ,f% f = F 2 [ x ,/ * lf/ * 2] - 0. (11)

A nd since, by definition, the fu n c tio n ^ = f i (*) is the unique conti­

nuous solution of the equation

<P (x, y) = 0 ,

w hich becomes y 0 a t the point .v0, therefore it follows from ( 1 1 ) th a t

/* iW = /i M
in a neighbourhood of the point # 0; it also follows from (4) and (10)
th a t
/ % ( * ) = / 2(*),
w hich was to be proved.
T h e result of the above investigation can be stated in the form
o f the following theorem .
Theorem 1. Let the functions F x {x, y , z) and F 2 (x, y , z) be
continuous and have partial derivatives with respect to all variables in a
neighbourhood o f the point (* 0, y Q, £ 0) and ^ al that point
474 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

p i = 0,
F o FF 2 = 00, J7 — D{y,z) -t-
^ 0 .

In that case a unique pair o f continuous functions

y = f i (x), z = f 2 (*)»
'exists in the neighbourhood o f the point x 0, which satisfy the equations ( 1 ) and
■the conditions f i ( x 0) = j ? 0, f 2(x o) — Zo- These functions have continuous
derivatives in the neighbourhood o f the point x 0.

W e have already m entioned above th a t we can extend this

th eo rem by m eans of induction to hold for a n a rb itra ry n u m b e r m of
determ ining equations w ith left-hand sides F F 2, . . . , F m an d m + 11
unknow ns y 1 , y 2, • • •, y m) * l3 a: 2, • • •» x n- T h e necessary condition
fo r expressing the variables y l3 y 2, . . • , ym uniquely as functions of
^ i) x 2>• • • 3 x n in a neighbourhood of a given point is th a t a t th a t
p o in t

y — F 2; ♦ . . ) F m) q

3 T>{yu y m) ^ J

w here

dF 1 dF L dF 1
dy 1 9j >2 9y m
9F2 dF 2 d
9y x dy2 9ym

9Fm d Fm dFm
dy 1 dy 2 dym
is O strogradskij’s d e term in an t for the system of functions Fu F 2j. . .,Fm
w ith respect to the variables y v y 2i . •. ,y m (here we no longer take
notice of the usual conditions of continuity an d differentiability w hich
a re the same in all cases).

It is very im p o rtan t to note th a t all propositions established

above are of local c h a ra c te r: in all cases the properties o f equations
in a neighbourhood of a given point im ply existence o f solutions in
the neighbourhood of a definite p o in t; o u r theorem s, how ever, tell
us nothing of the dim ensions of this neighbourhood.

It now rem ains to show in w hat w ay it is possible to express in

the general case the derivatives of the req u ired functions f i in term s
 475
IM P L IC IT F U N C T IO N S

o f the p a rtia l derivatives of the given functions F i . L et us consider

this problem in relation to the conditions of theorem 1. Since in a
neighbourhood of the point a:0 we have id en tically .

f i f c / i W J s (*)] = °>
F2 [ x j 1 W J , M l = 0 ,
therefore by differentiating these identities w ith respect to * we obtain
(rem em bering th a t we have already established existence an d conti­
n uity of the derivatives f i (at) and^/Y (■*))
dF\ , dF\ d j\ d£i df* = Q 1
dx + dy dx dz dx 5 ^

0F2 , 3^2 C l + ^ C ? « o. I
dx dj> dx ^ dZ dx J

R egarding d f 1 / dx and d f2 / dx as the unknow ns of this system

we o b tain for them unique expressions in term s of the p artial d eriv a­
tives of the functions Fx and F2 since the d eterm in a n t of the system
(12) is O strogradskij’s d e term in an t J w hich is non-zero in the neigh­
bourhood in w hich we are interested. W e therefore o b ta in .

d f1 _ (3^2 3^i _ d ^ i dF%) r

l h c = i l e x dz 0* 0 £ V

df2 _ _1_ (e /7! 0 ^ 2 _ ^f?dF])

~d^ ~ J fax d y dx dy )

§ 105. O strogradskij’s determinant

1. G eneral properties. As we have learn t in the last parag rap h ,

the d e term in a n t J = D ( F 1, F2,..., Fm) / D { y u y * - , -?») o f the sys*e™
o f m functions F 1} F2, - , f . o f m variables y u y t , - , y m on w ic
these functions depend is of great im po rtan ce in functional solution
o f a system o f equations (or, w hich is the sam e in the theory o f im p li­
cit functions.) H ow ever, the above d eterm in an t is also used in
o th er analytical problem s and has m an y a p p lic a tio n s; we m ust,
therefore, regard this d e te rm in a n t as an im p o rtan t in stru m en t in
analytical argum ents a n d calculations. I f we are given m unc ions
p p 2 ,..., F m of m v a ria b lesy t , y t J-» a n d if, w ithin the scope
o f the problem , we wish to generalise the concept o f derivative o f one
variable to include o u r case so th a t this generalised form could be
expressed by a single number (irrespective o f m), then in a m a jo n V
of cases it is convenient to take the d eterm in an t J as this num ber.
476 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

This was the position in § 104 where we considered existence o f im pli-

cit functio n s; this can be clearly seen by com paring the theorem s
in § 103 and § 104.
T h e reason behind this general phenom enon w hich makes us
regard the d eterm in an t J as a “ derivative of the system of functions
F i, F m of a system of variables y i , y 2, ■ >y m* is due to th e
fact th a t most im portant properties of these determ inants are sim ilar
to those of the usual derivatives ; we shall now consider several sim ple
properties b u t for the sake of sim plicity we shall restrict ourselves to
the consideration of the case w hen m —2 (although all properties
w hich we shall consider hold for every m).

L et the functions x = x(u} v), y = y ( u , v) be continuous an d

have continuous p artial derivatives w ith respect to u and v w ithin a
region of values of these variables and let in this region

£> (*,_r) ^ .
J D («, v) ~
For the system of functions
Fx (x,y, u, v) ~ x — x (u, v,),

F i (x,.V, u, v) ■=*y — y {u, v),

all conditions of theorem I § 104 will be satisfied in the n e ig h b o u r­
hood of every point (#0, y 0, u0, y0) (where (uQ, v0) belongs to the given
region, .r0 = x {u0, v0) an d y 0 = y (w0, y0)). This theorem therefore
enables us to conclude th a t a unique pair o f reciprocal functions

u = u (x,y,) v = v (x,y)
exists in a neighbourhood of the point (x0 ,y 0) j we can also m a in ta in
th a t these functions are continuous an d th a t th eir p a rtia l d eriv ativ es
w ith respect to x andjy are continuous.

L et us now assume th at we are again given x — x (u, y,),

y ~ y (u, v) an d let u and v, in th eir tu rn , be functions of new v a ria ­
bles s and t :

u = u (s, /), v = v (s, t).

w here these functions are subject to the usual conditions o f co ntinuity

and differentiability, x a n d y are now “ com posite” functions of s
an d t:
x = x [m(j, t), v (.s', t)]. y = y \u (j, t), v (s', /)].
IMPLICIT FUNCTIONS 477

A ccording to the rule for d ifferen tiatin g com posite functions

{§ 92) we have :
0 x _d_x du 9xd_v_ dy _ dy d u , dy d v
0-r duds dv d s' 0j 0m 0 j fives’
^and we have sim ilar form ulae for 0 x/d t an d dy'd t. Therefore
0 x du d_x_ dy 0 u dy dv
+
D (xy) _ 0 u ds 0 v 0 ^ 0u ds 0 V ds
D {s, t) x du 0X 0 ^
( 1)
0 d y 0 u 4- dy dv
0 u 0t + 0 ^ dt 0 u dt
r
0 V dt
the o ther hand
0 * 0X
| 0 U dv
D (x. y)
D («, ») ! dy
5 ( 2)
dy
0 u 0 v

0u 0 U

D (u. V) ds 0 1
• (3)
D (s, 0 0V 0 V
0 s 0 1 ‘

A ccording to a well-known law for m ultiplying determ inants

th e determ in an t ( 1 ) is equal to the product of the d eterm in an ts ( 2 )
•and (3) ; therefore
D ( x , y ) = D (x,y) D (u> v)
D (j, t) D (u, v) * D (5-, t) -'

T his relation (w hich rem ains valid for determ inants w ith any
n u m b e r m of rows an d columns) tells us how to construct O strograds-
k ij’s d e term in a n t for a system of composite functions ; this m ethod is
•exactly sim ilar to the law for differentiating a composite function of
one independent variable
dx _ dx d u
x = x (u)f u = u (s) ;
ds duds'
In p a rtic u la r, assum ing th a t s = xt t — y (i.e. retu rn in g from
th e new variables u, v to the old variables x , y ) we obtain from the
relatio n (4)
D (x,y) D (u , v) _ D (x,y) _ j 1 0 _ .
D (u, v) * D (x,y) D (x,y) | 0 1 J
478 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

this shows th a t O strogradskij’s determ inants for the system of given

functions an d for the system of reciprocal functions are m utually'
reciprocal ; this rule is exactly the same as the rule

dx _ 1
y = y M ; * = * iy); dy dy
dx

for differentiating reciprocal functions w hen we have a function of one

independent variable.

2 . Ostrogsradskij’s determinant as the local coefficient of an ex­

panding area. W e shall now consider one very im p o rtan t geom etrical
ap plication of O strogradskij’s d eterm inan t w hich we shall find useful
la te r; here we shall again restrict ourselves to the consideration of the
case w hen m — 2 .

L et the functions
u = u ( x i y), v = i>{x,y) (5y

be continuous and have continuous p a rtia l derivatives in a region o f

the A T -plane and let in this region

D («, v) ,
0 .
D {x, y) ^

Let us analyse the transform ations (5) o f [variables from a.

geom etrical point of view. L et u and v be the cartesian coordinates-
of the p o in t (u, v) in a new p lan e
w hich we shall call the UV-
plane. It then follows from the
relation (5) th a t , each p oint F
{x} y ) in the given X T -plane
corresponds to a point Q {u3y)
in the UV-plane (fig. 63). IT
we assume th a t the point Pm oves-
w ithin the region of the X T-plane,.
th en the corresponding point in the U F-plane will change its position!
in a quite definite m anner. H ence every curve in the' X T -plane w ill
correspond to a definite curve, in the UV-plane an d each .figure in
the A T-plane to a certain figure in the UV-plane. A lsb^the region-
in w hich the functions (5) are defined in the X T plane will be tran s­
form ed into ai new Region in the (7K-plane. r? • ' ^
IM P IG I T F U N C T IO N S 479>

L et A (a, b) be a definite point in the X T - plane, which lies

w ithin the region in w hich the functions (5) a re defined an d let h be-
a sm all positive n um ber. T h e points A (a, b), B (a + h, b)} C (a -f h>
b -f- h), D (a, b + h) (fig. 64, a) are evidently the vertices o f a sq u are
w ith side h. As result of the transform ation (5) these points become
the points A', B r, C", D' respectively in the f/F -plane (fig. 64, b)
whose coordinates are evidently equal to
A' [u (a3 b)v (a, b)], T
B ' \ii (a -f- h, b), v (a /z, b)] \
( 6)
C \u (zz -f- ft, b -f* h), v{a -j~ A, b -f- /z)J, j
D ' \ii (a, b -j- h), v {a, b + A)]. j

T h e square as a w hole is transform ed into a curvilinear quadrilateral:

A 'B 'C 'D ' w hich is represented in fig. 64, b. W e shall try to findr.

>i
0

b
/

the ap p ro x im ate value of the area of this curvilinear q u ad rilateral on

the assum ption th a t the n u m b er h is very small. W e shall a t first
replace the arcs A 'B '} B 'C \ CrD ', D 'A ' of the curves by rectilinear
chords, keeping th eir ends the sam e, an d calculate th e area of th e -
rectilinear quad rilateral- A 'B 'C 'D ' (fig. 64, b) w hich will be equal to*
th e sum of the triangles A 'B 'C ' an d A 'D 'C '. A ccording to a well-
know n form ula o f analytical geom etry the area of a triangle w ith
vertices (u A, v i ) , ( u 2 v 2)> {u z> v 3) *s equal to h a lf o f the absolute value
o f the d e term in a n t
^ \ M\ Vi 1
Uz — ux v2 vx
--■-'-’’ . I ' r -j
Uo V‘2 1
u3 — uz V3 ~ V2
1 «3 1'3 1

H ence we, obtain th e following expression for the area of the triangles
A 'B 'C ' :
480 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

1 | u (a-\~hy b) — u(a, b) v (a+ h, b) —v (a, b)

di
2 I u ( a+h, b-\~h)— u (a-\~h; b) v (a+ h, b-\-h) — v (a + h; b)

u! x (<z+ 0 i h, 6 ) h v' x (tf + 02 h3 b) h

u y {a-\-hy b -J- 0 3 ^0 h v y (a-f-/z, b -j-0 4 A) A

u' x (a + 0 i 6 ) i/® (tf+ # 2 hs b)

31 2 u v {a-\-h>b-\-Qz h) v' y {a+h, b -}-0 4 A)

-where 0 1? 0 2, 0 4 are num bers confind betw een 0 an d 1.

W e assume th a t the p a rtia l derivatives of th e functions u an d v

w ith respect to a: andjy are continuous an d therefore also uniform ly
continuous in the (closed) region under consideration. It follows
from continuity of the p a rtia l derivatives at the point (a, b) th a t, p ro ­
vided h is small, all elem ents of the above d e te rm in a n t will differ by
as little as we please from the values of the corresponding derivatives
a t the p o int (a3 b) and the d eterm in an t itself w ill differ by as little as
we please from the d e te rm in a n t

u x (a, b) v' x (a3 b)

J (a, b) =
u y {a, b) v y (a3 b)

i.e. from O strogradskij’s d e term in a n t for the functions u, v o f the

variables x3y a t the point (a, b). Therefore we have the following
expression for the area of the triangle A 'B 'C w hen h -> 0 :

6 )f + o ( l ) | = — \ J ( a , b) + 0 (h2) ;

b u t a sim ilar calculation shows th a t the sam e expression will be

ob tained for the a rea o f the triangle A 'D 'C ' so th a t w hen h —►0, the
area of the w hole rectilin ear q u a d rila te ral A 'B 'C 'D ' is equal to

& | J (a3 b) | -f o (h2) ;

it is im p o rtan t to rem em ber th a t the evaluation th u s obtained holds

uniformly w ith respect to all possible positions o f the p o in t (a, b) in the
region u n d er consideration. *)

*) T h is m e a n s th a t, w h e n / / - > 0 , th e ratio o f th e se c o n d ter m to h2 ten d s to

z e r o u n ifo rm ly w it h re sp ec t to a a n d b in t h e g iv e n r e g io n .
IMPLICIT FUNCTIONS 481

W e m ust now re tu rn from the rectilinear q u a d rila te ra l^

to the curvilinear q u ad rilateral w ith the same vertices. H ow ­
ever, the difference in areas of these two
q u a d rila te rals evidently does not exceed the
sum of the areas of four n arro w strips which
are shaded in fig. 64. T herefore in order to
show th a t the expression (7) also represents
the area o f the curvilinear quad rilateral
A 'B 'C 'D ' it is sufficient to prove th a t the areas
o f the shaded strips are equal to a q u an tity
o f the type o (Ir) ; the calculation is n atu rally
F ig . 65-
the sam e for all four figures ; let us perform
this calculation, say, for th e figure A 'B ' (fig. 65) and let us, for the
sake of brevity, denote the coordinates o f the points A ' and B' by
(u 0, v 0) and {u0 + A u, v 0 + A v) respectively.
Let us assume th a t J (a, b) ^ 0 ; in th a t case a t least one of
the p a rtia l derivatives 0 m / dx, dv / dx will be non-zero a t the point
(a, b) ; let du / dx > 0 a t the point (a, b) ; therefore provided h is
sufficiently small, we have du j dx > 0 a t every point of the square
ABC D and, in p articu lar, a t every point on the side A B of this
square. H ence if the p oint (x,y) moves along point th a t side from A
to B, the corresponding (m, v) moves along the curve A ’B ' in the
direction of increasing values of u ; we can therefore represent this
curve by an equation in the form v — f (m), w here m0 ^ u ^ m0 + A m.
T h e equation of the rectilinear section A 'B ' is evidently equal to
\
v = v o + ~ u (u~ u 0) = / ( « o) + - A u ------(u ~ u 0 /J

so th a t the area S of the figure shaded in fig. 65 can be expressed

the integral
Mu+ A h

- J wo
f{u) f {u 0) - U
Au
+ A U ) - f { u 0)\du.

S in cey rem ains constant in the interval AB, therefore u and

v becom e functions of one v ariable * an d we h a v e :
du
du — dx, dv = dx,
dx dx
therefore
482 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

since du/dx ^ 0 in the interval AB , it implies existence an d co n ti­

nuity of the d e riv a tiv e /'(w ) = dvjdu in the interval (i/0, zz0 -f Aw).
H ence we have for z/ 0 < zz< w0 4- A u:

f («) - / ( « o) = ( « - «o) / ' («i)» /(w o+ A zz) —f (zz 0)'= A (w2),

w here zzx and zz2 are confined betw een w0 an d w0 + Azz; thus the
-expression obtained above for the area S can be w ritten in the form
wo+Aw
S =* | (w — zi0) | / ' W — / ' (w2) | du9
llQ
a n d since the function/'(zz) is continuous for Aw 0

ZZ0+ A U
S— o ^ J (zz — zz0) du'j = o (Azz2).
wo

But
Azz — zz (zz -f hy b) — zz(zz, b)

is an infinitely sm all qu an tity of the same order as h for h 0 and

we therefore o b ta in :
^ = o(kr~),

which was to be proved.

W e can therefore say th a t the area of the curvilinear q u a d ri­
la te ra l A 'B 'C 'D ' resulting from the transform ation (5) o f the square
ABCD is equal to the expression (7); this evaluation holds uniform ly
in the region under consideration w ith respect to the position o f the
p o in t (a, b). Since the area o f the square ABC D is equal to A2, the
ja tio o f the transform ed a n d initial areas is equal to
\J(a , b)| + o (I),

an d the lim it o f this ratio for h 0, is equal to | J (a, b) |.

This result can be greatly generalised. In ste a d of the square

A B C D we could have taken any other sufficiently sim ple figure
containing the point A (zz, b) an d we could subsequently have sh ru n k
it so th a t its diam eter should tend to z e r o ; in this case (as can be
seen from a more detailed analysis w hich we cannot give here) the
ratio o f the a re a s of the transform ed an d given figures will alw ays
IMPLICIT FUNCTIONS 483

te n d to the lim it jf (a, b) |. H ence the absolute value o f O strograd-

skij’s d eterm in an t for the transform ation (5) can be regarded as
th e coefficient o f expansion or contraction o f areas resulting from the
transform ation (5) in the im m ediate neighbourhood of the point
(a, b). T his result is very im p o rtan t in the theory of m ultiple
integrals w hich we shall study in the next section. T h e geom etrical
p a rt played by O strogradskij’s d eterm in an t can be extended to a
space of an arb itra ry nu m b er of dimensions. T hus in the transfor­
m ation of a three-dim ensional space O strogradskij’s d eterm in an t
for this transform ation gives us the coefficient of volum e expansion
o r contraction of small geom etrical bodies w hich lie com pletely in
th e neighbourhood of a given point.

§ 106. Conditional extremum

In this p a ra g ra p h we shall consider the theory of the so-called

‘Conditional extrema (m axim a and m inim a) to w hich theory of im plicit
functions can be directly applied.

L et a certain surface be given in space, which is defined by

th e following equation
F (x,y,z) = 0; r (1)

w e m ust find a point on this surface a t which a function f { x , y , z )

assum es the greatest (or smallest) value as com pared w ith other
points on th a t surface. From the analytical p o in t of view this
im plies finding the m axim um (or m inim um ) of the function f ( x , y , z)
fo r all possible com binations of the num bers y> £ w hich are
connected bv the relation ( 1 ) ; this problem differs from the usual ex­
trem um problem s by the fact th a t a connecting equation ( 1 ) is given,
i.e. th a t we are interested in the com parative value of the function
f { x , y , z) only a t points subjected to th e relation ( 1 ).

I t m ay happen th a t the point a t w hich the given function f

assum es its greatest or smallest value m ay be one of the points on a
line expressed by the equations
F x (x, y , z ) = 0, ) (2
F 2 (x , y , z) = 0. )
F ro m an analytical point of view this implies th a t am ong all com bi­
n a tio n s ’of the th ree num bers ( x ^ y , z ) w hich satisfy the relation (2 )
there m ust be a p oint a t w hich the fu n c tio n / ( * , y z ) has its greatest
o r sm allest value.
484 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

In all such cases we speak of a conditional extremum o f the

function f { x , y , z) bearing in m ind the fact th a t at the point which,
we are trying to find, the function f { x , y , z) assumes its greatest o r
smallest value only in relation to points w hich satisfy some a d d itio n a l
conditions of the type (1) or (2). These relations are usually called
connecting equations characteristic of the given problem . T h e most
general type of conditional extrem um problem can evidently b e
form ulated as follows: am ong the points (x i, x 2, , xn) w h ich
satisfy the connecting equations
Fi (#!, xn) = 0 (i = 1, 2 , . . . , m; m < n ),

a point m ust exist a t which the given function f ( x ly x 2>... , xn)

assumes its greatest or smallest value. In such cases, as in o rd in a ry
extrem um problems, the region of values o f the variables Xi ( \ ^ i ^ . n )
in w hich we are interested is usually given beforehand.
I f some m variables (for exam ple x l9 x 2i ••• , xm) can b e
determ ined in this region as single valued functions o f the o th er
variables (xm+l9...9xn) by m eans of m connecting equations
xi = cpi xm+2, ... , xn ) {i = 1, 2 , ... , ?n)i

th en by substituting th eir expressions into the form ula for th e

function f we evidently obtain a function of the variables (xm+lj...>x a)
whose extrem um is now sought am ong various systems o f v alu er
of these variables w hich are no longer interconnected, i.e. we now
have a simple extrem um problem whose solution has been considered
in §96. It is therefore obvious th a t in conditional ex trem u m
problem s it is very im p o rta n t to solve the system of connecting
equations w ith respect to a certain g roup of variables; thus the
general theory of a conditional extrem um is closely related to th e
theory o f im plicit functions.

In o rd er to simplify n o tation an d clarify the argum ents used

we shall now consider the case w hen n = 5, m = 2, i.e. the p ro b lem
o f the conditional extrem um of the function f ( x , y , z, u, v) of five
variables w hich are related by two connecting equations:

Z, u, v) = O J
F 2 (*; jy, z, uy v) = 0 .)

All argum ents w hich we shall use in this connection can be used
w ithout m odifications for every n an d m. T herefore, as in the case
o f a simple extrem um an d for the sam e reasons, we shall onlv
IMPLICIT FUNCTIONS 485

•consider the properties of the relative {local) conditional extrem um ,

a n d , as before, we shall restrict ourselves to the deduction of the
necessary conditions of general character, for we are now even less
a b le to go into further details.

L et us therefore assume th a t a t a point M (aq.jVq, Z o , u 0 , v 0 ) whose

coordinates satisfy the connecting equation ( 3 ) the function
f {\\ y, z , u, c) assumes the greatest or smallest value as com pared
w ith all sufficiently closely situated points whose coordinates also
satisfy the equations (3). L et us w rite a m atrix w ith two rows and
five columns

Mi Mi Mi M M i\

( dx dy

8F2 8F2 d^2

dx dy dz
dz du

dFo
du
dv

MI /
dv *
\

a n d assum e th a t am ong the determ inants o f the second order which

can be composed of the elem ents of this m atrix there is a t least one
w hich is non-zero a t the point M . L et us assume th a t this is the
d eterm in an t M l _Mn:
du dv
= J.
dF2 d fz
du dv
I n th a t case (assum ing th a t the usual conditions of continuity and
differentiability are satisfied by the functions F t an d F2) we can con­
clude from theorem 1 § 104 th a t a single p a ir o f functions exists

u = u (x,y, z), v = v (x,y, z),

w hich identically satisfies the equations (3) in a neighbourhood of

th e p o in t P (x0, y 0} z 0) and for w hich

^ (^Oj l ’o> *o) ^05 ^ (*0> lO) Zo) ^0*

In a neighbourhood of the point P these two functions are con­

tin u o u s and have continuous p a rtia l derivatives w ith respect to all
th re e variables.
Since in our problem we are interested in the values of the
f u n c tio n /( x , y, z, u, v) a t points close to the point M whose coordi­
n ates are connected by the relation (3), we can replace u an d v by
486 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

the functions u (x,y, z) an d v (xf y, z) respectively in the expression

o f this function a n d m ain tain th a t the function of x9y 9 z so obtained

9 {x, y9 z) = f [ x > y , Z, u (x) y ) z), v (x, y, z)] w

has a simple (ordinary) local extrem um at the p oint P (x0iy 0, £0). I t
follows from § 96 th a t we should therefore have a t the point P

3? 39 39
0;
3-v 3y dz

according to the expression (4) the function 9 gives us:

3/ t i f du _L 3 / dv
du dx l du dx
1
3.v

IL dU _L_ d f 0 £
+ ?_/ = 0 , ► (5>
3y
J
du 3y dv dy

3 / -r1 0/ du j d f d v
T
dz 3u dz dv dz

In order th a t the left-hand sides o f these equations could b e

regarded as given functions of x, y , z> «, v tve m ust express du / dx9
du I dx, du I 3 y, du / dy* du / dz, du / dz in term s o f the five v ariab le
functions. But this necessitates differentiation o f im plicit functions
w hich we have considered in detail in § 104. As before we shall
differentiate the following identities w ith respect to x9y an d z-

F i [x,y, « ( x , y 9 z ) , u (x, y, z)] = 0,

Fo c, u {x,y, z), v (x,y, ^)] = 0 ?

whence we o b ta in :

dFj , dF\ 0 u , dF\_ dv = Q 1

cx 0 m 0 .V dv dx * *
(6)
df2 3F 2 du 0F 2 3y _ q
dx du dx du dx J

an d sim ilar relations for the derivatives w ith respect to y an d z- As

usual we can use the equation ( 6 ) in ord er to express uniq u ely the
derivatives du / 3 * an d du I dx in term s of the p a rtia l derivatives o f
th e given functions F1 an d F2 (the d eterm in an t o f the system (6 ) is J
an d , according to our assum ption, it is non-zero a t th e point M a n d
therefore also in a neighbourhood of th a t point). I t is obvious th a t
systems sim ilar to the system (6 ) an d w ritten for d erivatives w ith
IMPLICIT FUNCTIONS 487

respect to y and z, will give us analogous expressions for du / dy,

dv / dy, du I dz, dv f dz R eplacing these expressions into the rela­
tions (5) we obtain three equations whose left-hand sides can now be
regarded as given functions of x}y, z, u, v. A dding to these equations
th e connecting equations (3) we obtain five equations whose left-hand
sides contain know n functions of the variables x , y , z, u, v. W e have
shown above th a t this system of five equations w ith five unknowns
should give the coordinates of the point M provided this point is the
required conditional extrem um . I t is therefore n a tu ra l to call every
system of five num bers (x,y, z, u, v), w hich satisfies the system o f
equations obtained, as stationary point of the given problem . T h e
result can then be stated in the same w ay as the results obtained
earlier for sim ple extrem a : provided the usual conditions of continuity
an d differentiability of the given functions are preserved, the function
can only have local conditional extrem a a t stationary points. N a tu ­
rally the question w hether this or other stationary point gives the
local extrem um of the function f and, if so, w hat is the n atu re of this
extrem um , cannot be answ ered on the basis of the above considera­
tions and m ust be investigated separately.
W e have seen above th a t the first three equations of a system
o f five equations available for the determ ination of stationary points
a re obtained as a result of solving the system of linear equations ( 6 )
w ith respect to du / 8 * and dv / dx and the substitution of the resulting
solutions into the first of the equations (5); the same operations are
subsequently carried out for derivatives w ith respect to y an d z and
the results obtained a re replaced respectively in the second an d th ird
o f the equations (5). It is clear th a t there would be no great diffi­
culty in carrying out all these sim ple operations an d w riting the final
system of equations in ^a definite form (this would evidently contain
only p artial derivatives of th e functions f 9 F x and F2 w ith respect
to all five variables). H ow ever, we shall not do so, for in practice we
can usually obtain the final system of equations for the determ ination
of stationary points by m eans of an o th er sim ple m ethod, viz by the
so-called “ m ethod of undefined factors” . W e shall now show how
this is done.
T h e sequence of operations described above essentially involves
a n elem entary algebraic operation — elim ination of six unknowns
dujdx, dv I dx, du / dy, dv / dy, du / dz, dv / dz from nine linear e q u a ­
tions ((5 ), ( 6 ) an d four analogous equations ( 6 ) for the derivatives of
the functions u an d v with respect t o y an d z)- This elim ination can
n atu rallv be carried out in different ways. T h u s in the m ethod used
488 A C O U R SE OF M ATH EM ATICAL ANA LY SIS

above we have obtained expressions for all the unknow ns elim inated
from the last six equations a n d substituted these expressions in the
equation (5). In practice this m ethod is often inconvenient owing to
its asym m etry: the p a rt played by the unknowns u an d v differs
essentially from th a t played by the rem aining variables x , y } z- T h e
m ain advantage of the m ethod of undefined factors is d u e to the
equivalence of five variables.

L et us assume as before th a t the p oint M (x0iy 0j Zo, u Q} vQ) gives

us the required local conditional extrem um of the fu n c tio n / an d let
us preserve all form er assum ptions m ade w ith regard to the functions
f F1 and F2 in the neighbourhood of the point M . T h e system of
equations

3/ dF, dF, 1
T "f~ A2"g77
0W
— I
du 3« V
(7)
df + dF* i
+ X2 = 0 .
dv T 1 dv ^ 2 da j

w here all p artial derivatives are taken a t the p oint M thus has a
single solution (A1} A2). M ultiplying the equations (6 ) by Ax an d A 2
respectively and adding them term -by-term to the first o f the equations
(5) we obtain a t the point M (as a result of (7)) :

df
+ A2 l — 2 = 0 ; ( 8)
dx CX

if we now w rite equations analogous to (6 ) for the derivatives w ith

respect to y and z a n d com bine them in the w ay described above
w ith the second and third of the equations (5), we evidently o b tain ,
as in the equation ( 8 ), the following equations

df , * , * dF2
-f A i ~------b A2 —— = 0 ,
3y 3y 3y |
(9)
3 / dFx
. . 3F
— + Ai — 1 4- A 2 1= 0 .
dz 3Z 2 dz

T he system of the five equations (7), ( 8 ) and (9) is evidently

com pletely sym m etrical w ith respect to the five variables x, y, z> u, v.
A dding the connecting equations to these five equations we o b ta in a
system of seven equations w ith the unknow ns x , y , z, u, v9 A1} A2)
w hich (when the usual conditions of continuity an d differentiability
a re preserved) should be satisfied a t every statio n ary point.
 IM P L IC IT F U N C T IO N S 489

I f together w ith the given function f we are also considering

th e function

O —/ ’ + ^ i F i + ^ 2 ^ 2
of the sam e variables, w here Ax an d A2 are undefined num erical
factors, then the system of equations (7), ( 8 ), (9) obtained can be
w ritten in the form

3* dy dz du dv
an d it therefore represents the system of equations w hich we would
have obtained if instead of the conditional extrem um o f the function
/ we w ould have sought the o rd in ary extrem um of the function <I>.
In this reduction the definitions of the conditional stationary points of
the fu n c tio n ^ ' a n d findingof the ordinary stationary points of the func­
tion O involves the practical application of the m ethod of undefined
factors. W e thus see th a t the system of equations which determ ine
the conditional stationary points of the function f have two m ore
unknow ns (A l and A 2) than those for o rdinary stationary p o in ts;
we now also have two m ore equations since the connecting equations
are added.
Exam ple. T h e parabolloid of rotation
x2 + y 2= z (1 0 )
is intersected by the plane
x + y + z — 1 (1 1 )
in an ellip se; find the greatest and least distances of points on this
ellipse from the origin of coordinates.
F rom an analytical p oint of view this problem evidently neces­
sitates finding of the m axim um an d m inim um of the function

x2 + y 2 + Z2
w here the equations ( 1 0 ) and ( 1 1 ) are the connecting equations.
U sing the m ethod of undefined factors we construct the function

®(x, y, z ) = x 2+ y 2+ z 2+ \ ( x 2-\-y2— z ) + \{ x - \- y - \- z — \)
an d equate to zero its p a rtia l derivatives w ith respect to all three
v a ria b les; this gives :
A2 — A,
2 (AX + 1 )’ 2
490 A C O U R S E O F M A T H E M A T IC A L ANALYSIS*

substituting these expressions in the connecting equations ( 1 0 ) an d .

( 1 1 ) we obtain after easy calculations:

* ,= - 3 ± — V3 , A2 = - 7 ± y - V 3 ,

an d therefore

x — y = ------- £------ j £ = 2 =r \/3 .

This gives two values 9 T 5 \/3 for the q u an tity a: 2 + y 2 -j- Z'2) since*
the case under consideration existence of the req u ired extrem a is
geom etrically obvious, therefore on fu rth u r investigations into the
n atu re of the two stationary points obtained are needed an d we can
consider the problem solved.
T he reader will find fu rth er exercises in the Problem Book b y
B.P. D em idovich, Section V I ; we recom m end Nos. 447, 448, 453,.
456, 465.
 CHAPTER X X V

G EN ER A LISED IN TEG RALS

§ 107. Integrals with infinite limits

In this chapter we shall consider two w ider concepts of definite

integrals wThich are very im p o rtan t in the further developm ent of
theory an d its applications.
T he function y = 1 / x 2 is positive in the region a ^ 1 ; it is
continuous, decreases constantly as a- increases an d tends to zero
as x —>■ oo. Let us consider the area
below the curve y ~ 1 / x z an d above
the OA-axis betw een the abscissae 1
and b > 1 ; we know th a t this area
(fig. 6 6 ) can be expressed by the integ­
ral

f Y = 1 -T - W
1

0! / 6 J< T his area increases as b increases

Fig. 66. indefinitely, the shaded figure in fig. 6 6
will extend indefinitely an d reach more
an d m ore to the r ig h t; how ever, its area rem ains bounded an d tends
to u n ity , as can be seen from the relation (1). T his phenom enon is
exactly sim ilar to the sum m ation of a convergent series w ith positive
term s, for exam ple, a sim ple geom etrical progression; p artial sums of
series w ith an increasing n u m b er of term s, thus increasing continu­
ously do not, how ever increase indefinitely b u t tend to a definite
lim it; sim ilarly here the shaded p a rt includes an indefinitely large
area as b increases a n d thus increases continuously b u t not indefi­
nitely a n d tends to a definite finite lim it. A nd as before we h ave

491
•492 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

agreed to call the lim it of the p artial sums as the sum o f “ a ll” term s
of this series, so now the lim it of the shaded figure can be called the
area o f whole figure extending to infinity an d bounded from above by
the cu rv ey = 1 / x 2, from below by the 0 Y-axis an d from left by
th e straight line x = 1 (it is not bounded a t all on the right).
H ow ever, p a rtia l sums only have limits for convergent series;
we know th a t there exist series whose term s are positive an d decrease
m onotonically tending to zero while the series themselves diverge so
th a t their partial sums increase indefinitely w ithout tending to any
lim it (for exam ple a harm onic series). W e can have a similar
position here w ith the area of the figure w hich extends to infinity.
T hus the curve y — lfx has a sim ilar course to the curve y — l / r 2
<(fig. 6 6 ) in the region x > 1 ; b u t since for b —> oo

I t = l n 4 ^- ®*
1

‘therefore in this case the area of the shaded figure increases indefinitely
as b increases so th a t the whole figure extending to infinity has no
longer a finite area.

L et us agree in general to call the lim it, in case it exists, of

every function f { x ) integrable in the interval (a, b) w here b is as
(large as we please :
b
lim f f ( x ) dx, (2 )
b —> oo J
a

as the generalised integral of the function f ( x ) in the subinterval (a, -f- cc)
(or w ithin the limits from a to -f- oo), a n d denote this lim it by
CO

J /(x )flh \ (3)

a
I f the lim it (2) exists, then the integral (3) is said to be convergent an d
the lim it ( 2) is said to be the value of this integral. I f the lim it (2)
does not exist, then the integral (3) is said to be divergent an d has no
value. H ere the function f ( x ) m ust not necessarily be positive or
m o n o to n e ; the above definition will have a definite m eaning p ro ­
vided the function f (x) is integrable for every b > a in th e interval
(a, b) ; this m eans, it is sufficient to assum e th a t the function f ( x ) is
G E N E R A L IS E D IN T E G R A L S 493‘

continuous in the region x ^ a. In this general case the sim ple

geom etrical in terp retatio n of the integral (3) w hich we have used in
the beginning will evidently no longer hold.

We have so far assumed th a t the lower lim it o f integration,

rem ains constant whereas the upper lim it increases indefinitely. W e
shall evidently have a sim ilar case w hen the position is reversed, i.e.,.
w hen the u p p er lim it of integration b rem ains constant w hereas the
low er lim it o f intergration a, w hich is negative, increases indefinitely
in its absolute value (a — — oo). I f the function f ( x ) is integrable
in the interval (a, b) for every a < b and if the following lim it exists i-

b
lim | f ( x ) dx, (4)>
a —* —03 J
a

we can denote this lim it bv

(5)-

an d say th a t the above integral is convergent an d equal to the limit

o f (4) ; if this lim it does n ot exist, the n the integral (5) is divergent
an d has no definite value.

Finally the case when a — oo and b —^ + go simultaneously

and independent of one an o th er is also possible, i.e., the interval of
integration increases an d covers the whole num ber line. VVe assume
in this case th a t the integral

x b
| f ( x) dx = I (a, b)
a

tends to the lim it I and write

lim I 'a, b) = 7, (6 )
Cl — — oo
b —> + oo

if for every £ > 0 an A > 0 can be found such th a t for a < — A '
b > A always

I I {a, b) — I | < e.
494 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

O bviously it is necessary and sufficient for the lim it (6 ) to exist th a t

the following two integrals should converge
-j- co 0
J
0
f i x ) dx an d
—
J00
f ( x ) dx9

an d when this is so, the lim it (6 ) is equal to the sum o f these two
integrals. I f the lim it (6 ) exists, we can d e n o te it by
+ co
I / ( * ) dx9 (7)
----- CO

.and we say th a t the integral (7) converges; otherw ise w e say th a t the
integral (7) diverges and we are not able to give it a num erical value.
Exam ple 1. Since
b
dx
= arctan b — a rc tan <2 ,
\ 1 -{- x^

th erefore

b—
> -f-
the integral
+

J 1
dx
+ *2

is therefore convergent a n d equal to tz.

Exam ple 2 . Since
V

f cos x dx — sin b — sin a

and since sin x does not tend [to a lim it for x -> oo, therefore, the
integrals
T 00 b -|~ co
j* cos x dx, j* cos ,v dx, J* cos x dx
(l ----- CO CO

a re all divergent and have no num erical values.

<G E N E R A L IS E D IN T E G R A L S 495
Example 3. Since

b
J ex dx = eb — e
a

'th erefo re the integral

b
J' ex dx
-- CO

is convergent and equal to e b (since ea --»■ 0 as a -> — oo) ;o n the

mother h a n d the integral

+ °o
J ex dx
a

is divergent (since e b -► + co as b -(- oo). Therefore the follow­

ing integral is also divergent

+ 00
j* ex dx.

T h e analogy betw een infinite series an d generalised integrals

prom pts us to seek m ethods for determ ining convergence of genera­
lised integrals on the same lines as in finding m ethods for determ ining
•convergence o f infinite series. In future we shall only deal w ith
CO

integrals of the form J ; how ever, all th a t we shall deduce can be

a
applied w ithout essential m odifications to integrals o f the type
b +a>
J an d | .

A t first the g eneral theorem 2 § 19 gives us th e necessary an d

sufficient test for convergence of the generalised integral

f{ x ) dx 8
( )
496 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

in the form o f the condition th a t for s > 0 and for all sufficiently
large b x and b 2 we m ust have
b2 b\
j / M dx— ^ f { x ) d x \ < z \

| / ( a*) dx — ^ f { x ) d x = | / ( a*) dx,

a a bi

therefore this gives us the following test.

Theorem 1. In order that the integral ( 8 ) should be convergent it is
necessary and sufficient that for arbitrarily small z > 0 the following inequa­
lity should hold fo r all sufficiently large b x and b 2 *.

< £

(in other words, in order th a t a generalised integral should converge-

it is necessary an d sufficient th a t any of its sufficiently far rem oved,
(and as far as we please) f‘p a r t” should be as small as we please).
In the same way as the necessary an d sufficient condition for-
convergence o f a series w ith constant signs is the lim it of its p a rtia l
sums, so in order th a t the integral ( 8 ) w ith a non-negative integrand f ( x )
should converge it is evidently necessary an d sufficient th a t th e’
integral
b
j" / W dx
a

should rem ain bounded for b —> o o . This fact enables us to establish'
the principle of com parison of integrals w hich is analogous to the
principle of com parison o f series w ith constant signs (theorem 1 § 6 8 ).
Theorem 2. I f we have 0 ^ / (a ) ^ c 9 (a) fo r a < a < + 0 0
{where c > 0 is a constant) and i f the functions f (a ) and 9 (a ) are Integra-
ble in every interval (a, b)(a < b), then convergence o f the integral
G E N E R A L IS E D IN T E G R A L S 497

implies convergence o f the integral

| / (*) dx,
a
■and the following inequality also holds :

a a

T h e proof is sim ilar to th a t of the principle of com parison o f

series and we can therefore leave it to the reader.

Exam ple 4. Since a is c o n s tn t an d x -> + oo, we always

_.1^
have xae 2 0 (exam ple 7 § 37), an d therefore for a sufficiently
large x

_ J _ v
xae 2 < 1,

hence

~ ~ 4 ~ x — — * ^ — -!>- v
xcce~x = xcce “ e 2 <C e ♦

I t therefore follows from convergence of the integral

00

J e 2 * dx
1

th a t th e integral
CD

J xcce~x dx
1

converges for every constant oc.

00
Exam ple 5. J e~x dx = - - is c o n v e rg e n t; since e~x2 < e~x for
1
x > 1, the following integral is also convergent :
498 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

J*e~x dx,
1

although vve do not know its value.

W e shall not consider sim ple properties o f generalised integrals
w hich are analogous to the corresponding gen eral properties o f
infinite series an d proved in the same way. T hus it can be readily
shown th a t by changing the f u n c t i o n / (x) arb itra rily in a finite interval
(as long as it rem ains integrable) we can n o t affect convergence of
the integral ( 8 ) (although we generally change its value). M ore­
over, if both integrals
00 CO

I \ = J / i M dx, 1 2 = j * /2 M dx
a a
are convergent, then the integral
co

I = J
a
{f i M ± / 2 M } dx

is also convergent and

/= / i ± / 8.
T he integral (8 ) is said to be absolutely convergent if the following:
integral converges

J a
l/M I dx. (9)

Convergence of the integral (9) implies convergence o f the integral

(8 ); in fact, if the integral (9) is convergent, it follows from th eo rem
1 th a t for arb itrarily small £ > 0 we have for every sufficiently larg e
b ! and b 2
bz
| \ f ( x ) \ d x ^ < e.
bi
B ut we know (last theorem of § 51) th a t

J /H
bi
G E N E R A L IS E D IN T E G R A L S 499

therefore for every sufficiently large b 1 and b 2

b2
J/ (*) dx J < s,
‘ bi
an d again as a result o f theorem 1 this implies convergence of the
in tegral ( 8 ).

As in the case o f infinite series theorem 2 (the principle of com­

parison) enables us to establish several concrete tests for convergence
o f generalised integrals w hich are convenient in p ra c tic e ; we shall
now consider some simple tests of this kind.
Theorem 3. I f v. > 1 and the following inequality holds for all suffi­
ciently large values o f x : \ f { x ) | < cx~*3 where c > 0 is a constant, then
the integral (8 ) is absolutely convergent ; conversely, i f a < 1 and for all suffi~-
ciently large values o f x we have f {x) > ATa. then the integral (8 ) is
divergent.
We assum e, as usual, th a t the function f ( x ) is integrable in
every finite interval (a, b) (a < b).
Since the integral

j* x a dx
a

(w here a > 0 ) is convergent for a > 1 an d divergent for oc < 1 ,

therefore theorem 3 follows directly from theorem 2; th a t we m ust
restrict ourselves only to sufficiently large values o f* is, of course, due
to the fact th a t changes in the fu nction/ ( * ) in a finite interval do not
affect convergence of the integral (8 ).

I t follows directly from theorem 3 th a t integrals, like those

shown below, m ust be absolutely convergent
00 oo

f sin x j f xdx
J ( 1 + *)3>
1 o

etc. T h e test for convergence established by this theorem has m any

p ractical a p p lic a tio n s; how ever we m ust regard it as ra th e r rough,
since it can only be used (as can be seen from its form ula) to establish
.500 A C O U R S E O F M A T H E M A T IC A L A N LA Y SIS

absolute convergence of integrals (and o ther b etter tests can be found).

W e therefore give below a n o th er m uch m ore sensitive test.

Theorem 4. I f a > 0, a > 0 and the function 9 (a:) is continuous

fo r every x ^ a and a positive number C exists such that fo r all b > a
b
|j 9 M dx j < C,
a

then the integral

CD

is convergent.

Proof. L et us assume th a t
.r

f o (a) du = ® (*),
a
so th a t
| fh (* ) | < C {a < x < -r 0 0 ).

In teg ratin g by parts we obtain :

X X X

a a a

I f we now assume th a t * inrceases indefinitely, then the first term

•on the right-hand side tends to zero so th a t

1® w | < -£ -„ • (* - > 0 0 ),
1 ,*a *a

an d , on the other h an d , <I> (a) = 0 according to the definition of th e

function O (jc). T h e second term on the rig h t-h an d side tends to the
following integral as its lim it for ^ - > - 0 0 :
CD

( 10)
a
G E N E R A L IS E D IN T E G R A L S 501

w hich is (absolutely) convergent in accordance w ith theorem 3, since

a > 0 an d | ® (it) | < C. H ence the lim it
X 00

lim
X—±oo
a a

exists (and is equal to the value of the absolutely convergent integral

GO)).

T heorem 4 can be successfully used in o rd er to establish con­

vergence of m any integrals w hich play an im p o rtan t p a rt in various
ap p licatio n s; a typical exam ple of integrals of this kind is th e
integral
00

(ii)
0

w hich, according to theorem 4, is convergent so th a t

j* sin udu 1 — cos | ^ 2 (0 < .v < -j- oo).

0

W e will show th a t the integral (11) is not absolutely convergent (or, as

is usually said, conditionally convergent), i.e. the integral
00

(a > 0) is divergent. As always, | sin x | ^ sin 2 x an d it follows from

the principle of com parison (theorem 2 ) th a t for this purpose it is
sufficient to prove th a t the following integral is divergent :
GO 00

dx = j 1 ~ y * 2 x dX. (i2>
u a

But the integral

;502 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

is sim ilar to the integral ( 1 1 ) an d its convergence can be readily esta­

blished by m eans of theorem 4. T hus if the in teg ral (12) w ould be
convergent, then by adding the integral (13) to it we w ould o b tain a
sum
CO

Jtdx

a
lx

w hich should also be c o n v erg en t; how ever, this is n o t so ; therefore

th e integral ( 1 2 ) is divergent an d the integral ( 1 1 ) is only conditionally
convergent. W e have a sim ilar position w ith all integrals of the
type
00 CO

f sin x , r cos x 7
J ---- 7T- “X> J
a
** dx’

if 0 < a ^ 1.

F or exercises cf. Problem Book by B* P. D em idovich, Section

V I, Nos. 108, 109, 1 1 1 , 120.

In this p a ra g ra p h we h a d m any occasions to observe th e w ay

in which the analogy betw een infinite series an d generalised integrals
is of decisive im portance in determ ining fu n d am en tal concepts an d
elucidating m ain properties of integrals w ith infinite lim its. W e will
now show how the concept of generalised integrals can be conversely
used for m aking deductions w hich are very im p o rtan t in the theory
o f infinite series; by using the concept o f generalised integrals we shall
establish a test for convergence of series w ith constant signs, w hich by
its validity an d convenience in p ractical applications has m any a d ­
vantages over all the elem entary tests established in § 6 8 .
Theorem 5. (C auchy’s integral test for convergence of series).
Let f (x) be a positive non-increasing continuous function defined fo r every
x ^ a, where a is a constant natural number. In that case the series
f(a) + f ( a + 1) + . . . + f ( a + k) + . . . (14)

will be convergent or divergent according as the following integral is convergent

or divergent '■

(15)
-G E N E R A L ISE D IN T E G R A L S 503

P roof. Since the function f (x) is a non-increasing function’,

-therefore we h a v e / '{a+k) ' ^ f ( x ) ^ f { a - \ - k + 1 ) for 1
a n d consequently •' ‘
O+ A+ l
/(« + £ )> [ f(x)dx^f(a+ k+ l) .. (it=0, 1, 2, . . . ) .
a-\-k

S um m ing these inequalities w ith respect to /: from 0 to n we o b tain :

n a-frc+ 1 n
£ /(* + £ )> f f { x ) d x > J ] / ( a + A+l).
k= 0 a k=0

I f the integral (15) is convergent, then the central p a rt in these in-

■equalities rem ains bounded for n oo ; the rig h t-h an d side will also
be bounded an d this implies convergence of the series (14) w ith cons­
ta n t signs; if, how ever, the integral (15) is d iv erg en t,th en the central
p a r t will increase indefinitely for n oo; the left-hand side will also
increase an d this shows th a t the series (14) is divergent. Theorem 5
is thus proved.

Exam ple 6 . In § 6 8 we have considered a n im p o rtan t class of

series w ith constant signs of the form

------ h — + . . . H----- -- + . . . (16)

1« ' 2 s‘ ^ r
a n d proved th a t the series (16) converges for s > 1 an d diverges for
s ^ 1. T heorem 5 can be used to establish convergence of the series
(16) directly. A ssuming in theorem 5 th a t a = 1, f {x) = a: ~s, we can
see th a t convergence of the series (16) is equivalent to convergence of
th e integral

\ x ~s d x ’
1

w hich is convergent for s >■ 1 a n d divergent for s ^ 1.

Exam ple 7. L et us now consider a m ore sensitive pro b lem on

convergence of series of the type
oo
(17)
n (In n ) s ’
n—2
504 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

w here s is a constant.real num ber. I t can be readily shown th a t if

s > 0 , none of the tests considered in § 6 8 can be used to establish con­
vergence of series o f this type. H ow ever, this problem can be readily
solved by m eans of theorem 5. L et us assume th a t a = 2yf { x )
= 1 1x (In x ) s , so th a t convergence of the series (17) is equivalent to-
convergence of the integral

dx
(18).
I x (In x) *

Since

* f I
{(In #)1-* — (In 2 )1-s} (s # 1).
f du = J 1 - 5
J zr(ln k)s ' ' i
2 [ . I n In x — In In 2 (s = 1),

therefore the integral- (18) is convergent for s > 1 (it is equal to-
l / ( s — l)(ln 2)s-f) an d .divergent for s ^ 1; hence the series (17) is
also convergent for s > 1 and divergent for 5 ^ 1 . T h e series

yL —
n\n n
a
71 = 2

is also divergent whereas the series

_ J ___
I n In 2 n
77 = 2

is convergent.

For fu rth er exercises c f . Problem Book by B. P. D em idovich,

Section V , N o 64.

§ 108. Integrals of unbounded functions

In defining the concept o f an integral we h ave so far always

assumed th a t the integrand is bounded w ithin the interval o f in teg ra­
tion. W e shall now introduce a w ider concept of an integral w hich
will enable us in certain cases to integrate u n b o u n d ed functions. As.
in § 107 we shall begin by considering a sim ple case. L et the
 G E N E R A L IS E D IN T E G R A L S 505-

fu n c tio n f (x) be defined in the interval (0 , I) as follows :

r _l (0 < * < 1 ),

/w = i v -v

L 0 (■V = 0).

Since 1 / \ / x increases indefinitely as .v 0, therefore the function/

f ( x ) is not bounded in the interval ( 0 , 1 ). I t is discontinuous a t the
p o in t x = 0 an d continuous a t all
o ther points in the interval (0, 1). Its
g ra p h is shown in fig. 67. It is
ev id en t th a t for arb itrarily sm all e > 0
we can in te g ra te the function f { x ) in
the interval (s, 1 ) an d its integral
1 1

I/M dx = | — - — ( 2 y f x) 1 =
e £ ___

= 2 (1 (!) ° F ig. 67

expresses the area o f a curvilinear trapezium which is shaded in

fig. 67; this area increases indefinitely as s decreases; when e -> 0 ,.
th e shaded figure extends indefinitely u p w ard s; however, it can be
seen from form ula ( 1 ) th a t the a rea o f this figure does n o t increase
indefinitely in this process b u t m erely tends to the lim it 2. W e
n a tu ra lly take this lim it as the a rea of the whole region above the
in terv al (0, 1) of the 0 A-axis a n d below the curve y = 11's/x. T his
geom etrical illustration again gives us an exam ple of a figure w hich
has a finite a re a although it extends to infinity. A com parison o f
fig. 67 a n d fig. 6 6 readily shows the close resem blance o f the two
pictures.

F rom a purely analytical point o f view we have here a case in

w hich we are unable to determ ine the above area by m eans o f the
integral

| fix ) dx,
0

since the in teg ran d is u n b o u n d ed in the interval (0 , 1 ); but we

assum e th a t this area is equal to the lim it
506 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

’!a.’ 1

lim f /(* ) dx; C)

e-> 0 J

ifor arb itrarily small s > 0 , the integral

1

j"f ( x ) ' d x
has a definite m eaning, since the function f i x ) is continuous in the
interval of integration.
T h e lim it (2) is called the (generalised) integral of an u n b o u n ­
ded function f { x ) from 0 to 1 (or in the interval (0 , 1 )) an d simply
d enoted by
1

| f { x ) dx ;
0

w e can therefore w rite

1 1
f dx f dx „
J v ^ T o J v; = 2‘

Let us now consider the general definition. L et the function

f { x ) be defined in the interval ia,b) an d be integrable for a rb itrarily
sm all s > 0 , (an d therefore bounded) in the ia + e, b) b u t n o t
bounded in the whole interval (a, b). I f the following lim it exists in
this case :
b
lim I* f { x ) dx, (3)
£ —» 0 J
fl-)-£

th e n we simply call this lim it the (generalised) integral o f the unbounded

function f i x ) in the interv al {a, b) an d denote it by
b
| / ix) dx ; (4)
a
th e integral (4) is, in this case, said to be c o n v e rg e n t; if, how ever, no
lim it exists, then the integral (4) is said to be divergent an d has no
n u m erical value.
 G E N E R A L IS E D IN T E G R A L S 507

W e can thus see th a t this w ider concept of an integral is used

in cases w hen the in teg ran d is only u n b o u n d ed in the im m ediate
neighbourhood o f a point in the interval o f integration and bounded
an d integrable a t all o th er points in this interval. In o u r exam ple,
as well as in th e general case, one such “ singularity 55 is the left end a
of th e interv al of integration. I t is, however, self-evident th a t this
definition holds for every position of the “ singularity 55 in the interval
o f in teg ratio n . T hus if the function f i x ) is integrable for every
~s > 0 in the interval (a, b — e) b u t not bounded in the whole interval
(<2 , b) an d if the integral

b— e

J /(*) dx
a

tends to a lim it for z —>• 0 , then, according to the definition, we

assume th a t ' *

b b— s
f f { x ) dx = lim f f { x ) dx;
J e—>0 J
a a

here the right end b of the interval o f integration is a singularity.

Finally if an a rb itra ry interior point c is the singularity in the interval
(a, b), i.e. if the function f i x ) is integrable in each of the intervals
[a, c — s j a n d [c + z2> b) for a rb itrarily small z1 > 0 an d s 2 >
then we sim ply assume th a t
b c b
| /(*) dx = | f i x ) dx -f J f { x ) dx,
a a c

w here both integrals on the right-hand side are generalised integrals

w ith a singularity c a t one end o f the interval o f integration an d we
can therefore regard them as defined. It is self-evident th a t in o rder
th a t the integral
b

| f i x ) dx
a

should be convergent it is here necessary an d sufficient th a t bo th the

lim its
508 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS •

a a

and
b b

should exist.

W e have already draw n a tte n tio n to the fact th a t if the inte- -

grand is positive, the geom etrical illustration of the integration of an
unbounded function resembles the corresponding illustration for
integrals w ith infinite lim its as considered in § 107. It can be readily
shown th a t these two problem s are closely related to one an o th er
analytically. L et us assume, for exam ple, th a t the function f (.v) is
unbounded in the neighbourhood of the left end a of th e interval o f
integration so th a t
b b
J / M dx — lim
e-> 0 J
I f (x) dx (5 )

a a+ s

T he transform ation of the variable x = a -f- — gives

a + £
b—a b— a

w here it is assum ed th a t

T h e relation (5) therefore gives us :

£ CD

b—a b —a
G E N E R A L IS E D IN T E G R A L S 509

so th a t the integral of an unbounded function can be transform ed

into an integral w ith an infinite lim it simply by transform ing the
v ariable of integration. As a result of this connection between the
two new concepts o f integrals the properties of integrals of the first
type considered in § 107 correspond to analogous properties o f integ­
rals of unbounded functions. H ence all fu n d am en tal concepts in
the theory of integrals o f unbounded functions can be constructed on
lines parallel to the fundam ental concepts in the th eo ry o f integrals
w ith infinite limits as considered in § 107. T h e proofs of all p ropo­
sitions can be carried ou t equally by either one o f two m ethods :
they can be constructed in full analogy w ith the argum ents used in
§ 107 (which, in their tu rn , w ere m ostly carried out by analogy to
the theory of infinite series) or we can use the above m ethod of
transform ation of the variable of integ ratio n an d thus convert the
proposition to be proved into the corresponding theorem on integrals
w ith infinite limits an d then refer to the a p p ro p riate theorem .
H ere the following propositions hold, w hich are analogous to
the corresponding theorem s considered in § 107 (we assume in all
cases th a t the integrands are bounded and integrable in the interval
(a s, b) for a rb itrarily sm all s > 0 b u t in general not bounded in
the whole interval (a, b).
Theorem T . In order that the integral (4) should converge it is neces­
sary and sufficient that fo r arbitrarily small s > 0 the following inequality
should hold fo r all sufficiently small 5 j > 0 and S 3 > 0 :

<
(i + S i
Theorem 2' (Principle of com parison). I f we have 0 ^ f ( x ) ^ c y ( x )
fo r a < x < where c is a constant positive number, then convergence o f
b ,

the integral
b
j* 9 (*’) dx
a

Implies convergence o f the integral

b
f / MA, (4)
a
 510 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

and the following inequality holds:

b b

a a

T he integral (4) is said to be absolutely convergent provided the -

following integral is convergent :
b
J | / (*) | rf*; ( 0 -'
' a

according to theorem V convergence of the integral (6 ) implies con—

vergence of the integral (4).

Since the integral

b
J (* - a ) - dx,
a

is convergent for a < 1 and divergent for a ^ 1 3 as can be easily

shown, the following simple test for convergence can be deduced
from theorem 2'.

Theorem 3'. I f a < 1 and fo r every x > a sufficiently close to a the

following inequality holds: \ f { x ) | ^ (x — a)~a, then the integral (4) is
absolutely convergent; but, i f a. ^ 1 and fo r every x > a sufficiently close to as
we have f (#) ^ (x — a)-a , then the integral (4) is divergent.

T he more sensitive test stated by theorem 4 § 107 w hich en ­

ables us sometimes to determ ine the non-absolute (conditional) con­
vergence of integrals also corresponds to an analogous test for con­
vergence of integrals of unbounded functions w hich is expressed by
th e following proposition.

Theorem 4'. I f a >» 0 , the function 9 (%) is continuous fo r x > a:

and there exists a positive number C such that we have fo r arbitrarily smalt
e > 0
b
9 (x) dx <c,
a+ e
G E N E R A L IS E D IN T E G R A L S 5113

then the integral

J* ( a — a) a 9 ( a) dx

zs convergent.

Proof. L et us assume th a t
b
J o{x) dx = <I> (u) (a < u < b),
a
so th a t ! O {u) | < C (a < u < b). In teg ratin g by parts we obtain : .
b
J (a- — a)a o (a) dx =
cl + S

Ib J-'
= [ — (a — a) a (a) ] I Ta (x — a ) a-1 <I> (a) dx =
I a -f e J
a -f- s

£a [a -f- s) - f a
a
J (a — a)
£
a_1 <t> ( a) dx.

since (&) = 0. W hen £ —►0, the first term on the rig h t-h an d side
tends to zero since a > 0 an d 1 $ (<z+ s) | < C. T he absolute value
of the in teg ran d of the second term is less th a n C / (a —a) 1-a, .where
1 — a < 1. I t therefore follows from theorem 3' th a t the second
term on the rig h t-h an d side tends to the following integral as its lim it
for £ —> 0 :

a a_1 O (a ) dx.
a
H ence, if £ 0, the left-hand side o f the last eq u atio n also has the -
sam e lim it an d theorem 4' is proved.
Exam ple 1. Let us consider the integral
1
512 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

F or every constant A >> 0 the pro d u ct x ^ In a; tends to zero for

.x —>- 0, as can be seen directly by applying L ’ H o p ita l’s rule, if we
represent this pro d u ct in the form of the ratio In x[x~ \ A ssuming,
in p articu lar, th a t A = 1 / 4 , we have for a sufficiently small x > 0
_ _1_
| In x | < x 49

»and consequently

V X

an d this, according to theorem 3', implies absolute convergence o f

the integral I.
Exam ple 2. L et us consider the integral
1

w here <x is an a rb itra ry positive num b er. W hen a is sm all, the

q u an tity 1 / x 2-a increases very rapidly as x —►0 ; a n d since cos l/x
vibrates an infinite nu m b er of times betw een -4- 1 an d — 1 in this
process, therefore, the in teg ran d is strictly u n b o u n d ed in th e n eig h ­
b o u rh o o d of the point * = 0 ; the g rap h of this function is represen­
ted in fig. 6 8 .
G E N E R A L IS E D IN T E G R A L S 513

T h e replacem ent of the variable „v — 1 / y gives:

1 £
f l dx\ r , . 1 i _
I cos “ = I cos y dy : — ; sm — — sin 1 | < 2.
e 1

T herefore the function

9 M = X cos ~X
“ 2

satisfies the requirem ents of theorem 4' in the interval (0, 1). A pply­
ing this theorem (a — 0 ) we find th a t the integral
1 1

*“ 9 M dx = | cos ^ ! ^ h = 1
0 0

is convergent for every a > 0 .

For further exercises cf. Problem Book by B. P. D em idovich,
Section IV , Nos. 102, 104, 110.
 CHAPTER X X V I

IN TEG R A LS O F PA R A M E TR IC F U N C T IO N S

§ 109. Integrals with finite limits

T h e study of qu an titativ e relations existing in the w orld around

us leads to the discovery of m any new kinds of functional depen­
dencies. I t is one of the m ain objects o f m ath em atical analysis to
investigate m ore an d m ore classes of functions- H ow ever, a m ere
m ention of the types of functions in existence w ould, o f course, be quite
insufficient ; we m ust define such families an d develop m ethods for
their study, for otherwise the newly discovered functions w ould be
quite useless : functions and properties of functions w hich we cannot
study are useless to us. T h erefore, for the study o f new unknow n
functional dependencies science always tries to provide an instrum ent
which enables us to deal w ith these functions system atically an d
develop their m ain properties gradually.
O u r studies so far are rich in exam ples illustrating these points.
T h e sum of an infinite series of functions whose term s a re composed
o f well-known functions (for exam ple, pow er and trigonom etrical) is,
generally speaking, a new function whose properties we h ard ly k n o w ;
b u t the series w hich defines it usually appears to be a strong a n d
convenient tool for the study of its m ain outlines (for exam ple, for its
evaluation and definition of the results o f operations perform ed on it).
W e are already fam iliar w ith the useful properties o f infinite series
and the close connection existing betw een the properties o f th e series
an d functions. In te g ra l calculus provides an even m ore instructive
exam ple. W e know th a t a whole fam ily o f prim itives exists for every
continuous function an d even for sim ple (elem entary) functions these
prim itives are usually new functions ab o u t w hich we know n o th in g
except th a t they are d ifferentiable an d th eir derivatives are eq u al to

514
IN T E G R A L S O F P A R A M E T R IC F U N C T IO N S 515

know n functions. I t is therefore self-evident th a t finding the prim i­

tives is a useful source for the definition o f new fu n ctio n s; however,
this definition is by itself alm ost useless, for although we know about
a n “ integral lo g arith m ” th a t its derivative is equal to 1 / In#, this
tells us nothing ab o u t the properties of this function and we also have
no m ethod for evaluation o f the integral logarithm . Flow do we
overcom e this obstacle ? W e m ake a superior apparatus (integral)
w hich enables us to find prim itives of the given functions; we give, as
it were, constructive definition to prim itives, i.e. we define the functions
by m eans o f an instrum ent w hich proves to be very convenient for
studying the properties of functions (and which, in principle, enables
us to evaluate these functions w ith any desired degree of a c c u ra c y );
an d historically too, integral calculus only becam e a convenient
m ethod for studying new classes of functional dependencies after this
a p p a ra tu s was created-

In this c h ap te r we shall learn a new m ethod for defining and

studying functions; historically it is one of the m ost productive
m ethods, for it enables us to study in detail m any functional d epen­
dencies w hich are of the greatest im portance in theory an d m any
diverse applications.
L e t the functionf { x , u) continuous in the rectangle R(a < x < b,
a ^ u ^ p) be a function of two independent variables. L et us
choose a n d fix definite value of the variable u in the interval (a, p) ;
J ( x } u) thus becomes a continuous function of one variable x in the
interval (a, b); the integral
b
| / ( # , u) dx
a

o f this function depends in general on the chosen value of the variable

u ; it has a definite value for every choice o f u an d usually changes
w hen u c h an g es; it is therefore a function o f u defined in the interval
(a, p) ; let us denote it by 9 (m) so th a t

b
9 (u) = J f ( x , u)dx (a < u < P). (1)
a

T he variable u on w hich the integ ran d depends b u t w hich is

assum ed to be constant during integration (having been given a
516 A C O U R S E O F M A T H E M A T IC A L A N A L Y S IS

definite fixed value) is usually called a parameter; the value of the

integral depends on the chosen value of the p a ra m e te r; the in teg ran d
can, in some cases, evidently depend on a whole series of param eters.
u lt u 2 , W/f ; in th a t case the integral
b
? («1 . W2> .. > Hfc) = J / ( ' V’ wl* « 2 . u k)dx ('2 '))
a
is a function of the whole set of these param eters,
Example. W e have learnt in § 6 6 th a t
euX (v sin vx + u cos vx)
eux cos vx dx = + C;
1 u2 + v, 2
we can therefore obtain
1
ey (v sin v - u cos v) u
j* eyX cos vxdx = y
ir +t v~o
0

the integral on the left-hnad side of this equation is a function of two-

param eters u and v ; the right-hand side gives us an elem en ta ry
expression for this function.
In the above exam ple the integral depending on th e p a ra m e ­
ters u a n d v is an elem entary function of these param eters. H ow ever,,
in most cases an integral of the type ( 2 ), even w hen f (x, u.u u2 ... , uk)
is an elem entary function of its constituent variables, is a non-elementary-
function, for whose study we have no o th er m eans except the integral.
(2) itself. /H ence we m ust study the properties of the function 9 only
w ith the help o f (2 ); even this function can only be ev alu ated by
m eans of the integral itself. I t is therefore obvious th a t the p ro p e r­
ties of these integrals and the rules for an aly tical operations w ith,
them require careful study, to w hich the rest o f this c h a p te r is.
devoted.

For the sake of sim plicity we shall only consider integrals o f

the type ( 1 ) w hich depend on one p a ra m ete r only, alth o u g h o u r
argum ents and results can be extended w ithout difficulties to include
the g en eral case of integrals of the type (2 ).

Theorem 1. I f the function J {x, u) is continuous in the rectangle

R {a ^ x b, a ^ u < $)f hen the function 9 (w), defined by the integral
( 1 ), is continuous in the interval (a, (3).
 IN T E G R A L S O F P A R A M E T R IC F U N C T IO N S 517
Proof. If the p o int u an d u -j- A u lie in the interval (a. P) ;
th e n

? (u + Au) — ? («) = | [ / ( * , u + Au) — f ( x , «)] dx,

a n d therefore
U
| ? (u + A u ) — ? (m) | < | | f ( x , u -f A it) - f { x , u) ( dx (3)

B ut it follows from theorem 3 § 88 th a t the function f (x}u) is uniform ­

ly continuous in the rectangle R ; therefore there exists a 5 > 0 for
a rb itra rily sm all z > 0 for all points (xl5 Mj), (a2> u2) of this rectangle
"which are at a distance less th a n 8
|/( * 2. M
2) ~ f ( x u m
a) I < s.
Since the distance o f the points (x9 u) and (x, u -j- au) is equal to
[ Au \ , therefore, we have for | A u | < 5
| / (.v, u 4- Au) — f (x, u) | < c3
w h atev er the points (a:, u , x, u + A u) of the rectangle R. T h u s for
| A u | < 5 on account of (3) we have
| 9 (u H- Au) — ? (u) | < z (b — a) (a. ^ w, u -f- Au ^ p) ;

Since £ > 0 can be chosen as small as we please, we have therefore

th eorem 1 is proved.
H aving thus established continuity of the integral (1) w ith res­
pect to the p a ra m e te r u we can now in teg rate the function ? (w) in
th e interval (a, 6 ) (or in any sub interval). T h e integral
0 0 b
J ? (u) du =
u) dx | du ^
a a a
alw ays has a definite m eaning (provided the function f (x , u) is conti­
nuous in the region R). W e know th at for series of functions (§ 75)
££term -b y -term 5’ integration is of g reat im p o rtan ce, i e. we can inte­
g ra te u n d er the sum m ation s ig n ; sim ilarly for functions of the type
( 1 ) it is m ost im p o rtan t to integrate w ith respect to u under the sign of
integral with respect to x ; the question therefore arises, w hether the
in teg ral (4) w ill coincide w ith the integral
b 0

1 1 | f (x, u) du j dx,
a a
518 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

w hich differs from it only by the order in w hich the integrations a re

perform ed. L et us note th a t term -by-term integrability o f the series
o f functions

Ulc 0 )
k= 1
in the interval (a, b) depends on w hether the equation
b o 0 00 b

J | ^ (*) |
a k= 1
dx = 2 [j M | »
A—1 a
llk dx

holds, i.e. the interchange o f the order of sum m ation w ith respect to It
and integration w ith respect to x. Sim ilarly the ability to in te g ra te
the function o (u) w ith respect to u under the integral w ith respect to
x is equivalent to the independence of the result o f successsive in te­
gration of the function f {x, u) w ith respect to ,v an d u from the o rd e r
in w hich these operations are carried out. We will now show th a t
this problem can always be solved positively for continuous functions.
Theorem 2. I f the function f (x, u) is continuous in the rectangle R T
then
P P A 6 P

| 9 iii) J / ( . r , ll) dx | du =j | {f (*, u\ du j dx.

a a a a a

Proof. L et a ^ a < b' ^ b, a ^ a' < (3' <J!(3 an d let m a n d

M denote respectively the lower and u p p er bounds of the function
f (x, u) in the rectangle {a ^ x ^ b', a! u (3'). W e therefore
have for cl ^ u ^ 3'
b'
m {b’ — a ) ^ j* f {x, u) dx ^ M {b' — a'~)
a'

an d integrating from cl to (3'

P' b'

m (b' — a') 1(3' — a') j* j J f (x, u) dx j du ^

< M {b‘ - a ) ((3 ' - a '). (5)

IN T E G R A L S O F P A R A M E T R IC F U N C T IO N S 519

Sim ilarly we find th a t we also have

b' 3'

m (b' — a ) (p' — a') ^ j* j*j f (a, u) du j dx ^

< M (b' - a ) (p' - a'). 6

( )

L et us now divide the interval (a, b) into n subintervals by

m eans of the following points of division ;

a = a0 < x\ < a2 < ... < xn = b3

a n d the interval (a, (3) into m subintervals by m eans of the following
points of divison :
a = M0 < H 1 < K 2 < ••• < um = p.

L et us denote by A i k — (a* — X i - i ) ( u f ; — u k - i) the area of the rect­

angle %i—\ ^ a Xi, uk- x ^ u ^ n k an d by niik and M ik respectively
the up p er a n d lower bounds of the function f(x> u) in this rectangle.
A pplying the inequalities (5) and (6 ) to this rectangle we obtain'
lib X£

m k A ik ^ | | J / ( * ’ u) d x | du < M ik A ik, (7)

uk - l x i - 1

Ai Uj:
?n;k A ik | j* f (a, u) j dx < M ik A ac ( 8)

x i - 1 ltk - 1

(1 < i < n, 1 < k < m)

We now note th a t
3 b m uk n Xj

r= J | j
1= I 1 I f/(
( xa,, uu)
) ddx
x |£ du= ^J| 2 J f{x,u)dx^du=
a a k = 1 uk - \ ' l ~ 1 a 4- - i
n m uk Xi

=SS J|j
i=\ k= 1 uk _ x x^-f
f^ ^ d x ^ d u ,

an d sim ilarly
b n m xi uk

7'= | | j f ( x, u) du] ^dx=Yi S J| j f ( x>u) d u \^dx.

* = 1 * = 1 * i - l ttfc_l
520 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

A pplying the inequalties (7) an d (8 ) respectively to all term s o f the

double sums of these equations we o b ta in :
n m n in

^ ^ m ih A i]- ^ 1 ^ ^ M l k A ijc,

z= 1 k—1 i= 1k—1
n m n in
J < /' < £
2=1 k ~ \ 2= 1 k = 1

H ence the integrals I an d / ' whose equality we m ust prove are

b o th confined betw een these two lim its; the absolute value of the
difference I —I ' therefore cannot exceed the distance betw een these
two limits, i.e.
n in

I1 ~ ^ I ^ £ 2 ^M ik “ mik) Aik‘
i= \ k = l
If the above divisons of the intervals (a, b) an d (a, [3) are suffi­
ciently fine (and there is no reason w hy we should n o t m ake th em
as fine as possible), then uniform continuity of the fu n c tio n /(x , u) in
the rectangle R implies th at all the differences A lik — rn^ (1 ^ i ^ n,
1 ^ k ^ in) will be less th an an a rb itra ry preassigned positive n u m ­
ber e. Therefore
n m

i7 “ 7 , , ^ £ 2 2 ^ = s (b ~ — a )*
/= ] k—1

Since s > 0 is as small as we please and the left-hand side is indepen

d en t of s, therefore 1 = 1 ' and theorem 2 is proved.
W e shall now consider differentiability of the function 9 (u)
given by the integral (1). J u st as in term -by-term differentiation of
infinite series we are here concerned w ith differentiability o f the
function 9 (u) in the interval (a, p) and possibility o f expressing its
derivative in the form

J d fix, u)
du
-dx,

or, as it is usually said, w ith “ differentiation u nder the sign o f the

integral” . I f differentiability of the term s of the series was a neces-
 IN T E G R A L S O F P A R A M E T R IC F U N C T IO N S 521

sary condition, so now we m ust also assume existence and continuity

(or a t least integrability w ith respect to .v) of the the p artial derivative
- d f I 3 u in the rectangle R . H ow ever, this assum ption is also sufficient
as can be seen from the following theorem .

Theorem 3. I f the function f ( x ) u) and its partial derivative

df (x, u) ( fi n are continuous in the rectangle R, then the function <p {u), given
by the interval ( 1 ), is differentiable in the interval (a, J3) and
b
<d ’ ( u ) = f ( o c H < P). (9)
J CU
a
Proof. L et us assume th at
b
f dx = °(u) (« < u C p).
J ou
a
It follows from theorem 2 th a t for a v ^ 3

f 2 i«)du=\ j
a a a
b

= | { /(* , v) — f ( x , a )} dx = o(v) — ?(a).

a

T h e left-hand side of this inequality w hich is an integral of a conti­

nuous function is integrable w ith respect to the upper lim it v and
its derivative is equal to "(y) (theorem 1 § 50); therefore 9 ' (v) exists
an d is equal to g (v) for every v(y. ^ v ^ J3). T heorem 3 is thus
proved.
W e have assum ed in all th a t is said above th a t the limits a
an d b of the integral (1) are constant. H ow ever, it often happens
in practice th a t we integrate w ithin different limits for different
values of the p aram eter u so th a t a an d b becom e functions o f the
p a ra m ete r u : a = a (m), b — b (it). Evidently such an integral
b (a)
(u) = j* f (#, u) dx, (10)
a (a)

like the integral ( 1 ), is a function of the p aram eter u.

522 A C O U R S E O F M A T H E M A T IC A L ANALYST

W e shall now consider some properties o f this m ore general

dependency of the integral on the p aram eter. W e shall always
assume in such cases th a t the function f ( x , u) is continuous in th e
rectangle R and the functions a (u) an d b(u) are continuous in the
interval (a, (3) w here

a ^ a (u) ^ b, a ^ b (u) ^ b (a ^ u ^ (3).

I t can be shown th a t the function <]> (u) is continuous in the interval
(a, (3). In fact, if u an d u + A u lie in this interval, then
b (u + A ti) b (u)
41 (« + A«) — | («) = } /<•'•. “ + A «) * - J /(.V ,«)
a (u -}- Am) a (a)

Since '
b (u -f A u)
J / (a, u + A u) dx =
a (u + A u)
a (m) b (u)

= J / (.v, « f A u) dx 4- j* / (a, u 4- A n) dx 4-
a (u -,L A u) a (u)

b (u -f A u)
4 - 1 / (a, u 4- A m) dx.
b (k)

therefore
a (u)

^ (m 4 Am) - w (?0 = j* / (a, u + Am) dx --

a (u -{- A u)

b (u 4- A u) b (u)
4- | / (a, u 4- A«) dx 4- | [ / (a, m -f A u) —/ (a, m) ] dx. (11) •
b ( u) a(u)

W hen A m —> 0, the limits of the last integral on the rig h t-h an d
side rem ain c o n sta n t; the argum ent used for deducing theorem 1
therefore shows th a t it tends to zero. T h e absolute values o f the
first two integrals are evidently less th a n

M | a (u 4- Am) — a (m) j, M |b (it + Am) — b (u) |

INTEGRALS OF PARAMETRIC FUNCTIONS 523

(where M is the u p p e r bound of the function ) f ( x , y) | in the rect­

angle R) and it therefore follows from the assum ed continuity th a t
the functions a (u) and b (u) also tend to zero as -> 0 .
H ence

V (u + A m) — ^ ( m) —> 0 ( A n —>■ 0) (a ^ u ^ (3),

an d thus the function 6 (u) is continuous in the interval (a, (3) ; th e

following generalisation of theorem I therefore holds :

Theorem 4. I f the function f (x, a) is continuous in the rectangle R

and the functions a (u ) and b (u) are continuous in the interval ( a , (3), where

a ^ a (u) b, a ^ b (u) b (a ^ u ^ (3),

then the function 6 (w), given by the integral ( 1 0 ), is continuous in the

interval (a, (3).

W e will now assum e th a t the functions a (u) and b (u) are n o t

only continuous b u t also differentiable in the interval (a, [3) and
the f u n c tio n / („v, u) has a continuous p artial derivative 3 / / 3 m in the
rectangle R ; we will show th a t the function ( m) is in this case,
differentiable in the interval (a, b) and ^ '( u) can be expressed by a.
sim ple form ula w hich is the direct generalisation of form ula (9).

W e have :

b (u -f Aw) b (u)
t*
^ (u + AH) — (u) = | f ( x } u T A u) dx — J/ (x, u) dx =

a(u A u) a {n)

b (u) b (u)
= | j* / (x, u -j- Au) dx — J f ( x , u) dx | +
a (u) a (u)

b (u 4- A u) a {u + A u)
-f- J f ( x , u 4- A m) dx - J /(* , M+ A m) dx. ( 12),
b (u) a (u)

W e will consider u as constant and assum e th a t

524 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

A ccording to theorem 3 the function 9 (y) is differentiable in the

interval (a, (3 ) an d

b (a)

9 ' (B) = J H r -”- ^ <a < a < - 3);

a (a)

in p articu lar, when v = a,

b (a )

9 (« + A « ) — 9 (u) _
J, 3“
f jL f (*>i l > ^

a (a)
= ,^ = j;

b (a) b (a)
( u )

= lim
A a-)0
— I f f ( X) a + Am)
J
a (a)
d x

J, J'
— [ / (.v, m)
a (a)
d x i.
)
(13)

T his shows th a t the first term on the rig h t-h an d side o f the equations
( 1 2 ) if divided by tends to the following integral as its lim it for
A u —> 0 :

b (a)
d x _

J du
a (a)

L et us now consider the second term . A ccording to the m ean-value

theorem

b (a + A u )

| /(* > « + Aw) d x = / ( £ , u + Am) [ b (u -f A u) — b (m)],

b (a)

w here \ is confined betw een b (a) and b (a -f am). T herefore

A (a + A a)

- / (*. « + i » i ^ / f e « + 4 u ) b {u + ~ .
Am J A m
b (a)

W hen Am 0 , the second factor on the rig h t-h an d side tends to

b (a). H ow ever, in the first factor u - f Am
r u, £ (a) an d it b

therefore follows from continuity of the function f (x, u) th a t

IN T E G R A L S O F P A R A M E T R IC F U N C T IO N S 525'

T herefore
b (u + A it)
lim —— [ f (*, u + Aw) dx = f [ b (u), u\ b'(u), (14)
A «-»0A “ J
0 (w)

W e have similarly
a (u + A u)

lim f /(-v , « + Aw) = / [ f l (w), z<] a \n ) . (15)

A b->0 am J
fl («)

Finally taking into consideration the results (13), (14), (15) we

obtain from the equation ( 1 2 ) :

jim ^ (« + Aw) — (zz) _

A«->0

b (u)
-- [ dx + f l b (a ), a] A'(a) - / [ a ( a ) , a ] a '( a ) .
J 0 w
« («)
W e have thus proved differentiability o f the function ip (u) at
the p oint u a n d found an expression for the derivative <p ' (w). T h e
result can be expressed by the following proposition.

Theorem 5. I f the function f ( x 3 u) is continuous in the rectangle R

and i f it has a continuous partial derivative with respect to u and the functions
a{u) and b{u) are differentiable in the interval (a, (3) a?id

a < a (it) < b, a < b (u) < b (a < it < (3),

then the function ’b(u) 3 given by the integral ( 1 0 ), is differentiable in the

interval (a, [3) and
b(u)
U(u) = f
J ow
dx + f [ b U ‘)> »] b'( u) — f i a W, “] o ' ( u ) . (16)
- «(«)
In p a rtic u la r, if a(u) an d b(u) are constant in the interval (a, (3),
we have d (u) — b'(u) = 0 an d form ula (16) becomes form ula (9) o f
theorem 3.

F or exercises, c f Problem Book by B.P. D em idovich, S e c tio n .

V I I , Nos. 17, 18, 23.
 526 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

§ 110. Integrals with infinite limits

In the last p a ra g rap h we have considered integrals w ith finite

lim its w hich depended on p aram eters and shown the analogy
betw een problem s and argum ents in this field and corresponding
problem s in the theory of infinite series. H ow ever, this analogy only
becomes fully a p p a re n t by studying integrals w ith infinite limits
w hich depend on param eters, i.e. by studying integrals o f the type
CD

| /(.v , u) dx ( 1)
a
(as in chapter 25, we shall restrict ourselves to the consideration o f
integrals w ith infinite upper lim its; it is needless to say th a t all p ro ­
perties of these integrals can be sym m etrically extended to integrals
w ith infinite lower limits an d , subsequently, to integrals w ith both
lim its infinite). As we shall see, the theory o f these integrals serves
as the basis for the deduction of m any im p o rtan t classical analytical
form ulae w hich we shall study in this p arag rap h .
Let us assume th a t the integral (1) is convergent for all values
o f the p aram eter u in the interval tx ^ m ^ (3. I t is therefore a func­
tion of the p a ra m ete r u defined in the interval (a, (3) :
CD

| / ( * , «) dx = 9 (z<). (2 )
a
W e know from the theory of series of functions (chapter 19)
th a t the concept to uniform convergence is o f fu n d am en tal im portance
for these series; for integrals o f the type ( 1 ) the analogous concept is
equally im p o rtan t. I f the integral (1) is convergent a t any arb itrary
point u in the interval (a, [3), then for every e > 0 an d for every
point u in (a, (3) a nu m b er A 0 can be found (w hich depends on £ and
u) such th a t for every A ^ A 0

J
CO

f { x , it) dx | < s. (3 )
A

For a given £ the num ber A 0 will, in general, be different for different
values of u. I f fo r every e > 0 there exists an A 0 such that fo r A > A 0 the
inequality (3) holds for every a(a < u < (3 ), we say that the integral (1) is
.uniformly convergent in (a, p).
IN T E G R A L S O F P A R A M E T R IC F U N C T IO N S 527

Exam ple. L et us consider the integral

1<
(a)« >= - }| <r“ dx.
0

w here a ^ 0. W e have seen a t the end o f § 6 6 th a t

nr • , , (a sin bx — 6 cos b>c) , _

ea ism b x d x = ------------- 5-— r„ - C
J az + b2 ' 3
w here a an d b are a rb itra ry constants. In p articular,

e-'xx sin x dx — —• e (a sin a: + cos ,v)

J 1 - f a2
+ C =<D a (.v) + C,

w here the function O a (x) evidently rem ains bounded for x > 0
a > 0:
| <Da (*) I < R (* > 0, a > 0 ),

w here B is a constant. In te g ra tin g by parts we therefore obtain for

a > 0 : *>

j r M - -1—*- dx =
x X Ja J X“ |

CO

Since the rig h t-h an d side is independent o f a an d tends to zero as

a —>■ oo, therefore the integral /( a ) is uniform ly convergent w ith
respect to the p a ra m ete r a in the sem i-straight line a ^ 0 .

For this class o f integrals the concept of uniform convergence is

ju st as im p o rtan t as for series o f functions. W e shall soon confirm
this by a series of propositions each o f w hich corresponds to an
analogous theorem in c h ap te r 19.

*) F o r m u la e for in te g r a tio n b y p arts ca n b e a p p lie d to in teg ra ls w ith in fin ite

lim its o n ly w h e n b o th c o n stitu e n t in te g r a ls a re c o n v e r g e n t (in su c h ca ses th e term
free o f in teg ra ls m u st ten d to a d e fin ite lim it w h e n th e in d e p e n d e n t v a r ia b le
in creases in d e fin ite ly ). T h is c a n b e sh o w n d ir e c tly b y w r itin g th e fo rm u la for a
fin ite in terv a l o f in te g r a tio n {a, b) a n d a ssu m in g su b se q u e n tly th a t b in creases
in d e fin itely .
528 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

W e shall at first consider a sim ple an d convenient test for

convergence which is analogous to theorem 2 § 73 :
T est for uniform convergence. I f a continuous function F { x )
exists such that \ f (x, u) j ^ F(x) fo r all sufficiently large values o f u in the-
interval (a, (3) and i f the integral

J F(.v) dx
a

is convergent, then the integral ( 2 ) is uniformly convergent in the interval'

(«, p).
T he proof is analogous to th a t of theorem 2 § 73 an d based om
the inequalities
B B B

11 f ( x , U) dx j |/(.Y, u) I dx < | F{x) dx,

A ' A A

w hich hold for a sufficiently large A an d B > A,

In the same way as uniform convergence of a series of conti­

nuous functions guarantees continuity o f its sum (theorem 1 § 74), so
uniform convergence of the integral (2 ) (when the function f (x, u) is
continuous) implies continuity of the function of the p aram eter u
w hich it expresses.

Theorem 1. I f the function f (x, u) is continuous fo r a ^ x , ol u (3,.

and the integral ( 2 ) is uniformly convergent in the interval (a, (3), then the
function cp(z/) is continuous in that interval.

T h e proof is analogous to th a t of theorem 1 § 74. L et e > ffi

be as small as we p le ase ; let us close A 0 so large th a t A 0 > a an d
oo

j
: f i x , u) dx < y (a < u < {*). (4 >

Since, according to theorem 1 § 109, the integral

IN T E G R A L S O F P A R A M E T R IC F U N C T IO N S 529

is a continuous function of u in the interval (a, (3) therefore for a

sufficiently sm all | A u ]

do -L
j J /(* , « + Am) dx — | /(.v } u) d x ' < d l , (5)
a a

But

do d0
?(« 4- Am) — ?(m) = | | / ( * , m -f — | f ( x , u) dx j +

4- J / ( * , u 4 - Au ) dx — J f ( x , u) d x ,
do d0

it therefore follows from (4) and (5) th a t w hen | A u ] is sufficiently

sm all
Af ^0

1<?(m4- A m) —®(m) 1 < | /(.v, u 4 ~A u)dx— f i x , u)dx I 4-

*a
UJ

J
+ [ /(-v w4-A«)^ | 4- j J f { x y u)dx 1 <-3-4-+-

T h eo rem 1 is thus proved.

U niform convergence of the integral (2) w hich is a sufficient

condition for continuity of the function o (m) is not, however, the
necessary condition for this purpose ; the position is ju st as with series.
T h e re is one im p o rtan t p a rtic u la r case, however, w hen it is also the
necessary c o n d itio n ; we have the following proposition w hich is a n a ­
logous to theorem 2 § 74.
Theorem 2. I f f i x . u) is continuous and has a constant sign in the
region x ^ a, oc ^ u ^ [3, then continuity o f the function 9 (u) in the interval
(a, [3) implies uniform convergence o f the integral (2).
Proof. L et us assume, say, th a t f ( x , u) f 0 ( x ^ a, a x f [3).
L et u 0 be an a rb itra ry p o in t in the interval (a, (3). Since the integral
(2 ) is convergent a t the p o int u 0, therefore for arb itra rily small s > 0
a n u m b e r A 0 exists such th a t
 530 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

J / ( * , u 0)dx < s; (6 )

w here the num ber A 0 depends on the chosen point i/0; b u t since,
according to our assum ptions, the function 9 (u) is continuous in the
interval (a, (3) and it also follows from theorem 1 § 109 th a t the func-

tion ^ f ( x , u ) d x is continuous in th a t sam e interval, therefore the

a

function
00 A0
|/( 'V , u)dx = ? ( “) — « )*
A0 a
is also continuous in (a, p ); hence the inequality ( 6 ) w hich is satisfied
a t the point u 0 m ust also be satisfied in a neighbourhood of th a t point.
T herefore every point in the interval (a, P) also lies in an interval
all points of which satisfy the inequality (6 ). T h e set o f all su b in ter­
vals constructed for all the points u 0 in th e intervals (a, P) covers
entirely the interval (a, p). In accordance w ith the lem m a on finite
coverage a finite group § x, 5 n of subintervals of this system
exists w hich also covers the entire interval (a, P). Each subinterval
S { (1 ^ i ^ n) corresponds to a num ber A% so th a t
co
|/ ( . v , u) dx < £
At
for all the points u in the sub interval 6 t-. L et A be the greatest of
the num bers A l9 A 2, A n ; it then follows from the condition
/(.v, u) 0 (.v ^ a, a ^ u ^ p) t h a t :

CO

u)dx < £
A

for all the points u in any one of the subintervals 8 i an d , consequently,

also for all points u in the interval (a, P) since this interval is covered
by the system of subintervals S l9 § 2,..., 5„. A nd since e > 0 is
arb itrarily small therefore the integral
IN T E G R A L S O F P A R A M E T R IC F U N C T IO N S 531

J
a
f { x , U) dx

is uniform ly convergent in the interval (a, (i). T heorem 2 is thus

proved.
M oreover, ju st as for the term -by*term integration of uniformly
convergent series of functions the following proposition holds :
Theorem 3. Under the conditions stated in theorem 1 we have

a a cl

In o ther words, u n d er the given conditions an interchange of

integration w ith respect to a: and u is perm issible:
P CO CO p

III
a a
u^dx \ du = \ U
a a
^ X:du j
dx’

i.e. in the case of uniform convergence theorem 2 § 109 can be

extended to include the case b = T co.
Proof. L et the nu m b er A Q > a be so great th a t for A ^ A 0

j / ( 'V . u) dx < £ (a < u < P ). (7)

We h a v e :
P P A p CO

cp (u) du = 1 | 1 /(*> dx | du + m f i x , u)dx [ du

a cl a a A

B ut it follows from theorem 2 § 109

P A “ A p
J (,y, u) du | dx.
a a

and as a result of the evaluation (7) the above equation gives:

P A P
Ij 9 {u)du — W
a cl
/ [x. u) du | dx | < «(P - « )
 532 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

provided only A A 0 ; b u t this m eans th a t the integral

OO 3
I I I / ( * , u) du
a rt.

P
is convergent and equal to | 9 (u)du. T h eo rem 3 is thus proved.
a

In the above two integrations whose o rder can, in accordance

w ith theorem 3, be reversed, we have only one infinite lim it w hereas
the o th er lim it is finite. In practice the following m uch m ore com pli­
cated case is of g reater interest, i.e. w hen the limits of both integrals
are infinite. A typical exam ple of this type is held in the question,
un der w hich conditions we have
CD CD . OO CD

w f (.v, u) du j dx — W f { x , u) dx | du. (8 )
a or. a a

In this book we cannot consider this problem thoroughly. W e shall

restrict ourselves to the investigation of a p a rtic u la r case w hich will
be found useful later a n d whose conditions are suitable for deducing
tests w hich w ould m ake the transposition ( 8 ) possible; we shall assume
th a t the function f ( x , u) has a constant sign in the w hole region x a,
u f t a ; we shall assume, say, th a t it is non-negative. In th a t case
the following theorem h o ld s:

Theorem 4. I f the function f ( x , u) f 0 is continuous in the region

x f <2 , u f a and i f the functions
CO OO

9 («) = j' f d x , = | fdu (9 )

a a

are respectively continuous fo r u f a, and x a and oiit o f the integrals

CD CO

a a

at least one is convergent, then the other is also convergent and the two integrals
are equal to one another i.e. the equation ( 8 ) holds.

*) H e r e a n d in fu tu re w e sh a ll w r i t e / i n s t e a d c f / ( x , y) 10 sim p lify n o ta tio n .

INTEGRALS OF PARAMETRIC FUNCTIONS 533

Proof. L et us note th a t as a result o f theorem 2, the assumed

continuity o f the functions 9 (w) and ^ (*) implies uniform convergence
o f both the integrals (9)— the first is uniform ly convergent in the a rb i­
tra ry finite interval a ^ u ^ (3 an d the second in the arb itra ry interval
a ^ x ^ b. L et us assum e th a t the following integral is convergent

j* 9 (*) dx — I:

we m ust therefore prove th a t the integral

P
j* 9 (u) du
a
tends to I as [3 —> co, or, as a result of theorem 3

|J
(3 (3 CO TO [i

\?(u)du = \ f dx \ d u = \ | | f du | dx>
a a

so th a t
CO p

lim . m f d u \ ^ d x = I. ( 10)

L et z be an a rb itra ry positive num ber. T h e assum ed conver­

gence o f the integral
<JU

J* (x) dx

implies existence of a n u m b e r b > a so th a t

GO GO CO

J <]> (x) dx —
b b
J| \ f du
a
\ dX < £’
an d, therefore, as a result off ( x , u) > 0 we also have for every (3 > a
GO CO

IIP * 1
b p
dx < s; (id
534 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

L et us now choose the n u m b er (3 so large th a t

(a ^ x ^ b)

(we can do this, since the second of the integrals (9) is convergent in
the interval (a < * < b)). In this case
b CD

1 1\ f dU | d* < z' (1 2 )
a [3

A dding the inequalities (11) a n d (12) we h av e:

I I I f d u | dx < 2 s,

a P
or, w hich is the same
CO P

I w f j dx < 2 s,

a a

provided [3 is sufficiently large. Since s is a rb itra ry , this proves the

relation (10) an d therefore also theorem 4.
L et us finally consider differentiability of the function 9 (w),
given by the integral (2 ), under the sign of the integral, i.e. u n d er
w hat conditions is the function 9 (u) differentiable an d

9 ' (a) = dx (« < « < P). (13)

a

T h e following proposition holds here, w hich is analogous to the

corresponding theorem on term -by-term differentiation o f series o f
functions (theorem 3 § 75):
Theorem. 5. I f in the region x ^ a} a ^ u ^ (3 the fu n c tio n f (x, u)
is continuous and has a continuous partial derivative 3 f (*, u) / du and i f
the integral'
00

| 3f i x ^ u )
dx (14)
3u
a
INTEGRALS OF PARAMETRIC FUNCTIONS 535

is uniformly convergent in the interval (a, (3), then the function 9 (u), given by
the integral ( 2 ), is differentiable in that interval and the relation (13) holds.
L et us assume th a t for every n a tu ral nu m b er n > a
n
?« («) = JV
a
(*, «) dxy

so th a t we have for n —> 00 :

9n(M) 9 (“) (« < u < (3).
A ccording to theorem 3 § 109 the function 9 „ (u) is differentiable in
the interval (a, (3) and

uniform convergence of the integral (14) in the interval (a, 3) th ere­

fore shows th a t we have uniform ly in th at interval
CO

/ / \ f 3 f (^ % m) j . »
9 n (m) -*■ J g --- rfx (n - > 00 ) .
a

It follows from theorem 3 § 75 th at the derivative 9 ' (u) exists in the

interval (a, (3) and coincides w ith the integral (14), which was to be
shown.

Note. O u t of all generalised integrals which depend on p aram e­

ters we have only considered integrals with infinite limits. However,
all th a t we have proved above also holds an d is proved by exactly
the sam e m ethods for the second type o f generalised integrals, i.e. for
integrals of u nbounded fu n c tio n s; w ithin the scope of this book we
are not even able to state the corresponding theorem s; however,
there is h ard ly any need since the analogy is so close th a t every arg u ­
m ent can alm ost autom atically be extended from one case to the
other. T h e read er should find it very useful to define by him self all
concepts an d statem ents and give detailed proofs o f all theorem s for
integrals o f unbounded functions given in this p arag rap h .

§ 111. Examples

In §§ 109 an d 110 we have dealt w ith the theory of integrals

w hich depend on param eters and find m any applications in analysis.
536 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

In the next two paragraphs we shall consider several exam ples of

these applications. I t frequently happens th a t we are given an in te ­
gral which does not contain param eters b u t in o rd er to evaluate it is
usually simplest to consider this integral in conjunction w ith other
integrals w hich depend on param eters an d use the properties of the
latter to evaluate the form er. W e shall consider several exam ples of
this kind in this p arag rap h .
Example 1. E valuate

, f 1-
1 = I ------ ----- cos t dt. '
0

L et us consider the more general integral

CD

f l — p~ yj>
I (A) = I --— cos t dt,
0

where A is an arb itra ry non-negative n u m b er so th a t

we shall show th a t the integral / (A) is uniform ly convergent with

respect to A in the interval 0 ^ A ^ 1. T h e integration in any
finite interval (0 , a), for exam ple in the interval (0 , 1 ) causes no diffi­
culties since as a result of 0 ^ I — e~^1 ^ A t, the in teg ran d rem ains
uniform ly bounded for £ —»- 0 if 0 ^ A ^ 1.
W e m ust therefore prove that the integral

-\t
cos t dt
I
is uniform ly convergent w ith respect to A in the interval 0 ^ A <: 1.
But this follows directly from the fact th a t 1) the integral

f a ; - ' ,i,
l
is convergent (§ 107) and is independen t of A and 2) the integral

cos t
dt
l e t
INTEGRALS OF PARAMETRIC FUNCTIONS 537

is uniform ly convergent on the semi-axis A ^ 0 ; the la tte r is similarly

proved for the exam ple of the integral considered in § 1 1 0

f e - xt
o
H ence the integral I (A) is uniform ly convergent in the interval
0 < A < 1 and is therefore a continuous function of A in th at interval.
In p articu lar, w hen A —>- 0
/(A ) - > / ( 0 ) = 0,
we shall find this useful later.
L et us denote by f (t, A) the in teg ran d of the integral I (A).
Since

d f U , A)
e ^ cos t,
3A
therefore the integral

is uniform ly convergent in the interval A / 2, 2A) for every A > 0 ;

therefore I ' (A) exists for every A > 0 an d
CO

I' (A) = j e ~' t cos t dt (A > 0)

0

as a result of theorem 5 § 110. But we know th a t the function

cos t (§ 6 6 ) has a prim itive
(sin t — A cos t)
1 -r A^

w hich tends to zero as t —> oo. T herefore for every A > 0

T, _ e ~ ^ (sin t — A cos t) 00 _ A__
1 (A) - T+~A 2 jo “ 1 + A2
an d , consequently, since I (0 ) = 0

X X
I (A) = / (A) - / (0 ) = J / ' (.v) dx = dx = i In (1 + A2),
0 0
538 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

hence also
7 = 7 ( 1) - U n2.
Example 2. In § 107 we have proved convergence of the in te ­
gral
CO

T f sin x ,
I = | ax:
J x
0
we shall now try to evaluate it.
T he integral considered in § 110

J
CO

/ (a.) = tf-a* —- 11 x dx (a ^ 0)

0
becomes 7 w hen a = f ; we have seen in § 110 th a t the integral 7 (a)
is uniformly convergent on the whole sem i-straight line a. ^ 0 ; it
follows from theorem 1 § 110 th a t the function 7 (oc) is therefore con­
tinuous for a ^ 0 ; in particular,
7=7(0)= lim 7 (a ).
a—> +0
O n the other hand, differentiation of the integral 7 (a) w ith respect
to a under the sign of the integral gives us the integral
CO

j" e ~ac sin x dx,

w hich, as can readily be seen, is uniform ly convergent for a ^ s a n d

for arb itrarily small e > 0 as a result of the test in § 1 1 0 (since
| e ~ ax sin * | e~zx). I t therefore follows from theorem 5 § 110 th a t
I ' (a) exists for a > 0 and
oo

r (a) = — |* e “ ar sin x dx — — , ^
J 1 - r <*-
0
(the last equation is established directly, since the prim itive (x) is
know n (cf. § 110). T aking into account th a t 7 (a) —> 0 as a co
this gives on in te g ra tio n : *)

sin x
’) S in c e ^ 1, th erefo re I / (a) I ^ J c x dx = ~ .
x
0
IN T E G R A L S O F P A R A M E T R IC F U N C T IO N S 539

— /( a ) = — ^ - 4 - a rc tan oc,
a

a n d therefore in the lim it for a —> 0

7 (0 ) = / = — ;

hence

sin x , —
------ — 7,
I r
dx =

a n d o u r problem is solved.
M oreover, noting th a t integration by parts gives for a > 0

0
f dx =
cos
*' ‘ + f
0+ J 1
— COS X
-

.Vs
dx
c

a n d th a t

lim 1 ~ cos* = 0
*->0 X

we obtain in the lim it for a — co

UJ

1 — cos a;
dx =
I 2

T h e latter is a very im p o rtan t form ula of integral calculus; in con­

trast to the preceding integral this integral is evidently absolutely con­
vergent.

L et us m ake one m ore rem ark. If a > 0, the change of the

v ariable z = x / a gives:
GO OO

f sin a z w f s ^n x j _ ^
I &Z I dX ”4 5
J £ J a: 2
0 0

if a < 0 the replacem ent z — — x I a gives :

| sin a £ ^ ___J sin .v

— dx = —
2 '
540 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

hence the integral

sin clz j
I (a) = ------- dz,
y z
0

lconverges for all values of a is a discontinuous

r
1
1
1
+Jt (a > 0 ),

1 7C
/(a ) = « (a < 0 ),
1
~2
1
1 0 (a = 0 ).

Example 3. L et us now evaluate the integral

e~x2 dxj
j
0

w hich plays an im p o rtan t p a rt in m any applications o f integral

calculus (for exam ple in the theory of probability an d m ath em atical
statistics). T he replacem ent of the variable x = ut (where u > 0 is
a constant) gives :

I = J ue~l(2i2 dt (u > 0 ).
0

L et us assume th a t for u > 0, s > 0

f (u, t) = ue ~ u 2 (1+*2),
CD CD

9 («) = J f («, t) dt — e~u j* ue~u2t2 dt = I e ~ li2, uo

OO < l+ « 2 )

(0 = |/ ( « . 2 (i e ~ u 2 { 1 + t 2 )
2(1 + t 2)
• (2 )

T h e function 9 («) is continuous in the interval (s 3 oc) an d the fu n c ­

tion <|>e (t) in the interval (0, 0 0 ). T h e integral
IN T E G R A L S O F P A R A M E T R IC F U N C T IO N S 541

is evidently convergent. I t therefore follows from theorem 4 § 110

J J
CO oo

9 (zf) du — (0 ^ (3)
E 0

L et us take the lim it of this equation for s -> -0 , As a resu lt of (1)

the left-h an d side is equal to

I J e~u~ du,

. . i it tends to I 2 as £ —>■ 0. In order to find the lim it of the right-

h a n d side we note th a t t ^ 0 for e ^ 0 an d , from ( 2 ),
1
b (0
(1 T tv
since the integ ral

f dt
J 2 ( I - M 2)
0

is convergent, therefore, on the basis of the test in § 1 1 0 , the integral

on the rig h t-h an d side of the equation (3) is uniform ly convergent in
the region e ^ 0 and is therefore a continuous function of s in th a t
re g io n ; in p a rtic u la r, its lim it for £ -> 0 is equal to its value a t £ = 0 ,
i.e. it is equal to

dt i°°
l~ a rc tan t j
1 2 (1 - M 2j 10 4 ’

W e th erefo re o b ta in :

72 =
4 5

a n d o u r problem is solved.

§ 112. Euler’s integrals

Ruler’s integrals are integrals

1

B (p, q) = J ^ - ‘ (l - x)*-idx
542 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

(integral of the first type) and

CO

r (s') — J,ys - 1 e~x dx

0

(integral of the second type) *). T h e first integral is a function o f

two param eters p an d q an d the second a function of one p aram eter s.
Both integrals define im p o rtan t non-elem entary funtions w hich are
im portant in various applications. T h eir properties were therefore
studied extensively; detailed tables w ere also composed for them .
In this p a ra g rap h we shall study some of the simple properties o f
these functions.
1. N aturally both integrals only define the corrosponding
functions for those values of the param eters for w hich they are conver­
gent. W e m ust therefore begin by finding the regions of convergence
for these integrals (i e. the sets of values of the param eters for w hich
they are convergent). In the integral B(/>, q) the in teg ran d is conti­
nuous in the whole interval of integration when p 1 , q ^ 1 an d
there is no doubt as to the existence of the integral. B ut, w hen p < 1,
the integrand evidently becomes unbounded in th e neighbourhood
of the point x = 0 ; when q < 1 , the sam e takes place in the n eig h ­
bourhood of the point * = I. W hen p < 1, we have (1 — *)'7-1-> 1
as a: -> 0 irrespective of q and therefore
( 1 —„v) r/-1 x 7,-1 (.v—> 0 ).
It follows from theorem 3' § 108 th a t the integral B(/>, q) will
be divergent for p < 0 {p — 1 < — 1 ) ; if, how ever, p > 0 [p — 1 > — 1 ),
then the behaviour of the integrand in the neighbourhood o f th e
point .v = 0 does not prevent the convergence of the integral.
Sim ilarly the behaviour of the integran d in the neighbourhood o f
the point x = 1 does no t prevent convergence of the integral for q > 0 ,
for this integral will only be divergent for q ^ 0. W e can therefore
conclude th at in order that the integral B (p, q) should he convergent it is
necessary and sufficient that p > 0 , q > 0 an d we shall assume this to be
so in future. As we know from § 107, the infinite interval o f integ­
ration in the integral F {s) does not prevent convergence of the
integral for any s. B ut if s < 1 , the in teg ran d is not bounded in the
neighbourhood of the point x = 0 ; since for x —>■ 0
xs~1e~X r+~) Xs - 1 J

*) B (p, q) a n d Ifr ) are read as follow s : “ b e ta o f p a n d q” a n d “ g a m m a o f j ” .

INTEGRALS OF PARAMETRIC FUNCTIONS 543

therefore we can conclude th a t in order that the integral T (j) should be

convergent it is necessary and sufficient that s > 0 .

2. Let us now show th at the function B (p, q) is continuous a t

every point o f the region of convergence of the integral, i e. for every
value o f p > 0 , q > 0. T his follows from the fact th a t for all a rb i­
tra ry positive num bers p q 0 the integral B (/>, q) will converge
uniform ly in the region p > p 0, q > q 0. In fact, if p > p 0, q > q Qf
we have in the interval ( 0 , 1 ) irrespective of .v

xv~l {\ - < xPfT1 (I - x)%~\

an d therefore for every £ > 0

e e
| *p- 1 ( l —-v) d x x p0~1 (I — xY1*-1 dx q ^ q 0),
0 0

an d we also have a sim ilar inequality for the interval of integration

(1 — s, 1 ) w hich proves uniform convergence o f the integral B (p, q)
in the region p > p 0, q > q 0 (cf. § 1 1 0 test for uniform convergence
an d final note).
U niform convergence of the integral F (j) is proved in exactly
the same way in the region J’o ^ s ^ ^o> where and iS0 (j 0 < S 0)
are a rb itra ry positive num bers (for this integral the region of uniform
convergence m ust be bounded from above unlike th a t for the integral
B (p, q), since it can readily be shown th a t if we have a n infinite
lim it, convergence is non-uniform in the whole region s ^ s 0). T he
function F (j) is therefore continuous for every s > 0 .

3. W hen s > 0, integration by parts gives u s :

CO

F (j + 1 xHe~x dx = — x* e x ^.v=yF(^),
0

since xs e~x vanishes a t x = 0 and tends to zero as oc. H ence

rc>- + i ) = f T ( i ) (*> 0 ). (i)
U sing the same relation again we o b tain for every n atu ral num ber n
and for every s > n — 1
T{ s + \) = s(s - I) ... (s - n -f 1 ) F ( j - n + 1). (2)

In p articu lar, w hen s = n

T( n + 1) = n(n - 1) ... 2 . 1 . F (1)
544 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

But

r(l) = J e ~ * d x = I,
0

a n d we obtain for integral values o f n ^ 1

T(« + 1) = n\

T he im portance of this rem arkable form ula is m ainly due to

the fact th at it gives a simple analytical form ula for the expression n \ :
GO

n\ = j* x n e~x d x (n — 1 , 2, . ..) , (3)

0

which also hold when 72 = 0 if we assume as is usually done th a t

0! = 1. But, in contrast to the expression for n 1, the integral on the
rig ht-hand side of the equation (3) holds not only for integral values
of n b ut for every n > —1 ; it is therefore useful to apply form ula (3)
for evaluating the expression for n ! w hen the values of n > — 1 are
fractional; as a result we obtain an analytical expression for n ! in the
form of a continuous function of n w hich retains its usual value for
integral values of n ^ 0.

If s > 0 is not an integer, then an integer n ^ 0 can be found

such th at n < s < n -J- 1; according to form ula (2) we have

.F (j) = (s — l)(s — 2) ... {s — n)I(s — n) ; ‘

since 0 < s — n < 1, therefore, this form ula replaces the study of
the function P L ) in the interval (n, n -f- 1) by the study of its b e ­
haviour in the interval (0, 1); an d since n ^ 0 is an arb itra ry integer,
therefore, by knowing the course of the function T (5 ) in the
interval 0 ^ s ^ 1 we can evaluate it by m eans o f simple elem entary
m ethods a n d determ ine its properties in the whole region s > 0.
All this follows directly from the fundam en tal “ functional eq u atio n 5’
(1) w hich the function r ( j ) satisfies.

4- Form ulae for lowering the arg u m en t, analogous to form ula

(1), can be deduced for the function B (p, q}. Let p > 0, q > 0.
In teg ratio n by p a rts give :
INTEGRALS OF PARAMETRIC FUNCTIONS 545
1

B(/> -f- 1 , q + 1) = J xv (1 — dx =
0

i
r [i
(1 — xY J XP+1 (1 x) ,-i iiA
Lp + i !o
0

a n d since we have identically

a-p+1 = * p — a p (I — x),
therefore

B (P + 1; Q + 1) — {B (/> + ^ 2) ~ B(/> + 1, q 4- 1)}

an d consequently

B (/> + 1, q + 1) = , ~ , , B {p + 1, q) ;
p + 2 T »
an analogous form ula w hich lowers the first arg u m en t evidently also
h o ld s :

V , ( p + l , q + I) = J>-

By applying this last form ula to the rig h t-h an d side of the
previous form ula we obtain the sym m etrical form ula :

B (p + 1 , 2 + 1 ) P(l {p > , q> ). (3')

j-j B ( A 2) 0 0
ip + q)(p + 2 +
5. W e shall now establish the rem arkable connection between
the functions B (p, q) and F (j). R eplacing the v ariable of integra­
tion in the integral B (p , q)
1

we obtain

1 _ v_ - ^ ^^ i_-_v
1 ( l + £ ) 2’ *
a n d we readilv find :

rH 1
B ' p } q) dz (4)
J \ 1 + ’Z, l‘+Q
0
546 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

O n the other hand, the transform ation of the variable x — z / *>

w here a > 0 is constant, gives us for s > 0

r w
J* a;5"*1 £~ax dx = —J zs 1 e z dz — (5)
o 0

therefore for z > 0 , p > 0 , q > 0

UJ

f t l V + q - l e - u ( 1+2) d u = r(/> + ?)
(l + z ) v
( 6)

Form ulae (4) and (6 ) give:

*7-1
•T ip + g) B {p, q) — | I (p ~r q) r- dz —
(1 + *)*+
0

cn ao

- i e-u(i+~) du [ dz =
J | j mP+9*"1

00 CD

IS1 ^ “
- 1 „ P + 7 - l g - U ( l+ 2) ( r f-
(7)
0 0

Let us at first assum ethat p > 1 and # > 1 ; then it can be readily shown
th a t the order of integration on the rig h t-h an d side of this form ula
can be changed; we shall show in this connection th a t all assum ptions
m ade in theorem 4 § 110 also hold here. In fact, denoting the
in tegrand by f ( z t it) we can readily see th a t this function is conti­
nuous and non-negative in the region of integration. M oreover, the
function

.< 7 -1
f ( z , u) du = z q_1 J uJ’+tf- 1 e~u{1+z) du — I ( p - r q)
I -f z ) v+q
0

(c f (6 )) is continuous for 0 ^ z < + oo an d the function

J J
CO GO

f {Zi u) dz = e~u uvAQ~1 z q~l e~uZ dz = e~u u ^ =

= r (q) uv~l e~u ( 8)

INTEGRALS OF PARAMETRIC FUNCTIONS 547

(we have used form ula (5) for integration) is continuous for
O ^ z ^ C + oc. In accordance w ith theorem 4 § 110 it therefore
follows th a t existence of the integral on the rig h t-h an d side of (7)
im plies convergence of the integral
00 oo

11 1 “) j
0 ^ 0
dz du

an d th a t these two integrals are equal to one an o th er so th at, accord­

ing to form ula (8 )
CO 00

r (p -f q) B {p, q) = | | | f(Zy U) dz | du =
0 0

J
oo

= r (q) U1’"1 e~u du = P (p) P (q).

0

T herefore for all values of p > 1, q > 1 we have:

r (P) r i g)
B ( /> , q) (9)
P (P T q)

L et us now assume th a t p an d q are tw o ,a rb itra ry positive

num bers. It therefore follows from the above proof th a t we have
(since
U p + 1 ) T{q 4- 1 )
B (p + 1 , ? + D =
B (P + 7 + 2)
Expressing all values of the functions B an d P by m eans o f the
form ulae (1) an d (3') we obtain form ula (9) after m aking obvious
reductions; hence form ula (9) is proved for all values o f p > 0, q > 0.
T his m ost im p o rta n t relation thus enables us to replace the
study of the function B {p, q) by the study of the function P (j) and
in some cases, conversely, to elucidate the properties of the function
P (j) from the corresponding properties of the function B (p, q).
In p a rtic u la r, w hen p and q are n a tu ra l num bers, it follows
from form ula (9) th a t
(P - 1 ) ! ( ^ _ 1 ) 1
B {p, q) =
{P + q - U ' -
548 A ’C O U R S E O F M A T H E M A T IC A L A N A LY SIS

Example 1. In m any applications it is useful to evaluate the

form ula

r ( T ) = / * ” **■**•
0

T he replacem ent of the variable of integration x = it2 gives:

GO

r (4 ) = 2 [ e- “ 2 da = V " 0 0 )
0

(cf. exam ple 3 § 111).

Example 2. T h e theory of E u ler’s integrals enables us to
evaluate integrals of the following type w hich occur frequently in
ap p lic atio n s:
77

2
A nm = j*
0
sin n x cos m x dx,

w here n and m are non-negative integers. T h e replacem ent of the

variable sin 2 x — u gives:

= «) V da = 1 B , ^ i - 1) =
0

In this expression all argum ents of the function T are either integers-
or halves of integers. H ence by using form ula (10) all the three values
of this function can be evaluated in every case.

§ 113. Stirling’s formula

In § 112 we have obtained the form ula

n! = x n e~x dx (i>
0
IN T E G R A L S O F P A R A M E T R IC F U N C T IO N S 549

w hich, w hen n ^ 0 is a n integer, gives a simple analytical expression

for n \ and defines the function n 1 for other values of n ^ — 1. T h e
factorials of large num bers frequently play an im p o rtan t p a rt bo th in
theoretical considerations an d in practical calcu latio n s; an d since, by
definition, the factorial of a large num ber has a com plicated structure
w hich is inconvenient for evaluations whose accuracy cannot be d eter­
m ined directly, therefore for large values o f n it is convenient to have
a simple readily accessible analytical expression for n\. F orm ula (1)
does n ot by itself provide this expression, since it is not sufficiently
clear for direct evaluations. H ow ever, by taking form ula (1) as a
basis we can deduce an approxim ate form ula for n ! w hich satisfies all
these requirem ents. T his p a ra g rap h is devoted to this deduction
w hich is very in stru c tiv e ; the m ethod for the evaluation o f the
integral ( 1 ) w hich lies a t its basis is frequently also used in other
analytical problem s.

For greater clarity we shall divide the deduction into several

stages.

1. W e shall a t first convert the integral (1) into a m ore con­

venient form by replacing the variable o f integration

X — 71
x ~ n (1 -f z), dx = ndz, Z = ’-------- ,

w hich gives :

n ! = n n+1 e~n J { (1 + z ) erz } ;

n dz
-1

we shall assum e in all w hat follows th a t :

(1 + z) e z —?(<:)>
so th a t

! = /zn+1 <rn J { ? (2)

CO

n {z) } n dz-
-1

2. In order to study the behaviour of the integrand we m ust

now study the elem entary function 9 (^) in detail. Since

? ' U) = — £ e~z>
550 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

therefore the function <?(z) increases for z < 0 a n d decreases for

Z > 0 ; it has its m axim um equal to u nity at the p oint z — 0 ;
9 ( — 1 ) = 0 and w hen z > 0 , the function 9 (^) is positive an d
m onotonically tends to zero as £ 0 0 ; the g rap h of this function is
schem atically represented in fig. 69.

/
We have further
, In 9 U) = ln(l -f- z) — Z.

A ccording to T a y lo r’s form ula

l n ( l -j- z) — z — a ^ 3j

w here a depends on z and it tends to a definite lim it for z 0 an d

is therefore bounded. H ence

In 9 U) = — — + a<:3,

and consequently
7 2
n In 9 (<:) = — ^ -f- an z 3,

and therefore

nzm
{ 9 (*) } 71 = e 2 s*"*3. (3)

L et us note th a t the infinitely small q u an tity e l — 1 is equivalent to

t for t —>- 0 i. e. the ratio (el — 1 ) / 1 tends to u n ity as t -> 0 so th a t
e* = 1 + (H
w here (3 rem ains bounded for t 0. Therefore if n an d z change
such th a t n z 3 —>■0 , then

e MZ 3_ I _j_ _ I _|_ J l l Z * ,
IN T E G R A L S O F P A R A M E T R IC F U N C T IO N S 551

w here y is bounded for n z z 0 ; hence the equation (3 ) gives us for

nz5 0 :

{ ? (z) } ” = {1 + 7 n z 3},
w here y is bounded. T his equation gives us the required evaluation
for the integrand in the integral ( 2 ).
3. L et us now m ake a plan for further evaluation of the integral
CO

1M = J { 9 fc) } n dz. (4)

- 1
Since the function 9 (£) is equal to unity at z = 0 an d it is confined
betw een 0 an d 1 a t all o th er points o f the interval o f integration (cf.
Fig. 69), therefore, for large values of n the in tegrand is negligibly
sm all everyw here except in a short interval w hich surrounds the point
Z = 0; the region in w hich the integ ran d has som ew hat greater

values will be the sm aller, the larger n is. This n atu rally leads us to
believe th a t we should exclude from the interval o f integration a
short interval ( — A, A) surrounding the point z = 0 ; this m ust be
done enough accurately taking into consideration the smallness o f the
values o f z involved in the integ ratio n ; we m ust evaluate the integral
along th a t interval an d subsequently show, by using rougher ap p ro x i­
m ations, th a t the integrals along other interval o f the general interval
of integration are negligibly sm all in com parison to the calculated
value along the interval ( — A, A). It is obvious th a t the num ber A
m ust, in this case, depend on n and tend to zero for n —> 0 0 .
T his is the m ethod w hich we shall use. L et 9 denote an a rb i­
tra ry constant confined betw een 1/3 an d 1/2 (for exam ple 0 = 2/5 or
B = 5 /1 2 ). W e find the calculation th a t a convenient value for A is

W e shall use this value in further argum ents. W e thus divide the
interval o f integration (— 1, -f- 0 0 ) into three parts I ( — 1, — A),
( —A. A) and -p 0 0 ) ; the integral (4) is correspondingly broken up
into three term s each o f w hich will be evaluated separately.
4. L et us begin w ith the m ost im p o rtan t integral
x

h in) = J { 9 {z)} n dz.

—x
552 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

VVe have along the whole interval of integration :

I n z z | ^ «A3 = «1-2Q —^ 0 (n -> co),

since $ > 1/ 3, and hence 1 — 3 6 < 0. W e can therefore conclude

from 2 th a t in the whole interval ( — A, A)
_2
{?(£)}” = * 2 { 1 + 7 n z z },

where y rem ains uniform ly bounded in the interval {— a , for

n -> oo :

[7 I < c (n oo, | z | < A),

w here c is a positive constant. T herefore

X 2 X 2 -f- co 2
ns ■u- r m
I ! (« )—J* e 2 dz < c « A 3 J e 2 dz <. e 2 dz.
-i
— X - X

But

4* «z

f e - uz
y fj ■'■■2y 4-J r “2 du —
V «

(r/. §111, exam ple 3); therefore w hen « oo,

X 2

i (») - } dz < cn i—3A ■/ 2 ir (

V r -0 v y t ) -

T h e integral

(
—x
e 2 dz

differs from the integral evaluated above

-+ - CD
m
2
\' 2 tz
dz~
V n
 INTEGRALS OF PARAMETRIC FUNCTIONS 553
only by the double value of the integral
CO 2 _____ CD

[ « dz = U £ f e-“ 2 du;
J V n J

for the lower lim it of the last integral is equal to n\~® , ' \ / 2 , since
A— an d , since 6 <C 1 / 2 , it increases indefinitely together w ith
w; therefore the last integral is indefinitely small for n -> oo ; the
whole rig h t-h an d side of the last equation is a q u an tity of the form
o(l / y j n). H ence the relation (5) gives :
oo 2

W e have thus reached ou r goal as far as the integral G (n) is

concerned : we represent it as a sum of a very simple ' ‘principal
te rm ” V 2 n j \ / n an d an o th er term ab o u t w hich we only know th a t
it is infinitely small in com parison to the principal term for n oo.
5. L et us now evaluate the integral
—x
d 2 («) = | { ? ( z ) } n d z .
- 1

ince the function cp (z ) increases in the interval of integration,

herefore :
\

(«) < { ? ( - A) }» (1 - A) < { 9 ( - X) >«; (7)

<p(-'A ) = ( 1 - X) e \
A2 A3 “I A2
... ? , —A )= A -f In (1 —X)=A—
a + T + T + - J <~T'
i-tO
n In cp ( — A) < — = — -
2 5
1t 2 0
{? ( - A) } « < ^ = £
554 A C O U R S E O F M A T H E M A T I C A L A N A L Y S IS

w here t = 1 - 2 0 > 0. But we know {cf. exam ple 7 a t the end of

§ 37) th a t for arbitrarily small t > 0 the right-hand side of the last
equation is infinitely small in com parison to an y pow er of n for n —> x ;
1 ——1—
for exam ple in com parison w ith = n 2 • T herefore eq u atio n

(7) gives :

/ 2 ( '!) = <>( v 1„ 4 (8)

6 . L et us finally consider the integral

^3 («) = J { ? fe) } n dz.

A

H ere it is again convenient to divide the interval of integration into

two parts :
4 GO

/ 3 (n) = r 3 (n) + V ( n ) = j* { ? U) } n d z + J { ? (z) } n dz.

X 4
lie function 9 (z) decreases in the interval (A, 4) and therefore does
not exceed anyw here the value 9 (A) so th a t we have :
4
I'z (n) = | { 9 (z) } 71 d z < { 9 ( 4 } n (4 — A) < 4 { 9 (A) } n. ?

But by m eans of T a y lo r’s form ula we readily obtain for r

In 9 (A) = — ~ + 0 (A2),

and therefore for a sufficiently large value o f n

In 9 (A) < ---- ,

j
\

hence

n A2. . n1 “ 20 n
{ 9 (A) } n < e 3
e e ~3
 INTEGRALS OF PARAMETRIC FUNCTIONS 555

w here t = 1 — 2d > 0. As in 5 we can therefore conclude from

(9) th a t for n —> oo

r 3(n) = o ( 7 L ) . do)

I n order to evaluate the integral / " 3 r(rc) we note th at for x ^ 4 as

can b e readily calculated *). 1 -f.v < e +x^ yand therefore o (x) < e ~ xl \
H ence

□o ^ ao oo
r r nx r nx 'j
= J {?(<)} I e~~^dx= j~ =
4 4 0

for n —►co. It follows from (10) and (11) th a t

1 3 («) — I 3 (w) + / ,r3 (fl) = 0 ( ; \ ( 1. '

w n '

1. T h e relations (6 ), ( 8 ) an d (12) give :

CO

/ (;z) = J { ? W } ” dZ = h ( n ) + k ( n ) + / 3(« )= + o( / V
, V n ' v n s

= V - L [i + o (i)].
V 71

W e therefore have as a result of (2) :

w ! = n 71+1 e~n 71 [ 1 -[- o ( 1 )] = rc n £~n V 2 7t rc [ 1 + o ( 1 ) ].

A/ n .

W e have thus achieved our purpose. T he composite function

n ! can be approxim ately represented by the simple and convenient
analytical form ula
P (n +- 1) =• n ! = n n e~n \/2 - rc [1 + o ( 1 ) ].

T h e la tte r is one of the most im p o rtan t form ulae o f m athem atical

analysis an d is usually know n as Stirling’s form ula ; it has num erous
applications. W ith reg ard to the last term of this form ula we have
only established th a t it is infinitely small in com parison w ith the

*) It is su fficien t to sh o w th a t th e fu n c tio n e x — 1 — .v is p o sitiv e at x — 4

a n d in creases for x ^ 4 .
556 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

principal term of this form ula for n —>■ oo ; in other words, we only
aim a t isolating the principal term of Stirling's form ula an d we are
not concerned w ith the evaluation o f the last term . In practice the
la tte r evaluations are often also needed ; they can be obtained w ith ­
out u n due difficulties by using the m ethod used for obtaining the
expression for the principal term ; however, for this purpose all cal­
culations w ould have to be perform ed w ith m uch g reater accuracy
and we cannot go into detail w ithin the scope o f this book.
Stirling's form ula is frequently w ritten in the equivalent logari­
thm ic form

In r(rcffil)==m(tt!)==ttln/z— ln/z 4 * In 2 rr-f-o ( 1 ).

 C H A P T E R X X V II

D O U B LE AND T R IP L E IN TEG R A LS

§ 114. Measurable plane figures

1. Introduction. In the same way as the m ethods and concepts,
o f differential calculus, initially considered for functions of one inde­
p e n d e n t variable, were subsequently developed for functions o f any
n u m b er of variables (chapter 2 2 ', so the fundam ental concepts o f
integral calculus can also be successfully extended to functions o f
several variables. T his holds for the basic concept of an integral as
lim it of a sum of a definite form ; w’e have seen that the origin of
this concept was m ainly due to practical requiiem ents. In this
ch ap ter we shall briefly consider fundam ental problem s connected
w ith integration o f functions of two or three variables. All th a t we
shall say in this connection can be easily extended to functions of"
any n u m b er o f variables.
T h e region of integration of a function of one variable usually
consists of an interval or, in m ore com plicated cases, a group of
intervals T h e region of integration of a function o f two variables-
is a plane figure. If we only consider the sim plest figures, i.e. figures
bounded by simple closed curves, we m ust still deal w ith a large
variety of forms o f such “ regions of in teg ratio n ” . T his variety which,
has no parallel w ith functions of one variable requires a detailed
study of some properties o f plane figures before we can proceed with
the study of double integrals. T his p arag rap h is devoted to this
subject.
2. Plane figures. In its m ost general from we shall call a plane
figure an a rb itra ry set F of points in a plane. An a rb itra ry point Al
in the plane is said to be an interior point o f the figure F if it is the
centre of a circle w ith its all points belonging to the figure F (fig. 70).
T h e point B w ith centre of a circle not having any point which.

557
 558 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

belongs to the figure F is said to be an exterior point of th a t figure.

Finally a point in the plane w hich is n eith er an interior n o r an
exterior point of the figure F is called a boundary point. T hus the
p oint C is evidently characterised by the fact th a t any circle w ith
centre at C contains points w hich belong to the figure F as well as
other points w hich do not belong to th a t figure.
I t follows from the definition th a t an interior point of the
figure F always belongs to th a t figure whereas an exterior point can
never belong to it. A b o u n d ary point m ay or
m ay not belong to the figure F. T hus if F is
the set of interior points o f a circle, then no
point on the bou n d ary of the figure F belongs
to this circle; if how ever F represents the set of
interior points of a circle as well as points on its
circum ference, then such a figure will contain
all its boundary points.
Fig. 70 '
; T h e set of all boundary points o f a given
figure (i.e. points w hich belong an d w hich do not belong to this
figure) is called the contour (or boundary) of this figure.
A figure w hich does not contain a single bo u n d ary p oint {i.e. all
points are interior points) is'said to be an open region; a figure w hich
contains all its boundary points is said to be a closed region. I f M , N ,
P respectively denote the sets of all interior, exterior an d b o u n d ary
points of a figure F, then, as the read er can readily see, M an d jV are
always open regions w hereas P, M A P and N -\-P are always closed
regions.
Lemma 1. The rectilinear section AB which connects the interior point
A with the exterior point B o f the figure F contains at least one boundary point
o f that figure.

Proof. L et us agree to call every rectilinear section normal if

•one of its ends is an in terio r and the other an exterior point o f the
figure F. A ccording to the conditions o f this lem m a the section A B
is n o rm a l; if its m iddle does not lie on the bo u n d ary of the figure F,
then, evidently, one of the two halves of this section will be norm al.
T o this h a lf we can again apply the above arg u m en t, an d so on.
Sponer or later we shall obtain a section whose centre lies on the
boundary of the figure F (and this will prove our lem m a) or we m ay
obtain a contracting sequence of norm al sections. In th a t event the
common point D of all these sections (lem m a 1 § 18) evidently
 D O U B L E A N D T R IP L E IN T E G R A L S 559

possesses the p roperty th a t any circle w ith centre a t D contains an

infinite nu m b er of norm al sections, i.e. it contains points w hich belong
to the figure F as well as points which do not belong to it. But this
implies th a t D lies on the boundary of the figure F. O u r lem m a is
thus proved.

3. M easure of plane figures. In ch ap ter 12 we have determ ined

the area of curvilinear trapezium s and figures consisting of curvilinear
trapezium s. We m ust now consider the evaluation of areas on a
w ider basis. In order to distinguish
our new definition of areas from the
form er definition we shall now speak
not o f areas b u t of measure of plane
figures. In doing this we m ust try to
generalise our new definition and see
th a t this m easure should, in fact,
alw ays exist a n d coincide w ith the
area defined earlier for figures whose
areas can be calculated in accordance
w ith our form er definition.

L et us assume th a t we are given an a rb itra ry bounded plane

figure F. Let us draw in the given plane two families of m utually
parallel lines as shown in fig. 71. T h e lines o f each fam ily are such
th a t the distance betw een any two a d jacen t lines is always constant.
T h e draw n n et of straig h t lines evidently divides our plane into
equal parallelogram s w hich we shall call the cells o f our n e t; we shall
alw ays regard all points on £he contour of such a parallelogram
as belonging to the corresponding cell, so th a t each cell is a closed
region. T he longest diagonal of the parallelogram is evidently the
d iam eter of this cell. This qu an tity , w hich is the same for all cells, is
called parameter o f the given net S and denoted by p (S ) or simply
by p.

T h e cells of the net S can, in general, be divided into two cate­

gories w ith reference to the figureF: inner cells, all points of w hich are
in terior points of the figure F and outer cells, all points of w hich are
exterior points of the figure F; finally all rem aining cells are called
boundary cells (w ith reference to the-figure F; in fig. 71 one cell of each
type is shaded).

Lemma 2. Each boundary cell contains at least one point on the boun­
dary o f the figure F.
560 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

Proof. In fact, otherwise each p oint o f the given cell w ould

either be an interior or an exterior p oint (w ith reference to F) an d
not all points can then be interior or exterior points, for if it were so,
then-the cell w ould either be an inner or an o uter cell. T herefore
the given cell m ust contain the interior p o i n t s an d the exterior point
B of the figure F. In accordance w ith lem m a 1 the section A B w hich
com pletely belongs to the given section contains a point on the b o u n ­
d ary which proves lem m a 2 .
L et Is (F) denote the sum of areas o f all in n er cells of the net S
(w ith reference to the figure F). Evidently the sum of these areas
is different for different nets S ; how ever, the set of the values of the
q u an tity I s (F ) has evidently an u p p er lim it for all possible types of
nets, since the figure F which by definition is bounded lies entirely
w ithin a circle C an d the q u an tity I s (F) can never exceed the area
of this circle irrespective of S. T herefore there exists an up p er bound
I (F) for all the quantities I s (F).

Theorem 1, I s (F) -> I (F) for p (S) —»■ 0.

As usual, the statem ent of theorem 1 implies as follow s: T h ere
exists a 5 > 0 for an a rb itra ry £ > 0 such th a t Is (F) > I (F) — s
for every net S w ith a p aram eter p < 5.

Proof. S ince I (F ) is the upper bound o f the num bers Is ( F) >

therefore for every e > 0 a net S0 can be found such th a t

Is, (F) > I (F) - e.

We shall regard this net as fixed in all subsequent argum ents o f this
proof. Let us consider an a rb itra ry inner cell A of the net S q. T his
cell is a closed reg io n ; on the other h a n d , the contour D of the figure
F is, as we know, also a closed region. T h e regions A an d D have
no points in com m on, since all points of the cell A are interior points
of the figure F. I t follows from theorem 4 § 87 th a t the distance
betw een the regions A and D is positive. T his a rg u m en t holds for
every inner cell A of the n et S 0. I f ^5 denotes the shortest distance
obtained in this way, then any point of any inner cell of the net .S0 is
evidently a t a distance not less th an 5 from the contour of the
figure F.
L et S now denote an a rb itra ry net in w hich p (-S') < 6 an d let
A be an a rb itra ry p o int of an inner cell of the net A is an in terio r
point of the figure F an d therefore it m ust belong to an in n er or a
bo undary cell of the net S ; how ever, it cannot belong to a b o u n d ary
D O U B L E A N D T R IP L E IN T E G R A L S 561

cell, since in th a t case, in accordance with, lem m a 2 , it w ould be a t a

distance less than 5 from the contour of the figure F. H ence every
point A of every inner cell o f the net S0 m ust belong to an inner cell
of the net S . H ence

(F) > IsQ(F ) > 1 ( F ) - e,

provided P < 5 for the net S. T his proves theorem 1.

T h e set of inner cells of any net o f straight lines evidently

belongs entirely to the figure F. I f we add the boundary cells to
inner cells'of the sam e net, the sum of whose areas being denoted by
Ks (F), we evidently obtain a figure w hich, conversely, contains all
points of the figure F. It is thus, evident th a t if we can ascribe a
definite a re a to the figure F, then for every net S this area m ust be
confined betw een I s (F) and I s {F) F Ks (F). But we have just p ro ­
ved th a t Is (F) always tends to a definite lim it as p -> 0. H ence the
area I s (F) + K s (F) w hich surrounds the figure F tends to the same
lim it; we are therefore justified in assuming th a t this lim it is equal
to the area or, as we now prefer to say, to the measure of the figure F\~
the figure F itself is in this case said to be measurable. Since
I s (F) —> I (F) always (theorem 1), therefore in order th a t th e figure
F should be m easurable it is necessary an d sufficient th a t
K S {F)~+ 0 ( P - * 0),
i.e. the sum o f the areas o f the boundary cells should tend to zero together with
the parameter o f the net.
In this case the above defined q u an tity I (F) is the m easure of
the figure F.
4. Properties of measurable figures. T h e sum F x + F2 o f two
m easurable figures Fx an d F2 is the set o f points which belong to at
least one of these figures; the sum of any n u m ber of figures is d e ter­
m ined sim ilarly. T h e intersection or common part FL F2 o f the figures
F-l and F2 is the set o f points w hich belong both to F1 and F2; this
definition also applies to the intersection o f any nu m b er o f figures.
Theorem 2. I f the figures F 1 and F 2 are measurable, then the figure
Fx + F2 F also measurable; i f at 'the same time the figures Fx and F 2 have
no common interior points, then
I {F\ + F2) = I (Fx) -+■ I {F^)-
Proof. 1) Every in terio r point o f one of the figures F x an d F2
is also an in terio r point of the figure F x + F2. T herefore point A
562 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

on the boundary of the figure F] + F2 cannot be an in terio r point

of either F 1 or F 2. However, it cannot be an exterior point o f either
figures, for then it would evidently be an exterior p o in t of the figure
F1 + F 2. H ence the point A m ust be a boundary p o in t of a t least
one of the figures F l and F 2. B,ut in this case every cell of any n et <5*
w hich is a boundary cell of the figure F1 + F 2 m ust also be a cell on
the boundary of either Fx or F 2; we therefore have for every n et S :

K* (I7! + F2) < Ks (Fx) + K a (F2).

But since the figures F x an d F 2 are m easurable, therefore K s (Fj) and
K s (F2) tend to zero as p -> 0 ; hence the last inequality shows th a t
we also have
K, {F1 + F2) - + 0 (P ^ 0),
and this, in its turn, implies th a t the figure F x + F2 is m easurable.
2) L et us now assume th a t the figures F 1 an d F2 have no
interior points in com m on. L et us consider an a rb itra ry inner cell
A of an a rb itra ry net S w ith reference to the figure F 2 + F2. I t is
evident th a t the cell A cannot be an outer cell of both the figures F 1
an d F 2, for in th a t case it w ould also be an o uter cell of the figure
Fj 4- F2. T herefore the cell A m ust either be an inner cell or a
b o undary cell of a t least one o f the figures /q a n d / ^ a n d , consequently
h { F 1 + F2) < 7S(F,) + + I , (F2) + K , (F2). (1)
Since F1 and F2 have no interior points in com m on, the set o f cells
which are inner cells of either Fx or F2 have an area equal to
I s (Fi) + I s (F2) ; and since each of these cells is also an inner cell o f
the figure F x + F2} therefore
Is (Fr) + (F2) < I s (Fi + F2). (2)
I t follows from (1) and (2)
I s ( F t) + / S(F 2) < I S(F1 + F2) < 11(F,) + K .iF ,) +
+ h ( F 2) + K , ( F 2).
By m aking the net S successively small we note th a t

1 (f i), h ( F 2) -> / (F2), I s (Fl + F2) -> I { F1 + Ft),

K A F i ) - + 0, K \ ( F 2) - * 0 ,
a n d we obtain in the lim it:
I (Ft + F2) = I ( F ^ + 7 (F ,),
w hich was to be proved.
D O U B L E A N D T R IP L E IN T E G R A L S 553

I t is evident th a t theorem 2 can be extended to include any

n u m b e r of term s by sim ple induction.
i
Theorem 3 . The intersection F XF2 o f two measurable figures is also
measurable.

Proof. L et A be an arb itra ry p o in t on the b o u n d ary o f the

figure FXF2 ; it can be readily seen th at in this case the point A m ust
be a boundary p oint of a t least one o f the figures F1 and F2; in fact,
th e point A cannot be an exterior point of either Fx or F 2, for it
w ould be an exterior point of the figure F XF% as w e ll; on the o ther
h a n d , it cannot be an interior point of either figure, for in th a t case
it w ould also be an interior point of the figure FXF2. Therefore the
point A on the boundary of the figure FXF 2 m ust be a boundary point
o f either F x or F 2; hence for any net S a b o u n d ary cell w ith respect
to FXF2 m ust be a boundary cell either w ith respect to F1 or w ith
respect to F2; this gives:
+ K „ ( F 2).

Since F x and F2 are m easurable, the rig h t-h an d side tends to zero as
p ->■ 0 ; the sam e also holds for the left-hand side and this im plies
th a t the figure FXF2 is m easurable.

T heorem 3 evidently holds for the intersection of any n u m b er

o f m easurable figures.

Theorem 4. Let A (5) denote a set o f points in a plane, which are at a

distance less than 5 from the contour o f the plane figure F. Therefore in
order that the figure F should be measurable it is necessary and sufficient that
the set A (5) should be contained in a finite group o f parallelograms, the sum
o f whose areas is less than s for arbitrarily small z > 0 and sufficiently
small 5.

Proof. 1) Necessity. Let the figure F be m easurable and let S

be a net of straight lines for w hich c is so small th a t
K S(F) < e;

let 5 be the lower bound of the distances o f all in n er an d outer cells

o f the net S from the contour of the figure F (5 > 0 as a result of
theorem 4 § 87). T h e points of the set A (6 ) can n o t therefore belong
to inner or outer cells of the n et >5 so th a t th e set A (5) m ust be
contained entirely by boun d ary cells of this n et, the sum K s (F) o f
whose areas is less th a n s.
 564 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

2) Sufficiency. I f we have p < 5 for the net S> th en all

boundary cells of this net belong entirely to the set A (5 ); therefore if
the condition of theorem 4 is satisfied, th en for arb itrarily sm all s > 0
we have for a sufficiently sm all p
K S{F) < e,

w hich implies th a t the figure F is m easurable.

T heorem 4 has m any im p o rtan t corollaries. L et us assume th a t
the m easurable figure F is divided into p arts of arb itra ry shape
which we shall, as before, call cells, and for w hich we shall only
require th a t they should be m easurable figures w ith no interior
points in common in pairs. L et p (7~) denote the greatest diam eter
of the cell of the division T of the figure F. T h e definition of inner
an d boundary cells rem ains as before (i.e., we say th a t a cell is an
inner cell if all its points are interior points of the figure F, otherwise
it is a boundary cell). L et us denote by I t (F) the sum of measures
of the inner cells of the division T (w ith reference to the figure F)
an d by 7(F), as before, the m easure of the figure F.
Theorem 5. I f the figure F is measurable and can be divided into
measurable cells, then for p ^ - 0
I t (F) -> 1(F).
In fact, this implies as follow s: a S > 0 can be found for every
s > 0 such that, we have for p (T) < 5:

| It (F) — I (F) | < £.

Proof. If p(T ) < 5, every p oint o f any b o u n d ary cell of the

division T will belong to the set ,4(5) of theorem 4 an d therefore,
provided 5 is sufficiently small, the set of all b o u n d ary cells will be
contained by a finite group of parallelogram s, the sum of whose areas
is less th a n e. H ence the sum of the areas of the bo u n d ary cells is
less th an s *>. But the sum of measures of all cells (inner an d
boundary cells) is equal to 1(F) (theorem 2 ); therefore the sum I t (F)
of measures of inner cells differs from 1(F) by less th a n e, w hich
proves theorem 5.

*) S trictly sp ea k in g , in ord er to p ro v e this sta te m e n t w e m u st a lso sh o w th a t :

1) i f th e m ea su ra b le fig u r e F i co n ta in s a p art o f th e m e a su r a b le fig u r e F.2, th e n
/ (F i) ^ I (F 2) an d 2) th e m ea su re o f a p a r a lle lo g r a m is e q u a l to its a re a . T h is
first sta tem en t follow s d ir e c tly from th e d efin itio n o f m ea su re a n d th e rea d er w ill
h a v e n o d ifficu lty in p ro v in g it. T h e se co n d sta te m e n t, w h ic h is a lm o st se lf-e v id e n t
w ill b e p ro v ed so m e w h a t la ter (th eo r em 6).
 D O U B L E AND T R IP L E IN T E G R A L S 565

5. Examples of measurable figures. W e shall now show th a t

there exist wide classes of m ore or less simple m easurable figures an d
th a t for figures, whose areas are calculated by m eans of o ther special
m ethods, their area coincides w ith the m easure.
Lemma 3. Let the function y = f ( x ) be continuous in the interval
{a: b) and let fo r every 8 > 0 A (5) be a set o f points in the plane, which are
at a distance less than 8 from the curve y = f { x ) {a ^ x b). In that
case for arbitrarily small z > 0 and sufficiently small 8 the set A ( 8 ) can be
covered by a finite group o f rectangles the sum o f whose areas is less than z.
Proof. L et us divide the interval (a, b) into n equal parts
(b — a) I n = S in length an d let n be so large th a t the vibration o f the
function f ( x ) in any subinterval ^ 8 in length should not exceed e.
L et the points of division be a = * 0 < xx < . . . < x n = b so th a t
x/: — A-*;.! = 8 (1 k n). L et us denote by M k an d m k the
greatest an d sm allest value of the function f ( x ) in the subinterval
(*/ _!, „Y/.) of length equal to 8 , so th a t M k — mk ^ s (fig. 72).
L et M K denote the interval at ^ ^ x ^ x %of the c u rv e s = f { x ) .
I t is evident th a t every point in the plane w hich is a t a distance less
th a n 5 from the arc M K m ust lie 1 ) w ithin the strip x —8 < x
< x k + 8 an d 2) w ithin the strip mu — 8 < < M k + 8 and
hence w ithin the rectangle ( # * - 1 — 8 < * < xjc + 5, m k — 8
< y < . M k -f 8 ) whose area is
38 ( M k - m k + 28) < 38 (e + 2 8 ) ;
the sum of the areas of these rectangles constructed for all k ( l ^ . k ^ . n )
does not exceed 3 8 (s + 2 8 ) n — 3 (b — a) (e + 2 8 ) an d is therefore
as small as we please, provided z is sufficiently small an d n sufficiently
large A nd since the set of these rectangles covers the set yl( 8 ), th e re ­
fore lem m a 3 is proved.

L et us now assum e th a t the contour of the figure F is closed

an d can be divided into a finite num ber of intervals, in each of w hich
the curve can be represented by either the equation y = f (x) or the
eq uation x = 9 (y). A pplying lem m a 3 to each interval we see th at
the set A (8 ) constructed for the whole contour of the figure F can
be covered by a finite group of rectangles, th e sum of whose areas
can be as sm all as we please provided 8 is sufficiently sm all.
T h eorem 4 thus gives us the following theorem :
Theorem 6. I f the contour o f the figure F can be divided into a finite
number o f sections each o f which can be expressed by either o f the two equa-
566 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

tions : y = f { x ) , .*—9 (y) (where f and 9 are continuous functions), then the
figure F is measurable.

By the w ay all tra p e ­

ziums whose areas have been
evaluated in chapter 1 2 will
be m easurable; for a tra p e ­
zium its m easure coincides
w ith its area as determ ined
by the m ethods described in
ch ap ter 12. M easurability of
every rectangle follows direct­
ly from theorem 6 . H ence
every rectangle is m easurable
an d in order to find its m ea­
sure we can select nets of straight lines in a rb itra ry d irectio n s; if we
take these directions parallel to the sides of the given rectangle, we
can see directly th at the m easure of the rectangle coincides w ith its area
as determ ined by elem entary m ethods. It therefore follows from
theorem 2 th a t the same thing also holds for every figure composed
o f a finite num ber of rectangles. In ch ap ter 12 we have used these
figures to illustrate the “ upper sum s” S ('T ) and the “ low er sum s”
s {T) of the given division T . H ence measure of a curvilinear tr a p e ­
zium (composed of the first of these figures and containing th£ second)
is confined between s (F) and S (T) for every division T . A nd since
the same also holds for the area of this curvilinear trap eziu m , the
absolute value of the difference betw een m easure a n d area does not
exceed S (7*) — s (T )\ hence if the f u n c tio n / (*) is continuous, it is
equal to zero, since the difference S (T ) — s (T) can be m ade as
small as we please by suitably choosing the division T .

L et us finally consider a curve expressed by the p aram etric

equations

* = 9 (t), y = it), (3)

w here the functions 9 an d ^ are continuous and have continuous

derivatives in an interval (£0, t x) of variatio n of th e p a ra m e te r t and
assum e th a t we have sim ultaneously 9 ' (£) = <1/ (t) = 0 a t no p o in t
in this interval. L et t be a n a rb itra ry point in the in terv al ( / 0,
an d let 9 ' (t) / 0 ; because of continuity the function 9 '(t) retains
its sign in a neighbourhood of the p o int t and therefore the function
x — 9 (i) is continuous an d m onotone in an interval w h ich surrounds
D O U B L E AND T R IP L E IN T E G R A L S 567

the point t; b u t we know (§ 23) th a t in this case t is a single valued

function of x in th a t interval and therefore jy = ^ (i) is also a single­
valued function of x in th a t interval of the curve. H ence every point
in the interval t 0 t ^ t 1 can be surrounded by an interval in which
the curve (3) can be expressed by either o f the two equations:
J> = f \ (*), .v = / 2 (y) (where the functions f x an d / 2 are continuous
in the respective intervals).
I f we apply the theorem on finite coverage (lem m a 2§ 18) to
the set of these intervals we find th a t the curve (3) consists o f a finite
n u m b er of intervals, in each of w hich it can be represented by either
o f the two equations : y = f x {x) and x = / 2 (y) (where f x and f 2
a re continuous). T heorem 6 thus leads to the following theorem :
Theorem 7. Let the contour o f the figure F be divisible into a finite
number o f intervals each o f which can be expressed by equations o f the form
(3), where the functions o (t) and ip (t) have continuous derivatives in the
corresponding intervals which do not vanish simultaneously. I f this is so, then
the figure F is measurable.

§ 115. Volumes of cylindrical bodies

W e have m entioned in chapter 12 th a t the developm ent of
integral calculus for functions of one variable was prom pted by evalu­
ation of areas o f plane figures bounded by contours of a rb itra ry
fo rm ; a t the tim e we have used this exam ple as an introduction to
the concept of an integral. T h e calculation o f volumes o f bodies
bounded by surfaces of a rb itra ry form plays an analogous role for
functions of two variables. In this case too elem entary geom etry
teaches us very little ; a p a rt from polyhedra (i.e. bodies bounded ex­
clusively by planes) it only deals w ith volumes o f bodies whose
boundaries consist (sometimes in conjunction w ith parts of planes) o f
parts of spherical (ball-like), conical and cylindrical surfaces. W e
shall begin by giving a definition an d developing a m ethod for
calculation of volumes of bodies bounded by surfaces which are in
general a rb itra ry in shape.
As in evaluation of areas (cf ch ap ter 12) w here we began by
considering the general problem in relation to evaluation o f areas of
figures of specific shape (curvilinear trapezium s) we shall again con­
c en trate our atten tio n on calculation of volumes of bodies of specific
form w hich we shall call “ cylindrical” bodies. It can be readily
seen th a t any body of a m ore or less simple form can be divided into
several such cylindrical bodies an d , therefore, by know ing to find
 568 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

volumes of these cylindrical bodies, we shall have no difficulties in

calculating volum e of any body whose boundaries are n o t too
com plicated.
L et a m easurable figure D (fig. 73) be given in a plane which
we shall take as the coordinate plane X O T . Let a surface be given
in space to extend over the figure D so
th a t every straight line parallel to the
0 £-axis intersects it at one point o n ly ;
the equation o f such a surface can be
w ritten in the form

= /(*> .?)» ( 1)

w here we assume th a t the function

f { x , y ) is positive and continuous in a
rectangle w hich surrounds the figure D.
L et us now draw a p erp en d icu lar from
F ig . 73.
every point o f the contour o f the figure
D to the X O T plane an d continue it to
intersect the surface (1).' T h e set of these straight lines represents
the surface of the cylindrical figure whose generating lines are parallel
to the O ^-axis. T he resulting body w hich is bounded from below
by the figure D , from sides by the cylindrical surface w hich we have
ju st described and from above by the surface ( 1 ) is a cylindrical b o d y ;
the definition and developm ent of a m ethod for calculation o f volum e
o f such a body is the object of this p arag rap h . I t is evident th at
this problem is analogous to calculation of area of a curvilinear
trapezium . T h e com plication in this case is m ainly due to the fact
th a t a curvilinear trapezium is always bounded from below by a
section of a straight line w hereas the lower b o u n d ary o f a cylindrical
body can consist of the m easurable figure D w hich can be arb itra ry
in form. H ow ever, this com plication is due to the n a tu re of the
tw o-dim ensional continuum : on a straight line (z e. in a one-dim en­
sional continuum ) only a single form of a m easurable figure is possible,
viz- an interval whereas in a plane, even if we restrict ourselves to the
simplest figures, we im m ediately m eet an infinite variety of shapes.
F o r this reason it is desirable to consider right from the beginning an
a rb itra ry m easurable figure as the “ region o f in te g ra tio n ” .
T h e same difference again appears as scon- as we try to solve
our problem i.e. w hen we try to define volum e of a cylindrical body
in analogy to area of a cu rv ilin ear trapezium . In the la tte r case
we begin by dividing the interval (a, b), w hich is th e lower b o u n d ary
 D O U B L E A N D T R IP L E IN T E G R A L S 569

of our trapezium , into a rb itra ry parts w hich we called “ cells” of the

given division. T herefore in this case we n atu rally begin by a rb i­
tra rily dividing the figure D into figures w hich we shall also call
cells. But w hich is the most suitable form for these cells ? W e now
evidently have an indefinitely w ider choice th an before. Let us how ­
ever, note th a t in the form er case we found it useful not to restrict
o u r choice of cells so th a t o u r argum ents could apply to all possible
divisions of the given interval. F or the same reason we shall in this
case also try n ot to restrict our choice in any way. W e shall n a tu ­
rally d em an d th a t each cell should have a definite area, i e. it should
be a m easurable fig u re ; we shall assume fu rth er th a t no two cells
should have in terio r points in c o m m o n ; in all o ther respects the
dim ensions, shapes an d m u tu al positions of cells can be arb itrary .
L et us d enote the cells of the given division T of th e figure D
perform ed in any given order by A i , A 25 A n ', let A k denote
m easure of the cell of the same description.

L et us now choose an a rb itra ry point in every cell A /c (£ 7C, 7]*).

T he product
f ( £ k > r, k ) A k (2 )
expresses volum e of a right cylinder w ith the base A k and height
y*)- If the cell Afc is sm all, then it follows from continuity of»
th e function f ( x , y ) th a t the values of this function at different points
in the cell A k will differ very slightly from one an o th er and therefore
very little from the q u an ti ty f rt fc). I f we now cut, subjectively,
a narrow cylindrical colum n situated above the cell A k from o ur
cylindrical body, then volum e of this colum n will evidently differ very
little from the volum e of a straight cylinder w ith base A k an d height
fV'-i-, ri kh from the q u an tity (2). A nd i f all the cells are small,
th en volum e of the whole cylindrical body which is equal to sum
o f volum es o f all such colum ns will only differ very little from the sum
n
ri * ) A k. (3)
k= 1
W e m ust em phasize once again th a t the division T of the figure D
rem ains a rb itra ry (provided the cells A jc are m easurable and suffi­
ciently sm a ll); the choice of the points (£ j, rlk) in individual cells is
also a rb itra ry .
It is evident th a t in future we m ust try to m ake the division T
progressively “ fine” . But w hat does it m ean ? L et us note th a t in
570 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

th e form er case we have evaluated ‘'fineness5* o f the division T by

smallness of the q u an tity 1{T) in the greatest o f its cells. W e m ust
n atu rally act sim ilarly in this case. But how can we evaluate the
dimensions of the cell? I t can readily be seen th a t m easure of the
cell is no t suitable for this p u rp o s e ; in fact, in this case we try to
m ake the cells small in order th a t any two points o f a given cell
should lie close to one a n o th e r; however, the small dim ensions o f a
cell do not guarantee us this property (the cell m ay have the shape
o f an elongated rectangle). L et us note th a t we have agreed to call
the diam eter of a plane figure as the u p p er b ound of the com m on
distances of all possible pairs of its points. Therefore smallness of
diam eter of the cell A k is, in fact, necessary an d sufficient in o rd er
th a t the com m on distance of two a rb itra ry points in it should be small.
I f we denote by d (T) the greatest of the diam eters o f the cells o f the
given division T, then “ fineness” of this division can conveniently be
m easured and evaluated by smallness o f the q u an tity d [ T J. W e shall
n atu rally say th a t the variable division- T becomes “ infinitely fine”
if an d only if d(T) —^ 0.

All th a t follows is quite clear from its analogy to the definition

of area of a curvilinear trapezium . If, w hen the division T
becomes infinitely fine and choice of the points (? /., v] Jc) in individual
cell's is arb itra ry , the sum (3) tends to a lim it V in d ep en d en t of the
division T and choice of the points (£ fc, vj k) in individual cells o f the
given division, we shall call this lim it V volume of the given cylindrical
body and w rite :
n
F = lim Y rtb)A ft. (4)
d(T)-*0 U
k= 1

I t is clear from above th a t the exact meaning: of this n o tatio n

(in agreem ent w ith the accepted general concept o f lim iting process
§ 15) involves the following fact: a 8 > 0 can be found for arb itra rily
small e > 0 such th a t for every division T, w here d (T ) < S, a n d
for every choice of the points (£ *., rik) the following in eq u ality holds
for cells of the given division :
n

- V \ < z .

k= 1

W e have thus established the definition o f volum e of a cylin­

drical body. T h e a p p a ra tu s for calculation of this volum e follows
D O U B L E A N D T R IP L E IN T E G R A L S 571

directly from the above definition, w hich is fully constructive ; how ­

ever, in practice, this m ethod because o f its com plexity gives us even
less th an the m ethod obtained earlier in connection w ith the defini­
tion of area of a curvilinear trapezium . E or this reason we must say
th a t we have still not developed a suitable practical m ethod for eva­
luation of volumes o f cylindrical bodies.
From above we can draw no conclusions as to the conditions
u n d er w hich the lim it involved in the definition o f volum e of a cylin­
drical body exists and is independent of the elements o f construction.
W e m ust therefore still consider all these problems.

§ 116. Double integral

As in the one-dim ensiopal case (ch ap ter 14) we can now en u ­
m erate m any geom etrical an d physical problem s whose solution in­
volves evaluation of limits of the form (4) § 115 (masses o f thin h ete­
rogeneous plates, centres of gravity and m om ents of inertia of such
plates, etc*h W e m ust therefore study the general properties o f these
lim its an d find p ractical m ethods for th eir evaluation.
W e shall n atu rally begin by agreeing on term inology and system
o f notation*. If the given function f { x 3y ) and the given m easurable
figure D have a lim it of the form (4) § 115, then this lim it is called
double integral o f the fu n c tio n f (x, y) in the “region o f integration” D and
denoted by
or ^ f ( x 3y ) d x d y . .
D D
In the first form ula the symbol d a (‘ elem ent o f a re a ” ) should rem ind
us o f origin of the integral obtained from “ integral sum s” Ps a result
o f the lim iting process

ylfc) A *•
k= 1
W e know th a t the shape of cells in this process is a rb itra ry ; it is
m ostly convenient to have cells in the forms of rectangles w ith sides
parallel to the axes o f coordinates ; the integral sums then have the
form :
n

7)*) A y>
k= 1

* ) W e sh a ll c o n sid er so m e o f th e se p r o b le m s in § 120.
572 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

an d the second form ula o f the double integral given above, w hich we
shall m ainly use in future, should rem ind us of origin of the integral.
I t is obvious th a t the m eaning of both notations is the same.
I f an integral exists, the function f (x, y) is said to be integrable
in the region D. N othing is required of the function f (x,y) except
th a t it should be defined a t every point of the region of integration D
an d be bounded in th a t region. T hus the function m ust not even be
continuous ; it m ay also assume negative values (in these m ore gene­
ral cases the simple geom etrical interp retatio n of double integral
given in § 115 does not apply).
As in the one-dim ensional case, the concepts of the u p p er an d
lower sums w hich are constructed in full analogy to the one-dim en­
sional case (§ 47) are of great assistance in constructing of th e theory
of double integrals.
L et M and m denote respectively the u p p er an d lower bounds
of the f u n c t i o n / (x,y) in the region D. L et us assum e th a t we have
perform ed an arb itrary division T of this region into (m easurable)
cells A i , A 2> •• , A n and let M k an d m k denote th e up p er an d lower
bounds of the function f ( x , y ) in the cell A k respectively. W e can
thus construct sums
n n

S ’i = ^ M k A k) S T = Y l m k A k ,
k= I k= \
which are uniquely defined by the chosen division T called the upper
and lower sums of this division. These sums possess all properties of the
upper and lower sums in the one-dim ensional case (§ 47, properties
1 0 — 4°) ; all previous proofs rem ain valid except th a t the cells A j:
are now m easurable plane figures. Instead o f th e length b — a of the
interval (a, b) we m ust now use everyw here the area D of the region
of th a t nam e. In the proof 3° we m ust note th a t the cells A id are
m easurable figures in accordance w ith theorem 3 § 114.
As in the case of a one-dim ensional in teg ral we shall agree to
call the q u an tity co k — M k — m k variatio n of the function f (x, y ) in
the cell A k of the division T. It can again be shown th a t the
sim ple relation
D O U B L E A N D T R IP L E IN T E G R A L S 573

is a necessary a n d sufficient condition for integrability of the function

/ (x, y) in the region D. T h e proof is exactly the same as in the one­
dim ensional case (§ 48).

T h e most im p o rtan t consequence o f this criterion of in teg rab i­

lity is, as in the one-dim ensional case, integrability of all continuous
functions. T h e function f [x,y) continuous in the bounded closed
region "D is. as we know (§ 8 8 ), uniformly continuous in th a t region.
T herefore provided d( T) is sufficiently small, the variation of the
function / (x, y) in any cell A k of the division T will be less th an an
a rb itra ry preassigned positive num ber e w hich can be as small as we
please ; b u t this implies th at, provided d(T) is sufficiently small,
n n

w A 7, < £ J A k = zD ;
k= 1 ' k=\

since e > 0 is arb itrarily small, the relation ( 1 ) holds an d the func­
t i o n / {x>y) is integrable in the region D.
W e have seen in the case of simple (single) integrals th a t a
finite nu m b er of points of discontinuity of a bounded function does
n o t effect its integrability (§ 48, theorem 4). W e can sim ilarly show
th a t the bounded function / (x}y ) is integrable in every region D in
w hich all its points of discontinuity are situated on a finite number o f
lines o f relatively simple type. H ow ever, we shall not do so here.
D ouble integrals possess several simple properties which are
com pletely analogous to those of simple integrals ; the proof o f these
properties is usually quite simple and follows the same lines as the
corresponding proofs for simple integrals. It is therefore sufficient only
to en u m erate the m ore im p o rtan t properties an d leave the re a d er to
provide the proof *).
1°. If the functions f x (x,y) a n d /> (x,y) are integrable in the
region D, then th eir sum is also integrable in th a t region and

JJ I f i (x,y) + / 2 (x f y )] dx dy =
- D

= | J/i (‘L >) dx dy f J j/o (xyy) dx dy.

D D

*) L e t u s n o te th a t in e v e r y th in g th a t fo llo w s a n y m ea su ra b le p la n e figu re can

se r v e as th e reg io n o f in te g r a tio n .
574 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

2 °. If A; is an a rb itra ry constant an d the function f {x, y ) is

integrable in the region D , then the function k f { x , y ) is also inte­
g r a t e in th a t region and

|J k f (v, y ) dx dy = k J j/ (x, y ) dx dy.

D D

3C. If the function f { x , y ) is integrable in each of the region^

D i an d D 2, then it is also integrable in the region D ± + D 2 ', if. a t
the same time, the regions D 1 an d D.z have no com m on in terio r
points, then

JJ f ( x , y ) d x d y = | J / ( A A ) dx dy + j J / ( a y ) dx dy.
Zh + jDo ^1 ^2

4C. I f the fu n ctio n s/! ( x , y ) and J z {x, y) are integrable in the

region D and if a t every point of th a t r e g i o n ^ / > , then

J J/i (a
D
y ) dx dy < | J/oD
(x, y) dx dy.

5 ’, If the function f ( x,y) is in te g ra b le .in the region D } th en

the function \ f (v, y ) | is also integrable in th a t region an d
i

JD
| / ( A A) dx dy < JJ
D
I / ( A A) I dx dy.

6 °. I f the function f ( x , y ) is integrable in the region D an d i f

at every point of th a t region m < / ( a a ) ^ A/, then

m D* < j
D
| / (a-, y ) dx dy < MD*,

w here D * denotes m easure of the region D.

7°. (M ean value theorem ). I f the function / (x,y) is co n ti­

nuous in the closed region D and this region is “ connected” , i.e. a n y
two points of this region can be joined by an open polygon which,
wholly belongs to the region D, then a p o in t (E, yj) can be found in
this region such th a t

J jV
D
(a y ) dx d y = / ( £ , 7j)Z>*.
D O U B L E A N D T R IP L E IN T E G R A L S 575

In o rd er to prove this we m ust jo in two points at which the

function / (v, y) assumes its greatest value M and its smallest value m
by an open polygon lying entirely in the region D. W e can regard
/ a s a continuous function of an arb itrary suitably chosen param eter A
along th a t polygon (for exam ple, A can be defined as the length o f
an interval ol the open polygon from the origin to the given point).
W e can then apply theorem 3 § 23 to this continuous function, whose
values a t the and points of the given section of variation of the p a ra ­
m eter are respectively equal to M and m ; since it follows from 6 °
th a t

therefore on the d rav 'n open polygon (and hence also in the region
D) a point ( ', v}) can be found a t which

w hich was to be proved.

W e m ust finally draw atten tio n to an im p o rtan t corollary o f
theorem 5 § 114 w hich we shall find useful on m any future occasions.
Let the f u n c t i o n / {x,y) be integrable in the region D ; its integral
is defined as lim it of sums of the form

£ / ( 5 * . Q a /,
k

in all the cells A k of the given division T of the region I), provided
the greatest d iam eter of the cells tends to zero. A m ong the cells A k
we distinguish inner and b o u n d ary cells; let denote sum m ation in
all inner cells and S 2 sum m ation in all boundary cells of the given,
division so th a t

k
an d

k
576 A C O U R S E O F M A T H E M A T IC A L - A N A LY SIS

I f p. denotes the u p p er b o und of the function \ f ( x , y) | in the region

D ,th e n

| ft) A t | < = /*(S A * - H A0 '

k

But theorem 5 § 114 m aintains th a t if the division becomes indefini­

tely fine

A * “* £
k
(the above sum is obviously the m easure of the region D ) ; therefore
if d (T) -> 0 ,

a n d consequently

J J /O L jO A /; = lim r/fc) A*.

£) A
Theorem . I f the functio n f (v,jy) is irtgralle in the region D , then

f { x , y ) dx dy = lim Yj / (Ek) r k) A ft,

where the sum only includes inner cells o f the division T .

Note. T he proved theorem rem ains valid if, a p a rt from all

inner cells, vve include some (any we please) b o u n d ary cells in the
sum (the sum S 2 then contains the rem aining b o u n d ary cells).
T h e proof rem ains u n changed.

•§ 117. Evaluation of double integrals by means of two

simple integrations

W e have already m entioned above th a t our definition of a

double integral gives a m ethod for its evaluation b u t this m ethod is
ra th e r lim ited because of its bulkiness a n d u nsuitability for practical
use. W e m ust therefore develop a suitable m eth o d for ev alu atio n of
the given double integral. In m ost cases evaluation is achieved by
reducing th e double integral into two successive sim ple (i.e. single)
integrals. W e shall establish this general m ethod in this p a ra g rap h .
D O U B L E A N D T R IP L E IN T E G R A L S 577

L et the closed region (m easurable figure) D w here the given

integral is defined has such a form th a t any straight line parallel to

one of the coordinate axes intersects its contour only at two points
(fig. 74; this condition excludes all regions sim ilar to th at represented
in fig. 75; however, such a region, provided it is sufficiently simple,
can alw ays be divided into parts of the required form as shown by
d o tted lines in fig. 75); only lines a t the extrem e left an d the extrem e
rig h t p erm it this e x ce p tio n ; each of these can share a whole section
o f com m on points w ith the boundary of the region D (as, for
exam ple, the line at the extrem e right in fig. 74).
W e shall assume th a t the function f { x , y) is continuous in the
region D. In th a t case the integral

I = JJ
D
/(-v, y) dx dy

is know n to exist and (as a result of the last theorem of the previous
p a ra g ra p h , see note) it is equal to the lim it of sums of the form for
d ( T ) -> 0,

y /(s * . a ,

(w here rtic are coordinates of a point arb itrarily chosen in the cell
A 7; of the division T and the sum includes all inner cells an d any
n u m b e r of bou ndary cells of this division); this lim it is independent
o f the division T and choice of the points (£*., rik) in cells o f these
divisions. T herefore in order to obtain the reduction necessary for
evaluation of the integral / a n d subsequent evaluation of two simple
integrals we can choose the division T and the points (£ftJ rlk) in the
cells of these divisions in a w ay most convenient for our purpose if
only d ( T ) -> 0.
 578 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

L et £ > 0 be given a rb itra rily ; in th a t case provided 5 > 0 is

sufficiently small, we have

/ /(5fc, rtk) Ak < e ( 1)

for every division T for w hich d (T) < 8 (and for every choice o f the
points (Efc> rik) in the cells of this division). L et us now choose one
such division in a definite m anner. L et us w rite respectively
y = 9 j (*) and y = 9 2 (*) for the equations o f th e upper an d low er
parts of the contour of the region D (fig. 74) a n d assume th a t these
two functions are continuous in the interval (<z, b) betw een th e
term inal abcissae of points of the region D . It then follows from the
theorem on uniform convergence th a t an h0 > 0 can be found such
th a t w hen a < x < % < b and ,v' — x" | < A0, we h a v e :

| ? i (*') — ? i ( * " ) I < y , | ? 2 CO “ ? 2 (x”) | < -y -. (2 )

Let us now divide the interval* (a, b) by m eans o f the following points
o f division :
d X o, X <<•) X <ti b

into a large num ber o f equal parts so th a t

Xi — X i-X = h < Ii q (1 ^ z < w)

an d also h < 8 / 2 . L et us draw a straig h t line parallel to th e

03~-axis through each p oint of division. T h e set of these straig h t
lines divides the region D into vertical strips (fig. 76). A fu rth e r
choice ol cells of division will be m ade separately in each strip.
Fig. 77 represents one of these vertical strips confined betw een
th e straight lines x = Xi and * = **+1. L et M x an d d en o te
respectively the greatest an d least values of the function 9 x (*) in th e
given strip while M 2 and m 2 have sim ilar m eanings for the function
0 2 ( a ). Since h < h 0, it follows from the inequalities (2) th a t
5 8
A fx — m ! < -y-, M 2 -- m 2 < y . (3)

L et us now draw in our strip (Fig. 77) straig h t lines parallel to

the O X axis a t the heights m 2i M 2, m l7 M x (let us assume for the
sake of sim plicity th a t M 2 < w j an d divide the interval M 2^ y ^ n i i
of the OT-axis into equal parts and draw straight lines p arallel to th e
0 Ar-axis through each p o in t of division. These straig h t lines divide
D O U B L E A N D T R IP L E IN T E G R A L S 579

th e p a rt of the region D confined in the given strip into parts w hich

we shall reg ard as cells of our division T . W e have n o t yet defined

the nu m b er of equal parts into w hich the interval M 2 ^ y ^ m1;

should be divided ; we shall do so now.

In each cell A * constructed in the given strip as described

above let us select £ k = x% (which will be the sam e for all cells of
the given strip) w hereas the num bers tj k can be chosen arb itrarily .
T he lowest cell of the given strip is contained in a rectangle whose
dimensions are h < 8 / 2 an d M z— m2<S l 2 an d therefore its diam eter
does n ot exceed h'1 -f- (M 2 — m 2) 2 < 5 / \ / 2 < S. T h e same evi­
dently also bolds for the highest cell All rem aining cells o f the given
strip are rectangles an d the diam eter of each is less th an 5, provided
we divide the interval M 2 ^ m x into a sufficiently large num ber
o f (equal) parts. From these rectangles the lowest an d highest are
evidently b o u n d ary cells w hereas the rem aining ones are inner cells
o f our division.

P a rt of th e integral sum

2 f (£ k, '0 k) A let
k

w hich includes the rectan g u lar cells o f our chosen strip can be
w ritten in th e form
m—1
^ >7 ) h h \
1=0
 580 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

w here h ' is the distance betw een two ad jacent points of division of
the interval ( M 2> mi) a n d y i is an a rb itra ry n u m b e r confined
betw een two such adjacent points of division.

B ut the sum
m—1

/= 0

for h,' -> 0 has the integral

mi
\ f { x i , y ) dy.
M 2

as its lim it. W e therefore have, provided h ' is sufficiently sm all :

m—1 mi
Y , f ( x i , y i ) hh ' — h [ / ( * * , jy) dy \ < hz. (4)
/= 0 M 2

But since
mi < 9 1 (xi) < M 1} m 2 < 9 2 (*;) < M 2,
therefore it follows from the inequalities (3)
8 8
9 1 (x0 m1 < — 9 M 2 — 9 2 ('Vi) < - y ,

an d hence
9l (*<)
dy — dy
92 (*i) M2
M 2 ?! fo)
= j [ f { x u y ) dy + ^ f { x u y ) dy < 2 p — = p 5,
92 (*i) ?n1

w here (j. is the upper bound of the function | f ( x , y ) | in the region

D. It therefore follows from (4)
m—\ 91 (*,;)
I ] [ ] / {x i>yi) h h ' — h | f ( x i}y) dy < hz -f < 2hz,
1=0 92 (Xi)
since there is no reason why we should not choose 5 < e / p.
D O U B L E AND T R IP L E IN T E G R A L S 581

W e have so far considered p a rt of the integral sum which

em braced the re c tan g u la r cells in one vertical strip chosen by us.
Sum m ing the result over all such vertical strips we obtain :

2 / ( £ * , fl ft) A fc — h J V ( * i O ’) 4y \ < I t e n = 2z (b — a),

i =0 ? 2 (**)

w here the sum 2 j includes all inner an d some b o u n d ary cells of the
given division.

L et us now assume th a t

?i(*)
J f (x, y) dy = F (x) (a < x < 6 ),

9*00

so th a t F ( a;) is a continuous function o f a: in the interval (a, b) (see

theorem 4 § 109). T h e last inequality can then be w ritten in the
form

n —1

k) Ak F {Xi) ( X i+l — Xi) < 2s (b — a).

i= 0

B ut the sum

n —1 b
2 F {Xi) (X i +1 — x i) -> J F (a:) dx
i—0 a

as h -> 0 ; we can therefore rig h t from the beginning take h so small

th a t this sum should differ from the integral

b b 91 (,r)
^F{x)dx = J | ^ f ( x ty)d y ^d x
a a 92 (a;)

by less th an s. T h e last inequality gives us :

b
! ^ f (Ik, v) 7c) A je — j* F (x) dx ^ < e [1 + 2 {b — a) ]. (5)
582 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

Finally we see th a t all cells of the described division T have

diam eters less than 5 an d therefore the inequality (1) holds. But it
follows from (1) an d (5)

/ - < 2 s (1 -f- b — fl)•

Since s is as small as we please an d the left-hand side of the last in ­

equality does not depend on s, it is equal to zero an d we o b tain :
b 9i(.v)
I dx dy = | | ^f{xyy)dy^dx. (6)
D a 92(x)

This is the result a t w hich we were aim ing. W e thus see th a t

a double integral o f a continuous function can be evaluated by m eans
o f two successive simple (single) integrations. O n th e rig h t-h a n d
side of form ula (6 ) the inner integral is constructed in the w ay des­
cribed in § 109 : the variable x plays the p a rt o f a p a ra m ete r in this
integral, i.e.} it retains a constant value d u rin g in teg ratio n ; n o t only
the integrand b u t also both limits of integration depend on this p a ra ­
m eter x. H ence the inner integral as a w hole is a continuous
function of the variable x and m ust therefore be in teg rated w ith
respect to x from a to b.

I t is obvious th a t the coordinates x an d y are com pletely

equivalent in all these argum ents, an d we can, if for some reason it
is m ore convenient, integrate first w ith respect to x an d then w ith
respect t o y ; for this purpose we m ust select points on the contour D
a t w hich the ordinate assumes its least value y — c a n d its greatest
v alu ey = d ; these two points divide the contour into two parts — the
right-hand side whose equation is a: = ^ x (y ) a n d the left-hand side w ith
the equation x = 2 O')* W e thus obtain as above:
d <h(jO
| ^f{x,y)dxdy = ^ j J / (*, y) dx ]^dy. (7)
D c

Evidently it is n ot always easy to perform the two necessary

simple integrations. H ow ever, in principle we have converted ev alu ­
ation of a double integral into a problem w hich we have alread y
studied a n d we can therefore reg ard our problem solved. F u rth er,
having a t ou r disposal two equivalent form ulae ( 6 ) a n d (7) we can, of
D O U B L E A N D T R IP L E IN T E G R A L S 5S3

course, in each case choose the form ula w hich is most convenient for
o u r p u rp o se ; this choice depends on the n atu re of the function f (x,y)
a n d the form of the region D .

Exam ple. T he trih ed ral prism whose generating lines are parallel
to the 0< -axis, has its base in the X O T plane in the form of a
triangle w ith vertices a t the points A (0^ 1), B (1, 0), C (— 1 ,0 ). Find
the volum e of p a rt of this prism confined betw een the plane X O T
an d the parabolloid o f rotation z — x 2 + y 2 (fig. 78).

Fig. 78 Fig. 79

W e evidently have here a cylindrical body of the kind consi­

dered in § 115. H ere the base A B C of the prism is the region D as
shown in fig. 79. T h e equations of the straight lines AC and A B are
respectively
x = y ~ 1, x = 1 —y ;

we therefore o b tain the following expression for the required volume

i y

D 0 y —1

H ere the inner integral is

l ~y 3
| (x2+ y 2) d x = y 2x + ^ ~ = 2y2 (1 —y ) + % ( 1
y -1
584 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

an d we obtain :

V = | j 2 / (1 - > • ) + ! (1 - > 0 3 j dy.

0

F u rth e r calculations present no difficulties.

For further useful exercises cf. Problem Book by B.P. D em ido­

vich, Section V III, Nos. 7-15, 17, 23.

§ 118. Substitution of variables in double integrals

W e already know the significance of transform ation of the v ari­

able of integration in evaluation of simple (single) integrals (we only
need to rem ind you of the rationalisation of integrals of irrational
an d transcendental functions carried out in a large n u m b er of examples
in chap ter 17 w here whole classes of functional dependencies were invol­
ved). O w ing to the great freedom of choice o f transform ations we
are able to replace in m ost cases the in teg ran d by a n o th er sim pler
expression w hich can be integrated m ore readily.
We m ust now develop a sim ilar m ethod for double integrals.
W e shall see th a t here a simple m etho d for transform ation of the
variables of integration is also possible an d this frequently facilitates
evaluation of the integral.

L et us assume th a t we are given the double integral

( 1)

w here the function f { x , y ) is continuous in the closed region D.

L et us consider, a p a rt from the x y - p lan e, a n o th er uv-plane and

a region D' in th a t plane. L et the transform ation of the variables

= x (w, v), y = y (k, v), ( 2)

w here the functions x («, v ) , y (w, v) are defined continuous and have
continuous p a rtia l derivatives in the region D ', transform this region
into the region D in the plane (as considered in d etail in § 105). W e
shall assume th a t the transform ation of the region o D ' into the region
o
D , as effected by the relations (2 ), is 1 — 1 i.e. th a t every p o in t (x,y) in
the region D can only be transform ed into a single p o in t (u, v) in the
D O U B L E AND T R IP L E IN T E G R A L S 585

region D ’ ; th a t point (m, v) is given by the “ reciprocal*"’ transfor­

m ation

u=u(x,y), v= v(x,y), (3)

in w hich we also assume th a t the functions n (x,y), v {x,y) are conti­

nuous an d have continuous partial derivatives in the region D. Since
in this case {cf. § 105)

D {x,y) =
D (x,y) ' D {u, v) 9

therefore both determ inants are non-zero in the corresponding regions.

W e w ant to express the integral (1) over the region D in the xjy-plane
by an o th er double integral over the region D ' in the «y-plane.

F or this purpose we shall consider the division T of the region

D effected by two families of straight lines parallel to the O X and O T
axes ; let the distance h betw een two adjacent lines be the same for
both families of lines so th a t the inner cells of the division T are
squares w ith side h. This division corresponds to a definite division
T ' of the region D ' whose cells will, in general, have curvilinear con­
tours. Let us take an a rb itra ry inner cell (square) A /cof the division
T in the region D with vertices a t the points ixjc,yi), ( a '//+ h , y k)y
( x kiy j : h), (x j. + h , y k + h) ; this cell will, in accordance w ith the
transform ation (3), correspond to an o th er cell A ' jc of the division T r
in the region D ’. L et us first show th a t each cell is a m easurable
figure.

T h e contour of the cell A ' k can be divided into four parts in

relation to the four sides of the square A &*). L et us consider one o f
these four parts, for exam ple the p a rt corresponding to the side
x jc ^ x ^ x k -}■ h , y = yjc of the square A j:- This side can evidently
be expressed by the param etric equations

u — u (
x t y k ) 9 v = v ( x , y j . ) (x 1: < a: < X j . + h ) ,

w here the derivatives 3 « / 3 x and 3 v/d x are continuous in the in ter­

val ( x ]:) Xj.-\-h) and cannot vanish sim ultaneously, since otherwise the
d e te rm in a n t D (u, v)/D (x , y ) w ould also vanish, as we see, is impos-

* H e re a n d la tte r in ord er to g iv e a strict th e o r e tic a l basis to ou r a rg u m en ts w e

sh o u ld s h o w th a t in a 1— 1 a n d m u tu a lly c o n tin u o u s tra n sfo rm a tio n o f o n e reg io n
in to a n o th e r th e b o u n d a r y o f o n e r e g io n is tran sform ed in to th a t o f th e o th e r
re g io n . T h is p ro p o sitio n is tru e b u t its p r o o f lies b e y o n d th e s c o p e o f o u r co u rse.
586 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

sible. Since the same also holds for each of the three rem aining sides
of the contour o f the cell A 7-, therefore, in accordance w ith theorem
7 § 144 this cell is a m easurable figure.
In § 105 ’ we have seen th a t the ratio A ' J A k of the areas of
two cells has as its lim it the absolute value of the following d eterm i­
n a n t for h -> 0
D (u, v)
I) {x,y)

a t the point (x k, y k) ; thus for h -> 0

| 7 ) (m, v )
A 'k A k + 0 (A k) -
! D (x, y\.

Therefore, conversely
D(x,y)_
Ak = A 'kT A 7cj (4)
D (u, v)

w here oc/c ->■ Oas h — 0 an d O strogradskij’s d eterm in an t should be

taken a t the point [uk = u (xk,yic), Vk — v {xk.yk)) in the cell A '*•
L et us m ultiply the equation (4) by f {xk, y k) a n d sum it over all cells
of the region D :

A 7c =

D (x , y j
'k + A?.-. (5)
D (u, v)

L et us now decrease the n u m b er h indefinitely and hence also the

greatest diam eter h \ / 2 of the cells At<: of the division T . I t follows
from the final theorem of § 116 th a t the left-hand side of the e q u a ­
tion will have the integral (1) as its lim it. L et us investigate the
rig h t-h a n d side an d begin by considering the second term . W e have
seen in § 105 th a t the num bers a* tend to zero uniformly with respect
to the position of the square A* in the region D as h -> 0 ; therefore
no m a tte r how sm all s > 0 an d provided h is sufficiently sm all we
shall have | a/c | < s in all term s of the sum Si f (*/c,J;/c) A 7c an d ,
therefore, provided h is sufficiently s m a ll:

I ^1 f i x k>yk) a7c A 7c I < £ j / ( Xj t i yk) I A 7c ^ (^ 7 ),

w here ^ denotes the u p p e r b o u n d of the function j f („v, y) | in the

region D . Since s is as sm all as we please, therefore as h — 0

lim Z i f (xk, y k) v-k A 7c = 0.

D O U B L E A N D T R IP L E IN T E G R A L S 587

L et us finally consider the first sum on the rig ht-hand side of the
equation (5). Assum ing, for the sake of brevity, th at
D _(x±y )
D ( m, y) = J («, v)

a n d noting th a t
= * («*, ft.), y k ~ y ( uk, vk),
we can w rite this sum in the form
2 i / [x {uky vk), v K , vk) ] I J (uk> vk) I A 'k} (6 )
w here the sum extends over all cells A ' k in the region D' w hich cor­
respond to inner cells A ^ in the region D. But as a result of the
transform ation (3) the contour o f the region D is transform ed into
th e contour of the region D ’ an d vice versa (see footnote, p. 585). It
therefore follows th a t inner cells of one region should correspond to
in n er cells of the o th er region and the same holds for bou n d ary cells.
T h e sum (6 ), w hich is extended over the cells of the region D ' corres­
p onding to inner cells of the region D t m ust therefore be extended
over all inner cells of the region D '. If h 0, the greatest diam eter
of these cells (as a result of uniform continuity of the functions
it (* ,j 0 . v (x, y)) tends to zero and, as a result of the last theorem of
§ 116, the sum ( 6 ) has as its lim it the double integral *)

J J/[*
D’
v ) , y (a, v) ] | J {u, v) | du dv. (7)

H ence retu rn in g to the relation (5) an d taking its lim it for 0

we obtain the form ula

JJ
D
/( * ,.? ) dx dy =
D'
f [ x (a, v ) , y ( u , y)] | J ( u , »)| du dv, ( 8)

w here
dx dx I
du dv j
J (a, v)
d y dy
du dv |
a n d w here D' is a region in the tty-plane w hich is transform ed into
the region D in the x y -plane by the transform ation x = x (u, v),
y = y (tt, y). T his is the form ula for the substitution o f variables in

*) W e d o n o t p r o v e h ere th a t th e re g io n D ', lik e th e re g io n D, is a m ea su re -

b le figu re
 588 A C O U R S E O F M A T H E M A T IC A L A N A L Y S IS

d o u b le in tegrals w h ich w e w ere trying to o b tain . W e can see that it

is an alogou s to th e corresponding form ula for th e su bstitu tion o f th e
v a r ia b le in sim p le (single) integrals

b P

_ [ / ( * ) * = | / [ ? «]<P
a a

w h ere th e in terval a ^ x ^ b is transform ed in to th e in terv a l

a ^ t P by th e transform ation x — 9 (/). T h e d eriv a tiv e 9' (/)
corresponds to th e d eterm in an t J in form ula (8) or, m o re strictly, to
its ab solu te v a lu e . As w ith sim p le in tegrals th e m a in p u rp ose o f
form ula (8) is th e transform ation o f in tegrals into form s m o re su ita b le
for c a lc u la tio n ; h ow ever, a new factor is in v o lv e d h ere w h ic h has no
p arallel to sin gle in te g r a ls : th e use o f form ula (8) often in volves n o t
on ly sim p lification o f the in teg ra n d bu t also effect th e form o f th e
reg io n o f in te g r a tio n ; if th e form o f the region D ' is sim p ler than
th at o f the region D , th en th e in tegral w ill itse lf b e grea tly sim p lified
a n d this sim p lification is so im p ortan t that in order to a c h ie v e it, it
is in som e cases even d esirab le to co m p lic a te th e in te g r a n d a little .

E xam ple. T h e m ost frequent ty p e o f tran sform ation o f v a ria ­

bles in a d o u b le in tegral is th e tran sition from recta n g u la r coord i­
nates ( x , y ) to polar coord inates (r, 9 ) ; in th e sim plest cases th e tran s­
fo rm a tio n form ulae are as fo llo w s :

x = r cos 9 , y = r sin 9,

an d therefore

cos 9 — r sin 9
7 ^ D fc j) r.
D (r, 9) t .
! sin 9 r cos 9

T h e general form ula has the form

|J
D
f { x , y ) dx d y — J* J' f [rcos9, rsin9] r dr d o .
D'
(9 )

T h is form u la is p a rticu larly co n v en ien t in case th e reg io n D is a circle

w ith cen tre a t origin :

*2 + j 2 < a 2; (1 0 )

it is e v id e n t th a t in this case th e region D ' is a rectangle 0 < r ^ <z,

2rr. It is ob viou sly m u ch sim p ler to in teg ra te round a
 DOUBLE AND TRIPLE INTEGRALS 589

rectangle th a n ro u n d a circle; the reduction to] two simple in teg ra­

tions as considered in § 117 gives for a circle (of the variables x, r)
the following lim its o f integration

a \ / a2—*2

i a •%/a2—
a n d for a rectangle (of the variables r, 9 ) it gives constant lim its:
a 2-

w hich in m any problem s considerably simplifies calculations *).

L et us assum e, for exam ple, th a t we w ant to evaluate the

integral

w here D is the circle (10). F orm ula (9) gives:

/ = r" v dr d®>

w here D' is the rectangle 0 ^ 9 ^ 2~. It therefore follows

from the results of § 117 th at
a

I = dq 2 tt J re ~ 7,2 dr =
0

a
(I —e ~ a2).
0

The read er should try to evaluate the sam e integral in rectan ­

g u lar coordinates when he will encounter considerable difficulties.
F o r fu rth er exercises cf. Problem Book by B. P. D em idovich,
Section V I I I , Nos. 34-36, 39, 40, 47, 49, 51, 53, 54, 8 6 , 87.

*) T h e fact th a t O stro g r a d sk ij’s d e te r m in a n t v a n ish e s a t th e c e n tr e o f th e

circ le d o es n o t effec t th e v a lid ity o f fo rm u la (9) as ca n rea d ily b e sh o w n .
 590 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

§ 119. Triple integrals

In the last few p arag rap h s we had occasion to observe th a t the

transition [from simple integrals to double integrals necessitated a
detailed study of the region of integration, i.e. we h ad to use the
theory of m easurable figures, in spite of the close analogy existing
betw een these two types of integrals. T h e construction o f the theory
described in § 114 required considerable e ffo rt; how ever, this effort
is am ply rew arded by the sim plicity an d accuracy of the subsequent
construction of the theory of double integrals; it is even m ore
im p o rtan t to note th a t § 114 can entirely a n d alm ost w ithout m o d i­
fications be extended to m easurable sets in space o f any n u m b e r o f
dimensions and th a t, consequently, the theory evolved in this p a ra ­
g rap h can serve as the basis for integrals o f any m ultiplicity.

In o rd er to construct the theory for m easuring sets in a th ree

dim ensional space we m ust follow the definitions an d argum ents of § 114
step by s te p ; the necessary changes evidently involve the replacem ent
of nets of straight lines by nets of planes, i.e. parallelogram s are
replaced by parallelopipeds, circles by spheres, e tc; how ever, the
argum ents of § 114 are essentially preserved w ithout m odifications.

T he triple integral

III
V
z ) dxdy dz>

w here V is an a rb itra ry bounded m easurable set in the th ree d im en ­

sional space a n d /(,v , y y z) a function defined in the region V, is said
to be lim it of the sum

TiL'9 Ck) A fc,

w hich extends over all cells A jc of a division T of the region V, w here

(ct , rihi £fc) is an a rb itra ry point in the cell A &; this lim it is taken on
the assum ption th a t the greatest diam eter of the division T tends to
zero an d is independent of the effected division T an d choice of the
points (Ct3 v)fc, in the cells of these divisions.
§ 116 can be extended to triple integrals w ith o u t alterations.
T h e practical evaluation of a triple integral is usually carried out by
replacing a triple integral by three successive sim ple (single) integ­
rations as we have seen in § 117 for double integrals. T hus we obtain
for regions o f sufficiently simple form
DOUBLE AND TRIPLE INTEGRALS 591

b <?iOO
|j | f(x ,y ,z)d x d y d z= ^ | | £ | f { x 9y , z ) d z dy ( dx. (1)
V a 92 (*) (*>.?)
T h e in n er integral is here taken w ith respect to z w hile x and y are
p a ra m ete rs; the limits of this integral represent respectively the upper
a n d lower bounds of values of z in the region V for given x and y ;
therefore the inner integral (in square brackets) is a function o f x and
y ; this function is subsequently in teg rated w ith respect to y w here x
is a p a ra m e te r; the lim its of this integration are the bounds cpj (#)
an d 9 2(* ) o f y in the region V for the given value o f a;; a function of x
(placed in crooked brackets) is obtain ed as a result o f this second
in te g ra tio n ; finally (the th ird integration) this function is in teg rated
w ith respect to x, w here the limits are the bounds of x over the
w hole region V. It is evident th a t the above order o f in teg ratio n
can be replaced by any other order (w ith corresponding changes
o f lim its of integration) a n d this freedom in the order o f integration
should be used in each case to simplify the whole sequence of ope­
rations.
I f we denote the inner integral on the rig h t-h an d side o f
form ula ( 1 ) by O (x, y ) 9 then the rig h t-h an d side as a whole can be
w ritten in the form
b 9 1 (.y)
| | | <I>(a■,y)dy\^dx,
a 92 N )

w hich, according to § 117, is equal to

| | $>{xi y )d x d y i
D

w here D is the projection of the region V on the X O T - plane. Form ula

( 1 ) therefore gives us:
tyi(xy)
III
v
/(*>_>’, z ) d Xd y d z = \ \
d
|| f (*> y 3 z) dz | dx dy. (2 )

YVe thus see th a t triple integration can be replaced by the successive per­
formance o f one single and one double integration.
In o rd er to get used to the quick evaluation, from the given
geom etrical region of integration V of the lim its of all three sim ple
592 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

integrals on the right h and side of form ula ( 1 ) a n d also to the solution
of the converse problem determ ination of the form of the region V
from the given limits of the simple integrals, considerable practice
is necessary. T herefore good m anuals on integral calculus contain
m any examples of this kind which are characterised by the fact th a t
their solution n o t only involves integrations of any kind b u t even the
type of the integrand m ust necessarily be know n.

Finally the form ula for the transform ation o f variables, w hich
is analogous to form ula (8 ) § 118, also holds for triple integrals. I f
the transform ation

u = u{x9y 9 z), v = v (* , y , z ) t w = w {x 9y 9 z) (3)

maps 1-1 the region V in the .y^-space into the region V' in the
uvw-space, then, provided the usual requirem ents of continuity and
the condition J ^ 0 are preserved, we h a v e ;

x, y , z) dx dy dz =

— H I /[*(«> Vt w)9 y[u9 v, w), z{u> v, w ) ] \ J \ du dv dw}

V '

where
1 8a: 0jv dx
du dv 3w
j = D (*, y , U = dydydy
J D \u} v, w) 3u dv 3w

czdzdz_
3m dv cw

is O strogradskij’s d eterm inant of the transform ation

X — X { u , v 9 w ) , y = y ( u 9 v , w ) , z = Z (m, v , w ) ,

which is inverse of the transform ation (3). T h e deduction of this

form ula (which we shall not a tte m p t here) is carried o u t in close
analogy to the deduction of form ula (8 ) § 118 if we see in advance
th a t in the three-dim ensional case (as in the two dim ensional case)
the absolute value of O strogradskij’s d eterm in an t can be in terp reted
geom etrically as a specific “ coefficient of expansion” in the transfor­
m ation of infinitely sm all bodies.
D O U B L E AND T R IP L E IN T E G R A L S 593

As in the tw o-dim ensional case, one o f the most frequent types

o f transform ation of variables in a triple integral is the transition
from re c tan g u la r to spherical coordinates :
x = r cos 9 cos
y — r cos 9 sin
Z — r sin 9 ,
w here

0 < r < + o o , ------- ^ - < 9 ^ + 4 jr> 0 < ip < 2 tz.

W e readily o b ta in :
D ( x ,y , z) |
r2cos 9 ,
D (r, 9 , |
an d the transform ation form ula takes the form

IIIV
^ dxdy d z =
-If! f (r cos 9 cos <|>, r cos 9 sin r sin 9 ) r 2 cos 9 dr dy dty.

This transform ation is usually most convenient if the region of

in tegration is initially the sphere
*2 + J2 + Z2 < a 2,

an d if the region V ' is the rectan g u lar parallelopiped 0 < r < a,

F o r exercises to § 119 cf. Problem Book by B.P. D em idovich,

Section V I I I , Nos. 148— 150, 158, 159.

§ 120. Applications

In this p a ra g ra p h we shall briefly consider several applications

of double an d triple integrals to geom etrical and statical problems.
1. Area of a surface. T h e area o f a given p a rt o f a curved
surface can only in a few isolated cases be solved w ith the help of
elem entary geom etry. In general, this problem involves the methods
o f integral calculus. W e shall see th a t the p a rt played by a double
integral in the solution of this problem is analogous to th a t played
by the usual integral in finding length of an arc of a curve (§ 52).
 594 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

L et us assume th a : we are given a p a rt of curved surface w hich

is intersected only at one point by a straight line draw n in a given
direction which we shall take as the direction of the OZj-axis. T his
p a rt of the given surface can be expressed by the following e q u a tio n :
Z = f{ x ,y ), (1 )
w here we assume th a t the function f ( x , y ) is continuous an d has
continuous p artial derivatives w ith respect to an d jy. L et the
projection of the given p a rt o f the surface (1) onto the XOT* plane be
a m easurable figure D,.
W e known (§ 99) th a t w ith the assum ptions m ade w ith regard
to the function f ( x , y ), the surface ( 1 ) has a tan g en tial an d a n o rm al
plane a t every point of the given p a r t ; if we denote by 7 the acute
angle betw een this norm al and the 0 £ - axis, then

cos y = ( 2)

As usual in geom etrical applications of m ath em atical analysis

our problem involves the definition o f area o f a p a rt of a curved
surface after which we m ust evolve an ap p aratu s for the evaluation of
this area. For this purpose let us divide the region D a rb itra rily by
the divison T into cells for w hich we shall only d em an d th a t each
cell m ust be a m easurable figure and no two cells should have any
com m on interior points. L et us select an arb itra ry point (£7c, rik) in
every cell A u and draw a perpendicular from this point to the XOT-
plane to intersect the surface (1) a t the p oint M k (£kt 7]fc, £ fc), w here
= /(<;*;, Yjfch Let us draw a tan g en tial plane to the surface (1) a t
the point M k. In the neighbourhood of the point M k the course of
this tangential plane is close to the course of the surface fl) itself;
hence this visual representation shows us directly th a t, provided the
diam eter of the cell is very small, the m easure of the p a rt of th e '
surface ( 1 ) projected onto the cell A;c should be very close to the
m easure ck of the draw n tangential plane projected onto the same
cell. Sum m ing this approxim ate equality over all cells we conclude
th at, provided the diam eters of the cells are small, we are justified in
taking the m easure (area) of the whole p a rt o f the surface ( 1 ) in w hich
we are interested (this m easure is equal to ^ sk) as being close to the
sum k

kj (3)
k
 D O U B L E AND T R IP L E IN T E G R A L S 595

therefore if this sum tends to a definite lim it w hen the diam eter of
the cells becom e infinitely small, we n atu rally take this lim it as the
m easure (area) of the p a rt of the surface (I) in which we are
interested.

W e shall now show th a t if the division f becomes infinitely

fine, the. lim it of the sum (3) always exists irrespective of the p er­
form ed division and choice of the points (£fc, rtk) in the cells A k. Let
us note the m eaning of the q u antity a 7;. W e have chosen an
a rb itra ry point (E7., rlJc) in the cell A/- and assumed t h a t / ( ^ 7c, ’f\je) = Xak>
we have also draw n a tangential plane to the surface ( 1 ) at the point
M k {ck, rlki £ 7.) ; Gb denotes the m easure o f th a t p a rt of this surface
whose projection into the AO T-plane is the cell As- Since the angle
betw een these two planes is evidently equal to the angle y as
considered above, therefore, in accordance w ith the general law
connecting the a rea of projected figure and th a t of the projection*)
we m ust h a v e :

A lz — Gj. COS 7 ,

w here the angle J is obviously taken for the point M k ; therefore as

a result of (2 )

a fc = ~cos7 ~ ^ ^ f ^ f ^ k>r‘k) ^ k

a n d ; consequently
i

E « * - E V + 7 ’, * ( S * A «)
k k

But this sum has exactly the same form as the sum considered in § 116;
in accordance w ith the assum ptions m ade w ith regard to d f ' d x and
df [ dy in agreem ent w ith the results of § 116 it therefore follows th at

*) “ The area of a projection is equal to the area of the projected figure

multiplied by the cosine of the angle between the two surfaces in quest ion”.
This rule is proved in elementary geometry for figures whose areas can be determined
within the scope of this science. We have applied this rule to a more general case.
In fact, we make use of the following proposition : if the projection of the given
figure is measurable, then the figure itself is measurable and the measure of the
projection is equal to the measure of the projected figure multiplied by the cosine
of the angle between the two surfaces in question” . This general rule follows
directly from the above rule of elementary geometry but we cannot go into this
q uestion in greater detail.
596 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

the sum under consideration tends to the following integral as its lim it
when the division T becomes infinitely fine :

S-=
= f!V - V lS ’+ r
D
dy
d x dy, (4 )

which, according to the accepted definition, m ust be regarded as the

expression of the area S of the p a rt of the surface (1) in w hich we are
interested. All necessary requirem ents concerned w ith the indepen­
dence of the lim it obtained from the elements o f construction (i.e. from
the choice {of the divisions T an d the points (£ fc, tj ft) in the cells)
follow directly from the general theory o f double integrals (§ 116).
It is interesting to com pare (4) w ith the form ula

l = J V 1+ ( 4 y dx>

w hich expresses the length L of an arc of a plane curve y = f (x)

confined between x = a and x = b and note the close analogy betw een
these form ulae.

Example. Find the surface area of a sphere of radius a. L et us

place the origin of a rectangular system of coordinates at th e centre
of the sphere so th a t the upper hem isphere is expressed by th e
equation

Z = — x2 — y 2 ; (

let us take the equatorial circle .v2 + y 2 = a2 as the region D. We

readily obtain :

dZ x 3£ _ y
a* \ / a2 — x2 — y- dy y ' a2 — V2 — y-

therefore

1 +
r
an d form ula (4) gives us the area of the hem isphere :
D O U B L E A N D T R IP L E IN T E G R A L S 397

or, changing to polar coordinates (T = r cos 9 , y — r sin 9 )

V a~— r a

S = 4rzcr
this form ula is well-known from elem entary geom etry.
F or further exercises cf. Problem Book by B.P. Demidovich,
Section V I I I , Nos. 107, 109, 110, 118.

T he established concept of area o f a surface has the disadvan­

tage th a t it depends on the chosen system of coordinates (i.e. on the
choice of plane onto which the given p a rt of the surface is p ro jected ).
W e could show directly th a t this dependence is only im aginary (i.e.
the area rem ains unchanged even if we alter the direction of p ro ­
jection provided the p a rt of surface is only intersected a t one point
by every projected straight line) ; alternatively, we could replace our
definition, by another, a m ore com plicated definition w hich would be
com pletely free from all a rb itra ry elem ents. However, both these
m ethods are too com plicated to be considered here.

I f the p a rt of the surface whose area we are trying to find does

not perm it the expression of one of its coordinate axes as a single­
valued function o f the two other axes (such is, for exam ple, every
closed surface), then it is frequently possible to divide this p a rt into
a finite nu m b er of sim pler p arts so th a t such an expression is possible
(in general, it is necessary in such cases to choose different directions
for the projection of individual p arts). T h e area o f the whole p a rt is
then equal to the sum of the areas of the constituent “ sim pler” parts.
2. Integrals over parts of surfaces. In § 52 we have defined
the [length of an arc of a curve an d introduced the concept of an
‘‘integral along a given section of a curve” . Sim ilarly, having defined
the area of a p a rt of a curved surface, we can use the concept of
“ double integral over the given p a rt of the surface” w hich is natu rally
a generalisation of the usual double integral over one or other plane
region.

L et S be a p a rt of a surface o f the type considered a t the end of

exam ple 1 and let F ( x )y i z) a continuous function in a region in
space w hich contains the p a rt S w ithin itself. L et us divide the p a rt
 598 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

S a rb itrarily into cells, each of w hich has a definite area an d choose in

every cell a k an arb itra ry point {xk, y k, Z j f I f the sum

^ F {x k, y k} Z 7c) g 1:

k
tends to a definite lim it w hen the division becomes infinitely fine (i.e.
when the greatest of the diam eters of the cells tends to zero) and if
this lim it is independent of the perform ed divisions of the p a rt S and
choice of the points {xk, y k, z k), then we say th a t this lim it is doable
integral o f the function F (x ,y } z) oxer the given part S of the surface and
denote it by

JJ
S
F (x,y, z) da.

This concept has m any applications w hich are sim ilar to those
o f an integral along a given section of a curve. In § 54 we have used
this integral to express the mass of a m aterial curve whose density of
which a t every point is known. Problem s involving mass, electric
charges, etc. on m aterial parts of surfaces are solved in the same
m anner. L et us consider, for exam ple, a charged electric conductor
whose charge is distributed over its surface w ith a (surface) density
p (x,y, z)' T he reader will have no difficulties in showing for him self
th a t the p art S of this surface will have a charge equal to

| J (x
S
P , y , Z) da.

3. M ass o f a heterogeneous b o d y . As the sim plest exam ple of

the use of a triple integral let us determ ine mass of a heterogeneous
physical body w ith reference to its density. I f the given body is
homogeneous, i e. its density p is the sam e a t every point, then its mass
M is equal to the product of the density p an d the volum e of the body
V. I f the body is heterogeneous, then its density p = p (a%y } z) is different
a t different points. L et us divide the given body arb itrarily into cells
an d let d (T ) be the greatest d iam eter of a cell of the given division T.
L et us take an a rb itra ry cell A k and select an a rb itra ry point
(Eky ri i:> 'Ch) in it- W e shall assume th a t the function p ( x , y , z ) is
continuous w ithin the given body. If the d ia m e ter of the cell A k is
very small, the values of the density p a t different points will be very
close to one another and also close to p ‘r\k, Z,k). It is therefore
n a tu ra l to assume th a t the mass of the cell A jc will be close to the
DOUBLE AND TRIPLE INTEGRALS 599

mass w hich it w ould have if it w ere hom ogeneous an d its density

eq ual to p (Efc> rik) %k), i.e. it will be close to
P k, "0 k) ^ 7c) A 7c i

the mass of the whole body should be close to the sum

^ P fc> "0 fcj £ 7c) A 7:5

k
taken over all the cells of the body. But we know from § 119 th a t
this sum tends to a definite lim it as d (T) -> 0 w hich we can denote
by

JJJ
V
P z ) d x d y d z,

w here V is a region in the three-dim ensional space occupied by the

given body. W e n atu rally take this lim it as the expression o f the
mass M of the given body :

M =J JJ p z) d x d y d z*
V

4. Coordinates of centre of gravity and moments of inertia of a

body. T h e ap p aratu s of double integration enables us to find easily the
coordinates of centre o f gravity and m om ents of inertia of plane
plates while the a p p aratu s of triple in teg ratio n enables us to do the
sam e for bodies in space. W e shall only consider bodies in space,
since the argum ents and results for plane plates are exactly the same
as those w hich we shall obtain in the three dim ensional case.
W e shall again divide our body into cells w ith small diam eters
an d choose an a rb itra ry p o int (£/„ v) k <^k) in each cell A*. If we
replace each cell A tc by a m aterial point with the mass
P ( £ k, Ti k, £ 7c) A k

situated a t the point k,'Ck), then the given body will be replaced
by a system of a finite n u m b er of m aterial points whose statical p ro ­
perties will be close to the given body. For such a system of m aterial
points the coordinates of centre o f gravity will be as follows :

^ ^ ? f e , r lk , £ fc) A k p ( £ &, rik , £ ,,) A 7c ^ k ^ ^ A k

k k k
— --- - 3 --------------- , --------------------------_
_
^ jp N /c > ^ /c )A 7 c ^ ^ P {Oik, Ok, ^ fc )A ;c ^ P (^7o ^]/cj Kk) A 7c

k
600 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

Therefore we natu rally take the limits y, z o f these three expressions

for d ( T ) -> 0 as the coordinates of centre of gravity w hich are respec­
tively equal to

V _
xp {x,y, z)dxdydz
________
111
V
y 9 ^x> J>> z ) dxdy d z

y =

V
P (x, y, z) dxdydz Hi P ^ d x d^ ^ Z

Z p (x, y, z) dx dy dz
V __ _
P(*> y, z) dxdydz
V

or denoting by M the mass of the given body

x = if H I dxdydz , y = j t f \ \ \ y p dxdy d*
V V

l = - M \ \ \ ze ix d y d z

(where for the sake of brevity we w rite P instead of p (.r, y, z) under

the signs of the integrals). In p articular, if the given body is hom o­
geneous (i.e. p is constant throughout the body), then M = pV and

x — ^ 1 1 1 xdxdydz, y = ydxdydz ,
V V

Z = —y-JH zdxdydz.
V

L et us now consider m om ents of inertia o f the given body an d

again begin w ith the replacem ent by the approxim ate system o f a
finite num ber of m aterial points as described above. For such a
system m om ent of inertia w ith respect to the A O T-plane will b e:

2 t>2k P(£fcj 7)fc> A Jc

k
D O U B L E A N D T R IP L E IN T E G R A L S 601

a n d sim ilarly for the two other coordinate surfaces (planes). The
m om ent of in ertia w ith respect to the OX-axis will b e:

(ri2k + £2k ) P V]k’ ^k) A/:

k
a n d sim ilarly for the other two coordinate planes. Finally m om ent
of inertia of the approxim ate system w ith respect to the origin 0 of
coordinates will b e :

+ ri2k + ^2fc) P rJc, ^fc)Afc-

U sing the same argum ents as those used in finding the coordinates of
c en tie of gravity we find th a t m om ent of inertia of the given body
w ith respect to the X O Y -plane is equal to :

XIxy — jJj.P {x,y, z ) dxdydz

V
an d sim ilarly for the other two coordinate planes. Sim ilarly m om ent
o f inertia of the given body w ith respect to the OX-axis is equal to

Mz = + y 2) P(x>y> z) dx dy dz.

Finally m om ent of inertia of the given body w ith respect to the

origin 0 o f coordinates is equal t o :

M0= X2 + y 2 + Z2) p (x, y , z) dx dy dz.

!W
V
<
F or exercises cf. Problem Book by B.P. D em idovich, Section
V III , Nos. 191, 193, 200, 201.
 C H A P T E R X X V III

CU RV ILIN EA R IN TEG RA LS

§ 121. Definition of a plane curvilinear integral

In chapter 26 vve have studied integrals o f the type

b
J /(*,
a
y ) dx,

where the variable y is a p a ram eter, i.e. it rem ains constant during
integration. D irect generalisation of the p a rt played by the variable
y will be the case w hen, w ithin the limits o f integration {i.e. w hen
a < 2 x =$2 b ) , y is given as a function o f x , y = <?(x), so th a t the
in tegrand becomes f [ x , <p(,r)]. If, as we shall assume, the functions
f { x , y ) and 9 (*) are continuous in their corresponding regions, then
the function f [ x 9 9 (x)] will also be continuous in the interval a ^ x
and there is no doubt as to the existence o f the integral
b
^ f [ x , <? {x)]dx. (1 )
a
L et us denote the beginning and end points of the c u rv e y = 9 (a;)
in the interval (a, b) respectively by A an d B (fig. 80). In this case
the integral ( 1 ) is called a curvilinear integral of the function f { x , y) with
respect to x along the curved interval A B an d denoted as follow's:

^ f { x 9y ) d x \ (2 )
AB

this notation implies that^> should be replaced by the function o f *

whose g rap h is given by the curvilinear interval AB. T hus if y

602
 C U R V IL IN E A R IN T E G R A L S 603

retains the constant value y 0 during integration (the case of an

integral depending on a p aram eter), then the integral (2 ) is taken
along the rectilinear interval jy = j o { a ^ x ^ b) a n d the coordinates
of the points A and B are respectively equal to {a, y 0) an d ( b , y 0).
T his concept of curvilinear integral along an interval of a plane
curve evidently contains nothing new a p art from the fact th a t we
agree to denote the integral (I) by the symbol (2). W e m ust draw
atten tio n to the fact th a t in this notation the direction (from A a n d B )
on the curve A B is im p o rta n t; in fact it follows from the definition
of the symbol ( 2 ) th a t
a b

| / ( V J ’) dx = | f [ x , o (*)] dx = — | f [ x , cp (#)] dx =
BA b a

= - \i f { x i y ) d x )

AB

i.e . i f the direction o f the curve along which w e integrate changes, the sign
o f the integral is reversed.

This initial definition of a curvilinear integral has very lim ited

applications, since very restrictive conditions are placed on th e
interval A B , i.e. y m ust rem ain a single­
valued function of x along the course of
the curve (or, speaking geom etrically, any
straight line parallel to the OT-axis m ust
intersect this interval a t one p o in t only);
in practice one m ust often in teg rate along
in terval of m uch m ore com plicated fo rm ;
thus in m any problem s of m echanics an d
physics it is im p o rta n t to integrate along
sim ple closed curves w hich, of course, do not F ig . 8 0 .
satisfy the above conditions of the simplest
case. W e m ust therefore try to evolve an analytical in stru m en t
w hich w ould enable us to extend the co n cep t of a curvilinear integral
to a w ider class of cases.
L et us then retu rn to the simplest case considered above and
assum e th a t the function <p(*) represented b y the curvilinear interval
A B is not only continuous in the interval {a, b) b u t also has a conti­
nuous derivative in th a t interval. L et us divide the arc A B into
subintervals (“ cells” ) by the points of divirion A 1 , A 2 , “ >,An and denote
*604 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

the length of the subinterval A k~i A k of this curve by A/;. W e know

>(§ 52) th a t Ak can be expressed by the integral

*k
Afc = | v/ 1 + 9' 2(~) dx,
xk~ 1

where and x k are respectively the abscissae of the points A ^ and

A k on the curve AB. A ccording to the m ean-value theorem we can
therefore w rite

Aft — V 1+ 9 ' 2 f e ) A ft, 0 )

w here Afc = xk — x k ..2 and \ k is a point in the subinterval (.v7:-1} xk).

W e also note th a t since <p' (Ek) is the tangent of the angle ak m ade
by the tangent to the curve A B at the point x = Zk and the positive
direction of the OA-axis, therefore
___
1 + ? '2 (£*:) = sec 2 a fc =
cos2 a fc

an d the relation (3) gives:

Afc cos = A
w here we m ust take cos a fc > 0 which implies th a t a s i.e. the angle
between the tangent and the OA-axis, is acute, (or, w hich is the same,
we m ust direct the tangent tow ards increasing values of *). This
choice of direction of the tangent is necessary if we w ant A7. cos <xk to
have the same sign as Afc since, in accordance w ith our assum ption
th a t a < b, we have Afc = xk — xk^ > 0. If we h ad a > b, then
we would have Afc < 0 for every A:; hence the preservation of the
relation Afc cos ak = A k dem ands th a t cos a 7, < 0 ; therefore in this
case the angle a ft m ust be acute, i.e. we m ust direct the tan g en t
tow ards decreasing values of x. H ence in all cases the direction o f the
tangent must be chosen in relation to the movement along the curve from A to
B, regardless of w hether this m ovem ent takes place from left to right
o r from right to left. '

L et us now construct a sum extending over all cells

f fck, t) cos ocfc . A7, = r,k) Afc, (4)

k k
w here in each term r\k = cp (c;fc). W e shall m ake the division of the
interval A B sufficiently fine so th a t the greatest length Aft (and hence
C U R V IL IN E A R IN T E G R A L S 605

the greatest length A k) should tend to zero. Since, in accordance

w ith our assum ptions, the function f [ a , 9 ( a )] is continuous in th e
interval (a, b) , therefore the right-hand side of the equation (4) will
tend to the following integral as to its lim it:
b

| f (x, ? ( a )] dx,
a

w hich we agree to denote by the symbol

J / (*, y ) dx
AB

an d call as curvilinear integral of the fu n ctio n / ( a;, y) along the curve

AB. H ence the left-hand side of the equation (4) also tends to this-
lim it, i.e. we h a v e :

11 {x, y) dx = lim ^ / [Ik, 9 (£fc)] cos oc7, . Afc. (5>

AB k

If, in general, we agree to denote by a = a ( a , y) the angle

betw een the tan g en t a t the point (x,y) to the curve AB an d the posi­
tive direction of the OV-axis, we shall have a 7c = a (£fc, vjj); the sum
on the rig h t-h an d side of the equation (5) can then be w ritten in th e
form

f (HfcJ rlk) cos a (£*, rik) . A7, = ^ F {lk, rlk) A/c,

k *

w here F [ a , 9 (a)] = f [ x , 9 ( a )] cos a [a, 9 ( a ) ] is a continuous func­

tion of .v in the interval (a, 6 ). But, as a result of our assum ption on
continuity o f the derivative 9 ' (a), the curvey — 9 (a*) can be exten­
ded along the interval (a, b) an d for such curves the sum

£ F (5*, rlk) At ,
k

w here (£/., rlk) is an a rb itra ry point on the line AfcJ tends to a definite
lim it w hen the division becomes infinitely fine (§ ^-) ? we agree to
denote this lim it by

J F (a ,y) d'h
AB

and call it integral of the function F (x , y ) along the curve A B .

 606 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

T hus in our case

^ /[ £ * , 9 (£&)] cos a [?k, a (£fc)] A;. J / (*,y ) cos a (*,_>■) d X

k A B

C om paring this w ith the relation (5) we o b tain :

I / (*, = J / (.v, J’) COS a(*, >0 d A. (6 )

.4B /15

T h e left-hand side of this equation is a curvilinear integral along the

interval AB in the sense defined at the beginning of this p arag rap h .
T h e right-hand side represents an ‘'in teg ral along th e curve A B ” as
defined in § 52. T h e la tte r definition differs essentially from the
former, for it is constructive an d the integral defined by it results
from a definite construction i.e. it is a sum of a definite form . We
can therefore regard the relation ( 6 ) as a new constructive definition
o f a curvilinear integral. L et us note fu rth er th a t a (x, y) denotes
here the angle between the positive direction of the 0 X -axis an d the
tangent to the curve A B at the point (x,y) draw n in th e direction of
m ovem ent from A to B \i. e. cos a (x, y) > 0 for a <. b and
cos a (x,y) < 0 for a > b.

So far all th a t was said only referred to the simplest case w hen
the given curve was expressed along the interval AB by the equation
y = 9 (*). I f this is not so, the in te­
gral on the left-hand side of the e q u a ­
tion (6 ) is m eaningless, for then each
value o f x on the curve A B corres­
ponds, in general, to several values o f
y . H ow ever, the position is quite diffe­
ren t for the integral on the rig h t-h an d
side of this equation. T h e construc­
tive definition given to this in teg ral in
§ 52 is independent o f the fact th a t
the curve A B can be represented by
an equation o f the form y — 9 (#); it
rem ains valid in m ore general cases and, in p a rtic u la r, it holds for
all “ sm ooth” curves AB. In these general cases the d irection from
A to B in w hich the curve is described will, in general, no longer be
always from left to right (or always from right to left); in different
intervals of the curve AB this direction can vary (fig. 81) so th a t the
 C U R V IL IN E A R IN T E G R A L S 607

angle <x(x3y ) can be acute and obtuse an d cos a (*,_);) will be corres­
pondingly positive and negative. F or the in teg ran d on the right-hand
side of the equation ( 6 ) we draw , as before, a tan g en t from A to B in
o rd er to define the angle a a t every point.

These considerations n atu rally lead us to define a curvilinear

integral

| / («y, y ) dx
AB

by the equation (6 ) in all cases in case the integral on the right-hand

side of this equation exists; we have just shown th a t this extension
o f the concept o f curvilinear integral enables us to integrate along a
w ider class of curves w hich also includes seme of the simple closed
curves, e g. circles, ellipses, etc.

T aking the general definition o f a curvilinear integral as given

by form ula ( 6 ) we identify the concept of a curvilinear integral with
the concept of an “ integral along an extended curve A B ” as given
in § 52. H ow ever, this is not quite so. In fact, in our form er defini­
tion of the integral

taken along the extended curve C, the in tegrand only depended on

the p oint (x,y) on the curve C; in our case the integrand f ( x , y )
cos oc (x,y) on the right-hand side of form ula ( 6 ), a p art from depend­
ing on x and y, also depends essentially on the direction o fth e tan g en t
to the curve A B a t the point (x,y). I f this direction is changed,
cos a {x3y ) 3 and hence the in teg ran d as a whole, reverses its sign. T he
form er definition of an “ integral along the curve C” is independent
o fth e direction in w hich the curve C is described; in fact, according
to this definition, the choice of this direction is quite irrelev an t for
this integral. For the integral on the rig h t-h an d side of the equation
(6 ) the -position is quite different. H aving established a definite
direction on the curve AB, say from A to B, we sim ultaneously
determ ine a definite direction a t every p oint on the tan g en t to this
cu rv e; thus cos a {x,y), and hence the in teg ran d as a whole, receives
a definite value a t the point (x, y) and our integral becomes an “ inte­
gral along the curve A B ”. If we change the direction along the curve
608 A C O U R S E O F M A T H E M A T IC A L A N LA Y SIS

AB, then the integrand changes its sign a t every point a n d therefore
the sign of the integral will also be reversed :

^ f { x , y ) dx = — ^ f { x , y ) dxy
BA AB

and the reason for this difference of signs is, as we can see, due to the
fact th a t form ula (6 ) defines I f dx a n d I f d x by m eans o f tw odiffer-
AB BA

ent “ integrals along the curve AB

In curvilinear integrals the curve along w hich we in teg rate is

frequently denoted by a single letter, for exam ple by C; b u t this
notation does not show us the chosen direction on this curve an d in
such cases this direction must always be discussed, for otherwise the
integral has no definite m eaning. T hus if the curve C has ends
A a n d R , it is usually denoted as AB or B A in accordance w ith the
chosen direction of integration. I f the curve C is closed and has no
ends th en in sim pler cases it divides the plane into two parts — the
interior and exterior. In such cases we call the direct way w hen
direction of describing the curve w here the interior always rem ains
to the left of the p ath and the reverse way w hen the curve is des­
cribed in the opposite direction. I f the curvilinear integral is
denoted by

| F (x, y) dx,
C

w here C is a closed curve, then in cases w here nothing is said ab o u t

direction it is assum ed th a t a direct description o f the curve is envi­
saged ; we shall keep to this rule in future.

It is self-evident th a t all th a t is said in this p a ra g rap h in

relation to integrals of the form

^ f(x ,y )d x }
AB

can be extended w ithout modifications to integrals of the form

J/ (*•
AB
y) dy.
C U R V IL IN E A R IN T E G R A L S 609

I f the interval AB along which we integrate can be expressed by an

e q u atio n of the type
.v = v ( y) (c < y ^ d),
we assum e by definition
d
J / ( v , j ) dy = dy.
AB c
Sim ilarly to form ula ( 6 ) we then prove th a t in this “ sim ple” case

/ (x,y) dy = f ( x , y ) sin a dk (7)

AB AB

(since for the acute angle (3 betw een the tan g en t to the curve A B and
the OL-axis we evidently have cos (3 = sin a) an d we take this
form ula as the definition of its left-hand side in every case when its
rig h t-h an d side has a m eaning. I t is evident th a t in this case the
direction of the tangent a t every point (and hence also the sign of
sin a) is chosen in accordance w ith the direction of the curve AB
itself.
In practice one frequently meets sums of the form

f P (x, y) dx + I* ( I (x, y) dy,

AB AB
whose term s differ from one an o th er by th eir integrands an d v ari­
ables o f integration but w here the integrals are taken along the same
curve AB. In such cases it is custom ary to w rite the sum in the form

J [P {x,y) dx -4- C l(x ,y) dy],

AB

or, m ore briefly,

J (P dx -f- (I dy).
C

I t follows from the form ulae ( 6 ) and (7) th at

| (P dx + d dy) = | (P cos a -f Q,sin a) dk. (8 )

C C
F or exercises to § 121 cf. Problem Book by B .P . D em idovich,
Section V I I I , Nos. 293, 295, 299.
 610 A COURSE OF M A TH EM A TIC A L ANALYSIS

§ 122. Work of a plane field of force

C urvilinear integrals find m any applications in geom etry,

physics and technical problem s. Before proceeding fu rth er we shall
consider one of the m ost im p o rtan t an d at the same tim e m ost
typical examples of this kind.
In § 45 we have already considered the work done by a v a ri­
able force when a m aterial point moves along a rectilinear p a t h ;
we shall now consider the same problem on the assum ption th a t the
point moves along a plane curve.
L et a m aterial point situated a t the point (x, y ) in the given
plane be subjected to the action of the force F whose m ag n itu d e and
direction are uniquely defined by the coordinates x an d y of the
point a t w hich it is situated. T hus a definite vector F w hich expresses
the force acting on the m aterial p oint situated a t the given spot is
associated to every point in the plane (or each p a rt of the plane).
T he set of these vectors is known as the plane field o f force defined in
the given plane (or in a definite p a rt of it) .

L et us now assume th a t the m aterial p o in t travels along the

interval A B of a given sm ooth curve in the plane in w hich the field
o f force F is given. We are trying to find the work o f this displace­
m ent done by forces acting in this field. In o rd er to define a field
of force it is very convenient to define the com ponents P ( x , y ) and
Q^{x,y) of the vector (force) F i n the direction o f the axes O X and
OT; we assume th a t these two functions are continuous in the region
w hich contains the curve A B w ithin itself.

L et us divide the route A B of the m aterial point into su b ­

intervals (cells) Als A2,..., A* an d choose an a rb itra ry p o in t A k(xkf y k)
in every cell As. L et F k denote the vector (force) acting a t the p oint
A k and | Fk | the absolute value of this vector. L et <pfc denote the
angle betw een the vector F k and the tan g en t to the curve A B a t th e
point A k taken in the direction of m otion (or, w hich is the sam e, the
velocity vector of the m oving point a t the point A k). I f the su b ­
interval Afc has the same length b u t is rectilin ear an d follows the
direction of the above tangent an d the force actin g in this su b in terv al
is constant and equal to the vector F 7., then the w ork done by this
force in passing through the given point in the in terv al A/c w ould, in
accordance w ith the law of elem entary physics, be equal to the
p roduct
| Fk | cos cpk . Afc.
CURVILINEAR INTEGRALS 611 .

I f the cell A* is sm all while the vector F an d the direction of the

ta n g e n t to the curve A B change continuously as the positions of the
given point change, then the above p ro d u ct gives an ap p ro x im ate
expression of the w ork of the field done in displacing a m oving p o in t
along the subinterval Az,. A nd since we n atu rally assume th a t the
w ork of the field along the whole length of the curve A B is equal to
th e sum of the c‘elem entary” works along its individual subintervals,
we obtain the following expression w hich gives the approxim ate value
o f this sum
n
J I Fk 1 cos
k= 1

this approxim ation will be m ore accurate if the dimensions (d ia­

m eters) of the cells Az. becom e sm aller. W e know (§ 52) th a t if the
division of the interval A B becomes indefinitely fine, this sum tends
to a definite lim it w hich is in dependent of the divisions an d choice of
the points {xk. y k) in the subintervals; we n atu rally take this lim it as
th e exact expression of the work of the field along the interval AB of
the given curve. U n d e r these conditions we shall agree to denote
the lim it of this sum by

j* | F | cos'-p^A,
AB

w here | F | cos o denotes the projection of the vector (force) acting

a t the point (x, y ) on the curve AB on to the direction of the p a th a t
th a t point. B ut in accordance w ith vector algebra the projection of
the vector in any direction is equal to the sum of the projections of
its com ponents in the same d ire c tio n ; therefore if we denote by
a = a (x, y ) the angle betw een the positive direction of the OA-axis
a n d the velocity vector of the m oving p oint a t the p o in t (x, y ) we
o b ta in :

J F ] cos 9 = P(x, y) cos a + Q^(x, y) sin a,

w hich gives us the following expression for the work of the field along
th e interval A B :

W = j* { P (x, y ) cos a -f Q, (*, y) sin a} d \

• AB
612 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

or, in accordance w ith form ula (8 ) § 121

W = | [P (x, y ) dx + Q (x , y ) dy},
AB

w hich fully solves o u r problem . W e thus see th a t the physical

concept connected w ith this problem can be accurately form ulated
in m athem atics by m eans of the general concept of a curvilinear
integral.

§ 123. Green’s formula

In practice curvilinear integrals ro u n d closed curves are very

im p o rta n t; in this an d the next p arag rap h s we shall pay p a rtic u la r
atten tio n to such integrals. T h e regions of in teg ratio n will in all
cases be sm ooth curves, i.e. curves w hich do not intersect themselves ;
such curves, as we already know, always divide a plane into tw o
parts — the exterior an d the interior. D enoting such a co n to u r by L
we shall take the integral

| {P dx -f Qdy),
L

as is usually accepted, to denote an integral in w hich the curve L is

described the “ d ire c t'’ way, i.e., such th a t the in terio r of the p lan e
always rem ains to the left of the direction o f m ovem ent (fig. 82). T h e
opposite direction is called the “ reverse” way.

L et us consider a region D in the X O Y -plane bou n d ed from

above and belo w by the curves y = (*) an d y — <p2 M respectively
an d from sides by the straight lines x = a a n d x = b (fig. 83). Both
straight lines (or one of these lines) can degenerate in to points so th a t
the curves y = cpi (x) an d y — (*) m eet a t x = a an d x = b ; w e
shall assume th a t the functions cpx (*) an d <p2 (#) are continuous in th e
interval (a> b). L et P(.v, y ) be a continuous function w ith continuous
p artial derivatives inside a n d on the b o u n d ary of the region D. W e
know from the previous chapter th a t u n d er these circum stances th e
double integral

dP
dx dy
w dy
C U R V IL IN E A R IN T E G R A L S 613

exists an d can be represented in the form

b <?i(*)

J I dy!
a
{
?2(x)
fy dx-

T h e inner integration (with respect to y) is, as usual, carried out on

the assum ption th a t .v rem ains con stan t; in this case we evidently
have

? i 0 ‘)

[ dP(dy J,) dy = P [ -V> 9 1 - P L*’W l'

?*(*)

a n d we o b ta in :
b b
IJ S
D
dx dy = \ P
a
?i M l dx -
a
| P [*> ^2 (*)] dx.

In accordance w ith the initial definition in § 121, each integral on the

rig h t-h an d side represents a curvilinear integral of the function

P (.v, y ) ; the first integral is taken along the interval D C o f the curve
y = <pi (a) an d the second along the interval AB of the curve J > = ? 2 (.v).
We can therefore w rite

\ \ f y dxdy = \ p ( X, y ) dX
D DC
-J
AB
p (*, y) dx =

dx. (i)

CD AB
614 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

Let us now note th a t integration of the function P (*, y) w ith respect

to x along any one of the rectilinear intervals A D an d B C (in any
direction) gives z e ro ; in fact, the integrals along these intervals
cannot be defined in the sense given in § 1 2 1 , since y is not a single­
valued function of x in these intervals; b u t the w ider definition of
§ 1 2 1 can be applied an d it gives zero for b o th integrals since
evidently cos a = 0 in the whole length o f each interval.
W ith this in consideration we can rew rite form ula (I) in th e
form

J*j* dPdy dx dy = —- \ p dx - [ p dx - ^ P dx - J P dx,

AB BC CD DA
or

11D ~Ty dx dy =“j p (x>^ dx> ( 2)

w here L is the contour of the region D w hich, in accordance w ith

o u r agreem ent, is described in the direct way.

Let us now im agine th a t the variables x an d y are interchanged

in all the above argum ents ; in th a t case instead o f the shape rep re­
sented in fig. 83 the region D will have
the shape shown in fig. 84. L et Q (x,y)
be a continuous function w ith continuous
p artial derivatives in this new region D.
T he reader should perform all calcula­
tions in full analogy to the above an d
prove the following relation :

dx dy = { Q* (x>y) dy> (3)

D L

w hich is analogous to the relation ( 2 ) b u t differs from it in the sign

o f the right-hand side. T his difference w hich m ay at first a p p e a r
strange is due to the fact th a t in the choice of a definite d irection to
describe closed curves the m u tu al position o f the coordinate axes
loses its sym m etry; by describing a circle w ith centre a t origin o f
coordinates in the direct w ay (fig. 85), we m ust in tran sit from th e
positive direction of the OZ-axis to the positive direction of th e
OT-axis describe an arc of 90° w hereas the reverse description
involves an arc of 270° (or an arc of 90° in the opposite d irectio n ).
CURVILINEAR INTEGRALS 615

L e t us now assume th at the shape of the re g io n /) is, as shown in fig. 83

a n d fig. 84 (this condition is satisfied by every circle, ellipse, rectangle
a n d m ore g eneral figures of the type shown in fig. 8 6 ). I f P
Q { x ,y ) are continuous functions w ith continuous p artial derivatives
inside an d on the boun d ary of the region D, th en bo th relations (2)
a n d (3) hold.

S u btracting (2) from (3) we obtain :

| f Cfr -
D
Ty ) dx iy =1(p* +
L
(4)
T his m ost im p o rta n t relation which connects a double integral
w ith a curvilinear integral a n d has num erous applications is usually
know n as Green's formula. W e have proved
this form ula for regions of specific form.
H ow ever, G reen ’s form ula can be readily
extended to a m uch w ider class of regions. In
fact, let us consider a region D bounded by a
simple (smooth, i e. not intersecting itself)
contour (Fig. 87) an d draw a sm ooth curve
I to divide this region into two regions D x an d
Do. A ssuming th a t G reen’s form ula holds in
both regions D x an d Z)2, we can w rite it for
these regions a n d ad d the two form ulae term -
by-term . W e then o b tain on the left-hand
side the double integral

D
616 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

while on the right-hand side we have a sum o f two curvilinear

integrals taken along the contours of the regions D i an d D 2
respectively in th e direct way. T h e arrow s
in fig. 87 show th a t these integrals describe
the curve I in opposite directions as a result
o f w hich their corresponding parts cancel
each o th e r; the rem aining parts o f th e
integrals evidently give one integral taken
along the conto u r L of the region D in the
direct way ; we thus see th a t if G reen’s
form ula holds in the regions D l a n d D 2,
it also holds in the region D. By repeating
this a rg u m en t we readily find th a t this
result rem ains valid if the draw n lines divide the region D into an
a rb itra ry num ber of regions, provided G reen’s form ula holds in each
region. H ence this form ula holds n o t only in regions o f specific
form for w hich we have proved it above b u t also in every o th er
region w hich can be divided into a finite n u m b er of regions of this
kind by m eans of corresponding curves A nd as can readily be seen,
this gives a very wide class of plane regions. G reen ’s form ula also
holds in the so-called “ m ultiply-connected” regions w ith “ holes”
(fig. 8 8 ), i.e. in regions w hich are bounded not by a single curve b u t
by several closed curves, provided this region is th e sum o f regions o f
the simple type considered above. T h e curvilinear integral on the
right-hand side of G reen’s form ula then represents the sum o f
integrals round the outer contour of the region D a n d the contours
of all the “ holes” , w here each contour is described in the direct w ay,
i.e. such th a t the region D always rem ains to the left o f the direction
in w hich the contour is described.

Finally it can be shown th a t G reen’s form ula also holds in

every region bounded by a sm ooth closed curve. F o r this purpose
we m ust begin by proving th a t the region bounded by a polygon
(broken contour) is always equal to the sum of regions o f the type
considered above so th a t G reen’s form ula can be applied to every
polygon. A fter this we inscribe in the given polygon a n o th e r
polygon w ith very small sides and apply G reen ’s form ula to it;
assuming th a t the sides of this polygon becom e infinitely sm all we
can show by a lim iting process th a t the relation expressed by G reen ’s
form ula also rem ains valid for the given region bou n d ed by a sm ooth
contour. W e cannot give details of this p roof here.
 C U R V IL IN E A R IN T E G R A L S 617

F or exercises to § 123, c f Problem Book bv B.P. D em idovich,

Section V I I I , Nos. 341, 342.

§ 124. Application to differentials of functions of

two variables

A p a rt from being theoretically im p o rtan t G reen’s form ula finds

m any applications in problem s of physics an d m athem atical analysis.
• O ne o f the most im p o rtan t applications o f this kind is considered in
this p a ra g rap h .

L et P ( a:, y) and (2. (,v, y) again denote two continuous functions

w ith continuous p a rtia l derivatives in a region D in the *y-plane.
F or the sake o f sim plicity we shall assum e in all th a t follows th a t the
region D an d all o th er regions w hich we shall m eet in this p arag rap h
are open (i.e. consist o f interior points only) th a t they are connected
(i.e. they have no ‘‘holes” ) and bounded by simple (non-intersecting)
sm ooth contours.
W e know (§ 90) th a t if the expression
P (x ,y ) dx + (7 (,v,_y) dy ( 1)

is differential of a function F {x3y) in a region D, then in this region

conversely, as a result of the assumed continuity o f the functions P

an d ( f , it follows from the relations (2) th a t the function F (x,y) has
a differential in the region D which is expressed by form ula (1). It
is obvious th a t for some analytical problem s it is essential to have a
criterion in order to determ ine w hether the expression ( 1 ) will be
differential of a function o f two variables in the given region. We
shall see th a t G reen’s form ula enables us to establish the necessary
an d sufficient condition for this purpose which m ust be satisfied by
the functions P and Q ; in fact, we shall deduce not one but three
such necessary a n d sufficient conditions (which are, o f course, eq u i­
v alen t b u t expressed in different terms).

Theorem. For each o f the following four statements'.

I 3 the expression P d x f Q dy is a differential o f a function F {x} y)

in the region D :

2° we have dP I d y = d Q ! dx everywhere in region D;

618 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

3° the curvilinear integral

O

f (P dx + Q,dy),

round any smooth closed curve which lies entirely within the region D is equal”
to zero;

4C the curvilinear integral

[ (P d x + &dy)
AB

only depends on the points A and B in the region D and not on the path-
joining these points along which it is taken, provided this path is a smooth
curve and lies entirely within the region D ;

— the other three are corollaries.

T his theorem also shows th a t any of the three conditions 2°, 3°
an d 4° can be the necessary an d sufficient condition for the expres­
sion P dx + Q,dy to be a differential of the function F { x , y ) in the
region D ; we shall also see th a t the proof o f this theorem will enable
us to find an expression for the function F (v,jy) in all cases w hen it
exists.

In order to prove this theorem we shall begin by establishing -

four auxiliary propositions whose set will be equivalent to this~
theorem .

Lemma 1. 2° follows from 1°.

Proof. I t follows from P dx -j- Q dy = dF th a t

therefore
dP- = S2 F d j i = a2 f .
dy dx d y ’ dx dy dx ’
since the functions dP / dy an d SQ,/ dx are continuous, therefore the
rig h th an d sides of these equations are eq u al to one a n o th e r; hence
the left-hand sides are also equal an d lem m a 1 is proved.

Lemma 2. 30 follows from 2°.

Proof. L et L be a closed sm ooth curve w hich lies entirely
w ithin the region D. L et us apply G reen’s form ula to the region.
C U R V IL IN E A R IN T E G R A L S 619

A bounded by the curve L. Since, according to our assum ption, we

have dP I d y = d d l dx everywhere in the region Z>, therefore the
left-hand side of G re en ’s form ula vanishes an d we h a v e :

| (P dx -f d dy) = 0,
L

w hich was to be proved.

Lem m a 3. 4° follows from 3°.
Proof. L et us join the points A and B in the region Z> by two
a rb itra ry sm ooth curves L x and L 2 w hich lie entirely w ithin th e
region D a n d do not intersect one an o th er (fig. 89). In th a t case the
curve L x from A to B an d the curve L 2 from B to A together form a*
closed c u rv e ; hence as a result of our assum ptions we have
tf-i) (L2)
J (P dx + d 4 y ) + j* (P dx + Q dy) — 0 ,.
AB BA

an d since
(Lo) (£*)
f (P dx + d dy) = — f (P dx + d dy),
BA AB

therefore
0 -0 (L«)
f (P dx + d d y ) = [ (P dx + d d y ) ;
AB AB

this proves lem m a 3 for non-intersecting curves. H ow ever, if th e

curves Lx an d L 2 intersect one an o th er (fig. 90), we m ust join th e

F ig . 90
-620 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

points A and B by a th ird curve L z w hich also lies in the the region
D a n d does n ot intersect th e curve L\ or the curve L 2 I t then
follows from our proof th a t the integral along th e curve L$ will
coincide w ith the integral along th e curve L Y an d the integral along
the curve L 2; hence these two integrals m ust coincide w ith one a n ­
other and lem m a 3 is proved.
Lemma 4. 10follows from 4°.

Proof. L et us consider a fixed point A (a0 ,jv0) an d a variable

point B (at, y) in the region Z), w here the point B can m ove anyw here
in the region D. Since we a re assum ing th a t the integral

f (P dx + d d y )
AB

is independent of the curve joining the points A an d B along w hich

it is taken (provided this curve is sm ooth an d lies entirely w ith in the
region D ), therefore, as the position of the point A is fixed, this in te ­
g ral only depends on the position o f the point B , i.e. it is a single­
valued function F (x,y) of its coordinates. W e will show th a t at
every point of the region
dF
p.
dx
and hence, as a result of continuity of the functions P an d Q
dF = P dx + d d y ,

which proves lem m a 4.

L et us prove, for exam ple, the relatio n dF / dx = P. L et

B (,v, y) be an a rb itra ry (interior) point in the region D ; if | h | is

*) W e are a ssu m in g h ere , for th e sake o f b rev ity , th a t th is cu rv e Z,3 e x ists .

■However, this is n o t a lw a y s so as ca n b e seen from th e case d e p ic te d in fig . 9 1 .
C U R V IL IN E A R IN T E G R A L S 62b

sufficiently sm all, then the p o in t C (x + h, y) also lies in the region

D. L et us jo in the points A and B by an a rb itra ry sm ooth curve
w hich lies entirely w ithin the region D ; continuing this curve to the
p oint C w ith the help o f the straight line BC we evidently obtain the
(smooth) curve AB C w hich joins the points A an d C an d lies entirely
w ithin the region D (fig. 92). W e therefore have :

F {x,y) = | (P dx T Q dy),
AB

F (x - f h ,y ) = f (P dx + Q dy) —
ABC

= f {P dx A- Q, dy) + f {P dx -f Qdy),
AB BC

hence

F (x -f h ,y ) — F (x, y) = j (P dx + Q, dy) — | P dx.

BC BC

since

[ Q dy = 0 .
j
BC

B ut it follows from the m ean-value theorem th a t

| P dx = h P(£, y ),
BC

w here x < \ < x + h. W e therefore o b ta in :

U * = Pl )
n

a n d since we have Z,—>■x a.s h -> 0 and the function P is continuous

a t the point B (x ,y ), therefore

dF n / \
V x = P i X ’j h

*) Since the curve BC is horizontal ; this can be shown formally in the same
wav as in the deduction of Green's formula where the curvilinear integral with res­
pect to x along a vertical section was shown to be equal to zero.
622 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

th e following relation is proved sim ilarly

dF n (
— = d ( x ,y ) ,
\
dy
w hich concludes the proof of lem m a 4.
T he lem m as 1 —4 are evidently equivalent to the fu n d am en tal
theorem form ulated above, and its proof is thus also concluded.
For exercises to § 124, cf. Problem Book by B. P. D em idovich,
Section V I I I , Nos. 300, 302, 305, 308.

§ 125. Curvilinear integrals in space

T he concept of curvilinear integrals can be extended w ith o u t

difficulties to cases w hen integration is carried out along curves in
space. In the sim plest case w hen the given section A B of a curve in
space can be expressed by equations of the form •
y = 9 (x), z — 41 (x) {a ^ b and a ^ .v ^ b),
"where the functions 9 (x) and *l>(*) are continuous in the interval
(a, b)t we assume, in accordance w ith the definition, th a t
b
| F {x,y, z) dx — | F
AB a
[.v, (v),
9 ip (*)] d x ;

th is implies th a t as in the case of plane curves

| F ( x ,y f z ) d x = — ^ F ( x ,y } z) dx.
BA AB

This initial definition only applies to intervals o f very sim ple

form b u t it can be extended in the same w ay as in plane curves.

Assuming th a t the functions 9 (*) an d & (x) have continuous

derivatives in the interval .(0 , b) we again divide the arc A B into
“ cells” A7c w hich a re now small arcs of a curve in space. W e have
(§ 53) :
xk
V T - f 9 '2 (*) -f i[/2 („y) dx9
xk—1
-where x ^ and * k are the abscissae of the ends of the cell A k.
C U R V IL IN E A R IN T E G R A L S 623

L et us denote by a = a (a*, y , z ) the angle between the tangent

to the curve A B a t the point (*,_)’, < )and the positive direction of the
OAT-axis (where the direction o f the tan g en t is chosen in relation to
the m ovem ent from A to B) ; we therefore have (§ 98)

cos a = dr
_______ 1
V I + 9 ' 2 (*) + V 2 (x)
w here we have <£ + ” in the interval KJc provided x k > and
“ — 55 in the opposite case. By repeating the argum ents used in
§ 1 2 1 w ord by w ord for plane curves we readily arrive a t the con­
clusion th a t in the case of a simple interval A B the following form ula
holds :

jV (x ,y , Z) d x = | F {x ,y ) z) cos a (x ,y , z) d'K,
AB AB

w hich is analogous to form ula (6 ) § 121. H ere, as before, the inte­

gral on the rig h t-h an d side is defined constructively (as the lim it of a
sum of definite form) an d also holds along an interval of m ore com ­
p licated form th an th a t of the interval A B (thus it always holds when
these intervals can be divided into a finite num ber o f simple subinter­
vals ; this em braces the simple closed curves ; the integral evidently
also has a sense in the m ore general case when A B is an arb itrary
sm ooth curve as we have shown in § 121 for plane curves). Hence
we can in this case also regard the form ula obtained as definition of
the space integral on its left-hand side. In simple cases this defini­
tion always coincides w ith the earlier definition.

I t is clear th a t all we have said above refers to integration w ith

respect to the v a riab lesy and z> I f P, Q ,and R are three continuous
fu n ctio n s o f x ,y an d z in a region in space w hich contains the curve
L = A B w ithin itself, then sim ilar to form ula ( 8 ) § 121 wTe have :

j* -f +
(P d x Q dy Rdz) = J cos a. -j- Q^cos {3 + cos 7)
(P R d'K,
L L

w here a, p and 7 are the angles betw een the tan g en t to the curve L
a t the p o in t (x ,y , z ) an d the positive direction o f the axes of coordi­
nates ; the direction of the tangent m ust be taken in relation to the
chosen direction of m ovem ent along the curve L.
O w ing to the fact th a t physical processes connected with the
existence of fields o f force usually take place n o t in a plane b u t in
624 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

three dim ensional space, therefore, it is clear why it is desirable to-

calculate the w ork perform ed by the forces o f the field in displacing
a point along any sm ooth curve in space (assuming, o f course, th a t
the field itself acts in space or in a pare o f it). I f the vector o f the
field a t the point {x3y 3 z) of the three-dim ensional space is given in
term s of its com ponents P (x3y 3 z), Q, ( x ,y 3 z), R (.v, y , z ) , we can show
in the same way as in § 1 2 2 w here we have dealt w ith plane fields, ,
th a t the work W done by the field in displacing a p oint along th e
curve T P is expressed by the curvilinear integral

J (P d x -f- Q^dy + R d z ).
AB
Finally as in the plane case, curvilin ear integrals along curves in ­
space are im p o rtan t in deciding w hether the expression

P (*, y , z) d x -f Q, \x 3y 3 z) d y + R (x ,y , z) d z
is differential of a function F (x, y , z) of th ree variables. For regions-
in space, whose form is sufficiently sim ple, a proposition holds com p­
letely analogous to the theorem in § 124, an d involving equivalence-
o f the following four propositions :

1°' The expression P d x + Q d y + R d z is differential o f afunction--

F {x, y , z) in the region V ;

2°' the following equath j hold everywhere in the region V

dfP = J9_a 0 P _ dR_ d d ^ dR .

dy dx ’ d z d X ’ dz dy ’
3°' the curvilinear integral

J (P d x + Q d y + R d z )

taken along any smooth closed curve which lies entirely within the region V is:
equal to zero ;

4°' the curvilinear integral

j* { P d x - \ ~ d d y - f R d z )
AB

depends only on the points A and B and not on the curve connecting these points-
along which it is taken, provided this curve is smooth and lies entirely withim
the region V.
C U R V IL IN E A R IN T E G R A L S 625

In order to prove this equivalence we m ust prove four lemmas

w hich are com pletely analogous to the lemmas 1—4 § 124. T he
form ulation o f these lem m as is quite clear an d we shall not give them
here. T he reader will have no difficulty in showing th a t proposi­
tions analogous to the lem m as 1, 3 and 4, § 124 are proved in ex actly
the sam e w ay as before ; how ever, the position is som ew hat different
w ith the proposition analogous to lem m a 2 : a t present we cannot
prove th a t 3°' follows from 2°' as this is done for lem m a 2 § 124,
since we have no form ula for curvilinear integrals in space analogous
to G reen ’s form ula for plane integrals. W e cannot deduce such a
form ula in this ch ap ter since a new concept of surface integrals is in ­
volved w hich we shall introduce in the next chapter. W e shall return
to this problem later and on the basis o f a form ula, sim ilar to G reen’s
form ula, w hich applies to curvilinear integrals in space, we shall
conclude the proof of equivalence of the statem ents 1 0 /— 40/by proving
the rem aining link in the chain of our lemmas (“ 3°' follows from 2°'” )
w hich we are un ab le to do here.
F or exercises to § 125 cf. Problem Book by B.P. D em idovich,
Section V I I I , Nos. 326, 328, 335.
 C H A P T E R X X IX

SURFACE INTEGRALS
§ 126. The simplest case
In § 121 we have defined a curvilinear integral by developing
the concept of an integral depending on a p aram eter (or, in the case
o f integrals in space, on two param eters). If we begin w ith a double
integral depending on a param eter, a sim ilar developm ent will lead
us directly to the im p o rta n t concept of surface integrals to w hich
this chapter is devoted.
L et us consider a surface oftf'andjy in a region D (we can at
present assume th a t this region D is any a rb itra ry m easurable figure)
w hich is expressed by the equation

= f{ x ,y ) , ( 1)

w here the function f ( x f _y) is continuous in the region D . L et us

denote by S a p a rt of the surface (1) projected onto the region D by
m eans of straight lines parallel to the 0 £-axis. L et F (x,y, z ) be a
continuous function in a given region of the three-dim ensional space
containing the whole p a rt S of the surface (1). I f we assume th a t the
n u m b er z is constant, the double integral

J J i 7 (.v, y , z) d x dy
D

will contain z as a p a ra m ete r and evidently be a function o f this

param eter. H ow ever, we can adopt a m ore general point of view
an d assume th a t z 'is an arb itra ry function o f x a n d y an d is co n ti­
nuous in the region D ; let this function be, say, the function f (x ,y );
in that case the given integral takes the form

626
 S U R F A C E IN T E G R A L S 627

w here the in teg ran d is continuous in the region D so th a t there is no

d o u b t as to the existence of the integral. Such an integral is called
a surface integral of the function F (a:, y , z ) on the p a rt S o f the surface
( 1 ) an d denoted by

| | F (x ,y , z) dx dy ;
S
the index S on the integral indicates th a t z m ust be regarded as a
function o f the variables x and y during integration and defined by
th e equation (1) o f the surface, of w hich £ is a p a rt. T hus if z is
constant in the region D (the initial p a rt in o u r developm ent), this
implies th a t the surface ( 1 ), over a p a rt of w hich we in tegrate, is a
p lan e parallel to the A O T-plane and the surface integral becomes the
usual double integral.
L et us now assume th a t the function f (x, y ) is continuous in
th e region D a n d has continuous p artial derivatives in this region.
L et us divide the p a rt S of the given surface into sm aller p arts
(<rccells3S) w ith sm all diam eters*). T he area afc of the cell w ith the
sam e index can be expressed by the following integral as shown in
§ 120 :

= | | = | | V i d / '/ ( * > y) + f ' v (*> y) dx dy,

Afc A£
w here A jc denotes the projection of the cell ak onto the A’O T-plane
a n d y is the acute angle betw een the norm al to the given surface at
the p oint [x, y , f ( x , y)] an d the positive direction o f the O Zf axis.
In accordance w ith the m ean-value theorem (§ 116) we h a v e:
_ A fc
“ cosY**
w here 7 k is the value of the angle 7 a t the point (xk, y k, z k) of the
cell <ja.
L et us now construct the sum

F (:vk} y ki Zk) cos y k . Gk = y ki f ( x k>y k)] A k

k k

*) So as not to complicate our arguments with details which have no direct

connection with the subject under consideration, wc shall always assume in future
that these cells, and all other reg;ons which we shall encounter, are connected figures
bounded by relatively simple cor,lours so that we can apply the concepts and results
obtained above to all of them.
628 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

including all cells on the p a rt S ; since, according to o u r assum ptions,

F[x, y , f{ x , y)] is a continuous function o f x a n d y in the region Z),
therefore the right-hand side of this equation, in accordance w ith th e
result of chapter 27, will tend to the following double in teg ral as its
lim it w hen the above division becomes indefinitely fin e :

1 1 F ix, y , / ( * , y)] dx dy,

D

w hich is no other th a n the surface integral defined above

| | F {x, y , z) dx dy.
S

This surface integral can therefore be reg ard ed as lim it o f the sum

F(xk, y k, z k)
2 F (xk) y b> Zk) cos y k .a k = ff/c
I V 1 + f ' x 2(xjc, Jk) + f v {Xkiy k)
k

w hen the division becomes indefinitely fine. B ut lim it o f the sums o f

the form

9 (*k, Jic, Zji) c k,

k

w here ak a re areas of the cells into w hich the p a rt S is divided an d

i xk> y k, Zk) is an a rb itra ry point in the cell a/;, as considered in § 1 2 0 ,
exam ple 2 , w here we have agreed to call this lim it as integral o f th e
function o(,v, y , z) over the p a rt S of the given surface an d denote it
by

1 1 9 (x9 y , z) da.
S

W e therefore have in our c ase :

| | F (x, y , z)d x dy = | | F{x, y , z) cos 7 (*, y , z) da ==

S S

_ ff F {x, y , z) da
( 2)

~ lW " W + W
SURFACE INTEGRALS 629

T his form ula is analogous to form ula (6 ) § 121 an d plays the

same role for surface integrals as form ula (6 ) § 1 2 1 plays in the theory
o f curvilinear integrals. Even in the simplest case which we are now
considering it defines a surface integral constructively (since the
rig h t-h an d side of form ula (2 ) is obtained as the result of a construction
an d defined as lim it of a sum of definite form ). F u rth er, as we shall
soon see, form ula ( 2 ), like form ula ( 6 ) § 1 2 1 , serves as the basis for an
extension of the concept o f surface integrals beyond the limits of the
simplest case w hich we are considering in this p arag rap h .
I t is self-evident. th a t sim ilar definitions a n d relations hold
if we integrate w ith respect to the p a ir o f variables („y, z) or (y, z),
provided the chosen p a rt of the surface can be expressed by equations
analogous to the equation (1). In practice one frequently meets sums
o f three integrals taken over the same p a rt S w hich involve different
pairs o f variables.
L et P {x, y , z)3 Q[x> y> z)> R (xt y 3 z) be three continuous func­
tions in a given region in a three-dim ensional space w hich contains the
p a rt S w ithin itself. L et a = a (*, y , z), P = P (*, y 9 z), 7 —7 (x , y , z)
be the angles betw een the norm al to the given surface at the point
(x, y , z) on th e p a rt S an d the positive direction of the OX, O T an d
O Z axes respectively a n d let the direction of this norm al be so chosen
th a t the angles a, p an d 7 are acute on the p a rt S. It is custom ary
to w rite the sum of the integrals

| | P{x, y , z) dy dz + | | y 9 z) dz dx 4-
6' 6'

+ | | R (*, y , z) dx dy
s
in the form of one integral
J*| {P dy dz + Q dz dx T R dx dy) ;
£
if the chosen p a rt S is such th a t each of the three coordinates on this
p a rt is a single-valued function o f the o th er two and has continuous
p a rtia l derivatives so th a t on the basis o f the above discussion we
evidently have :

| | P dy dz —
S
 630 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

an d consequently
| | (P dy dz + ( f d z dx + R dx dy) =
S

= | | {P cos a 4- CLcos P + R cos y ) da •

§ 127. General definition of surface integrals

W e have found a t the beginning of § 126 th a t the sim ple

definition of the surface integral

| | F(x> y , z) dx dy (1)
S

essentially implies th a t the given surface can be represented over the

p a rt S by an expression of the form (1) § 126, i.e. every straig h t line
parallel to the 0 £ -a x is intersects the p a rt S in no m ore th a n one
point. 'This condition is very restrictive in practice w here we often
in teg rate round closed surfaces w hich do n o t satisfy the above con­
dition. W e m ust therefore develop the concept of a surface integral
beyond th a t considered in § 126 so th a t it covers m ore com plicated
cases occurring in practice.
A useful starting p o int for this developm ent is given by fo rm u la
(2) § 126. T he m iddle p a rt of this form ula is, by definition, inde­
p endent o f any specific shape of the p a rt S an d rem ains fully valid,
for exam ple, for relatively simple closed surfaces. A lthough in the
simplest case the relation ( 2 ) § 126 is proved as a theorem,, we can
nevertheless regard the first equation o f form ula (2 ) § 126 as the
definition of the integral standing on its left-hand side. W e are thus
able to define the integral ( 1 ) for every p a rt S on w hich the integral
in the m iddle p a rt of form ula (2) § 126 exists. T his gives us a m uch
wider scope quite sufficient for m any cases.
H ow ever, in order th a t this definition should be unique it is
necessary even for surfaces of a m ore general form to indicate exactly
the value o f the’ angle y (x, y , z) in the m iddle p a rt of form ula ( 2 )
§ 126; assum ing th a t J always denotes the angle betw een the norm al
to the given surface an d the direction o f th e O ^-axis, we m ust
establish a definite direction fo r the normal at every p oint on the given
surface (w hich is, o f course, equivalent to the choice of the sign of
cos y ). In the sim plest case we have agreed always to d irect the
n o rm al in the positive direction of the O Z axis, i.e. to m ake the angle
 S U R F A C E IN T E G R A L S 631

7 acute (cos y > 0). T his agreem ent ap p eared n a tu ra l a t th at time

(in fact, it is the only possible one), since cos y has first ap p eared in
o u r argum ents as the ratio of two areas. H ow ever, it can be readily
seen th a t for figures of m ore general form this ratio w ould be
inconvenient.
L et us im agine, for exam ple, th a t S is the surface of a sphere.
T h en on the u p p er hem isphere we m ust take exterior points an d for
the low er hem isphere interior points on the sphere for the given
direction of the n o rm a l; by passing through the eq u ato r the chosen
direction w ould suddenly be reversed (fig. 93). It can be readily
seen th a t a definition connected w ith this choice of direction of the
n o rm al will in most cases contradict the essence of the problem an d
unnecessarily com plicate its solution. W e shall therefore now in tro ­
duce a new idea for the direction of the norm al w hich is free from
this disadvantage.
In order to m ake this new definition m ore concrete let us first
re tu rn to the case w hen S is the surface of a sphere. It is im m ediately
clear an d also confirm ed historically th a t in m any
p ractical cases connected w ith integrals o f the form
( 2 ) § 126, it w ould be m ost convenient to direct the
n o rm al to every point either on the exterior or the
in terior of the sphere, i.e. to deal everywhere w ith an
o u tw ard or inw ard norm al. L et us select, say, the
o u tw ard norm al, i.e. let us agree th a t 7 in the integ­
ral ( 2 ) § 126 denotes the angle betw een the outw ard
n o rm al to the sphere S a t the p oint (x, y , z) an d
the positive direction of the O ^-axis. In th a t case Fig. 93
7 will be acute for points on the upper hem isphere iSp be a right
angle for points on the eq u ato r an d an obtuse angle for points on the

low er hem isphere S 2> T herefore if J J F dx dy an d

■S*! S2
Jj ' F dx dy res-

pectively denote surface integrals over the “ sim ple” p arts 6 'j an d S 2
defined in the sense given in § 126, then, in accordance w ith o u r new
definition of the angle 7 , we have

J J Fcos 7 da j j Fdxdy,
Si Si

JJ F c os y da — J J F dxdy,
s2 S'2
632 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

so th a t it follows from the extended definition of the surface integral

(form ula (2 ) § 126) th a t

|j F dxdy = JJ Fcos y da = JJ F co s y da 4 * JJ F cos 7 da —

s s

2
( )

S1 S2

(where we m ust note th a t both integrals on the rig h t-h an d side are
defined in the initial sense given in § 126). O u r definition o f the
angle 7 is such th a t the norm al a t every p oint on the sphere is directed
outw ard so th a t cos 7 > 0 for points on the u p p e r hem isphere an d
cos 7 < 0 for point on the low er hem isphere. In accordance w ith
this definition we say ab o u t the in teg ral (2 ) th a t it extends over the
exterior o f the sphere S. W e could, of course, agree to take the inw ard
norm al instead of the o u tw ard norm al a t all points on the sphere S ;
since cos 7 changes its sign in th e transition from the o u tw ard to the
in w ard norm al a t every point of the surface S, therefore o u r two
integrals will only differ from one a n o th er by th eir sign.

T he position is even sim pler w hen the p a rt S has the shape

considered in § 126, i.e. w hen it can be expressed by an equation of
the form (1) § 126. W e have selected the n o rm al directed upw ards
(cos 7 > 0 ) a n d proved th a t

JJ F dxdy = JJ F c o s y da.
S S

In accordance w ith our new point of view we can therefore say th a t

this last integral extends over the upper part o f S. O n the o th er h an d ,
if we agree to direct the n o rm al dow nw ards, th en the integral

JJ
S
F cos 7 da (3)

will reverse its s ig n ; this will be an integral extending over the lower
part o f S. W e thus see th a t the notation (3) does n o t tell us a n y th in g
ab o u t the direction of the surface S over w hich we in te g ra te ; it m ust
be stressed separately in every case.

L et us now consider the general case. W ill S be a closed

surface (like a sphere) or have a definite contour (boundary) ? W e
SURFACE INTEGRALS 633

have seen in the last two exam ples th a t we can usually distinguish
betw een two ‘'sides 55 of this surface. I f we are given a definite side
•of a surface, we are sim ultaneously also given a definite direction for
the normal*

I f a given side of the surface is chosen, then the surface integral

extending over this side o f the surface is, by definition, equal to the
integral

J J F cos 7 ds,

w h ere 7 is th e angle betw een the chosen direction of the norm al

a n d the positive direction of the O/^-axis.
H ow ever, if we w ant our definition to cover the widest possible
class of surfaces, we m ust consider in som ew hat greater detail w hat is
m e an t by the two “ sides 55 of a surface m entioned ab o v e; even in
elem entary cases this problem m ay cause some difficulties.

Let us assum e th a t the surface S in w hich we are interested

(or p a rt of this surface) has a tangential p lan e at every point whose
d irection changes continuously in relation to the continuous dis­
placem ent of the point over the surface. W e have said above th a t
in order to choose a definite side of our surface it is sufficient to
choose a definite direction for the norm al at every point. However,
if we choose this direction a t different points o f the surface S in d e­
p en d en t of each other, then, in general, we shall o b tain nothing
useful, for in this case the angle 7 m ay everyw here be a disconti­
nuous function of the position of the point so th a t integrals containing
cos 7 will be devoid of m eaning. These form al considerations as
well as visual representation clearly show th a t we can only choose
the norm al a t every p o int on the surface so th a t its direction changes
continuously as the point moves continuously over the surface; in
o ther w ords, it is im perative th a t the angle 7 should be a continuous
function o f the coordinates of the point to w hich it refers.

L et us now take a n a rb itra ry p o in t A on the surface S an d

d ra w a norm al to the surface a t this p o in t an d choose one of the two
possible directions along this norm al. W e shall displace the p o in t
 634 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

A continuously over the surface and at every point th ro u g h w hich

we are passing we shall ascribe th a t possible direction to th e n o r­
m al to the given surface w hich leads us to it by following a conti­
nuous path. L et us assume th a t having covered some distance in
this way we re tu rn to the p o in t A. W h at will be the direction of
the norm al a t this point on arriv al — will it be the same as the in itial
direction or will it be the reverse? I t can be readily seen th a t, as
in the two exam ples considered above as well as in m any o th er
exam ples w hich we m ight think of, we shall always retu rn to the
point A so th a t the norm al has the sam e direction as th a t w ith w hich
we began (it is assum ed th a t our p a th does n o t intersect a t the edge
o f the surface S). H ow ever, this rule does n o t apply to all surfaces ;
let us consider, for exam ple, the w ell-know n “ M oebius rib b o n ” ,
whose m odel can be o btained by cu ttin g in p a p er th e rectangle
abed (fig. 94) and, after tu rn in g it, glueing the side ad to the side be
so th a t a coincides w ith c an d d w ith b. I t can be readily show n,
th a t having selected an a rb itra ry point A on this rib b o n a n d having
described the whole ribbon as explained above we shall on o u r
return to A have reversed the direction o f the n orm al. In future
we shall alm ost entirely disregard such surfaces (which are exceed­
ingly ra re in practice) and assume th a t irrespective o f the chosen
starting point an d the continuous p a th over the surface by w hich
we m ay travel as long as it does not intersect the edge of the surface,
the norm al on our retu rn to the starting point will have the sam e
direction, provided it has changed continuously in our m ovem ent
over the surface.

This shows th a t it is sufficient to choose the direction o f the

norm al a t any given point A on the surface S for it to rem ain
defined uniquely a t every o th er p o in t on
d c this surface. In fact, if B is a n o th er a rb i­
trary point on the surface, then two a rbi-
tra ry p a th L x an d L 2 from the p o in t A to
^ the point B will give us the same direction
a
Fig. 94 for the norm al a t the point B, for otherw ise
by starting from the p o in t B an d following
th e p a th L x in the opposite direction (to the point A) an d then th e
p a th L 2 in the straight direction we should end a t th e point B w ith
a norm al whose direction w ould be opposite to th a t w ith w hich we
sta rte d ; an d this, in accordance w ith our assum ption, is impossible.

H ence for surfaces of th e , type considered above the choice of

S U R F A C E IN T E G R A L S 635

direction of th e norm al a t one point on the surface defines uniquely

its direction a t all o ther points on this surface, i.e. it defines uniquely
the side of th e surface; by choosing the opposite direction for th e
n o rm al a t the given point we sim ultaneously change its d irection at
all other points of the given surface and thus change )to the other
side of this surface. H ence surfaces of this type are know n as two-sided
(in contrast to one-sided, an exam ple of which is the M oebius ribbon).

A fter these explanations we can retu rn to the definition of an

integral taken over the given side of the surface. L et D be a two-
sided surface (or a p a rt of such a surface) w here we have chosen one
side. L et 7 = 7 (.r, jf, z ) be the angle betw een the positive direction
of the O ^-axis a n d th a t direction of the norm al to the surface S a t
the point (#, y , z) w hich defines the side of the surface chosen by us *
in accordance w ith our definition we can then assum e th a t

J J F dxdy = J j* F cos 7 da}

S S

w here we assum e th a t the integral on the rig h t-h an d side exists and’
is defined as lim it of sums of definite form sim ilar to those described
in § 126. T his n o tation tells us nothing ab o u t the side chosen on th e
surface S and this fact m ust therefore be stressed separately in each
case. I f the surface S is closed, it is usual (and we shall do so in
future) to consider th a t the above integral applies to the exterior o f
this surface so th a t 7 is th e angle between the outw ard norm al to the
surface S an d the positive direction of the O ^raxis.
I t is interesting to com pare this w ider definition of a surface
integral w ith the initial definition for the sim plest case given in § 126.
L et the surface S (as is usual in m any real cases) be divided into a
finite num ber of “ sim ple” p arts S\, S 2,..., S n> etc. each of w hich can
be expressed by an equation of the type (1) § 126. In accordance
w ith our w ider definition the integral taken over the given side o f
the surface S is equal to the sum of the integrals taken over the sam e
side of its com ponent p arts so th a t evidently
n
J j V c o s y * = £ f f F c o s 7 dc.
S /= 1 s {
H ow ever, on every p a rt Si the integral taken over the chosen side o f
the surface coincides w ith the integral defined in § 126, provided
636 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

cos y > 0, i.e. provided the chosen side of the surface S is the upper
sid e ; otherwise the absolute value of these two integrals w ould be the
sam e b u t their signs opposite. H ence th e integral taken over the
given side o f the surface is equal to the algebraic sum o f the integrals
o f its com ponent simple parts if these integrals are defined as in
■§ 126; in this case integrals taken over u p p e r sides o f the surface S
have the sign li + ” and those taken over in n er sides have the sign
f( 3>

Finally all th at was said above in connection w ith integrals o f

the variables (x,y) evidently rem ains valid for integrals o f the pairs
(z, x) and (y, z ). For integrals taken over a definite side o f a two-
sided surface S we obtain the following general fo rm u la :

J J (P dy dz + Q_dz dx -f- R dx dy) ~

S

— j*J (Pcosoc 4- Q^cos (3 + R cos y)da3 (4)

w here P, R are continuous functions o f x9y , z in a region in space

which contains the surface S w ithin itself and a, (3 , an d 7 are the
respective angles betw een the positive direction of the OX> O T, an d
0 J? axes an d th a t direction o f the norm al to the surface S at the p o in t
{x, y , z) w hich defines the chosen side of this surface,

In the rem aining p a rt of this c h ap ter we shall assume th a t all

surface integrals apply over a definite side o f the given surface in
accordance w ith the established definition.

L et us now m ake one final rem ark w hich is in ten d ed to clarify

possible m isunderstandings. In § 120 we have defined an integral

jj 9 ( x , y , Z)d c (5)
6'

taken over a given part S o f the surface. W e have p ointed out th e analogy
ex isting betw een this integral an d the usual double integral taken
over a p a rt of a p lan e; in order to construct the in teg ral (5) we m ust,
as before, divide the p a rt S into cells and m ultiply the area of each
cell by a function 9 a t an a rb itra ry p o in t in the given cell; we th en
an d lim it of the sum of all these products. H ence the integral
SURFACE INTEGRALS 637

(5) results from the well-known construction w hich is typical for all
problem s o f integral calculus.
In this p a ra g ra p h we have defined the concept of a surface-
integral

J | F ( x ,y , z)d x dy, (6 )

taken over a definite side o f the given surface S. W h at is the relationship

betw een these two types of integrals ? T his question can be clearly
answ ered on the basis of the above argum ents. T h e symbols (5)
an d (6 ) have a different m e a n in g ; the integral (5) only depends on
th e p a rt S an d form of the function cp b u t is quite independent o f
th e choice of the “ side” of this surface w hereas th e integral (6 )'
changes its sign w hen the side chosen on the given surface is c h a n g e d ;
only after a definite side is chosen, th e integral (6 ) has a definite
m eaning ; we can therefore say th a t the symbol ( 6 ) defines two-
separate integrals in relation to w hether one or o ther side of th e
surface S is chosen.
F or exercises to § 127, c f Problem Book by B.P. Demidovich*
Section V III , Nos. 403, 405.
§ 128. O strogradskij’s formula
In § 123 we have deduced G reen’s form ula which is very
im p o rtan t in theory an d p ractice; this form ula connects a double
integral taken over a plane region w ith a curvilinear integral taken
over the contour of this region. A corresponding an d no less
im p o rta n t form ula covering three-dim ensional space was first
deduced by M . V . O stro g ra d sk ij; this form ula connects a triple
in tegral taken over a region in three-dim ensional space w ith a surface
integral taken over the exterior o f the bo u n d ary of this surface.
L et us assum e th a t we are given the region V in three-dim en­
sional space bounded by a closed surface S. Let us assum e a t first
th a t the shape o f this surface is the simplest possible shape for a
closed surface ; every straight line parallel to one o f the axes o f co­
ordinates intersects it a t no m ore th a n two points so th a t S is divided
ino two p a rts — the “ u p p e r” an d “ low er” parts w hich can respec­
tively be expressed by the equations z = f \ (x ,y ) and z = f 2 { x ,y );
we shall assum e th a t the functions f 1 an d f 2 are continuous
an d have continuous p a rtia l derivatives w ith respect to x a n d j;.
Finally, let the function R (a*, y , z) an d its p a rtia l derivative
d R / d z be defined an d continuous in a region in space w hich
<$38 A COURSE OF MATHEMATICAL ANALYSIS

•contains the region V w ithin itself. Let us consider th e triple

in te g ra l

dx dy dz.

A ccording to form ula (2) § 119 we can represent it in the form

IN I
D
f z d z ] dxdy’
f 2 (*s j )
-where D denotes the projection of the region V on to the AY)T-plane.
But

| — - dz = R [x, y , f i {x, y )] — R [.v, y , / 2 ( x ,y ) ] ;

f s f a y)
therefore we o b tain

J fB f
V
dxd> d z =

= JJ D
R [x3y , f i (x}y ) ] dx dy — JJ
D
R [ x , y , f 2 (xsy )] dx dy.

Let us consider the first of these two integrals. I t follows from

th e definition of a surface integral th a t the first in teg ral is an integral
o f the function R (*, y , z) taken over the u p p er side S 1 [z = / i U’, y )]
o f the surface S an d hence also over the upper side of the surface S.
Sim ilarly the second integral on the rig h t-h an d side is an integral of
the function R z) taken over the u p p er side o f the low er p a rt
S 2 [z = f 2 (x, y) ] of the surface S ; b ut we know th a t in this case the
same integral w ith its sign reversed (and in our form ula it happens
to have the “ — ’* sign) will be the integral o f the function R taken
over the lower side of the surface S 2 w hich ag ain coincides w ith the
•exterior of the surface S'. W e therefore obtain :

\\\\rdxdyiz JJ S\
R d x dy 4- JJ
s2
R dx dy,

w here the first integral on the rig h t-h an d side is taken over the upper
side of the surface S 1 an d the second over the lower side of the
surface S 2 ; since in bo th cases we integrate over the exterior o f the
surface S, the sum of the integrals on the rig h t-h an d side can be
SURFACE INTEGRALS 639

replaced by one integral taken over the exterior of the whole surface
S an d we obtain the simple relation

dx dy d z = Jj* R dx dy = JJ, R cos y dcr; ( 1)

the second a n d th ird term s o f these equations are integrals over

the exterior of the surface S. W e have deduced this relation for
closed surfaces S w hich are intersected a t no m ore th a n two points by
an y straight line parallel to the O ^-axis; it can, however, be shown
th a t it also rem ains valid in m uch w ider cases. A t first we note th a t
the relation (1) rem ains valid w hen the surface S consists not only
o f iS' 1 an d ^ 2 b u t also of the cylindrical p a rt b1* whose generating
lines are parallel to the O Z~axis (fig. 95); in fact, a t points of the
p a rt S * the norm al to the surface evidently makes a right-angle w ith
th e 0 /£-axis, cos y = 0 , and we have :

JJ R d x dy = JJ R cos y dcr = 0 ,

so th a t as before

R d x dy =

^ R d x dy + ^ R d x dy ^ R d x dy — ^ R dx dy,
S-, So S* S

a n d form ula ( 1 ) therefore rem ains valid.

W e can also show th a t if the region V can be divided 1 means

o f a surface d raw n w ithin it into two parts an d V 2 to i h o f
w hich the relation ( 1 ) applies, then this relation also app!io to the
640 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

whole of the region V. In fact, we have :

intf
V
i x dy d z =hr?^ +iiki dz=
V1
dy d z
v2
d x dy

= J J R d x dy + J J R d x d y,

w here S j. an d S 2 respectively denote closed surfaces w hich are the

boundaries of the regions V x a n d V 2 an d w here each o f th e last two
integrals is taken over the exterior of the corresponding surface. B ut
S j is p a rt of the surface S an d the dem arcatin g surface S (fig. 96)
while S 2 consists of the rem aining p a rt o f the surface S an d the sam e
dem arcating surface S ; hence the la tte r sum of integrals can be
represented as the sum of integrals over the exterior o f th e surface
S an d two integrals over the dem arcatin g surface S ; o f these tw o
integrals one is taken over the side o f the surface S w hich is the
exterior for the surface S i whereas the o th er integral is taken over
the side w hich is the exterior of the surface S 2; it is evident th a t
these are two opposite sides of the surface S , as a result o f w hich the
sum o f the two integrals vanishes an d we o b ta in :

IIR f
V
d x d y d z = \ \ R d X d y,
s
w hich we w anted to establish.
W ith the help o f this theorem we can considerably w iden the
applications of form ula ( 1 ) since m ost regions in space w hich are
m et w ith in p ractical cases can be divided by d em arcatin g surfaces
into regions of simple form for w hich form ula ( 1 ) was initially
deduced.
I t is evident th a t all th a t is said above also refers to cases w hen
the p a ir of the variables (x , y ) is replaced by the p a ir o f variables
{y, Z) or (z, x). I f P = P (x ,y , z), Q — d (x .y , z ) 9 R = R ( x ,y , z)
are continuous functions w ith continuous p a rtia l derivatives in a
region in three-dim ensional space w hich contains the region V
bounded by the surface S w ithin itself, th en we o b tain for a wide
class of such regions :

= J j {P dy d z + Q d z d x + R d x d y ), (2)'
£
SURFACE INTEGRALS 641

w here the integral on the right-hand side is taken on the exterior of

th e surface 6 1. W e can evidently w rite this relation in the form

dx dy dz =

= J*J (P cos a -J- Q_cos [3 -f R cos 7 ) da, (3)

S s
w here <x, p and y respectively denote the angles betw een the outw ard
n o rm al to the surface S a t the p oint (x, y , z ) and the OX, O P and
O Z axes.
F o rm u la (2) (or form ula (3)) is the above m entioned Ostro-
gradskij’s form ula It is very im p o rtan t in m any branches of
physics, for it is the basis of the field th eo ry ; we shall retu rn to this
problem later. W e shall now use O strogradskij’s form ula in o rder
to prove a theorem w hich is im p o rtan t in connection w ith m any
problem s of physics; this theorem is analogous to the corresponding
proposition proved in § 124 by m eans of G reen’s form ula.
Theorem. In order that the integral

P cos a + Q cos p -f- R cos y ) da,

taken over any **> closed surface S which lies imthin the region V should be
equal to zero it is necessary and sufficient that the following relation should be
satisfied at every interior point o f the region V :
dP
dx
+ L&+?*=o.
dy dz
(4)

Proof. T h e sufficiency of the condition (4) can be seen directly

from form ula (3). In order to prove its necessity let us assume th a t
a t an in terio r point A of the region V, for exam ple.
dP
dx
* £ ,+
dy
**
dz
>0.
I t follows from the assum ed continuity of the p artial derivatives th at
this inequality will also be satisfied inside and on the bo u n d ary o f a

*) This formula is sometimes also known as the Gauss formula or the Gauss-
Ostrogradskij’s formula.
**) We naturally have in mind a surface to which Ostrogradskij's formula
can be applied ; this theorem remains valid even when the class of surfaces .S’ is made
jnuch narrow, for example, when we are only considering spherical surfaces.
 642 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

certain sphere v w ith centre a t A w hich lies entirely w ithin the region
V; hence
^ + 1 ^- + I - ) d x dy dz > 0 .
dx d V dz J
v
But form ula (3) then shows th a t for the surface s o f the sphere v

j* J* (P cos a + Q^cos p + R cos y) dc > 0.

s
This fully proves our proposition.
For exercises to § 128 cf. Problem Book by B. P. D em idovich,
Section V III , Nos. 415, 416, 423, 424.

§ 129. Stoke’s formula

O strogradskij’s form ula introduced in the previous p a ra g ra p h

can be regarded as an analogue to G reen ’s fo rm u la in transition
from a plane to the three-dim ensional space. W e shall now ded u ce
an other equally im p o rtan t form ula w hich involves the direct generalisa­
tion o f G reen’s form ula w hen a plane figure is replaced by a p a rt of a
curved surface. T his form ula connects an integral taken over a definite
side of a p a rt S of the surface bounded by the closed contour L w ith
a curvilinear integral in space taken over its contour, i.e. it solves
the same problem for a curved surface as is solved by G reen ’s form ula
for a plane.
L et us first assume th a t the p a rt S o f the given surface is ex­
pressed by the equation z = f ( x , y ) ; we shall m ake th e usual assum p­
tions as to continuity an d differentiability w ith regard to the function
f and the functions P, CL, R w hich we shall introduce below . L et
us begin by considering the curvilinear integral in space

j* P ix>y> z) dx, ( 1)
L

taken ro u n d the contour L of the p a rt S an d described in the direct

way (i.e. so th a t to an observer m oving over the u p p er side of the
p a rt S this p a rt should always rem ain to the left o f his path). L et
the plane region j w ith contour denoted by I represent the projection
o f the p a rt S on to the X O T -p la n e ; in th a t case the integral (1) can
also be represented by a curvilinear integral in a plane

J
i
R [x> y> f{x,y)\ dxt ( 2)
S U R F A C E IN T E G R A L S 643

tak en over the contour I ; in fact, let /' be a p a rt o f the contour / ex­
pressed by the equ atio n
y = <p (*) [a ^ x ^ b ) ;
w here V is the orthogonal projection on to the ArO T-plane o f a p a rtZ /
o f the contour L w hich is evidently expressed by the equations
y = 9 (*)> 2 = / M ? M l
.and, in accordance w ith the initial definition of a curvilinear integral
we have:
b
| P M y, z ) d x = z ^ P {*, 9 ( * ) , / [ * , 9 M ] } dx,

V a
b
I P l*> y> f(x,y)] dx = J P {*, 9 ( * ) ,/ [ * , 9 (*)]} d x ;
I' a
th e rig h t-h an d sides, an d therefore also the left-hand sides, coincide,
w hich proves our proposition for simple sections /' an d L '. Assuming
th a t the contour L (and therefore also I) can be divided in to a finite
n u m b er of such sim ple sections we can directly see th a t in this case

J P (x , y , z ) dx = J P [*, y , f (x, y)] d x\ (3)

L I
this equation also holds in m ore general cases b u t we shall not stop
h ere to prove it. t
O n the o ther h an d , let us consider the integrals

Js l i y ixdy = W f y w y d a '
s
(4)

f \ f z d x d z = \ \ f Z COSt d°>
s s
ta k e n over the up p er side of the surface S, w here the angle J and p
a re defined as usual. It follows from the form ulae of § 99 th a t
3/

cos y = 3
+
644 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

w here the sign of the denom inator should be the same in bo th cases ;
since we have chosen the upper side o f the surface S, th erefo re
cos y > 0 and the positive radical m ust be ta k e n ; regardless of this-
we also have :
7] f '
.cos p ,= — cos 7 j 1 '

as a result of w hich the form ula (4) g iv e :

[1 (S
S
dy - If *) = 1J (If + If C0S =s
If) V da

= f |7 - +
J
S
J '•dy dP ^ ) d
dz dys x dy.
J

I f we replace z by f (x,y)t the integrand in this last integral will evi­

dently be equal to

--- { P [ Xiy , f ( x :y)]};

•dy
it therefore follows from the definition of a surface integral for th e
simplest case (§ 126) th a t this last integral can be w ritten in the form*
o f a double integral

y> f (*> y)'-1) dx dy>

s

an d we o b ta in :

11 (f?~y dx dy ~ |r dxdz) = j\^ { p \x>y’f ( x' y ) } } dx (5)

S , J

C om paring the form ulae (3) and (5) we can see directly that,,
as a result of G reen’s form ula (§ 123), the rig h t-h an d sides only differ
from one an o th er by their sign. H ence the sam e also applies to th e
left-hand sides and we o b ta in :.

1 j (If
S
dx dz ~Jy dx dy) =j L
p (x ,y ’ ^ dx• (6*
H ere the integral on the left-hand side is taken over the u p p e r
side of the surface S and the integral on the rig h t-h an d side is in such
a direction th a t an observer m oving over the up p er side o f S should
have the p a rt S on his left. I f we change the chosen side S a n d th e
direction in w hich we describe,the contour L, th en b o th sides o f th e
SURFACE INTEGRALS 645

equation (6 ) will change th eir sign so th a t this equation will rem ain
valid ; it can be readily seen th a t in this case also an observer standing
on the chosen (in this case lower) side of the surface an d m oving
along the contour L in the new changed direction will have th e p a rt
S on his left. H ence this rule is of quite general ch aracter and defines
uniquely the direction of m ovem ent over th e contour L provided a
definite direction is chosen for the surface S (and vice versa).
F orm ula (6 ), like G reen’s an d O strogradskij’s form ulae, possess­
es the p roperty th a t if the p a rt S is divided by m eans o f a line draw n
on it into two parts S ±and S 2 to each of which this form ula applies, then
this form ula also rem ains valid for the whole p arts S (the p ro o f is
exactly the same as for G reen’s form ula and we can leave it to the
reader). W ith the help of this form ula th e validity of form ula (6 )
(as for G reen ’s an d O strogradskij’s form ulae) can be established for
a w ide class of surfaces S.
T h e circular transposition of the letters x ,y , z on the one h an d
.a n d P , Q,, R on the other gives us tw o m ore form ulae besides form ula
(6 ) : '

1 1 dy d x — d y d z ) = J & (*, y , z) d y ,
s ’ " L

Jj Gy
.S'
dzdy- ~Txdz dx) L
R {x,y-’ z) dz'
F inally adding all three form ulae we obtain the general Stoke's formula

0_P dR
J dx dy + ^
a m dy dy

(Pdx + Q d y + Rdz), (7)

L

w hich we were trying to deduce.

W e have already said th a t this form ula is a generalisation of

G re e n ’s form ula : if S is a p a rt o f the ArO T-plane, then Stoke’s form ula
becomes G reen’s form ula as can be readily seen ; hence the latter is
a p a rtic u la r case of the form er.
H ere we shall only give one o f the num erous applications o f
:Stoke’s form ula. In § 125 we wTere unable to prove the following
646 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

lem m a : i f at every point o f region V in a three-dimensional space the follow­

ing equations hold :

d P = dQ^ 3£L= 3 ^ rgy

dy dx 3z dy 9 d x 3 z 5

then the curvilinear integral

J {P d x T Q , d y R d z ) }
L
taken along an arbitrary closed curve L which lies entirely within the region V~
is equal to zero. T h e p roof of this proposition follows directly from
Stoke’s form ula provided (which we m ust assume) th a t for every
closed curve L in the region V a surface S exists w hich is b o u n d ed b y
the curve L an d to w hich Stoke’s form ula applies (in m ost p ractical
cases these conditions are satisfied)*)**. In fact, it follows from th e
condition ( 8 ) th a t on any closed curve L w hich lies entirely within-
the region V the left-hand side, an d therefore also th e rig h t-h an d
side, o f Stoke’s form ula is equal to zero which proves the above
lem m a.

§ 139. Elements of the field theory

M echanical an d physical applications of the theory of curvi­

linear an d surface integrals have a com m on m ath em atical basis
w hich is usually called the field theory. Som e elem ents o f th is
theory have already been considered in the last few ch ap ters.
H ow ever, in m echanics an d physics a m ore visual term inology is
usually preferred for q u ite u n d erstan d ab le reasons in o rd er to d efin e
the concepts and relations of the field th e o ry ; in p ractice these con­
cepts a n d relations are usually form ulated in the vector fo r m ; this
makes them sim pler and clearer an d facilitates solution o f the p ro b ­
lems. W e shall therefore briefly consider the m ore im p o rta n t
concepts and relations in vector form an d thus m ake them m o re
accessible***.
1. Scalar and vector fields. Q uan tities involved in m echanics’
an d physics can essentially be divided into tw o g ro u p s: scalars, i. e.

*) We shall mention, however, a simple case when the required surface S does-
not exist. Let the curve £ be a circle of unit radius and the region V a set of points
in space at distances more than \ from the circle (the surface of such a region is-
known as a “torus” ). In this case there is evidently no surface which wholly
belongs to the region V and which is bounded by the circle L.
**) We assume that the reader is familiar with the elements of vector
algebra.
SURFACE INTEGRALS 647

q u antities w hich are fully characterised by their num erical values

(density, tem p eratu re, electrical potential) a n d vectors whose full
ch aracteristic involves direction as well as num erical value (velocity,
acceleration, force). In physics other quantities are also used b u t
th eir definition is even m ore com plicated; however, we shall not
consider them here.

A component of a vector along an axis (a directed straig h t line)

is, as we know, the projection of the vector onto this axis. W e shall,
in future, p rin t vectors w ith bold-faced letters. T h e num erical value
(non-negative) of the vector F is usually denoted by 1 F \ an d its com ­
ponents along the axes of coordinates by F Xi F y an d F z respectively.
I f we have a scalar q u an tity F defined a t every point in space
o r in a given p a rt of it, then the set of these quantities F is known as
the scalar field. T h e definition of a scalar field evidently does not
differ in any way from the definition of a function F { x , y , z ) o f the
coordinates of a point. W e are given a vector field if a t every point
in space (or in a p a rt of it) the vector F is defined (both in m agni­
tu d e and d ire c tio n ); in order to do this it is sufficient to determ ine
th e three com ponents F x, F y , F z o f the vector F a t every point.
H ence the definition of a vector field is eq uivalent to defining three
functions F x (x , y , z), F v (* , y * z ) an d F z ( x , y , z ) o f the coordinates
o f the points in space.
2. Level surfaces and gradient o f a scalar field. L et us assume th at
we are given a scalar field F (x, y z ) in space or in a p a rt of i t ; we
shall alw ays assum e th a t the function F has continuous p a rtia l d eriv a­
tives of the first order in the given p a rt o f space. T h e equation
f ( * , y , z) = c ,

w here C is an a rb itra ry constant defines in general a surface w hich

we shall call level surface of the given scalar field ; it is quite clear
th a t one a n d only one level surface of the given field can pass
th ro u g h every point in space so th a t two different level surfaces
can n o t have com m on points (they cann o t intersect).
W e know (§91) th a t the rate o f change of a function' F (x ,y , z )
a t the given p oint {x9y, z) in the given direction A is m easured (in its
absolute value an d sign) by the derivative D \ F of the function F in
this d irectio n ; this derivative (§ 91) is expressed by the form ula
n r dF dFp d F
Dx F = - — cos a -j- ~— cos p + ■■■■ cos / ,
dx dy dz
w here a, (3 an d y denote the respective angles betw een the direction
A a n d the positive direction o f the O X , O T an d 0 £ axes.
643 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

L et us now consider the scalar field F( x , y , z ) together w ith

the vector field G (x,yt z) w hich is defined by the relations

dF r _ 1 Z r - dF-
dx’ y dy* * dz
so th a t
a
i G {x,y, z)

T h e vector G {x, y } z) is called gradient of the scalar field F ( a t the

given point {x,y> z)) a n d denoted grad F. In accordance w ith the
know n laws of vector algebra the q u an tity
DxF = Gx cos a 4 - Gv cos (3 + Gz cos 7

is the projection of the vector G^in the direction A, i.e.

D \F = | G | cos (G, A),
w here (G, A) denotes the angle betw een the d irection of th e g rad ien t
G and the given direction A.
I f we com pare, the ra te of change | D \ F ] of the function F in
different directions A a t a given point (x,y> z), then th e last equation
shows th a t this ra te will reach its m axim um if | cos (G, A) | — 1 i.e. if
the direction A coincides w ith the direction of th e g rad ien t (or is
opposite to it) . H ence the direction o f the gradient at every point gives
the direction o f the maximum rate o f change o f the given scalar field ; this maxi­
mum rate o f change is expressed by

i ■ « i ■- y © ‘ + © • + © •

L et us finally note th a t since d F / d x, d F / 3 y , d F / d z are

proportional (§ 99) to the direction cosines o f th e norm al to the
surface F ( x , y , z) = C a t the point {x9y f z), the direction o f the gradient
coincides with the direction o f the normal to the level surface which passes
through the given point. T h e m ag nitu d e I G ] = | g rad F | o f th e
gradient is m easured by the absolute value of the deriv ativ e o f th e
norm al to the level surface; denoting this derivative b y S F /S ttw e h a v e :
dF ^
|g ra d F
3n
3. Divergence o f a vector field and flow across a given surface. L et
us assume th a t we are given in space, or in a p a rt o f it, a vector
field F (xry , z)* In practice the following q u an tity is very im p o r ta n t:
3 Fx 3 Fv 3 F.t

~dx' + T v + T
SURFACE INTEGRALS 649

w hich is know n as divergence of the vector field F a t the point (x,y, x).
D ivergence of the field a t a given point is a scalar q u an tity an d the
set of its values in the p a rt of space under consideration forms the
scalar field.

W e shall now define a concept w hich is very im p o rtan t in

p ractical applications of m echanics an d physics, i.e. the concept of
flow o f a given vector field across the given surface. In order to make
this coneept m ore accessible we shall illustrate it by a hydrodynam ic
m odel. L et us assume th a t the chosen p a rt of space is filled w ith a
m oving flu id ; let us take a two-sided surface S in a region in space
w hich is either open or bounded by a closed contour an d choose on
this surface a definite side in the sense defined in § 127. L et da be
a n elem ent (a very small area) of the surface S. I f a t a given instance
o f tim e the rate of flow a t a point on' the elem ent da is expressed by
the v etor F, then the q u a n tity of fluid w hich flows across this elem ent
in a short tim e interval dt in the direction o f the chosen side of the
surface will evidently be equal (with a n accuracy to infinitely small
quantities of highers orders) to the qu an tity o f fluid contained in a
cylinder w ith a base da an d the height | F | dt, whose generating lines
a re straight lines parallel to the vector F. T h e volume o f this
cylinder is evidently equal to |F n | dtda, w here Fn is the projection of
th e vector F in the direction of the norm al to the surface da corres­
ponding to the chosen side of the surface. H ence the q u an tity of
fluid w hich flows across the elem ent d a during the tim e interval dt
• can be w ritten in th e form
pFn dt da,
w here p is density o f the fluid an d mass o f the flowing fluid can be
positive or negative according as the fluid flows in the chosen direc­
tion (Fn > 0) or in the opposite direction (Fn < 0). T h e mass of
fluid w hich flows across the area da in unit tim e is therefore equal to :
pFn da,
a n d the mass of fluid w hich flows in unit tim e across the surface S
• can be expressed by the surface integral

M = pFn da.
S
I f we denote by cc, p, 7 the angles betw een the chosen direction
■o f the norm al to the surface S and the positive direction o f the axes
o f coordinates, then, in accordance w ith the laws of vector algebra,
’ we have :
Fn = F x cos a + Fy cos p + Fz cos 7
650 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

an d the quantity M (if for the sake of sim plicity we assume th a t p is;
constant) can be w ritten in the form

M = p
if
S
(Fx cos a 4 Fy cos (3 4 Fz cos 7) da.

F or reasons w hich are now obvious the surface integral

Jj*(Pr cos a 4 Fy cos p 4 Fz cos Fn da,

S
taken over a definite side of the surface S is known as flow o f a vector
field F (x, y , z ) across the surface S in the direction defined by the chosen
side of the surface. W e have m et integrals of this type on m any occa­
sions in the past. For exam ple the surface integral in O strogradskij’s
form ula (3) (§ 128) is an integral of this type if we assume (which is, o f
course,alw ays possible) th a t P, Q ,and R are the com ponents Fx,F y, Fz
o f a vector F in the direction of the coordinate axes; if we also pay
attention to the fact th a t the integrand on the left-hand side of
form ula (3) § 128 represents in this case divergence of the vector F,
then O strogradskij’s form ula can be w ritten in the from

div F dx dy dz
II Fn da.

w hich is a t the same tim e very sim ple and expressive. H ence this *
form ula implies in the vector sense th a t flow of a vector field from
the interior of a closed surface is equal to the integral of divergence
o f this field in a region bounded by the given surface. Also the
theorem proved at the end of § 128 can be stated as follows: in order
that flow o f the given vector field across an arbitrary closed surface in the given
region V should be equal to zero it is necessary and sufficient that divergence o f '
this field should be identically zero in this region V.
4 . Circulation in a vector field. Vector o f turbulence. Potential field.
We will now show th a t Stoke’s form ula (§ 129) can be given a sim ple
an d convenient vector in terp retatio n . O n the rig h t-h an d side o f this -
form ula ((7) § 129) we have the integral

| (P dx 4 Q_dy 4 R dz),
L
w hich, in accordance w ith § 125, we can represent in the form

J* (P cos a -f- Q cos b -f- R cos c) d \

L
w here a, b, c are the angles betw een the tan g en t to the curve L an d 1
S U R F A C E IN T E G R A L S 65!

the positive directions of the coordinate axes- I f we consider the-

vector field F(*, y , z) w ith the com ponents
F x = P, F y — Q , F z = R, • (1)
th en the in teg ran d evidently becomes the projection Fi o f the vector
F in the direction of the tangent to the curve L at the given point
an d our integral can be w ritten in the form
f F, rfA.
L

T his integral is usually known as circulation of the vector field F

a ro u n d a closed p a th L \ it is evident th a t Fi represents the projection
o f the vector F onto the tangent to the curve L in the direction in which
this contour is described.
L et us now consider the left-hand side form ula (7) § 129. W e
know from form ula (4) § 127 th a t this left-hand side can be w ritten
in the form
dR 3GL
cos (3 -f- d a ,
dx. 3*

w here the angles a, ,8 an d y are defined as usual (the direction o f th e

norm al m ust, of course, correspond to the chosen side of the surface
S w hich, in its tu rn , m ust coincide w ith the direction in w hich th e
contour L on the rig h t-h an d side of this form ula is described).
T og eth er w ith the vector field F (*, y , z) with com ponents (1) let us
now introduce an o th er uniquely defined vector field C (x,y, z) whose
com ponent functions are
r _ o_F_z dFy r _ d F x _ d F z r dFy _ dFjc.
dy dz 5 y dz dx ’ 2 S* dy ’
the vector C, w hich is very im p o rtan t in hydrodynam ics, is know n as
vector o f turbulence or rotor of the given field F an d the set o f its values
as field o f turbulence (with respect to the field F). T h e vector o f
turbulence C is frequently denoted by rot F (“ ro to r of the vector F” )»
H ence the last integral can be w ritten in the form
^j*j* (Cx cos a Cy cos 8 -f- C 2 cos y ) da = j* C n da,
S s
w here Cn is the projection of the vector of turbulence C = rot F in the
direction of the norm al to the surface S corresponding to the chosen
side of the surface S. H ence Stoke’s form ula can be w ritten as follows:

[j
S
Cn d * = J
L
Ft d K
<652 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

w here the chosen side o f the surface S an d the direction in w hich the
contour L is described coincide in accordance w ith § 129. H ence
the vector in terpretation of this form ula involves the fact th at flow o f a
turbulent field C across the given surface S bounded by the contour L is equal to
the circulation o f the given vector field F along this contour (where the direction
o f flow a n d the direction in w hich the contour L is described coincide).
T o give an exam ple of the general theorem s of the field theory
we shall state in vector term inology the lem m a w hich we have
proved a t the end of § 129 by m eans of Stoke’s fo rm u la ; i f in a certain
region V in space the vector field F is such that the corresponding field o f
turbulence does not exist (i.e. rot F — 0 at every point o f the region V),
then the circulation o f the field F becomes zero around every closed curve which
tcan serve as the contour o f a surface situated entirely within the region V.
T h e converse theorem is also valid as can be readily seen from the
lem m as stated a t the end of § 125.
If for the given vector field F the vector o f turbulence ro t F
"vanishes a t every point of a region V in space, th en this shows th a t in
this region
dFjr.= d F y d f x ^ d F z d F y = dFj
, 3y dx ' 3z dx ’ dz 3y
b u t it follows fro m the lem m as § 125 th a t these conditions are
necessary .and sufficient in order th a t the expression
F x dx 4- F v dy + F z dz

-should be differential of a function U (x, y, z)> i a function U should

■exist for w hich
3U = dU dU „
---- = r « , ----- = F *. ( 2)
dx dy y dz
I f this function exists, it is know n as potential or potential function of the
field iF and the field F itself as potential field. Finally if the relations
(2) are satisfied, the vector F evidently represents g rad ien t o f the
scalar field defined by the function U. I t therefore follows from
above th a t potential field, non-turbulent field {i.e. for w hich the vector of
turbulence becomes identically zero) an d gradient field (F = g rad U)
are equivalent concepts (at least for regions o f sufficiently simple
fo rm ). T hus we have fo r any scalar field U {x, y , z)
rot grad U = 0.

F or exercises to § 130 cf. Problem Book by B.P. D em idovich,

"Section V III , ."Nos. 436, 438, 439, 452, 468, 483.
 CONCLUSION

Short historical sketch

,1 .
D uring the X V II century practical requirm ents connected with^
the developm ent of social an d econom ical relationships which, in their
tu rn , were influenced by technical progress in all fields of h u m an ,
activity confronted m athem aticians w ith m any new problem s. A .group •
o f problem s m ainly connected w ith geom etry a n d m echanics w hich
becam e different from m any earlier problem s an d required entirely
new m ethods for solution soon becam e prom inent. M any lead in g '
thinkers o f th a t period n a tu ra lly directed th eir attention tow ards
solution of these problem s. M ost of the scholars could not clearly
tell the tim e w hen this division o f new problem s from the old took
place. H ow ever, we can now see it very c le a rly : the new problem s
arose in connection w ith the study of quantities where attention was
centred not on the values o f these quantities a t a given m om ent o f
the process b u t on th eir character o f change in the given phenom enon.

As is usually the case in the developm ent of new fields of

m ath em atical sciences, the m ethods for solving these new problem s
were gradually forthcom ing, generally as a result o f investigation o f
individual concrete problem s ; how ever, th eir com m on characteristics
w hich form the basis o f this scientific b ra n c h were recognised and
explained ra th e r slowly a n d could only be fully realised after m any
concrete problem s were solved. A t present we can clearly see th a t
m any problem s revolved aro u n d two centres w hich we now call
differentiation and integration o f functions. In both cases the concept o f '
function was the basis of the newly created science, i.e. the concept
o f a q u an tity w hich changes in strict relatio n to changes in other
q u antities. H ence from the m ethodical point o f view the req u ire­
m ents for this new science to progress strictly corresponded to the

653
■654 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

dialectical principles of n atu re study : not the m o m en tary values of

quantities were studied bu t th eir process of change ; on the o ther
h a n d , quantities were studied not in isolation b u t in strict in ter­
dependence. Engels m entioned quite correctly som ew hat later th a t
m otion an d dialectics entered m athem atics together w ith the variable
q u a n tity and becam e the m ain object of investigation.
T h e m ain outlines o f the new science, for whose developm ent
m ost of the outstanding scientists of X V II century w orked, only
.became ap p aren t about the end of the century an d w ere expressed
in the fundam ental works by N ew ton an d L eibnitz. These works
a re usually regarded as the origin o f differential an d in teg ral
calculus. N ew ton and L eibnitz, independent o f each other a n d by
ra th e r different m ethods, developed, the basis o f the new science by
generalising earlier researches. T h e g reat value of the works of
b o th scholars is rightly ascribed to the fact th a t they were the
first to give deserved prom inence to the relationship betw een in ­
tegration an d differentiation of functions (§ 50) w hich reveals the
m utu ally reciprocal ch aracter of these two basic operations o f m a th e ­
m a tic a l analysis an d thus from th a t m om ent onw ards, becom e
historically, the m ainspring for fu rth er developm ent o f this scientific
branch. T hey also introduced infinite series w hich soon becam e an
im p o rta n t investigational tool of m athem atical analysis.
II
From X V III century onw ards differential an d integral calculus
b e g an to develop rapidly an d w ere accom panied by th e creatio n of
o th er scientific branches w ithin m athem atics itself (differential
equations, calculus of variations an d then integral equations, general
functional analysis, etc.) an d the pronounced p en etratio n o f the
m eth o d s of “ analysis of infinitely small q u an tities” into the ever-
w idening circle of applied sciences. W e can say w ithout exaggeration
th a t during its whole course of developm ent m athem atics never knew
a n era w hen so m uch was achieved in such a short tim e a n d w hen
its outlines w ere radically changed an d infinitely w idened.

In the fields of differential a n d integral calculus m ean-value

theorem s were proved w hich, together w ith the developm ent of
infinite series, m ade the expansion of functions into series, i.e. a t first
in to pow er series possible; thus the accu rate investigation o f these
series becam e possible. T h e m ethods o f in teg ratio n soon becam e
w ell-know n, new transcendental functions created by the process of
in tegration w ere subjected to system atic investigations an d a series
 C O N C L U S IO N 655

o f im p o rtan t functions were defined by m eans of integrals depend­

ing on p aram eters (see beginning o f ch ap ter X X V I). T h e laws
o f differential an d integral calculus w ere progressively applied to the
study of functions of several variables. It is impossible to list the
nam es o f all leading m athem aticians o f this period who participated
in this developm ent. H ow ever, the nam es o f two g reat scholars who
co n trib u te d during the first stages of this new era m ust be noted, viz,
E uler an d L agrange—who pointed out m any new directions which
proved im p o rtan t in the subsequent developm ent o f analysis. T h e St.
Petersburg scientist E uler is n ot only known as the a u th o r o f a series
o f special studies (“ E u ler’s substitutions” § 63, “ E u ler’s integrals”
§ 112, theorem on hom ogeneous functions § 93, etc.) b u t also as one
o f the creators of the theory of differential equations an d calculus of
variations: he also w idend an d rationalised concept o f infinite series
in tro d u ced by N ew ton and was the first to define a m ost im p o rtan t
co ncept, viz, analytic fu n c tio n s; the works of E uler contain a g reat
variety of a pplied problem s w hich he solved by m eans o f the new
m ethods. L agrange discovered the fu n d am en tal theory o f m ean-
value theorem s an d was first to use them system atically, for exam ple
in the evaluation o f the rem ain d er of T ay lo r’s series as well as in the
general developm ent of pow er series; they w ere also the first to
describe the elem ents o f calculus of variations as an independent
b ra n c h of m athem atical analysis by introducing the concept o f
v a ria tio n an d establishing rules for variations. However, the most
o u tstan d in g contribution to the new science by L agrange was the
creation of “ analytic m echanics” w hich involved systematic construc­
tion o f theoretical m echanics by m eans of the m ethods o f analysis
-of infinitely small quantities. His was the first system atic w ork in
this field although he based it on E u ler’s w orks; his w ork was
ch aracterised by such finality th a t it retains its fundam ental im p o r­
tance to the present day in spite of the great subsequent developm ents
in m echanics.

A p a rt from m echanics and sometimes along w ith it the m ethods

o f analysis o f infinitely sm all quantities began to p enetrate rapidly
in to other branches o f m athem atics (geometry) an d an ever-w idening
circle o f applied sciences. A m ong the applied sciences in w hich the
use of the new m ethods was particularly fruitful were m any branches
o f m ath em atical physics (theory of heat, accoustics, electro-dynam ics,
th e o ry of diffusion an d m any others) a n d the m ath em atical theory
o f pro b ab ility (Bernoulli, M oivre, L aplace). T h e use o f m ethods of
m ath em atical analysis in m any branches o f theoretical an d applied
656 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

sciences continued throughout the X IX c en tu ry ; it continues even

today when applications o f differential an d integral calculus are so
wide th a t every engineer m ust be fam iliar w ith the principles o f this
science in order to satisfy his everyday requirem ents By studying
the history of the grad u al conquests m ade by the m ethods of infinitely
small quantities we can clearly see the reason behind this victorious
developm ent. It is u ndoubtedly due to the fact th a t this m ethod
satisfied the requirem ents of the dialectico-m ethodical theory o fle a rn -
ing and created a m athem atical apparatu s w hich was able to e m b ra ce
the m ain outlines of m any phenom ena in the outside world;
III
! We, have thus seen th a t during the X V III, century results-
achieved w ith the help of the m e th o d of infinitely small quantities
represent an impressive a n d unprecedented picture o f w ealth ;
however, the position was quite different w here the logical basis
of this new science is concerned. T h e stru ctu re o f differential a n d
integral calculus and its m anifold applications w ent forw ard so-
rapidly and w ith such success th a t no tim e was left for revision and.
im provem ent of the theory. A nd here the position was very u n ­
favourable. T h e logical basis on w hich this course was constructed;
was m ainly created during the X I X century ; even the elem entary
theory of limits w hich we have introduced in c h ap te r 2 an d defined:
m ore accurately and developed in the subsequent tw o chapters in.
o rder to bring it up to m odern levels—even this im perfect theory
was quite unknow n in the X V III century.
T h e situation was very peculiar a t times : no fu n d am en tal
concept of analysis was defined w ith any degree o f accuracy ; the
question of w hat was m e an t by an infinitely small q u a n tity was the
subject o f endless discussions w hich were quite useless fro m a logical
point of view since in most cases neither side was able to present.
anything b u t vague exam ples w hich led now here. T h e position was-
sim ilar w ith the concept of continuity, differential, derivative and.
integral. Im agine the difficulty— to teach these concepts to a mam
w ho is unfam iliar w ith the concept of the lim it — an d you will
im m ediately realise th a t you can give him nothing b u t descriptions,
w hich cannot even be correct*.
A t present we regard the concept o f derivative as the m a in ­
spring of differential calculus w hereas differential is of secondary

* ) We must note, however, that some leading scholars understood certain;

aspects ofthe new ideas in almost modern sense.
C O N C L U SIO N 657

im portance, for it is defined by the derivative. In the X V III

century, how ever, differential was regarded as fundam entally im ­
p o rta n t (although in the works of N ew ton an d even m ore so in the
works of Euler an d L agrange, concepts are defined m ore closely to
the m odern p o int of view). W h at did these scholars understand by
differential ? If y is a continuous function o f x , -then as a * decreases,
A y also becomes infinitely small and a definite value o f Ay corres­
ponds to each value of A x . We m ust im agine th a t a t the very last
m om ent before A x and A y vanish, these quantities assume their
“ last” values w hich arc less than any of . their previous values, but
w hich are nevertheless not zero. These values were defined as infinitely
small increm ents or as differentials of * an d y an d denoted by d x an d d y ;
their ra tio y ' = d y j d x (we can divide since d x is not yet equal to zero !)
was know n as derivative ofy w ith respect to *. H ence, differentials
were regarded n o t as variables b ut as constants and derivative, not as
a lim it of the ratio of variable increm ents b u t as a real ratio of two
increm ents. Therefore, the general concept o f an infinitely small
q u an tity assumed the same characteristics : 'an infinitely small quantity
was believed to be the last stage in the decrease of a given quantity,
i.e. a value w hich is less th an all other values, so th a t after it only
zero follows, although it is itself non-zero, i.e. it is a constant w hich
cannot decrease further ; therefore, such quantities were also often
called “ indivisibles” . Accordingly, an integral was regarded not a
lim it of sum of an indefinitely increasing nu m b er o f indefinitely
decreasing term s, b u t as the real sum of an indefinite'num ber of such
“ indivisibles” . F or the same reason—the absence of an accurate
concept of lim iting processes—the sum of an infinite series was
regarded as the result o f a real addition of an infinite num ber of
terms, It is obvious th a t this concept of sum m ation o f series, m ade it
impossible to define convergence w ith an y degree of a cc u ra cy ; the
irresponsible operation w ith series whose convergence could not be
established, was one of the m ain faults of this m athem atical era which
frequently led to m istakes and paradoxical resiilts.

W e can now clearly see th a t these points of view could not be

preserved, since every attem p ted logical form ulation revealed logical
contradictions. H ow ever, even m athem aticians of th e X V III century,
a t least some o f them , clearly understood the faults o f the theore­
tical basis on w hich the new science was constructed, b u t, unlike us,
they w ere unable to replace it by som ething better. Works were
published from tim e to tim e in w hich the currently accepted logical
fundam entals of m ath em atical analysis were subjected to severe
658 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

criticism an d sometimes even to ridicule. However, the real victories

o f this new science were so num erous an d so significant th a t all
doubts of this kind were unable to stop the pow erful creative efforts
of the builders of the new structure, while revision an d im provem ent
of the theoretical basis was left for a later period. D ’ A lem bert s
slo gan: “ Go forw ard a n d you will be reassured la te r’ ’ is ch aracter­
istic of the m ood of these times.

IV

This assurance, in fact, cam e b u t not until the X IX century w l^n

most essential problem s of Analysis an d its m ain applications had
tim e to ripen an d be solved. It was now possible to slacken the pace
an d devote greater attention to the revision of fu n d a m e n tals; on the
o ther hand, the developm ent of the new theory stim ulated critical
tendencies, as is frequently the case, and m ade the position existing
in the logical aspects of analysis quite insufferable.
In the twenties of the X IX century works were published
(first to a p p ea r was C auchy’s “ Course of Analysis” ) in w hich
m athem atical analysis was constructed on the new basis, i.e. on the
theory of lim iting process in its m odern sense. C oncepts like infi­
nitely sm all quantities, continuity, differential an d in teg ral w ere a l­
ready clearly d e fin e d ; the sum of an infinite series was now treated
as lim it of its p artial sums a n d not as a result of addition o f an infi­
nite n u m b e r of te rm s; hence, an accurate definition o f convergence
becam e possible an d use of divergent series was strictly lim ited.
T he proof of existence of integrals was given an d differential e q u a ­
tions were solved for the first time. As usual in such cases recons­
truction of fundam entals cannot be ascribed to C auchy a lo n e ; the
tim e was now ripe for these new ideas w hich form ed in the rig h t
direction in m any leading brains of this era. Several years before
the publication of C auchy’s “ C ourse” , the C zechoslovakian philoso-
pher-m ethem atician Bolzano obtained a series o f results w hich
an ticip ated m any ideas found in C auchy’s book, an d also contained
m odern definitions of continuity an d the first exam ple of a continuous
function w ithout derivatives. Sim ultaneously w ith C auchy, A bel
deduced fundam ental results w hich led to the creation of a strict
theory of infinite series. Nevertheless, C auchy’s “ C ourse” is u n ­
doubtedly the first w ork of this kind w here an extensive thesis on
analysis o f infinitely sm all quantities based on logical considerations
is given ; this book served for a long tim e as a m odel for o ther works
devoted to the same subject. H ow ever, in the next decade, C auchy’s
 C O N C L U S IO N 659

conceptions h a d to be defined rath er m ore accurately an d some

corrections h ad to be m a d e ; for exam ple, C auchy failed to define
the concept of uniform convergence of a series; he proved the
theorem (which we now know to be incorrect) th a t the sum of a con­
vergent series of functions w hich are continuous in an interval is also
always continuous in th a t interval. Also, the concept o f lim it whose
denifition rem ained in principle unchanged to this day h a d to be d e ­
fined m ore exactly; we did this in § 14, § 15 an d used it subsequent­
ly th ro u g h o u t this book.
T h e greatest event in fu rth er historical developm ent of the
logical basis of m ath em atical analysis after C auchy’s era can u n d o u ­
btedly be ascribed to the advances in the general theory of real n u m ­
bers w hich evolved in the seventies of the X IX century. T h e necessity
for this theory was felt as acutely a t this tim e as the necessity for a
clear definition of infinitely small quantities was felt a t the beginning
of th a t century. W e have explained in ch ap ter 4 why m athem atical
analysis can have no firm basis w ithout the theory o f co n tin u u m ; we
have given there one of the sim plest m ethods for evolving this theory.
In the seventies of the last century, several such theories ap p eared
sim ultaneously ; they w ere all quite satisfactory, each h ad its own
advantages an d was equivalent to one an o th er in the form al logical
sense. W eierstrass, D edekind an d C an ter m ust be m entioned in con­
nection w ith these theories.
T h e theory of real num bers cannot, of course, be regarded as
p a rt of m ath em atical analysis. It belongs to the theory o f num bers
a n d the theory of sets. H ow ever, num bers are the m edium w hich
originate a n d develop all concepts of m ath em atical analysis and there­
fore a thorough theoretical basis o f m ath em atical analysis could not
develop until the properties of this m edium w ere studied to the end.
H ence, only after the theory of continuum was finally created, m ath e­
m atical analysis reached its present state.

It is, of course, obvious th a t a p a rt from the revision an d im ­

provem ent of fundam entals the structu re of m ath em atical analysis
continued to develop as it does to the present day. D uring the first
h a lf of the X IX century the attention of scholars was strongly a ttra c ­
ted by integral calculus. T h u s integreability o f elem entary functions,
new tran scen d en tal functions defined as prim itives of elem entary (in
p a rtic u la r algebraic) functions or by m eans o f integrals depending on
param eters, the general theory of integrals of several dimensions
‘ 660 A C O U R S E O F M A T H E M A T IC A L A N A L Y SIS

(m ultiple) and m any o th er' problem s w ere subjected to strict

studies. ’ f 1 »' ' :*
H ow ever, from the beginning of the last century, the centre of
gravity of scientific interests of analysts becam e progressively displaced
tow ards higher sections of analysis, first o f all the theory o f differen­
tial equations—-a problem w hich to this day occupies a central posi­
tion am ong analytical problem s. A t the end o f the last century,
an o th er problem was added to it, viz-, the theory of integral an d
integro-differential equations ; this subject becam e im m ediately
popular m ainly because of its num erous practical applications. Finally,
calculus of variations w hich developed system atically from the begin­
ning of the X V III century onw ards was, in the course of the last few
decades, regarded as a p a rtic u la r problem of a new an d im p o rtan t
scientific branch, viz*, functional analysis whose general developm ent
continues to a ttra c t m ore and m ore attention.
Hence, if we assume th a t m ath em atical analysis covers not only
differential and integral calculus b u t also the w hole set of the newly*
created higher sections of the analytical science, then the horizons of
this science w iden greatly, and it is impossible to foresee th e tim e w hen
its problem s m ay become exhausted; history.tells us th a t before one
circle of problem s of m athem atical analysis is com pletely solved m any
o ther problem s arise w hich dem and an im m ediate solution.
VI

From the X IX century onw ards R ussian m athem aticians p a rtic i­

p ated in the developm ent of m athem atical analysis— to begin w ith ,
individual scholars directed atten tio n tow ards this field and later they
were joined by powerful m ath em atical schools. T h e c o n trib u tio n by
o ur scholars to this science during the X IX and the first h a lf of the X X
centuries is so significant th a t it m ust undoubtedly be considered sepa­
rately, particularly since the contributions by R ussian scholars in this
field, a p a rt from their g reat scientific value, are ch aracterised by a
special a p p ro ach w hich differ considerably from th a t of foreign
scholars. ,
; , I t is well-known th a t o u r great geom etry specialist N. I,
Lobachevskij. paid alm ost no a tte n tio n to the problem s of m a th e ­
m atical analysis; it is therefore m ore significant th a t he expressed
views whose d ep th an d insight beats the views held by specialists of
this era. Thus, t h e m odern definition . o f functional dependence
w hich is usually connected w ith the nam e o f D iric h le t an d arose as a
result of the victory o f the real, concrete ap p ro a ch over the form alistic
C O N C L U S IO N 661

ap p ro ach (c f . § 4) was expressed several years earlier a n d form u­

lated w ith g reat accuracy by L obachevskij*; he clearly emphasizes
th a t for functional dependence o f y on * it is only necessary th a t
a definite value ofjy should correspond to every value of x regardless
o f the way in which this relationship is given. A nd this is also the essence
of D irichlet’s definition.
In this course we have m et twice the nam e of the outstanding
Russian m athem atician M . V . O strogradskij. A ap art from developing
a rem arkable m ethod for integrating ratio n al functions (§ 61) an d
the famous form ula w hich expresses a triple integral in a three-
dim ensional region in term s of a double integral over the surface
o f this region**, O strogradskij also deduced several other results
w hich are o f fundam ental im portance in integral calculus. T hus he
was also the first to prove the form ulae for transform ation of v a ri­
ables in m ultiple integrals a n d explain th e p a rt played in such tran s­
form ations by the so-called*‘fu n ctio n ald eterm in an ts5’ or “Jacobians”
(this nam e is derived from the surnam e of the G erm an m athem atician
Jaco b i who studied the properties of these determ inants after they
w ere discovered by O stro g rad sk ij; the la tte r unfortunately failed to
publish them ***).
O strogradskij also m ade im p o rtan t investigations in analytical
m echanics and calculus of variations. His works (ap art from the
fields m entioned above, he was also interested in ballistics, m echanics
o f heavenly bodies, theory of probability, theory of algebraic functions,
etc.) are characterised .by his deep interest in applied sciences and
his attem pts to place m ath em atical sciences on as w ide a basis as
possible, to express all problem s in the m ost general form an d then
solve them strictly an d accurately on th e ir own m erits.
A round the m iddle of the X IX century, works by 'th e greatest
Russian analyst P .L . Chebyshev began to ap p ear. Chebyshev
belonged to the school of m ath em atician s w ho succeeded in w orking
w ith equal success an d interest in m any branches of m athem atics.
H e investigated problem s o f integral calculus, approxim ation o f
functions in term s of polynom ials w ith interpolations of various kinds,
theory of num bers, theory of probability an d theory of m echanism s;

* See B. V. Gnedenko, “Sketches from the History of Mathematics in Russia,”

Gostekhizdal, 1946, p. 96.
** M. V. Ostrogradskij solved this problem for space of any dimensions, i.e.,
he established a general formula which replaced evaluation of an integral of
multiplicity n by an integral of multiplicity (n — 1).
*** In this text we have called them “Ostrogradskij’s determinants”.
662 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

an d almost in every field he succeeded in developing new m ethods

whose use continued for m any years to be a m odel for his pupils an d
successors. His theories on approxim ation o f functions in term s of
polynomials continued to develop until a t present they form a
separate scientific b ra n c h —‘‘constructive theory of functions” . His
works on the theory of probability have com pletely transform ed the
outlook of this science; he was the first to state its general problem s
an d develop m ethods for th eir solution. In the theory o f num bers
Chebyshev was the first to develop the theory o f distribution of simple
num bers into a n a tu ral series w hich was left a t a standstill for a long
tim e ; on the other hand, he laid foundations for solution o f h etero ­
geneous problem s in the theory of dio phantine app ro x im atio n s; he
uncovered such a huge field of activity to succeeding generations th a t
it has not yet been exhausted. C hebyshev’s works on the th eo ry of
mechanisms have not lost their im portance to this day, either in
theory or in practice. In the field of m ath em atical analysis in w hich
we are interested C hebyshev m ade a series of investigations in
integreability of elem entary functions w hich w ere difficult to in te­
grate, and, in p articular, he established th e fam ous theorem on
integreability of binom ial differentials (§ 64). Chebyshev also
published several im p o rtan t works on in teg ratio n of ratio n al func­
tions, approxim ate evaluation o f integrals, in terp o latio n an d the
so-called “ problem of m om ents” .

T he scientific ap p ro ach in C hebyshev’s works is m ainly charac- n

trised by the tendency to solve practical problem s. In his article
“ D raw ing of G eographical M aps” Chebyshev w ro te: “ T h e relatio n ­
ship betw een theory and practice gives the most desirable results and
is to the advantage of bo th practice an d theory; science itself develops
un der its influence; it reveals new subjects for investigation o r new
sides of well-known subjects” . T h e exam ple w hich best illustrates
Chebyshev’s point of view is th a t he evolved the general theory of
approxim ating functions in term s of ploynom ials as a result of solving
one concrete problem in the theory o f m echanism s. H ow ever, this
exam ple also describes an o th er side of C hebyshev’s scientific creat­
iveness. A lthough strictly adhering to practical requirem ents, he
never tried to solve one isolated case. O n the co n trary , he always
tried to place such problem s on the widest possible footing and deduce
m athem atical theories w hich would em brace th e greatest n u m b er of
sim ilar problem s. T h e history of developm ent of m athem atics shows
th a t solution of parctical problem s is most useful for the developm ent
of the m athem atical science as a whole.
C O N C L U S IO N 663

Chebyshev form ed the first large m athem atical school in Russia

w hich soon gained w orld-wide im portance. Chebyshev’s brilliant
pupils (Zolotariev, Liapunov, M arkov an d others) p artly continued
his investigations, bu t they also tried to conquer new fields. In
the history o f m athem atical analysis an d in its physical applications,
the rem arkable w ork o f A .M . L iapunov is o f the greatest im portance.
L iapunov created a new trend in analysis which was m ainly prom pted
by problem s of m echanics an d m athem atical physics b u t which
soon gained an independent m athem atical m eaning. T he m ain
objects of his investigations were equilibrium conditions o f fluid
bodies on the one h a n d (im p o rtan t in the study o f heavenly bodies)
a n d , on the o ther h an d , the problem s o f stability a n d instability
u n d e r equilibrium conditions an d m ovem ent o f m echanical systems.
D u ring this period (at the junction of the X IX an d X X centuries),
these problem s w ere of universal interest; L iapunov also worked in
conjunction w ith the fam ous French scientist Poincare who was also
interested in these problem s. I t is interesting to note the different
a p p ro a ch of these two scientists, since they are characteristic o f the
R ussian school as a whole as com pared to m any W est E uropean
schools. In solving physical problem s, Poincare often did not perm it
strictly accurate assum ptions a n d , realising this, he m aintained that
“ you cannot require the same strictness in m echanicsras in pure
analysis” . But L iapunov solved the same type o f problem s w ith
absolute accuracy an d said * “ we m ust n o t use doubtful argum ents
no m a tte r how soon they give us solution o f the given problem ,
regardlesss o f w hether it is a problem of m echanics or physics, provid­
ed it is stated quite definitely from the an aly tical point o f view. It
thus becomes a problem o f pure analysis an d should be treated as
such” . It is therefore clear th a t because o f this difference in tre a t­
m ent L iap u n o v ’s results have g reater finality and are m ore funda­
m en tal in c h aracter th a n the achievem ents by the french scientist.
L iapunov was the first to prove a very im p o rtan t theorem on
closed trigonom etrical orthogonal systems (§ 83). In the a p p li­
cations of analysis he was the first to prove the so-called “ central
lim it th eo rem ” in the theory of p robab ility w hich is still of great
im portance in this b ra n c h of m athem atics. H e carried out his
p roof w ith the help of a new o rig in al m ethod whose general outlines
w ere w orked out m uch la te r a n d proved to be one o f the most essen­
tial m ethods in the an aly tical theory o f probability.

* c . f . Notes of the Academy of Sciences, Physico-mathcmatical section, 8th

series 1905, vol. 17, No. 38, pp. 1-32.
664 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS

A part from Chebysliev’s school, the scientific creativeness of

S. V. K ovalevskaja m ust be m entioned. A m ong h er works, two are
of fundam ental im portance ; one of them deals w ith the theory o f
differential equations and the other w ith the m echanical problem of
m ovem ent of a solid body with a statio n ary point. K ovalevskaja
worked mostly ab ro ad , since as a w om an she could not find suitable
conditions for her work in Im p erial R ussia. Nevertheless, all her
works have the typical characteristics o f the R ussian m ath em atical
school. She reveals the same strict concern for h er subject, the g reat
interest in applied sciences an d the same w idth an d generality in
defining the problem s w hich she solved w ith an absolute accuracy
of the technico-m athem atical argum ents involved; this is so ch aracter­
istic of C hebyshev and o f all his pupils th a t it gave the R ussian
m athem atical school its peculiar m onum ental style w hich none of the
W est E uropean schools could claim.
T he next generation of C hebyshev’s school worked p a rtly in
Soviet times. T o this generation belong such leading representatives
of m athem atical analysis as V. A. Steklov and S. N. Bernstein who
greatly contributed to the analytical treasury in the field o f differen­
tial equations, constructive theory of functions a n d in m any other
branches as well as in applied sciences, viz., m ath em atical physics
a n d theory of probability.
T h e genera grow th of sciences in the U SSR after the G reat
O ctober Socialist R evolution raised the work on m athem atical analysis
both in quality an d q u an tity to a higher level. Science, and therefore
also m athem atical sciences, now has m any m ore workers th an in p re ­
revolution days; on the other h a n d , the rig h t an d com petent p la n n ­
ing of research work, scientific establishm ents an d scientific pu b lica­
tions as well as thorough, plan n ed an d highly au th o ritativ e education
of the forthcom ing generation assures im proved quality of scientific
findings. T he Soviet team of workers on m ath em atical analysis
u n d er the leadership of our academ icians (S. N. Bernstein, M . V .
K eldysh, N . M . K rylov, M . A L avrentiev, I. G. Petrovskij, V. I.
Sm irnov, S. L. Sobolev) already have to th e ir credit a long string
of first-rate achievem ents. F aithful to the fam ous traditions of
R ussian m ath em atics an d inspired by the desire to give all th eir
strength to their country an d the Soviet people, they assuredly go
forward tow ards new conquests.
 INDEX
Absolute convergence of an integral,
498.
Absolute convergence of an integral
series, 318.
Acceleration, 136.
Algebraic function, 14.
Alternating series, 316.
Approximate evaluation of integrals by
the method of parabolas, 262.
Approximate evaluation of integrals by
the method of trapeziums, 257.
Area of a curvilinear trapezium, 193.
Area of a surface, 593.
Average approximations, 388.
Bernstein’s polynomials, 374.
Binomial differentials, 287.
Bounded quanity, 24.
Bounded set of numbers, 71.
Bounds of a bounded set, 72.
Boundary o f a plane figure, 558.
Boundary point of a plain figure, 558.
Cauchy’s form for the last term of
Taylor’s series. 160.
Cauchy’s theorem 146.
Centre of curvature, 458.
Circle of curvature, 458.
Circulation in a vector field, 651.
Closed orthogonal system, 390.
Closed region, 404, 558.
Composite function, 85.
Conditional convergence of series, 318.
Conditional extrema, 483.
Continuity of a function along a line,
83.
Continuity of a function at a point, 80. Differential of a function of one vari­
Continuity of functions of several varia­
bles, 403.
Continuity of sum of a series of func­
tions, 335.
Continuum, 63.
Contour of a plane figure. 558.
Contracting sequence of regions, 405.
Contracting sequence o f sections, 70. *
Convergence of Fourier’s series, 380.
Convergence of integrals with infinite
. ( limits, 491. ,
Convergence of integrals of unbounded
functions, 506.
?
,-
7f
Convergence of sequences, 49. . , .t
Convergence of series, 299. . ■
Criterion for convergence of an infinite
product, 330.
Criterion for existence of a limit, 76.
Criterion of integreability, 208.
Curvature of a plane curve, 453.
Curvilinear integrals, 602.
Curvilinear integrals in space, 622.
Definite integrals, 201.
Derivative, 108.
Derivative in a given direction, 419.
Derivatives inverse trigonometrical func­
tions, 121.
Derivative of a composite function, 117.
Derivative of a logarithm, 116. ' 1
Derivative of a power, 110. ' ’
Derivative of a power function, 120.
Derivative of a quotient, 113.
Derivative’of an algebraic sum, 111.'
Derivative of an exponential function,
120.
Derivative of an implicit function, 426.
Derivative of a product, 112.
Derivative of an inverse function, 119.
Derivative of higher orders, 136.
Derivatives of trigonometrical functions;
114, :
Diameter of a region, 404.
able 129.
Differential of a function of two (
variables, 414.
Differentials of higher orders, 139.
Differentiability of functions of one
variable, 130.
Differentiability of functions ■cf ;two
variables, 418.
 666 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS
Differentiability of functions of three
variables, 419.
Direction of convexity (concavity) of a
curve, 451.
4
Dirichlet’s function,3 9.
Dirichlet-Liapunov theorem, 390.
Discontinuity of functions, 81.
Distance between two regions, 407.
Distance of a point, from a region, 404.
Divergence of a sequence, 49.
Divergence of a series, 299.
Divergence of vector field, 649.
Double intergal, 571.
Elementary functions, 13.
Equation of normal plane to a curve in
space, 446.
Equation of normal to a surface, 448.
Equation of tangent normal to a plane
curve, 443.
Equation of tangent to a plane curve, 443.
Equation of tangent to a plane curve in
space, 446.
Equation of a tangential plane to a sur­
face, 448.
Equivalent infinitely small quantities 40.
Euler’s integrals 541.
Euler’s substitutions, 286.
Expansion of a rational fraction into
simple fractions, 269.
Exponential function 15.
Exterior point of plane figure, 558.
Extrema of function 167, 438.
Finite coverage, 71.
Flow of vector field across a surface,
649.
Fourier coefficients, 377.
Fourier’s series, 380.
Functions, 3,7.
Functional dependence, 5.
Generalised trigonometrical series, 396.
Gradient, 647.
Graph of function, 11.
Green’s formula, 612.
Homogeneous function, 427.
Implicit functions, 442, 462.
Increasing and decreasing functions, 164.
Indefinite integral, 176.
Independent variable, 5.
Infinite products, 326.
Infinitely large qunatities, 26.
Infinitesimal and infinitely large quanti­
ties of different orders, 39.
Infinitesimal quantities, 18.
Integral, 201.
Integral logarithm, 515.
Integral over a section of a curve, 240,
242.
Integrals over a section of a curve part
of a surface, 597.
Integral sums, 202.
Integral test for convergence of series,
502.
Integral with infinite limits, 491.
Integrals of unbounded functions, 504.
Integrand, 203.
Integrand expression, 203.
Integration by parts, 183.
Integration of an algebraical sum, 182.
Integration of binomial differentials,
287.
Integration of differentials containing
exponential functions, 294.
Integration of simple fractions, 274.
Integration of trigonometrical differ­
entials, 289.
Integreability of functions of two
variables, 572.
Interior point of plane figure, 557.
Interval of integration, 203.
Invariance of first differential, 134.
Inverse function, 91.
Inverse trigonometrical functions, 16.
Irrational numbers, 60.
Irregular rational fraction, 266.
L’Hospital’s law, 148.
Lagrange’s form for the last term of
Taylor's series, 160.
Lagrange’s theorem, 144.
Last term in Taylor’s formula, 158.
Law of motion, 102.
Leibnitz’s formula, 139.
Leibnitz’s theorem on alternating series,
316;
Length of arc of a plane curve, 231, 234.
IN D E X
Length of arc of a plane curve in space,
241.
Level surfaces, 647.
Limit of a variable quantity, 53.
Limit of a variable sequence, 49.
Limits of integration, 203.
Local extrema, 167, 438.
Local property, 82.
Logarithmic function, 16.
Maclaurin’s formula, 157.
Maclaurin’s series, 362.
Mathematical definition of a process...
45.
Maximum of function, 168.
Measure of plane figures, 561.
Measurability of a plane figure, 561.
Minimum of a function, 168.
Natural logarithms, 117.
Number plane, 401.
One-sided continuity, 83.
One-sided limit of a function, 50.
Open region, 404, 558.
Operations with infinitely small quanti­
ties, 23.
Orthogonality of functions, 378.
Ostrogradskij’s determinant. 472.
Ostrogradskij’s formula, 637.
Ostrogradskij’s method for integrating
rational fractions, 277.
Partial derivatives, 410.
Partial sums of higher orders, 429.
Partial sums of series, 299.
Plane figures, 557.
Point of continuity and discontinuity of
a functfon, 83.
Point of covergcnce, divergence of a
series, 334.
Point of inflexion, 453.
Polynomials, 13.
Potential of vector field, 651.
Power function, 14, 351.
Primitive, 175, 176.
Principal Linear part of the increment
of functions, 130.
Principle of comparison of series, 307.
Properties of integials, 213, 223.
667
Properties of Ostrogradskij’s determi­
nants, 475.
Radius of convergence of a power ser­
ies, 351.
Radius of curvature, 458.
Rational fraction, 266.
Rational function, 14.
Rational integral function, 13.
Rational numbers, 60.
Rationalisation of an integrand, 282.
Real numbers, 63.
Region of convergence, divergence of
series, 33.
Region of convergence of power series,
351, 353.
Region of definition of a function, 6,
Region of integration, 571.
Regular rational fraction, 265.
Relationship between an integral and a
primitive, 213.
Remainder of series, 300.
Replacement of variables in an integral,
187.
Replacement of variables in a double
integral, 584.
Rolle’s theorem, 144,
Rotor of a vector field, 652.
Scalar field, 647.
Sequences of numbers, 48, 49.
Series of functions, 333.
Series of polynomials, 369.
Smooth curve, 240, 242.
Stationary point, 169, 438.
Stirling’s formula, 548.
Stoke’s formula, 642.
Straightening curves, 237, 242.
Substitution method for integrating
functions, 187.
Sum of an infinite series, 298.
Surface integrals, 626.
Surface of body of rotation, 251.
Tangential circle, 458.
Taylor’s formula, 154.
Taylor’s formula for function of two
variables, 433.
Taylor’s series, 364.
 668 A C O U R S E O F M A T H E M A T IC A L A N A LY SIS
Term-by-term addition and substraction Two-sided limit of a function, 55.
of series, 304.
Term-by-term differentiation of series,
Uniform continuity of power series, 351
344. ,
Uniform continuity series of functions
Term-by-term integration of series, 344.
334.
Test for the convergence of Cauchy’s
Uniform continuity of functions of one
series, 308. ' '
variable, 92.
Test for the convergence of D ’Alem­
Uniform continuity of functions of two
bert’s series, 309. f!
variables, 409.
Test for the convergence of Dirichlet’s
Uniform convergence of an integral,
series, 319.
526.
Test for the convergence of Raabe
Uniform convergence of a sequence, 341'.
Series, 313.
Theorem on mean values for integrals,
228. Variable quantity, 2.
Theorem oh mean values for double Variation of a function in an interval,
integrals, 573. 208.
Transcendental function, 15. Vector field, 647.
Trigonometrical function, 16. Vector of turbulence, 651.
Trigonometrical polynomial, 387. Velocity of uniform movement, 101.
Trigonometrical series, 377. Volume of a body of rotation, 250.
Turbulent field, 652. - ’
Two-dimensional continuum, 403. Weierstrass’s theorem, 372.