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N.

PISKUNOV

differential
and
intégral
calculus
yo

MIR PUBLISHERS ■M OSCOW


ABOUT THE BOOK

Textbook by the late Prof. Niko-


lai Piskunov, D.Sc. (Phys, and
Math.), is devoted to the most
important divisions of higher
mathematics. This édition, revised
and enlarged, is published in two
volumes, the first volume dealing
with the fo llo w in g topics: Num-
ber, Variable, Function, Lim it,
C ontinuity of a Function, Dériva­
tive and D ifferential, Certain
Theorems on Différentiable Func-
tions, The Curvature of a Curve,
Complex Numbers, Polynomial s,
Functions of Several Variables,
Applications of Differential Cal-
culus to Solid Geometry,
The Indéfini te Intégral, The
Defini te Intégral, Géométrie and
Mechanical Applications of the
Definite Intégral.
There are nu mérous examples and
problems in each section of the
course; many of them demonstrate
the ties between mathematics and
other sciences, making the book
a useful aid for self-study.
This is a textbook for higher
technical schools that has gone
through several éditions in Rus-
sian and also heen translated
into French and Spanish.
H. C. n H C K Y H O B

ÆHOOEPEHUHAJIbHOE H HHTErPAJIbHOE
HCHHCJIEHHfl

TOM I

H3HATEJlbCTBO «HAYKA» MOCKBA


N. PISKUNOV

DIFFERENTIAL
AND

INTEGRAL
CALCULUS
VOL. I.

Translatée! from the Russian


by
George Yankovsky

MI R PUBLISHERS MOSCOW
First published 1964
Second printing 1966
Third printing 1969
Second édition 1974
Fourth printing 1981

Ha ühzauückom H3bute

© Englisli translation, Mir Publishers, 1974


CONTENTS

CHAPTER 1. NUMBER. VARIABLE. FUNCTION

1.1 Real numbers. Real numbers aspoints on a number sc a le ................... 11


1.2 The absolute value of a realn u m b er........................................................... 12
1.3 Variables and c o n sta n ts................................................................................. 14
1.4 The range of a variable .................................................................................. 14
1.5 Ordered variables. Increasing and decreasing variables. Bounded
variables . . ..................................................................................................... 16
1.6 F u n ctio n ............................................................................................................. 16
1.7 Ways of representing functions..................................................................... 18
1.8 Basic elementary functions.Elementary functions................................... 20
1.9 Algebraic fu n c tio n s......................................................................................... 24
1.10 Polar coordinate S ystem .................................... 26
Exercises on Chapter 1 ............................................................................................. 27

CHAPTER 2. LIMIT. CONTI NUI TY OF A FUNCTION

2.1 The limit of a variable. An infinitely large v a r i a b le ......................... 29


2.2 The limit of a fu n c tio n ................................................................................. 31
2.3 A function that approaches infinity. Bounded fu n ctio n s.................... 35
2.4 Infinitesimals and their basic p r o p e r tie s................................................. 39
2.5 Basic theorems on l i m i t s ............................................................................. 42
si n v
2.6 The limit of the function ‘— — as x —* 0 ................................................. 46
x
2.7 The number e ........................ . .................................................................... 47
2.8 Natural lo g a rith m s.......................................................................................... 51
2.9 Continuity of fu n ctio n s................................................................................. 53
2.10 Certain properties of continuous f u n c t io n s ............................................. 57
2.11 Comparing infinitesimals................................................................................. 59
Exercises on Chapter 2 . . ...................................................................................... 61

CHAPTER 3. DERI VATI VE AND DI FFERENTI AL

3.1 Velocity of m o tio n ......................................................................................... 65


3.2 The définition of a d é r iv a tiv e ...................................................................... 67
3.3 Géométrie meaning of the d érivative......................................................... 69
3.4 Differentiability of functions......................................................................... 70
3.5 The dérivative of the function y = xn, n apositive integer . . . . 72
3.6 Dérivatives of the functions y — sin y = cos x .................................... 74
3.7 Dérivatives of: a constant, the product of a constant by a function,
a sum, a product, and a q u o t i e n t ............................................................. 75
3.8 The dérivative of a logarithmic fu n c tio n .................................................. 80
3.9 The dérivative of a composite function...................................................... 81
6 Contents

3.10 Dérivatives of the functions y = t a n x , y = c . o t x , y = \ n \ x \ . . . . 83


3.11 An hnplicit function and its d iffé r e n tia tio n ......................................... 85
3.12 Dérivatives of a power function for an arbitrary real exponent, of
a General exponential function, and of a composite exponential
f o n c t io n ............................................................................................................. 87
3.13 An inverse function and its différentiation............................................. 89
3.14 Inverse trigonométrie functions and their d iffé r e n tia tio n ................ 92
3.15 Basic différentiation form u las................................................................. 96
3.16 Parametric représentation of a f u n c t io n ................................................. 98
3.17 The équations of some curves in parametric fo rm ................................ 99
3.18 The dérivative of a function represented param etrically.................... 102
3.19 Hyperbolic f u n c t io n s ..................................................................................... 104
3.20 The differential................................................................................................. 107
3.21 The géométrie meaning of the d iffe r e n tia l............................................. 111
3.22 Dérivatives of different orders..................................................................... 112
3.23 Differentials of different o r d e r s ................................................................. 114
3.24 Dérivatives (of various orders) of implicit functions and of functions
represented param etrically............................................................................. 116
3.25 The mechanical meaning of the second dérivative................................ 118
3.26 The équations of a tangent and of a normal. The lengths of a
subtangent and a subnorm al......................................................................... 11$
3.27 The géométrie meaning of the dérivative of the radius vector with
respect to the polar a n g le ............................................................................. 122
Exercises on Chapter 3 . . . . ............................................................................. 124

CHAPTER 4. SOME THEOREMS ON D I F F E R E N T I A B L E FUNCTIONS

4.1 A theorem on the roots of a dérivative (Rolle’s t h e o r e m )................ 133


4.2 The mean-value theorem (Lagrange’s th eorem )......................................... 135
4.3 The generalized mean-value theorem (Cauchy’s th eorem ).................... 136
4.4 The limit of a ratio of two infinitesimals (evaluating indeterminate
forms of the type -^- ) 137

4.5 The limit of a ratio of two infinitely large quantities (evaluating


00 \
indeterminate forms ofthe type — j .......................................................... 140
4 .6 Taylor’s form ula................................................................................................. 145
4.7 Expansion of the functions ex , sin x, and cos x in a Taylor sériés 149
Exercises on Chapter 4 ............................................................................................. 152

CHAPTER 5. I NVESTIGATI NG THE BEHAVI OUR OF FUNCTIONS

5.1 Statement of the problem ............................................................................. 155


5 .2 Increase and decrease of a f u n c t io n ......................................................... 156
5 .3 Maxima and minima of fu n c tio n s............................................................. 157
5.4 Testing a différentiable function for maximum and minimum with
a first d ériv a tiv e............................................................................................. 164
5.5 Testing a function for maximum and minimum with a second déri­
vative .................................... 166
5 .6 Maximum and minimum of a function on anin terval............................ 170
5.7 Applying the theory of maxima and mirtima of functions to the so­
lution of p r o b le m s......................................................................................... 171
5.8 Testing a function for maximum and minimum by means of Taylor’s
formula . . . . . . ......................................................................................... 173
5.9 Convexity and concavitv of a curve.Points ofin fle c tio n .................... 175
Contents 7

5.10 A sym ptotes.......................................................................................................... 182


5.11 General plan for investigating functions and constructing graphs 186
5.12 Investigating curves represented param etrically..................................... 190
Exercises on Chapter5 ................................................... 194

CHAPTER 6. THE CURVATURE OF A CURVE

6.1 Arc length and its dérivative......................................................................... 200


6.2 C urvature.............................................................................................................. 202
6.3 Calculation of cu rvatu re.................................................................................. 204
6.4 Calculating the curvature of acurverepresented parametrically . . . 207
6.5 Calculating the curvature of a curve given by an équation in polar
coord i n a t e s .......................................................................................................... 207
6.6 The radius and circle of curvature. The centre of curvature. Evolute
and i n v o l u t e ...................................................................................................... 208
6.7 The properties of an e v o lu t e .......................................................................... 213
6.8 Approximating the real roots of ané q u a t i o n ........................................... 216
Exercises on Chapter6 .............................................................................................. 221

CHAPTER 7. COMPLEX NUMBERS. POLYNOMIALS

7.1 Complex numbers. Basic d é f in itio n s ......................................................... 224


7.2 Basic operations on complex n u m b e r s ..................................................... 226
7.3 Powers and roots of complex n u m b e r s..................................................... 229
7.4 Exponential function with complex exponent and its properties . . 231
7.5 Euler’s formula. The exponential form of a complex number . . . 234
7.6 Factoring a p olyn om ial.................................................................................. 235
7.7 The multiple roots of a p o ly n o m ia l......................................................... 238
7.8 Factoring a polynomial in the case of complex r o o t s ......................... 240
7.9 Interpolation. Lagrange’s interpolation fo rm u la ..................................... 241
7.10 Newton’s interpolation f o r m u la ................................................................. 243
7.11 Numerical d ifféren tiation ............................................................................. 245
7.12 On the best approximation of functions by polynomials. Chebyshev’s
th e o r y .................................................................................................................. 246
Exercises on Chapter7 .............................................................................................. 247

CHAPTER 8. FUNCTIONS OF SEVERAL VARIABLES

8.1 Définition of a function of several v a r ia b le s ......................................... 249


8.2 Géométrie représentation of a function of two variables ................ 252
8.3 Partial and total incrément of a f u n c t io n ............................................. 253
8.4 Continuity of a function of several v a r ia b le s......................................... 254
8.5 Partial dérivatives of a function of several v a r ia b le s......................... 257
8.6 A géométrie interprétation of the partial dérivatives of a function
of two v a r i a b le s ............................................................................................. 259
8.7 Total incrément and total d iffe r e n tia l..................................................... 260
8.8 Approximation by total d ifferen tials......................................................... 263
8.9 Use of a differential to estimate errors in c a lc u la tio n s ..................... 264
8.10 The dérivative of a composite function. The total dérivative. The
total differential of a composite fu n c tio n ................................................. 267
8.11 The dérivative of a function defined im p lic itly ..................................... 270
8.12 Partial dérivatives of higher o rd ers.......................... 273
8.13 Level s u r f a c e s .................................................................................................. 277
8.14 Directional dérivative ................................................................................. 278
8.15 G rad ien t.................................................................................................................... 281
8 Contents

8.16 Taylor’s formula for a function of two v a r ia b le s................................. 284


8.17 Maximum and minimum of a function of several variables . . . . 286
8.18 Maximum and minimum of a function of several variables related
by given équations (conditional maxima and minima) .................... 293
8.19 Obtaining a function on the basis of experimental data by the
method of least sq u a r es................................................................................. 298
8.20 Singular points of a curve . . 302
Exercises on Chapter 8 307

CHAPTER 9. APPLI CATI ONS OF DI F F E RE NT I AL CALCULUS TO SOLID


( lEOMETR Y

9.1 The équations of a curve in s p a c e ............................................................. 311


9.2 The limit and dérivative of the vector function of a scalar argu­
ment. The équation of a tangent to a curve. The équation of a
normal plane ..................................................................................................... 314
9.3 Rules for differentiating vectors (vector fu n ction s)................................ 320
9.4 The first and second dérivatives of a vector with respect to arclength.
The curvature of a curve. The principal normal. The velocity and
accélération of a point in curvilinear m o t i o n ......................................... 322
9.5 Osculating plane. Binormal. T o r s io n ........................................................ 330
9.6 The tangent plane and the normal to a s u r f a c e ..................................... 335
Exercises on Chapter 9 ............................................................................................. 338

CHAPTER 10. THE 1N DEFI N ITE INTEGRAL

10.1 Antiderivative and the indefinite in té g r a l...................................... 341


10.2 Table of in té g r a is ................................................................................... 343
10.3 Some properties of the indefinite in té g r a l...................................... 345
10.4 Intégration by substitution (change of v a ria b le ).......................... 347
10.5 Intégrais of some functions containing a quadratic trinomial . . . 350
10.6 Intégration by p a r t s ............................................................................... 352
10.7 Rational fractions. Partial rational fractions and theirintégration 3.56
10.8 Décomposition of a rational fraction into partial fractions. . . . 359
10.9 Intégration of rational f r a c t io n s ...................................................... 363
10.10 Intégrais of irrational f u n c t io n s ...................................................... 366
10.11 Intégrais of the form ^ R (x, Yax* + bx -f- c) d x ................................. 367
10.12 Intégration of certain classes of trigonométrie f u n c tio n s ................ 370
10.13 Intégration of certain irrational functions by means of trigonomét­
rie su b stitu tion s..................................................................................... .. 375
10.14 On functions whose intégrais cannot be expressed in terms of elc-
mentary fu n c tio n s......................................................................................... 377
Exercises on Chapter 1 0 ......................................................................................... 378

CHAPTER 11. THE DEFI N ITE I NTEGRAL

11.1 Statement of the problem. Lower and upper s u m s ............................. 387


11.2 The definite intégral. Proof of the existence of a definite intégral 389
11.3 Basic properties of the definite in té g r a l................................................. 399
11.4 Evaluating a definite intégral. The Newton-Leibniz formula . . . 402
11.5 Change of variable in the definite i n t é g r a l ............................ 407
11.6 Intégration by p a r t s ..................................................................................... 408
11.7 Improper intégrais ..................................................................................... 411
11.8 Approximating definite in t é g r a i s ............................................................. 419
Contents 9

11.9 Chebyshev’s fo rm u la ...........................................................- ...................... 424


11.10 Intégrais dépendent on a parameter. The gamma function . . . . 429
11.11 Intégration of a complex function of a reaj v a r ia b le ......................... 433
Exercises on Chapter 1 1 ......................................................................................... 433

CHAPTER 12. GEOMETRIE AND MECHANICAL APPLICATIONS


OF THE DEFI N ITE I NTEGRAL

12.1 Computing areas in rcctangular coordinatcs ......................................... 437


12.2 The area of a curvilinear sector in polar c o o r d in a te s ......................... 440
12.3 The arc length of a curve ......................................................................... 441
12.4 Computing the volume of a solid from the areas of parallel sections
(volumes bv s l i c i n g ) ..................................................................................... 447
12.5 The volume of a solid of r é v o l u t i o n ......................................................... 449
12.6 The surface of a solid of r é v o l u t i o n ......................................................... 450
12.7 Computing work by the definite i n t é g r a l .......................... 452
12.8 Coordinates of the centre of g r a v i t y ......................................................... 453
12.9 Computing the moment of inertia of a line, a cirelc, and a cy 1ilicier
by means of a definite i n t é g r a l ................................................................. 45b
Exercises on Chapter 1 2 ......................................................................................... 458
Index .......................................................................................................................... 465
CHAPTER 1

NUMBER. VARIABLE. FUNCTION

1.1 REAL NUMBERS. REAL NUMBERS AS POINTS


ON A NUMBER SCALE
Number is one o! the basic concepts of mathematics. It originated
in ancient times and has undergone expansion and generalization
over the centuries.
Whole numbers and fractions, both positive and négative, together
vvith the number zéro are called rational numbers. Every rational
number may be represented in the form of a ratio, -£■, of two
integers p and q\ for example,

In particular, the integer p may be regarded as a ratio of two


integers y ; for example,

Rational numbers may be represented in the form of periodic


terminating or nonterminating fractions. Nurpbers represented by
nonterminating, but nonperiodic, décimal fractions are called
irrational numbers; such are the numbers Y 2, Y 3, 5 —Y 2, etc.
The collection of ail rational and irrational numbers makes up
the set of real numbers. The real numbers are ordered in magnitude;
that is to say, for each pair of real numbers x and y there is one,
and only one, of the following relations:
x < y, x = y, x> y
Real numbers may be depicted as points on a number scale.
A number scale is an infinité straight line on which are chosen:
(1) a certain point 0 called the origin, (2) a positive direction
indicated by an arrow, and (3) a suitable unit of length. We shall
usually make the number scale horizontal and take the positive
direction to be from left to right.
If the number xt is positive, it is depicted as a point at
a distance OM1= x1 to the right of the origin 0; if the number x%
12 Ch. 1. Number. Variable. Function

is négative, it is represented by a point AL to the left of 0 at a


distance OAL,■-=—x., (Fig. 1). The point 0 represents the number
zéro. It is obvious that every real number is represented by a
defmite point on the number scale. Two different real numbers are
represented by different points on the number scale.
The folloxving assertion is also true: each point on the number
scale represents only one real number (rational or irrational).
To summarize, ail real numbers and ail points on the number
scale are in one-to-one correspondence: to each number there cor­
responds only one point, and conver­
sa , , ^ x x sely, to each point there corresponds
-2-/ 12 3 only one number. This frequentlv
enables us to regard "the number x”
F,k;- 1 and "the point a" as, in a certain sen-
se, équivalent expressions. We shall
make wide use of this circumstance in our course.
We state without proof the following important property of the
set of real numbers: both rational and irrational numbers may be
found between any two arbitrary real numbers. In geometrical terms,
this proposition reads thus: both rational and irrational points may
be found between any two arbitrary points on the number scale.
In conclusion we give the following theorem, which, in a certain
sense, represents a bridge between theory and practice.
Theorem. Every irrational number a may be expressed, to any
degree of accuracy, with the aid of rational numbers.
Indeed, let the irrational number a > 0 and let it be required
1/ I l
to evaluate a with an accuracy of —^for example, fQ» jôô» and
so forth^.
No matter what a is, it lies between two intégral numbers N
and jV+1. We divide the interval between N and .Vr 1 into n
parts; then a will lie somewhere between the rational numbers
N-\~1 —
n
and N A-n-lJr 1. Since their différence is equal
1 n M
to —
n
,each
of them expresses a to the given degree of accuracy, the former
being too small and the latter, too large.
Example. The irrational number Ÿ~ 2 is expressed by the rational numbers:
1.4 and 1.5 to one décimal place,
1.41 and 1.42 to two décimal places,
1.414 and 1.415 to three décimal places, etc.

1.2 THE ABSOLUTE VALUE OF A REAL NUMBER

Let us introduce a concept which we shall need later on: the


absolute value of a real number.
1.2 The Absolute Value of a Real Number 13

Définition. The absolute value (or modulus), of a real number x


(written |*|) is a nonnegative real number that satisfies the con­
ditions
|* | = * if x ^ Cf
| jcj = — * if * < 0
Examples. |2 | = 2, | —5 | = 5, |0 | = 0.
From the définition it follows that the relationship x ^ | x ( holds
for any x.
Let us examine some of the properties of absolute values.
1. The absolute value of an algebraic sum of several real number s
is no greater than the sum of the absolute values of the ternis

Proof. Let x + y ^ 0, then


[* + 0l = * + ÿ < M + |0 | (since and * /< |f/|)
Let x -f y < 0, then
\ x + y \ = — ( * + y) = (— x) + (— y) < M + Iy\
This complétés the proof.
The foregoing proof is readily extended to any number of terms.
Examples.
| —2 + 3 | < |—2 | + |3 | = 2 + 3 = 5 or 1 < 5,
| - 3 — 5| = | —3 | + 1—5 | = 3 + 5 = 8 or 8 = 8.
2. The absolute value of a différence is no less than the différence
of the absolute values of the minuend and subtrahend:
\ x — y \ > \ x \ — \y\, | * | > | 0 |
Proof. Let x — y = z, then x = y-{-z and from what has been
proved
M = i # + 2K M + |z| = l*/l + l*—y\
whence
M — y\
thus completing the proof.
3. The absolute value of a product is equal to the product of the
absolute values of the factors:
\xyz\ = \x\ \y\ \z\
4. The absolute value of a quotient is equal to the quotient of the
absolute values of the dividend and the divisor:
x_ 1*1
y \y\
The latter two properties follow directly from the définition of
absolute value.
14 Ch. 1. Nutnber. Variable. Function

1.3 VARIABLES AND CONSTANTS

The numerical values of such physical quantities as time, length,


area, volume, mass, velocity, pressure, température, etc. are deter-
mined by measurement. Mathematics deals with quantities divested
of any spécifie content. From now on, when speaking of quantities,
we shall hâve in view their numerical values. In various phenomena,
the numerical values of certain quantities vary, while the numerical
values of others remain fixed. For instance, in the uniform motion
of a point, time and distance change, while the velocity remains
constant.
A variable is a quantity that takes on various numerical values.
A constant is a quantity whose numerical values remain fixed. We
shall use the letters x, y, z, u, . . . , etc. to designate variables,
and the letters a, b, c, . . . , etc. to designate constants.
Note. In mathematics, a constant is frequently regarded as a
spécial case of variable whose numerical values are the same.
It should be noted that when considering spécifie physical pheno­
mena it may happen that one and the same quantity in one pheno-
menon is a constant while in another it is a variable. For example,
the velocity of uniform motion is a constant, while the velocity of
uniformly accelerated motion is a variable. Quantities that hâve
the same value under ail circumstances are called absolute constants.
For example, the ratio of the circumference of a circle to its dia-
meter is an absolute constant: n = 3.14159....
As we shall see throughout this course, the concept of a variable
quantity is the basic concept of differential and intégral calculus.
In “Dialectics of Nature”, Friedrich Engels wrote: “The turning
point in mathematics was Descartes’ variable magnitude. With
that came motion and hence dialectics in mathematics, and at once,
too, of necessity the differential and intégral calculus.”

1.4 THE RANGE OF A VARIABLE

A variable takes on a sériés of numerical values. The collection


of these values may differ dépend ing on the character of the prob-
lem. For example, the température of water heated under ordinary
conditions will vary from room température (15-18°C) to the boiling
point, 100°C. The variable quantity x = cosa can take on ail
values from —1 to + 1 .
The values of a variable are geometrically depicted as points on
a number scale. For instance, the values of the variable x = cos a
for ail possible values of a are depicted as the set of points of the
interval from —1 to 1, including the points —1 and 1 (Fig. 2).
Définition. The set of ail numerical values of a variable quantity
is called the range of the variable.
1.4 The Range of a Variable 15

We shall now define the following ranges of a variable that will


be frequently used later on.
An interval is the set of ail numbers x# lying between the given
points a and b (the end points) and is called closed or open accor-
dingly as it does or does not include
its end points.
An open interval is the collection of
ail numbers x lying between and excluding
the given numbers a and b (a < b)\ it
is denoted (a, b) or by means of the
inequalities a < x < b.
A closed interval is the set of ail num­
bers x lying between and including the
two given numbers a and b\ it is Fig. 2
denoted [a, b] or, by means of inequali­
ties,
If one of the numbers a or b (say, a) belongs to the interval,
while the other does not, we hâve a partly closed (half-closed)
interval, which may be given by the inequalities a ^ . x < b and is
denoted [a, b). If the number b belongs to the set and a does not,
we hâve the half-closed interval (a, b], which may be given by
the inequalities a < x ^ . b .
If the variable x assumes ail possible values greater than a, such
an interval is denoted (a, +oo) and is represented by the conditio-
nal inequalities a < x < + oo. In the same way we regard the infinité
intervals and half-closed infinité intervals represented by the con-
ditional inequalities
a ^ x < -f- oo, — oo < x < c, — oo < — oo < x < + 00

Example. The range of the variable x = c o s a for ail possible values of a


is the interval [— 1, IJ and is defined by the inequalities — l < x < l .

The foregoing définitions may be formulated for a “point” in place


of a “number”.
The neighbourhood of a given point x0 is an arbitrary interval
(a b) containing this point within it; that is, the interval (a, b)
whose end points satisfy the con-
•0 x0-t dition a < x0 < b. One often con-
------- 1--------— -'------------- *“x siders the neighbourhood (a, b)
£ E of the point x0 for which x0 is the
Fig. 3 midpoint. Then x 0 is called the
^_ q
centre of the neighbourhood and the
quantity —g—, the radius of the neighbourhood. Fig. 3 shows the
neighbourhood (xQ—e, x0-f-e) of the point x0 with radius e.
IG Ch. 1. Number. Variable. Function

1.5 ORDERED VARIABLES.


INCREASING AND DECREASING VARIABLES. BOUNDED VARIABLES

We shall say that the variable a is an ordered variable quantity


if its range is known and if about each of any two of its values
it may be said which value is the preceding one and which is the
following one. Here, the notions “preceding” and “following” are
not connected with time but serve as a way to “order” the values
of the variable, i. e., to establish the order of the respective values
of the variable.
A particular case of an ordered variable is a variable whose
values form a nutnbcr sequencc a , , a 2 , a *, . . ., a w...........Here, for
k' < £, the value xk> is the preceding value, and the value xk is
the following value, irrespective of which one is the greater.
Définition 1. A variable is called increasing if each subséquent
value of it is greater than the preceding value. A variable is called
decreasing if each subséquent value is less than the preceding value.
Increasing variable quantities and decreasing variable quantities
are called monolonically varying variables or simply monotonie
quantities.
Example. When the number of sides of a regulnr polygon inscribed in a eircle is
doubled, the area s oî the polygon is an increasing variable. The area of a regular
polygon circumscribed about a circle, when the number of sides is doubled, is
a decreasing variable. It may be noted that not every variable quantity is
necessarily increasing or decreasing. Thus, if a is an increasing variable over
the interval [0, 2ji ], the variable x--=sina is not a monotonie quantity. It first
increases from 0 to 1, then decreases from 1 to — 1, and then increases from
— 1 to 0.
Définition 2. The variable a is called bounded if there exists a
constant AI > 0 such that ail subséquent values of the variable,
after a certain one, satisfy the condition
—A f ^ x ^ A f or | a | ^ Af
In other words, a variable is called bounded if it is possible to
indicate an interval [—Af, AI] such that ail subséquent values of
the variable, after a certain one, will belong to this interval.
However, one should not think that the variable will necessarily
assume ail values on the interval [—Al, Af], For example, the
variable that assumes ail possible rational values on the interval
[—2, 2] is bounded, and nevertheless it does not assume ail values
on [—2, 2], namely, it does not take on the irrational values.

1.6 FUNCTION
In the study of natural phenomena and the solution of technical
and mathematical problems, one finds it necessary to consider the
variation of one quantity as dépendent on the variation of another.
1.6 Function 17

For instance, in studies of motion, the path traversed is regarded


as a variable which varies with time. Here, the path traversed is
a function of the time. .
Let us consider another example. We know that the area of a
circle, in terms of the radius, is Q = nR *. If the radius R takes
on a variety of numerical values, the area Q will also assume
various numerical values. Thus, the variation of one variable brings
about a variation in the other. Here, the area of a circle Q is a
function of the radius R. Let us formulate a définition of the con­
cept “function”.
Définition 1. If to each value of a variable x (within a certain
range) there corresponds one definite value of another variable y,
then y isa function of x or, in functional notation, y = f(x), y — q>(x),
and so forth.
The variable x is called the independent variable or argument.
The relation between the variables x and y is called a functional
relation. The letter f in the functional notation y = f(x) indicates
that some kind of operations must be performed on the value of
x in order to obtain the value of y. In place of the notation
y = f(x), u = <f(x), etc. one occasionally finds y —y{x), u = u(x),
etc. the letters y , u designating both the dépendent variable and
the symbol of the operations to be performed on x.
The notation y = C, where C is a constant, dénotés a function
whose value for any value of x is the same and is equal to C.
Définition 2. The set of values of x for which the values of the
function y are determined by the rule f(x) is called the domain
of définition of the function.
Example 1. The function y — sin * is defined for ail values of x. Therefore,
its domain of définition is the infinité interval — oo < X < + 0 0 .

Note 1. If we hâve a function relation of two variable quan­


tifies x and y = f(x) and it x and y —f(x) are regarded as ordered
variables, then of the two values of the function y* = f(x*) and
y** = f(x**) corresponding to two values of the argument x* and
jc**, the subséquent value of the function will be that one which
corresponds to the subséquent value of the argument. The following
définition is therefore natural.
Définition 3. If the function y = f(.v) is such that to a greater
value of the argument x there corresponds a greater value of the
function, then the function y = f(x) is called increasing. A decreas-
ing function is similarly defined.
Exemple 2. The function Q = n R 2 for 0 < R < oo is an increasing function
because to a greater value of R there corresponds a greater value of Q.

Note 2. The définition of a function is sometimes broadened so


that to each value of jc, within a certain range, there corresponds
18 Ch 1. Numher. Variable. Function

not one but several values of y or even an infinitude of values


of y. In this case we hâve a multiplezvalued function in contrast
to the one defined above, which is called a single-valued function.
Henceforward, when speaking of a function, we shall hâve in view
only single-valued functions. If it becomes necessary to deal with
multiple-valued functions we shall specify this fact.

1.7 WAYS OF REPRESENTING FUNCTIONS

I. Tabular représentation of a function


Here, the values of the argument x lt xt, . . . , xn and the cor-
responding values of the function ylt y%, . . . , «/ „ are written out
in a definite order.

X h *2 *n
$

y yi y2 yn

Examples are tables of trigonométrie functions, tables of


logarithms, and so on.
An experimental study of phenomena can resuit in tables that
express a functional relation between the measured quantities. For
example, température measurements of the air at a meteorological
station on a definite day yield a table like the following.
The température T (in degrees) is dépendent on the time t
(in hours).

t 1 2 3 4 5 6 7 8 9

T 0 —i —2 —2 - 0 .5 1 3 3.5 4

This table defines T as a function of t.

II. Graphical représentation of a function


If in a rectangular coordinate System on a plane we hâve a set
of points M{x, y) and no two points lie on a straight line parallel
to the «/-axis, this set of points defines a certain single-valued
function y = î(x)\ the abscissas of the points are the values of
1.7 Ways of Representing Functions 19

the argument, the correspond ing or dînâ­


tes are the values of the function(Fig. 4).
The collection of points in the xy- •
plane whose abscissas are the values of
the independent variable and whose
ordinates are the corresponding values
of the function is called a graph of the
given function.

III. Analytical représentation of a function


Let us first explain what “analytical expression” means. By ana­
lytical expression we will understand a sériés of symbols denoting
certain mathematical operations that are performed in a definite
sequence on numbers and letters which designate constant or
variable quantities.
By totality of known mathematical operations we mean not only
the mathematical operations familiar from the course of secondary
school (addition, subtraction, extraction of roots, etc.) but also
those which will be defined as we proceed in this course.
The following are examples of analytical expressions:
X1— 2, - f r - - , » . 2 - - I / 5 + 3I

If the functional relation y = f(x) is such that f dénotés an


analytical expression, we say that the function y of x is repre-
sented or defined analytically.
Examples of functions defined analytically are: (1) y = x*—2,
(2) f/ = ^ - p (^) y = V \ —x \ (4) y =s mx , (5) Q = n R \ and so forth.
Here, the functions are defined analytically by means of a
single formula (a formula is understood to be an equality of two
analytical expressions). In such cases one may speak of the natural
domain of définition of the function.
The set of values of x for which the analytical expression on
the right-hand side has a definite value is the natural domain
of définition of a function represented analytically. Thus, the natu­
ral domain of définition of the function y = x*—2 is the infinité
interval — o o < x < + o o , because the function is defined for ail
X -\- 1
values of x. The function vy —x— —I
r is defined for ail values of x,
with the exception of x = 1, because for this value of x the deno-
minator vanishes. For the function y = V 1—x2, the natural domain
of définition is the closed interval —l < x ^ l , and so on.
Note. It is sometimes necessary to consider only a part of the
natural domain of a function, and not the whole domain. For
20 Ch. 1. Number. Variable. Function

instance, the dependence of the area Q


of a circle upon the radius R is defined
by the function Q = n/?a. The domain of
this function, when ' considering the given
geometrical problem, is the infinité interval
0 < Æ < + o o . But the natural domain of
this function is the infinité interval
— oo < R < -f oo.
If the function y = f(x) is represented ana-
lytically, it may be shown graphically on a
coordinate xy-plane. Thus, the graph of the
function y = x2 is a parabola as shown in
Fig. 5.
1.8 BASIC ELEMENTARY FUNCTIONS.
ELEMENTARY FUNCTIONS
The basic elementury functions are the following analytically
represented functions.
I. Power function: y = x*, where a is a real number.*
II. General exponential function: y = ax, where a is a positive
number not equal to unity.
III. Logarithmic function: y = loga x, where the logarithmic base
a is a positive number not equal to unity.**
IV. Trigonométrie functions: y =- sin .v, y --- cos x, y — tan x,
y = cot x, y — secx, y — esex.
V. Inverse trigonométrie functions:
y = arcsin jc, y = arccosjc, y = arctanjc,
y = arccot x, y = areseex, y = arccscjc.
Let us consider the domains of définition and the graphs of the
basic elementary functions.
Power function y = x a.
1. a is a positive integer. The function is defined in the infi­
nité interval — oo < jc < + o o . In this case, the graphs of the func­
tion for certain values of a hâve the form shown in Figs. 6 and 7.
2. a is a négative integer. In this case, the function is defined
for ail values of x with the exception of jc = 0. The graphs of the
functions for certain values of a hâve the form shown in Figs. 8
and 9.
Figs. 10, 11, and 12 show graphs of a power function with
fractional rational values of a.
•If a is irrational, this function is evaluated by taking logarithms and
antilogarithms: iog y = a log x. It is assumed here that x > 0.
••Throughout this book, the Symbol log stands for the logarithm to the
base 10.
1.8 Basic Elémentary Functions 21

General exponential function, y = ax, a > 0 and a=#= 1. This


function is defined for ail values of x. Its graph is shown in Fig. 13.
Logarithmic function, y = \o g ax, a > 0 and a =/=!. This function
is defined for x > 0 . Its graph is shown in Fig. 14.
Trigonométrie functions. In the formulas t/ = sinx, etc. the
independent variable x is expressed in radians. Ail the enumerated
trigonométrie functions are periodic. We give a general définition
of a periodic function.
22 Ch. 1. Number. Variable. Function

Définition 1. The function y — f[x) is called periodic if there exists


a constant C, which, when added to (or subtracted from) the
argument x, does not change the value of the function:

/(x + C) = /(*). The least such number is called the period of the
function; it will henceforward be designated as 21.
From the définition it follows directly that # = sinx is a periodic
function with period 2Jt: sin* = sin(x + 2n). The period of cosx

is likewise 2n. The functions y = tan* and y = cotx hâve a period


equal to n.
The functions y = sinx, y = cosx are defined for ail values of x;
the functions y = tanx and y = sec x are defined everywhere except
at the points x = (2k+ l ) y (k = 0, ± 1 , ± 2 , . . . ); the functions
1:8 Basic Elémentary Functions 23

y ~ c o t x and y = cscx are defined for ail values of x except at


ihe points x = kn (k = 0, ± 1 , ± 2 , . ..). Graphs of trigonométrie
functions are shown in Figs. 15 to 19.

The inverse trigonométrie functions will be discussed in more


detail later on.
Let us now introduce the concept of a function of a function.
If y is a function of «, and u (in turn) is dépendent on the var-
iable x, then y is also dépen­ u=secx i^ y=cscæ
dent on x. Let y = F(u) and
u = qp(*). We get y as a fun­ 1/ y \ I1 I1 II 1
jl 1 !| I| 1
ction of x: \\
V\ a; 1 # 1
v ii yy i*
| 't 1
y = F [<p(x)] l nv i\
■ ^ N - ^ - 4 - -------K - - H -
This function is called a
function of a function or a
f1 - '
I
0 i
î i
^ 3)T
J 2k
j
composite function. 2
Example 1. Let y = sin u, u = x2.
The function y=«sin(jca) is a com­ i \ / \ M \ \
posite function of x.
! 1
1 ii 1 il •! 1! ■ / '■ \
Note. The domain of défi­
nition of the function y = Fig. 19
--=F [tp (x)] is either the entire
domain of the function, u = <P(a;), or that part of it in which
those values of u are defined that do not lie outside the domain
of the function F(u).
Example 2,, The domain of définition of the function y = Y 1— x2 (y — Ÿ~ïT,
u —1— x2) is the closed interval [— 1, 1], because when | * | > 1 u < 0 and,
consequently, the function Y u is not defined (although the function u = 1— x2
Is denned for ail values of x). The graph of this function is the upper half of
h circle with centre at the origin of the coordinate System and with radius
unity.
24 Ch. 1. Number. Variable. Fundion

The operation “function of a function” may be performed any


number of times. For instance, the function y — ln [sin 1)] is
obtained as a resuit of the following operations (defining the fol-
lowing functions);
ü = jc*+1. « = sino, y — \nu
Let us now define an elementary function.
Définition 2. An elementary function is a function which may
be represented by a single formula of the type y = f[x), where
the expression on the right-hand side is
made up of basic elementary functions and
constants by means of a finite number of
operations of addition, sutjtraction, multi­
plication, division and taking the function
of a function.
From this définition it follows that ele­
mentary functions are functions represen­
ted analytically.
Examples of elementary functions:

y = |ix | i= Vi*/ ~* ï, y = Vi/"t—


1 +î—
4.—:—
sin*5— lo g * - f4 j / x + 2 t a n *
x, y = * j ^ l ^ o ------

Example of nonelementary function:


The function y = I *2-3- . . . •n\ y = f(n)] is not elementary because the
number of operations that must be performed to obtain y increases with nt
that is to say, it is not bounded.

Note. The function given in Fig. 20 is elementary even though


it is represented by means of two formulas:
f (x) = x if 0 < * < 1
f(x) = 2x— 1 if 1 ^ x ^ 2
This function can also be defined by a single formula:
/ (x) = ( x - - ) + 1 1x — 11 = ( x —1 ) + 1 K (73rfj5

for (See also Examples 139-144 in the exercises of


Chapter 5.)

1.9. ALGEBRAIC FUNCTIONS


Algebraic functions include elementary functions of the following
kind:
I. The rational intégral function, or polynomial
y = a0xn + alxn- 1+ . . . + a n
1.9 Algebraic Functions 25

where an, a,, . . . . a„ are constants called coefficients and n is a


nonnegative integer called the degree of the polynomial. It is
obvious that this function is defined for ^11 values of x, that is,
il is defined in an infinité inter-
val.
Examples. I. y = ax-\-b is a linear fMi­
llion. When b = 0, the linear function
1/ ax expresses y as being directly pro-
portional to x. For a = 0, y = b, the fun-
elion is a constant.
2. y = ax2-\-bx-\-c is a quadratic fun-
dion. The graph of a quadratic function
Is a parabola (Fig. 21). These functions Fig. 21
are considered in detail in analytic geo-
motry.
II. Fractional rational function. This function is defined as
the ratio of two polynomials:
anxn + ai xn- ' + .. .+ a „
ÿ b0x” + blx ' « - i + . . . + b m
For exarriple, the following is a fractional rational function:
a
y x
It expresses inverse variation. Its graph is shown in Fig. 22. It is
obvious that a fractional rational function is defined for ail values
of x with the exception of
HA those for which the deno-
a<0 minator becomes zéro.
III. Irrational function.
If in the formula y - - f ( x) ,
operations of addition,
subtraction, multiplication,
division and raising to a
power with rational nonin-
(b) tegral exponents are perfor-
Fig. 22
med on the right-hand side,
the function y — f(x) is
irrational. Examples of ir-
rational functions are: y- 2x2-\- y x y = V x , etc.
j/ï+ 5 x a
Note I. The three types of algebraic functions mentioned above
do not exhaust ail algebraic functions. An algebraic function is
any function y = f(x) which satisfies an équation of the form
P0(x) yn H- Pt (*) y " -1+ . . . + P n(x) = 0 (1)
where PQ(x), . . . , Pn {x) are certain polynomials in x.
26 Ch. î. Number. Variable. Function

It may be proved that each of these three types of function


satisfies a certain équation of type (1), but not every function
that satisfies an équation like (1) is a function of one of the three
types given above.
Note 2. A function which is not algebraic is called transcendental.
Examples of transcendental functions are y = cosx, y = \ 0 x and
the like.

1.10. POLAR COORD1NATE SYSTEM


The position of a point in a plane may be determined by means
of a so-called polar coordinale system.
We choose a point O in a plane and call it the pôle; the half-
line issuing from this point is called the polar axis. The position
of the point M in the plane may be specified
by two numbers: the number p, which expres­
ses the distance of M from the pôle, and the
number (p, which is the angle formed by the
line segment OM and the polar axis. The positive
direction of the angle <p is reckoned counterclock-
wise. The numbers p and <p are called the po­
lar coordinates of the point M (Fig. 23).
We will always take the radius vector p to be nonnegative.
If the polar angle <p is taken within the limits 0<!<p<2jt, then
to each point of the plane (with the exception of the pôle) there
corresponds a definite number pair p and <p. For the pôle, p = 0
and (p is arbitrary.

Let us now see how the polar and rectangular Cartesian coordi­
nates are related. Let the origin of the rectangular coordinate
system coïncide with the pôle, and the positive direction of the
x-axis, with the polar axis. From Fig. 24 it follows directly that
x = pcos<p, t/ = psin<p
and, conversely, that
p = | f x ' + tf, tan <p = “7
1.10 Polar Coordinate System 27

Note. To find <p, it is necessary to take into account the quad­


rant in which the point is located and then take the correspond-
ing value of <p. The équation p = F (q>) in polar coordinates defines
a certain line.
Example !. The équation p = a, where a = ccnst, defines in polar coordinates
a circle with centre in the pôle and with radius a. The équation of this circle
(Fig. 25) in a rectangular coordinate System situated as shown in Fig. 24 is
V x 2 + y 2 = a or x2 + y 2 = a2
Example 2. p = a<p, where a = const.
Let us tabulate tne values of p for certain values of <p

0 n ji
An n An 2ji 3ji 4ji
9 ~2 4 2
T

P 0 «0.78a « 1.57a «2.36a «3.14 a «4.71a «6.28a «9.42a «12.56a

The corresponding curve is shown in Fig. 26. It is called the spiral of Archi-
medes.
Example 3. p = 2acos<p.
This is the équation of a circle of radius a, the centre of which is at the
point po = a, qp= 0 (Fig. 27). Let us Write the équation of this circle in rect­

angular coordinates. Substituting p = V'x2-\- y 2t cos rn= ■■■ into the gi-
V ^T 7 *
ven équation, we get
x
V x 2+ y 2 2a
y x2 + y 2
or
x2+ y 2— 2ax = 0

Exercises on Chapter 1

1. Given the function / (x) = x2-\-6x— 4. Verify that / (1 ) = 3, /(3 ) = 23.


2. f(x) = x2-\-\. Evaluate: ( a ) / (4). ,4ns. 17. (b) / ( 2 ). Ans. 3. ( c ) / ( a + l ) .
Ans. a2 + 2a + 2. (d) / ( a ) + l . Ans. a2 + 2. (e) f (a2). Ans. a * + 1. (f) [/(a )]2.
Ans. a4 + 2a2+ l . (g) / ( 2a). Ans. 4a2+ l .
28 Ch. 1. Number. Variable. Function

3. <P(*) = + + Write the expressions < p ( ^ ) and ^ 7 ) ' Ans' ‘• ' ( t ) " 1
I—x 1 _3x+5
“ ~3 + 5jc* <p(x) x— 1
4. \|3(jc)= Y x 2+ 4. Write the expressions t|? (2jc) and (0). Ans. i|)(2jc) =
= 2 J/jc2 + 1, \|)(0) = 2.
5. / (0) = tan 6. Verify the équation / (20) = t •

6. q) (x) — log yq~“ • Verify the équation <p (a) + <p (6) — <p
7. f(x) = logjc; cp (jc) = x3. Write the expressions:
(a) /[<p(2)|. Ans. 3 log 2. (b) / [<p (a)]. Ans. 3 log a.
(c) q>[/(a)). Ans. [loga]3.
8. Find the natural domain of définition of the function y = 2jc2+ l .
Ans. — oo < x < + oo.
9. Find the natural domains of définition of the functions: (a) ]^ 1— x2.
Ans. — 1 ^ j c * ^ + 1 . (b) Ÿ~3 + x + \ / 7 — x. Ans. —3 ^ j c ^ 7 . (c) \ / x + a —
— J / x — b. Ans. —oo < jc < + o o . (d) ? . Ans. x 7= a. (e)arcsin2 jc. Ans.
— 1 < x < 1. (f) y = \ogx. Ans. x > 0. (g) y = ax (a> 0). Ans. —00 < x< + 00 .
Construct the graphs of the functions:
10. y = —3 x + 5 . 11. y = + x 2 + 1 . 12. y = 3 — 2x2. 1?. y = x2+ 2x— 1.

14. y = i . 15. j/ = sin2x. 16. y = cos3x. 17. y = x2— 4 x -f6 . 18. y — ^ ^ .

19. y = sin ^ x + -^ -Y 20. y = cos ^x — 21. r/ = tan-^-x. 22. y = co t-^ -x .

23. y = 3*. 24. y = 2 ~ x\ 25. y = log2 ÿ . 26. (/ = x » -|-l. 27. y = 4 — x».


, -L --L -L
28. y —— . 29. y = x4. 30. y = x5. 31. y = x 2 . 32. y — x 2 . 33. y= x3 .

34. y = | * | . 35. 0 = lo g 2 | * | . 36. y = log2 (1 — x). 37. i/ = 3 sin ^2x + -2- j .

38. */ = 4cos ^ j c + y ^ . 39. The function f (x) is defined on the interval [— 1, 1]


as follows:
/( jc ) = 1 + j c for — I C 0,
f (je) = 1— 2x for 0 C jc < 1
40. The function f (x) is defined on the interval [0, 2] as follows:
/ (x) = jc3 for 0 ^ jc ^ I ,
/ ( jc) = jc for 1< ; jc^ 2 .
Construct curves given by the polar équations:
41. p — — (hyperbolic spiral). 42. p = a'r ( logarithmic spiral). 43. p = a Y cos 2<p
(lemniscate). 44. p = a ( l — cos (p) (cardioid). 45. p = asin3<p.
CHAPTER 2

L1MIT. CONTINUITY OF A FUNCTION

2.1 THE LIMIT OF A VARIABLE.


AN INFINITELY LARGE VARIABLE
In this section we shall consider ordered variables that vary in
a spécial way defined as follows: “the variable approaches a limit”.
Throughout the remainder of the course, the concept of the limit
of a variable will play a fundamental rôle, for it is intimately
bound up with the basic concepts of mathematical analysis, such
as dérivative, intégral, etc.
Définition 1. A constant number a is said to be the limit of a
variable x, if for every preassigned arbitrarily small positive num­
ber e it is possible to indicate a value of the variable x such
that ail subséquent values of the variable will satisfy the inequality
\x —a | < e
If the number a is the limit of the variable x, one says that x
approaches the limit a; in symbols we hâve
x —<~ü or limx = û
In géométrie terms, limit may be defined as follows.
The constant number a is the limit of the variable x if for any
preassigned arbitrarily small neighbour-
iiood with centre in the point a and
with radius e there is a value of x
such that ail points corresponding to
subséquent values of the variable will Fig. 28
be within this neighbourhood (Fig. 28).
Let us consider several cases of variables approaching limits.
Example I. The variable x takes on the successive values

X\ = 1-T 1, xt — 1-\~~2 , x3= 1 > •••>•*« = i "F ~ » •••


We shall prove that this variable has unity as its limit. We hâve
2
n
30 Ch. 2. Limit. Continuity of a Function

For any e, ail subséquent values of the variable beginning with n, where
-î- < e, or n > — , will satisfy the inequality \xn— 1 | < e, and the proof is
/î ^
complété. It will be noted here that the variable quantity decreases as it
approaches the limit.
Example 2. The variable x takes on the successive values

X1 — 1 2 » X2 = 1 -^2 ♦ X 3 — 1 "23 > *4 = ^ T 24 * • • • » x n = ^ ( 1) ” 2 H » • • •

This variable has a limit of unity. Indeed,


_1_ _1_
1 + (-!)"
2"
- 1
2n
For any e, beginning with n, which satisfies the relation ^ < e, from which
it follows that

1 1 logT
2" > T ’ nlog2 >logT or n > T ^ 2 ’
ail subséquent values of x will satisfy the relation \ x n— 1| < e. It will be no­
ted here that the values of the variable are greater than or less than the limit,
and the variable approaches its limit by “oscillating about it”.
Note I. As was pointed out in Sec. 1.3, a constant quantity c
is frequently regarded as a variable whose values are ail the same:
.v —c.
Obviously, the limit of a constant is equal to the constant
itself, since we always hâve the inequality |.v—c| = |c —c| = 0 < e
for any e.
Note 2 . From the définition of a limit it follows that a vari­
able cannot hâve two 1imits. Indeed, if lim x = a and limx =
= b (a < b ), then x must satisfy, at one and the same time, two
inequalities:
\x —a | < e and \x — b | < e
for an arbitrarily small e; but this is impossible if e < - ~^- a-
(Fig. 29).

Fig. 29 Fig. 30
Note 3. One should not think that every variable has a limit.
Let the variable * take on the following successive values (Fig. 30):
. _ j_ « j_ . j_ - 1 _L
A'i — g » X2— 1 ^ » X3 --- g » • • •* * 2*ifc* '^2/f+i 22*+1
2.2 The Litnit of a Function 31

For k sufficiently large, the value xik and ail subséquent values
with even labels will differ from unity by as small a number
as we please, while the next value x*k+l and ail subséquent
values of x with odd labels will differ from zéro by as small
a number as we please. Consequently, the variable x does not
approach a limit.
In the définition of a limit it is stated that if the variable
approaches the limit a, then a is a constant. But the word “appro­
aches” is used also to describe another type of variation of a
variable, as will be seen from the following définition.
Définition 2 . A variable x approaches infinity if for every
preassigned positive number M it is possible to indicate a value
of x such that, beginning with this value, ail subséquent values
of the variable satisfy the inequality |x | > M.
If the variable x approaches infinity, it is called an infinitely
large variable and we write x —*-<».
Example 3. The variable x takes on the values
*i = — I, x2 = 2, x3 = —3, . . . . *„ = (—1)"», . . .

This is an infinitely large variable quantity, since for an arbitrary Ai > 0 ail
values of the variable, beginning with a certain one, are greater than M in
absolute value.

The variable x “approaches plus infinity”, x —*--foo, if for an


arbitrary M > 0 ail subséquent values of the variable, beginning
with a certain one, satisfy the inequality M < x.
An example of a variable quantity approaching plus infinity is
the variable x that takes on the values x 1 = l, xs = 2 , . . . . xn =
= n, . . . .
A variable approaches minus infinity, x —► — oo, if for an arbi­
trary M > 0 ail subséquent values of the variable, beginning with
a certain one, satisfy the inequality x < —M.
For example, a variable x that assumes the values x 1 = — 1,
x1— —2 , . . . , xn = —n, . . . . approaches minus infinity.

2.2 THE LIMIT OF A FUNCTION

In this section we shall consider certain cases of the variation


of a function when the argument x approaches a certain limit a
or infinity.
Définition 1. Let the function y = f(x) be defined in a certain
neighbourhood of a point a or at certain points of this neigh-
bourhood. The function y = f(x) approaches the limit b (y —>-b) as x
approaches a (x —+a), if for every positive number e, no matter
how small, it is possible to indicate a positive number 6 such
32 Ch. 2. Limit. Continuity of a Function

that for ail x y different from a and satisfying the inequality*


| x —a | < 6
we hâve the inequality
1/
(*)— b \ < e
If b is the limit of the function f (x) as x —►a, we vvrite
lim /(x) = 6
x -+ a

or f( x ) —>-b as x —
If f(x)->-b as x —-a, this is illustrated on the graph of the
function y = f(x) as follows (Fig. 31). Since from the inequality
\ x —a | < 6 there follows the ine­
quality \ f ( x) — b\ < e, this means
that for ail points x that are not
more distant from the point a than
6 , the points M of the graph of
the function y — f(x) lie within a
band of width 2 e bounded by the
Unes y = b—e and y —b + z.
Note 1. We may also define the
limit of the function f (x) as x —*a
as follows.
Let a variable x assume values
such (that is, ordered in such fashion) that if
|x * —a | > |x**—a\
then x** is the subséquent value and x* is the preceding value;
but if
|x * —a | = | x**—a | and x* < x**
then x** is the subséquent value and x* is the preceding value.
In other words, of two points on a number scale, the subséquent
one is that which is doser to the point a; at equal distances, the
subséquent one is that which is to the right of the point a.
Let a variable quantity x ordered in this fashion approach the
limit a [x—>-a or limx = a ].
Let us further consider the variable y ~ f ( x ) . We shall here and
henceforward consider that of the two values of a function, the
*Here we mean the values of x that satisfy the inequality | x — a | < 6
and belong to the domain of définition of the function. We will encounter
similar circumstances in the future. For instance, when considering the beha-
viour of a function as x —*-oo, it may happen that the function is defined
only for positive intégral values of x. And so in this case x —* -» , assuming
only positive intégral values. We shall not specify this when it cornes up
later on.
2.2 The Limit of a Function 33

subséquent one is that which corresponds to the subséquent value


of the argument.
If, as x —>-a, a variable y thus defiped approaches a certain
limit b, we shall write
lim f ( x ) —b
x-+ a
and we shall say that the function y = f(x) approaches the limit
b as x —*-a.
It is easy to prove that both définitions of the limit of a
function are équivalent.
Note 2. If f(x) approaches the limit bx as x approaches a certain
number a so that x takes on only values less than a we write
lim f(x) = b1 and call bl the limit on
x -►a - 0
the left at the point a of the function.
If x takes on only values greater than
a, we write lim f(x) —bt and call bt
x-+ a + 0
the limit on the vight at the point a of
the function (Fig. 32).
It can be proved that if the limit
on the right and the limit on the left
exist and are equal, that is, b1= bt = b,
then b will be the limit in the sense of
the foregoing définition of a limit at the
point a. And conversely, if there exists
the point a, then there exist limits of the function at the point a
both on the right and on the left and they are equal.
Example 1. Let us prove that lim ( 3 x + l ) = 7. Indeed, let an arbitrary
x 2
e > 0 be given; for the inequality |( 3 x + l ) —7 | < e to be fulfilled it is neces-
sary to hâve the following inequalities fulfilled:

13*— 6 1 < e, 1x — 2 1 < - j , —y < x —2 < y

6
Thus, given any e, for ail values of x satisfying the inequality | * — 2 | < y =
= 6, the value of thè function 3* + l will differ from 7 by less than e. And
this means that 7 is the limit of the function as x —*- 2.
Note 3. For a function to hâve a limit as x —►a, it is not ne-
cessary that the function be defined at the point x = a. When
finding the limit we consider the values of the function in the
neighbourhood of the point a that are different from a; this is
clearly illustrated in the following case,
xt_4 jfi_4
Example 2. We shall prove that lim ------—= 4. Here, the function ------r-
X —► 2 X — ^ X— ^
is not defined for x = 2.
34 Ch. 2. Limit. Continua y of a Function

It is necessary to prove that for an arbitrary e there will be a ô such that


the following inequality will be fulfilled:
je2—4 4 <e (1)
jc — 2

if ] j c — 2 | < ô. But when jc ^ 2 inequality (1) is équivalent to the inequality

1 = |(x + 2 )-4 1 < e

or
| x—2 1 < e (2 )

Thus, for an arbitrary e, inequality (1) will be fulfilled if inequality (2 )


is fulfilled (here, ô = e), which means that the given function has the number 4
as its limit as j c — >-2 .
Let us now consider certain cases of variation of a function
as x —►o o .
Définition 2. The function f(x) approaches the limit b as x—»oo
if for each arbitrarily small positive number e it is possible to
indicate a positive number Af such that for ail values of x that
satisfy the inequality | x | > the inequality | f (x)—b | < e will
be fulfilled.
Example 3. We will prove that

or
lim = 1
X -* CD

It is necessary to prove that, for an arbitrary e, the following inequality is


fulfilled

<e (3)

provided | jc | > N, where N is determined by the choice of e. Inequality (3)


is équivalent to the following inequajity: j-i- < e, which will be fulfilled if

which means that lim ( 1 + — ") = lim ^ Ü = l (Fig. 33).


XJ
J C -* .Q O \ X -*■ CD X

If we know the meanings of the symbols x — >- + oo and x —►


—o o ,
the meanings of the following expressions are obvious:
2.3 A Function That Approaches Infinity 35

“/(ai) approaches b as x —*--)-oo” and


“/ ( x) approaches b as x —»■—oo” or, in symbols,
lim f(x) = b,
X -+ + 00

lim / (ai) = b
X-* - «

2.3. A FUNCTION THAT APPROACHES INFINITY.


BOUNDED FUNCTIONS

We hâve considered cases when a function f(x) approaches a


certain limit b as x —*-a or as ai—►oo.
Let us now take the case where the function y = f(x) approaches
infinity when the argument varies in some way.
Définition 1. The function f(x) approaches infinity as ai—*-a,
i.e., it is an in/initely large quantity as ai—*a if for each
positive number M, no matter how large, it is possible to find
n 6 > 0 such that for ail values of x different from a and satisfying
the condition |jc—a |< ô , we hâve the inequality \ f ( x ) \ > M .
If /(ai) approaches infinity as ai —*a, we Write
lim / (ai) = oo
x -*■a

or f ( x ) -*■ oo as ai—*a.
If / ( ai) approaches infinity as ai—►a and, in the process, assumes
only positive or only négative values, the appropriate notation is
lim / (ai) = + oo or lim / (ai) = — oo.
x ■* a x ~+a

Example 1. We shall prove that lim 7 7 — -^ = + o o . Indeed, for any M > 0


x -► 1 U — x r
wc hâve
1
>M
36 Ch. 2. Limit. Continuity of a Function

provided

The function ■^ 1 2 assumes only positive values (Fig. 34).

Example 2 . We shall prove that lim ^ ^ = oo. Indeed, for any

M > 0 we hâve

provided

1*1 = 1*—0 |<

Here *or x < 0 anc* — J < 0 for * > 0 (Fig. 35).

If the function f(x) approaches infinity as x —►oo, we wrlte


lim f (x) — oo
X -*■ 00

and we may hâve the particular cases


lim f(x) = oo, lim f(x) = oo, lim f(x) = — oo
a: -►+ oo a: -*• - oo * -*■ + oo

For example,
lim = + oo, üm x3= — oo and the like.
X -*■ 00 X - * - 00

Note 1. The function y = f(x) may not approach a finite limit


or infinity as x —*a or as x —►oo.
2.3 A Function That Approaches Infinity 37

Example 3. The function y = sin x defined on the infinité interval — oo <


< x < + co, does not approach either a finite limit or infinity as x —*- + oo
(Fig. 36).
yit y=sLnx

0
Fig. 36

Example 4. The function y = sin -i- defined for ail values of x, except
x = 0 , does not approach either a finite limit or infinity as x —1- 0 . The graph
of this function is shown in Fig. 37.

Définition 2 . A function y = f(x) is called bounded in a given


range of the argument x if there exists a positive number M such
that for ail values of x in the range under considération the
inequality | / (*) | <; M is fulfilled. If there is no such number M,
the function f(x ) is called unbounded in the given range.
Example 5. The function j/ = sin x, defined in the infinité interval — oo <
< x < + o o , is bounded, since for ail values of x
| sin x | < 1 = M

Définition 3. The function f (x) is called bounded as x —*a if


there exists a neighbourhood, with centre at the point a, in which
the given function is bounded.
Définition 4. The function y = f(x) is called bounded as x —»-oo
if there exists a number N > 0 such that for ail values of x
satisfying the inequality |x |> A f, the function f(x) is bounded.
The boundedness of a function approaching a limit is decided
by the following theorem.
Theorem 1. If lim / (x) = b, where b is a finite number, the
x -*■ a
function f(x) is bounded as x —>-a.
Proof. From the équation lim f(x) = b it follows that for any
x a
e> 0 there will be a 6 such that in the neighbourhood a — Ô <
38 Ch. 2. Lirait. Continua y of a Function

< X < a + ô the inequality


\f(x)~b\< e
or
I/ (x) I < Ib | + e
is fulfilled, which means that the function /(x) is bounded as
x —►a.
Note 2 . From the définition of a bounded function /(x) it fol-
lows that if
lim f (x) = oo or lim / (x) = oo
x -+ a x -*■ od

that is, if /(x) is an infinitely large function, it is unbounded-


The converse is not true: an unbounded function may not be
infinitely large.

For example, the function y = x sinx as x —>-oo is unbounded


because, for any M > 0, values of x can be found such that
|x s in x |> A f . But the function # = xsinx is not infinitely large
because it becomes zéro when x = 0, n , 2n, . . . . The graph of the
function i/ = xsinx is shown in Fig. 38.
Theorem 2. If lim /(x) = 6=^0, then the function y = r r \ o,
x -* a i \x )
bounded function as x —>-a.
Proof. From the statement of the theorem it follows that for an
arbitrary e > 0 in a certain neighbourhood of the point x = a we
will hâve | / (x)—b \ < e, or |/ ( x ) | —16|| < e, or —e < |/ ( x ) | —
— |b |< e , or \b\ — e < |/ ( x ) < | h | + e.
From the latier inequality it follows that
2.4 Infinitesimals and Their Basic Properties 39

For example, taking e = ^ | ô | , we get


_I2_ > _J_> _L2_
9 Ib I ^ l / W I ^ 11|*|
which means that the function -ft-t is bounded.

2.4 INFINITESIMALS AND THEIR BASIC PROPERTIES


In this section we shall consider functions approaching zéro as
the argument varies in a certain manner.
Définition. The function a = a(x) is called infinitésimal as x —►a
or as x —>-oo if lim a(x) = 0 or lim a(x) = 0 .
x -+ a x -► oo
From the définition of a limit it follows that if, for example,
lim a(x) = 0 , this means that for any preassigned arbitrarily small
x -* a
positive e there will be a ô > 0 such that for ail x satisfying
the condition | x — a | < ô, the condition | a (x) | < e will be satisfied.

Example 1. The function a = (x — l ) 2 is an infinitésimal as x —*-l because


lim a = lim (x— 1 ) 2 = 0 (Fig. 39).
X -> 1 X 1

Example 2 . The function a = — is an infinitésimal as x —►oo (Fig. 40)


(see Example 3, Sec. 2.2).
Let us establish a relationship that will be important later on.
Theorem 1. I f the function y = f(x) is in the form of a sum of
a constant b and an infinitésimal a:
y = b + cc ( 1)
then
lim y —b (as x —^ a or x —<•oo)
Conversely, if lim y = b, we may write y = b-\-a, where a is an
infinitésimal.
Proof. From (1) it follows that | y —6 | = |a |. But for an arbit-
rary e, ail values of a, from a certain value onwards, satisfy the
40 Ch. 2. Limit. Continuity of a Function

relationship | a | < e ; consequently, the inequality | y —b | < e will


be fulfilled for ail values of y from a certain value onwards. And
this means that Y\my — b.
Conversely: if Y\my = b, then, given an arbitrary e, for ail
values of y from a certain value onwards, we will hâve | y —b |< e .
But if we dénoté y — b = a, then it follows that for ail values
of a, from a certain one onwards, we
will hâve | a | < e; and this means
that a is an infinitésimal.
Example 3. We hâve the function (Fig. 41)
1
y = i+ -
Then
lim y — 1

and, conversely, since


lim y = 1

the variable y may be represented in the form of a sum of the limit 1 and an
infinitésimal a, which in this case is ; that is,

y = l+ a

Theorem 2. If a = a(x) approaches zéro as x->-a (or as x —►oo)


and does not become zéro, then H=r ~ approaches infinity.
Proof. For any M > 0, no matter how large, the inequality
y^y > Af will be fulfilled provided the inequality | a |< ÿ ^- is ful­
filled. The latter inequality will be fulfilled for ail values of a,
from a certain one onwards, since a (x )—*0.
Theorem 3. The algebraic sum of two, three or, in general, a
definite number of infinitesimals is an infinitésimal function.
Proof. We shall prove the theorem for two terms, since the
proof is similar for any number of terms.
Let u(.x:)=a(x) + p(x), where lim a(x) = 0, limP(x) = 0. We
x a. x -*■a
shall prove that for any e > 0 , no matter how small, there will
be a 6 > 0 such that when the inequality |x —a | < 6 is satisfied,
the inequality | « | < e will be fulfilled. Since a(x) is an infinités­
imal, a ô, will be found such that in a neighbourhood with centre at
the point a and radius àx we will hâve

|a (* )| < y
2.4 Infinitésimal s and Their Basic Properties 41

Since P(x) is an infinitésimal, there will be a ô2 such that in a


neighbourhood with centre at the point a and radius ô2 we will
hâve | p (x) | < - j .
Let us take 6 equal to the smaller o! the two quantities 6 Xand ô2;
then the inequalities | a | < ^ and |P |< - |- will be fulfilled in
a neighbourhood of the point a of radius ô. Hence, in this neigh­
bourhood we will hâve
I« I = Ia (*) + P (*) | < I a (*) 1+ 1 P (*) I < - j + y = e
and so | u | < e, as required.
The proof is similar for the case when
lim a(x) = 0 , lim P(x) = 0
X - * ÛD X -► CD

Note. Later on we will hâve to consider sums of infinitesimals


such that the number of terms increases with a decrease in each
term. In this case, the theorem may not hold. To take an example,
consider « = -^- + “ + •••+-£- where x takes on only positive
x te rm s
intégral values (x = 1 , 2, 3, . . . , n, . . . ) . It is obvious that as x —►oo
each term is an infinitésimal, but the sum u = l is not an
infinitésimal.
Theorem 4. The product of the function of an infinitésimal a = a (x)
by a bounded function z — z( x), as x —*a (or x —*-<») is an infini­
tésimal quantity (function).
Proof. Let us prove the theorem for the case x —*a. For a cer­
tain M > 0 there will be a neighbourhood of the point x = a in
which the inequality |z |< A f will be satisfied. For any e > 0
there will be a neighbourhood in which the inequality | a l< -^ j
will be fulfilled. The following inequality will be fulfilled in the
least of these two neighbourhoods:

\a z \ < I T M = b
which means that az is an infinitésimal. The proof is similar for
the case x —>-oo. Two corollaries follow from this theorem.
Corollary 1 . If lim a = 0, lim (5 = 0, then limap = 0 because P (x)
is a bounded quantity. This holds for any finite number of factors.
Corollary 2 . If lim a = 0 and c = const, then limca = 0.
Theorem 5. The quotient 2~(X)y obtained by dividing the infinitesi-
mal a(x) by a function whose limit differs from zéro is an infini­
tésimal,
42 Ch. 2. Limit. Continuity of a Function

Proof. Let lim a(x) = 0, limz(x) = b=^0. By Theorem 2, Sec. 2.3,


it follows that is a bounded quantity. For this reason, the
fraction = a (x) ^ is a product of an infinitésimal by a boun­
ded quantity, that is, an infinitésimal.

2.5 BASIC THEOREMS ON LIM1TS


ln this section, as in the preceding one, we shall consider sets
of functions that dépend on the same argument x , where x —<-a
or x —*■oo.
We shall carry out the proof for one of these cases, since the
other is proved analogously. Sometimes we will not even write
x —*a or x —►oo, but will take one or the other of them for granted.
Theorem I. The limit of an algebraic sum of two, three or, in
general, any defini te riumber of variables is equal to the algebraic
sum of the limit s of these variables:
lim («,-)- u2 uk) = lim ux+ lim «2+ . . . + lim uk
Proof. We shall carry out the proof for two terms since it is
the same for any number of terms. Let limMx= ax, lim«2= a 2.
Then on the basis of Theorem 1, Sec. 2.4, we can write
«i = ûi + ai, u2= a2+ a 2,
where a x and a 2 are infinitesimals. Consequently,
«i + «2 = fai + a2) + fai + “ 2)
Since (aj + a2) is a constant and (aj-f-a2) is an infinitésimal,
again by Theorem 1, Sec. 2.4, we conclude that
lim (ux+ u2) = a, + û2= lim ux+ lim u2
Example 1.

lim Ï Ü ^ f = lim ( 14.—^ = lim i - f lim — 1-f lim L —1+0=1


X-*- CD X* x -*■ CC \ XJ X CD x -P- CDX X -*• CD X

Theorem 2. The limit of a product of two, three or, in general,


any definite number of variables is equal to the product of the limits
of these variables:
limur u2- . . . •uk = \ m u l \imu2‘ . . . -limu*
Proof. To save space we carry out the proof for two factors.
Let lim u ^ O j, limu2= a 2. Therefore,
iii = a,-F(Xi, «2= a2+ a 2,
M,m2= faj + a t) (at -(- a 2) = a}az + ata2+ a2a x+ a xa 2
2.5 Basic Theorems on Limits 43

The product a fa is a constant. By the theorems of Sec. 2.4, the


quantity + a2a i + a ia 2 >s an infinitésimal. Hence, lim«x«2 =
= a1û'2= lim«1-limu2. *
Corollary. A constant factor may be taken outside the limit sign.
Indeed, if lim ul = a 1, c is a constant and, consequently, lim c=c,
then lim (cux) = lime-lim ux= c-lim ux, as required.
Example 2 .
lim 5x3 = 5 lim *3 = 5*8 = 40
x -* 2 x -* 2

Theorem 3. The limit of a quotient of two variables is equal to


the quotient of the limits of these variables if the limit of the de-
nominator is not zéro:
lim —
v
= lim v
i/lim
1
o ^^ O

Proof. Let lim u = a, lim v = b ^ O . Then « = a + a , v = b-{- P,


where a and p are infinitesimals.
We write the identities
u _a + a _ a . / a + « a \ __ a ., a b — fia
T ~ * + f i — T ~ T ~ \ F + $ ~ T ) ~ b " ^ (fr + fi)
or
u _ a , a b — fia
T - T + 6 (6 + fi)

The fraction y is a constant number, while the fraction


is an infinitésimal variable by virtue of Theorems 4 and 5 (Sec.
2.4), since a b—fia is an infinitésimal, while the denominator
b (b + fi) has the limit b2=£ 0. Thus, lim y = y = y j y
Example 3.
_ lim (3 x + 5 ) 3 lim x + 5
3x+5 x - .l _ x - .i 3*1+5 8

X ™l 4x — 2 ~ lim (4*— 2) 4 lim x — 2 4*1— 2 2


X -+ 1 X -► 1

Here, we made use of the already proved theorem for the limit of a fraction
because the limit of the denominator differs from zéro as x -*1. If the limit of
the denominator is zéro, the theorem for the limit of a fraction is not appli­
cable, and spécial considérations hâve to be invoked.
Example 4. Find lim î- — I .
x 2 X —2
Here the denominator and numerator approach zéro as and, consequ­
ently, Theorem 3 is inapplicable. Perform the following identical transformation:
x2— 4 _(x — 2) ( x + 2 )
=x+2
x— 2 ~ x —2
44 Ch. 2. Limit. Continuity of a Function

The transformation holds for ail values of jc different from 2 . Andso, having
in view the définition of a limit, we can Write
v 2 __ 4 ( x - 2 ) (x + 2)
lim ----- —= lim lim (jc+ 2 ) = 4
JC - 2 X 2 X •+■ 2 jc— 2 X — 2

X
Example 5. Find lim ----- r . As jc -+ 1 the denominator approaches zéro but
x -► î x — I
the numerator does not (it approaches unity). Thus, the limit of the reciprocal
is zéro:
lim (je— 1 )
X — 1__________ 0
lira f u i 0
X - 1 JC lim jc 1
X — 1

Whence, by Theorem 2 of the preceding section, we hâve

11 m - * -r==oo
1 X— \

Theorem 4. If the inequalities u ^ z ^ v are fulfilled between the


corresponding values of three funet ions u = u(x), z = z(x) andv =
= v(x), wkere u(x) and v(x) approach one and the same limit b as
x —+a (or as x —+ oo), then z = z(x) approaches the same limit as
x —>a (or as jc—►oo).
Proof. For definiteness we shall consider variations of the func-
ctions as x — From the inequalities u ^ . z ^ . v follow the ine­
qualities
u —b ^ . z —b ^ . v — b
it is given that
lim u = b y lim v = b
x —a x —a

Consequently, for e > 0 there will be a certain neighbourhood,


with centre at the point a, in which the inequality | u — b < e
will be fulfilled; likewise, there will be a certain neighbournood
with centre at the point a in which the inequality |u — b | < e
will be fulfilled. The following inequalities will be fulfilled in the
smaller of these neighbourhoods:
— e < u —& < e and —e < u —b < e
and thus the inequalities
— e < z—b < e
will be fulfilled; that is,
lim z = b
x —a

Theorem 5. If as x —*a (or as jc— >■oo) the function y takes on


nonnegative values y ^ O and, at the same time, approaches the
limit b, then b is a nonnegative number b ^ O .
2.5 Basic Theorems on Limits 45

Proof. Assume that b < 0, then | y —b\~^\b\-, that is, the diffé­
rence modulus | y —b | is greater than the positive number |6 | and,
hence, does not approach zéro as x —>-a. But then y does not
approach b as x —*a\ this contradicts the statement of the theorem.
Thus, the assumption that b < 0 leads to a contradiction. Conse-
quently, b^s 0.
In similar fashion we can prove that if y ^ O then lim ÿ ^ O .
Theorem 6. If the inequality v~ ^u holds between corresponding
values of two functions u = u (x) and v = v (x)
which approach limits as x —*a (or as x —- oo),
then lim o ^ lim u .
Proof. It is given that v —u ^ Q . Hence,
by Theorem 5, lim(u—u ) ^ 0 or limo—
— lim u ^ O , and so lim lim u.
Example 6 . Prove that !lm simc = 0.
X -* 0
From Fig. 42 jt follows that if CM = 1 , x > 0 ,
then j4C = sinjc, AB = x » sin x < x. Obviously, when
je < 0 we will hâve | sin jc | < | jc |. By Theorems 5 and Fig.42
6 , it follows, from these inequalities, that lim sin jc =
jc-*■o
= 0.
x
Example 7. Prove that lim sin
JC -*> o *

x I x
Indeed, sin -75- < | sin jc |. Consequently, lim sin — = 0 .
* \ x -> 0
Example 8. Prove th a t lim c o s jc = 1; n o te th a t
JC -* 0

x
cos jc = 1 — 2 sin 2 —

therefore,
lim cos x = lim ( 1 — 2 sin 2 * ^ = 1 — 2 lim sin2-^ -= 1 — 0 = 1 .
JC -*■ 0 JC 0 \ * ) X *+ 0 *

In some investigations concerning the limits of variables, one


has to solve two independent problems:
(1) to prove that the limit of the variable exists and to establish
the boundaries within which the limit under considération exists;
(2) to calculate the limit to the necessary degree of accuracy.
The first problem is sometimes solved by means of the following
theorem which will be important later on.
Theorem 7. If a variable v is an increasing variable, that is, each
subséquent value is greater than the preceding one, and if it is
bounded, that is, v < M, then this variable has the limit lim v = a,
where a ^ .M .
A similar assertion may be made with respect to a decreasing
bounded variable quantity.
46 Ch. 2. Limit. Corttinuity of a Function

We do not give the proof of this theorem here since it is based


on the theory of real numbers, which we do not consider in this
text. *
In the following two sections we shall dérivé the limits of two
functions that find wide application in mathematics.

2.6 THE LIMIT OF THE FUNCTION AS X — ►0


x

The function is not defined for x = 0 since the numerator


and denominator of the fraction become zéro. Let us find the
limit of this function as x —<-0. We consider
a circle of radius 1 (Fig. 43); dénoté the cent­
ral angle MOB by x ^0 < x < y ^ . From Fig.
43 it follows that
area of A MOA < area of sector
MOA < area of AC O A. (1)
The area of A MO A — y CM ■MB =
= y • 1 • sinx = y sinx.
The area of sector MOA = y OA- AM = y - 1-x = y x .
The area of & C 0A = y OA-AC = y - 1 -tanx = y ta n x .
After cancelling y , inequalities (1) can be rewritten as
sin x < x < tan x
Divide ail ternis by sinx:
1 < —
sin x < cos
—x
or
, ^ sin x
1 > —^ - > cosx
We derived this inequality on the assumption t h a t x > 0 ; noting
that = and cos(—x) = cosx, we conclude that it holds
(—X) X
for x < 0 as well. But l i mc o s x =l , Iiml = l.
X-+0 X->0

* The proof of this theorem is given in G. M. Fikhtengolts* Principles of


Mathematical Analysis, Vol. I, Fizmatgiz, 1960 (in Russian).
2.7 The Number e 47

Hence, the variable 2i!l£ lies between two quantities that hâve
the same limit (unity). Thus by Theorçm 4 of the preceding
section,
lim — = 1

The graph of the function ÿ = — is shown in Fig. 44.

Examples.
, tanx .. sin x 1 .. sin je , 1 1
1. lim ------= lim ------ • -------= l i m ------- lim ------ = 1 - —= 1.
X -* 0 *X * --»K«).
X X COSX x_ 0 X X^ 0 c o s x 1
sin kx .. . s i n k x . . . sin(Æ*) . , ,
2 . lim = lim k — t— = kl\m . = k - l = k (^ = const).
*-►0 X -+ 0 X~*Q
(kx-*- o)
\" X )

x
, 2 sin 2 — sin Y
0 1 — co s* ..2
3 . lim -------------- lim = lîm --------- s i n ~ = l ' 0 = 0 .
x x -*o x 2

sin a* lim sin ax


- .. sin ax .. a
4. lim -t—s—= lim -s- •
ax a olx a
.^ o S in p * P sin P* lim Ü ü l f P 1 p
P* x-o P*
(a = const, p = const).

2.7. THE NUMBER e

Let us consider the variable

( 1 + ^)"
where n is an increasing variable that takes on the values 1,
2, 3...........
Theorem 1. The variable ^ 1 ~ , as n —*■<», has a limit bet­
ween the numbers 2 and 3.
48 Ch. 2. Limit. Continuity of a Function

Proof. By Newton’s binomial formula we hâve

j «(«—1)(«—2)...[n—(n—l)] ^ I ^

Carrying out the obvious algebraic manipulations in (1), we get

( 1 + tt) - l + l + r 2 ( l —1 ) + T i i ( 1 —“î ) ! 1 - t )

From the latter equality it follows that the variable ( l + - ^ ) "


is an increasing variable as n increases.
Indeed, when passing from the value n to the value n-(- 1, each
term in the latter sum increases,

1^2 ( 1 H”) < T^2 ( ^ n^PÎ ) alld 50 f0rth>


and another term is added. (Ail terms of the expansion are posi­
tive.)
We shall show that the variable ^1 is bounded. Noting
that ^ 1 —-j J < 1, ( * —- ^ ) ( l — j ) < 1. etc., we obtain from
expression (2) the inequality
(!+ !)•< .+ . . > ■ ■ • • '
1 - 2 ^ 1-2-3 1.2*3.. . . - n
Further noting that
___ !___ < _ ! _
1-2-3 ^
^ 2022 »
’ 1-2-3-4 *
we can write the inequality

( 1+ t )’ < i + i + t + f + - - - 2« —1

The grouped terms on the right-hand side of this inequality form


a géométrie progression with common ratio q = y and the first
term a = 1, and so
( ! + - - ) < l + [ l + 4 + i + - - - +2^=ï]

.+[2 - ( i n <3
27 . The Number e 49

Consequently, for ail n we get

From (2) it follows that

Thus, we get the inequality


2<(l+7r)"<3 (3)

This proves that the variable bounded.


Thus, the variable ^1 *s aîl increasing and bounded va­
riable; therefore, by Theorem 7, Sec. 2.5, it has a limit. This
limit is denoted by the letter e.
Définition. The limit of the variable ^1 + - ^ " a s n —* oo is the
number e:
e = lim
«-►oo \ */
By Theorem 6, Sec. 2.5, it follows from inequality (3) that the
number e satisfies the inequality 2 ^ e ^ 3 . The theorem is thus
proved.
The number e is an irrational number. Later on, a method will
be shown that permits calculating e to any degree of accuracy.
Its value to ten décimal places is
e = 2.7182818284...

Theorem 2. The function ^1 approaches the limit e as x


approaches infinity, lim ( 1 + — j =e.
X-p-CD\ XJ
Proof. It has been shown that 1*e as n —* o o , if n
takes on positive intégral values. Now let x approach infinity
while taking on both fractional and négative values.
(1) Let x —►-|- o o . Each of its values lies between two positive
integers,
« < tt+ 1

* It may be shown that — t-e as n — >-+oo even if n is not an


increasing variable quantity.
4—2081
50 Ch. 2. Limit. Continuity of a Function

The following inequalities will be fulfilled:


1n ^
> -x ^
> n—+ 1

1 +1 — > 1 +1 -x >^ H 1—n +r-î1


n ^

( 1 + I ) " +1 > ( 1 + t ) jc> ( , +^tt)"


If x —>-oo, it is obvious that n —►<». Let us find the limits of
the variables between which the variable ^1 +4")* ^*es:

= lim ( l + —V* • lira ( 1 + -M = e - \ = e


n- +.V ' n J n^ +a>\
( l V\n+l

lim f 1 ' ^ o V = *‘m ( 1+ ïï+ t )


1+ n + 1
n-+ + oo \ n+ W n

lim
/!-*•+00 K ^r .
Um (l+ * )
n-ï + cc \ n-\- 1 J
Hence, by Theorem 4, Sec. 2.5,

lim
X-+ +00 (\ l + T )*/X = t
(4 )

(2) Let x — <-— o o . We introduce a new variable t = — ( x + l ) or


x = — ( ^ + 1 ) . When t — >-+ o o , then x —►
— o o . We can write

J r .O + v ) * -,!™ ( ‘ -T T r )" "


\t +1
= , l™ ( ^ r - ^ . o + T j '
- ,a z ( '+ r)'('+ T ) ^ - '- e

The theorem is proved. The graph of the function t / = ^ l + - j ) *


is shown in Fig. 45.
If in (4) we put —
X
= a, then asx oo we hâve a —>-0 (but a=^=0)
and we get

lim (1 + a ) “ =e
« ■-*-0
2.8 Natural Logarithms 51

Examples:
1 \n +&
( 1) lim ( 1+ — J = lim
ri-* ct> \ nj *

= lim
n -* cd
(2) lim ( i + 4 ) 3* = Um (
X -* C
D\ XJ X -* C'.?.('+7 );K)*('4 r
D\
= lim • lim f l + — 'l • lim f l - f — ^ =e-e-e = e3.
X -* a» \ XJ JClira
X —
— 00 !\
►oo
► X J X J

(4) A ”. A™. ( i i ^ r î ) ” ' = A m. ( 1+ , 4 , r


/ 4 \ u - i ) +4 / 4 \ ^ +4
-A ™ . K — ) “ A " .( i+ t )

“ A . ( 1+ ) r ■A™. ( 1+ 7 ) , - * ‘ -1-'*•
Note. The exponential function e* plays a very important rôle
in mathematics, mechanics (oscillation theory), electrical and radio

engineering, radiochemistry, etc. The graphs of the functions


y = e* and y = e~x are shown in Fig. 46.

2.8 NATURAL LOGARITHMS

In Sec. 1.8 we defined the logarithmic function y = logax.


The number a is called the base of the logarithms. If a = 10,
then y is the base-10 (common) logarithm of the number x and
is dènoted y = logx. In school courses of mathematics we hâve
52 Ch. 2. Limit. Conttnuiiy of a Function

tables of common logarithms, which are called Briggs’ logarithms


after the English mathematician Briggs (1561-1630).
Logarithms to the base e = 2.71828... are called natural or
Napierian logarithms after one of the first inventors of logarithmic
tables, the Scotch mathematician Napler (1550-1617).* Therefore,
if ey = x , then y is called the natural logarithm of the number x.
In writing we hâve t/ = ln* (after the initial letters of logarithmus
naturalis) in place of y = \ogex. Graphs of the function y — Inx
and ^ = logjc are plotted in Fig. 47.

Let us now establish a relationship between common and


natural logarithms of one and the same number x. Let y — logx
or x = 10>\ We take logarithms of the left and right sides of the
latter equality to the base e and get lnx = r/lnl0. We find
^ = n n ô lnjc’ or substituting the value of y, we hâve logx = j^ïQlnx.
Thus, if we know the natural logarithm of a number x, the
common logarithm of this number is found by multiplying by the
factor M = j^ïq « 0.434294, which factor is independent of x. The
number M is the modulus of common logarithms with respect to
natural logarithms:
log x = M ln x
If in this identity we put x —e, we obtaih an expression of the
number M in terms of common logarithms:
loge = M ( l ne = 1)
Natural logarithms are expressed in terms of common logarithms
as follows:
ln* = i ,og*
where
— « 2.302585

* The first logarithmic tables were constructed by the Swiss mathematician


Bürgi (1552-1632) to a base close to the number e.
2.9 Continuity of Functioni 63

2.9 CONTINUITY OP FUNCTIONS


Let a function y = f(x) be defined for some value xt and in
some neighbourhood with centre at xt . Let y^ = f (x0) .
If x receives some positive or négative (it îs immaterial which)
incrément Ax and assumes the value x = x 0+ Ax, then the func­
tion y too will receive an incrément Ay.
The new increased value of the function
will be 0o+ Aÿ = /(x o+ Ax) (Fig. 48).
The incrément of the function Ay will
be expressed by the formula
Ay = f(x it + Ax)— f ( x 0)
Définition 1. A function y = f(x) is
called continuous for the value x = x9 (or
at the point x0) if it is defined in some
neighbourhood of the point x0 (obvious-
ly, at the point x0 as well) and if
lim Au = 0
Ax-+ 0

or, which is the same thing,


lim [f(xo+ Ax)— f ( xo) ] =0 (2)
Ax-+0

The continuity condition (2) may also be written as follows:


lim /(* 0+ Ax) = /(*„)
or
lim f(x) = f(x0) (3)
X-+ X9
but
xQ= lim x
X-+X9

Hence, (3) may be written thus:


lim f(x) — f (lim x) (4 )
x -* x 0 X-+X0

In other words, in order to find the limit of a continuous function


as x —*xt, it is sufficient, in the expression of the function, to
put the value x0 in place of the argument x.
In descriptive geometrical terms, the continuity of a function
at a given point signifies that the différence of the ordinates on
the graph of the function y = f(x) at the points x0+ Ax and x.
will, in absolute value, be arbitrarily small, provided |Ax| is
sufficiently small.
54 Ch. 2. Limit. Continuity of a Function

Example 1. We shall prove that the function y = x2 is continuous at an


arbitrary point x0. Indeed,
y0 = xl, y 0 + Ay = (x0 + Ax)2, Ay = (*„ + Ax)2—xl = 2x~Ax + A*2,
lim Ay = lira (2x0 Ax+ A*2) = 2x0 lim A * + lim Ax- lim A x = 0
A * -* 0 Ax->»0 A x-> 0 A x -* 0 A x -> 0

for any way that Ax may approach zéro (Figs. 49a and 496).

Fig. 49

Example 2. W e shall prove that the function y = sin jc is continuous at an


arbitrary point x0. Indeed,
y„ = sin x„, Vo + Ay = si n (x0 + Ax),
Ay = sin (*04-A *)— sin * 0 = 2 sin ^ p • cos

Ax
It has been shown that lim sin-7r = 0 (Example 7, Sec. 2.5). The function
Ax-*0 *
cos l is bounded. Therefore, lim Ay = 0.
\ 2 / Ax->0

In similar fashion, by considering each basic elementary function,


it is possible to prove that each basic elementary function is con­
tinuous at every point at which it is defined.
We will now prove the following theorem.
Theorem 1. I f the functions f 1(x) and f2(x) are continuous at
a point x0, then the sum (*) = f\ (*) + fi (*) ls û/so a function
continuous a t the point x0.
Proof. Since f1(x) and / 2(x) are continuous, on the basis of (3)
we can write
lim (x) = /, (*0) and lim f 2(x) = f2(x4)
X-+X0 x -> x 0

By Theorem 1 on limits, we can write


Jim i|>(x) = Jim [/,(*) + /«(*)]
= lim f x (x) + lim f2(x) = (*0) + f2(x0) = (*0)
X -*X o x -* x 0

Thus, the sum \|j (a:) = (jc) + / 2(jc) is a continuous function.


The proof is complété.
2.9 Continuity of Functions 55

Note, as a corollary, that the theorem holds true for any finite
number of terms.
Using the properties of limits, we caft also prove the following
theorems:
(a) The product of two continuous functions is a continuous
function.
(b) The quotient of two continuous functions is a continuous func­
tion if the denominator does not vanish at the point under consi­
dération.
(c) I f u = <p(x) is continuous at x = x0 and f(u) is continuous at
the point u0= <p(x0), then the composite function f [cp (x)] is con­
tinuous at the point x0.
Using these theorems, we can prove the following theorem.
Theorem 2. Every elementary function is continuous at every
point at which it is defined.*
Example 3. The function y = xt is continuous at every point x0 and
therefore
lim xi = x l
x-* xa
lim ** = 3 * = 9
x-*3

Example 4. The function y = sin x is continuous at every point and therefore


ji V
lim sin x = sin — = -
V2
it
4 2

Example 5. The function y = e* is continuous at every point and therefore


lim ex = ea.
x-+a

Example 6. lim iim - i - l n ( l + * ) = ln [ ( ! + * ) • * ] . Si


Since
x-+Q x-+0

lim ( 1 + * ) * = e and the function ln z is continuous for z > 0 and, consequ-


*-►0
ently, for z = e,

lim in [ ( ! + * ) * ] = ln lim (1 + je)** J = l n e =


jc ->0

Définition 2. If a function y = f(x) is continuous at each point


of a certain interval (a, b), where a < b, then it is said that the
function is continuous in this interval.
If the function is also defined for x = a and lim /(*) = / (a),
jc-*a+0
it is said that f(x) at the point x —a is continuous on the right.
* This problem is discussed in detail in G. M. Fikhtengolts* Fundamentals
of Mathematical Analysis, Vol. 1, Fizmatgiz, Mosçow, 1968 (in Russian).
56 Ch. 2. Limit. Continuity of a Function

If lim f(x) = f(b), it is said that the function f{x) at the point
x-*b-0
x = b is coniinuous on the left.
If the function f(x) is continuous at each point of the interval
(a, b) and is continuous at the end points of the interval, on the
right and left, respectively, then we say that the function f(x)
is continuous over the closed interval [a, b].
Example 7. The function y —x* is continuous in any closed interval [a, £>].
This follows from Example 1.
If at some point x — x0 at least one of the conditions of conti­
nuity is not fulfilled for the function y = f(x), that is, if l orx = x0
the function is not defined or there does not exist a limit lim f(x)
or Ym f (x) =£ f (x0) in the arbitrary approach of x -*■x0, although
X -+ X q
the expressions on the right and left exist, then at x = x0 the
function y = f(x) is discontinuons. In this case, the point x = x0
is called the point of discontinuity of the function.
Example 8 . The function y = — is discontinuous at * = 0. Indeed, the func­
tion is not defined at jc = 0 .
lim — = - f oo, lim — = — o©
jc-*.0 + o x x-*0- o x

It is easy to show that this function is continuous for any value x 96 0 .

Example 9. The function y = 2 X is discontinuous at x = 0. Indeed,

lim 2 X = 00 , lim 2 X = 0 . The function is not defined at jc = 0 {Fig. 50).


*-►0+0 *-*-0-0

y-f(x)

yf(x) -1
Fig. 51

Example 10. Consider the function / ( * ) = - — - . For x < 0, — j ■1, for


x
x > 0, — r = l . Hence,
1*1
lim f (x) = lim -i ■1. = — 1,
-*•0-0 x^o-oW
lim / {x) = lim -r^— ~ 1
x-*o +o *->o +o I x I
2.10 Certain Properties of Continuous Functions 67

the function is not defined at * = 0. We hâve thus established the fact that
the function / ( * ) = - — j- is discontinuous at x = 0^(Fig. 51).

Example 11. The earlier examined function (Example 4, Sec. 2.3) i/ = sin (l/x )
is discontinuous at x = 0.

Définition 3. If the function f(x) is such that there exist finite


limits lim / (x) = f (x0+ 0) and lim f(x) = f ( x0— 0), but either
x-+xo + 0 x -* x Q- 0
lim f(x)=£ lim f(x) or the value of the function f(x) at x = x 0
x -* o + 0 x -* x 0 - Q
is not defined, then x = x0 is called a point of discontinuity of the
first kind. (For example, for the function considered in Example 10,
the point x = 0 is a point of discontinuity of the first kind.)

2.1» CERTAIN PROPERTIES OF CONTINUOUS FUNCTIONS


In this section we shall consider a number of properties of
functions that are continuous on an interval. These properties
will be stated in the form of theorems given without proof. *
Theorem 1. If a function y = f(x) is continuous on some inter-
val [a, b] ( a ^ x ^ b ) , there will be, on this interval, at least one
point x = xt such that the value of the function at that point will
satisfy the relation
f { * i ) >f ( x )
where x is any other point of the interval, and there will be at least
one point xt such that the value of the function at that point will
satisfy the relation
/(* * )< /(* )
We shall call the value of the function f ^ x j the greatest value
of the function y = f (x) on the interval [a, b], and the value of
the function f ( xa) the smallest (least) value oi the function on the
interval [a, b].
This theorem is briefly stated as follows:
A function continuous on the interval a ^ x ^ . b attains on this
interval (at least once) a greatest value M and a smallest value m.
The meaning of this theorem is clearly illustrated in Fig. 52.
Note. The assertion that there exists a greatest value of the
function may prove incorrect if one considers the values of the
function in the interval a < x < b. For instance, if we consider
the function y = x in the interval 0 < x < l , there will be no
greatest and no least values among them. Indeed, there is no least

* These theorems are proved in G. M. Fikhtengolts* Principles of Mathema-


tical Analysis, Vol. 1, Fizmatgiz, 1968 (in Russian),
58 Ch. 2. Limit. Continuity of a Function

value or greatest value of x in the interval. (There is no extreme


left point, since no matter what point x* we take there will be
a point to the left of it, for instance, the point y ; likewise,

MPi
there is no extreme right point;
consequently, there is no least
and no greatest value of the fun­
ction y = x.)
M Theorem 2. Let the function
y = f(x) be continuous on the inter­
val [a, b] and at the end points of
this interval let it take on values of
Fig. 52 different signs; then between the
points a and b there will be at
least one point x = c, at which the function becomes zéro:
f(c) = 0, a < c < b
This theorem has a simple geometrical meaning. The graph of a
continuous function y = f(x) joining the points Afx [a, f(a)] and
Mt [b, f (6)], where / (a) < 0 and f ( b) > 0
or f (a) > 0 and f (b) < 0, cuts the x-axis
in at least one point (Fig. 53).

Fig. 54

Example. Qiven the function y = **— 2; y x=i = — l, y x=a = 6. It is conti­


nuous in the interval [1, 2], Hence, in this interval there is a point where
y = x3— 2 becomes zéro. Indeed, y = 0 when x = ^/~2 (Fig. 54).

Theorem 3. Let a function y = f(x) be defined and continuous in


the interval [a, b]. If at the end points of this interval the function
takes on unequal values f(a) = A, f(b) = B, then no matter what the
number p between numbers A and B, there will be a point x = c
between a and b such that f (c) = p.
2.11 Comparing Infinitésimal s 59

The meaning of this theorem is clearly illustrated in Fig. 55.


In the given case, any straight line y = p cuts the graph of the
function y = f(x). •
Note. It will be noted that Theorem 2 is a particular case of
this theorem, for if A and B hâve different signs, then for p one
can take 0, and then p = 0 will lie between the numbers A and B.

Corollary of Theorem 3. If a function y = f(x) is continuous in some


interval and takes on a greatest value and a teast value, then in this
interval it takes on, at least once, any value lying between the gre­
atest and least values.
Indeed, let f ( x 1) = M, f(x2) = m. Consider the interval [xlt x2].
By Theorem 3, in this interval the function y = f(x) takes on any
value p lying between M and m. But the interval [xlt xt] lies
inside the interval under considération in which the function f(x)
is defined (Fig. 56).

2.11 COMPARING INF1NITESIMALS


Let several infinitésimal quantities
a, P, y, . . .
be at the same time functions of one and the same argument x
and let them approach zéro as x approaches some limit a or in-
finity. We shall describe the approach of these variables to zéro
when we consider their ratios.*
We shall, in future, make use of the following définitions,
Définition 1. If the ratio —
a
has a finite nonzero limit,’ that
o et 1
is, if lim-^- = A =^ 0 , and therefore, lim-p- = ^-^= 0 , the infinites-
imals P and a are called infinitesimals of the same order.

* We assume that the infinitésimal in the denominator does not vanish in


some neighbourhood of the point a.
60 Ch. 2. Limit. Continuity of a Function

Example 1 . Let a = x> p = sin2x, where x -►0. The infinitesimals a and p


are of the same order because
sin 2x
lim — = lim
x -o « x-*o x
Example 2 . When x -+ 0 , the infinitésimale x, sin 3*, tan 2x, 7 In ( 1 + x) are
infinitesimals of the same order. The proof is similar to that given in Example 1.

Définition 2. If the ratio of two infinitesimals approaches


zéro, that is, if lim-j^ = 0 ^and lim^- = o o ) , then the infinitési­
mal P is called an infinitésimal of higher order than a, and the
infinitésimal a is called an infinitésimal of lower order than p.
Example 3. Let a = x, fi = xn, n > 1, jc-^0. The infinitésimal fi is an infi­
nitésimal of higher order than the infinitésimal a since
xn
lim — = lim xn~ l = 0
x-»0 x x-fO
Here, the infinitésimal a is an infinitésimal of lower order than fi.
Définition 3. An infinitésimal P is called an infinitésimaltof the
kth order relative to an infinitésimal a, if p and a* are infinitesimals
of the same order, that is, if l i m ^ = A ^ O .
Example 4. If a = x, P = x3, then as *->-0 the infinitésimal P is an infinité­
simal of the third order relative to the infinitésimal a , since

lim 4 == lim ^ = 1
jc-,0 « *-o x-’
Définition 4. If the ratio of two infinitesimals approaches
unity, that is, if lim |^ = l, the infinitesimals P and a are called
équivalent infinitesimals and we write a ~ p.
Example 5. Let a = x and p = sin x, where x -►0. The infinitesimals a and
P are équivalent, since
v sin x .
lim ------- = 1
x-*0 x
Example 6 . Let a = *, p = ln (1 + * ) , where x -►0. The infinitesimals a and
P are équivalent, since
lim ln ( ' + * > = ,

(see Example 6 , Sec. 2.9).

Theorem 1. If a and p are équivalent infinitesimals, their différ­


ence a —p is an infinitésimal of higher order than a and than p.
Exercises on Chapter 2 61

Proof. Indeed,
Um = lim ( ! _ I ) = ! - H ç , 1 = j_ j = °

Theorem 2. I f the différence of two infinitesimals a —p is an


infinitésimal of higher order than a and thon P, then a and P are
équivalent infinitesimals.
Proof. Let lim a ~CL^ = 0, then lim (V 1 ——)
CL J
= 0 , or 1—lim —
CL
= 0,
or 1 = lim —, i.e., a ~ p . If l i m ^ Ê = 0, then — 1^=0,
lim |~ = 1, that is, a ~ p .
Example 7. Let a = x, p = * + * * , where x —►O.
The infinitesimals oc and P are équivalent, since their différence P —a = x*
is an infinitésimal of higher order than oc and than p. Indeed,

lim ^~~a = lim — = lim x2= 0


x-+Q a x-»-0 x x-+Q

lim
>—oc
= üm lim
x2
x-+0 P *+** x-+0 \ + x 2
x4-1 1
Example 8 . For x —►oo the infinitesimals a = and p = — are équivalent

infinitesimals, since their différence oc— p = l d z J .— - = — is an infinitésimal


K x2 x x 2
of higher order than a and than p. The limit of the ratio of oc and P is unity:
x±l
lim -^-== lim — — lim lim ( 1 + — ) = 1
JC—►CO p X -* 00 JC-+0D X x - f 00 \ X J
X

Note. If the ratio of two infinitesimals —


0C
has no limit and does
not approach infinity, then p and a are not comparable in the
above sense.
E x a m p le 9. Let a=x,
p = xsin -^ -, where x —>-0. The infinitesimals a and
O |
P cannot be compared because their ratio — =s=sin^ as x —►O does not ap-
OC Xv
proach either a finite limit or infinity (see Example 4, Sec. 2.3).

Exercises on Chapter 2

Find the indicated limits:

1.
jc-*1 x ~r *
• Ans • 4- 2. 11m [2sin
n
x — c o s x + c o t x ). Artt. 2.
62 C h. 2. L im it. C o n t i n u i t y o f a F u n c t io n

3. lim +— ? . Ans. 0. 4 . lim Ans. 2. 5 . lim


4*3—2*2+ l
Y% + x 3X3— 5
4
a
A ns. -TT. 6_ . ..
lim
x -f~ 1
— !— .
<
Ans. 1. . _ 1 - f - 2 -f- . . . -j- w
7 . lim — !----- — z
<
— . A ns.
1
— .
3 x -+ « > x „ ^ « n2 2

8.1im12+22 + 3\+ .'.-.+^. Au. »


n ^ a r, "a 3

H in t. W r ite th e fo rm u la (A + l ) 3— /ss = 3A 2+ 3 * + 1 f o r * = 0 , 1, 2 ............. n .

1» = 1,
2» — l* = 3 . 1 * + 3 - l + l,
3 » _ 2 s = 3 - 2 2+ 3 - 2 + 1 ,

( n + 1 ) 3— n 3= 3 n 2+ 3 n + l

A d d in g th e le ft a n d r i g h t s id e s , w e g e t

( n + l)3= 3 ( l » + 2 2+ . . . + n2) + 3 ( 1 + 2 + . . . + « ) + («+ 1),


(« + 1 )3 = 3 ( 12+ 2a+ . . . + n 2) + 3 ff(w+ 1)+(>t + l ) ,

w hence
n(w+l)(2n + l)
l 2+ 22 + . . . + n 2=

. .. xi -\-x — 1 . ,A 3x2— 2x— 1 . . 4x*— 2x2+ x


9-Ara. ^ + 5 ~ - ^ *• ' *3+4 ^ °- n A ~ â g + â r •
1 X3— 1 *3_ 5jc+ 6
A ns. -ir . 12. l i m ---------- . A n s. 4 . 13. lim -------- r . Ans. 3. 1 4 . lim
2 x ^ 2 X —2 . x ~ i x— \ x -+ 2 x 2 — 12 x - \ - 20 *
, 1 vlim *2+ 3*— 10= - 2
A n s . -Q- . 15. . Ans. 1, . 16.
v
lim
f + t y + /t y
* . Ans. —
-
8 x ^2 3a:2—5jc —2 p__2 y 2— y S 5
.. o3+ 4w2+ 4u - a to t (x+A)8—je* - 0a
^ _ 2 7(w
17. lim — ow — s; • i4 /IS- 18. lim e---- • A rts . 3 x 2.
W + 2)(a—3) o ^
1
[ ----------------- 3 1 x n __ 1
19 -3. Ans. — 1. 20. lim -------- p . A n s . n (n is a p o s itiv e
I x 1 x* ] jc -► 1 x 1
• .
n te g e r).
,
21. V T + Ï—1
lim -------- . A n t.
. 1
. 22. li1-m
00 V2X + Ï —3
— ------- = =
,
. A n* .— - —
2Ÿ ~ 2 .
6 ' x -#■o x 2 x ^ A ÿ x — 2— Ÿ 2 3
^ + P2- P , Ans. ± V~x
23. lim - 24. lim -~T=---- -
A n *.
1
f .
x -*>0 P x- 1 V X — \
m/*"” m/ —
y jc—]/ a Ans.
y~a „a .. V + x + x a—1 .
26. lim - — ^ — L ----------------- .
1
A n * . ■—
25. lim -
x -*■ a x— a ma x-o x 2’
V x^S Y jt24- 1
27. lim ■ . Ans. 1. 2 8 . lim ------ - p ^ — . i4 n s . 1 a s jc —► + » ,— 1 as
x -►+00 X -*• QD X “ f" I
V* +l
x —+ — 00.
Exercises on Chapter 2 63

Ans. -i- as x —>>+ oo, — o» as x —►— oo. 31. lim - --* ■. Ans. 1 .
2 1 x -*>o tan x
. 9x •
. . sin 2 — 1
32. lim Sin X . Ans. 4. 33. lim — ’45— . Ans. 11 . 34. lim
.0 X * -*>0 x X -*■ + o Y i- COS X

Ans. V~2. 35. lim * c o t * . Ans. 1. 36. lim -■* ^ CQS v 4 ns


o "
«o
t»-■
!•
f sin(Hr)
2 arcsin* „ 2
37. lim ( 1 — 2 ) t a n . Ans. 38. lim ----- r------- . Ans. .
2-1 z n x -»Q dx O
.. sin (a + x ) — sin (a— x) Â n .. v ta n * — s in * - 1
39. lim ---- v ■ --------------- .Ans. 2 cos a. 40. lim --- =--------. Ans.-rr-.
2-0 X 2- 0 JC* 2
41. lim ( 14 -— ^ . Ans. e2. 42. lim ( 1— . Ans. — . 43. lim (• * V .
2 -ooV JC/ 2 —oo V JC/ <? 2 - . V 1 + JC /

i4n*. — . 44. lim f l + - — ) Ans. e. 45. lim {n[In ( n + 1)— lnn]}. y4ns. 1 .
e n -+ <x> \ n J /J -►oo

48. lim (l + cosx)ssec*. j4/»s. e3. 47. lim *n ^ . Ans. a . 48. lim f ir
71 *- 0 *C 2-00 \2 jc + 1 /
X~*~2
Ans.e. 49. lim (l+ 3 ta n 2*)cot§ * . Ans. &. 50. lim (c o s — Ans. 1.
x-*0 m -+ oo \ m J

51. lim Ans. 1 as a —>-+oo, 0n as a —►— oo. Crt V


52. S ,n OLX
lim —
a -► oo oc * -o sinp* *
a ax—1 (a > 1). Ans. +oo as x — >-+oo, 0 as x — ►— oo.
Ans. *-s“ . 53* lim

e * x __ $ x
54. im n \.a n — l ] .
lim Ans. ln a. 55. lim ---------------. Ans. a — 6 .
n -►qo x . K
e*x_$x
56. lim-:------------ :—3 - . Ans. 1 .
x ^ o s in a * — sin px

Détermine the points of discontinuity of the functions:


jç_ J J
57. i/ = —— , 1w -s— jt • Ans. D iscontinuités a t* = —2 , - 1 , 0, 2. 58. y = tan — .
* ( * + l ) ( * 2 — 4) 9 x
2 2 2
Ans. Discontinuities at * = 0 and * = ± — , ± 3 — , ± rx— r - r r - , . . . .
3X dJl \2n + 1)JT

39. Find the points of discontinuity of the function y = 1 + 2 * and construct


the graph of tnis function. Ans. Discontinuity at x = 0 ( y — ►+ » as x —>>0+ 0,
y — 1 as x —>>0 — 0 ).
60. From among the following infinitesimals (as x —>>0): x2, \ x ( 1— jc), sin 3*,
2x cos x { / tan2 x, xe2x, select infinitesimals of the same order as x, and also of
higher and lower order than x. Ans. Infinitesimals of the same order as x are
sin 3x and xe2x; infinitesimals of higher order than x, x2 and 2 * c o s * j / t a n 2*,
infinitesimals of lower order than *, Ÿ x ( \ — x).
64 Ch. 2. Limit. Continua y of a Function

61. Choose from among the same infinitesimals (as x — >-0) such that are
équivalent to the infinitésimal x : 2 sin x, ~ - t a n 2 *, x —3x2t Ÿ 2 *2+ * 3, ln (l+ * ),

j^ + îï*4. Ans. — tan 2 *, x — 3x2, l n ( l + * ) .

62. Check to see that as x —►1, the infinitesimals 1— Jt and 1— j/^ x areof
1 _x
the same order. Are they équivalent? Ans. lim -------- — = 3; hence, these infi-
i - / l
nitesimals are of the same order, but they are not équivalent.
CHAPTER 3

DERIVATIVE AND DIFFERENTIAL

3.1 VELOCITY OF MOTION


Let us consider the rectilinear motion of some solid, say a stone,
thrown vertically upwards, or the motion of a piston in the cylin-
der of an engine, etc. Idealizing the situation and disregarding
dimensions and shapes, we shall always represent such a body in
the form of a moving point Af. The distance s of
the moving point reckoned from some initial position
Af0 will dépend on the time t\ in other words, s will
be a function of time t:

At some instant of tim e ”1 t, let the moving point f)


Af be at a distance s from the initial position Af0, VM
and at some later instant / + A/ let the point be at °
Af1( a distance s + As from the initial position (Fig. 57).
Thus, during the interval of time At the distance s Fi§- 57
changed by the quantity As. In such cases, one says
that during the time At the quantity s received an incrément As.
As
Let us consider the ratio ; it gives us the average velocity
of motion of the point during the time At:
( 2)

The average velocity cannot in ail cases give an exact picture


of the rate of translation of the point Af at time t. If, for example,
the body moved very fast at the beginning of the interval At and
very slow at the end, the average velocity obviously cannot reflect
these peculiarities in the motion of the point and give us à correct
idea of the true velocity of motion at time t. In order to express
more precisely this true velocity in terms of the average velocity,
one has to take a smaller interval of time At. The most complété
description of the rate of motion of the point at time t is given

* Here and henceforward we shall dénoté the spécifie value of a variable


and the variable itself by the same letter.
r. 2081
66 Ch. 3. Dérivative and Difjerential

by the limit which the average velocity approaches as At —►O.


This limit is called the rate of motion at a given instant:

Thus, the rate (velocity) of motion at a given instant is the


limit of the ratio of incrément in path As to incrément in time
A/, as the time incrément approaches zéro.
Let us write équation (3) in full. Since
As = f( t + A t ) - f ( t ) ,
it follows that
(3')

This is the velocity of nonuniform motion. It is thus obvious


that the notion of velocity of nonuniform motion is intimately
related to the concept of a limit. It is only with the aid of the
limit concept that we can détermine the velocity of nonuniform
motion.
From formula (3') it follows that v is independent of the incré­
ment in time A/, but dépends on the value of t and the type of
function /(/).
Example. Find the velocity of uniformly accelerated motion at an arbitrary
time t and at t — 2 sec if the relation of the path traversed to the time is
expressed by the formula

s= T §t*
Solution. At time t we hâve s = -^-g/2; at time / + A/ we get

S+AS= i - fir(/+A 0 2 = ÿ^(< 1!+ 2/ A/+A/*)


We find As:

g t M + — « A/2
As

By définition we hav.

Thus, the velocity at an arbitrary time t is v = g t.


At t = 2 we hâve (v)t= i = g-2 = 9 .8 -2 = 19.6 m/sec.
3.2 The Définition of a Dérivative 67

3.2 THE DEFINITION OF A DERIVATIVE


Let there be a function
9 = f(x) (1)
defined in a certain interval. The function y = f(x) has a definite
value for each value of the argument x in this interval.
Let the argument x receive a certain incrément Ax (it is imma-
terial whether it is positive or négative). Then the function y will
receive a certain incrément Ay. Thus, for the value of the argu­
ment x we will hâve y — f(x), for the value of the argument
jr+ A xw e will hâve y-\-A y= f(x + Ax).
Let us find the incrément of the function Ay:
Ay = f( x + Ax)— f(x) (2)
Forming the ratio of the incrément of the function to the incré­
ment of the argument, we get
Ay_/(x+A*)—f(x) /q\

We then find the limit of this ratio as Ax—►O. If this limit


exists, it is called the dérivative of the given function /(x) and is
denoted f'(x). Thus, by définition,
f (x) = lim ^
A x-*0
or
/'(x ) = lim /(x+ AAxx)-f(x) (4)
A x-* 0

Consequently, the dérivative of a given function y = f(x) with


respect to the argument x is the limit of the ratio of the incré­
ment in the function Ay to the incrément in the argument Ax,
when the latter approaches zéro in arbitrary fashion.
It will be noted that in the general case, the dérivative f ' (x)
has a definite value for each value of x, which means that the
dérivative is also a function of x.
The désignation /' (x) is not the only one used for a dérivative.
Alternative symbols are
y«' * yxf
u" &fa
The spécifie value of the dérivative for x = a is denoted f'(a) or
y ' \x -a ’
The operation of finding the dérivative of a function f(x) is
called différentiation of the function.
68 Ch. 3. Derivaiive and Differcntial

Example 1 . Given the function y = x2, find its derivative y f:


( 1) at an arbitrary point x,
(2) at x = 3.
Solution. (1) For the value of the argument x , we hâve y = x2. When the
value of the argument is x + Ax, we hâve y - f Ay = (x + Ax)2.
Find the incrément of the function:
Ay = (x + Ax)2 —x2 = 2xAx+ (Ax)2

Forming the ratio


Ay , we hâve
Ax
Ay 2xA x+(A x )2
—2 x + A x
Ax Âx

Passing to the limit, we get the derivative of the given function:

y' = lim ^r~= lim (2x + Ax) = 2x


A* -►o Ax a* -►o

Hence, the derivative of the function y = x2 at an arbitrary point is y ' — 2 x.


(2) When x = 3 we hâve
y ' U =3 = 2-3 = 6
Example 2. «/ = — ; find y .
Solution. Reasoning as before, we get
1
y
y + & y = x + Ax*
x
A__ 1 1 x — x — Ax_ Ax
x + Ax x x.(x + Ax) ~~~ ~""x(x+Ax) ’
Ay ^ 1
Ax x (x + A x )’

y’= lim lim \ ----- \ ■ 1= — \


a x - j- o Ax A* _ * 0 L * (*+ A x)J x2

Note. In the preceding section it was established that if the


dependence upon time t of the distance s of a moving point is
expressed by the formula
s= /(0
the velocity v at time t is expressed by the formula
f(t + A t) - f ( t)
v — lim 4t
At
= lim At
Al ai ■
Hence
o= s ;= r (0
or, the velocity is equal to the derivative f of the distance with
respect to the time.
* When we say “the derivative with respect to x” or “the derivative with
respect to / ” we mean that in computing the derivative we consider the va­
riable x (or the time t , etc.) the argument (independent variable).
3.3 Géométrie Meaning of the Dérivative 69

3.3 GEOMETRIC MEANING OF THE DERIVATIVE


We approached the notion of a dérivative by regarding the
velocity of a moving body (point), that* is to say, by proceeding
from mechanical concepts. We shall now give a no less important
géométrie interprétation of the dérivative. To do this we must
first define a tangent line to a curve at a given point.
We take a curve with a fixed point Af0 on it. Taking a point
M, on the curve we draw the sécant M0M, (Fig. 58). If the point
Al, approaches the point Af0 without limit, the sécant M0M l will
occupy various positions M0M[, M 0A^, and so on.

Fig. 58 Fig. 59

If, in the unbounded approach of the point Aft (along the curve)
to the point Mu from either si de, the sécant tends to occupy the
position of a definite straight line M0T, this line is called the
tangent to the curve at the point Af„ (the concept “tends to
occupy” will be explained later on).
Let us consider the function f (x) and the correspondis curve
» = f(x)
in a rectangular coordinate System (Fig. 59). At a certain value
of x the function has the value y = f (x). Corresponding to these values
of x and y on the curve we hâve the point M0(x, y). Let us increase
the argument x by Ax. Corresponding to the new value of the
argument, x + Ax, we hâve an increased value of the function,
y + Ay = f(x + Ax). The corresponding point on the curve will be
Af,(x + Ax, y+Ay). Draw the sécant Àf()Af, and dénoté by <p the
angle formed by the sécant and the positive x-axis. Form the
ratio From Fig. 59 it follows immediately that

( 1)
70 Ch. 3. Dérivative and Differential

Now if Ax approaches zéro, the point M, will move along the


curve always approaching Af„. The sécant will turn about
M0 and the angle cp will change with Ax. If as Ax—>-0 the angle <p
approaches a certain limit a, the straight
line passing through M„ and forming an
angle a with the positive x-axis will be
the sought-for tangent line. It is easy to
find its slope:
tan a = lim tan cp = lim t ^ = / '( x)
S x-+ 0 S x -* 0 a x

Hence,
/' (x) = tan a (2)
which means that the value of the déri­
vative f' (x), for a giveti value of the ar-
gument x, is equal to the tangent of the angle formed with the
positive x-axis by the line tangent to the graph of the function
f(x) at the correspotiding point M0(x,y).
Example. Find the tangents of the angles of inclination of the tangent line
to the curve y — x 2 at the points Af, (— 1 , 1) (Fig. 60).
Solution. On the basis of Example 1, Sec. 3.2, we hâve y ’ = 2x; hence,

ta n a , = y ' \ i = 1, ta n a 2 = i/'
r~

3.4 DIFFERENTIABILITY OF FUNCTIONS


Définition. If the function
y = f(x) ( 1)

has a dérivative at the point x = x0, that is, if there exists


lim Ay = | im /(Xn+ Ax) —/(*„)
Ax Ax ( 2)
Ax

we say that for the given value x = x0 the function is différentiable


or (which is the same thing) has a dérivative.
If a function is différentiable at every point of some interval
[a, b] or (a, b), we say that it is différentiable over the interval.
Theorem. If a function y —f(x) is différentiable at some point
x — x0, it is continuous at that point.
Indeed, if
I:_ Ay c, , ,
3.4 Different iability of Functions 71

then
^ = /'( * o ) + Y .

where y is a quantity that approaches zéro as Ax -*■0. But then


Ay = f (*0)Ax + yAx
whence it follows that Ay-+0 as Ajc->0; and this means that
the function f (x) is continuous at the point x„ (see Sec. 2.9).
In other words. a function cannot hâve a dérivative at points
of discontinuity. The converse is not true; from the fact that at
some point x — x0 the function y —f(x) is continuous, it does not
yet follow that it is différentiable at that point: the function
f(x) may not hâve a dérivative at the point x0. To convince our-
selves of this, let us examine several cases.
Example I. A function f (x) is defined on an interval [0, 2] as follows (see
Fig. 61):
f(x) = x w h en O < x< I,
f(x) = 2x— i when 1 < j c < 2

At x = \ the function has no dérivative, although it is continuous at this point.


Indeed, when Ax > 0 we hâve
llm lim I 2 ( l + ^ ) - l ] - [ 2 - . - l j = 2Ax = 2
Ax->0 Ax Ajc-*>0 &X-+Q Ax

when Ax < 0 we get

lim
/(1 + A x )-/(1 )
lim
(1 + Ax)— 1 ii Ax ,
lim — = 1
A*-»o Ax Ajc-^0 Ax AX 0 Ax

Thus, this limit dépends on the sign of Ax, and this means that the function
has no dérivative* at the point x = l . Geometrically, this is in accord with
the fact that at the point x = I the given “curve” does not hâve a definite tan­
gent line.
Now the continuity of the function at the point x = l follows from the fact
that
Ay = Ax when Ax < 0,
Ay = 2Ax when Ax > 0

and, therefore, in both cases A y -> 0 as Ax 0.

* The définition of a dérivative requires that the ratio ~ should (as Ax-*0)
npproach one and the same limit regardless of the way in which Ax approaches
zéro.
72 Ch, 3. Dérivative and Differential

Example 2 . A function y = [ / x, the graph of which is shown in Fig. 62,


is defined and continuons for ail values of the independent variable.
Let us try to find out whether this function has a dérivative at x = 0; to
do this, we find the values of the function at x = 0 and at x = 0 + Ax: a tx = 0
we hâve y = 0. at x = 0 + Ax we hâve y + Ay = ’j /A x .

Therefore,
Ay = i / X x

Find the limit of the ratio of the incrément of the function to the incre-
ment of the argument:

lim
Ay lim
VT* lim ■ 1___= -foo
A x -0 Ax Ax- o Ax Ax2

Thus, the ratio of the incrément of the function to the incrément of the argu­
ment at the point x = 0 approaches infinity as Ax 0 (hence there is no limit).
Consequently, this function is not différentiable at the point x = 0. The tangent
Tl
to the curve at this point forms, with the x-axis, an angle , which means
that it coincides with the y-axis.

3.5 THE DERIVATIVE OF THE FUNCTIONy = x n, n A POSITIVE INTEGER

To find the dérivative of a given function y = f(x), it is neces-


sary to carry out the following operations (on the basis of the
general définition of a dérivative):
(1) increase the argument x by Ax, calculate the increased
value of the function:
y + Ay = f(x + Ax)

(2 ) find the corresponding incrément in the function:


Ay = f { x + Ax)— f(x)
3.5 The Dérivâtwe of y = xn, n a Positive Integer 73

(3) îorm the ratio of the incrément in the function to the in­
crément in the argument:
_f (*+A.*)—
Aÿ_ / (t)
A*- A*

(4) find the limit of this ratio as A* -> 0:

â * -0 A *-0 ÛAC
Here and in the following sections, we shall apply this general
method for evaluating the dérivatives of certain elementary func-
tions.
Theorem. The dérivative of the function y = xn, where n is a
positive integer, is equal to nxn~1; that is,
if y = xn, then y' — nx"~1 (I)
Proof. We hâve the function
y = xn
(1) If x receives an incrément Ax, then
y + Ay = (x + Ax)n
(2 ) Applying Newton’s binomial theorem, we get
Ay = (* + Ax)n—xn =
= x n + j X n- 1Ax + n{" ~ l)xn- 2(Ax)i + . .. +(Ax)n—xn
or
Ay = nxtt~l Ax+ /l(|t~ l) xn~2 (A*)* + . . . + ( Ax)n
(3) We find the ratio
^ - nx"-1+ n l)-xn~ 8 A x + . . . +{Ax)n~1

(4) Then we find the limit of this ratio:


y' = lim ^

: lim f nx‘ »+ I)xn- ;i A x + . . . + (A*)n-1j = nx


L
consequently, y ' = n x n~l, and the theorem is proved.
Example 1. y = xb, y' = 5x6 “ 1 = 5jc4.
Example 2 . y = x, y ' = lx 1" 1, y ' = 1. The latter resuit has a simple géo­
métrie interprétation: the tangent to the straight line y = x for any value of
74 Ch. 3. Dérivative and Differential

x coïncides with this line and, consequently, forms with the positive jc-axis an
angle, whose tangent is 1 .
Note that formula (I) also holds true when n is fractional or
négative. (This will be proved in Sec. 3.12).
Example 3. y = Y x .
Let us represent the function in the form of a power:
l

Then by formula (I), taking into considération what we hâve just said, we get

' 1 T"1
y = y x
or

y'= —
y 2 Vx
Example 4. y = — .
xy x
Represent y in the form of a power function:
3

Then
3
2x2y x

3.6 DERIVATIVES OF THE FUNCTIONS


y = sin x, j/ = cosjc

Theorem 1. The dérivative of sinjc is cosjc, or


if y = sin jc, then y ' = cosjc. (il)
Proof. Increase the argument jc by A*; then
(1) y + Ay = sin(x + Ax);
/o \ - /
(2) a
Aÿ = sin (x. +A Ajc)
v •
— sinjc = o2 s in —!
jc + A j c — jc
—x----- cos JC+A JC +*
-0 —
n . A jc ( . A jc \
= 2 sin T . c o s U + T J ;
n . A jc ( , A jc A jc
2 sin — cos ( * + ~2
( , Ajc\
* * A jc

+~ 2 j ’
~2
sin —
(4) y ’ = lim — = lim - r ~ * ,im cos(x + ^ ) .
Ax-+o a x Ax-*o fil Ax-+o \ * J
3.7 Dérivatives of Some Expressions 75

But since

lim 1 •
Ax-+o

we get
y '= lim cos(x + ^ ) = COS JC
AX-+ 0 \ •'

This latter équation is obtained on the grounds that cosjc is a


continuous function.
Theorem 2. The dérivative of cosjc is — sin.c, or
if ^ = cosjc, theny’ = — sinjc. (III)
Proof. Increase the argument jc by A jc, then
y + Ay = cos (x + A*)
JC + Ax
Ay = cos (x + Ax)—cos x = —2 sin ' —sin *+A/ + *
0 . Ax . ( . Ajc\
= — 2 s i n- j - s m ^ + - 2- J
i A jc

A jc Ax ■sin (* + ^ )
T
Ajc
y’ = lim ^ | = lim - j r ~ sin (*+¥) (*+t)
A jc -* o a x A x-+ o
2

Taking into account the fact that sinjc is a continuous function,


we finally get
y' = — s i n jc

3.7 DERIVATIVES OF:


A CONSTANT, THE PRODUCT OF A CONSTANT BY A FUNCTION,
A SUM, A PRODUCT, AND A QUOTIENT
Theorem 1. The dérivative of a constant is equal to zéro; that is,
if y — C, where C = const, then y' = 0 . (IV)
Proof. y = C is a function of jc such that the values of it are
equal to C for ail x.
Hence, for any value of jc,
y = f{x) = C
76 Ch. 3. Dérivative and Differential

We increase the argument x by Ax (Ax=^0). Since the function y


retains the value C for ail values of the argument, we hâve
y + Ay = f ( x + Ax) = C
Therefore, the incrément of the function is
Ay = f (x + Ax)— f(x) = 0
the ratio of the incrément of the function to the incrément of the
argument

and, consequently,
y '= Km =0
Ax 0 ax
that is,
y' = o
The latter resuit has a simple géométrie interprétation. The
graph of the function # = C is a straight line parallel to the x-axis.
Obviously, the tangent to the graph at any one of its points
coïncides with this straight line and, therefore, forms with the
x-axis an angle whose tangent y' is zéro.
Theorem 2 . A constant factor may be taken outside the dériva­
tive sign, i.e.,
if y = Cu(x) (C —const), then y' = Cu' (x). (V)
Proof. Reasoning as in the proof of the preceding theorem, we
hâve
y = Cu (x)
y + Ay = Cu(x + Ax)
Ay = Cu (x-(- Ax)—Cu (x) = C [u (x +Ax) — u (x)]
Ay _r u (x + At) — u {x)
Â*~"ü Âv
U [X + ôiX) — U (X)
y’ lim ^ r ~ C lim Ax
i.e., y =Cu' (x)
A x ->■ 0 a x A x -t-0

Example 1. y = 3-

3 a
, = 3 (TL y = 3 G - i y = 3 ( - i > 2X
or
3
2x V J
3.7 Dérivatives of Sottie Expressions 77

Theorem 3. The dérivative of the sum of a finite number of diffé­


rentiable functions is equal to the corresponding sum of the dériva­
tives of these functions. * ,
For the case of three terms, for example, we hâve
y = u(x) + v(x) + w(x), y' = u’ (x)+v' (x) + w'(x) (VI)

Proof. For the values of the argument x


y=u+v+w

(for the sake of brevity we drop the argument x in denoting the


function).
For the value of the argument x + Ax we hâve
y + Ay = (u + Au) + (v + Au) + (w + Aw)

where Ay, Au, Aty and Aw are incréments of the functions y, u,


v and w, which correspond to the incrément Ax in the argument
x. Hence,
* , A
a
Ay = Aa u -t Av + Aw, - = -4u +, -i o +. —4»

Ay Aw
yf = A*lim
-►0 Ax lim
AA
T Ax A*lim
-► 0 li,n 0 Âx
Ajc

or
y’ = u' (x)+v' (x) + w’ (x)
1
bxample 2 . y = 3x4
VT
1
= 3-4^
and so
y' = \2x*

Theorem 4. The dérivative of a product of two différentiable


functions is equal to the product of the dérivative of the first fun­
ction by the second function plus the product of the first function
by the dérivative of the second function; that is,
if y = wo, then y' = u'v + uv’. (VII)

* The expression y = u (x )— (jc) is équivalent to y = u (x )-\-(— l)u (x) and


V' = [ « ( * ) + ( — >) v (x)]' = u' ( * ) + [ — v (*)l' = u' (x)—v' (x).
78 Ch. 3. Dérivative and Differential

Proof. Reasoning as in the proof of the preceding theorem, we


get
y = uv
y + Ay = (u + Au) (v + At>)
A y —-(u + Au) (o + Av)— uv = Auv + u Av + Au Av
ày Au . Av . A Au
Ax = â ï ü + m^ + AwAx
y ' — lim lim x~ y +1 Alim
A * -n A *
u ^ 4 - lim Au ^Ax-
r^n Ajc A«.^ n
Ax- Ax - Ax -

= L ^ ) v+u V m, ^Ax +
Ax - litnAu lim^
Ax Ax - Ax
(since u and v are independent of Ax).
Let us consider the last term on the right-hand side:
lim Au lim -r-
A x -> 0 A x -►0

Since u(x) is a différentiable function, it is continuous. Conse-


quently, lim Au = 0. Also,
A x-+ 0
i• Au
lim -r~ = v , =7^00
.
A* -* 0
Thus, the term under considération is zéro and we finally get
y' = u’v-\-uv’
The theorem just proved readily gives us the rule for differentiating
the product of any number of functions.
Thus, if we hâve a product of three functions
y = uvw
then, by representing the right-hand side as the product of u and
(vw), we get y' — u’ (vw) -ÿ-u (vw)' — u’vw-\-u (v'w + vw') = u’vw-\-
+ uv'w + uvw'.
In this way we can obtain a similar formula for the dérivative
of the product of any (finite) number of functions. Namely, if
y = u lut . . . then
y — utu2 • • un- xun uxu2 . . . un_xun-\-. . . -)-UjMj . . . un_xun
Example 3. If y = x2 sin x, then
y ' = (x2)' sin x + x2 (sin x)' = 2x sin * + * 2 cos x
Example 4. If y — V T sin x cos x, then
y' = ( V x ) ’ sin x c o s x + Ÿ~x (sin x)' coax + V T sin x(cos x)’
= — 7= sin x cos x + V T cos x cos * + V T sin x (— sin x)
2 VT
= — — sin x c o s x + V T (cos2 x — sin 2 x ) = S-n-^*4 - V T cos 2x
2 Yx 4 VT
?.7 Dérivatives of Sortie Expressions 79

Theorem 5. The dérivative of a fraction (that is, the quotient


obtained by the division of two functions) is equal to a fraction
whose denominator is the square of th& denominator of the given
fraction, and the numeraior is the différence between the product of
the denominator by the dérivative of the numerator, and the pro­
duct of the numerator by the dérivative of the denominator; i.e.,
U u'v— uv'
if V ’
then y' ü5 (VIII)
Proof. If Ay. Au, and Au are incréments of the functions y, u,
and v, corresponding to the incrément Ax of the argument x, then
u-{-Au
y + by -- ’ v + Av
u + Au v Au— u Av
Ay = u + Av v v (t/ + Av)
v Au— u Av Au Av
V— u
Ay Ajc Ax Ax
Ax u(ü + Au) u (y + Av)
Au Av
-r-v —u — v lim £ * _ « lim ÈS.
Ax Ax Ax -» 0 Ax A x -►0 Ax
y ' = A*Km = lim0 v (v + Av) v lim (ü + Aü)
-► 0 a x Ax
Ax 0

Whence, noting that A v—►() as Ax 0, * we get


u'v— uv'
y'

Example 5. If y —----- - , then


cos x
, (x ^ 'c o s x —X3 (cos a:)'_3x2 cos x -f- x3 sin x
y ~ cos2x CO S* X

Note. If we hâve a function of the form

where the denominator C is a constant, then in differentiating


this function we do not need to use formula (VIII); it is better
to make use of formula (V):

Of course, the same resuit is obtained if formula (VIII) is applied.

•lim Ao = 0 since v(x) is a différentiable and, consequently, continuons


A x -►0
function.
80 Ch. 3. Dérivative and Differential

„ , _ ir COS X .|
Example 6 . If y = —— , then

, . / _ ( c o s *)#_ s\n x
y - 7 — — —

3.8 THE DERIVATIVE OF A LOGARITHMIC FUNCTION

Theorem. The dérivative of the functioti loga x is logae, that is,

if y = logajc, then y' = i- loga e (IX)


Proof. If Ay is an incrément in the function ^ = log a jc that
corresponds to the incrément Ajc in the argument jc, then
y “t- Ay = log a (jc Ajc)
à y = log . (* + Ax) — l0g„ X = loga “ ^ = log„ ( 1+
S .- L * (,+ Ü )
à x A* loga ^ * J
Multiply and divide by jc the expression on the right-hand side of
the latter équation:

Ay
We dénoté the quantity — by a. Obviously, a —>-0 for the
given x, and as Ajc—>-0. Consequently,

^ = 7 loga ( l + « ) “
But, as we know from Sec. 2.7,
i
lim (1 + a ) “ = e
a-* ao
But if the expression under the sign of the logarithm approaches
the number e, then the logarithm of this expression approaches
loga e (in virtue of the continuity of the logarithmic function).
We therefore finally get

y ’ = Axlim
-►0 X
a x7 = alim
-► 0 T
* log“( 1 + a ^ = T
x log«e

Noting that l°ga e = - j^ - , we can rewrite the formula as follows:


3.9 The Dérivative of a Composite Function 81

The following is an important particular case of this formula:


if a = e, then lna = l n e = l ; that is,
if y = ln x, then = —• (X)

3.9 THE DERIVATIVE OF A COMPOSITE FUNCTION


Given a composite function y = f(x), that is, such that it may
be represented in the following form:
y — F(u), u = <p(x)
or y = F [<p(x)] (see Sec. 1.8). In the expression y = F(u), u is
called the intermediate argument.
Let us establish a rule for difîerentiating composite functions.
Theorem. I f a function u = q>(x) has, at some point x, a dériva­
tive u* = tp'(x), and the function y = F(u) has, at the corresponditig
value of u, the dérivative y'u = F'(u), then the composite function
y = F[<p (x)} at the given point x also has a dérivative, which is
equal to
y ’x = F ’u (u) q>' (x)
where for u we must substitute the expression u = <p(x). Briefly,
y'x= y'uu’x
In other words, the dérivative of a composite function is equal to
the product of the dérivative of the given function with respect to
the intermediate argument u by the dérivative of the intermediate
argument with respect to x.
Proof. For a definite value of x we will hâve
« = <p(x), y = F (u)
For the increased value of the argument x + Ax,
« + Am = <p(x + Ax), y + Ay = F (u + Au)
Thus, to the incrément Ax there corresponds an incrément Au,
to which corresponds an incrément Ay, whereby Au—►O and
Ay —*-0 as Ax—►O. It is given that
lim Au = y u
-*■0
From this relation (taking advantage of the définition of a limit)
we get (for A u^O )
( 1)
i> 2081
82 Ch. 3. Dérivative and Differential

where a —►O as Au—«-0. We rewrite (1) as


Ay —y'uAu + a Au (2)
Equation (2) also holds true when Au = 0 for an arbitrary a,
since it turns into an identity, 0 = 0. For Au = 0 we shall assume
a = 0. Divide ail ternis of (2) by A*:
Ay i Au . A«
 I = ^  I + a ÀI <3>
It is given that
lim ^ = ux, lim a = 0
Ax -* 0 “ * Ax 0

Passing to the limit as Ax—>-0 in (3), we get


y'x=y'u“x (4)
Example 1. Given a function y = sin (x2). Find y x. Represent the given
function as a function of a function as follows:
y = sm u t u = x2
We find
y'u = cos u, ux = 2x
Hence, by formula (4),
y'x = y u U x = c o s u - 2 x

Replacing u by its expression, we finally get


y'x = 2jc cos (jc2)
Example 2 . Given the function y = (ln*)3. Find yx*
Represent this function as follows:
y — u3, u = \n x
We find
0« = 3u2, ux = ^

Hence,

y 'x = 'iu i -^-= 3 (ln *)* -i-

If a function y = f(x) is such that it may be represented in the


form
y =F( u ) , u = <p(u), v = ty(x)
the dérivative yx, is found by a successive application of the fore-
going theorem.
Apptying the proved rule, we hâve
y 'x = y'uUx
3.10 Dérivatives of y = tan x, y — c o tx , y = ln | X | 83

Applying the same theorem to find ux, we hâve

Substituting the expression of ux into the preceding équation,


we get
y'x = y'uU'vV’x (5)
or
y'x^F'u (v)
Example 3. Given the function y = s\n [(ln x)3). Find ifx. Represent the func-
tion as follows:
y = sinw, u = v3, v = ln x
We then find

• y ur = co su t uv' = 3v2,
O5 ' —
vx= ^

In this way, by formula (5 ), we get

y x = y u u'v v'x = 3 (cos u) v 2 ~


or, finally,

y'x —cos [(In x)3 l*3 (ln x)2 -i*

It is to be noted that the function considered is defined only for x > 0 .

3.10 DERIVATIVES OF THE FUNCTIONS j>:= ta n x ,


y = cotjc, .y = ln \ x \

Theorem 1. The dérivative of the function tan* is , i. e.,

*/ y = tan x, then y' = . (XI)


Proof. Since
_ sin x
V ~~ cos x

by the rule for differentiating a fraction [see formula (VIII),


Sec. 3.7] we get
, _ (sin x)' cos x — sin x (cos x)' __ cos x cos x — sin x (— sin x)
y cos2 x cos 2 x
_ cos 2 x + sin 2 x 1^
cos 2 x ~ cos2x
Theorem 2. The dérivative of the function cotx is — , i. e. y
1
if
84 Ch. 3. Dérivative and Difttrential

Proof. Since yv = sin x *


, we hâve
(cos x)' sin x — cos jc (sin x)’ — sin x sin x — cos x cos x
y sin* x sin 2 x
sin 2 * + cos 2 x _ I
sin 2 x ~~ sin 2 x
Example 1. If y = tan Y x, then
1 1______ 1
y =■ (VxY
cos2V x 2 Y x cos 2 Y x
Example 2 . If y = ln co t* , then
I 2
y' = —\ — (cot x)1= — — ( ------------- \
cotjc cotx \ sin 2 x J cos x sin x sin 2x

Theorem 3. The dérivative of the function ln \x \ (Fig. 63) is —, i. e.y


if t/ = ln|a:|,
(XIII)
then y ’ = — .

Proof. (a) If x > 0, then \x\ = x, ln | *[ = I n a n d therefore

(b) Let x < 0 . Then |x | = — x. But


ln | x | = ln (— x)
(lt will be noted that if x < 0 , then — x > 0.) Let us represent
the function i/ = ln(— x) as a composite function by putting
y — ln u, u — — x
Then
yx=y'uU x= --i— i ) = ~ ( — 1) = 4 -
And so for négative values of x we also hâve the équation

Hence, formula (XIII) has been proved for any value of x=£ 0.
(For x = 0 the function ln |* | is not defined.)
3.II An Implicit Function and I ts Différentiation 85

3.11 AN IMPLICIT FUNCTION AND ITS DIFFERENTIATION


Let the values of two variables jc.and y be related by some
équation, which we can symbolize as follows:
F(x, y) = 0 (1)
If the function y = f{x), defined on some interval (a, b), is
such that équation ( 1) becomes an identity in x when the expres­
sion f(x) is substituted into it in place of y, the function y = f(x)
is an implicit function defined by équation ( 1).

For example, the équation


x2+ y*— a* = 0 ( 2)
defines implicitly the following elementary functions (Figs. 64
and 65): _____
y = V"a2—x2 (3)
y = — V a 2— x2 (4)
Indeed, substitution into équation (2) yields the identity
x2+ (a?—xa)—a2= 0
Expressions (3) and (4) were obtained by solving équation (2)
for y. But not every implicitly defined function may be represented
explicitly, that is, in the form y = f(x),* where f(x) is an ele­
mentary function.
For instance, functions defined by the équations
y®—y —x2= 0
or
y —x — sin {/ = 0

are not expressible in terms of elementary functions; that is, these


équations cannot be solved for y.

* If a function is defined by an équation of the form y = f(x ), one says


that the function is defined explicitly or is explicit.
86 Ch. 3. Dérivative and Differeritial

Note 1. Observe that the ternis “explicit function” and “implicit


function” do not characterize the nature of the function but merely
the way it is defined. Every explicit function y = f(x) may also
be represented as an implicit function y —f(x) = 0 .
We shall now give the rule for finding the dérivative of an
implicit function without transforming it into an explicit one,
that is, without representing it in the form y = f(x).
Assume the function is defined by the équation
x2+ y*— a* = 0
Here, if y is a function of x defined by this équation, then the
équation is an identity.
Differentiating both sides of this identity with respect to x, and
regarding y as a function of x, we get (via the rule for differen­
tiating a composite function)
2x -f- 2yy’ — 0
whence

Observe that if we were to differentiate the corresponding exp­


licit function
y —Y a?—x 2
we would obtain

which is the same resuit.


Let us consider another case of an implicit function y of x:
y*— y —xt = 0
Differentiate with respect to x:
6 yhy '—y' — 2x = 0
whence

Note 2 . From the foregoing examples it follows that to find the


value of the dérivative of an implicit function for a given value
of the argument x, one also has to know the value of the func­
tion y for the given value of x.
3.12 Dérivatives of Power and Exponential Functions 87

3.12 DERIVATIVES OF A POWER FUNCTION FOR AN ARBITRARY


REAL EXPONENT, OF A GENERAL EXPONENTIAL FUNCTION,
AND OF A COMPOSITE EXPONENflAL FUNCTION
Theorem 1. The dérivative of the function xn, where n is any
real number, is equal to nxn~x; that is,
if y = x n, then y' = n xn~1. (I')
Proof. Let x > 0 . Taking logarithms of this function, we get
lny = n ln*
Differentiate, with respect to*, bothsidesof the équation obtained,
taking y to be a function of *:
y’ 1 , 1

y
= n —, y =yn
x ’ v v x

Substituting into this équation the value y —xf, we finally get
y ’ = nxn~l
It is easy to show that this formula holds true also for * < 0
provided x" is meaningful. *
Theorem 2. The dérivative of the function ax, where a > 0, is
a“ ln a; that is,
if y = ax, then y ' = a x \na. (XIV)
Proof. Taking logarithms of the équation y = ax, we get
ln y —x lna
Differentiate the équation obtained regarding y as a function of x:
— y' = lna, y’^ y ln a
y
or
y' = a x \na
If the base is a = ey then lne = 1 and we hâve the formula
y = ex, y —ex (XIV')
Example I. Given the function
y = ex*
Rcprcsent it as a composite function by introducing the intermediate argu­
ment u:
y = eu, u = x2
lhen
yu = eu, ux = 2x
* This formula was prcved in Sec. 3.5, for the case when n is a positive
integer. Formula (1) has now been proved for the general case (for any constant
number n).
88 Ch. 3. Derivaiive and Differential

and, therefore,
y'x = eu- 2 x = e*l - 2 x

A composite exponential function is a function in which both


the base and the exponent are functions of x, for instance, (sinx)*2,
xUnJ<, x*, (lnx)*; generally, any function of the form
ÿ = [u (x)]v{x) = uv
is a composite exponential function.*
Theorem 3.
If y — uv, then y' — vuv~l u'-\-uvv' \nu. (XV)
Proof. Taking logarithms of the function y , we hâve
\ny = v \ n u
Differentiating the résultant équation with respect to x, we get
l , 1 , , , -
—y
y v = v u— u -f
' u ln u
whence
a ( wT T v ,n u )
Substituting into this équation the expression y = uv, we obtain
y' = u«®-1 u' + uvv' ln u
Thus, the dérivative of a composite exponential function consists
of two terms: the first term is obtained by assuming, when diffe­
rentiating, that u is a function of x and u is a constant (that is
to say, if we regard uv as a power function); the second term is
obtained on the assumption that u is a function of x, and u = const
(i. e., if we regard uv as an exponential function).
Exantple 2. If y = xx, then y' = xxx ~ l (x') + x* (x') ln x or
y' = xx + xx ln x = xx (1 + ln x)

Example 3. If y = (sinx)**, then


y' = (sin je)*2- 1 (sin *)' + (sin x)** (x2)' In sin x
= x2 (sin x )*2 - 1 cos x + (sin x)'*2 2 x In sin x
The procedure applied in this section for finding dérivatives
(first finding the dérivative of the logarithm of the given function)
is widely used in differentiating functions. Very often the use of
this method greatly simplifies calculations.

* ln the Soviet mathematical literature this function is also called an expo-


nential-power function or a power-exponential function.
3.13 An Inverse Function and Its Différentiation 89

Example 4. Find the dérivative of the function


(* + i )2
y (* + 4 f e *
Solution. Taking logarithms we get
1
ln i/ = 2 ln ( j t + l ) - f - y ln (* — H — 3 ln (x+4) — x

Differentiate both sides of this équation:


y' 2 . 1 -1
x -\-1 1 2 (x — 1) x+ 4
Multiplying by y and substituting, in place of y, the expression
/7 = T.. WCget
(x + 4 )3 ex
( * + l )2 V T - T 1
y = -1
(jc H- 4)3 e* [jc + 1 1 2 (jc— 1 ) x+4

Note. The expression y = (Int/)', which is the dérivative, with


respect to x, oî the natural logarithm of the given function y = y{x),
is called the logarithmic dérivative.

3.13 AN INVERSE FUNCTION AND ITS DIFFERENTIATION


Take an increasing or decreasing function (Fig. 6 6 )
y = f(x) ( 1)
defined in some interval (a, b) (a < b ) (see Sec. 1.6). Let f(a) = c,
f(b) = d. For definiteness we shall henceforward consider an
increasing function.
Let us consider two different values x1 and xt in the interval
(a, b). From the définition of an increasing function it follows that
if xt < x2 and y1= / (jcx), & = f (*„),
then y ^ < y %. Hence, to two diffe­
rent values xx and x2 there corre­
spond two different values of the
function, yt and y2. The converse
is also true: if t/, < t/2, t/, = / (xx),
and y2= f ( x t), then from the défi­
nition of an increasing function it
follows that xx < x2. Thus, a one-
to-one correspondence is establish-
ed between the values of x and
the corresponding values of y.
Regarding these values of y as values of the argument and the
values of x as values of the function, we get x as a function of y:
* = <P{y) (2)
90 Ch. 3. Dérivative and Differential

This îunction is called the inverse function of y = f(x). It is obvi-


ous too that the function y = f{x) is the inverse of x = <p(y). With
similar reasoning it is possible to prove that a decreasing function
also has an inverse.
Note 1. We state, without proof, that if an increasing (or de­
creasing) function y = f(x) is continuous on an interval [a, b], where
f (a) = c, f (b) = d, then the inverse function is defined and is con­
tinuous on the interval [c, d].
Example 1. Given the function y = x 3. This function is increasing on the
infinité interval — ao < x < + oo; it has an inverse function x = p ' ry (Fig. 67).

It will be noted that the inverse function x = y(y) is found by


solving the équation y = f(x) for x.
Example 2 . Given the function y = ex . This function is increasing on the
infinité interval — oo < x < - \ - o o . It has an inverse x = ln y. The domain of
définition of the inverse function is 0 < y < + o o (Fig. 6 8 ).

Note 2 . If the function y = f(x) is neither increasing nor decreas­


ing on a certain interval, it can hâve several inverse functions. *
Example 3. The function y = x2 isdefined on an infinité interval
— oo< x< + oo. It is neither increasing nor decreasing and does not hâve
an inverse function. If we consider the interval < + o o , then the function
here is increasing and x = ÿ~y is its inverse. But in the interval — oo < x < 0
the function is decreasing and its inverse is x = — V y (Fig. 69).

Note 3. If the functions y = f(x) and x = <p(y)are inverses of


each other, their graphs are represented by a single curve. But if

* Let it be noted once again that when speaking of y as a function of x we


hâve in mind that y is a single-valued function of x.
3.13 An Inverse Function and lis Différentiation 91

we again dénoté the argument of the inverse function by x, and


the function by y, and then construct them in a single coordinate
System, we will get two different graphs.
It will readily be seen that the graphs will
be symmetric about the bisector of the first
quadrantal angle.
Example 4. Fig. 68 gives the graphs of the function
y - ex (or x = \ n y ) and its inverse y = Inx, which
are considered in Example 2.
Let us now prove a theorem that permits
finding the dérivative of a function y = f(x)
if we know the dérivative of the inverse
function.
Theorem. I f for the function
y=f(x) (i)

there exists an inverse function


*=<p (y) (2)
which at the point under considération y has a nonzero dérivative
«p' (y), then at the corresponding point x the function y = f(x) has
a dérivative f (x) equal to — ; that is, the following formula
is true:
(* v i)

Thus, the dérivative of one of two inverse functions is equal to


unity divided by the dérivative of the second function for corre­
sponding values of x and y. *
Proof. Take the incrément Ay. Then, by (2), we hâve
Ax = y ( y + A y ) — (?(y)
Since <p(y) is a monotonie function, it follows that A x ^ O . We
write the identity
Ay _ J _
A* Ax (3)
Ay
* When we write f' (x) or yx we regard x as the independent variable when
rvaluating the dérivative; but when we write q/ (y) or Xu we assume that y is
ihe independent variabie when evaluating the dérivative, it should be noted that
•fter differentiating with respect to y , as indicated on the right side of formula
( X V I ) , / ( jc) must be substituted for y.
92 Ch. 3. Dérivative and Differential

Since the function q>(y) is continuous, then Ax —>-0 as Ay —*-0.


Passing to the limit as A y —*-0 in both members of (3), we get
y ’x = —T- or f' (x) = —7-r\
Xy 1 ' 9 (y)
In other words, we obtain formula XVI.
Note. If one takes advantage of the theorem on differentiating
a composite function, then formula XVI may be obtained in the
following manner.
Differentiate both members of (2) with
respect to x, taking y to be a function
of x. This yields 1 = <p' (y) y ’x, whence
yx-
9 ' (y)
The resuit obtained is clearly illustrated
geometrically. Consider the graph of the
function </ = /(*) (Fig. 70). This curve
will also be the graph of the function
x = y (y), where x is now regarded as the
function and y as the independent variab­
le. Take some point Af (x, y) on this curve.
Draw a tangent to the curve at this point. Dénoté by a and p the
angles formed by the given tangent and the positive x- and ^-axes.
On the basis of the results of Sec. 3.3 concerning the geometrical
meaning of a dérivative we hâve
/' (x) = tan a ^
(4 )
q>' (y) = tan p j
From Fig. 70 it follows directly that if a < - y , then P = y —a .
But if a > - ^ - , then, as is readily seen, P = 4p—ex. Hence, in
any case tan P = cota, whence ta n a ta n p = ta n a c o ta = 1, or
ta n a = ^ - jj. Substituting the expressions for tan a and tanp from
formula (4), we get
i
<p' (y)

3.14 INVERSE TRIGONOMETRIC FUNCTIONS


AND THEIR DIFFERENTIATION

(1) The function ÿ =arcsin x;.


Let us consider the function
x: = sin^ ( 1)
3.14 Inverse Trigonométrie Functions 93

and construct its graph by directing the ÿ-axis vertically upwards


(Fig. 71). This function is defined in the infinité interval —oo<
+ Over the interval—4y ^ ^ If ’ the function x: = sin«/
is increasing and its values fill the in­
terval — I ^ j c ^ I . For this reason, the
function x — sm y has an inverse which
is denoted by
y = arcsin x *
This function is defined on the interval
—1 1, and its values fill the in-
tcrv al— ^ig.
graph of y = arcsin x is shown by the
heavy line.
Theorem 1. The dérivative of the fun­
1
ction arcsin x: is equal to i. e.,

if y = arcsin x, then y' = —-- (XVII)


y i —x*
Proof. On the basis of (1) \ve hâve
x’y = cos y
By the rule for differentiating an inverse function,
,_ I 1
yx ~ Xy ~ cos y
but
cos y = V 1— sin2y = V 1— x2
therefore,
l
yx-
V i —*2
The sign in front of the radical is plus because the function
y ^arcsinx: takes on values in the interval — and,
consequently, c o sy ^ O .
Example 1. y — arcsin ex,
1 P*
y' = ->■■■■■?■■■■■■■■ (e*y= _f__zrr
V l - ( e *)2 j A - e 2*

* 11 may be noted that the familiar équation y== Arcsin x o i trigonometry is


jinother way of writing (1). Here (for a given x) y dénotés the set of values of
angles whose sine is equal to x.
94 Ch. 3 . Dérivative and Differential

Example 2. y = ^ a r c s in — ^ .
1 — 2Oarcsin--------
• 1 —1..
y' = 2 arcsin
(t)’- X X Y X* — 1
V - i
(2) The function # = arccos*.
As before, we consider the function
x = cos ÿ (2 )
and construct its graph with the «/-axis ex-
tending upwards (Fig. 72). This function is
defined on the infinité interval — oo <
i / < + o o . On the interval O ^ y ^ n , the
function x = cos y is decreasing and has an
inverse that we dénoté
y = arccos x
This function is defined on the interval
— 1 < * < 1 . The values of the function
fill the interval n ^ y ^ s O . In Fig. 72, the
function t/ = arccos* is depicted by the heavy line.
Theorem 2 . The dérivative of the function arccos x i s ------ ■
1 1 V l —x*’
i. e.,
if y = arccos x, theny' = — y ^ a. (XVIII)

Proof. From (2) we hâve


x'y = — sin y
Hence
1
yx= - = - sin y ]T 1 — cos* y

But cos j/ = x, and so


, i
y*~ y i —x*
In sint/ = ] / l —cos*ÿ the radical is taken with the plus sign,
since the function «/ = arccos x is defined on the interval 0 ^.y^.n
and, consequently, sin 0 ^ 0 .
Example 3. rccos (tan*),
, 1
y —----------- -- (tan x)w 1 - — 15—
V \ — tan2* Y I— tan*xc°s*x
3 .1 4 Inverse T rigon om étrie Functions 95

(3) The function ÿ = arctan jc .


We consider the function
jc = tan y (3)
and construct its graph (Fig. 73).
This function is defined for ail values
of y except j/ = (2 /s + l) y (k = 0,
± 1 , ± 2 , ...) . On the interval
— Y < y < y the function x = tant/
is increasing and has an inverse:
y = arctan*
Th is function is defined on the
interval — oo < x < -f- oo. The va­
lues of the function fill the inter­
val— Y < y < Y - In Fig' 73>the Flg' 73
graph of the function i/ = arctan x is shown as a heavy line.
Theorem 3. The dérivative of the function arctan x is 1 “j~1X2 ; i. e.,

ify = arctan x, theny' = f q —z. (XIX)

Proof. From (3) we hâve


l
y cos
en»;2£y

Hence
âk = -V = COS2 y
Xu

but
COS2 y = sec25—y = t1t+ ; tan2
a
— s—
y

since tan y —x, we get, finally,


l
^ “ 1+ X*

Example 4. y = (arctan x)4,

y' = 4 (arctan x)3 (arctan x)f = 4 (arctan x)3 ~


1 -\-x

(4) The function */ = arccotjt.


96 Ch. 3. Dérivative and Differential

Consider the function


x = cot y (4)
This function is defined for ail values of y except y = kn(k = 0,
± 1 , ± 2 , ...) . The graph of this function is shown in Fig. 74.
On the interval 0 < y < n, the fun­
ction * = cot y is decreasing and has
an inverse:
y = arccot y
Consequently, this function is defi­
ned on the infinité interval — oo <
< x < + oo, and its values fill the in­
terval n > y > 0.
Theorem 4. The dérivative of the
function arccot x i s — ; i.e..

if y = arccot x, then y' =


(XX)
Proof. From (4) we hâve

sin*y
Hence
1 I
yx = sin2y = 1-f-cot2 y
But
cot y = x
Therefore
yx l+x*

3.15 BASIC DIFFERENTIATION FORMULAS


Let us now bring together into a single table ail the basic for­
mulas and rules of différentiation derived in the preceding sections.
y = const, y ' = 0
Power function:
y = x*, y '= a x * -1
particular instances:
1
y = V x, y ’
2 V x
1
f/ = T , y = — ■=f
3.15 Basic Différentiation Formulas 97

Trigonométrie functions:
ÿ = sin;t, y = cosx
y —cos*, y r —— sinx
y = tanx, y' COS2 X
1
1
y = cot x, y' -. sina x

Inverse trigonométrie functions:


1
y — arcsinx, y'
K l—*2
1
y = arccos x, y'
y i —x*
i
y = arctan x % y' = 1 + *a

y = arccot x, */' = —
Exponential function:
y = ax, y' — ax lna
in particular,
ÿ= «/'=«*
Logarithmic function:
l/ = logflx,
in particular,
ÿ = lnx, y' = y

General rules for différentiation:


y = Cu (je), y ’ = Cu' (x) (C = const)
y = u-f-o—w, y' = u '+ v '—w’
y = uv, y' — u'v+ u v'
U , u'v — uv‘
y= T> y = -ir -
y=fw, \
, . , M,I ».-/.<«>*.<*>
y — uv, y '= vuv~1u '+ uvu '\n u
If y = f(x), je = <p(y), where / and <p are inverse functions, then

f 'M = V î i ï ' where 0 = /(*)


7 2081
98 Ch. 3. Dérivative and Differential

3.16 PARAMETRIC REPRESENTATION OF A FUNCTION


Given two équations:
* = ? (< ) \
(i)
0 i
where t assumes values that lie in the interval [ r x, T,]. Toeach
value of t there correspond values of x and y (the functions <p
and oj) are assumed to be single-valued). If one regards the values
of x and y as coordinates of a point in a coordinate j«/-plane,
then to each value of t there will correspond a definite point in
the plane. And when t varies from 7 \ to T t, this point will de-
scribe a certain curve. Equations (1) are
called parametric équations of this curve,
t is the parameter, and parametric is
the way the curve is represented b y
équations (1).
Let us further assume that the fun-
ction x = <p(Ohas an inverse, <= fl)(x).
Then, obviously, y is a function of x;
ÿ= [<£(*)] (2)
Thus, équations (1) define y as a fiinc-
tion of x , and we sa y that the function
y of x is represented parametrically.
The explicit expression of the dependence of y on x, y = f(x),
is obtained by eliminating the parameter t from équations (1).
Parametric représentation of curves is widely used in mechanics.
If in the xy-plane there is a certain material point in motion and
if we know the laws of motion of the projections of this point on
the coordinate axes, then
* = <P(0 \
(1')
0 = ^ (0 I
where the parameter t is the time. Then équations (T) are para­
metric équations of the trajectory of the moving point. Elimina­
ting from these équations the parameter t, we get the équation of
the trajectory in the form y —f(x) or F (x, y) = 0. By way of il­
lustration, let us take the following problem.
Probleni. Détermine the trajectory and point of impact of a load dropped
from an airplane moving horizontally with a velocity u0 at an altitude y 0 (air
résistance is disregarded).
Solution. Taking a coordinate System as shown in Fig. 75, we assume that
the airplane drops the load at the instant it cuts the y-axis. It is obvious that
the horizontal translation of the load will be uniform and with constant velo­
city v0:
x=*vnt
3.17 The Equations of Some Curves in Parametric Form 99

Vertical displacement of the falling load due to the force of gravity will be
expressed by the formula

Hence the distance of the load from the ground at any instant will be
St2
y= y o“ 2"
The two équations
x = v0t

y= y o— s*
2
are the parametric équations of the trajectory. To eliminate the parameter t 9
we find the value t = — from the first équation and substitute it into the second
üo
équation. Then we get the équation of the trajectory in the form

y= x2

This is the équation of a parabola with vertex at the point M (0, y 0)> the
^-axis serving as the axis of symmetry of the parabola.
We détermine the length of OC. Dénoté the abscissa of C by X y and note
that the ordinate of this point is y = 0. Putting these values into the preceding
formula, we get

0= y » - f i x t
whence

X = v0 2JÙL

3.17 THE EQUATIONS OF SOME CURVES IN PARAMETRIC FORM


Circle. Given a circle with centre at the coordinate origin and with radius r
(Fig. 76).
Dénoté by t the angle formed by the x-axis and the radius to some point
M (x, y) of the circle. Then the coordinates of any point on the circle will be
cxpressetî in terms of the parameter t as follows:
x=
= rcost, \
y = r sin t f I
These are the parametric équations of the circle.
If we eliminate the parameter t from these équa­
tions, we will hâve an équation of the circle con­
tai ning only x and y. Squaring the parametric
équations and adding, we get
x2 + y 2 = r 2 (cos 2 t + sin 2 1)

x2-\-y2 = r2
100 Ch. 3. Dérivative and Differential

Ellipse. Given the équation of the ellipse

( 1)

Set
x —a cos t ( 2')

Putting this expression into équation (1) and performing the necessary mani­
pulations, we get
y = b s in t (2”)
The équations
*=afccos!’
y = b s m t, I
(2)

are the parametric équations of the ellipse.


Let us find out the geometrical meaning of the parameter t. Draw two
circles with centres at the coordinate origin and with radii a and b (Fig. 77).
Let the point M (x , y) lie on the ellipse,
and let B be a point of the large circle with
the same abscissas as M. Dénoté by t the
angle formed by the radius OB with the
x-axis. From the figure it follows directly
that
x = OP = a cos t (2')
CQ = b sin t
From (2") we conclude that CQ = y ; in
other words, the straight line CM is parallel
to the x-axis.
Consequently, in équations ( 2 ) t is an
angle formed by the radius OB and the axis
of abscissas. The angle t is sometimes called
an eccentric angle.
Cycloid. The cycloid is a curve descri-
bed by a point lying on the circumference
of a circle if the circle rolls upon a straight line without sliding (Fig. 78).
Suppose that when motion began the point M of the rolling circle lay at the
origin. Let us détermine the coordinates of M after the circle has turned through

an angle t . If a is the radius of the rolling circle, it will be seen from Fig. 78
that
x = O P = OB — PB
3.17 The Equations of Sortie Curves in Parametric Foim 101

but since the circle rolls without sliding, we hâve


OB = (ÂB = a t, P B = M K = a s ia i
Hence, x —at — a sin t = a ( / — sia /).
Further,
y = MP = KB = CB— CK =*a— a cos t = a (1 — cos t)

The équations
x = a ( t — sin t)
y = a ( 1 — cos t) }• (3)

are the parametric équations of the cycloid. As t varies between 0 and 2 ji, the
point M will descrihe one arch of the cycloid.
Eliminating the parameter t from the latter équations, w^get x as a function
of y directly. In the interval the function y = a ( 1— cos t) has an
Inverse:
, a—y
t — arccos----- -

Substituting the expression for t into the first of équations (3), we get
a—y . f a—y \
x = a arccos------ =— a sin a rccos -
a [ a J

x —a arccos—— - ~ V ^ 2 a y — y 2 when O ^ x ^ n a
a

Examining the figure we note that when J t a ^ x ^ 2 n a

x = 2jia— arccos ~ ~ ~ ~ Ÿ 2 a y — ÿ 2^

It will be noted that the function


x = a (f — sin t)

has an inverse, but it is not expressible in ternis of elementary functions. And


so the function y = f(x) is not expressible in tenus of elementary functions
either.
Note 1. The cycloid clearly shows that in certain cases it is more convenient
to use the parametric équations for studying functions and curves than the
direct relationship of y and x (y as a function of x or x as a function of y).
Astroid. The astroid is a curve represented by the following parametric
équations:
x = acos3 f \ ____ . __
y = a sm * t f ' '

Raising the tenus of both équations to the power 2/3 and adding, we get the
following relationship between x and y:
_2_ 2_ 2_
x 3 + y 3 = a 3 (cos3 1 -(-sin2 f)
102 Ch. 3. Dérivative and Differential

or
_2_ _2_ _2_
* 3 + y 3 =<»3 ®
Later on (Sec. 5.12) it will be shown that this
curve is of the form shown in Fig. 79. It can
be obtained as the trajectory of a certain point
on the circumference of a circle of radius a/4
rolling (without sliding) upon another circle of
radius a (the smaller circle always remains in-
side the larger one, see Fig. 79).
Note 2 . It will be noted that équations
(4) and équation (5) define more than one fonc­
tion y = f(x ). They define two continuous func-
tions on the interval — a < ; * < : + a. One takes
Fig. 79 on nonnegative values, the other nonpositive
values.

3.18 THE DERIVATIVE OF A FUNCTION REPRESENTED


PARAMETRICALLY
Let a function y of x be represented by the parametric équations
* = <P(0 \

Let us assume that these functions hâve dérivatives and that the
function * = <p(0 has an inverse, / = <D(x), which also has a
dérivative. Then the function y = f(x) defined by the parametric
équations may be regarded as a composite function:
y = ♦ ( /), t*=<b(x)
t being the intermediate argument.
By the rule for differentiating a composite function we get
y'x=y'A=\ i>; (/) o; (*) (2)
From the theorem for the différentiation of an inverse function,
it follows that
<d; w =
<P<(0
Putting this expression into (2), we hâve
V‘ = £ H Î
y* <p' (o
or
16=4- (XXI)
Xt
3.18 Dérivative of a Function Représentai Parametrically 103

The derived formula permits finding the dérivative yx of a


function represented parametrically without having to find y as
a function of x.
Example 1. The function y of * is given by the parametric équations
jc = a c o s t 1 » .
y = a s in t f

Find the dérivative (1) for any value of t\ (2) for / = -£-.
Solution.
(a sin t)' _ a c o s t
(i) y*= = — cot /;
(a cos t)' — a sin t

(2) (y'x)t=jL= —cot-^ = — i-

Example 2. Find the slope of the tangent to the cycloid


x = a ( /— sin t)
y = a ( 1 — cos /)

at an arbitrant point (0 ^ / ^ 2 jt).


Solution. The slope of the tangent at each point is equal to the value of
the dérivative yx at that point; i.e ., it is

u —I
yx ——Lr
xt
But
x't = a ( 1 — cos /), y t —a sin /

Consequently,
0 . t t
. , 2 sin — cos —
asm/ 2
- ^ - = c o t | = tan ( y - - )
a ( 1 — cos t)
2 sin 2

Hence, the slope of the tangent to a cycloid at every point is equal to tan
fy — , where / is the value of the parameter corresponding to this point.
But this means that the angle a of inclination of the tangent to the x-axis is
equal to y —y (for values of / lying between — ji and ji) *.

* Indeed, the slope is equal to the tangent of the angle of inclination a


of the tangent to the x-axis. And so tan a== tan ^ y —y j and a = y —y
jx /
for those values of / for which ----- ^ lies between 0 and ji.
104 Ch. 3. Dérivative and Differential

3.19 HYPERBOL1C FUNCTIONS


In many applications of mathematical analysis we encounter
combinations of exponential functions of the form y (ex—e~x) and
+ These combinations are regarded as new functions and
are designated as follows:

sinhx = —"2C'
( 1)
cosh x — -*~^e j

The first of these functions is called the hyperbolic sine, the


second, the hyperbolic cosine. These functions may be used to define
two more functions: tanh x = cosh *x and cothx = coshjc-
sinhx
gX_g—X \
tanh x = j^ -s ï . the hyperbolic tangent,
ex -V-e~x
coth x = gx—g-x • ^ hyperbolic cotangent

The functions sinhx, coshx, tanhx are obviously defined for ail
values of x. But the function coth* is defined everywhere, except
at the point x = 0. The graphs of the hyperbolic functions are
given in Figs. 80, 81, 82.
From the définitions of the functions sinh* and coshx [formu­
las (1)] there follow relationships similar to those between the
appropriate trigonométrie functions:
cosh2x —sinh2x = l (2)
cosh (a + b) = cosh a cosh b -f sinh a sinh b (3)
sinh (a + b) = sinh a cosh b -f- cosh a sinh b (3')
Indeed,
cosh2x — sinh*x = *)*—
_ e2* + 2 + e - 2*—e*x + 2—e~*x ,
4 ~ 1

Further, noting that

cosh (a -(- b) = -a+t'~y>


3.19 Hyperbolic Functions 105

we get
ea-\-e^a eb + e ~ b , ea—e - aeb—e - b
cosh a cosh b + sinh a sinli b 2 2 1 2 2
ea + b _*_e - a + b_ ^ea-b_^_e - a-&_|_ga + b__e- a +b__ea - 6_j_g-a-fc

od+b a-b
■cosh (a + b)

The proof is similar for relation


(3').
The name “hyperbolic functions”
cornes from the fact that the func­
tions sinh t and cosh / play the
sanie rôle in the parametric
représentation of the hyperbola.
x*—y* = 1

as the trigonométrie functions sin t and cos t do in the parametric


représentation of the circle
x*+y*= 1
Indeed, eliminating the parameter t from the équations
x = c o s t, y = slnt
106 Ch. 3. Dérivative and Differential

we get
x3+ y3= cos3t + sin81
or
x3 y3 = \ (the équation of the circle)
Similarly, the équations
x = cosh t
y = sinh/
are the parametric équations o! the hyperbola.
Indeed, squaring these équations termwise and subtracting the
second from the first, we get
x3—y3= cosh21—sinh* t
Since, on the basis of formula (2), the expression on the right
is equal to unity, we hâve
x3— y3= 1
which is the équation of the hyperbola.
Let us consider a circle with the équation x3+ y3= 1 (Fig. 83).
In the équations x = cos/, y = sin/, the parameter t is numerically
y

Fig. 83 Fig. 84

equal to the central angle i40Af or to the doubled area 5 of the


sector AOM, since t = 2S.
Let it be noted, without proof, that in the parametric équations
of the hyperbola,
x = cosh t
ÿ = sinhf
the parameter t is also numerically equal to twice the area of the
“hyperbolic sector” AOM (Fig. 84).
3.20 The Differential 107

The dérivatives of the hyperbolic functions are defined by the


formulas
(sinh x)' = cosh x, <tanh* r = d î ^ . (XXII)
(cosh x)’ = sinh x. (coth x)' = jujgrj

which follow from the very définition of hyperbolic functions; for


instance, for the function sinhx = e* ~ e we hâve

(sinh*)' = ( ——2~ ) _ eX+* = cosh x

3.20 THE DIFFERENTIAL


Let a function y = f(x) be différentiable on an interval [a, fe].
The dérivative of this function at some point x of [a, b\ is detér-
mined by the équation
lim ^ = f'(x)
Ajt-^0 Sx
As Ax —*-0, the ratio — approaches a definite number /'(x ) and,
consequently, differs from the dérivative /' (x) by an infinitésimal:
Aÿ
A* = /'(* ) + «
where a —►O as A*—>-0.
Multiplying ail terms by Ax, we get
Ay = f'(x )A x + a A x (1)
Since in the. general case / ' (x) ^ 0, for a constant x and a variable
A x—*-0, the product f' (x) Ax is an infinitésimal of the first order
relative to Ax. But the product aAx is always an infinitésimal of
higher order than Ax because
lim — ^ = lim a = 0
A*->-0 ax A x -*■ 0

Thus, the incrément Ay of the function consists of two terms, of


which the first is [when /'(jc)^=0] the so-called principal part of
the incrément, and is linear in Ax. The product f (x) Ax is called
the differential of the function and is denoted by dy or df (x).
And so if a function y = f(x) has a dérivative / ' (x) at the point x,
the product of the dérivative f'(x) by the incrément Ax in the
argument is called the differential of the function and is denoted
by the symbol dy:
dy = f (x) A* ( 2)
108 Ch. 3. Derivatioe and Differential

Find the differential of the function y — x\ here,


*' = (* )'= !
and, consequently, dy = dx = Ax or dx — Ax. Thus, the differential
d x of the independent variable x coïncides with its incrément Ax.
The équation dx = Ax might be regarded likewise as a définition
of the differential of the independent variable, and then the fore-
going example would indicate that this does not contradict the
définition of the differential of the function. In any case, we can
write formula (2) as
dy = f ’ (x) dx
But from this relationship it follows that

r w - î
Hence, the dérivative / ' (x) may be regarded as the ratio of the
differential of the function to the differential of the independent
variable.
Let us retum to expression (1), which, taking (2) into account,
may be rewritten thus:
Ay = dy + aAx (3)
Thus, the incrément of a function differs from the differential of
a function by an infinitésimal of higher order than Ax. If /' ( x ) # 0 ,
then aAx is an infinitésimal of higher order than dy and
«Ax
lim lim = 1 + lim — = 1
A*-+0 ùix 0 /' (x) A* A*->0 / W
For this reason, in approximate calculations one sometimes uses
the approximate équation
Ay » dy (4)
or, in expanded form,
f (x + Ax) — f (x) « P (x) Ax (5)
thus reducing the amount of computation.
Example 1 . Find the differential dy and the incrément of the function
y=x2:
(1) for arbitrary values of x and Ax,
(2 ) for x = 2 0 , A x = 0 . 1 .
Solution. (1) Ay = (x + A x )a—xa = 2xA *+A *2,
dy — (x2)' Ax = 2xAx.

(2) If x = 20, A x = 0 .1, then &y = 2-20*0 .1 + (0 .1 )a = 4.01,


dy = 2-20-0.1 = 4 .0 0 .
3.20 The Differential 109

Replacing &y by dy yields an error of 0 . 0 1 . In many cases, it may bç con-


nldered small compared with Ay = 4.0l and therefore disregarded.
Fig. 85 gives a clear picture of the above problem.
In approximate calculations, one also makes use of the following
équation, which is obtained from (5)
f(x + Ax) « / ( * ) + /' (x) Ax ( 6)
Example 2. Let /(jc) = sin;c, then f'(x) = cos jc .
In this case the approximate équation (6 ) takes
the form
sin ( j c + Ax) a sin jc + co s x A j c (7)
Let us calculate the approximate value of
« in 4 6 *. Put x = 45* = ' 71 Axy—~
Ç -, à i °° = 31 t jc + A j c =
1
T ' *x - { TSÔ1
Substitutinë into (7) we get Fig. 85

sin 46° = s in ( ^ + ^ ) « sin - + cos


or
sin 46* :
y^2 , y~2 n
=0.7071 +0.7071 -0.0175 = 0.7191
2 180
Example 3. If in (7) we put x = 0, A x = a , we get the following approximate
équation:
s in a a a

Example 4. If f(x) = tan*, then by (6 ) we get the following approximate


équation:
tan(jc + A jc) a tan xA------^— A jc
1 cos2JC
for x-=0, Ajc = a , we get
tan a « a
Example 5. If f ( x ) = V~x* then (6 ) yields

V 'x + 'à x a y~ x H -------------!— A jc

2 V jc

Putting jc = 1, Ajc = a , we get the approximate équation

V 1+ <* « 1 + Y a
The problem of finding the differential of a function is équiva­
lent to that of finding the dérivative, since, by multiplying the
latter into the differential of the argument we get the differential
of the function. Consequently, most theorems and formulas per-
taining to dérivatives are also valid for differentials. Let us illust-
rate this.
The differential of the sum of two différentiable functions u and
v is equal to the sum of the different ials of these functions
d(u + v) ~ d u + dv
110 Ch. 3. Dérivative and Differential

The differential of the product of two différentiable functions u


and v is determined by the formula
d (uv) = udv + vdu
By way of illustration, let us prove the latter formula. If
y = uv, then
dy = y' dx = (uv' + vu') dx = uv' dx + vu’ dx
but
v' dx = dv, u' dx = du
therefore
dy = udo-\-vdu
Other formulas (for instance, the formula defining the differen-
tial of a quotient) are proved in similar fashion:
u V du u dv —
if V ’
then dy S5
Let us solve some examples in calculating the differential of a
function.
Example 6 . y = tan8 *, dy = 2 t a n * — dx.
r 9 ” COS2 X
Example 7. y — Y 1 + ln x, dy = — j- * • —dx.
2 \ 1 + In je *

We find the expression for the differential of a composite func­


tion. Let
y = f(u), u = q>(x), or </ = /[<p(*)]
Then by the rule for differentiating a composite function,
ÿx = f ’u (u) Y {x)
Hence,
dy = f ’u (u)(?'(x)dx
but <p'(x)dx = d«, therefore
dy = /' (u) du
Thus, the differential of a composite function has the sanie form
as it would hâve if the intermediate argument were the independent
variable. In other words, the form of the differential does not dé­
pend on whether the argument of the function is an independent
variable or the function of another argument. This important pro-
perty of a differential, called the préservation of the form of the
differential, will be widely used later on.
3.21 The Géométrie Meaning of the Differential 111

Example 8 . Given a function y = sin>^"jc. Find dy.


Solution. Representing the given function as a composite one:
(/ = sin ut u= Y *
we find #
dy = cos u — -pr= dx
2Ÿx
but — = d x = d u , so we can Write
2 \f *
dy = cos u du
°r _ _
dy = cos ( V x ) d ( Y x ).

3.21 THE GEOMETRIC MEANING OF THE DIFFERENTIAL


Let us consider the function
y =f ( x)
and the curve it represents (Fig. 86).
On the curve y = f(x), take an arbitrary point M (x, y), draw a
line tangent to the curve at this point and dénoté by a the
angle* which the tangent line forms with the positive x-axis.
Increase the independent variable by Ax; then the function will
change by Ay = N M t. To the values x + Ax, y + Ay on the curve
y = / (x) there will correspond the point Af, (x + Ax, y + Ay).
From the triangle MNT we find
NT = MN tan a
Since
tan a = f (x), MN = Ax
we get
NT = f' (x) Ax

But by the définition of a differential f' (x) Ax = dy. Thus,


NT = dy

The équation signifies that the differential of a function /(x), which


corresponds to the given values x and Ax, is equal to the incrément
in the ordinate of the line tangent to the curve y = f(x) at the
given point x.

* Assuming that the function f(x) has a finite dérivative at the point x,
we get* o n .
112 Ch. 3. Dérivative and Differentiat

From Fig. 86 it follows directly that


MtT = Ay— dy
By what has already been proved, —>-0 as A x —>-0.

One should not think that the incrément Ay is always gréa ter
than dy. For instance, in Fig. 87,
Ay — M^N, dy — N T, and Ay < d y

3.22 DERIVATIVES OF DIFFERENT ORDERS


Let a function y = f(x) be différentiable on some interval [a, b].
Generally speaking, the values of the dérivative /' (x) dépend on x,
which is to say that the dérivative / ' (x) is also a function of x .
Differentiating this function, we obtain the so-called second déri­
vative of the function /(x).
The dérivative of a first dérivative is called a dérivative of the
second order or the second dérivative of the original function and
is denoted by the symbol y" or /"(x):
y"= (y')' = /"(x)
For example, if t/ = x5, then
y '^ b x * , y”= (5x4)' = 20x3
The dérivative of the second dérivative is called a dérivative
of the third order or the third dérivative and is denoted by y'" or
r(x ).
Generally, a dérivative of the nth order of a function /(x) is
called the dérivative (first-order) of the dérivative of the (n— l)th
order and is denoted by the symbol yin) or /<n)(x):
ÿW>= (j « - 7 = /W (x)
3.22 Dérivatives of Different Orders 113

(The order of the dérivâtive is taken in parenthèses so as to avoid


confusion with the exponent of a power.)
Dérivatives of the fourth, fifth, and higher orders are also de-
noted by Roman mimerais: yw, yv, yV1,» ... . Here, the ordei of
the dérivative may be written without brackets. For instance, if
y = xl, then y '= 5xl, y" — 20x3, y'" = 60xt, y lv = yi*)— l20x, yv =
«= y w - 120, y <*>= i/<7) = . . . = 0.
Example 1 . Given a function y = ekx (k = const). Find the expression of
lis dérivative of any order n.
Solution. y' — kexx, y" = k2ekx, . . . . y{n) = k nekx.
Example 2 . (/ = sin je. Find y(n).
Solution.

In similar fashion we can also dérivé the formulas for the dé­
rivatives of any order of certain other elementary functions. The
reader himself can find the formulas for dérivatives of the nth
order of the functions y = xk, y — cosx, y = \n x .
The rules given in theorems 2 and 3, Sec. 3.7, are readily gene-
ralized to the case of dérivatives of any order.
In this case we hâve obvious formulas:
(u + = «(n) + u(n>, (Cu)<"> + Cu{tt)
Let us dérivé a formula (called the Leibniz rule, or Leibniz for­
mula) that will enable us to calculate the nth dérivative of the
product of two functions u(x) v{x). To obtain this formula, let
us first find several dérivatives and then establish the general rule
for finding the dérivative of any order:
y = uv
y' = u'v + uv’
y" — u'v -f u'v' + u'v' + uv”— u"v -f 2u'v' + uv"
y ‘" = u'"v _ „"v' - 2u V + 2u'v" + u'v" -f uv'"
= u"v + 3u"v' -f 3u'v" + uv"'
yW - uivv + 4u 'V -f- -(- 4u'v'" -f uv,v
H 2081
114 Ch. 3. Dérivative and Differential

The rule for forming dérivatives holds for the dérivative of any
order and obviously consists in the following.
The expression (u + v)n is expanded by the binomial theorem,
and in the expansion obtained the exponents of the powers of u
and v are replaced by indices that are the orders of the dériva­
tives, and the zéro powers («° = o#= l ) in the end terms of the
expansion are replaced by the functions themselves (that is, “dé­
rivatives of zéro order”):

yw = («p)(n) = uSn)v + nu{n~1)u' -f -{-... + uuw

This is the Leibniz rule.


A rigorous proof of this formula may be carried out by the
method of complété mathematical induction (in other words, to
prove that if this formula holds for the nth order it will hold
for the order n + 1 ).
Example 3. y = eaxx2. Find the dérivative y {n).
Solution.
u = eax, v = x2
u' = aeaxy v '= 2 x
u” = a2eax, v” = 2

y(n) ^ aneax v”’ = v ' V = ,.=0


yin) = aiteoxx i _|_ „an-1 ea x . 2X - f ^ a" - 2eax ■2

or
yin) —eax [anx*-\-2nan~1x-{-n (n— 1) a"- 2 ]

3.23 DIFFERENTIALS OF DIFFERENT ORDERS


Suppose we hâve a function y = f(x), where x is the independent
variable. The differential of this function
dy = /' (x) dx
is some function of x, but only the first factor, (x), can dépend
on x; the second factor, dx, is an incrément of the independent
variable x and is independent of the value of this variable. Since
dy is a function of x we hâve the right to speak of the difïeren-
tial of this function.
The differential of the differential of a function is called the
second differential or the second-order differential of the function
and is denoted by d?y:
d (dy) = d'ly
3.23 Differentials of Different Orders 115

Let us find the expression for the second differential. By virtue


of the general définition of a differential we hâve
d2y = [/' (x) dx] ' dx
Since dx is independent of x, dx is taken outside the sign of the
dérivative upon différentiation, and we get
d2y = f" (x) (dx)2
When writing the degree of a differential it is common to drop
the brackets; in place of (dx)2 we write dx2 to mean the square
of the expression dx; in place of (dx)3 we write dx3’, etc.
The third differential or the third-order differential of a function
is the differential of its second differential:
d3y = d (d*y) = [/" (x) d*2] ’ dx = /'" (x) dx3
Generally, the nth differential is the first differential of a diffe­
rential of the (n— l)th order:
dny = d (dn~1y) = [/<n“1) (x) dxn~1] ' dx
dny = /<n) (x) dx" (1)
Using differentials of different orders, we can represent the déri­
vative of any order as a ratio of differentials of the appropriate
orders:
r w = |. r w - g ..... r w = g (2)
Note. Equations (1) and (2) are true (for n > 1) solely in the
case where x is an independent variable. Indeed, suppose we hâve
the composite function
y = F(u), M= (p(x) (3)
We hâve seen that the first-order differential préserves its form
irrespective of whether u is an independent variable or a function
of x:
dy = F’u (u) du (4)
The second and higher differentials do not hâve that property.
Indeed, b y (3) and (4), we get
dffy = d (F'a (u) du)
But here du = q/ (x) dx is dépendent on x and so we get
d2y = d (F'u (u)) du + F’„ (u) d (du)
or
d2y = F”
uu(u)(du)2+ F'u(u)d2u, where d2u = <p" (x) (dx)2 (5)
In similar fashion, we find d3y and so on.
116 Ch. 3. Dérivative and Differentiat

Example 1. Find dy and <Py of the composite function


y = sin ut u — V x
Solution.

dy C03 U " — — ■ dx = cos u du


2ŸX
Furthermore, by formula (5), we obtain
<Py = — sin u (du)2+ cos u (Pu = — sin u (du)2-f- cos u •u" (dx)2

— sin B( 277 )* cos “ ( — & 7 r ) {dx)t

3.24
DERIVATIVES (OF VARIOUS ORDERS)
OF IMPLICIT FUNCTIONS
AND OF FUNCTIONS REPRESENTED PARAMETRICALLY
1. An example will illustrate the finding of dérivatives of diffe­
rent orders of implicit functions.
Let an implicit function y of x be defined by the équation
y2 |<2

V H » - - 1 - 0 0 )

Differentiate ail terms of the équation, with respect to x, and


remember that y is a function of x :
2x 2y dy _ »
n * ^ b* d x ~
From this we get
dy_= _ P x
dx a2y ( 2)

Again differentiate with respect to x (having in view that y is a


function of x):
dy
d'y V y ~ X dX
dx2 a* ' y2

Substituting, in place of the d é riv a tiv e ^ , its expression from (2),


we get
, b* x
d*y é* y + X a* y
dx' ~ a»' y*

or, after simplifying.


d*y __ b' (a*y*+b*x*)
dx* a*y*
3.24 Dérivatives of Implicit Functions 117

l-'rom équation (1) it follows that


a2y2+ b2x2= a2b2
Therefore the second dérivative may be represented as
<T-y ___ b*_
dx2 a2y3 '

DifTerentiating the latter équation with respect to x, we find ^ , etc.


2. Let us now consider the problem of finding the dérivatives of
higher orders of a function represented parametrically.
Let the function y of x be represented by parametric équations:
*=<P(<) \
< T (3)
y= W ) \
The function x = <p(/) has an inverse function * = <D(;t) on the
interval [/„, T].
In Sec 3.18 it was proved that in this case the dérivative % is
defined by the équation
dy
d y _ dt
dx dx (4)
dt

To find the second dérivative, differentiate (4) with respect


to x, bearing in mind that t is a function of x:
/ dJL
* y = d l dt_ d_ f -dt_\ \dt_
dx2 dx\ dx dt ^ dx J dx (5)
V57
but
f dy\ dx d_ f d y \ _ d y d_ ( dx \ dx &y___dy d2x
d I dt \ _ dt dt \ d t J dt dt { dt J _ dt dt* dt dt*

n i r m ' "
dt _ 1
dx dx
dt

Substituting the latter expressions into (5), we get


dx d2y dy d?x
118 Ch. S. Dérivative and Differential

This formula may be written in more compact form as follows:


d2y = y' (t) Y ( 0 — ^ ( 0 «p* (t)
dx2 [cp'(Z)]3
dPtj d^i/
In similar fashion we can find the dérivatives ^ , — and. so forth.
Example. A function y of x is represented parametrically:
x = a cos /, y = 6 sin /
dv d2#
Find the dérivatives -7- , j j .
dx dx2
Solution.
dx
= — a sin /
d^x
— û cos /
d/ d/ 2

% = b c ° s t, g = _ & s in <

dy_ 6 cos t
— cot /
dx~~ —a sin / a
d2y ( —a sin /) ( — 6 sin /) — (b cos t ) ( —a cos /) b 1
dx2~ ( —a s in / ) 3 a2 sin3/

3.25 THE MECHANICAL MEANING OF THE SECOND DERIVATIVE


Let s be the path covered by a body in translation as a function
of the time; it is expressed as
s = f(t) (1)
As we already know (see Sec. 3.1.), the velocity v of a body at
any time is equal to the first dérivative of the path with respect
to time:

At some thne t, let the velocity of the body be v. If the motion


is not uniform, then during an interval of time A/ that has elapsed
since t the velocity will change by the incrément Au.
The average accélération during time At is the ratio of the
incrément in velocity Au to the incrément in time:
_ Au
0aV~ ~ Â t
Accélération at a given instant is the limit of the ratio of the
incrément in velocity to the incrément in time as the latter
approaches zéro:
3.26 The Equations of a Tangent and of a Normal 119

In other words, accélération (at a given instant) is equal to the


dérivative of the velocity with respect to time:

but since i>= ^ , consequently,


—— ( ^s\ _<**s
° ~ 7 t \ d t ) dï*
or the accélération of linear motion is equal to the second dérivative
nf the path covered with respect to time. Reverting to équation (1),
we get
a = f" (t)
Example. Find the velocity v and the accélération a of a freely falling body,
If t lie dependence of distance s upon time t is given by the formula

s = Ÿ g' 2 ~l"tV f - s# (3)

wlicre g = 9.8 m/sec2 is the accélération of gravity and s0 = s* - 0 is the value


nf s at t = 0 .
Solution. Differentiating, we find

f= § = ^ + » 0 (4)

from this formula it follows that v{) = (v)t=0.


Differentiating again, we find
dv d2s
a~ li~ d 7 i~ e
Lot it be noted that, conversely, if the accélération of some motion is constant
«nd equal to g, the velocity will be expressed by équation (4), and the distance
by équation (3) provided that (i>)f=0 = u0 and (s)t=o = So-

3.26 THE EQUATIONS OF A TANGENT AND OF A NORMAL.


THE LENGTHS OF A SUBTANGENT AND A SUBNORMAL
Let us consider a curve whose équation is
*/=/(*)
On this curve take a point M (x,, t/?) (Fig. 88) and Write the
équation of the tangent line to the given curve at the point M,
assuming that this tangent is not parallel to the axis of ordinates.
The équation of a straight line with slope k passing through
the point M is of the form
y — yi = k (x — x1)
120 Ch. 3. Dérivative and Differential

For the tangent line (see Sec. 3.3)


k = f'( x ù
and so the équation of the tangent is of the form
y — Vx = f' (*i) (x —xi)
In addition to the tangent to a curve at a given point, one often
has to consider the normal.
Définition. The normal to a curve at a given point is a straight
line passing through the given point perpendicular to the tangent
at that point.
From the définition of a normal
it follows that its slope k„ is con-
nected with the slope kt of the
tangent by the équation

or

n” /',<*.)
Hence, the équation of a nor­
mal to a curve y = /(x) at a point M (xlt yf) is of the form

Example 1. Write the équations of the tangent and the normal to the curve
y = x3 at the point. M ( l , 1).
Solution. Since y ' = Sx2, the slope of the tangent is (y')x=i = 3.
Therefore, the équation of the tangent is
y — l = 3 ( x — I) or y = 3x— 2

The équation of the normal is

y - l = - ± ( x - 1)

or
1 . 4
' 3 *+3

(see Fig. 89).

The length T of the segment QM (Fig. 88) of the tangent bet-


ween the point of tangency and the x-axis is called the length of
ihe tangent. The projection of this segment on the x-axis, that is,
3.26 The Equations of a Tangent and of a Normal 121

QP, is called the subtangent’, the


length of the subtangent is deno-
ted by S T. The length N of the
segment M R is called the length
of the normal, while the projec­
tion RP of the segment RM on
the x-axis is called the subnor-
mal\ the length of the subnor­
mal is denoted by SN.
Let us find the quantities T,
S r, N, SN for the curve y = f(x)
and the point M (xv yt).
From Fig. 88 it will be seen
that
QP~=\y1 c o ta | yi yi
tan a yl
therefore
S T — Mi.
y'i
T = y\
- A -V ÿ ? T ï
y? yi
It is further clear from this same figure that
PR = \!/i tan a | = | y,y[
und so
S n =\ j/.j/î I _____
N = V y \+ (y^Y = \ y i V \ + y ? \
These formulas are derived on the assumption that y l > 0, y[ > 0.
Mowever, they hold in the general case as well.
Example 2 . Find the équations of the tangent and normal, the lengths of
the tangent and the subtangent, the lengths of the normal and subnormal for

the ellipse
x = a cos /, y — b sin t ( 1)
at the point M (xl$ y x) for which t = -2- (Fig. 90).
122 Ch. 3. Dérivative and Differential

Solution. From équations (1) we find


dx . . du
-tt= — a sm t, -—= b c o s t ,
. du b . .
---- ------------ cot t,
(—dy\
dt dt dx a \ d x J t £ . J .L a

We find the coordinates of the point of tangency M:

The équation of the tangent is


b

or
y--
Ÿ 2 V %)
j/"
fo c+ a y — ab Ÿ" 2 = 0
The équation of the normal is
b a ( a \
y—
or
(ax— by) Y 2 — a2 + b2 = 0
The lengths of the subtangent and subnormal are

St =
V 2 a
__b_ T T
a
6*
»^2 ( «) a V 2
The lengths of the tangent and the normal are
b

T=
fi = —!=- KV + 6»
V2

N=
y i V *+( — ay 2

3.27 THE GEOMETRIC MEANING OF THE DERIVATIVE


OF THE RADIUS VECTOR WITH RESPECT TO THE POLAR ANGLE
We hâve the following équation of a curve in polar coordinates:
P = /(9) (1)
Let us write the formulas for changing from polar coordinates
to rectangular Cartesian coordinates:
x = pcos0, # = psin0
3.27 Dérivative of Radius Vector with Respect to Polar Angle 123

Substituting, in place of p, its expression in terms of 0 from


équation ( 1), we get
x = / (0 ) cos 0 , y = f (0 ) sin 0 (2 )
liquations (2 ) are parametric équations of the given curve, the
piirameter being the polar angle 0 (Fig. 91).
If we dénoté by q> the angle formed
liy the tangent to the curve at some point
Al (p, 0) with the positive x-axis, we will
linve
dy
, dy dQ
ian(?=Tx = -dx
dQ

or
dp cir.
_L_
tan<p: dp (3)
rns A—n sin A

Dénoté by p the angle between the direction of the radius vector


tmd the tangent. It is obvious that p = (p — 0 ,
, tan© — tan 0
an P — | _|_tan (p tan 0

Substituting, in place of tancp, its expression (3) and making


the necessary changes, we get
+ _ (p' sin 0 + p cos 0) cos 0 — (p' cos 0 — p sin 0) sin 0 p
an p cqs q — p sjn 0 ^cos sin 0 - f p cos 0) sin 0 p'
or
P e = P c o t p, (4 )
Thus, the dérivative of the radius vector with respect to the
polar angle is equal to the length of the radius vector multiplied
l>y the cotangent of the angle between the radius vector and the
tangent to the curve at the given point.
Example. Show that the tangent to the logarithmic spiral
p = ead
Intersects the radius vector at a constant angle.
Solution. From the équation of the spiral we get
p ' = ofrt
From formula (4) we hâve

cot p = — = a , that is, p = arccot a = const


124 Ch. 3. Dérivative and Differential

Exercises on Chapter 3
Find the dérivatives of the following functions using the définition of
a dérivative:
1. y = x2. Ans. 3x2. 2. y = — . Ans. — ^ . 3 . y — Y~x* Ans. — .
* 9 X x2 * V * 2 Y X
4. y= • A ns. — . 5. y = sin2 x. Ans. 2 s in x c o s x . 6. y = 2x2 — x.
Y X 2x Y X
Ans. 4x— \.
Détermine the tangents of the angles of inclination of the tangent line to
the curves:
7. y = x3. (a) When x = \ . Ans. 3. (b)Whenjt = — 1. Ans. 3. Make a drawing.
8 . y= (a) When * = 4 * • Ans. — 4. (b) When x = 1. Ans. — 1. Make a drawing.
x
' ' 2

1
9. t /= Y * when x — 2. Ans. - —,___
2Y 2
Find the dérivatives of the following functions:
1 0 . y — jc 4 + 3 x 2 — 6 . Ans. y ' = 4x3+ 6x. 11. y = 6x9— X2.
Ans. y ' = \Sx2— 2x. 12. y — X L- -X—-—x. Ans. y '
5*4 2x
- 1.
9 a-\~b a — b a+ b a —b
**—*2+ l „ , 3x2— 2x
13. y = -------r-i— . Ans. y ’ = ----- =---- 14. y = 2ax? — c.
b
5 3
Ans. y' = 6fljt2 —~ . 15. y = 6x 2 -\-4x 2 -\-2x. Ans. y ’ = 2\x 2 + 10* 2 + 2 .

16. y = V 3 x + /3 x + l . Ans. y ' :j Q _ + _ ! ____ 1 ,7. y = l£±i>!


2 y x ^ 3 /3 ï ë * y ±

Ans. y' — 3 (* + l)s (Je— 1) , 1 m .


_5_ y =m ~^+
2x 2
Oy 0^2 , n
+ ■ ^ 2 — -^ - - 19. y = l / rxt —2 Ÿ~ j c + 5 . Ans. y’ 1--------- L . 20. y—
3 y~ x v~ x y
2_ __ 5 _ _ 7__
ax* V*
y/ x x y x y x . Ans. y ' = - ^ ax 3 —— bx 2 + -g -x 6 2 1 . y =
— (1+4X 3) (I + 2*2). Ans. y' = 4*(1 + 3 x + 10**). 22. y = x (2 x — l) (3 * + 2 ) .
Ans. y' = 2 (9 * * + * — 1). 23. y = (2x— 1) (x*— 6 * + 3 ). Ans. y ' = 6*2— 26 * + 1 2 .
24. y . W .Ans. f r . * * or a —x  2a
25. y = —■ — . Ans. y -
&—x*.........’ (tp-x^r a+x 9
26- f ( 0 — i ^ j î • Ans- r • 27. / (S) = ^ ± | ü • Ans. r (s)
(a + 2 )(» + 4 ) x» + 2 x4— 2JC3— 6x2— 4x + 2
28. y : Ans. y’ =
(s + 3)2 ' ™ * x2—x — 2 ............. * (jc2—x — 2)2

»• *»• , - * * - * ? . -w .
y ’ = 8x(2x* — 3). 3 1 . j/ = (*2 + a 2)5. Ans. y=10*(jt2+ a 2)4. 32. y = y x2-\-a2.
Exercises on Chapter 3 126

Am, y ' = *— ■ 33. y = z ( a + x ) Y a —x. Ans. y' = — — 34. y =


V x2-\~a2 2 Y a—x *
1 i“X j* 0__ 2x2— 1
— -. Ans. y = . 3 5 * y = . Ans. y' ;
(i —x) ÿT ^x* yi +j
1-f 4jc2 2 jc+ 1
y = y / Jt2+ J t + 1 . Ans. y ’ 37.
"3 £ /( * * + * + 1 ) *
jc2 ( 1+ x2)
+ ^/ts. y '= ^ l+ j^ = -j* . 38. y = - | / j e + l / ’x + y '" * . 4 /is

1
/' 1 + _ \ J \ ] . 39. y = sin* x
2 Ÿ x + V x + V x [ 2V x + V x \ 2V x
Ans. y '= s in 2x. 40. y = 2 s in jc + c o s 3 jc . Ans. y f = 2 cos x — 3 s in 3 jc . 4 1. y =

s in jc
— inn(ax-\-b). Ans . y ' = 42. y = (. Ans. y'z
(ax + à) cos2 ’ l+ c o s jc * ' ‘ ,w * * “ 1 + c o s J C

43. y = s i n 2jcc o s 3jc. Ans. y ' = 2 2 c o s 2jc


2 jc c c o s 3jc— 3 s i n 2jc s i n 3jc. 4 4 . y = c o t 2 5jc. Ans

y ' :— 1 0 c o t 5jc e s c 2 5jc. 4 5 k y — t sin


. y / - { - c o s / . Ans. y f = t c o s t. 4 6 . y = s i n 3 t c o s
s i n /-j"1

a s i n 2 jc
Ans. y ' = s in 2 t (3 cos2 / — s in 2 / ) . 4 7. y = a l^ c o s 2 jc . >4ns. y '
Y cos 2 jc

. « <D m * . « cP CP ta
.nn -£ -f* c o t7T
22
43. r = û sin 3 | - . Ans. = a sin2 -£• co s-g -. 49. y = ---------------------
, , 2 ( jc cos jc+ sin jc) . . jc . , n . « jc jc
Ans. y = ------ «—^-5 ------- . 50. y = a sin4 - ^ . Ans. y' = 2a sin3 cos -y
* jc2 sin2 jc 2 2 2
51 y = y t a n 2 jc. Ans. y ' = tan jc sec2 jc. 52. y = lncosjc. Ans. y' = — tanjc
2
53. y = ln tan x. sln 2X •
Ans. y ' = m 54# i/ = ln sin2 jc. Ans. y' = 2cotjc
„ tan jc— 1 - , , ec i s f 1 + sin jc
55. y = -------------. i4n«. y = s in jc + c o s jc. 56. y = ln1 / ■:-- ;—
9 sec jc 9 Y 1 — sin jc
Am. y ' = - ^c oèsr jcz -* 57. y = ïn tan ( - j + y ) • An>- y ' = ~c o. 1s JC
58. y = s in (x+a) cos ( * + a ) . Ans. y '= cos 2 (jc + a ). 59. /( jc ) = s in (ln jc)
- r, . . sec2 (ln jc)
An*. n * ) = -C0Si.ln *"-
X
6 0. / (x) = ta n (ln je ). i4ns. /'(*) = ---- ------
•I ./( * ) = s in (cosx). Ans. /' ( jc) = — s in jc cos ( c o sjc ). 62. r = - ,j- t a n 8 <p — ta n qp+ (p

Am. ^ - = t a n 4 <p. 63. / (jc) = (jc c o t jc)2. Ans. /' (jc) = 2 jc c o t jc ( c o t jc— jc c sc2 a )
acp

«4. y = \n (a x + b ) . Ans. y' = — ^ • 65. y = lo g a (x » + V). Ans. y ' q _ y } j- Q

66 . y =
»+*
l n r --------- .
...
i4 n s. y ' = -
2 67. y = log8 (x2— sin x)
1—JC 1— JC2
2 jc — cos jc 1 -\-x2 Â , 4x
4n«. y' = ( j c 2 — s in jc) ln 3*
68. y = ln
7=F- A" * y = T = F
2 jc + 1
59. y = ln(jc2 + jc). Ans. y ’z 70. y — ln (jc3— 2ac+ 5 )
”*2 + x ‘
126 Ch. 3. Dérivative and Differential

3 a:2 — 2
Ans. y' = 71. y = jc ln x. Ans. y f = \n x -\-\. 72. */ = ln*x.
jc3 — 2 at+ 5 ‘
3 ln2 x 1
Ans. y' — 73. y = ln ( * + 1+ x 2 ). /1ns. */'=

74. y = ln (ln *). -4ns. 75- /(* ) = 1" j / " • -4ns. /' •

76. f (x) = ln — - . Ans. f (*) = — 77. ÿ = K"a2 + x 2 —


V*a + 1+* Y 1 + * 2

_ aln « + l ^ ± g . . Am. y'= Va2+Xi 78. ÿ = ln ( x + Y * 2 + a 2) —


\rrxt +oi . , Yx 2+ a 2
— •. ^4ns. y ' = —— ------
_n
79.
COS X . 1 , .
y = ——— — l in fa
X
n -p r .
Â
Ans
x x.* v 2 s in 2 x 1 2 2

/ 1 oa s in * - , 1 + s in 2 x 1 . „ , .
y' = ■ . ’q—~ . 80. y = s ---------- s — . 4 n s . y = —^ -----------=>— . 8 1 . y = -^r ta n 2 A :+ ln c o s *
* s in 3 a : 2 cos2 a : * 2 cos3 * * 2 1

4 n s . y ' = ta n 3 x. 82. y = ea x. Ans. y' = a e a x . 83. t / = e4* + 6 . 4 n s . y' = 4e*x + b


84. y — ax l. 4 n s . y ' = 2 * a * 2 ln a . 85. y = 7 x i + 2x. Ans. = 2 ( * + 1 ) 7 * 2 + 2* !n 7

86. y = ca* - x*. Ans. y f = — 2*cfl2- * 2 lnc. 87. y = ae^ x. Ans. y' ——
2 K a

88. r= a *. 4 n s . r' = a 9 ln a . 8 9. r = a ln 0 . /1 n s . ~
dO
= - — ? r—
0
• 9 0 . £/ = ^ ( 1 — x 2)

ex — l 2ex e*
^4ns. t/' = ^ (1 — 2jc— ac2). 91. y- . 4ns. y ’- 92. j /= ln
V+l (e*+i )2 i + e*
1 1
i4ns. (/' = 93. y-- d f i - Y ) . Ans. y ’ = - ^ \ e a + e
\+ e* * 2
94. y = esinx. Ans. y' — e*in x cos x. 95. y = atan nx. Ans. y' = na^n nx$ec2 n x ln a
96. [/ = £cos x sin x. Ans. y ' = eco*x (cos x — sin2 x). 97. y = ex \n s in x
Ans. y' = ex (cot * + l n sin x). 98. y = xne*in*. Ans. y' = xn~ 1e ^ x (n + x cos x)

99. y = xx. Ans. y' = ** (ln * + 1 ) . 100 . y — x x . Ans. y' = x x


101. t/ = *ln*. Ans. y' = x ^ * - i ln x2. 102. y = exT. Ans. y' = exX (i + ln x) xx
103. y = (-^-^ Ans. y' = n ^1 + ln -^ . 104. y = x ^ x,

Ans. y'==^sin * ^ 5 i£ £ -|_ in ^ co s^ ^ . 105. y = (sinx)x. Ans. y' = (sin x)x x


X(ln sin * + * cot x). 106. y = (sin *)tan x. Ans. y' = (sin *)tan x (i - f Sec2 x ln sin x).
1 _ex 2ex 1 _______
107. y = t a n 1
- -pt--e^ . Ans. y' = — 7 , ^ ^ --------r““ 73r • 108- l ^ s i n f O — 2*.
* (1 +e *)2 cos* 1— ex
\+ e x
cos V T = 2*
4ns. y' - 2x în2. 109. y = 10* t a n x . Ans. y' = 1 0* t a n x l n 10x
2 Y 1—2X
x ( tan* + - d h ) -
Find the dérivatives of the following functions after first taking logarithms
of the functions:
\3//‘ JC(x4 + 1) J_ \ f * (*2 + 1) ( 2x
3 v (*—1)2 v
Exercises on Chapter 3 127

(x + l,* l/(x -2 ? , ( x + l f * / ( x - 2 J* / 3 3
f il. y
• / ( ï= 3 ) » ' - nS' y ~ y & = w U + 1 + 4 ( a :- 2 )
2 \ « ta Ans tf_ ( * + 0 ( 5 * 2+ 1 4 * + 5 )
&( x— 3) J" _ y ~ ( s + 2 ) 3 (* :+ 3 )4 ' ¥ U + 2 )« (x + 3 )» - ’
V
3 / l*
'“- * ’ ' r2 . , — 161
— 161a:2+
a:2 + 4480*—271
8 0 *— 271
113. y = r - . i4ns. */ = — A, ._.r^-r=
* / ( * - 2 ) 3 £ / ( a: - 3 ) 7 6 0 £ /( x - 1 ) 3£ / ( * - 2 ) 74' /(.
' x —3)l° '
... jc( 1 + x2) . , 1 + 3*2— 2x* ... 6/ , ,
114. ÿ = —V = = 4 - . /4n». y = — -------- — 115. y x* (a + 3jc)3 (a— 2a)2.
K l--- 2
(O1—x2)
-* 2 x
Ans. y ’ = 5xi (a-{-Zx)2 (a— 2x)(a1 + 2ax - \ 2x2). 116.
v = arcsin— .
a
A , 2 arcsin x
An*, y ' = 1 117. y = (arcsin x)‘ Ans. y = —r __ = - .
V'a2- * 2 V \-x *
2x 2 jc
118. y = arctan ( a:2 + 1 ). /4 ns. y' = t + . 119. y = arctan.
2 . , —2 * ... arccosjc
—— 5-. 120. i/ = arecos ( jc2). A n *.yf= ---- - ----- . 121. j / = ------------ .
+ *2 * K^I-a :4 *
. , — ( * + 1^ 1 — *2 arccos*) . *+l , ,
Ans. y = — — ----------------. 122. */ = a r c s i n . ,4ns. y =
JC2 K^l — * 2 / 2
— * 123. y — x y a2—*2+ a 2 arcsin — . /4ns. y ' = 2 l / a 2—x2.
K ^ l — 2 a: — * 2 a

124. y = K^a2—a2+ a arcsin — . 4/is. y' = 1 / g * . 125. « —arctan -7* 4 g .


y a V a+ x 1 — av
1 1
<4a». t - = t t —5 - *26. y — a^tan • -4ns. 1/ ' = ^ ^ — • 127.
dv 1+u2 K 3 .
X
y - - x arcsin je. Ans. y' — arcsin x -]— —------- . 128. / ( jc) = arccos (ln x). Ans.
y 1 x2
^— . 129./ (x) = arcsin ÿ ~sin x. Ans. /' (x) = — ..cos x ------
— ln2* 2 Y sin x — sin2*

130. y = arctan 1 / l ~ C- —- ( 0 < j c < ji). Ans. ( / ' = — . 131. y = earcianx.


9 V 1 + cos jc 9 2 9
„arctan* ex _ e - x 2
T + 3 T ' ,32> y==arctan----- 2------ ’ AnS‘ y ' = ^ + ~e- * • *33. y «
.arcsin*
,4ns. ,y _ ^.arcsin * ^ arcsin* + — l n * ^ . 134. y = arcsin (sin *),
* y î—jc2 /
- » COS JC j + 1 in lst and 4th quadrants. . 4sinjc
4 sin x
Ans. y = -.-------- r = < a oa a i 135. y = arctan ----- -------
9 I COS JC| \ -1 in 2nd and 3rd quadrants. 9 3 + 5 co sjc

Ans. y' = £ , 04-------. 136. y = arctan — + In l / ~ *- a . Ans. y' = —


5 + 3 cos x y x ^
jc yf jc-f-a
jc + a y jc’4 —
jc — aï
a1*

137. y = ln ( { — ) T -Ÿ a rcta n A , Ans. «/' = — • 138. </=-— -


___ jc 5 4- 1 1 x 4-1
+ jc* + arctan jc. Ans. y '= z-— f — . 139. t / = — ln —— ' —
*‘ + ^* 3^ a _ ^ + ,
128 Ch. 3. Dérivative and Differential

-|— — arctan ?X-J. , Ans. 140. y =


Ÿ 3 VU *3+ l
r l/HÜ 4 \/~~9 v2n 1
+ 2 arctan ■■■? . Ans. y'=^-r^—t- . 141. y = a rcco s - -,
1 1— x2 9 l+ r 4 9 x^+l

Différentiation of Implicit Functions

Find ^ if: 142. yi = 4px. Ans. ^ = — . 143. *s + y2 = a*. /4ns. ^ = - £ .


dx~ dx y
dy \Px dy
144. lAx2 + a3y2 = cPb*. Ans. - £ = — f - . 145. y3— 3ÿ + 2oje = 0. Ans.
dx aay v dx
I1 11 1I /--- 2 2 2
2a
140. xT + y T = a ~ . Ans. % = - \ J . 147. x * + y Z = aT
3(1-y*) •
Ans. ,48- y2— 2xy + P = 0. Ans. ^ = - X _ . 149. A? + y* —

— 3axy = 0. Ans. % r = - j — — . 150. y = cos (At + y). Ans. - ^ = — ^ in f ^ + y )


9 dx y*—ax 9 v 1 91 dx 1 + s in (x+ y )

dy_ 1 + y sin (xy)


151. cos(xÿ) = x. Ans.
dx x sin (xy)
Find — of the following functions represented parametrically:

152. A:=flcos /, y = bs\n t. Ans. ~ = — cot/. 153. x = a (t — sin /), y = a (1—cos /).

Ans. ^ r = c o t 4 r • 154. x = a c o s3 1, y = bsin 3 t. Ans. — ta n /. 155. x =


dx 2 dx a
3 at 3û/a ày 21
= T + t* ’ y9S T + i * ' i4/IS* ,56‘ w= 2 I n c o t s > ü = tan s -fc o t s.
du
Show that -j-= tan 2s.
dv
Find the tangents of the angles of inclination of tangent lines to curves:
1 V~3
157. x = cos t , y = s in / at the point x = — , y = - *- - ■ . Make a drawing.
1 t/^3
Ans. “7 = - ‘ 158. * = 2 c o s /, y = s in / at the point x = 1, y = — . Make a
y 3 *
drawing.
î
Ans. — - j = . 159. x = a ( t — sin /), y = a ( \ — c o s /) when / = -Z .
n
2 y 3 2
Make a drawing. Ans. 1. 160. x = a co s9 t, y = a s\n ? t when / = i . Make a
drawing. Ans. —1. 161. A body thrown at an angle a to the horizon (in airless
space) described a curve parabola, under the force of gravity, whose équations
are: x = ( v Qcos a) t, y = (v0 sin a ) / — ( # =9 . 8 m/sec2). Knowing that a = 60°,
u0 = 50 m/sec, détermine the direction of motion when: (1) t — 2 sec, (2) / = 7 sec.
Make a drawing. Ans. (1) tan <px = 0.948, q>1 = 43°30'; (2) tan q>a = — 1.012,
<pa=?»+ 134°3\
Exercises on Chapter 3 129

Find the differentials of the following fonctions:


162. y — (a2— x2)b. Ans. dy = — 10x(a2 — x2)Adx. 163. y — Y 1 + x 2. Ans.
xdx
dy 164. y = -g-tans ^ + taB*. Ans. dy = sec4 x dx.
TT+ï
tMm x l n x . . /t . A , \n x d x
y = j z r ;- + l n 0 — *)■ Ans■ dy = ( \ _ X)i ■
Cnlculate the incréments and differentials of the following fonctions:
166. u = 2x2—x when x = \ t Ax = 0.01. Ans. At/ = 0.0302, dy = 0.03. 167. Given
y jt + 2jc. Find Ay and dy when x = — 1, A jc= 0.02. Ans. Ay = 0.098808,
dy 0.1. 168. Given y = sinx. Find dy when j c = ^ -, A x = - ^ . Ans. d y = £ z =
o lo oo
-0 .0 8 7 3 . 169. Knowing that sin 6 0 ° = — .=0.866025, c o s 6 0 ° = - i- , find the
npproximate values of sin 60°3' and sin 60°18'. Compare the results with tabular
tlnla. Ans. sin 60°3' æ 0.866461, sin 60° 1 8 '« 0.868643. 170. Find the approxi-
rimto value of tan 45°4'30'ir. Ans. 1.00262. 171. Knowing that log10 200 = 2.30103
find the approximate value of log10 200.2. Ans. 2.30146.
Dérivatives of different orders. 172. y = 3.V8 — 2 jc 2 + 5 jc -— 1. Find y". Ans .
- 42 —
IHx— 4. 173. y = £ / * * . Find y'". Ant. j ^ x 5 . 174. y = x«. Find y‘»>. .4ns.

01. 176. ■ Find y ’ - Ans• ” ^ • >7®- y = Ÿ cfi—x*. Find y*. i4n*.

------------- ° a— 177. y = 2 Ÿ~x. Find y<4>. A n * . ------- — . 178. y =


(a*—**) y cfl—x* 8 Y x'
- < u * + 6 * + c . Find y'". An*. 0. 179. /(x ) = ln (jc+ 1). Find /<*>(*)• An*.
- - — r-rrr. 180. t/ = tanx. Find y'". Ans. 6sec4 x — 4sec2x. 181. # = lnsinjc.
(x-fl )4 9 9 9
Find y ’". Ans. 2 cot jc esc2 x. 182. f ( x ) = ]/rsec2jc. Find f” (x). Ans. /*(*) =
-31/(*)]»-/(*)• >83. y = ~ - Find /(4,W- Ant- O
n -l *L) ,5 • >84. P -
4Qp
— arctan — . Find
^ ' a dqs Ant• (aa+ yi)*- ,85‘
d*y
I•'Ind ^ -4 . Ans. 186. y = cosax. Find v(n). Ans. a" cos ( « + » !•)
dx2 a2
187. y = ax . Find y {n). Ans. (In a)n ax. 188. y = ln (l+ jc ). Find y (n) Ans.
( • >8». ÿ = ~ . Find y<»>. An*. 2 ( - l )■ ”! 190.
'>+*■ ( l + x ) n+ 1 ‘
y --exx. Find y (n). Ans. ex ( jc + / i ) . 191. y = xn“ 1 \nx. Find y (n). Ans. •

192. y = sin2 jc. Find yin). Ans. — 2 " - 1 cos ^ 2jc+ n -—j . 193. y = jcsinjt.

Find y (n). Ans. X6in (^x+n —« cos V


- i ) . 194. If y = ex sin x, prove
4a2
that y 0— 2y' + 2y = 0.
y*— 195. y2 = 4ax.
4ax, Find —| 196. 5 2 jc2 +
a?* " 7
b4 3b*x
+ a2y 2 = a2l?2. Find ^dx2a n d dx
^ 3. A » .- a*y* 197. x2 + y 2 = r2.
cPy
Find 0 . i4 /is .---- r • 198. y 2 — 2xy = 0. Find ^ . i4n$. 0. 199. p = tan (cp + p).
130 Ch. 3. Dérivative and Differential

Find . Ans. __2(5 + 8 p + 3 p ) 200. s e c q ) C o s p = C. Fînd . Ans.


d(p3 p6 " * dtp2
tan2 p — tan2 cp v , c . j d2y A (1 —ex+y )(e x —ey)
------ -------------------2 0 1 . ex + x = ey + y. F in d ^ —. Ans. —----
tan3 p ( ^ + 1)3
202. ÿ» + * » -3 a * ÿ = 0. F I n d g . Ans. - ( • 203. * = o (/-s in /)t
d2u 1
y = a (1 — cos t). Find -— 3 . Ans. — .204. x = a c o s 2 /, y = bs\n 2 t.

e, ,, . d2y _
4a sin 4
" ( 4) . d3*/ . 3 cos /
Show that - 7 -|= 0 . 205. * = a c o s /, y = a s in /. Find -j— . A n s . ---- 2 . h- . .
dx2 dx3 a2 sin 6 /
d2" 42/1 +1
206. Show that (sinh x) = sinh x; (sinh x) = coshx.

Equations of a Tangent and a Normal.


Lengths of a Subtangent and a Subnormal
207. Write the équations of the tangent and the normal to the curve
y = x?— 3x2 —x + 5 at the point M (3, 2). Ans. The tangent is 8 jc— £/ — 22 = 0;
the normal, x + 8y — 19 = 0 .
208. Find the équations of the tangent and normal, the lengths of the subtangent
and subnormal of the circle x2 -f-y 2 = /'2 at the point M (xlt y{). Ans. The
I u2
tangent is xx1-\-y y l = r 2; the normal is x1y —y 1x = 0; S r = .II. •SjV=l*i I
l*i
209. Show that the subtangent of the parabola y 2 = Apx at any point is
divided into two by the vertex, and the subnormal is constant and equal
to 2p. Make a drawing.
2 1 0 . Find the équation of the tangent at the point M (xt , y x)

(a) to the ellipse * ^ + jjr= l . Ans. **i , yy\_y.


a2 i b2 —
(b) to the hyperbola Ans
A a2 b2
211. Find the équations of the tangent and normal to the Witch of Agnes!
j / = 2_^.x2 a* point where x = 2a. Ans. The tangent is x + 2y = 4a; the
normal is y = 2x— 3a.
212. Show that the normal to the curve 3y = 6x — 5& drawn to the point
M (l, passes through the coordinate origin.

213. Show that the tangent to the curve ~ ^ " (^ ) = 2 at P°*n*


M (a, b) is —+ - r - = 2 .
a b
214. Find the équation of that tangent to the parabola, y 2 = 20xt which
forms an angle of 45° with the x-axis. Ans. y = x -\-5 [at the point (5, 10)].
215. Find the équations of those tangents to the circle x2+ # 2 = 52 which
are parallel to the straight line 2 x + 3 j/ = 6. Ans. 2x-j-3y ± 26 = 0.
216. Find the équations of those tangents to the hyperbola 4x2— 9i/a = 36
which are perpendicular to the straight line 2 y - \- 5 x = \0 . Ans. There are no
such tangents.
217. Show that the segment (lying between the coordinate axes) of the tan­
gent to the hyperbola xy = m is divided into two by the point of tangency.
Exercises on Chapter 3 131

218. Prove that the segment (between the coordinate axes) of a tangent to
the astroid x2/3 + y 2'3 = a2/3 is of constant length.
219. At what angle a do the curves y = ax and y = bx intersect? Ans.
. ln a — \nb
tnn a = - r —:---- —z . •
1 + l n a-ln b
220. Find the lengths of the subtangent, subnormal, tangent and normal to
the cycloid x = a (0 — sin 0), y = a ( \ — cos 0) at the point at which 0 = — .
Ans. S r = a, SN = a, T = a Y 2, N = a V T .
221. Find the quantities S j, T and N for the astroid x==4acos3 f,
y = 4as\n3 t. Ans. S r = |4 a s i n 2 / cos 1 1; = | 4a sin3 f tan/J; r = 4 asin 2 /;
N = | 4a sin2 / tan 1 1.

Miscellaneous Problems
Find the dérivatives of the following functions:
sin x 1 | . / ji x \ Â , 1
222. y = -x----- s------t t ln tan ------- — . Ans. y = — =— . 223. y = arcsin — .
* 2 cos2 x 2 V4 2 J cosS x x
1 COS X
Ans. y ' = ---------------------- . 224. y = arcsin (sin x). Ans. y ' = - -,------ r . 225. y =
| x | Ÿ x2 — 1 | cos x |
1
. a r c ta n ( 1/ a ? tan ~ ) (a > 0 , b > 0 ) . Ans. y'
'a 2 — b2 \ f a+ b 2J * a + b cos*’
226. y = \x \. Ans. y ’ = - A j . 227. g = arcsin Y 1 — x2. Ans. y ' = —~r^— X
^ 1*1 |x I
^ 1 — x2
4
228. From the formulas for the volume and surface of a sphere v = - ^ n r B and

s - 4nr2 it follows that g ^ = s* Explain the géométrie significance of this re-


Milt. Find a similar relationship between the area of a circle and the length
of the circumference.
229. In a triangle ABCt the si de a is expressed in terms of the other two
hldes b, c and the angle A between them by the formula
a = ŸbP + c2—^2bc cos A
For b and c constant, side a is a function of the angle A. Show that ^ = L ,
uA
where ha is the altitude of the triangle corresponding to the base a. Interpret
this resuit geometrically.
230. Using the differential concept, détermine the origin of the approximate
formulas
V ^+ b*a+ ± , l/J T b * a + ± s
where |6 | is a number small compared with a.
231. The period of oscillation of a pendulum is computed by the formula

In calculating the period 7 \ how will the error be affected by an error of 1%


in the measurement of: (1) the length of the pendulum /, (2) the accélération
of gravity g? Ans. (1) « 1/2%, (2) «1/2% .
132 Ch. 3. Dérivative and Differential

232. The tractrix has the property that for any point of it, the tangent T
remains constant in length. Prove this on the basis of: (1) the équation of the
tractrix in the form
a — }^a2— y 2
x = V a 2- y 2 + ± In («> 0)
a + Ÿ~a2— y 2
(2) the parametric équations of the curve

x = a ^ In tan — -{-cos

y = a sin t
233. Prove that the function y = Cxe~ x -\-C2e~ 2x satisfres the équation
y*+ 3yf + 2y = 0 (here Cj and C2 are constants).
234. Putting y = ex sin jr, z = ex cos x prove the équations y" = 2zt z"=^—2y.
235. Prove that the function y = sin (m arcsin x) satisfies the équation
(1— jc2) y ' — xy' + m*y = 0.
— (Pu f du \2
236. Prpve that if (a-\-bx)ex = x , then x3 —( x yJ .
CHAPT E R 4

SOME THEOREMS ON DIFFERENTIABLE FUNCTIONS

4.1 A THEOREM ON THE ROOTS OF A DERIVATIVE


(ROLLE’S THEOREM)
Rolle’s Theorem. If a function f (x) is continuous on an interval
\a, b] and is différentiable at ail interior points of the interval,
and vanishes [f (a) = f(b) = 0 ] at the end points x = a and x = b,
then inside [a, b] there exists at least one point x = c, a < c < b ,
at which the dérivative f (x) vanishes, that is, f'(c) = 0 .*
Rroof. Since the function /(x) is continuous on the interval
|«, b], it has a maximum M and a minimum m on that interval.
If M — m the function /(x) is constant, which means that for
ail values of x it has a constant value /(x) = /n. But then at any
point of the interval / '( x) = 0 , and the theorem is proved.
Suppose M=£m. Then at least one of these numbers is not
«•quai to zéro.
For the sake of definiteness, let us assume that M > 0 and that
lhe function takes on its maximum value at x = c, so that
/(c) = Af. Let it be noted that, here, c is not equal either to a
or to b, since it is given that /(a) = 0, f(b) = 0. Since f(c) is the
maximum value of the function, it follows that f ( c + Ax)—
f ( c ) ^ 0, both when Ax > 0 and when A x < 0 . Whence it fol­
lows that
when Ax > 0 (T)

/(c + %2 ~~/(c) when A x < 0 ( 1*)


Since it is given in the theorem that the dérivative at x = c
exists, we get, upon passing to the limit as Ax—*0,
lim / (c+A*)—f (c) _ ^ ^ q when Ax > 0
a* -* o ax
lim = f ’ (c) ^ 0 when Ax < 0
Ax -*■ 0

But the relations / ' ( c ) < 0 and f (c) ^ 0 are compatible only if
f ‘(c) — 0. Consequently, there is a point c inside the interval
|{i, 6 ] at which the dérivative f' (x) is equal to zéro.
The number c is called a root of the function <p(x) if <p(c) = 0.
134 Ch. 4. Sortie Theorems on Différentiable Funciions

The theorem about the roots of a dérivative has a simple géo­


métrie interprétation: if a continuous curve, which at each point
has a tangent, intersects the x-axis at points with abscissas a
and b, then on this curve there will be at least one point with
abscissa c, a < c < b, at which the tangent is parallel to the
x-axis.

Note 1. The theorem that has just been proved also holds for
a différentiable function such that does not vanish at the end
points of the interval [a, b\, but takes on equal values f(a) — f(b)
(Fig. 92). The proof in this case is exactly the same as before.
Note 2 . If the function f(x) is such that the dérivative does
not exist at ail points within the interval [a, b], the assertion
of the theorem may prove erroneous (in this case there might
not be a point c in the interval [a, b\, at which the dérivative
f' (x) vanishes).
For example, the function
ÿ = f(x) = 1 —V #
(Fig. 93) is continuous on the interval [— 1 , 1] and vanishes at
the end points of the interval, yet the dérivative

within the interval does not vanish. This is because there is a


point x = 0 inside the interval at which the dérivative does not
exist (becomes infinité).
The graph shown in Fig. 94 is another
instance of a function whose dérivative
does not vanish in the interval [0 , 2 ].
The conditions of the Rolle theorem are
not fulfilled for this function either,
because at the point x = l the function
Fig. 94 has no dérivative.
4.2 Lagrange’s 7 hcorem 135

4.2 THE MEAN-VALUE THEOREM (LAGRANGE’S THEOREM)


Lagrange’s Theorem. If a function f(x) is continuous on the
interval [a, b] and différentiable at ail interior points of the inter­
nai, there will be, within [a, b], at leasi one point c, a < c < b ,
such that
f(b) — f(a) = f'{c)(b— a) ( 1)
Proof. Let us dénoté by Q the number ^ ^ that is, set:

Q= /J i ~ (2 )
and let us consider the auxiliary function F (x) defined by the
t*(| nation
F(x)=f(x)— f(a) — (x— a)Q (3)
What is the géométrie significance of the function F (x)? First
write the équation of the chord AB (Fig. 95), taking into account
that its slope is ^ —Q an(t
that it passes through the point
(a, f(a)):
y — f(a) = Q(x— a)
wlience
y = f(a) + Q(x— a)
liut F (x) = f (x)— [f (a) + Q(x— a)].
ïlius, for each value of x, F (x) is
c(|ual to the différence between the
ordinates of the curve y = f(x) and
t lie chord y = f(a) + Q(x—a) for F‘8 - 95
points with the same abscissa.
It will readily be seen that F (x) is continuous on the interval
|«, b], is différentiable within the interval, and vanishes at the
«Mid points of the interval; in other words, F(a) = 0 , F(b) = 0 .
Ilence, the Rolle theorem is applicable to the function F(x). By
t h is theorem, there exists within the interval a point x = c such
that
F’ (c) = 0
Mut
F’ (x) = f ( x ) - Q
nml so
F' (c) = f (c)—Q = 0
wlience
Q = f'(c)
136 Ch. 4. Some Theorems on Différentiable Functions

Substituting the value of Q in (2), we get


m ^ i = r ,c)
0 )
whence follows formula ( 1) directly. The theorem is thus proved.
See Fig. 95 for an explanation of the géométrie significance of
the Lagrange theorem. From the figure it is immediately clear
that the quantity ^ j ; ~ 's the tangent of the angle of incli­
nation a of the chord passing through the points A and B with
abscissas a and b.
On the other hand, f'(c) is the tangent of the angle of inclina­
tion of the tangent line to the curve at the point with abscissa c.
Thus, the géométrie significance of (T) or its équivalent (l)consists
in the following: if at ail points of the arc AB there is a tangent
line, then there will be, on this arc, a point C between A and B
at which the tangent is parallel to the chord connecting points A
and B.
Now note the following. Since the value of c satisfies the con­
dition a < c < b , it follows that c — a < b — a, or
c — a = 0 (b — a)
where 0 is a certain number between 0 and 1, that is,
0 < 0< 1
But then
c = a + Q(b — a)
and formula ( 1) may be written as follows:
f ( b ) - f ( a ) = ( b - a ) f ' [ a + Q(b-a)], 0 < 0 < 1 ( 1")

4.3 THE GENERALIZED MEAN-VALUE THEOREM


(CAUCHY’S THEOREM)

Cauchy’s Theorem. If f (x) and <p(*) are two functions continuous


on an interval [a, b] and différentiable within it, and <p' (jc) does
not vanish anywhere inside the interval, there will be, in [a, b],
a point x = c, a < c < b , such that
f(b)-H a) f (c)
f (b)— <p (fl) <p'(c)
Proof. Let us define the number Q by the équation
f(b )-f(a )
W <t(b)— <?(a) W
It will be noted that qy(b)—ç(a)=^=0, since otherwue <p(b) would
be equal to q>(a), and then, by the Rolle theorem, the dérivative
4.4 Evaluating Indeterminate Forms of the Type 137

(x) would vanish in the interval; but this contradicts the sta-
tement of the theorem.
Let us construct an auxiliary functioiî
F (x) = f (x)— f (a)— Q [<p (x) —<p(a)]
It is obvious that F(a) = 0 and F(b) = 0 (this follows from the
définition of the function F (x) and the définition of the numberQ).
Noting that the function F (x) satisfies ail the hypothèses of the
Rolle theorem on the interval [a, b], we conclude that there exists
between a and b a value x = c ( a < c < b ) such that F'(c) = 0.
But F' (x) = f (x)—Q<p' (x), hence
F'(c) = r(c)-<to' (c) = 0
whence

Substituting the value of Q into (2) we get (1).


Note. The Cauchy theorem cannot be proved (as it might appear
at first glance) by applying the Lagrange theorem to the nume-
rator and denominator of the fraction
f(b )-f(a )
<p(6) —ç(û)
Indeed, in this case we would (after cancelling out b—a) get the
formula
f(b)-f(a) f ( Cl)
9 (6 ) — q>(a) 9' (c2)

in which a < c 1<b, a< .c2< b. But since, generally, cl =^c2, the
resuit obtained obviously does not yet yield the Cauchy theorem.

4.4 THE L1MIT OF A RATIO OF TWO INFINITESIMALS


^EVALUATING INDETERMINATE FORMS OF THE TYPE

Let the functions f(x) and <p(x), on a certain interval [a, b\,
satisfy the Cauchy theorem and vanish at the point x = a of this
interval, f(a) = 0 and <p(a) = 0 .
The ratio (p (X)r is not defined for x = a, but has a very definite
meaning for values of x ^ a . Hence, we can raise the question
of searching for the limit of this ratio as x —>■a. Evaluating limits
of this type is usually known as evaluating indeterminate forms
of the type ---.
138 Ch. 4. Some Theorems on Différentiable Functions

We hâve already encountered such problems, for instance when


sin x
considering the limit lim ------ and when finding dérivatives of
x -*■ Q x
si n x
elementary functions. Forx = 0, the expression —— is meaningless;
the function = - is not defined for x = 0 , but we hâve
sin x
seen that the limit of the expression —— as x —*-0 exists and
is equal to unity.
L’Hospital’s Theorem (Rule). Let the functions f (x) and <p(x),
in [a, b], satisfy the Cauchy theorem and vanish at the point x = a,
f r (x)
that is, f (a) — <p(a) = 0 ; then, if the ratio has a limit as
f (x)
x —*a, there also exists lim , and

lim f(x) lim


x -> a (*)
9W
Proof. On the interval \a, b\ take some point x=£a. Applÿing
the Cauchy formula we hâve
fix)-f(a) ni)
<PW—<p (a) <p'(s)
where | lies between a and x. But it is given that / (a) — <p(a) = 0,
and so
f(x) ni)
9 (X ) <p' (I)

If x —►a, then £ —>-a also, since g lies between x and a. And


if lim =»=A, then lim f-ML exists and is equal to A. Whence
x-+a<t W (I) H
it is clear that
lim f(x) = lim /'(B lim D % = lim
« fM 9' (£) ' .9 (I) * a 9 (*)
and, finally.
lim } ( X ) lim r (x)
x -+ a 9W x -+ a 9' (*)

Note 1. The theorem holds also for the case where the functions
f(x) or <p(x) are not defined at,x = a, but
lim f (x) — 0 , lim <p(x) = 0
x -►a x -►a

In order to reduce this case to the earlier considered case, we


redefine the functions f(x) and q>(x) at the point x = a so that
4.4 Evaluating Indeterminate Forms of the Type — 139

lliey become continuous at the point a. To do this, it is sufficient


to put
f (a) - litn f (x) = 0 , <p(a) = *lim q>(jc) = 0
x -+ a x -+ a

f (je)
since it is obvious that the limit of the ratio -AA as x —►adoes
?(*)
uot dépend on whether the functions f (x) and <p(;c) are defined
al x —a.
Note 2. If f' (a) = <p' (a) = 0 and the dérivatives f'(x) and <p' (x)
satisfy the conditions that were imposed by the theorem on the
tmictions f(x) and q>(jc), then applying the l’Hospital rule to the
ratio L-— , we arrive at the formula lim - A -, = lim ' A \ , and
<P (*) W (*)
mi forth.
Note 3. If <p'(a) = 0, but f'(x)^= 0, then the theorem is appli­
cable to the reciprocal ratio which tends to zéro as x —*a.
f (X)
llence, the ratio tends to infinity.
Example 1.
lira sin 5x— lim (sin 5*Y lim 5 cos 5x 5
*-*•0 3x x -*■ o (3v)' * -*■o 3 3

Example 2.
1
lim ln 0 + * ) = Hm _!_+*_ 2
0 X jt -> 0 1 1

Example 3.
2x .. e * + e - * — 2 .. ex — e~x .. ex + e ~ x 2
lim-------- :------- = lim —--= lim — :------------------= lim - r - 1 = T 2
a *. o x — sin x x-+o 1— cos jc x o sinx x -*o cosjc 1

More, we had to apply the l’Hospital rule three times because the ratios of
t lu* firs t, second and third dérivatives at jc = 0 yield the indeterminate form— .

Note 4. The l’Hospital rule is also applicable if


lim f(x) = 0 and lim <p(x) = 0
X -+ * > X —►0D

Indeed, putting x = —, we see that z • 0 as jc - oo and therefore

lim f (-M = 0 ,
2 -* 0 \ 2 J
140 Ch. 4. Some Theorems on Différentiable Functions

Applying the l’Hospital rule to the ratio we find

lim -£— = lim


«P(*)

'■ (4 )
= lim = lim £-rf\

which is what we wanted to prove.


Example 4.
. k
sin —
x *v
lim lim lim k c o s— = k
X

4.5 THE LIMIT OF A RATIO OF TWO INFINITELY


LARGE OUANTITIES
^EVALUATING INDETERMINATE FORMS OF THE TYPE ^

Let us now consider the question of the limit of a ratio of two


f unctions f (x) and <p(x) approaching inf inity as x —*- a (or as x —►oo).
Theorem. Let the functions f(x) and (p(jt) be contînuous and
différentiable for ail x=^a in the neighbourhood of the point a,
the dérivative qp' (a:) does not vanish; further, let
lim f (x) = oo, lim <p (jc) = oo
x -*■ a x -+ a

and let there.be a limit


f'(x)
lim A ( 1)
x -*■ a <p' (*)

Then there is a limit lim /(*) and


x -*■ a <P(*)

lim f(x) lim f'ix) ( 2)


. a <t(x) <p' (X)

Proof. In the given neighbourhood of the point a, take two


points a and x such that a < x < a (or a < x < a). By Cauchy’s
theorem we hâve
f(x) — f ( a ) f'(c)
<p(*)—«P(a) <p'(c) (3)
4.5 Evaluât ing Indeterminate Forms of the Type — 141

where a < c < x. We transform the left side of (3) as follows:

f(x)-f(a) f(x) JW
<PW—<p(a) <p(*) .<p(«)
9(*)
From relations (3) and (4) we hâve
, /(«)
F (c) _ f ( x ) f (X)
<p'(c) q>w . <P(«)
<p(x)
Whence we find
■ <p(«)
f (■»?) f' (c) «p (*)
<p(*) q>'(c) , f («)
t ( x)
From condition (1) it follows that for an arbitrarily small e > 0 ,
a may be chosen so close to a that for ail x = c where a < c < a,
the following inequality will be fulfilled:

or

l.et us further consider the fraction


. <p(«)
<P(*)
• _ /(«)
/<*>
Fixing a so that inequality (6 ) holds, we allow x to approach a.
Since f ( x ) — + o o and q>(x)—>-oo as x —-a, we hâve
, <p («)
lim q> 1
x -* a , /(«)
fW
and, consequently, for the earlier chosen e > 0 (for x sufficiently
dose to a) we will hâve
142 Ch. 4. Sortie Theorems on Difjerentiable Funciions

or
<p(«)
1 —e < <p(*) < 1 + e
/(«) (7)
/(*)
Multiplying together the appropriate terms of inequalities (6 ) and
(7), we get
l_5Pjo)
m - « ) ( ' - • ) < £ $ — f ê - < (■4 + e>c + e>
/(*)
or, from (5),
(4 _ e) ( l - e ) < | * g < ( x 4 + e)(l + e)

Since e is an arbitrarily small number for x sufficiently close to a,


it follows from the latter inequalities that
\i m m = A

or, by ( 1),
lim lim ^ j ~ = A
* - a <P(*) * - a q>w
which complétés the proof.
Note I. If in condition (1) A = oo, that is,
lim ^~rj\ = oo
x ,.9 W
then (2) holds in this case as well. Indeed, from the preceding
expression it follows that

i ™ m = °
Then by the theorem iust proved
lim | W = nm 1 ^ = 0
f (x) rw
whence
lim •£— = oo

Note 2 . The theorem just proved is readily extended to the


case where x —>•oo. If lim /(x) = oo, lim <p(x) = ooand lim
X -*■ CO X -* CD JC -♦ CO T
4.5 Evaluating Indeterminate Forms of the Type — 143
oo

exists, then
litn ~ | = lim ( 8)

The proof is carried out by the substitution x = — , as was done


under similar conditions in the case of the indeterminate form
” (see Sec. 4.4, Note 4).
Example 1.
ex (exY ex
lim — = lim y —7- = lim ^ - = 0 0
* -►00 X x —
y cc \X ) x -y CD i

Note 3. Once again note that formulas (2 ) and (8 ) hold only if


the limit on the right (finite or infinité) exists. It may happen
that the limit on the left exists while there is no limit on the
right. To illustrate, let it be required to find
x-J-sin x
lim
X -*■ CD

Th is limit exists and is equal to 1. Indeed,


x + sin x
lim

But the ratio of dérivatives


(jt + sinx)' 1+ co sx « .
■ (,'i - ^ 1— -l+ c o s x

ns x — ►oo does not approach any limit, it oscillâtes between 0


nnd 2 .
Example 2.
ax2-\-b .. 2ax a
lim — lim — = —
jt * cx2— d 2ex c
Example 3.

„ tan x cos2 * .. 1 cos2 3* .. 1 2-3 cos 3x sin Sx


lim -— — = lim ----- ^— = lim —-------5— = lim
tan 3* 3 cos 2 x 2 cos x sin x
2 cos 2 3x
.. cos 3* .. sin 3x .. 3 sm 3x (— 1) 0 (— 1) (— ) 0
= lim -------- lim —----- = lim — :----------------= 3 - - . — = 3
n cos x „ sin x n sin x (!) ( 1) ( 1)
X —y — X -y — x ~y ~~r~
2 2 2
144 Ch. 4. Some Theorems on Différentiable Functions

Example 4.
lim = lim — = 0
* - « e* x _ « e*
Generally, foi any intégral n > 0,
.. xn nxn- x n (n— 1 )... 1
lim — = lim — — = . . . = lim —------ -r -------= 0

The other indeterminate forms reduce to the foregoing cases.


These forms may be written symbolically as follows:
(a) O o o , (b) 0°, (c) oo°, (d) l 00, (e) oo — oo
They hâve the following meaning.
(a) Let lim / (a:) = 0; lim ç ( a : ) = o o ; it is required to find
x ->■ a x a
lim [/(x)<p(*)]

that is, the indeterminate form O oo.


If the required expression is rewritten as follows:
lim [/ (x) <p (x)] = lim
x -+ a x -* a 1
<p W
or in the form
lim [/(x)<p(x)] = liin -2 -j^-
/<*)
0 oo
then as x —>-a we obtain the indeterminate form U
or —.
00
Example 5.
1
lim xn \ n x = lim — lim
..... —=- lim — - 0
x -o x o j_ x -> o __ n x _+ o n
xn xn + 1

(b) Let
lim f {x) = 0 , lim (p (*) = 0

it is required to find
lim [f(x)]*<*

or, as we say, to evaluate the indeterminate form 0 °.


Putting
y=[f(x)]'*{*>
4.6 Taylor*s Formula 145

Inke logarithms of both sides of the équation:


lny = q>(x) [ln f (*)]

As x —>-a we obtain (on the right) the indeterminate form 0 -oo.


l'inding lim \ny, it is easy to get lim y. Indeed, by virtue of the
x a je —►a
continuity of the logarithmic function, lim \ n y = \ n lim y and if
JC -► fl JC —►fl
In lim y —b, it is obvious that lim y = é>. If, in particular, b = +oo
x -+ a jc -> a
or —oo, then we will hâve lim */ = + <» or 0, respectively.
Example 6. It is required to find lim xx. Putting y = xx we flnd ln lim y =
jc -> 0
— 11m ln y = lim ln (jc*) = lim (x ln x)\
_1_
lim ( x \ n x ) = lim lim —* — — lim x = 0
jc -►0 jc -> C jc -►0 ____ jc —
►0
X x2
(lonsequently, ln lim y = 0, whence lim y —e ° = l , or
lim x* — 1
jc -> 0

The technique is similar for finding limits ?n other cases.

4.6 TAYLOR’S FORMULA

Let us assume that the function y = f(x) has ail dérivatives up


lo the (n + l) th order, inclusive, in some interval containing the
point x — a. Let us find a polynomial y = Pn (x) of degree not
nbove n, the value of which at x = a is equal to the value of the
function f(x) at this point, and the values of its dérivatives up
lo the nth order at x = a are equal to the values of the correspond-
Ing dérivatives of the function f(x) at this point:
Pn (a) = / (a), P'n (a) = /' (a), P"n (a) = f" (a), . . . . PT (a) = /<"> (a) (1)
It is natural to expect that, in a certain sense, such a polynomial
Is “close” to the function f(x).
Let us look for this polynomial in the form of a polynomial in
powers of (x—a) with undetermined coefficients:
Pn (*) = C0+ Ct (x— a) + C2(x— a)2+ Cs (x — a)3
+ . . . + C tt(x—a)n (21

We define the undetermined coefficients Cx, C2, . . . , Cn so that


conditions ( 1) are satisfied.
II) 2081
146 Ch. 4. Some Theorems on Difjerentiable Functions

Let us first find the dérivatives of P„(x):


P'n (x) = Cl + 2C2(x— a) + 3Ca (x — a)2 + . . . +n C „ (x—a)"-1 '
P"n(x) = 2-lC2+ 3-2C3(x — a )+ . . . + n (n — 1) C„ (x— a)n~* >
(3)
PP(x) = n ( n - l) ... 2 • 1 •C„ J

Substituting, into the left and right sides of (2) and (3), the
value of a in place of x and replacing, by (1), Pn(a) by /(a),
P'n(a) = f ’ (a), etc., we get
f(a) = C0
/'(a ) = C1
f"(à) - - 2 - 1C4
/ ” (a) —3-2- 1CS
f in) (a) = n(n — 1) (/i — 2) . . . 21C„
whence we find
C#= /(a), C , = r (a), C2==±r ( a) ,

^ 3 = 1-2-3^ ^n= T2 ~ n ^ n1 ,

Substituting into (2 ) the values of Cx, C2, . . . , C„ that hâve been


founçl, we get the required polynomial:
Pn (x) = / ( a ) + — /' (a) + f ”(a) + f " (a)

+ - - - + F F 7 7 ; ^ >(a> (5>

Designate by R„(x) the différence between the values of the given


function f(x) and the constructed polynomial Pn {x) (Fig. 96):
£«(*) = / ( * ) — p n(x)
whence
f(x) = Pn (x) + Rn {x)

or, in expanded form,

f W = f (a) + — f ’ (a) + — ^ r (a)

+ ••• + ^ r ( a ) + R„(X) (6 )
4.6 Taylor's Formula 147

R„ (x) is called the remainder. For those


values of x, for which the remainder
R„(x) is small, the polynomial P„(x)
yields an approximate représentation of
t lie function f(x).
Thus, formula (6 ) enables one to rep­
lace the function y = f{x) by the poly­
nomial y = Pn (x) to an appropriate deg-
rce of accuracy equal to the value of
t lie remainder R n(x).
Our next problem is to evaluate the
(|uantity Ra(x) for various values of x.
Let us write the remainder in the form
(x—a)n+ l
RnOc) Q(x) (7)
(* + 1)1
where Q(x) is a certain function to be defined, and accordingly
rcwrite (6 ):
l(x) = f (a) + ~ (a) + f (a)
(x— a)n+1
+ . . . + ^ / “ W Q(x) ( 6 ')
(n+D!
For fixed x and a, the function Q (x) has a definite value; dénoté
It by Q.
Let us further examine the auxiliary function of t (t lying between
<i and x):

/•• ( o = / (x ) - f ( t ) - ^ - r n o - •••
( * - < ) » + * ^

( n + l ) l V

where Q has the value defined by the relation (6 '); here we con-
sider a and x to be definite numbers.
We find the dérivative F' (/):

/•■'(o=- r (o+r (0- V f (o+2-V Lf w


f' " ( <)+••• + f in) w + r (o
S*zzîïLfin+»(t)
n\
+ ln+^ X)Xty,Q
or, on cancelling,
F' (0 = - — r 2 / (n+1, (0 + (±= r1 Q ( 8)

lir
148 Ch. 4. Some Tkeorems on Différentiable Fùnctionê

Thus, the function F (t) has a dérivative at ail points t lying near
the point with abscissa a (a ^ ^ x when a < x and
when a > x).
It will furfher be noted that, on the basis of (6 '),
F(x) = 0, F (a) = 0
Therefore, the Rolle theorem is applicable to the function F (t)
and, consequently, there exists a value t = £ lying between a and
x such that F’ (£) = 0 . Whence, on the basis of relation (8 ), we get

and from this


Q = Ptt+1)(t)
Substituting this expression into (7), we get
(x— a)"*1 + (g)
(«4-1)1
This is the so-called Lagrange form of the remainder.
Since £ lies between x and a, it may be represented in the form *
%= a + Q(x— a)
where 0 is a number lying between 0 and 1 , that is, 0 < 0 < 1;
then the formula of the remainder takes the form

R* ( * ) = > j ),)r / (n+1) [ « + 0 <*-«)]


The formula
1W “ / (a) + T T /' («) + T 22 /"(«)+■ ••
+ i £ ^ r ( a ) + i £ ^ , . . * . . [ a + e ( , - a)] (9)

is called Taylor's formula of the function f(x).


If in the Taylor formula we put a = 0 we will hâve
f ( x ) = n o ) + ^ r (0 ) + ^ n o ) + . . .

+ Ç f in) ( ° ) + ( 5 n ir ^<n+1> (0*) 0 °)


where 0 lies between 0 and 1. This spécial case of the Taylor for­
mula is sometimes called Maclaurin's formula.

* See end of Sec. 4.2.


4.7 Expansion of e*, sin x, cosx in a Taylor sériés 149

4.7 EXPANSION OF THE FUNCTIONS e * , sin x ,


AND c o sx IN A TAYLOR SERIES
1. Expansion of the function f ( x ) = ex . Finding the successive
dérivatives of f(x), we hâve
/(*)=«*. /( 0) = 1
/'(* )= « * , / '( 0) = 1

/<«) (x)=ex, /<"> (0 ) = 1

Substituting the expressions obtained into formula (10) (Sec. 4.6),


we get
g* —
1i +
_l j L 4 .il4 .il 4.
11 T- 2| -r 31 i- • • • -l- xn+1
-t- (n_|_i)j e . u0 ^< 00 ^< 11
If | x | < l , then, taking n = 8 , we obtain an estimate of the
remainder:
Rt < ± 3 < 10-‘

l;or x = 1 we get a formula that permits approximating the number e:

*=1 + I+ i+ '5 ï+ " •+ ¥


Calculating to the sixth décimal place,* and then rounding to five
décimais, we hâve
e = 2.71828
3
llere the error does not exceed gj-, or 0 .0 0 0 0 1 .
Observe that no matter what x is, the remainder
00
35 n
Indeed, since 0 < 1, the quantity «•* for fixed x is bounded (it
Is less than e* for x > 0 and less than 1 for x < 0 ).
We shall prove that, no matter what the fixed number x.
xn+l
0 as n 00
<«+ 1)1
Indeed,
xn+1 I l x x x x x I
I(n + l)l | |l * 2 * 3 ' *• « * ^ + ï |

* Otherwise the overall rounding error may considerably exceed Rt (for


Instance, for 10 terms, this error can exceed 5-10-*).
150 Ch. 4. Some Theorems on Différentiable Functions

If x is a fixed number, there will be a positive integer N such


that
\x\<N
Ix I
We introduce the notation - ^ - = <7; then, noting that 0 < ?< 1.
we can write for n = N + l , N + 2, N + 3, etc.
JCn + 1 X X X
* . * 1
(«4-1)1 T ' T ’ • ' n n+ 1|
X | JC | | JC
1 - Il­ |I. . . •1-
ia | | 3 N—1 \N ’l n | | n + 1
x X *A -1 n n - N + 2
• -j. . .
N - -1 * H’ H• • *q -
for the reason that
jc
ÂT /v+i l < 9 ’ <q
XA' - 1
But is a constant quantity; that is to say, it is independ-
ent of n, while qn-x+t approaches zéro as n —► 0 0 . And so
x n+ l
Iim 0 ( 1)
n -> cd (n+l)l

Consequently, Rn = also approaches zéro as n approa­


ches infinity.
From the foregoing it follows that for any x (if a sufficient
number of terms is taken) we can evaluate e* to any degree of
accuracy.
2. Expansion of the function / ( j r ) = sinx . We find the succes­
sive dérivatives of f(x) = sinx:
f(x) =sinx f (0 ) = 0
f (x) = co sx = s i n ^ x - f y ^ , f ( 0) = 1

f"(x) = — sinjf = sin(* + 2 -j), f ( 0) = 0

F ” (*) = — cosjc = sin ^ + . f "' (0 ) = — 1


Fv (x) =sinx: = sin ^x + 4 , / lv(0 ) = 0 .

/<">(*) = sin(x + n f ) , /<»>(0 ) = s i n n £

/<"+i> (x )= sin (* + ( r t + l ) f ) , / (n+1)(|) = sin [ê + ( « + 1) y ]


4.7 Expansion of ex, sin x, cos x in a Taylor sériés J51

Substituting the values obtained into (10), Sec. 4.6, we get an


expansion of the function / (jc) = sin jc by the Taylor formula:
y3 y6 , Xn . Jl wi +l
s in * = * — 3 T + 5 T' +1 -ni7 Sin n 2 ^ ( « + 1)1 sin (n+l)-jj

Since sin |^-{- ( n+ 1) | ^ I, we hâve lim #„(.«) = 0 for ail


values of x.
Let us apply fhe formula in order to approximate sin 20°. Put
n - 3, thus restricting ourselves to the first two terms of the
expansion:
sin 20 ° = sin — æ — ^ ( ir )* = 0.342
Let us estimate the error, which is equal to the remainder:
I ■*3 1= | (£ ) * ^ s in (1+ 2 n) | < ( î ) 4- « 0.00062 < 0 .0 0 1

llcnce, the error is less than 0.001, and so sin 20° = 0.342 to
lliree places of décimais.

Fig. 97 shows the graphs of the function /(x) = sinx and the
jç3
llrst three approximations: S 2 (* )= * — ^ , S 3 (jt)= jt—
X* X*
31 ‘ 51 *
3. Expansion of the function f ( x ) = cos x. Finding the values
of the successive dérivatives for x = 0 of the function f(x) = cos*
152 Ch. 4. Some Theorems on Différentiable Functions

and substituting them into the Maclaurin formula, we get the


expansion

~ « ' - ÿ + ï - - - - + S “ (*T )+ C T i“ [»+<»+')T].


1 5 1 < 1*1
Here again, lim /?„(*) = 0 for ail values of x.

Exercises on Chapter 4

Verify the truth of Rolle’s theorem for the functions: 1. y = x2— 3x + 2 on


the interval [1, 2]. 2 . y = x? + 5x2— 6x on the interval [0, 1]. 3. y = (x— 1) x
X ( j c — 2) (jc — 3) on the interval [1, 3]. 4. y = sin2 * on the interval [0, j i ] .
5. The function f (x) = 4 x ? x 2— 4x— 1 has roots I and — I. Find the root
of the dérivative f (x) mentioned in Rolle’s theorem. __________
0 . Verify that between the roots of the function y = \ / x 2— 5* + 6 lies the
root of its dérivative.
7. Verify the truth of Rolle’s theorem for the function y = cos2 * on the
interval | —--p + ' 4 "] •
8 . The function y = l — x4 becomes zéro at the end points of the inter-
val [—i, 1], Make it clear that the dérivative of this function does not vanish
anywhere in the interval (— 1, 1). Explain why Rolle’s theorem is not appli­
cable here.
9 . Form Laçrange’s formula for the function y = sin * on the interval
[xlt x2]. Ans. sin * 2 — sin x1= (x2—xl ) cos c, xx < c < *2.
10. Verify the truth of the Lagrange formula for the function y = 2x— x2
on the interval [0 , IJ.
1 1 . At what point is the tangent to the curve y — xn parallel to the chord
from point (0 , 0 ) to Af2 (a, an)? Ans. At the point with abscissa
a
C n- 1/ - *
V *
12 .
At what point is the tangent to the curve y = \n x parallel to the chord
linking the points M i(l, 0 ) and M 2 (ef 1)? Ans. At the point with abscissa
c —e— 1.
Applying the Lagrange theorem, prove the inequalities: 13. ex ^ \ - \ - x .
14. In (1 + x ) < x (x > 0). 15. bn—an < nbn- 1 (b—a) for (b > a). 16. arctan x < x.
17. Write the Cauchy formula for the functions f(x) = x2, cp (jc) = je® on the
interval [l, 2 ] and findc. Ans. c = - g - .
Evatuate the following limits:
18. lim . Ans. — . 19. lim -— — . Ans. 2. 20. lim ■a-P
7 . Ans. 2.
►1 xn— \
x— sin x x +o x sin x
e*2— 1
2 1 . lim Ans. — 2 . 2 2 . lim — Ans. There is no limit
0 cos x— 1 *-*o V T -cos x
+o, - y~2 as x n\ 00 i* ln s in x 1
( Ÿ^2 as x
-0)- 23- hmx &=2&- Ans- “ T-
•*-T
Exercises on Chapter 4 153

24. 11m
a* —b* Ans. In -r-. 25.
arcsin x
lim Ans.
*->o sin 3 x
x -+ 0
sin x — sin a ey + s i n u — l  n
26. lim Ans. cos a. 27. lim ■ — . Ans. 2.
*^a x —a ' y ^ 0 In (I + «/)
» e * s in x — x . I nn .. 3x— 1 . 3 „ ln x
28. lim . „ , . - . Ans.- z-. 29. ltm ^ . Ans. -rr. 30. lim
, 3*2+** ,2 x + 5 X-*ao xn
x+l
In ( l + ~ ) ln
(where n > 0 ). .4ns. 0. 31. lim — —j— Ans. 1. 32. lim
arctan x x—\
>ln
x
e*+e~*
Ans. —1. 33. lim T . Ans. 0 for a > 0, oo for a ^ 0 .3 4 . lim e-^~t
y-++œeay —
X -> + 00
e~*
ln sin 3x ln tan 7x
Ans. 1. 35. lim Ans. 1. 36. lim Ans. 1
*->o ln sin x *->0 ln tan 2x *
ln {x— 1) —x JT Y 9
37. lim Ans. 0. 38. lim (1— x) tan . Ans. —
*->l , -n
tan x+ 1 2 n
2x
39. lim [ , 2 , ------ ^-1 . i4ns. —4 - - 40. lim ------r ^ - l - Ans. — 1
* - .1 |x 2 — 1 «— U 2 |_,n x ln x ]

41. lim (sec cp—tan (p). Ans. 0 . 42. lim \ X . — r — 1 • Ans. . 43. lim x cot 2x
jï x-*> 1 Lx * *n x j x. jc->o

Ans.-^. 4 4 . lim xHx%. i4ns. oo. 45. lim x•l ~ x Ans.— . 46. lim > /* a • Ans. 1
2 x -+ o x -* 1 « f-*oo
1
ln x
47. lim f — y anX. ,4ns. 1. 48. lim ^ 1 + — Y * Ans. ea. 49. lim (cotx)
x -± 0 \ x J jc->® \ x J x -+ 0

Ans. — . 50. limi ( c o s x ) 2 . Ans. 1 . 51. lim sînjp \ q> —1 _


e n' ç-o U / Ye

52. lim ( tan^r-^ 2 . .4ns. — .53. Expand, in powers of x — 2, thepolyno-


x-iV 4/ e
mial x * - 5 x S + 5 x * + x + 2 . Ans. - 7 ( x - 2 ) - ( x - 2 ) * + 3 ( x - 2 ) » + (x— 2)«.
54. Expand, in powers of x + l , the polynomial x# + 2x4— x * + x + 1. .4ns.
(* -|-1)2+2 ( x + l ) s — 3 ( x + l ) 4+ ( x + l ) 8. 55. Write Taylor’s formula for the
_ _ x _J | /x __ 1)2 J
function y = Y x v/hen a — \ t n = 3. Ans. V'x = \-\---j— • --------- jT2” * T " ^

+ < £ ^ . | - _ Ë Z ^ . ^ . [ l + e ( x - l ) r T , 0 < 6 < 1. 56. Write the Mac-


laurin formula for the function y = V 1 + * when n = 2. Ans. \ 1 + * = 1 +
+ je— x2-\----------- —-- g - , 0 < 0 < 1. 57. Using the results of the précéd­

a i + 0 * )T
154 Ch. 4. Some Theorems on Différentiable Functions

ing exercise, estimate the error of the approximate équation Y 1


« 1 + 4 " x — 4- *2 when x = 0.2. Ans. Less than 1
2 8 2 - 103*
Détermine the origin of the approximate équations for small values of x
jç2 jç4
and estimate the errors of these équations: 58. In co sx « — .

50. tan x i i 2x* 60. arcsin x , *


61. arctan x æ x —
*+T +T 5 X+ T ’
5x®
62 • e * + e ~ * ^ l + 4 ? + | | . 63. In (* + V l - * ) * * - * 2+ - 6 •

Using Taylor’s formula, compute the limits of the following expressions:


ln2 ( l + x ) — sin2 x
64. lim Ans. 1. 65. lim Ans. 0.
«
X -+ 0 e X _
x2 *
\ _ x _ L . x-+ 0 l —e-*2
2 (ta n x — sin x)— x3
lim . Ans. 4 • 67. lim £x—-x2 ln ^ 1 + 4 ) J - Ans. 0.
jr- 0
68. lim ( -L ——* * V Ans. 4" • 69. iim ( \ —co^ x ') . Ans.
x J 3 x-oV*2 J 3
CHAPTER 5

INVESTIGATING THE BEHAVIOUR OF FUNCTIONS

5.1. STATEMENT OF THE PROBLEM


A study of the quantitative aspect of natural phenomena leads
lo the establishment and study of functional relations between the
variables involved. If such a functional relationship can be expressed
analytically, that is, in the form of one or more formulas, we are
•lien in a position to investigate it with the tools of mathematical
analysis. For instance, a study of the flight of a shell in empty
space yields a formula that gives the dependence of the range R
upon the angle of élévation a and the initial velocity o0:
D ti®sin 2a
* ~ g
(g is the accélération of gravity).
With this formula we can détermine at what angle a the range
R will be greatest, or least, and what the conditions must be for
1lie range to increase as the angle a is increased, etc.
Let us consider another instance. Studies of oscillations of a load
un a spring (of a railway car or automobile) yielded a formula
showing how the déviation y of the load from a position of equi-
librium dépends on the time t :
y = e~kt (A cos a t + B sin at)
For a given oscillatory system the quantities k, A, B, © that enter
Into this formula hâve a very definite meaning (they dépend upon
the elasticity of the spring, the load, etc., but do not change
with time /) and for this reason are considered constant.
On the basis of this formula we can find out at what values of
t the déviation y will increase with increasing t , how the maximum
déviation varies as a function of time, for what values of t we
observe these maximum déviations, for what Values of t we obtain
maximum velocities of motion of the load, and a number of other
Ilongs.
AU these questions are embraced by the concept “investigating
the behaviour of a function”. It is obviously very difficult to dé­
termine ail these questions by calculating the values of a function
at spécifie points (like we did in Chapter 2). The purpose of this
ehapter is to establish more general techniques for investigating
the behaviour of functions.
156 Ch. 5. Investigating ihe Behaviour of Functions

5.2 1NCREASE AND DECREASE OF A FUNCTION


In Sec. 1.6 we gave a définition of an increasing and a decrea-
sing function. We will now apply the concept of the dérivative
to investigate the increase and decrease of a function.
Theorem. (1) If a function f (x), which has a dérivative on an
interval [a, b], increases on this interval, then its dérivative on
[a, b] is not négative, that is, f (x) ^ 0.
(2) If the function f(x) is continuous on the interval [a, b] and
is différentiable on (a, b), where f' (x) > 0 for a < x < b, then the
function increases on the interval [a, b\.
Proof. We start by proving the first part of the theorem. Let
/(je) increase on the interval [a, b], Increase the argument je by Aje
and consider the ratio
f(x-\-A x) — f(x)
Ajc ( 1)

Since f (x) is an increasing function,


f (x + Ax) > f (x) for A.v > 0
and
f (x + Ax) < f (x) for Ax < 0
In both cases
flx + A x )-n x ) Q
Ax ^ ( 2)
and consequently
lim f(* + A x )-/W 0
A x-> 0 Ax

which means f ' ( x ) ^ 0 , which is what we set out to prove. [If we


had /' (x) < 0, then for sufficiently small values of Ax, ratio (1)
would be négative, but this would contradict relation (2).]
Let us now prove the second part of the theorem. Let /' (x) > 0
for ail values of x on the interval (a, b).
Let us consider any two values jcx and x2, xx < x2, on the interval
[a, b].
By Lagrange’s mean-value theorem we hâve
f(.xi) — f ( x 1) = f {%) (x2— Xj), x1< t < x 2
It is given that f' (|) > 0, hence f (*2) —/ ( jq) > 0, and this means
that f(x) is an increasing function.
There is a similar theorem for a decreasing (différentiable)
function as well, namely:
If f (x) decreases on an interval [a, b\, then f ’ (je) < 0 on this
interval. If / '( * ) < 0 on (a, b), then f (x) decreases on [a, b], [Of
course, we again assume that the function is continuous at ail
points of [a, b] and is différentiable everywhere on (a, &).]
5.3 Maxima and Minima of Fundions 157

Note. The foregoing theorem expresses the following géométrie


fjict. If on an interval [a, b] a function f(x) increases, then the
langent to the curve y = f(x) at each point on this interval forms
an acute angle q> with the x-axis or (at certain points) is horizontal;
I lie tangent of this angle is not négative: f' (x) = tan <p^ 0 (Fig. 98a).
If the function f(x) decreases on the interval [a, 6], then the angle
of inclination of the tangent line forms an obtuse angle (or, at some

ooints, the tangent line is horizontal)- the tangent of this angle


Is not positive (Fig. 986). We can illustra te the second part of the
llieorem in similar fashion. This theorem permits judging the increase
or decrease of a function by the sign of its dérivative.
Example. Détermine the domains of increase and decrease of the function
y = x*

Solution. The dérivative is equal to


y ' = 4X3

For x > 0 we hâve y ' > 0 and the function increases; for x < 0 we hâve y ' < 0
and the function decreases (Fig. 99).

5.3 MAXIMA AND MINIMA OF FUNCTIONS

Définition of a maximum. A function f ( x ) has a maximum at


tlie point xt if the value of the function f(x) at the point xx is
greater than its values at ail points of a certain interval containing
t lie point x t. In other words, the function f(x) has a maximum
when x = x, if f ( x l + Ax) < f (x,) for any Ax (positive and négative)
Ihat are sufficiently small in absolute value.*
* This définition is sometimes formuiated as follows: a function / ( x) has
h maximum at xt if it is possible to find a neighbourhood (a, p) of (a < xt < 6 )
M id i that for ali points of this neighbourhood different from xx the inequality
/ (x) < ( (xj) is fulfilled.
158 Ch. 5. Investigating the Behaviour of Functions

For example, the function y = f ( x ), whose graph is given in


Fig. 100, has a maximum at x = xx.
Définition of a minimum. A function f(x) has a minimum at
x = x2 if
f (x2+ A x ) > f (xt)
for any Ax (positive and négative) that are sufficiently small in
absolute value (Fig. 100).
For instance, the function y = xA considered at the end of the
preceding section (see Fig. 99) has a minimum for x = 0, since
y = 0 when x = 0 and y > 0 for ail other values of x.

In connection with the définitions of maximum and minimum,


note the following.
1. A function defined on an interval can reach maximum and
minimum values only for values of x that lie within the given
interval.
2. One should not think that the maximum and minimum of a
function are its respective largest and smallest values over a given
interval: at a point of maximum, a function has the largest value
only in comparison with those values that it has at ail points
sufficiently close to the point of maximum, and the smallest value
only in comparison with those that it has at ail points sufficiently
close to the minimum point.
To illustrate, take Fig. 101. Here is a function, defined on the
interval [a, b], which
at x = x, and x = x3 has a maximum,
at x = Xj and x = xt has a minimum,
but the minimum of the function at x = xt is greater than the
maximum of the function at x — xv At x = b, the value of the
function is greater than any maximum of the function on the interval
under considération.
5.3 Maxima and Minima of Funciions 159

The generic terms for maxima and minima of a function are


cxtremum (pl. extrema) or extreme values of the function.
To some extent, the extrema of a function and their positions
ou the interval [a, b] characterize the variation of the function
versus changes in the argument.
Below we give a method for
linding extrema.
Theorem 1. (A necessary condi­
tion for the existence of an extre-
mum). If ai a point x = xx a
difjerentiable function y = f (x)
fias a maximum or minimum, ifs
dérivative vanishes at this point:
/'(*,) = 0.
Proof. For defini teness, let us
assume that at the point x = x,
the function has a maximum.
Then, for sufficiently small (in absolute value) incréments
Ax(Ax^O) we hâve
/(x, + A x X / f o )
that is,
/(Xj + Ax)—/(x x) < 0
But in this case the sign of the ratio
/ ( x , + A x) — f(x1)
Ax
is determined by the sign of Ax, namely:
/(*i + A*)—/(*i) ^ q wjien a * < 0

tSxA ± ï* t zU xA < q when Ax > 0


Ax
By the définition of a dérivative we hâve
f(xt +Ax)—f(Xj)
f (*,)=H m
A x -►©

If f f a ) has a dérivative at x = x,, the limit on the right is


independent of how Ax approaches zéro (remaining positive or né­
gative).
But if Ax—*-0 and remains négative, then
o
But if A x —►() and remains positive, then
/'W < o
160 Ch. 5. Invesiigating the Behaviour of Funcüons

Since f' (xx) is a definite number that is independent of the way


in which Ax approaches zéro, the latter two inequalities are con­
sistent only if
n * i) = o
The proof is similar for the case of a minimum of a function.
Corresponding to this theorem is the following obvious géométrie
fact: if at points of maximum and minimum, a function f ( x ) has
a dérivative, the tangent line to the curve
y = f(x) at each point is parallel to the x-axis.
Indeed, from the fact that f' (xx) = tan<p = 0,
where <p is the angle between the tangent line
and the x-axis, it follows that <p= 0 (Fig. 100).
From Theorem 1 it follows immediately that
if for ail considered values of the argument x the
function f (x) has a dérivative, then it can hâve
an extremum (maximum or minimum) only at
those values for which the dérivative vanishes. The
converse does not hold: it cannot be said that
there definitely exists a maximum or minimum for
every value at which the dérivative vanishes. For
instance, in Fig. 100 we hâve a function for
which the dérivative at x = x, vanishes (the
tangent line is horizontal), yet the function at
this point is neither a maximum nor a minimum.
In exactly the same way, the function y —x8 (Fig. 102) a tx = 0
has a dérivative equal to zéro:
( « / ') * = o = ( 3 * * )* = o = 0

but at this point the function has neither a maximum nor a mini­
mum. Indeed, no matter how close the point x is to O, we will
always hâve
x* < 0 when x < 0
and
x* > 0 when x > 0
We hâve investigated the case where a function has a dérivative
at ail points on some closed interval. Now what about those points
at which there is no dérivative? The following examples will show
that at these points there can only be a maximum or a minimum,
but there may not be either one or the other.
Example 1 . The function y — \x \ has no dérivative at the point x = 0 (at this
point the curve does not hâve a definite tangent line), but the function has a
minimum at this point: y = 0 when x = 0 , whereas for any other point x diffe­
rent from zéro we hâve y > 0 (Fig. 103).
5.3 Maxima and Minima of Functions 161

/ _ 2 \3 /2
Example 2 . The function ÿ = \ l — x 3 J has no dérivative at x = 0, since
1 - --
y' —— ^ 1 —x 3 ^j2 x becomes infinité at x*= 0 , but the function has
n maximum at this point: / ( 0 ) = 1 , f(x) < 1 for x different from zéro (Fig. 104).
Example 3. The function y = x has no dérivative at x = 0 ( y' —►» as
x —*- 0 ). At this point the function has neither a maximum nor a minimum:
/ (°) = 0, f \x) < 0 for x < 0, f (x) > 0 for x > 0 (Fig. 105).

Thus, a function can hâve an extremum only in two cases: either


at points where the dérivative exists and is zéro, or at points where
the dérivative does not exist.
It must be noted that if the dé­
rivative does not exist at some
point (but exists at nearby points),
then at this point the dérivative
is discontinuous.
The values of the argument for
which the dérivative vanishes or
Is discontinuous are called critical
points or critical values.
From what has been said it follows that not for every critical
value does a function hâve a maximum or a minimum. However,
if at some point the function attains a maximum or a minimum,
this point is definitely critical. And so to find the extrema of a
function do as follows: find ail the critical points, and then, in-
vestigating separately each critical point, find out whether the
function will hâve a maximum or a minimum at that point, or
whether there will be neither maximum nor minimum.
Investigation of a function at critical points is based on the
following theorem.
Theorem 2. (Sufficient conditions for the existence of an extre­
mum). Let there be a function f(x) continuons on some interval
containing a critical point x t and différentiable at ail points of the
interval (with the exception, possibly, of the point xt itself). If in
tnoving from left to right through this point the dérivative changes
sign from plus to minus, then at x = x l the function has a maximum.
162 Ch. 5. Investigating the Behauiour of Functions

But if in moving through the point x, from left to right the dérivative
changes sign from minus to plus, the function has a minimum at
this point.
And so
J f' (x) > 0 when x < xt
\ f' (x) < 0 when x > xt
then at x1 the function has a maximum;
if fbt I ? ^ < ° When * <
l f ’ (x) > 0 when x > xt
then at xt the function has a minimum. Note here that thecon­
ditions (a) or (b)must be fulfilled for ail values of x that are
sufficiently close to that is, at ail points of some sufficiently
small neighbourhood of the critical point xt.
Proof. Let us first assume that the dérivative changes sign from
plus to minus, in other words, that for ail x sufficiently close to
we hâve
f' (x) > 0 when x < xx
f' (x) < 0 when x > xx
Applying the Lagrange theorem to the différence f ( x ) — f (xJ
we hâve
f ( x ) — f (x1) = f ’ (|) (*—*,)
where | is a point lying between x and x t.
(1) Let x < x,; then
i < *i, f ' ( l ) > 0, f' (£)(*—X jX O
and, consequently,
f ( x ) — f ( x 1) < 0
or
f ( x ) < f ( x x) (1)
(2) Let a: > Arx; then
i> * i» f ( l ) < 0, f ' ( l ) ( x - x l) < 0
and, consequently,
f (x)— f ( x 1) < 0
or
/( * ) < /(* !) (2)
The relations (1) and (2) show that for ail values of * sufficiently
close to Xi the values of the function are less than those at xx.
Hence, the function f(x) has a maximum at the point xt.
5.3 Maxima and Minima of Functions 163

The second part of the theorem on the sufficient condition for


a minimum is proved in similar fashion.
Fig. 106 illustrâtes the meaning of Theorem 2.
At jc = je,, suppose f ' ( x1) = 0 and let the following inequalities
be fulfilled for ail x sufficiently close to x,:
f (x) > 0 when x < xx
f' (x) < 0 when x > x,

Then for x < xx the tangent to the curve forms with the x-axis
an acute angle, and the function increases, but for x > x, the
tangent forms with the x-axis an obtuse angle, and the function
decreases; at x = x, the function passes from increasing to decrea-
sing values, wliich means it has a
maximum.
If at x, we hâve /' (xa) - 0 and
for ail values of x sufficiently close
to xa the following inequalities
hold:
f' (x) < 0 when x < x2
f' (x) > 0 when x > x,
then at x < x2 the tangent to the
curve forms with the x-axis an
obtuse angle, the function decreases, and at x > x„ the tangent
to the curve forms an acute angle, and the function increases.
At x = x2 the function passes from decreasing to increasing values,
which means it has a minimum.
If at x = xs we hâve f' (x„) = 0 and for ail values of x sufficiently
close to x3 the following inequalities hold:
f' (x) > 0 when x < x8
f ’ (x) > 0 when x > x8

then the function increases both for x < x8 and for x > x8. There-
fore, at x = x8 the function has neither a maximum nor a mini­
mum. Such is the case with the function y = x3 at x = 0.
Indeed, the dérivative y ' = 3xa, hence,
(</'),=. = 0
(y%<o> o
(y ')x > * > o

and this means that at x = 0 the function has neither a maximum


nor a minimum (see Fig. 102).
164 Ch. S. Investigatlng the Behaviour of Funciions

5.4 TESTING A DIFFERENTIABLE FUNCTION FOR MAXIMUM


AND MINIMUM WITH A FIRST DERIVATIVE
The preceding section permits us to formulate a rule for testing
a différentiable function, y — f(x), for maximum and minimum.
1. Find the first dérivative of the function, i.e., /'(*).
2. Find the critical values of the argument x\ to do this:
(a) equate the first dérivative to zéro and find the real roots of
the équation f ’ (x) = 0 obtained;
( b ) find the values of x at which the dérivative / ' ( jc) becomes
discontinuous.
3. Investigate the sign of the dérivative on the left and right
of the critical point. Since the sign of the dérivative remains
constant on the interval hetween two critical points, it is sufficient,
for investigating the sign of the dérivative on the left and right
of, say, the critical point xt (Fig. 106), to détermine the sign of
the dérivative at the points a and P ( jc ,< a < jc 2, xt < p < jc, ,
where jc, and xt are the closest critical points).
4- Evaluate the function / ( jc) for every critical value of the
argument.
This gives us the following diagram of possible cases:

S ig n s o f d é r iv a tiv e / ' ( x ) w h e n p a ssin g th ro u g h C h a r a c te r of c r i t i c a l p o in t


c r i t i c a l p o in t x t :

x < xt jr = jr t X > xt

+ /'(Xi) = 0 or is discon­ — Maximum point


tinuous

— f r (*i) = 0 or is disconti­ + Minimum point
nuous

+ /'(* i) = 0 or is disconti­ + Neither maximum nor


nuous minimum (function increa-
ses)

/ ' (*i) = 0 or is disconti­ Neither maximum nor


nuous minimum (function dec-
reases)

Example 1. Test the following function for maximum and minimum:


y= ~ -2 x * + 3 x + l

Solution, 1. Find the first dérivative:


= -4*4-3
5 .4 T e s t i n g a F u n c tio n f o r m a x a n d m in w i t h l s t D é r i v a t i v e 165

2. Find the real roots of the dérivative:


x *— 4jc+ 3 = 0
Consequently,
*i =1. **= 3
The dérivative is everywhere contïnuous and so there are no other criticai
points.
3. Investigate the criticai values and record the results in Fig. 107.
Investigate the first criticai point X i = \ . Since y ' = (*— 1) ( x — 3),
for x < 1 we hâve y' = (—)•( —) > 0
for x > 1 we hâve y '= ( + )•(—) < 0
Thus, when passing (from left to right) through the value x x = \ the déri­
vative changes sign from plus to minus. Hcnce, at * = 1 the function has a
maximum, nameiy,
7
(y)x= 3

Investigate the second criticai point jc2= 3:


when x < 3 we hâve */' = ( + )•(— ) < 0
when x > 3 we hâve y' = ( + )-(-|-) > 0
Thus, when passing through the value x = 3 the dérivative changes sign
from minus to plus. Therefore, at jc = 3 the function has a minimum, nameiy:

Example 2, Test for maximum and minimum the function


166 Ch. 5. Investigating the Behaviour of Functions

Solution. 1. Find the first dérivative:


2 ( x — 1) 5 x —2
y' = y ^ -
3 y j
2 . Find the critical values of the argument: (a) find the points at which
the dérivative vanishes:
5 x —2
y' = = 0,
3 * /T
(b) find the points at which the dérivative becomes discontinuous (in this
instance, it becomes infinité). Obviously, that point is
*2= 0
(It will be noted that for x2 = 0 the function is defined and continuous.)
There are no other critical points.
3. Investigate the character of the critical points obtained. Investigate the
2
point *i = y - Noting that
(y') 2 < °> (y') 2 > 0
*<T *>T
2
we conclude that at * = -=- the function has a minimum. The value of the
o
function at the minimum point is

6 X 4 KI
Investigate the second critical point * = 0. Noting that
(iO *<o>0' (y % > 0 < °
we conclude that at x = 0 the function has a maximum, and (y)x = 0= 0. The
graph of the investigated function is shown in Fig. 108.

5.5 TESTING A FUNCTION FOR MAXIMUM


AND MINIMUM WITH A SECOND DERIVATIVE
Let the dérivative of the function y = f(x) vanish at x = x l; we
hâve f (*j) = 0. Also, let the second dérivative f"(x) exist and be
continuous in some neighbourhood of the point xx. Then the fol-
lowing theorem holds.
Theorem. Let f ' ( x1) = 0; then at x = x1 the function has a maxi­
mum if f"(x1) < 0, and a minimum if f”(x1) > 0 .
Proof. Let us first prove the first part of the theorem. Let
f ' ( x1) = 0 and / ' W < 0
Since it is given that /"(x) is continuous in some small interval
about the point x = xlt there will obviously be some small closed
interval about the point x = xlt at ail points of which the second
dérivative f ( x ) will be négative.
5.5 Testing a Function for max and min with 2nd Dérivative 167

Since f"(x) is the first dérivative of the first dérivative, /"(*)=


. (P (x))', it follows from the condition (/' (*))' < 0 that P (x)
decreases on the closed interval containing x = x1 (Sec. 5.2). But
/' (a-,) = 0, and so on this interval we hafe /' (x) > 0 when x < xlt
und when x > x, we hâve /' (x) < 0; in other words, the deriva-
live f' (x) changes sign from plus to minus when passing through
lhe point x = xlt and this means that at the point xt the function
f (x) has a maximum. The first part of the theorem is proved.
The second part of the theorem is proved in similar fashion:
If j" (xi) > 0, then /" (jc) > 0 at ail points of some closed interval
«bout the point xlt but then on this interval /" (x) = (/' (*))' > 0
mid, hence, P (x) increases. Since P (x 1) = 0 the dérivative P (x)
changes sign from minus to plus when passing through the point
x,, i.e., the function f(x) has a minimum at x = x1.
If at the critical point f"(x1) = 0, then at this point there may
be either a maximum or a minimum or neither maximum nor
minimum. In this case, investigate by the first method (see Sec. 5.4).
The scheme for investigating extrema with a second dérivative
Is shown in the following table.

V (x t ) t" (X j) C h a r a c te r o f c r ltf c a l p o in t

0 Maximum point
0 + Minimum point
0 0 Unknown

Example 1. Examine the following function for maximum and minimum


ÿ = 2 s i n x + c o s 2x
Solution. Since the function is periodic with period 2ji, it is sufficient to
Investigate the function in the interval [0 , 2 n],
1. Find the dérivative:
y' — 2 cos x — 2 sin 2 x = 2 (cos x — 2 sin x cos x) = 2 cos x (1 — 2 sin x)
2. Find the critical values of the argument:
2 cos x ( l — 2 sin x ) = 0
_ n . _ n _ 5ji _ 3n
Xj g » Aj g• g ’ ^ 2
3. Find the second dérivative:
y" = —2 sin x —4 cos 2x
4. Investigate the character of each critical point:
168 Ch. 5. Investigating the Behaviour of Funefions

Hence, at the point we hâve a maximum:


^ I . 1 3
(y) JL- 2 ' 2 + 2 ~ 2
e
Further,
(y ” ) n = — 2-1 + 4 - 1 = 2 > 0

*=T
And so at the point xt = ^ we hâve a minimum:

(y) n = 2*1 — 1 = 1
t
At *s = - g - we hâve

Thus, at #3 = -^?- the function has a maximum:


0 1 , 1 3

(■y) _5n= 2 ,T + T = T
X,~T
Finally,
(y') 1 —2 (— I)— 4 (— 1 )= 6 > 0

3n
Consequently, at = we hâve a minimum:

(y) sjt= 2(— i ) — i == — 3


x=--
2
The graph of the function under investigation is shown in Fig. 109.

Fig. 109

The following examples will show that if at a certain point * = *,


we hâve f' (*,) = 0 and /" (*,) = 0, then at this point the function
/ (x) can hâve either a maximum or a minimum or neither.
5.5 Testing a Function for tnax and min with 2nd Dérivât ne 169

Example 2 . Test the following function for maximum and minimum:


y= l—xA
Solution. 1. Find the critical points:
(/' = — 4X3, —4x* = 0, x=*0
2. Détermine the sign of the second dérivative at x = 0.
y* ——12x2, (p'),=o= 0
It is thus impossible here to détermine the character of the critical point
l>y means of the sign of the second dérivative.

3. Investigate the character of the critical point by the fiist method (see
Sec. 5.4):
te')*<0>°> ( y \ > o < 0
Gmsequently, at * = 0 the function has a maximum, namely,
(y)x^ o=l
The graph of this function is given in Fig. 110.
Example 3. Test for maximum and minimum the function
y = xQ

Solution. By the second method we find


1 . y' = 6x6, y' = 6x6 = 0, x = 0,
2. y" = 30x*f (y")x s 0 = 0

Thus, the second method does not yield anything. Resorting to the first method,
we get
(y% <o<°- (y')x> « > 0
Therefore, at x = 0 the function has a minimum (Fig. 111).
Example 4. Test for maximum and minimum the function
y = (x— l)3
170 Ch. 5. Investigating the Behaviour of Funclions

Solution. By the second method we find:


y' = 3(jt— 1)2, 3 (x— l )2 = 0, x = \
y" = 6 ( * - l ) , (lO * = i = 0
Thus, the second method does not yield an answer.
By the first method we get
(y )*< i > (V )>:> î > ®
Consequently, at x = 1 the function has neither
a maximum nor a minimum (Fig. 112).

5.6 MAXIMUM AND MINIMUM OF A


FUNCTION ON AN INTERVAL
Let a function y = f(x) be continuous
on an interval [a, b]. Then the function
on this interval will hâve a maximum (see Sec. 2.10). We will
assume that on the given interval the function f (x) has a finite
number of critical points. If the maximum
is reached within the interval [a, b], it is y * x }-3 x + 3
obvious that this value will be one of the
maxima of the function (if there are several
maxima), namely, the greatest maximum. But
it may happen that the maximum value is
reached at one of the end points of the in­
terval.
To summarize, then, on the interval [a, b]
the function reaches its greatest value either
at one of the end points of the interval, or
at such an interior point as is the maximum
point.
The same may be said about the minimum
value of the function: it is attained either at
one of the end points of the interval or at an
interior point such that the latter is the mi­
nimum point.
From the foregoing we get the following
rule: if it is required to find the maximum of
a continuous function on an interval [a, b] ,
do the following:
1. Find ail maxima of the function on the
interval.
2. Détermine the values of the function
at the end points of the interval; that is,
evaluate f(a) and f(b).
3. Of ail the values of the function obtai-
ned choose the greatest; it will be the maxi­
mum value of the function on the interval.
5.6 Maximum and Minimum of a Function on an Interval 171

The minimum value of a function on an interval is found in


similar fashion.
Example. Détermine the maximum and minimunUDf the function y = x? — 3jc+3
ou the interval — 3, .
Solution. 1. Find the maxima and minima of the function on the interval

y ’ — Sx2— 3, 3x2— 3 = 0, x1= l t x2 = — 1,


y" = 6x
(lien
(y")x=i = 6 > 0
llcuce, there is a minimum at the point x = \ :
(y) x = 1 = 1
I urthermore
fe V -i = -6 < 0
(.onsequently, there is a maximum at the point x = — 1:
(y)x=~ i = 5
2. Détermine the value of the function at the end points of the interval:

(y), = . 3 . = ^ . (y)x = - 3 = — is

Thus, the greatest value of this function on the interval — 3, -g-j is

(y)x= - 1 = 5
«ml the smallest value is
(y)x=-» = ~ 15
The graph of the function is shown in Fig. 113.

5.7 APPLY1NG THE THEORY OF MAXIMA AND MINIMA


OF FUNCTIONS TO THE SOLUTION OF PROBLEMS
The theory o! maxima and minima is applied in the solution of
muny problems of geometry, mechanics, and so forth. Let us
rxamine a few.
Problem 1. The range R = OA (Fig. 114) of a shell (in empty
space) fired with an initial velocity va from a gun inclined tothe
horizon at an angle q> is determined by the formula
D Vo sin 2q>
R— —
(g is the accélération of gravity). Détermine the angle <patwhich
Ihe range R will be a maximum for a given initial velocity v„.
172 Ch. 5. Investigating lhe Behaviour of Functions

Solution. The quantity R is a function of the variable angle cp.


Test this function for a maximum on the interval
dR 2vo cos 2 <p . 2vo cos 2 <p
d(p
=0;
g ë
critical value <p=-£-;
d2R 4i’p sin 2 <p
Ha

Fig. 114
\dtp* / v =ji/4 -T <°
Hence, for the value <P= --j- the range R has a maximum:

The values of the function R at the end points of the interval


[O, -j] are
(R)if=o = 0, (R)<p =jx/2 = 0
Thus, the maximum obtained is.the sought-for greatest value of R.
Problem 2. What should the dimensions of a cylinder be so
that for a given volume v its total surface area 5 is a minimum?
Solution. Denoting by r the radius of the base of the cylinder
and by h the altitude, we hâve
S = 2nra -f 2nrh
Since the volume of the cylinder is given, for a given r the
quantity h is determined by the formula
v = nr*h
whence

Substituting this expression of h into the formula for S, we hâve


S = 2jir* + 2 j ir ^
or
S=2 + j

Here v is given, so we hâve represented S as a function of a


single independent variable r.
5.8 Testing a Function for max and min by Taylor*s Formula 173

Kind the minimum value of this function on the interval


0 < r < <x>:

Thus, at the point r = rl the function 5 has a minimum. Notic-


Ing that limS = oo and lim S ^oo, that is, that as r approaches
r -*• 0 r -► or
zéro or infinity the surface S increases vvithout bound, we arrive
ut the conclusion that at r = r, the function 5 has a minimum.

Therefore, for the total surface area S of a cylinder to be a minimum


for a given volume v, the altitude of the cylinder must be equal
to its diameter.

5.8 TESTING A FUNCTION FOR MAXIMUM


AND MINIMUM BY MEANS OF TAYLOR’S FORMULA
ln Sec. 5.5, it was noted that if at a certain point x = a we
hâve f ' (a) = 0 and f"(a) = 0, then at this point there may be either
a maximum or a minimum or neither. And it was noted that in
th is instance the problem is solved by investigating by the first
method; in other words, by testing the sign of the first dérivative
on the left and on the right of the point x = a.
Now we will show that it is possible in this case to investigate
by means of Taylor’s formula, which was derived in Sec. 4.6.
For greater generality, we assume that not only /"(*), but also
ail dérivatives of the function f(x) up to the nth order inclusive
vanish at x = a:
/'(a ) = f ( a ) = . . . = r ( a ) = 0 ( 1)

and
(a) ^=0
Further, we assume that f(x) has continuous dérivatives up to
the (n + l) th order inclusive in the neighbourhood of the point
x = a.
174 Ch. 5. Inuestigating the Behaviour of Functions

Write the Taylor formula for /(*), taking account of equalities (1):
f(x) = f(a) + ix- V * “ f«+»(l) (2)

where % is a number that lies between a and x.


Since /<n+1) (x) is continuous in the neighbourhood of the point
a and / (n+1)(a) =^=0, there will be a small positive number h such
that for any x that satisfies the inequality |x —a |< / t , it will be
true that f(n+1)(x)^=0. And if / ‘"+1)(a )> 0, then at ail points of
the interval (a—h, a + h) we will hâve / <n+1) (x) > 0; if / <n+1) (a) < 0,
then at ail points of this interval we will hâve / (n+1) (x) < 0.
Rewrite formula (2) in the form
f ( x ) - f ( a ) = ^ = ^ r + > > ( |) (2')
and consider various spécial cases.
Case 1. n is odd.
(a) Let f ln+1) (a) < 0. Then there will be an interval (a—h, a + h)
at ail points of which the (n + l) th dérivative is négative. If x is
a point of this interval, then | likewise lies between a — h and a -\-h
and, consequently, fitt+1)( t ) < 0. Since n + 1 is an even number,
(x—a)n+1> 0 for x=fca, and therefore the right side of formula
(2') is négative.
Thus, for x ^ a at ail points of the interval (a—h, a + h) we
hâve
f(x)-f(a)< 0
and this means that at x = a the function has a maximum.
(b) Let Z*"*1*(a) > 0. Then we hâve f in+1>(|) > 0 for a sufficiently
small value of h at ail points x of the interval (a—h, a + h).
Hence, the right side of formula (2') will be positive; in other
words, for x^=a we will hâve the following at ail points in the
given interval:
f(x)-f(a)> 0
and this means that at x = a the function has a minimum.
Case 2. n is even.
Then n + I >s odd and the quantity (x—a)n+1 has different signs
for x < a and x > a.
If h is sufficiently small in absolute value, then the (n + l) th
dérivative retains the same sign at ail points of the interval
(a—h, a + h) as at the point a. Thus, /(x )—f(a) has different
signs for x < a and x > a. But this means that there is neither
maximum nor minimum at x = a.
It will be noted that if f ia+1) (a) > 0 when n is even, then
/ (x) < / (a) for x < a and / (x) > / (a) for x > a.
5.9 Convexity and Concavity of a Curve 175

But if / ,n+1) (à) < 0 when n is even, then / (x) > / (a) for x < a and
l ( x ) < f (a) for x > a .
The results obtained may be formulated as follows.
If at x = a we hâve
/ » = /» = ...= /< » > ( « ) = 0
imd the first nonvanishing dérivative / <n+l> (a) is a dérivative of
cven order, then at the point a
f(x) has a maximum if / ‘"+1>( a ) < 0
f(x) has a minimum if / (n+1>(a )> 0
But if the first nonvanishing dérivative / <n+1) (a) is a dérivative
of odd order, then the function has neither maximum nor minimum
at the point a. Here,
f ( x ) increases if /(n+1) (a) > 0
f(x) decreases if / <n+1>(a )< 0
Example. Test the following function for maximum and minimum:
/ (* )= * « — 4**+ 6x*— 4 x + 1
Solution. We find the critical values of the function
f (x) = 4x*— 12x*+ 12*— 4 = 4 (x3—3x 2 + 3 * — 1)
l'rom équation
4(*»—3xa+ 3 x — 1) = 0
wc obtain the only critical point
x=l

(since this équation has only one real root).


Investigate the character of the critical point * = 1 :
f (jt)= 1 2 * * — 2 4 * + l2 = 0 for x = 1
{ '" (x) = 2Ax — 24 = 0 forx=l
/iv (x) = 24 > 0 for any x
Consequently, for x = 1 the function f(x) has a minimum.

5.9 CONVEXITY AND CONCAVITY OF A CURVE.


POINTS OF INFLECTION
In the plane, we consider a curve y = f (x), which is the graph
of a single-valued différentiable function f(x).
Définition 1. We say that a curve is convex upwards on the
Interval (a, b) if ail points of the curve lie below any tangent to
It on the interval.
We say that the curve is convex downwards on the interval (b, c)
If ail points of the curve lie above any tangent to it on the
interval.
176 Ch. 5. Investigating the Behaviour of Functions

We shall call a curve convex up, a convex curve, and a curve


convex down, a concave curve.
Fig. 115 shows a curve convex on the interval (a, b) and con­
cave on the interval (b, c).
An important characteristic of the shape of a curve is its con-
vexity or concavity. This section will be devoted to establishing
the characteristics by which, when
investigating a function y = f{x),
one can judge the convexity or
concavity (direction of bulge) on
various intervals.
We shall prove the following
theorem.
Theorem 1. If at ail points of
an interval (a, b) the second dérivati­
ve of the function f(x) is négative,
i. e., f" (x) < 0, the curve y = f (x)
Fig. 115 on this interval is convex upwards
(the curve is convex).
Proof. In the interval (a, b) take an arbitrary point x = x9
(Fig. 115) and draw a tangent to the curve at the point with
abscissa x = x„. The theorem will be proved provided we establish
that ail the points of the curve on the interval (a, b) lie below
this tangent; that is, that the ordinate of any point of the curve
ÿ = /(x) is less than the ordinate y of the tangent line for one and
the same value of x.
The équation of the curve is of the form
y=f ( x) ( 1)
But the équation of the tangent to the curve at the point
x = x0 is of the form
V— f(Xo) = f'(x*)(x—x0)
or
ÿ = / ( * « ) + / ' K ) (x— *„) ( 2)

From équations (1) and (2) it follows that the différence between
the ordinates of the curve and the tangent for the same value of x is
y — ÿ = f ( x ) — f ( x 0) — f (xt) (x— x0)
Applying the Lagrange theorem to the différence f ( x ) — f(x„),
we get _
y —ÿ = f' (c) (*— *«)— /' (*0) (x— xt)
(where c lies between x„ and x) or
y —ÿ = [f (c)—f (Jt,)) (x—x#)
5.9 Convexity and Concavity of a Curve 177

We again apply the Lagrange theorem to the expression in the


square brackets; then
y —'ÿ= f"i.Q (c— xn){x— xt) (3)
(where ct lies between x0 and c).
Let us first examine the case where x > x„. In this case, x# <
• ' c, < c < x; since
x x0 > 0, c—x# > 0
und since, in addition, it is given that
r(cù< o
Il follows from (3) that y — ÿ < 0.
Now let us consider the case where x < x„. In this case x < c <
• c, < x # and x —x„ < 0, c—x„ < 0, and since it is given that
/"(c,)< 0, it follows from (3) that
y-ÿ< 0
We hâve thus proved that every point of the curve lies below
the tangent to the curve, no matter what values x and x# hâve on
the interval (a, b). And this signifies that the curve is convex.
The theorem is proved.
The following theorem is proved in similar fashion.
Theorem 1'. If at ail points of the interval (b, c), the second
dérivative of the function f (x) is positive, that is, f (x) > 0, then

the curve y — f(x) on this interval is convex downwards (the curve


is concave).
Note. The content of Theorems 1 and 1' may be illustrated
geometrically. Consider the curve y —f(x), convex upwards on the
Interval (a, b) (Fig. 116). The dérivative f (x) is equal to the
ttingent of the angle of inclination a of the tangent line at the
point with abscissa x, or /'(x) = tan a. For this reason, /"(*) —
—(tana)^. It /" (x )< 0 for ail x on the interval (a, b), this means
178 Ch. 5. Investigating the Behaviour of Functions

that tan a decreases with increasing x. It is geometrically obvious


that if tan a decreases with increasing x , then the correspond ing
curve is convex. Theorem 1 is an analytic proof of this fact.
Theorem Y is illustrated geometrically in similar fashion (Fig.
117).
Example 1. Establish the intervals of convexity and concavity of a curve
represented by the équation
y = 2 —x2
Solution. The second dérivative
y" = —2 < 0
for ail values of x. Hence, the curve is everywhere convex upwards (Fig. 118).
Example 2 . The curve is given by the équation
y = ex
Since
y" = e* > 0
for ail values of x, the curve is therefore everywhere concave (bulges, or is
convex downwards) (Fig. 119).
Example 3. A curve is defined by the équation
y = x?

y" < 0 for x < 0 and y" > 0 for x > 0. Hence, for x < 0 the curve is convex
upwards, and for x > 0, convex down (Fig. 120).

Définition 2. The point that séparâtes the convex part of a


continuons curve from the concave part is called the point of in­
fection of the curve.
In Figs. 120, 121 and 122 the points O, A and B are points of
inflection.
It is obvious that at the point of inflection the tangent line, if
it exists, cuts the curve, because on one side the curve lies under
the tangent and on the other side, above it.
5.9 Convexity and Concavity of a Curve 179

Let us now establish sufficient conditions for a given point of


a curve to be a point of inflection.
Theorem 2. Let a curve be defined by an équation y = f(x). If
f" (a) = 0 or /" (a) does not exist and if the dérivative f (x) changes

sign when passing through x = a, then the point of the curve with
abscissa x = a is the point of inflection.
Proof. (1) Let f" (x) < 0 for x < a and /" (x )> 0 for x > a.
Then for x < a the curve is convex up and for x > a, it is con-
vex down. Hence, the point A of the curve with abscissa x = a is
a point of inflection (Fig. 121).

Fig. 122

(2) If f" (x) > 0 for x < b and /" (x) < 0 for x > b, then for x < 6
the curve is convex down, and for x > 6 , it is convex up. Hence,
the point B of the curve with abscissa x — b is a point of inflection
(see Fig. 122).
Example 4. Find the points of inflection and détermine the intervals of con­
vexity and concavity of the curve
y = e~ x* (Gaussian curve)
Solution. (1) Find the first and second dérivatives:
y ' = — 2xe~x‘
y " = 2 e ~ xt (2 x 2 — 1)
12*
180 Ch. 5. I nvestigating the Behaviour of Functions

(2) The first and second dérivatives exist everywhere. Find the values of x
for which y* = 0 :
2e~*‘ (2x2— 1) = 0
1 1
*i = X2
V~2
(3) Investigate the values obtained:

for x < ------we hâve y" > 0


Y2
for x > ------^=- we hâve y ” < 0
\n
The second dérivative changes sign when passing through the point Hence,
forjct = ----- /=■ » there is a point of inflection on the curve; its coordinates

for x < —7 =- we hâve y" < 0


Y2
for x > - t L t we hâve y" > 0
r 2
Thus, there is also a point of inflection on the curve for x2 — -,__; its coor-
V 2
( 1
dinates are( - p = - ,e
—2 \ ) . Incidentally, the existence of the second point of
inflection follows directly from the symmetry of the curve about the y-axis.
(4) From the foregoing it follows that

for — o» < x < the curve is concave:


V~2
f o r ----- < x < the curve is convex;
Y2 Y2
for - -L. < x < + oo the curve is concave
Y2
(5) From the expression of the first dérivative
y' — — 2xe~x*
it follows that
for x < 0 y' > 0 , the function increases,
for x > 0 y' < 0 , the function decreases,
for x = 0 y' = 0 .
At this point the function has a maximum, namely, y = 1 . The foregoing ana­
lysis makes it easy to construct a graph of the curve (Fig. 123).
Example 5. Test the curve y = x4 for points of inflection.
Solution. (1) Find the second dérivative:
(/*= \2x*
5.9 Convexity and Concaviiy of a Curve 181

(2) Déterminé the points at which y ” = 0:


12 jc2 = 0 , jc — 0
(3) Investigate the value jc = 0 obtained:
for x < 0 y" > 0 , the curve is concave,

for x > 0 y" > 0 , the curve is concave.


Thus, the curve lias no points of inflection (Fig. 124).

Fig. 125

Example 6. Investigate the following curve for points of inflection:


j_
{,=(*—u 3
Solution. (1) Find the first and second dérivatives:
1 -- 2 ——
y ‘ = - $ ( x - 1) 3 ; y " = — g- ( *— 1) 3

(2 ) The second dérivative does not vanish anywhere, b u t a t j c = l it does not


exist (yn= ± oo).
(3) Investigate the value x = \ :
for x < 1 y* > 0 , the curve is concave;
for jc > 1 y" < 0 , the curve is convex.
Conseauently, at jc= 1 there is a point of inflection ( 1, 0 ).
It will be noted that for jc= 1 y ' = oo; the curve at this point has a ver­
tical tangent (Fig. 125).
182 Ch. 5. Investigating the Behaviour of Functions

5.10 ASYMPTOTES
Very frequently one has to investigate the shape of a curve
y — f (x) and, consequently, the type of variation of the correspon-
ding function in the case of an unlimited increase (in absoiute
value) of the abscissa or ordinate of a variable point of the curve,
or of the abscissa and ordinate simultaneously. Here, an important
spécial case is when the curve under study approaches a given line
without bound as the variable point of the curve recedes to infinity.*

Définition. A straight line A is called an asymptote to a curve,


if the distance 6 from the variable point M of the curve to this
straight line approaches zéro as the point M recedes to infinity
(Figs. 126 and 127).
In future we shall differentiate between vertical asymptotes (pa-
rallel to the axis of ordinates) and inclined asymptotes (not paral-
lel to the axis of ordinates).
1. Vertical asymptotes. From the définition of an asymptote it
follows that if lim f(x) = oo or lim f(x) = oo or lim f (x) = oo,
x -+ a + 0 x a -0 x -* a
then the straight line x = a is an asymptote to the curve y = f(x)\
and, conversely, if the straight line x = a is an asymptote, then
one of the foregoing equalities is fulfilled.
Consequently, to find vertical asymptotes one has to find values
of x = a such that when they are approached by the function
y — f(x) the latter approaches infinity. Then the straight linex = a
will be a vertical asymptote.
2
Example 1 . The curve y = - — g has a vertical asymptote x = 5, since y —►oo
as x — *5 (Fig. 128).

* We say the variable point M moves along a curve to infinity if the dis­
tance of the point from the origin increases without bound.
5.10 Asymptotes 183

Example 2 . The curve # = tanjc has an


Infinité number of vertical asymptotes
, 3jï
x X
X==±T -
Tliis follows from the fact that tan x —►oo
, ., « ji 3ji 5 tj
hs x approaches the values — , — , - j - , . . . ,

JT 3JT 5JT . 4
<»r— y * -2~> ----- 2~ ’ ••• <Fl«- 129>-
_1_
Example 3. The curve y = e x has a verti*
_i_
rnl asymptote x = Q, since lim ex = oo
^-►+0
(I ig. 130).
2. Inclined asymptotes. Let the curve y = f ( x ) hâve an inclined
H.symptote whose équation is
y = kx + b (1)
Détermine the numbers k and b (Fig. 131). Let Af(x, y) be a point
lying on the curve and N (x, ÿ), a point lying on the asymptote.

The length of MP is equal to the distance from the point M to


the asymptote. It is given that
lim MP = 0 (2)
X -* + 00

Designating the angle of inclination of the asymptote to the x-axis


by <p, we find from A N MP that
MP
NM = cos <p
184 Ch. 5. Investigating the Behaviour of Funotions

Since <p is a constant angle ^not equal to y j , by virtue of the


foregoing équation
lim NM = 0 (2')
X -+ + «

and, conversely, from (2') we get (2). But


NM = \ Q M - Q N \ = \ y - ÿ \ = \ f ( x ) - ( k x + b)\
and (2') takes the form
lim [f(x)— kx— b] —0 (3)

To summarize: if the straight line (1) is an asymptote, then (3) is


satisfied, and conversely, if, k and b are constant, équation (3) is

satisfied, then the straight line y = kx + b is an asymptote. Let us


now define k and b. Taking x outside the brackets in (3), we get
lim x [ — 1—k ——1 = 0
X f x * 1

Since x —+ + «>. the following équation must hold true:

* - + • L* * J
For b constant, lim —= 0. Hence,

x +» L x J
or
A= lim tSH (4)
x-++* x
5.10 Asymptotes 185

Knowing k, we find b from (3):


b = Iun [/(*) — kxj (5)

Thus, if the straight line y = kx + b is an asymptote, then k and


b may be found from (4) and (5). Conversely, if the limits (4)
and (5) exist, then (3) is fulfilled and the straight line y = kx + b
is an asymptote. If even one of
the limits (4) or (5) does not exist, V,
then the curve does not hâve an
asymptote.
It sheuld be noted that we car-
ried out our investigation as ap-
plied to Fig. 131, as x —* + oo,
but ail the arguments hold also
for the case x —>-—oo.
Example 4. Find the asymptotes of
the curve
x2+ 2jc—1
y= A
Solution. (1) Look for vertical asym­
ptotes:
when x —►— 0 y —►-f- oo
when x — ►+ 0 y —►— oo
Therefore, the straight line x = 0 is a
vertical asymptote.
(2) Look for inclined asymptotes:
,
k=
t
lim — =
y lim
*2+2jc—

1
s------ =*
x-+±<x> x ►
± oo x2 Fig. 132

that is,
k= \
+ 2jc— 1 1 .. r*2+ 2jc—1—Xal
b= lim
ao
[y — x] = lim
X-+ ± oo L
[—
— ;— J
= lim 2
*-►±00 [ - i l -
or, finally,
b= 2
Therefore, the straight line
y=x+ 2
Is an inclined asymptote to the given curve.
To investigate the mutual positions of a curve and an asymptote, let us
consider the différence of the ordinates of the curve and the asymptote for
186 Ch. 5. Investigating the Behauiour of Funclions

one and the same value of x:

f ! ± 2X£ z z l _ X(jc+
I
2)/ = - xl

This différence is négative for x > 0 and positive for x < 0; and so for x > 0
the curve lies below the asymptote, and for x < 0 it lies above the asymptote
(Fig. 132).
Example 5. Find the asymptotes of the curve
y = e~ x sin x + x
Solution. (1) It is obvious that there are no vertical asymptotes.
(2) Look for inclined asymptotes:

fc= llm J U lim !Zl£ÜL£±f= un, [lll£îîL f+ ,] = i


* -► + < * X X - + + 00 X X —> -h co L X J

b= lim [e~x sin x- j - x— x ] = lim e - * s i n x = 0


X -+ + C D X -+ + C C

Hence, the straight line y = x is an inclined asymptote as x — >*+ 00 .


y
The given curve has no asymptote as x —►— oo. Indeed, the limit llm —
u e ~x
does not exist, since - ^ - = —— sin x - \- 1. (Here, the first term increases without
bound as x —>■— oo and, therefore it has no limit.)

5.11 GENERAL PLAN FOR INVESTIGATING FUNCTIONS


AND CONSTRUCTING GRAPHS
The term “investigation of a function” usually implies the
finding of:
(1) the natural domain of the function;
(2) the discontinuities of the function;
(3) the intervals of increase and decrease of the function;
(4) the maximum point and the minimum point, and also the
maximal and minimal values of the functions;
(5) the régions of convexity and concavity of the graph, and
points of inflection;
(6) the asymptotes of the graph of the function.
The graph of the function is constructed on the basis of such
an investigation (it is sometimes wise to plot certain éléments
of the graph in the very process of investigation).
Note 1. If the function under investigation y = f(x) is even,
that is, such that upon a change in sign of the argument the value
of the function does not change, i.e., if
f ( - x ) = f(x)
then it is sufficient to investigate the function and construct its
graph for positive values of the argument that lie within the
domain of définition of the function. For négative values of the
argument, the graph of the function is constructed on the grounds
5.11 In v e stig a tin g Functtons and C o n stru ctin g G raphs 187

(liât the graph of an even function is symmetric about the


ordinate axis.
Example I. The function y = x2 is even, since (— x ) 2 = x 1 (see Fig. 5).
Example 2. The function y = cosx is even, since cos (— x ) = cos x (see
lig. 16).
Note 2. If the function y = f(x ) is odd, that is, such that for
iiny change in the argument the function changes sign, i.e., if
/ ( — *) = — /(*)
llien it is sufficient to investigate this function in the case of
positive values of the argument. The graph of an odd function is
symmetric about the origin.
Example 3. The function y = & is odd, since (— x)3 = — x® (see Fig. 7).
Example 4. The function y = sin x is odd, since sin (— x) = — sin x (see
l'iK. 15).
Note 3. Since a knowledge of certain properties of a function
«llows us to judge of the other properties, it is sometimes advi-
sable to choose the order of investigation on the basis of the
poculiarities of the given function. For example, if we hâve found
ont that the given function is continuous and différentiable and
If we hâve found the maximum point and the minimum point of
Ibis function, we hâve thus already determined also the range
of increase and decrease of the function.
Example 5. Investigate the function
__ x
y ~T+x*
niid construct its graph.
Solution. (1) The domain of the function is the interval — oo < * < + oo.
Il will straightaway be noted that for x < 0 we hâve y < 0 , and for x > 0 we
luivc y > 0.
(2 ) The function is everywhere continuous.
(3) Test the function for maximum and minimum: from the équation
1 — x2
y “ (l+ x2)2 -u
flnd the critical points:
xt — — 1, x2 = 1
Investigate the character of the critical points:
for x < — 1 we hâve y' < 0
for x > — 1 we hâve y f > 0
Hence, at x — — 1 the function has a minimum:
ÿm in = (y )x = - l = — 0-5
I urthermore
for x < 1 we hâve y > 0
for x > 1 we hâve y' < 0
188 Ch. 5. Jnvestigating the Behaviour of Functions

Hence, at x = 1 the function has a maximum:


ymax = (y)x= i = 0 . 5
(4) Détermine the domains of increase and decrease of the function:
for — oo < x < — 1 we hâve y ' < 0 , the function decreases,
for — I < x < I we hâve y ' > 0 , the function increases,
for 1 < x < -}- oo we hâve y' < 0 , the function decreases.
(5) Détermine the domains of convexity and concavity of the curve and
the points of inflection: from the équation
2x (jc2 — 3)
y = ( 1 + jc2)3 =
we get
* i = — Y 3, x a = 0, a*3= |/*3
Investigating y* as a function of jc we find that
for — oo < jc < — Y $ y" < 0 , the curve is convex,
for — < jc < 0 y" > 0 , the curve is concave,
for 0 < jc < Ÿ $ y" < 0 , the curve is convex,
for y 3 < jc < + oo y" > 0, the curve is concave.

Thus, the point with coordinates x = — Y 3 , y = — is a point of in­

flection; in exactly the same way, the points (0, 0) and ^ Y 3, ^are
points of inflection.
(6 ) Détermine the asymptotes of the curve:
for jc—►-(-oo y —►O
for jc — ►— oo y — ►0
Consequently, the straight line y = 0 is the only inclined asymptote. The
curve has no vertical asymptotes because the function does not approach
infinity for a single finite value of jc.

The graph of the curve under study is given in Fig. 133.


Example 6 . Investigate the function
y = y / 2 a x 2— jc3 (a > 0)
and construct its graph.
Solution. (1) The function is defined for a il values of jc,
(2 ) The function is everywhere çontinuous.
5. Il Irwestigating Functions and Constructing Graphs

(3) T e s t t h e f u n c t io n fo r m a x im u m a n d m i n im u m :
, 4ax— 3 jc * 4 a —Sx
y — - ------- . ,= m
ax2— **)* z i / x (2a—x ) 1
T h e re is a d é r i v a t i v e e v e r y w h e r e e x c e p t a t th e p o in t s
#1 = 0 a n d # 2 = 2 a

I n v e s tig a t e th e l i m i t i n g v a lu e s of th e d é r i v a t i v e as x — ►— O a n d as x— ► +0:
4 a — 3# 4 a — 3#
= — oo, llm - x -------------- = -f- oo
3 V x Y ( 2 a —x f 3 y x y (2a — # )2

for x < 0 y' < 0 , a n d fo r x > 0 y' > 0 .


H e n c e , a t jc = 0 th e f u n c t io n h a s a m i n im u m . T h e v a lu e of th e fu n c tio n
at th i s p o in t is z é ro .
N ow in v e s t i g a t e th e f u n c tio n a t th e o th e r c r i t i c a l p o in t x^ = 2a As JC— *2a
th e d é r i v a ti v e a ls o a p p r o a c h e s in f in ity . H o w e v e r, in th i s c a s e , fo r a il v a lu e s
of x c lo s e to 2 a ( b o th o n th e r i g h t a n d le ft of 2 a ) , th e d é r i v a t i v e is n é g a ti v e .
T h e re fo r e , a t th i s p o in t th e f u n c tio n h a s n e i t h e r a m a x im u m n o r a m in im u m .
At a n d a b o u t th e p o in t x 4 = 2 a t h e f u n c tio n d e c re a s e s ; th e t a n g e n t to th e c u r v e
at th is p o in t is v e r t i c a l .
4a
A t x==-£ th e d é r i v a t i v e v a n is h e s . L e t u s i n v e s ti g a te th e c H a ra c te r o f th i s
c r i ti c a l p o i n t . E x a m i n in g th e e x p r e s s io n of th e first d é r i v a t i v e , w e n o te t h a t

fo r x< ^ y' > 0, and fo r x > y y' < 0

4a
T h u s , a t * = y th e f u n c tio n h a s a m a x i m u m :

ym»x=j
(4) O n th e b a s is of th i s s t u d y w e g e t th e d o m a in s o f iric re a se a n d d e c re a s e
ot th e f u n c t io n :
fo r — oo < x < 0 th e f u n c t io n d e c re a s e s ,
4a
fo r 0 < x< th e f u n c t io n in c r e a s e s ,

4a
fo r - = - < # < + oo th e f u n c t io n d e c re a s e s.

(5) D é te r m in e th e d o m a in s o f c o n v e x it y and c o n c a v i ty o f th e c u r v e a n d
th e p o in t s of in f le c tio n : th e s e c o n d d é r i v a t i v e

9 # 3 ( 2 a — je )8

does n o t v a n is h a t a s i n g le p o in t . Y e t th e r e a r e tw o p o in ts a t w h ic h th e s e ­
c o n d d é r i v a t i v e is d is c o n ti n u o u s : JCi = 0 a n d xt = 2a.
L e t u s in v e s t i g a t e th e s ig n of th e se c o n d d é r i v a t i v e n e a r e a c h o f th e s e
p o in ts . F o r jc < 0 w e h â v e y" < 0 a n d th e c u r v e is c o n v e x u p ; fo r jc > 0 w e
h â v e yT < 0 a n d th e c tirv e is c o n v e x u p . H e n c e , th e p o in t w i t h a b s c is s a # = 0
is n o t a p o in t o f in f le c tio n .
190 Ch. 5. Investigating the Behaviour of Functions

F o r x < 2a w e h â v e y" < 0 a n d th e c u r v e is c o n v e x u p ; fo r x > 2a w e


h â v e y ” > 0 a n d th e c u r v e is c o n v e x d o w n . H e n c e , th e p o in t (2 a, 0) o n th e
c u r v e is a p o in t o f in f le c t io n .
(6) D é te r m in e th e a s y m p to t e s o f th e c u rv e :

l/ 2ax2
k= lim
£ -► ± 00
— =
X
lim
X -> ± C D
-= lim
£-►±00 K?-—■
2ax2— j ^ + jc3 2a
6= lim [ i/2 a x 2— jc3 + = lim
£-►±00 £“*±00\ / (2a x 2 —x3)2— x y /^ 2 a x 2— x? + x 2 ^
T h u s th e s t r a i g h t lin e

y = —x+
2a

is a n in c l in e d a s y m p to t e to th e c u r v e y = i/2 a x 2— T h e g r a p h o f th i s f o n c ­
t i o n is sh o w n in F ig . 134.
y,
5.12 INVESTIGATING CURVES
X v y=ty2axz~x* REPRESENTED PARAMETRI
CALLY

Let a curve be given by


the parametric équations
0 *=-»(<)
(i)

In this case the investigation


and construction of the curve
is carried out just as for the
F ig . 134
curve given by the équation
V = f(x)
Evaluate the dérivatives

(2)
* -* '< 0 )
For those points of the curve near which it is the graph of a
certain function y = f(x), evaluate the dérivative
dy _ ty' (i)
dx <f' (t) (3 )

We find the values of the parameter t — , tk for which


at least one of the dérivatives <p' (t) or tp' (j) vanishes or becomes
discontinuous. (We shall call these values of t critical values.)
5.12 1nvestigating Curves Represented Parametrically 191

By formula (3), in each of the intervals (/„ /,); (t2, /,); . . . ;


tk) and hence, in each of the intervals (xlt xt)\ (xlt x3);
(**_!, xk) [where x, = <p(/,)], we détermine the sign of
in this way determining the domain oî increase and decrease.
This likewise enables us to détermine the character of points that
correspond to the values of the parameter tlt tt, . . . , tk. Next,
we compute
<Py _ ' l > ' ( 0 q > ' ( 0 — q>" ( 0 1 ' (<)
dx* ~ [(p' (/)]* W

From this formula, we détermine the direction of convexity of


the curve at each point.
To find the asymptotes détermine those values of t, upon
approach to which either x or y approaches infinity, and those
values of t upon approach to which both x and y approach infi­
nity. Then carry out the investigation in the usual way.
The following examples will serve to illustrate some of the
peculiarities that appear when investigating curves represented
parametrically.
Example 1. Investigate the curvj given by the équation

X=aC0SH \
y=asm*t f
(a > 0)
v
' '(1')'

Solution. The quantifies x and y are defined for ail values of t. But since
he functions cos3 t and sin 3 t are periodic, of a period 2 ji, it is sufficient to
consider the variation of the parameter t in the range from 0 to 2 ji; here the
nterval [—a, a] is the range of x and the interval [—a, a] is the range of
y. Consequently, this curve has no asymptotes. Next, we find

t t = —3a cos 2 / sin t


at
dy ( 2 ')
— 3a sin 2 / cos t
dt

Jt 3 jt
These dérivatives vanish at / = 0 , , ji, — , 2 ji. We détermine

dy 3a sin 2 t c o s t . .
~r = —3a
— ô------ —-—t t ~ — t a n t (3')
dx cos 2tt
/ sin

On the basis of (2 ') and (3') we compile the following table:


192 Ch. 5. Jnvestigating the Behaviour of Functions

S ig n T y p e of v a r i a ­
R a n g e of t C o rre s p o n d in g C o rre s p o n d in g tio n o f y a s a
ra n g e of x ra n g e o f y o f £dx f u n c tlo n of
x [ y = f (*)]

0< t a > x > 0 0 < y < a — Decreases

-■ < t < n 0 > x > —a a > y > 0 + Increases


. . 3n
n < * <~2 —a < x < 0 0 > y > —a — Decreases

Y < * < 231 0 < x < a —a < y < 0 + Increases

From the table it follows that équations (!') denne two continuous functions
of the type y = f {x )f for O c / ^ j i (see first two lines of the table),
for 7i < K 2 ?i 0 (see last two lines of the table). From (3') it follows that
dy
lim
n dx
2

and
lim ~ oo
3 jt d x

X~ * T

At these points the tangent to the curve is vertical. We now find


dy_ dy_
= 0, =0
dt /=o dt t = 2jt
At these points the tangent to the curve is horizontal. We then find
d?y _ 1
dx% 3a cos 4 t sin t
Whence it follows that
d*u
for 0 < / < n, ~ ~ > 0 , the curve is concave,
. (Pu
for 3i < / < 2ji, ^ < 0, the curve is convex.

On the basis of this investigation we can con-


struct a curve (Fig. 135), which is called an
astroid.
Example 2 . Construct a curve given by the
following équations {folium of Descartes):
3at 3at*
x= y = I -H* {a > 0 ) (n
l-W* ’
5.12 Investigating Curves Represented Porametrically 193

Solution. Both functions are defined for ail values of t except at / = — 1, and

lim x = lim + oo,


lim x = — oo,
/->—î —o t -*--1 —o 1 4 -/4 /-►—î + o

.. 3at*
y= lim = — 00 , lim y = + i
/->-1 - 0 l+ * /- + - 1+ 0
Further note that
when t = 0 *=o. y= 0
when t —►+ oo x —►0 , y^O
when t —►— oo x —►(), y —*■o
Find ~ and ^ :
at at
dx ^ ( ÿ - /s ) dy 3at (2— <*)
’ dt
(2*)
dt ( 1 + t 3)2 (1 + t 3f
we get the following four critical values:

L= - l . ^2 = 0 ,
- P S
Then we find
dy_
dy dt t ( 2 - t 3)
dx ~~ dx
0')
dt
■ (* -
On the basis of formulas (T), (2 "), and (3") we compile the following table:

S ig n T y p e o f v a r ia ­
R an g e of t C o rre s p o n d in g C o rre s p o n d in g tio n o f y as
ra n g e of x ra n g e o f y of a f u n c tlo n of
dx

— 00 < / < — 1 0 < X < +oo 0 > y > — oo _ Decreases


-1 <*<o — oo < X < 0 + oo > y > 0 — Decreases
0 < x< a \ f 4 0 < y < ap^2 + Increases
0 < ,< F J

a ] /ï> x > a \/2 a f/^2 < y < 4 — Decreases


è < ,< y ï

V i < t < + 00 a \/2 > x > 0 > y > 0 + Increases

From (3*) we find


194. Ch. 5. Investigat ing the Behaviour of Functions

Thus, the curve cuts the origin twice: with the tangent parallel to the x-axis
and with the tangent parallel to the (/-axis. Further,

At this point the tangent to the curve is horizontal. Let us investigate the
question of the existence of an asymptote:
3a(2 ( 1 + /3)
k= lim — lim
JC->+ CD X /_*_ l-o 3at (1 + / 3)
[ 3at2 3at 1 —
b= lim (y— kx) = lim ( - 1)
x-*- + 30 o L1+'3 l + t 3J ""
3ai (/ + 1) 3at
lim lim
t- -1 -0 1-H3 /-►-1-0 i — t + t2 ~

Hence, the straight line y = — x —a is an asymptote to a branch of the curve


as x — ►+ <».
Similarly we find
k= lim — = — 1, b= lim {y — kx) = — a
30 * *->- 00
Thus, the straight line is also an asymptote to a branch of the curve as
x — ►— oo.
On the basis of this investigation we construct the curve (Fig. 136).
Some problems involving investigation of curves will again be discussed in
Sec. 8.20 (“Singular Points of a Curve”).

Exercises on Chapter 5
Find the extrema of the functions:
1. y = x2— 2 x + 3. Ans. y m\n = 2 at x = \ . 2. — 2 x2 + 3 x + l . Ans.

ÿmax = 3 - at x = l , (/min= 1 at * = 3- 3- y = x3— 9x3 + 15x+ 3. Ans. y max= \ 0


a t x = l , (/min = — 22 at x = 5. 4. y — — x 4 + 2x2. Ans. y max = 1 at x = ± \ ,
(/min = 0 at x = 0. 5. (/ = * 4 — 8 * 2 + 2 . Ans. (/max = 2 at x = 0 , ymin = —H at
x — ± 2 . 6 . y = 3xb— 125X8-|-2160x. Ans. Maximum at x = —4 and x = 3, mini-
Exercises on Chapter 5 195

mum at x = —3 and x = 4 . 7. y = 2 — (x— 1) Ans. {/max = 2 at x — l.


i
A 0
8. y = 3 — 2 ( x + l ) . Ans. There is neither maximum nor minimum. 9. y =
j^2 3JC-4- 2 r— r—
= a — 7- = . i4«s. Minimum at x = y 2, maximum at x = — K 2. 10. y =
x2 + 3 x + 2
(x -2 )(3 -x ) 12
. Ans. Maximum at x — — . 11 . y = 2ex -\-e~x . Ans. Minimum
o
in 2
at x = - 12. y= Ans. i/mi n a t x = e. 13. y = c o sx +
lnx
jj __
JT \
( —y ) • Ans. y max= V ' 2 at x = ^-
11 14. y = sin 2x —
, JT . . . JT
—x • Ans. at x = — , minimum at x = — — .
Maximum
6 o
15. y '= x - j- t anx. Ans. There is neither maximum nor minimum. 16. y = ex sinx.
i4ns. Minimum at x^-2kn — — , maximum at x = 2/?jt + -^-jt. 17. y = x* —
— 2 x 2 + 2. i4ns. Maximum at x —0, two minima when x = — 1 and w h e n x = l.
18. y — (x— 2) 3 (2 x + 1). Ans. y min « —8.24 when x = — • 10 . y = x-\—- . Ans.
o X
Minimum when x=l, maximum when x = — 1. 20. y = x 2 (a —x)2. Ans.
Q& d
i/max = 'jg when x ~~2 ’ ÿmin = 0 when x = 0 and when x = a. 2 1 . y = — +
b* Ans. Maximum when x = minimum when x = ——r . 2 2 . y =
a—b a+ b
3 3
= *+ V I —X. Ans. y m a x = 4 - when X7=~4 ■ ÿmin=> when x = l . 23. y =

= x V \ —x (jc < 1). Ans. y mn =—


3 lr / r~3
when x = . 24. y =
1 + x2
Ans. Minimum when x = — 1, maximum when x = l . 25. y = x \ n x . Ans. Mini-
1
mum when x = — . 26. y = x ln 2 x. Ans. */max = 4e- 2 at x = e~ 2, y min = 0 at
x = 1. 27. y = ln x — arclanx. Ans. The function increases. 28. y = sln 3 x — 3 sinx.
Ans. Minimum when x = y , maximum when x = ~ - . 29. */ = 2x + arctan x. Ans.

No extrema.. 30. y = sin x cos 2 x. Ans. Minimum w h e n x = -5 -, two maxima

when x = arccos
/ ï and when x = arccos J / ^ . 31. j/ = arcsin(sinx).
(4m - f - 3) jt
_ (4 m + 1) jt
i4ns. Maximum when x minimum when x
2 ........... . ~ 2
Find the maximum and minimum values of the function on the indicated
intervals:
32. y = —3x4 + 6 x 2 — 1 (—2 < ; x C 2 ). Ans. Maximum y = 2 at x = ± 1 , minimum
y = —25 at x = ± 2 . 33. r /= —— 2x2 + 3 x + l ( — 1 ^ x ^ 5). Ans. Maximum va-
î 23 . - . . . 13 t om x— 1
lue y = -rr at x = 5, minimum value y — — - at x = — 1. 34. y = — —
3 3 * x+1
3
( 0 s ^ x C 4 ) . Ans. Maximum value */ = y at x = 4, minimum value y = —\

13
196 Ch. 5. Investigating the Behaviour of Functions

ji
at x = 0. 35. y = sin 2x—x ^ . Ans. Maximum value y at
2
71 . • « Tt , Jt
x —— — , minimum value y = — at x = .
36. Using square tin sheet with side a, make a topless box of maximum
volume by cutting equal squares at the corners and removing them and then
bending the tin so as to form the sides of the box. What will the length of a
side of the squares be? Ans. ^ .
37. Prove that of ail rectangles that may be inscribed in a given circle, the
square has the greatest area. AIso show that the square will hâve the maximum
perimeter as well.
38. Show that of ail isosceles triangles inscribed in a given circle, an équi­
latéral triangle has the largest perimeter.
39. Find a right triangle of maximum area with a hypoténuse h. Ans.
Length of each leg, - p = - •
40. Find the height of a right cylinder with greatest volume that can be
2/?
inscribed in a sphere of radius R. Ans. Height, *

41. Find the height of a right cylinder with greatest latéral surface area
that may be inscribed in a given sphere of radius R. Ans. Height, R ÿ~2.
42. Find the height of a right cône with least volume circumscribed about
a given sphere of radius R. Ans. 4R (the volume of the cône is twice the
volume of the sphere).
4 3 . A réservoir with a square bottom and open top is to be lined inside
with lead. What are the dimensions of the réservoir (to hold 32 litres) that
will require the smallest amount of lead? Ans. Height, 0 . 2 métré, side of base,
0 . 4 métré (the side of the base must be twice the height).
4 4 . A roofer wants to make an open gutter of maximum capacity with bottom
and sides 10 cm in width, and with the sides inclined at the same angle to the
bottom. What is the width of the gutter at the top? Ans. 20 cm.
45. Prove that a conical vessel of given storage capacity requires th:? least
material when its height is V~2 times the radius of the base.
46. lt is required to make a cylinder, open at the top, the walls and bottom
of wliich hâve a given thickness. What should the dimensions of the cylinder
be so that for a given storage capacity it will require the least material? Ans.
If R is the inner radius of the base, v the inner volume of the cylinder, then

47. It is reauired to build a boiler out of a cylinder topped by two hemi-


spheres and with walls of constant thickness so that for a given volume v it
should hâve a minimum outer surface area. Ans. It should hâve the shape of
a sphere with inner radius R = îV/ -4n.
48. Construct an isosceles trapezoid, which for a given area 5 has a mini­
mum perimeter; the angle at the base of the trapezoid is equal to a. Ans. The
length of onc of the nonparallel sides is
49. Inscribe in a given sphere of radius R a regular triangular prism of
2R
maximum volume. Ans. The altitude of the prism is .
Exercises on Chapter 5 197

50. It is required to circumscribe about a hemisphere of radius R a cône


of minimum volume; the plane of the base of the cône coïncides with that of
the hemisphere; find the altitude of the cône. Ans. The altitude of the cône
is R V 3.
51. About a given cylinder of radius r circumscribe a right cône of mini­
mum volume; we assume the planes and centres of the circuler bases of the
cylinder and the cône coincide. Ans. The radius of the base of the cône is
equal to -|-r .
52. Out of sheet métal having the shape of a circle of radius R , eut a sector
such that it may be bent into a tunnel of maximum storage capacity. Ans.
The central angle of the sector is 2ji
/ f
53. Of ail circular cylinders inscribed in a given cube with side a so that
their axes coincide with a diagonal of the cube and the circumferences of the
bases touch its faces, find the cylinder with maximum volume. Ans. The alti­
tude of the cylinder is equal to
a V" 3 the radius of the base is ,__
3 ’ y e
54. Given, in a rectangular coordinate System, a point ( jc0, y 0) lying in the
first quadrant. Draw a straight line through this point so that it forms a tri­
angle of least area with the positive directions of the axes. Ans. The straight
line intercepts on the axes the segments 2x0 and 2 y 0\ thus, it has the équation
JL + JL = i.
' 2(/,
55. Given a point on the axis of the parabola y2 — 2px at a distance a from
the vertex, find the abscissa of the point of the curve closest to it. Ans.
X — a —p.
56. Assuming that the strength of a beam of rectangular cross-section is
directly proportional to its width and to the cube of the altitude, find the
width of a beam of maximum strength that may be eut out of a log of dia-
rneter 16 cm. Ans. The width is 8 cm.
57. A torpédo boat is sta ding at anchor 9 km from the closest point of
the shore; a messenger has to b e sent to a camp 15 km (along the shore) from
the point of the shore closes! to the boat. Where should the messenger land
so as to get to the camp in t h e shortest possible time if he does 5 km'hr
walking and 4 km/hr rowing? Ans, At a point 3 km from the camp.
58. A point moves rectilinearly over a plane in a medium situated outside
a line MN with velocity olt and along the line MN with velocity v2. What
path between A and B, situated on M N , will it cover in the shortest time?
The distance of A from MN is /i, the distance from B of the projection a of A
nC
on the line MN is a. Ans. If ABC is the path of the point,
^^ ^ then
AC v2
aB
for
AB
^ — and aC = cl B for
v2 AU
< üj-.
i '2
59. A load w is hoisted by a lever; a force F is applied to one end, the
point of support is at the other end of the lever. If the load is suspended from
a point a centimètres from the fulcrum, and the lever rod weighs v grams per
centimètre of length, what should the length of the rod be for the force (requi­
red to raise the load) to be a minimum? Ans. x = 1/ cm.
60. For n measurements of an unknown quantity x the following readings
hâve been obtained: xlt x2, . . . , xn. Show that the sum of the squares of tne
198 Ch. 5. Investigating the Behaviour of Functions

errors (x—xx)2-\-(x— jc2)2+ . . . + ( * — xn)2 will be least if for x we take the


number xi + X2~i~• •• ~f~Xn
61. To reduce the friction of a liquid against the walls of a channel, the
area in contact with the liquid must be a minimum. Show that the best shape
of an open rectangular channel with given cross-sectional area is that for which
the width of the channel is twice its altitude.
Détermine the points of inflection and the intervals of convexity and con-
cavity of the following curves:
62. y = xb. Ans. For x < 0 the curve is convex; for x > 0 the curve is con­
cave; at Jt = 0 there is a point of inflection. 63. y — 1 —x2. Ans. The curve is
everywhere convex. 64. y — x3 — 3x2— 9 jc + 9 . Ans. Point of inflection at x = l .
65. y = (x— b)3. Ans. Point of inflection at x = b. 6 6 . y = x4. Ans. The curve
is everywhere concave. 67. y = xzZÇ~\ • Ans- Point of inflection at x—±

± ■■ . 6 8 . y = tan*. Ans. Point of inflection at x = nn. 69. y = xe~x . Ans.


V 3
— 2. 70. y = a — \ / x — b. Ans. Point of inflection
Point of inflection at x______
5
at x = b. 71. y = a — j / (x— b)2. Ans. The curve has no point of inflection.
Find the asymptotes to the following curves:
72. y = x~r—,
— l - Ans. x = l , y = 0 . 73. ÿ = ( x + 2 ) 3 ’ Ans• x = ~ 2• y = °- 74- V =
1
-— \, —
à3^ . Ans. x = b, y = c. 75. y = e x — 1. Ans. x = 0, y = 0. 76. y — In x.
{x— by
Ans. x = 0. 77. y3 = 6x2 + x3. Ans. y = x + 2 78. y 3 = a3 —x3. Ans. y - \ - x ~ 0.
79. y ' Ans. * = - -2 a. 80. y 2 (x— 2a) = x3— a3. Ans. * = 2a, y = ± (x + a).
2a —x '
Investigate the following functions and construct their graphs:

81. y = x * - 2 x + \ 0 . 82. y = 83. y = e ~ ~ . 84. y = - ~ - • 85. V =

= i ÿ . 86. y = - ^ Y - 87. y = 88. y= j ^ . 89. *• = * » - * . 90. y =

— ■ *1- y = V x * + 2. 92. y = x — y^x3 + l. 93. y = j/lE ÏÏ.


94. y = xe~x . 95. y = x2e~ xt. 96. y = x — \ n ( x + \ ) . 97. y = ln(jc2 + l ) .
98. y — sin3x. 99. y = x + sin x. 100. y = x s \n x . 101. y = e~ x sinx.
x = t2.
ln x I x = t\
102. y = ln sin x . 103. y = 104. 105.
x \ y = t3.
x — a (t — sin t), = aet cos
{
J x
106. 107.
y = a( 1 — cos t). \ y = aet s in t.

Addilional Exercises
Find the asymptotes of the following Unes:
108. y = - fqrj" • Ans. x —— 1, y = x — 1 . 109. y = x-\-e~x . Ans. y = x.

110. 2y ( x + l )2 = x3. Ans. x = — 1, y = ■— x — 1 . 1 1 1 . y 3 = a3— x2. Ans. No asymp-


Exercises on Chapier 5 199

totes. 112 . y = e~ 2x sin * Ans. y = 0 . 113. y = e ~ x sin 2x-\-x. Ans. y = x.

114. y = x l n ^ + “ J • Ans. x = — j , i/ = x + y . 115. y = xex% . Ans. x = 0,


2t ' t2 1 * 1
!/ = *• H6* *=71172» y = ~ J l - A n s- ± 2"*“ T •
Investigate and graph the follcwing functions:
117. y = \x \. 118. y = \ n \x \. 119. y2 = x? — x. 120. y = (* + l )2 (x— 2).
121. y —x - r I x |. 122. y = \ / x2— x. 123. y = x2 Y x + 1*. 124. y = ^ ----- !n*.

125. y = ^ - \ n x . 126. y = — i - p . 127. y = - - - ^ - . 128. y = x + — . 129. y =


° v ex — 1 * \n In x ‘ x 9
sin x
— x \n x . 130. y —e x —x. 131. i/ = |s in 3 jt|. 132. y - . 133. y = jtarctan*.
134. y = x — 2 arctan x. 135. y = e~2x sin 3x. 136. y = | sin x | + *. 137. £/ = sin (jc2)*
138. y — cos 3 x + s in 3 x. 139. y- * + \*\ 140. y = ~ 141. y =
. / * + | * | \ x — \ x \. ^ ^ ,
- sin( ~J~2 J----- M—*<*<*0- 142. y = cos ( - —J L îJ j—

143- H= ÿ ( 3 * + | * | ) + l . 144. ! / = - | 3 (x - 1 ) +
+ |*—1|J + 1 (0<*<i2).
CHAPTE R 6

THE CURVATURE OF A CURVE

6.1 ARC LENGTH AND 1TS DERIVATIVE


Let the arc of a curve M0M (Fig. 137) Le the graph of a func-
tion y = f(x) defined on an interval (a, b). Let us détermine the
arc length of the curve. On the curve M0M take the points Af0,
Mu M2......... M,_lt Mit . . . . Mn_u M. Connecting the points we
get a broken line M0M1M2. . .. M„_tM inscribed in the
arc Af0Af. Dénoté the length of this bro­
ken line by P„.
The length of the arc M0M is the
li-mit (we dénoté it by s) approached by
the length of the broken line as the lar-
gest of the lengths of the segments of
the broken line approaches zéro,
if this limit exists and is independent
of any choice of points of the broken
line M0MtM2. M,. ..M n. xM.
It will be noted that this définition
of the arc length of an arbitrary curve is similar to the défini­
tion of the length of the circumference of a circle.
In Ch. 12 it will be proved that if a function f(x) and its
dérivative f (x) are continuous on an interval [a, b], then the arc
of the curve y = f(x) lying between the points [a, f (a)] and
[b, f(b)] has a definite length; a method will be shown for com­
puting this length. It will also be established (as a corollary)
that under the given conditions the ratio of the length of any
arc of this curve to the length of its chord approaches unity
when the length of the chord approaches zéro, that is,
Iim length MJÙ )
m 0m -+o length M0M

This theorem may be readily proved for the circumference* of


* Consider the arc AB, the central angle of which is 2a (Fig. 138). The
length of this arc is 2Ra (R is the radius of the circle), and the length of its
chord is 2 /? s in a . Therefore, lim !îîîS1ÎL 4£= lim — =1.
a -*0 length AB a - 0 2/? sm a
6.1 Arc Lenglh and Ils Dérivative 201

a circle.- however, in the general case we shall accept it without


proof (Fig. 138).
Let us consider the following question.
On a plane we hâve a curve given by*the équation
y = f(x)-
Let M0 (x0, yv) be some fixed point of the curve and M (x, y),
some variable point of the curve. Dénoté by s the arc length
M0M (Fig. 139).

The arc length s will vary with changes in the abscissa x of


the point M\ in other words, s is a function of x. Find the déri­
vative of s with respect to x.
Increase x by Ax. Then the arc s will change by As = the
length of AfAf,. Let AfAf, be the chord subtending this arc. In
order to find lim -£■ do as follows: from AAfAf,Q find
AX-.0 Ax
ÂfÂf2= (Ax)2-f- (AyY
Multiply and divide the left-hand side by As2:

( - ^T1) 2 As2 = (A*)2+ (Aÿ)2


Divide ail terms of the équation by Ax2:

m n È y -i+ fif)’
Find the limits of th e le ft and right sides as Ax—<-0. Taking into
account that lim
----- As
1 and that Alim j - = ^r
v n Ajc ax , we get
°
202 Ch. 6. The Curvature of a Curve

£ - / ' + ( & ) ' o)


For the differential of the arc we get the following expression:

* - / P)
or *
ds = V dx2+ dy2 (2')
We hâve obtained an expression for the differential of arc length
for the case when the curve is given by the équation y = f(x).
However, (2') holds also for the case when the curve is represen-
ted by parametric équations.
If the curve is represented parametrically,
x — <p(t), y = t ( 0
then
dx — <f'(t)dt, dy = ‘t y'(t)dt
and expression (2') takes the form
ds = V [<p' (/)]•+ [* '(/)]* dt

6.2 CURVATURE

One of the éléments that characterize the shape of a curve is


the degree of its bentness, or curvature.
Let there be a curve that does not intersect itself and has a
definite tangent at each point. Draw tangents to the curve at any
two points A and B and dénoté the angle formed by these tan­
gents by a [or, more precisely, the angle through which the tan­
gent turns from A to B (Fig. 140)]. This angle is called the
angle of contingence of the arc AB. Of two arcs of the same
length, that arc is more curved which has a greater angle of
contingence (Figs. 140 and 141).
On the other hand, when considering arcs of different length we
cannot gauge the degree of their curvature solely by the appro-
priate angles of contingence. Whence it follows that a complété
description of the curvature of a curve is given by, the ratio of
the angle of contingence to the length of the corresponding arc.
* Strictly speaking, (2 ') holds only for the case when dx > 0. But if
dx < 0, then ds= — y rdx2-\-dy2. For this reason, in the general case this for­
mula is more correctly written as |d s |= ÿ d x 2-\-dy2.
6.2 Curvalure 203

Définition 1. The average curvature Kav of an arc AB is the


ratio of the corresponding angle of contingence a to the length of
the arc:

For one and the same curve, the average curvature of its diffe­
rent parts (arcs) may be different; for example, for the curve

shown in Fig. 142, the average curvature of the arc AB is not


equal to the average curvature of the arc A 1B1, although the
lengths of their arcs are the same.
What is more, at different points the
curvature of the curve differs. To cha-
racterize the degree of curvature of a
given line in the immédiate neighbour-
hood of a given point A, we introduce
the concept of curvature of a curve at
a given point.
Définition 2. The curvature K a of a
line at a given point A is the limit of
the average curvature of the arc AB when the length of the arc
approaches* zéro (that is, when the point B approaches the
point A):
a
K A = Iim Kav lim
B -* A A B ->0 J lE
Example. For a circle of radius r : ( 1) détermine the average curvature of
the arc AB subtending the central angle a (Fig. 143); (2) détermine the cur­
vature at the point A.

* We assume that the magnitude of the limit does not dépend on which
side of the point A we take the variable point B on the curve.
204 Ch. 6. The Curuature of a Curve

Solution. (1) Obviously the angle of contingence


of the arc ÂÈ is a , the length of the arc is ar. Hence,

K a v = Z
ar
or

Kav=jr
(2) The curvature at the point A is

K= Un. — = —
a -* 0 ar r
Thus, the average curvature of the arc of a circle of radius r is indepen-
dent of the length and position of the arc, and for ail arcs it is equal
to . Likewise, the curvature of a circle at any point is independent of the

choice of this point and is equal to .


Note. It will be seen later that, generally speaking, for any
curve the curvature at its various points differs.
6.3 CALCULATION OF CURVATURE
Let us develop a formula for finding the curvature of any
curve at any point M (x , y). We shall assume that the curve is
represented in a Cartesian coor-
dinate System by an équation of
the form
y = f(*) (i)
and that the function / (x) has a
continuous second dérivative.
Draw tangents to the curve at
the points M and Afj with abscis-
sas x and x + Ax and dénoté by qp
and qp + Aqp the angles of inclina­
tion of these tangents (Fig. 144).
We reckon the length of the
arc M0M from some fixed point
M0 and dénoté it by s; then As = M^Mx— and | As J=
As will be seen from Fig. 144, the angle of contingence corres-
ponding to the arc AfAft is equal to the absolute value * of the
différence of the angles œ and œ-FAœ, which means it is equal
to | A<p |.
* It is obvious that for the curve given in Fig. 144, |Aqp| = A<p since
A
<p> 0.
6.3 Calculation of Curvature 205

According to the définition of average curvature of a curve, on


the segment M M 1 we hâve
K _ l*q>| _|A (p f
| A s| | As |

To obtain the curvature at the point Af, it is necessary to find


the limit of the expression obtained on the condition that the
arc length MA,lx approaches zéro:
dip
K = lim As
As-»- 0

Since the quantities <p and s both dépend on x (are functions


of x), <p may thus be considered as a function of s. We may con-
sider that this function is represented parametrically by means
of the parameter x. Then
lim ^r==~r-
A s - 0 As ds
and, consequently.

To calculate ^ds , we make use of the formula for differentiat-


ing a function represented parametrically:
dq>
dtp_ dx
ds ds
Tx

To express the d é r i v a t i v e i n terms of the function y = f(x )9we


note that tantp = ^ and, therefore,

cp = arctan^-

Differentiat ing this équation with respect to x , we get


d2y
dtp_ dx2

As for the dérivative we found in Sec. 6.1 that


206 Ch. 6. The Curvature of a Curve

Therefore,
&y_
dx 2
dip 1+ (& Y
dy dx ' \ d x ) _____________ dx2
ds ds
~dx
dtp
or, since K — ds
, we finally get
1 tPy
| dx2
{ / Wii \ 2 13/. (3)
K ï )‘]
It is thus possible to find the curvature at any point of a curve
^2y
where a second dérivative exists and is continuous. Calcula­
tions are done with formula (3). It should be noted that when
calculating the curvature of a curve only the positive value of
the root in the denominator should be taken, since the curvature
of a line cannot (by définition) be négative.
Example 1. Détermine the curvature of the parabola y2 = 2px:
(a) at an arbitrary point M (x, y);
(b) at the point Afx (0 , 0 );
\c) at the point Af2 , p^ .
Solution. Find the first and second dérivatives of the function y = Y 2px:
dy _ p d2y _ p2
dx Yïp~* ’ dx* (2 px)"'*
Substituting the expressions obtained into (3), we get

(a) K =
(2 p x + p2)7 *
(b)
* î= !-7
1
(C) K
2
2 VTp
y=p
Example 2. Détermine the curvature of the straight line y = a x + b at ar
arbitrary point (x, y).
Solution.
y ' = a t y" = 0
Referring to (3) we get
K= 0
Thus, a straight line is a “line of zéro curvature”. This very same resuit is
readily obtainable directly from the définition of curvature.
6.4 Curvature of a Curve Represented Parametrically 207

6.4 CALCULATING THE CURVATURE


OF A CURVE REPRESENTED PARAMETRICALLY
Let a curve be represented parametrically:
* = ¥ (0 . 0 = *(O
Then (see Sec. 3.24):
dy V <0 cPy_ilAp' —
dx 9' (0 ’ dx2 (<p') 3
Substituting the expressions obtained into formula (3) of the
preceding section, we get
( 1)
K p-'+^v*
Example. Détermine the curvature of the cycloid
x = a ( t — sin t). y = a (1 — cos t)

at an arbitrary point (x y).


Solution.

— =a(l-cos/), J = « s in l, ^ = a sm t, cos /

Substituting the expressions obtained into (3). we get


_ | a (1 — cos t) a cos t —a sin t-a sin 1 1 _ | cos t — 1 |
[a2 (1 — cos t)2-\-a2 sin 2 t \ ft 2 ^fa (1 — cost)*/*
_ ________ 1_______ __ 1
" 2 ^ ( 1 - c o s ()‘/ . “ 4 l sj / I

6.5 CALCULATING THE CURVATURE OF A CURVE GIVEN


BY AN EQUATION IN POLAR COORDINATES
Given a curve represented by an équation of the form
P = /(©) (1)
Write the transformation formulas from polar coordinates to
Cartesian coordinates:
x = pcos0 |
ÿ = psin0 ) ^
If in these formulas we replace p by its expression in terms
of 0, i.e., /(0), we get
x —f (0) cos 0 ^
y = f(Q) sin0 j (3)
208 Ch. 6. The Curvature of a Curve

The latter équations may be regarded as parametric équations


of curve (1), the parameter being 0.
Then

55 = S'cos0-psin0> S = W sin0 + pcos0


cPx
de* d p cos0 —"2 4des-sin 0 —pcos0
de*
ïi¥ = S - sin0+ 2 tbt
de cos 0—p sin 0
Substituting the latter expressions into (1) of the preceding
section, we get a formula for calculating the curvature of a curve
in polar coordinates:
K= = lp* + 2 p'*— pp
(4)
(p» + p'*)V
Example. Détermine the cur­
vature of the spiral of Archime-
des p = a 0 (a > 0 ) at an arbitra-
ry point (Fig. 145).
Solution.

^de= a ,■’ 4de2


£=0
Hence
| a202+ 2a2| _ 1 02+ 2
Fig. 145 (a* e* + a * )V l a (0 * + l ) 7*

It will be noted that for large values of 0 we hâve the approximate équa­
tions ^ ~ 1, ^ I; therefore, replacing 0 2 + 2 by 0 2 and 0 2- f l by
0* in the foregoing formula, we get an approximate formula (for large values of 0 ):
i e2 î
A ^ -----------r r = “ S
a (02 )Vt Û0

Thus, for large values of 0 the spiral of Archimedes has, approximately,


the same curvature as a circle of radius a%.

6.6 THE RADIUS AND CIRCLE OF CURVATURE.


THE CENTRE OF CURVATURE. EVOLUTE AND INVOLUTE
Définition. The quantity /?, which is the reciprocal of the cur­
vature K of a curve at a given point M, is called the radius of
curvature of the curve at the point in question:

(O
6.6 The Radius and Circle of Curvature 209

or

Draw a normal, at the point A4, to a curve in the direction of


the concavity of the curve, and lay off a segment A4C equal to
the radius R of the curvature of the curve at the point M. The

Fig. 147

point C is called the centre of curvature of the given curve at M;


the circle, of radius R, with centre at C (passing through M) is
called the circle of curvature of the given curve at the point M
(Fig. 146).
From the définition of circle of curvature it follows that at a
given point the curvature of a curve and the curvature of a circle
of curvature are the same.
Let us dérivé formulas defining the coordinates of the centre of
curvature.
Let a curve be given by the équation
9 = f(x) (3)
Take a point M(x, y) on this curve and détermine the coordi­
nates a and P of the centre of curvature corresponding to this
point (Fig. 147). To do this, write the équation of the normal to
the curve at M:
Y -y ^--L (X -x ) (4)
(Here, X and Y are the moving coordinates of the point of the
normal.)
Since the point C(a, P) lies on the normal, its coordinates
must satisfy équation (4):
P —y = — ÿ -(< * — x) (5)
14—2081
210 Ch. 6. The Curvature of a Curve

Further, the point C(a, P) is separated from M (x, y) by a


distance equal to the radius of curvature R:
(®— XY + (P— y)2= R* (6)
Solving équations (5) and (6) simultaneously, we find a and p:
(a —x)2+ 4 i ( a —x)2 = R2
y
(a —x)2= ——- R2
v 1+ /*
whence
a = x± •fl, P = 0=F
/ 1 + /1

and since (1 + y,Y it follows that


1/1 ’
a = *± P -ÿ = F 1 F/*
liTI ’ l/l
In order to décidé which signs (upper or lower) to take in the
latter formulas, we must examine the case y" > 0 and the case
y" < 0. If y" > 0, then at this point the curve is concave, and,
hence, P > y (Fig. 147), and for this reason we take the lower
signs. Taking into account that in this case \ y"\ = y", the formulas
of the coordinates of the centre of curvature will be
a =x y '(!+»'*)
(7)
1+y'*
P=y
Similarly, it may be shown that formulas (7) will hold for the
case y " < 0 as well.
If the curve is represented by the parametric équations
* = <P( 0 . âf = + ( 0
then the coordinates of the centre of curvature are readily obtain-
able from (7) by substituting, in place of y' and y", their expres­
sions in terms of the parameter
xtyi—xi yt
y =
x?
Then
y' (x't + y ,i)
x'y"—x“y'
(T )
, x'(x'* + y'2)
P= y ' x'y"— x“y ‘
6.6 The Radius and Circle of Curvature 211

Example 1 . To détermine the coordinates of the centre of curvature of the


parabola
y 2 = 2px
(a) at an arbitrary point M (x, y), (b) at the «point M 0 (0 , 0 ), (c) at the
point Mi ( - J ,

Solution. Substituting the values ^ and into (7) we get (Fig. 148):

(a) a = 3* + p, P = — ^ 7 7 = >
y p
(b) at at= 0 we find a = p, P = 0 ,

(c) at X = 'Y we *iave a = ~£ • P = — P-

If at M l (x, y) of a given curve the curvature differs from zéro,


then a very definite centre of curvature Cl (a, p) corresponds to
this point. The totality of ail centres of curvature of the given
curve forms a certain new line, called the
evolute, with respect to the first.
Thus, the locus of centres of curvature
of a given curve is called the evolute. As
related to its evolute, the given curve is
called the évoluent or involute.
If a given curve is defined by the équation
y = f(x), then équations (7) may be regarded
as the parametric équations of the evolute
with parameter x. Eliminating from these
équations the parameter x (if this is possib­
le), we get an immédiate relationship bet-
ween the moving coordinates of the evolute
a and p. But if the curve is given by pa­
rametric équations * = <p(t), y = ty(t), then équations (7') yield
the parametric équations of the evolute (since the quantifies x,
y , x ', y', x", y" are functions of t).
Example 2 . Find the équation of the evolute of the parabola
y2 - 2 px
Solution. On the basis of Example 1 we hâve, for any .point (x, y) of the
parabola,
a = 3Jc+p
p (2x)V»

Eliminating the parameter x from these équations, we get

This is the équation of a semicubical parabola (Fig. 149).


211 Ch. 6. The Curvature of a Curvê
Example 3. Find the équation of the evo-
lute of an ellipse represented by the parametric
équations
x = a co st, y = bs\n t
Solution. Find the dérivatives of x and y

with respect to t:
x ' = — f l si n/ , y ' = b c o s t
x " = — a c os / , y n —— b s i n t

Substituting the expressions of the dérivatives


into (7'), we get
b cos t (ia 8 sin 2 / + b 2 cos 2 t )
a = a cos t
a b sin 2 t - \ - a b cos 2 t

= a cos t — a cos t sin 2 / —


b2 cos3 t =

b2 \ 3 .
a — cos3 1
-( a J

cos8 1
Similarly we get
sin 3 t

Eliminating the parameter t, we get the équation of the evolute of the ellipse
in the form

Here, a and P are the coordinates of the


evolute (Fig. 150).
Example 4. Find the parametric équa­
tions of the evolute of the cycloid
x = a (t — sin t )
y — a (1 — cos t )

Solution.
x ' = a ( l — cos /), y ' = a s i n t

x* = a s i n f , ^ = acos^
Substituting the expressions obtained into
(7')t we get Fig. 150
a = a (/ + sin t )
P = — a ( l — cos t)

Make a change of variables, putting


a = £ —na
P= rj — 2 a
t = t — Jl
6.7 The Properties of an Evolute 213

Then the équations of the evolute will take the form


\ = a (t — sin t)
T] = fl (1 — COS T) #

They define, in coordinates Ç, t |, a cycloid with the same generating circle of


radius a. Thus, the evolute of a cycloid is that same cycloid displaced along
the *-axis by — jia and along the y-axis by —2a (Fig. 151).

6.7 THE PROPERTIES OF AN EVOLUTE


Theorem 1. The normal to a given curve is a tangent to its evolute.
Proof. The slope of the tangent to an evolute defined by the
parametric équations (7) of the preceding section is equal to
dp
dp_ dx
da ~~ da
dx

Noting that [by virtue of the same équations (7)]


da _ 3y * y 't — y ' y " ' ~ y ' ty " ' ..,3 ——
dx y-t - y y.t u;
dp _ Zy^y' — y ' " —
dX ~~ y"* [ }

we get the relationship


dp __ 1_
da y'

But y' is the slope of the tangent to the curve at the correspond-
ing point; it therefore follows from the relationship obtained
that the tangent to the curve and the tangent to its evolute at
the corresponding point are mutually perpendicular; that is, the
normal to a curve is the tangent to the evolute.
214 Ch. 6. The Curvature of a Curve

Theorem 2. I f , over a certain segment M 1M2 of a curve, the


radius of curvature varies monotonically (i.e.t either only increases
or only decreases), then the incrément in the arc length of the evo-
lute on this portion of the curve is equal (in absolute value) to
the corresponding incrément in the radius of curvature of the given
curve.
Proof. From formula (2'), Sec. 6.1, \ve hâve
ds2= da2+ dp2
where ds is the differential of arc length of the evolute; whence

Substituting the expressions (1) and (2), we get

(3)

(i+y")3
Then we find J*. Since R ■ (i +yy'i)Vr , it follows that y"‘
Differentiating both sides of this équation with respect to x, we
get the following (after appropriate manipulations):
« n d R _ 2(1 + ÿ " ) 2 (3y ' y " ' - y ' " - y ' * y " ' )
K dx - (yy

2n J- j/'2)8/2
Dividing both sides of the équation by 2R = — , we hâve
y
dR ( l + y ' 1)l/2 (3y'y"‘— y ' ” — y''>y ' ” )
dx »

Squaring, we get

(4)
)•
Comparing (3) and (4), we find

(£)•-(£)■
whence
d_R_d±
dx ~ ^ dx

dR
It is given that does not change sign (R only increases or
ds
only decreases); hence, ^ does not change sign either. For the
6.7 The Properiies of an Evolute 215

dR ds
sake of definiteness, let ^ < 0 , ^ . ^ 0 (which corresponds to
Fig. 152). Hence. § — £ .
Let the point hâve abscissa and lft2 hâve abscissa x2. Apply
the Cauchy theorem to the functions s(x) and R(x) on the inter­
val [xlt x2]:
s(x 2 ) — s ( J C ,) \ e(t x-j )x = l .
/?(**)-/?(*,) /dR_\ ~
[ dx ) x =i
where | is a number lying hetween x, and x2 (xt < Ê < * 2).
We introduce the désignations (Fig. 152)
^ C^2) ~ ^2» ^ (*^i)= ^i» R (*^2) ” R $ * R (*^i) ” R i

Then = — 1 or s2— si = — (R2— R l). But this means that


| s2 Sj | = | R2 R 2|
This équation is proved in exactly the same manner if the radius
of curvature increases.
We hâve proved Theorems 1 and 2 for the case where the cutve
is given by an explicit function, y —f(x).
If the curve is represented by parametric équations, these theo­
rems also hold, and their proof is exactly the same.
Note. The following is a simple mechanical methodforconstructing
an involute from its evolute.
216 Ch. 6. The Curvature of a Curve

Let a flexible ruler be bent into the shapc of an evolute C„C5


(Fig. 153). Suppose one end of an unstretchable string is attached
to the point C0 and bends round the ruler. If we hold the string
taut and unwind it, the end of the string will describe a curve M5Af0,
which is the involute (or evolvent,
the name coming from this pro-
cess of “evolving”). Proof that this
curve is indeed an involute may
be carried out by means of the
above-established properties of the
evolute.
It should be noted that to a
► single evolute there correspond
x an infinitude of various involutes
(Fig. 153).
Example. Suppose we hâve a circle of
radius a (Fig. 154). Take the involute of
this circle that passes through the point
Af0 (a, 0). ^
Taking into account that CM -=CM0=
= a t 9 it is easy to obtain the équations of the involute of the circle:
OP — x = a (cos t + 1 sin /)
PM =-y = a(s\n t — t cos /)

lt will be noted that the profile of a tooth of a gear wheel is most often
in the shape of the involute of a circle.

6.8 APPROXIMATIF THE REAL ROOTS OF AN EQUATION


Methods of investigating the behaviour of functions enable us to
approximate the roots of an équation:
/<*) = o
If the équation is an algebraic équation* of the first, second,
third, or fourth degree, there are formulas which permit expressing
the roots of the équation in terms of its coefficients by means of
a finite number of operations of addition, subtraction, multiplica­
tion, division and évolution. Generally speaking, there are no such
formulas for équations above the fourth degree. If the coefficients
of any équation, algebraic or nonalgebraic (transcendental), are not
literal but numerical, then the roots of the équation may be cal-
culated approximately toany degree of accuracy. It should be noted
that even when the roots of an algebraic équation are expressed
* The équation f(x) —0 is calied algebraic if f (x) is a polynomial (see
Sec. 7.6).
6.8 A pp ro x im a tif the Real Roots of an Equation 217

in terms of radiCals, it is sometimes better to apply an approxi­


mation method of solving the équation. Below we give some me-
thods of approximating the roots of an équation.
1. Method of chords. Given an equatioh
/(*) = 0 (1)
where f(x) is a continuous, doubly différentiable function on the
interval [a, b], Suppose that by investigating the function y = f{x)
within the interval [a, b] we isolate a subinterval [x„ x2] such that
within this subinterval the func­
tion is monotonie (either increas-
ing or decreasing), and at the end
points the values of the func-

Fig. 155 Fig. 156

tion f (xt) and f (xt) hâve different signs. For definiteness, we say
that f ( x 1) < 0 , / (•*■*) > 0 (Fig. 155). Since the function y = f(x)
is continuous on the interval [x,, x2], its graph will eut the x-axis
in some one point between xt and x2.
Draw a chord AB connecting the end points of the curve
y —f(x), which correspond to abscissas x1 and x%. Then the
abscissa of the point of intersection of this chord with thex-axis
will be the approximate value of the root (Fig. 156). In order to
find this approximate value let us Write the équation of the straight
line AB that passes through two given points A [xlt /(x 2)] and
® / (*î)] •
y — /(* i) x — xx
/ ( * * ) — /( • * l ) X2 X\

Since y = 0 at x = alt it follows that


—f(x i) ai—*i
— !> Xt — X t
whence
(x2— x1) / ( x 1)
a1= x1 ( 2)
/(x»)-/(x l)
218 Ch. 6 . The Curvature cj a Curve

or
*1 f ( X . 2) — Xi f ( X 1)
ax f ( x t ) — f ( x ,T" ( 2')

To obtain a more exact value of the root, we détermine /(a,).


If /(*,) < 0, then repeat the same procedure applying formula (2')
to the interval [alt *,]. If / ( a ,) > 0, then apply this formula to
tne interval [je,, a j . By repeating this pro­
cedure several times we will obviously obtain
more and more précisé values of the root
at , a„ etc.
Example I. Approximate the roots of the équation
/ ( x) = x3— fix + 2 = 0
Solution. First find the intervals wuere the fun-
ction f (x) is monotonie. Taking the dérivative
f' (x) = 3x2— 6 , we find that it is positive for x < — Ÿ 2 ,
négative for — V ' 2 < x < - \ ~ y r2 and again positive
for x > Ÿ 2 (Fig. 157). Thus, the function has three
intervals of monotonicity, in each of which there is
one root.
To simpliiy the calculations, let us narrow these
intervals of monotonicity (there should be a corres-
ponding root in each interval). To do this, substitute
into expression f (x), at random, some values of x,
then isolate (within each interval of monotonicity)
shorter intervals such that the functions at the end
points hâve different signs:
x1 = 0 , / ( 0) = 2
*2=1. /(!) = - 3
x<i — —3, —3) = —7
/ (—3) \
x4 = —2 , t ir- 2 ) = 6 f
^5 = 2, f (2 ) = — 2 \
Xq= 3, / ( 3 ) = 11 f
Thus, the roots lie within the intervals
( - 3 , - 2 , ) , (0, 1), (2, 3)
Find the approximate value of the root in the interval (0, 1); from formula (2)
we hâve
( 1— 0)2 2
=0- —3—2 5
=0.4
Since
/(0.4) = 0.43 — 6-0.4 + 2 = —0.336, f (0) = 2
it follows that the root lies between 0 and 0.4. Again applying (2 ) to this
interval, we get the following approximation:
(0.4 — 0).2 _ 0. 8
a2 = 0 - r= 0.342, etc.
-0.336—2 2.336"
We approximate the roots in the other intervals in similar fashion.
6.8 Approximating the Real Roots of an Equation 219

2. Method of tangents (Newton’s method). Again, let f ( x x) < 0 ,


/(x 2) > 0 . On the interval [x,, x2] the first dérivative does not
change sign. Then there is one root of the équation f(x) = 0 in the
interval (xx, x2). Let us assume that the second dérivative does not
change sign in the interval [x1( x2] either; this can be achieved by
reducing the length of the interval within which the root lies.

Préservation of the sign of the second dérivative on the interval


[xl( x2] means that the curve is either only convex or only con­
cave on [x1( x2].
Draw a tangent to the curve at the point B (Fig. 158). The
abscissa a, of the point of intersection of the tangent with the
x-axis will be an approximate value of the root. To find this
abscissa, write the équation of the tangent at the point B:
y — f{xt) = f , (xt)(x — xt)
Noting that x = ax at y = 0, we hâve
• _ Ü î î 2. (3)
- f <*>
Then, drawing the tangent line at the point [at, /(a,)], we
analogously find a more exact value of the root a2. By repeating
this procedure we can calculate the approximate value of the root
to any desired degree of accuracy.
Note the following. If we drew the tangent to the curve not
at the point B but at A, it might appear that the point of inter­
section of the tangent with the x-axis lies outside the interval
(X j, x 2) .
From Figs. 158 and 159 it follows that the tangent should be
drawn at the end of the arc at which the signs of the function
and its second dérivative coïncide. Since it is given that on the
interval [xx, x2] the second dérivative préserves its sign, the signs
of the function and the second dérivative must coïncide at one
220 Ch. 6. The Curvature of a Curve

of the end points. This rule also holds for the case where /' (x) <C 0.
If the tangent is drawn at the left end point of the interval,
then in formula (3) we must put x, in place of x2:
/( x i)
û| —Xj O')
/' (*i)
When there is a point of inflection C in the interval (xlf x2),
the method of tangents can yield an approximate value of the
root lying without the interval (x,, x2)
(Fig. 160).
Example 2 . Apply formula (3') to finding the
root of the équation
= —6x+ 2 = 0
within the interval (0, 1). We hâve
/ (0) = 2, /' (0) = (3x2—6) | x=0 = —6*
f ” (x) = 6 x ^ Q

and so from (3') we get


Fig. 160
ai= 0 -
:? 6 = 4 = o m
3. Combined method (Fig. 161). Applying at the same time on
the interval (x,, x2] the method of chords and the method of tan­
gents, we get two points a, and at lying on either side of the
desired root a, since f (a,) and f (a,)
hâve different signs. Then, on the
interval [a,, a,] again apply the
method of chords and the method
of tangents. This yields two num-
bers: a 2 and a2, which are still d o ­
ser to the value of the root. We
continue in this manner until the
différence between the approximate
values found is less than the requi-
red degree of accuracy. It will be
noted that in the combined mc-
thod we approach the sought-for root
from two sides simultaneousiv
(i.e., at the same time we appro­
ximate the root with an excess and with a déficit).
To illustrate in the case we hâve examined it will be clear that by substi­
tution we hâve
/ (0.333) > 0, / (0.342) < 0
Hence, the root lies between the approximate values obtained:
0.333 < x < 0.342
Exercises on Chapter 6 221

E x e rc ise s o n C h a p te r 6

Find the curvature of the curves at the indicated points:


1. b2x2+ a 2y2 = a2b2 at the points (0, b) and (a, 0 ). Ans. at (0 , b);

— - at (a, 0). 2 . x y — 12 at the point (3, 4). Ans. . 3. y = x? at the point


6a:i
(* i. y x). Ans. 4. 16ya = 4x4 — x« at the point (2 , 0). Ans. 4 " •
(l+9xî)8/
5 . x 3 4 - y 3 = a 9 at an arbitrary point. A ns. - =■.
3 £ /> * * /1
Find the radius of curvature of the following curves at the indicated points;
draw each curve and construct the appropriate circle of curvature:
6 . y2=x? at the point (4, 8 ). Ans. R = ^ ^ - . 7. x 2 = 4ay at the point (0,0).

Ans. R = 2a.8. b2x2—a2y 2 —a2b2 at the point (xlt t/j). Ans. R = ^ Xl *


9 . y = ln x at the point ( 1 , 0). Ans. R = 2 Y TT. 1 0 . y = sin x at the point
( — , lV Ans. Æ = l . 11. * —aC?Sa * / f o r / = / j . Ans. R = 3as i n/ j cos t x.
y2 J y = a sin* / | 1 1
Find the radius of curvature of the indicated curves:
1 2 . X~ ~ , , i for t = \. Ans. R = 6 . 13. Circle p = a s i n 8 . A ns. R = — .
y = 3 t — t* ) 2
(ü2 4-û2)3/2
14. Spiral of Archimedes p = a 0 . Ans. R —■ 2 ^_2 a2~ ' ^ar^,0,c^ P=
o ^____ 2

= a ( l — cos0). Ans. R — -^ V 2 ap . 16. Lemniscate p 2 = a2 cos 2 0 . Ans. R .


•3 3p
0 0 0
17. Parabola p = asec2-^-. ^ns. 1? = 2o sec3 -g-• 18. p = asin *-g-. A n s. /? =
3 0 . 2

= f aS,n 3 '
Find the points of the curves at which the radius of curvature is a mi­
nimum:
19i. y = \nx. Ans. . — y 1112) * 20. y = e*. Ans. ^ - y ln 2 , .

21 Ÿ~x + V T = V a . Ans. ( — , • 2 2 . y = a ln ^ 1 — j • Ans. At the

point (0 , 0 ) / ? = y .
Find the coordinates of the centre of curvature (a, P) and the équation of
the evolute for each of the following curves:

.3 .
b2
a4-f 15y4
Ans. a = x + 3 x 3 y 3 , fi = y + 3 x 3 y 3 . 25. ys = a2x. Ans. a =
6û2^
a 4i/— 9yb J x = 3t,
P= 2 6. Ans. a = — - / 3, P = 3 /2—
2Ô4 \ y = t2- 6.
222 Ch. 6. The Curvature of a Curve

x = k In cot ~ — k cos /,
27. Ans. y = i - ( e * + ee * ) (tractrix).
y = k sin t.
J x = a(cos t + / sin /), j x— - acc
a cos 3 t ,
28. Ans. a —a cos t, P = a sin t. 29
\ y = a (sin t — t cos t). \ y = a sisin3 /.
Ans. <x = a cos3 / + 3 a cos / sin 2 /, p = a sin 3 / -f-3a cos 2 t sin /.
30. Find the roots of the équation jc3 — 4jc + 2 = 0 to three décimal places.
Ans. xi = 1.675, *2 = 0.539, = —2.214.
31. For the équation f(x) = xb—x — 0.2 = 0, approximate the root in the
interval ( 1, 1.1). Ans. 1.045.
32. Evaluate the roots of the équation * 4 + 2* 2 — 6 * + 2 = 0 t0 two décimal
places. Ans. 0.38 < x1 < 0.39, 1.24 < x2 < 1.25.
33. Solve the équation x*— 5 = 0 approximately. Ans. xt « 1.71, x29=
-,.7 1 -'^ ^ .
34. Approximate the root of the équation x — tanx = 0 Iying between 0
and . Ans. 4.4935.
35. Compute the root of the équation sin * -—1— x to three places of déci­
mais. Hint. Reduce the équation to the form /(* ) = 0. Ans. 0.5110 < x < 0.5111.

Miscellaneous Problems
36. Show that at each point of the lemniscate p 2 = a 2 cos2(p the curvature
is proportional to the radius vector of the point.
37. Find the greatest value of the radius of curvature of the curve
p = a sin 3 i . Ans. R = - ^ a .
38. Find the coordinates of the centre of curvature of the curve ^ = *ln;c
at the point where y ' = 0 . Ans. (e~l , 0 ).
3 9 . Prove that for points of the spiral of Archimedes p = a<p as œ —►oo the
magnitude of the différence between the radius vector and the radius of cur­
vature approaches zéro.
40. Find the parabola y = ajc2 + ôx + c, which has common tangent and cur­
vature with the sine curve y = sin * at the point 1j . Make a drawing.

Ans. = i “ T*
41. The function y = f(x) is defined as follows:
f(x) = x? in the interval — oo < x ^ \
f (x) = ax2 + b x + c in the interval 1 < x < + oo
What must aK b and c be for the curve y = f(x) to hâve continuous curvature
everywhere? Make a drawing. Ans. a = 3, b = —3, c = l.
42. Show that the radius of curvature of a cycloid at any one of its points
is twice the length of the normal at that point.
43. Write the équation of the circle of curvature of the parabola y = x2 at
/ 7 \ 2 125
the point (I, 1). Ans. (x + 4)2 + ^y —y J = - j - -
44. Write the équation of the circle of curvature of the curve y = tan* at
the point l ) . Ans. + ^ )* = '-§ ■
Exercises on Chapter 6 223

45. Find tlie length of the entire evolute of an ellipse whose semi-axes are
4 (a8 — bli)
a and b. Ans.
ab
46. Find the approximate values of the roots of the équation xex = 2 to
within 0.01. Ans.. The equatior
équation has only one real loot, x æ 0.84.
47. Find the approximate values of the roots of the équation x In* = 0.8
to within 0.01. Ans. The équation has only one real root, x æ 1.64.
48. Find the approximate values of the roots of the équation x 2 a r c ta n x = l
to within 0.001. Ans. The équation has only one real root, x æ 1.096.
CHAPTER 7

COMPLEX NUMBERS. POLYNOM1ALS

7.1 COMPLEX NUMBERS. BASIC DEFINITIONS


A complex number is a number given by the expression
z = a + ib ( 1)
where a and b are real numbers and i is the so-called imaginary
unit, which is defined as
i —V — 1 or i* = —1 (2 )
a is called the real part, and b, the imaginary part of the comp­
lex number. They are designated, respectively, as follows:
a = R e 2 , b = \m z
If a = 0 , then the number Q+ ib = ib is a pure imaginary, if
b = 0 , then we hâve the^ real number a + i'O—a. Two complex
numbers z = a + ib and z = a—ib that differ solely in the sign of
the imaginary part are called conjugate complex numbers.
We agréé upon the two following basic définitions.
( 1) Two complex numbers z1= a1+ ibi and z2—a2+ ib2 are equal.

that is, if their real parts are equal and their imaginary parts are
equal.
(2) A complex number z is equal to zéro
2 = a + ib — 0

if and only if a = 0 , b = 0 .
1. Géométrie représentation of complex numbers. Any complex
number z = a + ib may be represented in the xy-plane as a point
A(a, b) with coordinates a and b. Conversely, every point M(x, y)
of the plane is associated with a complex number z = x-\-iy. The
plane on which complex numbers are represented is called the
plane of the complex variable z, or the complex plane (Fig. 162,
the encircled z symbol indicates that this is the complex plane).
Points of the plane of the complex variable z lying on the
jc-axis correspond to real numbers (b = 0 ). Points lying on the
ÿ-axis represent pure imaginary numbers, since a = 0. Therefore,
7.1 Complex Numbers. Basic Définitions 225

in the complex plane, the jy-axis is called the imaginary axis, or


axis of imaginaries, and the x-axis is the real axis, or axis of
reals.
Joining the point A(a, b) to the origin, we get a vector OA. In
certain instances, it is convenient to consider the vector OA as the
géométrie représentation of the complex
number z = a + ib.
2. Trigonométrie form of a complex
number. Dénoté by <p and r ( r ^ O ) the
polar coordinates of the point A (a, b)
and consider the origin as the pôle and
the positivé direction of the x-axis, the
polar axis. Then (Fig. 162) we hâve
the familiar relationships
a = r cos <p, 6 = rsin<p
and, hence, the complex number may be given in the form
a + ib = rcosq> + tr sinqp or z = r (cos<p + i sin<p) (3)

The expression on the right is called the trigonométrie form (or


polar form) of the complex number z = a + ib; r is termed the modulus
of the complex number z, q> is the argument (amplitude or phase)
of the complex number z. They are designated as
r = |z |, q>= arg z (4)

The quantities r and <p are expressed in terms of a and b as follows:


r = y rai -\-bi, <p= Arctan -j

To summarize, then,
\z \ = \a + ib | = V 'a a + b* 1
argz = arg(a + *&) = A r c t a n J ^

The amplitude of a complex number is considered positive if it


is reckoned from the positive x-axis counterclockwise, and négative,
in the opposite sense. The amplitude <p is obviously not determined
uniquely but up to term 2 nk, where k is any integer.
Note. The conjugate complex numbers z = a-\-ib and z = a — ib
hâve equal moduli |z | = |z | and their arguments (amplitudes) are
equal in absolute value but differ in sign: a r g z = —argz.
226 Ch. 7. Complex Numbers. Polynomials

It will be noted that the real number A can also be written in


the îorm (3), namely:
A = | A | (cos 0 + i sin 0 ) for A > 0
A = | A | (cos jx-f t sin n) for A < 0
The modulus of the complex number 0 is zéro: | 0 | = 0 . Any
angle <p may be taken for amplitude zéro. Indeed, for any angle <p
we hâve
0 = 0 (cos <p+ i sin ç>)

7.2 BASIC OPERATIONS ON COMPLEX NUMBERS

1. Addition of complex numbers. The sum of two complex num­


bers z1= a1+ ib1 and zt = a2+ ibî is a complex number defined by
the équation
Zi + z2 = (û! + ibj) -f- (a2 -f- ibt) = (at + a2) + i (b, + b2) ( 1)
From (1) it follows that the addition of complex numbers depic-
ted as vectors is performed by the rule of the addition of vectors
(Fig. 163a).

2. Subtraction of complex numbers. The différence of two complex


numbers zl = a1+ ib1 and zt = at + ibt is a complex number such
that when it is added to z2 it yields zt.
It is easy to see that
zx z2 = (ûj -|- ib±) (fl2 “F ibt) = {cii û2) -(- i {b2 bt) (2 )
It will be noted that the modulus of the différence of two complex
numbers is equal to the distance between the points representing
these numbers in the plane of the complex variable (Fig. 163b)
1 * i— *! I = V (û i— a ,) 2 + (f»i— b2)2
3. Multiplication of complex numbers. The product of two com­
plex numbers z1 = a 1 + tb1 and zt = at + ibt is a complex number
7.2 Basic Operations on Complex Numbers 227

obtained when these two numbers are multiplied as binomials by


the rules of algebra, provided that
i* = — 1 , i3 = —i, t4 = ( — i) •i = — i2 = 1, t* = t, etc.
and, generally, for any intégral k,
t4* = 1 , i4*+1 = t, i4* + * = _ 1 , =
From this rule we get
ZiZ2 = (ax+ ibx) (a2+ ibt) = axa2+ ibxa 2 + ia1bi -f i%b2
or
zfi2 = (ûiû2 —&A) + i (b + a,b2) (3)
Let the complex numbers be written in trigonométrie form
zi = fi (cos <px+ 1 sin <px), z2 = r2 (cos <p2 + i sin <p2)
then
' zxz2= rx (cos <px+ i sin <px) r 2 (cos <p2 -f i sin <p2)
= rxrt [cos q>j cos <p2 + i sin <pxcos <p2 + i cos sin <p2
+ i* sin <pj sin qpa] = rxr2 [(cos <pxcos <p2 —sin q>xsin <p2)
-F i (sin q>2 cos <p2 + cos <pxsin <p2)]
= r j t [cos (<px+ <p2) + i sin (<px+ <p2)]
Thus,
Zi?» = f S i [cos (<px+ <p2) + i sin (<px+ <p2)] (3')
i. e., the product of two complex numbers is a complex number, the
modulus of which is equal to the product of the moduli of the factors,
and the amplitude is equal to the sum of the amplitudes of the
factors.
Note l. The product of two conjugate complex numbers z —a-\-ib
and z —a — ib is, by virtue of (3), expressed as follows:
zz = a* + b2
or
zz = | z |2 = | z |J
The product of two conjugate complex numbers is equal to the
square of the modulus of each number.
4. Division of complex numbers. The division of complex num­
bers is defined as the inverse operation of multiplication.
Suppose we hâve zx = ax+ ibx, z2 = a 4 + ib„, | zt \ = K â f+ b f 0.
Then y- = z is a complex number such that zx= z2z. If
ai + tbi x+ iy
at +
15*
228 Ch. 7. Complex Numbers. Polynomial s

then
ay + iby = (a, + ibt) (x + iy)
or
at + iby = ( a ^ — bjj) + i (a2y + btx)
x and y are found from the System of équations
üy —atx — b^y, by = b^c-\-aty
Solving this system we get
a y(ll-\-b yb i ü jby — Oybj

O Î+ 6 Î ’ y a l + b l

and finally we hâve


„ ai<jj + &i&2 , . atbi—aybi tA^
Z ~ a l + b l + l a l + b l W

Actually, complex numbers are divided as follows: to divide


z1= a 1+ ibl by z, = at + iba, multiply the dividend and divisor by
a complex number conjugate to the divisor (that is, by at —ibt).
Then the divisor will be a real number; dividing the real and
imaginary parts of the dividend by it, we get the quotient
ai + ibi _ (qt -f- tby) (aï —tbj) _
(û2 ib2) (a*—ibt)
( a y a t + b y b j + i ( a 8t t — a j b t ) _ q xa 2 - H b y b 2 . . a A — a xb t

~ a l + b l ~ a l + b l ^ a î+ * î

If the complex numbers are given in the trigonométrie form


zi = r i (cos 9i + 1 s *11 *Pi)» z»— r%(cos <P*+ 1 sin *P*)
then
t = McoIy; + !sl!n y j ==t [cos(q>x q>2) + i sin(«pt <P*)] (5)
To verify this équation, multiply the divisor by the quotient:
rt (cos <pt -f i sin <p2) [cos («h—q>2) + i sin (<px— <p2)]
'2
= r *7 7 fcos («P»+ «Pi—9 .) + i s»n (<p„+ q>!—<p,)J = rx(cos <px+ i sin <px)

Thus, the modulus of the quotient of two complex numbers is equal


to the quotient of the moduli of the dividend and the divisor; the
amplitude of the quotient is equal to the différence between the
amplitudes of the dividend and divisor.
Note 2 . From the rules of operations involving complex num­
bers it follows that the operations of addition, subtraction, multi­
plication and division of complex numbers yield a complex number.
7.3 Powers and Roots of Complex Numbers 229

If the rules of operations on complex numbers are applied to


real numbers, these being regarded as a spécial case of complex
numbers, they will coïncide with the ordinary rules of arithmetic.
Note 3. Returning to the définitions ©f a sum, différence, pro-
duct and quotient of complex numbers, it is easy to show that if
each complex number in these expressions is replaced by its con-
jugate, then the results of the aforementioned operations will yield
eonjugate numbers, whence, as a particular case, we hâve the
following theorem.
Theorem. I f in a polynomial with real coefficients
Atxn-¥A1xm~1+ . . . + A n
we put, in place of x, the number a + ib and then the eonjugate
number a — ib the results of these substitutions will be mutually
eonjugate.

7.3 POWERS AND ROOTS OF COMPLEX NUMBERS


1. Powers. From formula (3') of the preceding section it follows
that if n is a positive integer, then
[r (cos qp-f- i sin q>)] " = rn (cos nq>+ i sin n<p) ( 1)
This formula is called De Moivre’s formula. It shows that when
a complex number is raised to a positive intégral power the modulus
is raised to this power, and the amplitude is multiplied by the
exponent.
Now consider another application of De Moivre’s formula.
Setting r = l in this formula, we get
(cos <p+ i sin <p)n = cos mp + i sin mp
Expanding the left-hand side by the binomial theorem and
equating the real and imaginary parts, we can express sin/np and
cosnqp in terms of powers of sinq> and cosqp. For instance, if
n = 3 we hâve
cos* q>+ i 3 cos2 <psin q>— 3 cos qpsin 2 <p—i sin* qp= cos 3<p + i sin 3f
Making use of the condition of equality of two complex numbers,
we get
cos 3<p = cos* <p—3 cos qpsin 2 qp
sin 3qp = — sin* <p+ 3 cos2 <psin <p
2. Roots. The nth root of a complex number is another complex
number whose nth power is equal to the radicand, or
f / r (cos qp-f-i sin qp) = p (cos \|j + i sin ip)
if
p" (cos mj>-f- i sin m|î) = r (cos qp+ i sin qp)
230 Ch. 7. Comptex Numbers. Polynomials

Since the moduli of equal cotnplex numbers must be equal,


while their amplitudes may differ by a multiple of 2n, we hâve
p " = r, m |3 = <p+ 2A:n
Whence we find
P= y -r . * =
where k is any integer, Y r is the principal (positive real) root
of the positive number r. Therefore,
j / r (cos q>+ 1 sin<p)= r ^ cos -|_ ; sin ^ (2 )
Giving k the values 0, 1, 2, . . . , n — 1, we get n different values
of the root. For the other values of k, the amplitudes will differ
from those obtained by a multiple of 2j i , and, for this reason,
root values will be obtained that coïncide with those considered.
Thus, the nth root of a complex number has n different values.
The nth root of a real nonzero number A also has n values,
since a real number is a spécial case of a complex number and
may be represented in trigonométrie form:
if i4 > 0 , then 4 = | j4|(cos0 + /s in 0 )
if A < 0, then /l = ji4|(cosn + t sinn)
Example I. Find ail the values of the cube root of
unity.
Solution. We represent unity in trigonométrie form:
1 = c o s 0 + isin 0

By formula (2) we hâve


0 + 2fcji
3 / l = 3 / CosO + isin 0 = c o s ° ~ ^ ^ Jt-| i sin

Setting k equal to 0, 1, 2, we find three values of the root:


. _ 2 ji , . . 2n
x 1 = cosO + t s in O = l, x2= c o s - j - f i s i n — t

4ji . . . 4ji
*3 = COS-r-+lSin —

Noting that
2jt 2n y 3 4jï ___ 1_
cos -
sjn4jt__ V J
C0ST ---- T ' sin 3 2
we get
, 1 , . V~3 1 .v i
Xi —1» Jfj — g -J- 1 g » ^3 2 * 2

In Fig. 164, the points A, B%C are géométrie représentations of the roots
obtained.
7.4 Exponential Function wilh Complex Exponent 231

3. Solution of a binomial équation. An équation of the form


xn = A
is called a binomial équation. Let us find jts roots.
If A is a real positive number, then
* = |/ Â ( c o s ? — + /sin — ) (* = 0 , 1 , 2 , . . . . n — 1)

The expression in the brackets gives ail the values of the nth
root of 1 .
If A is a real négative number, then
n/î—r \( ji + 2£ji . . . ji+ 2Aji\
* = K M H cos —^ -----b I sin

The expression in the brackets gives ail the values of the nth
root of — 1 .
If A is a complex number, then the values of x are found from
formula (2 ).
Example 2. Solve the équation
x«=l
Solution.

x = £ / cos 2kn + i sin 2kn = cos isin

Setting k equal to 0, 1, 2, 3, we get


x 1 = c o s 0 + i sin 0 = 1
2 ji . . . 2ji
x 2 = cos — - f i sin — = i

4 ji , . . 4 ji t
x 8 = cos 1sin - ç - = — I

6 ji . . . 6 ji
xk — cos ——\-1 sin —r—= — i
4 4

7.4 EXPONENTIAL FUNCTION WITH COMPLEX EXPONENT AND ITS


PROPERTIES
Let z = x + iy. If x and y are real variables, then z is called
a complex variable. To each value of the complex variable z in the
xÿ-plane (the complex plane) there corresponds a definite point
(see Fig. 162).
Définition. If to every value of the complex variable z of a
certain range of complex values there corresponds a definite value
of another complex quantity w, then w is a function of the complex
variable z. Functions of a complex variable are denoted by w=f(z)
or w = w(z).
232 Ch. 7. Complex Numbers. Polynomials

Here, we consider the exponential fonction of a complex variable:


w —e*
or
t0 = e*+'>
The complex values of the function w are defined as follows*:
e*+l* = e* (cosÿ-f i sin y) ( 1)
that is
to (z) = e* (cos t/ -f i sin y) ( 2)
Examples:

e
,+-*t ' ( n . . . n\
= e ^ cosT 4 - i s i n T J = e ^ —
( y~2 . y~~2 \
+ ,—
1. 2 = l + Y l »

0+-5-* ./ « , . . n ’\
2. a= 0 + - i , e 2 = e ° f c o s y + lSin y J = *•

3.z = l + i , e1 + / = e 1 (cos 1 + is in 1) « 0 .5 4 + I-0.83.


4. z = x is a real number, e*+°; = e j; (cos 0 + i s i n 0 ) = ^* is an ordinary ex­
ponential function.
Properties of an exponential function.
1. If Zj and z2 are two complex numbers, then
e2i+z>= (3)
Proof. Let
z1= x1+ iy1, z2= x2+ iy2
then
gZ i+ 2 * = g (* i + i i / i ) + (x t + i y t ) = g(Xt + x t ) + i ( yt + y s)

= ^ e x>[cos (y1+ yt) + i sin {yy-f y J] (4 )


On the other hand, by the theorem of the product of two complex
numbers in trigonométrie form we will hâve
e*te2*— e*i+iV‘ex‘+l«* = e** (cos y1-f »sin yt) ex• (cos y2-f i sin y2)
= e*tex>[cos {yx+ y2) + i sin (y2+ y2)] (5 )
In (4) and (5) the right sides are equal, hence the left sides are
equal too:
ezt+zt = (pie2*
2. The following formula is similarly proved:
e2» ( 6)

* The advisability of this définition of the exponential function of a complex


variable will also be shown later on (see Sec. 13.21 and Sec. 16.18 of Vol. II).
7.4 Exportential Function with Complex Exportent 233

3. If m is an integer, then
(ez)m= efnz (7)
For m > 0 , this formula is readily obtained from (3); if m < 0 ,
then it is obtained from formulas (3) and (6 ).
4. The identity
<*+2 (8 )
holds.
Indeed, from (3) and (1) we get
gz+2it/ _ gze2ni —gt (cos 2n -f- i sin 2n) = ez
From identity (8 ) it follows that the exponential function e*is a
periodic function with a period of 2 ni.
5. Let us now consider the complex quantity
w = u (x) -f- iv (x)
where u(x) and o(x) are real functions of a real variable x. This
is a complex function of a real variable.
(a) Let there exist the limits
lim u (x) = u (x0), lim v ( x ) = v (x,)
x-+x0 x-*x0

Then u (x„) + iv (x0) = w0 is called the limit of the complex variable w.


(b) If the dérivatives u' (x) and v' (x) exist, then we shall call
the expression
w'x = u'(x) + iv'(x) (9)
the dérivative of a complex function of a real variable with respect
to a real argument.
Let us now consider the following exponential function:
HD= e**+ = g(ot+^ x
where a and P are real constants and x is a real variable. This
is a complex function of a real variable, which function may be
rewritten, according to ( 1), as follows:
w = etX [cos Px + i sin Px]
or
w = e** cos Px + ie•* sin Px
Let us find the dérivative w'x. From (9) we hâve
w'x = (e*x cos Px)' + i (e** sin Px)'
= e•* (a cos px—P sin Px) + te** (a sin Px + P cos px)
= a [e“* (cos Px + i sin Px)] + t'P [e** (cos Px + i sin Px)]
= (a + »P) [e** (cos px + i sin Px)] = (a + t'P) e(*+,p)*
234 Ch. 7. Complex Numbers. Polynomials

To summarize then, if a>= eu+,P)x, then w' = (a + tP)e(*+'?)x or


[e<«+ *J ' = ( a + ip) e(*+ * (10)
Thus, if k is a complex number (or, in the spécial case, a real
number) and x is a real number, then
(«**)'=&*» (9')
We hâve thus obtained the ordinary formula for differentiating an
exponential function. Further,
(ekx)" -- [(«**)'] ' = k (ekx)' = k'e1*
and for arbitrary n
(g**)(n) _ knekx
We shall need these formulas later on.

7.5 EULER’S FORMULA.


THE EXPONENTIAL FORM OF A COMPLEX NUMBER
Putting x = 0 in formula (1) of the preceding section, we get
e'*=cos# + is in 0 ( 1)
This is Euler’s formula, which expresses an exponential function
with an imaginary exponent in terms of trigonométrie functions.
Replacing y by —y in ( 1) we get
e~ly = cos y — i stn y (2 )
From (1) and (2) we find cos y and sin y:
e/y+ e-iy .
cos y = 2 . )
e ‘y — e - i y ( (3)
sm y = — i r - J
These formulas are used in particular to express powers of cosqp
and sin<p and their products in terms of the sine and cosine of
multiple arcs.
Example 1. cos y = (^ ‘y + ^ ~ ly
2 — .1 (el*y+ 2 + e ~ ‘*y)

= ÿ [(cos 2 y + isin 2 ( / ) + 2 + (cos 2 y — i sin 2y)]

= i- (2 cos 2 y + 2 )= y (1 + cos 2 y)

Example 2. cosa q>sina <p=


(ety+e-h
V 2
(ei2r —e~ l • , , i
4-4ta •ftCOS4q>+x
7.6 Factoring a Polynomial 235

The exponential form of a complex number. Let us represent a


complex number in trigonométrie form:
z = r (cos <p-f-i sin ç)
where r is the modulus of the complex number and q> is the ar­
gument (amplitude) of the complex number. By Euler’s formula,
cos <p+ »sin q>= e‘f (4)
Thus, any complex number may be represented in the so-called
exponential form:
z = re‘f
Example 3. Represent the numbers 1, i, —2, —i in exponential form.
Solution. 1 = cos 2kn + i sin 2kn = e2kni
n .
ji . . . n -ô-*
i = cos y - f i sin 1

— 2 = 2 (cos ji -f- i sin ji) = 2eni

— / = c o s ( — - £ - ) + ' sin ( —

By Properties (3), (6 ), (7), Sec. 7.4, of an exponential function,


it is easy to operate on complex numbers in exponential form.
Suppose we hâve
*i = z» = rie‘,P*
then
z1-zî = = rxr% ë (fi+vt) (5 )

( 6)
zt r2ei^t r2
z n = (re/?)n = rnein* (7 )
___ . q>+ ik n
yfreiv = ÿ 7 e n (£ = 0 , 1 ,2 ......... n — 1) (8 )
Formula (5) coïncides with (3') of Sec. 7 .2 ; (6 ), with (5) of
Sec. 7.2; (7), with ( 1) of Sec. 7.3; (8 ) with (2) ot Sec. 7.3.

7.6 FACTORING A POLYNOMIAL


The function
f(x) = A0x" + A 1x " - ' + . . . + A n
where n is an integer, is known as a polynomial or a rational
intégral function of x; the number n is called the degree of the
polynomial. Here, the coefficients A0, A u . . . , An are real or
complex numbers; the independent variable x can also take on
both real and complex values. The root of a polynomial is that
value of the variable x at which the polynomial becomes zéro.
236 Ch. 7. Complex Numbers. Polynomials

Theorem 1 (Remainder Theorem). Division of a polynomial f(x)


by x — a yields a remainder equal to fia).
Proof. The quotient obtained by the division of f(x) by x — a
is a polynomial (x) of degree one less than that of f(x), and
the remainder is a constant R. We can thus Write
f ( x ) = ( x — a ) f 1 (x) + R (1)
This équation holds for ail values of x different from a (division
by x —a when x = a is meaningless).
Now let x approach a. Then the limit of the left side of (1)
will equal /(a), and the limit of the right side will equal R.
Since the functions / (x) and {x—a) f t (x) +- R are equal for ail
x ^ a , their limits are likewise equal as x —*a, that is, f(a) = R.
Corollary. I f a is a root of tne polynomial, that is, if f(a) = 0,
then x —a divides f(x) without remainder and, hence, f(x) is repre-
sented in the form of a product
f (x) = (x— a) f 1(x)
where f t (x) is a polynomial.
Example 1 . The polynomial f ( x) = x*— 6 x 2 + l l x — 6 becomes zéro for x = I ;
thus, / ( 1) = 0 , and so x — 1 divides this polynomial without remainder:
x3 — 6 x 2 + 1 lx — 6 = {x— 1) (x2 — 5 x + 6 )
Let us now consider équations in one unknown, x.
Any number (real or complex) which, when substituted into the
équation in place of x, converts the équation into an identity is
called a root of the équation.
Example 2 . The numbers xx = ^ , x2 = , x3 = — - . . . . are the roots of
the équation c o s x = s in x .
If the équation is of the form P (x) = 0, where P (x) is a poly­
nomial of degree n, it is called an algebraic équation of degree n.
From the définition it follows that the roots of an algebraic équa­
tion P (x) = 0 are the same as are the roots of the polynomial P (x).
Quite naturally the question arises: Does every équation hâve
roots?
In the case of nonalgebraic équations, the answer is no: there are
nonalgebraic équations which do not hâve a single root, either real
or complex; for example, the équation e* = 0 . *

* Indeed, if the number x1 = a-\-ib were the root of this équation, we


would hâve the identity eo+ft = 0 o r (by Euler’s formula) ea (cos 6 + i sin b) = 0.
But ea cannot equal zéro for any real value of a; neither is cos b-)-i sin b equal
to zéro (because the modulus of this number is V cos2 b + s in 2 b = 1 for any b).
Hence, the product (cos 6 + i sin b) ^ 0, i.e., 0; but this means
that the équation e* = 0 has no roots.
7.6 Factoring a Polynomial 237

But in the case of an algebraic équation the answer is yes. This


is given by the fundamental theorem of algebra.
Theorem 2 (Fundamental Theorem of Algebra). Every rational
intégral function /(jc) has at least one root, real or complex.
The proof of this theorem is given in higher algebra. Here we
accept it without proof.
With the aid of the fundamental theorem of algebra it is easy
to prove the following theorem.
Theorem 3. Every polynomial of degree n may be factored into
n linear factors of the form x — a and a factor equal to the
coefficient of x".
Proof. Let /(jc) be a polynomial of degree n:
f (jc) = A0xn + Aj*""1+ . . . + A„
By virtue of the fundamental theorem, this polynomial has at
least one root; we dénoté it by ay. Then, by a corollary of the
remainder theorem, we can Write
f(*) = (x— a1) fAx)
where f l (x) is a polynomial of degree n — 1 ; f l (x) also has a root.
We designate it by at. Then
fi (x) = (x— at) f t (x)
where f t (x) is a polynomial of degree n —2. Similarly,
/» (x) = (x—a3)fAx)
Continuing tnis process of factoring out linear factors, we arrive
at the relation
fn-Ax) = (x— an)f„
where fn is a polynomial of degree zéro, i.e., some specified num-
ber. This number is obviously equal to the coefficient of jc"; that
•s . fn -^o*
On the basis of the équations obtained we can Write
f {x) = A0 {x a,) (jc—a , ) . . . (jc—a„) (2 )
From the expansion (2) it follows that the numbers a„ a%, . . . , an
are roots of the polynomial /(jc), since upon the substitution jc = a„
jc = a„ . . . . x = a„ the right side, and hence, the left, becomes zéro.
E xam ple 3. T h e p o ly n o m ia l f(x) = r?—6 x * + 1 Ix— 6 becom es zéro w hen
x= I, x —2, x = 3
T herefore,
* • — 6 x * + 1 U — 6 = ( x — 1) (* — 2) (x—3)
238 Ch. 7. Complex Numbers. Polynomials

No value x = a that is different from alt a2, . . . , a„ can be a


root of the polynomial f(x), since no factor on the right side of
(2 ) vanishes when x = a. Whence the following proposition.
A polynomial of degree n cannot hâve more thon n distinct roots.
But then the following theorem obtains.
Theorem 4. I f the values of two polynomials of degree n, <pj (x)
and <p2 ( jc), coincide for n -f 1 distinct values a0, alt a2, . an of
the argument x, then these polynomials are identical.
Proof. Dénoté the différence of the polynomials by f(x):
/(*) = «Pi W —9* (*)
It is given that f(x) is a polynomial of degree not higher than
n that becomes zéro at the points alt . . . , an. It can therefore be
represented in the form
f (x) = A0(x— at) (x— a„) . . . (x— a„)
But it is given that f (x) also vanishes at the point a0. Then f (a0) = 0
and not a single one of the linear factors equals zéro. For this
reason, A0= 0 and then from (2 ) it follows that the polynomial
f(x) is identically equal to zéro. Consequently, q)x( jc) —q>2 (x ) = 0
or «PiWasÇjC*).
Theorem 5. I f a polynomial
P (x) = A0xn + A s " - 1+ ■■■+ An. xx + An
is identically equal to zéro, ail its coefficients equal zéro.
Proof. Let us Write its factorization using formula (2):
P (x) = A0xn + • • •+ A „ .1x + A m= A0 (x— ax) . . . (x — an) ( 1')
If this polynomial is identically equal to zéro, it is also equal to
zéro for some value of x different from û1( . . . , an. But then none
of the bracketed values x — alt . . . , x — a„ is equal to zéro, and,
hence, i4o= 0 .
Similarly it is proved that AX= Q, At = 0, and so forth.
Theorem 6. If two polynomials are identically equal, the coeffi­
cients of one polynomial are equal to the corresponding coefficients
of the other.
This follows from the fact that the différence between the
polynomials is a polynomial identically equal to zéro. Therefore,
from the preceding theorem ail its coefficients are zéros.
Example 4. If the polynomial ajp-\-bx*-}-cx-\-d is identically equal to the
polynomial x*—5x, then a = 0 , 6 = 1 , c = —5, and d = 0.

7.7 THE MULTIPLE ROOTS OF A POLYNOMIAL


If, in the factorization of a polynomial of degree n into linear
factors
f(x) = A0(x—a1)( x — at) . . . (x— an) ( 1)
7.7 The Multiple Roots of a Polynomial 239

certain linear factors tum out the same, they may be combined,
and then factorization of the polynomial will yield
f (x) = A0 ( x - a j * ( x - a 2)*>. . . (x - a j * ~ (V)
Here
^1 + k* + • • • + km — n
In this case, the root ax is called a root of multiplicity klt or a
£x-tuple root, at, a root of multiplicity k2, etc.
Example. The polynomial ^ (x )= x s — 5 x * + 8 x — 4 may be factored into the
following linear factors:
f (x) = (x — 2 ) (x— 2 ) (x — 1 )
This factorization may be written as follows:
f(x) = ( x - 2 ) » ( * - l )
The root ox = 2 is a double root, O j = l is a simple root.
If a polynomial has a root a of multiplicity k, then we will
consider that the polynomial has k coincident roots. Then from
the theorem of factorization of a polynomial into linear factors
we get the following theorem.
Every polynomial of degree n has exact ly n roots ( real or complex).
Note. Ail that has been said of the roots of the polynomial
f(x) = A0xn + A 1x ' ' - ' + . . . + A n
may obviously be formulated in terms of the roots of the algeb-
raic équation
A0xn+ A 1xn- i + . . . + A n = o
Let us now prove the following theorem.
Theorem. If, for the polynomial /(je), ax is a root of multiplicity
kt > 1 , then for the dérivative /' (je) this number is a root of
multiplicity k l— 1 .
Proof. If a x is a root of multiplicity > 1, then it follows from
formula (T) that
f(x) = (x— ûi)*'«p(jc)
where <p(je) = (je—a2)*>. . . (x—am)km does not become zéro at x = ax;
that is, <p(a1)=,£0. Difîerentiating, we get
f (*) = {x— a,)"'-19 (x) + (x—ûj)*19 ' {x)
= (x— ûj)*1"1 [*i9 (*) + (x— a j 9 ' (je)]
Put
9 (Je) = ^ 9 (Je) + (je— a,) 9 ' (je)
Then
n x ) = (x-aj»-'V (x)
and here
9 (ax) = Ax9 (at) + (ax—a,) 9 ' (a,) = * , 9 (a,) =/= 0
240 Ch. 7. Complex Numbers. Polynomials

In other words, x = al is a root of multiplicity kx— 1 of the


polynomial /' (x). From the foregoing proof it follows that if k x= 1,
then at is not a root of the dérivative /' (x).
From the proved theorem it follows that a x is a root of multi­
plicity k x—2 for the dérivative f (x), a root of multiplicity kx—3
for the dérivative (x) . . . , and a root of multiplicity one (simple
root) for the dérivative / u,-1) (x) and is not a root for the déri­
vative f (ki) (x), or
/(«i) = 0 . /' (ax) —0 , f"(a1) = 0 , . . . . /**■-« (fl|) = 0
but
/ (*>K)¥= 0

7.8 FACTORING A POLYNOMIAL IN THE CASE


OF COMPLEX ROOTS
In formula (1), Sec. 7.7, the roots alt as, . . . , a n may be either
real or complex. We hâve the following theorem.
Theorem. If a polynomial f (x) with real coefficients has a complex
root a + ib, it also has a conjugate root a —ib.
Proof. Substitute, in the polynomial f(x), a + ib in place of x,
raise to a power and collect separately terms containing i and
those not containing i; we then get
f(a + ib) = M + iN,
where M and N are expressions that do not contain i.
Since a + ib is a root of the polynomial, we hâve
f (a + ib) = M + iN = 0
whence
Af = 0, N = 0
Now substitute the expression a — ib for x in the polynomial.
Then (on the basis of Note 3 at the end of Sec. 7.2) we get the
conjugate of the number A1+iN, or
f ( a — ib) = M — iN
Since Af = 0 and N = 0, we hâve f ( a —ib) = 0; a—ib is a root of
the polynomial.
Thus, in the factorization
f (x) ■■=Aa (x—a,) (x—a2) . . . (x—an)
the complex roots enter as conjugate pairs.
Multiplying together the linear factors that correspond to a
pair of complex conjugate roots, we get a trinomial of degree two
7.9 Interpolation. Lagrange’s Interpolation Formula 241

with real coefficients:


[x—(a -f ib)] [x—(a—ib)]
= [(x—a)—ib] [(x—a) -±- ib]
= (x—a )2 + b* —x2— 2 ax-f a 2 + b2= x2 + px + q
where p = — 2a, q = a2+ b2 are real numbers.
If the number a-\-ib is a root of multiplicity k, the conjugate
number a —ib must be a root of the same multiplicity k, so that
factorization of the polynomial will yield the same number of
linear factors x —(a + ib) as those of the form x —(a — ib).
Thus, a polynomial with real coefficients may be factored into
factors with real coefficients of the first and second degree of cor-
responding multiplicity; that is,
f (x) = A0 (x— a j * (x— a2)*>
. . . (x—a,)*'(x 2 + pjx+ ?!)'* . . . (x2+ psx + çs)‘s
where
+ ^2 ~t~ • • • + + 2 /j + • .. + 2 ls — n
7.9 INTERPOLATION.
LAGRANGE’S INTERPOLATION FORMULA
Let it be established, in the study of some phenomenon, that
there is a functional relationship between the quantities y and x
which describes the quantitative aspect of the phenomenon; the
function t/ = <p(x) is unknown, but
experiment has established the va­
lues of this function y0, yx, y2, . . . ,
y„ for certain values of the argu­
ment x„ x_, in the
interval [a, b].
The problem is to find a func­
tion (as simple as possible from
the computational standpoint; for
example, a polynomial) which will
represent the unknown function
y = ip (x) on the interval [a, b] either 165
exactly or approximately. In more
abstract fashion the problem may be formulated as follows: given
on the interval [a, b] the values of an unknown function
y = <p(x) at n + 1 distinct points x0, xt, . . . , x„:
*/o = <P(*o). ÿ i = <P(*i). • • • , yn = 'f(xn)
It is required to find a polynomial P (x) of degree that
approximately expresses the function <p(x).
It is natural to take a polynomial whose values at the points
x0, Xj, x,, . . . . x„ coincide with the corresponding values y0, ylt
242 Ch. 7. Comptex Numbers. Polynomials

Ht, . y„ of the function <p(jt) (Fig. 165). Then the problem,


which is called the “problem oî interpolating a function”, isformulated
thus: for a given function <p(x) find a polynomial P(x) of degree
which, for the given values of x0, xlt . . . , xn, will take on
the values
0« = <P(*o). & = <P (* i). • • • . yn =
For the desired polynomial, take a polynomial of degree n of
the form
P (x) = Co (x— Xi) (*— x2) ■■■(x— xn)
+ C, (x— x0) (x—x3) . . . (x—xn)
+ C2 (x— x0) (x— xx) (x— x3) . . . (X— xn)
+ • • • +Cn (X X0) (X— Xt) . . . (X— (1 )

and define the coefficients C0, Clt . . . . C„ so that the following


conditions are fulfilled:
P(x0) = y 0, P(x1) = y1, . . . . P(x„) = y„ (2 )
In (1) put x = x0; then, taking into account (2), we get
y<>” C0 (jc0 xx) (x0 X 2 ) . . . (x0 xn)
whence
q ___________ y*________
0 (*0— *l) ( * 0 — Xi) . . . (Xo— X„)

Then, setting x = xlt we get


9i = c i (Xt— x,,) (J?!—x3) . . . (Xt— X")
whence
q —_______ ïi_______
1 (Xl —Xi) (Xi—Xi)... (Xi—xn)
In the same way we find
q ___________ y*________
2(* 2 — *o) ( X i — X l ) ( Xt — X 3) . . . ( X 3 — Xn )

q _______________ y_n_____________
" (xn— x0) (xn — xt) ( X n — X 3 ) . . . ( X „ - X n - X)

Substituting these values of the coefficients into (1), we get


p / jA = (X — X j ) ( x — X j ) . . . ( X — x„)

. ( x — x „ ) (x — x t ) . . . ( x — x„)
^ ( X l — X„) ( X i — X 3 ) . . . ( X i — x „ ) y i
■ (x— X p ) ( X — Xj)(X— x3) . . . ( x — x„)
" 1" ( x 3 — x „ ) ( x t — X i ) ( x . , — x 3 ) . . . ( x 3 — x n ) y *

I (x— X 0 ) ( x — X j ) . . . ( x — Xn - j )
( x „ — x 0) ( x „ — x i ) . . . ( x „ — x a - i ) y n
(3)
This formula is called Lagrange's interpolation formula.
7.10 Newton's Interpolation Formula 243

Let it be noted, without proof, that if <p(x) has a dérivative of


the ( n + l ) t h order on the interval [a, b], the error resultingfrom
replacing the function <p(x) by the polynomial P(x), i. e., the
quantity R(x) = <p(x)—P(x), satisfies the inequality
I R (*) I < I ( * — x 0) ( * — * , ) . . . ( x — x J | ^ :pTj-t max|q)<n+1>(x)|

Note. From Theorem 4, Sec. 7.6, it follows that the polynomial


P(x) which we found is the only one that satisfies the given
conditions.
There are other interpolation formulas, one of which (Newton’s)
is considered in Sec. 7.10.
Example. From experiment we get the values of the function y = q>(x);
i/o = 3 for x 0 = l , t/i = — 5 for x, = 2, y t = 4 for x 2 = — 4. ft is required to
represent the function y = <p(x) approximately by a polynomial of degree two.
Solution. From (3) we hâve (for n = 2 ):
(x— 2 ) ( x + 4 ) 0 , (x— l ) ( x + 4 ) /
W (1 — 2) ( 1+ 4 )J (2— 1) (2 + 4) '
(x— l) ( x — 2 )
(-4 -1 ) (-4 -2 )
or
123 252
p (*) = “ | x l 30 30

7.10 NEWTON’S INTERPOLATION FORMULA

Suppose we know ( n + 1) values of a function cp(x), namely


y0, y» •••. Vn for ( n + 1) values of the argument x0, jclt . . . , x„.
The values of the argument are equally spaced. We dénoté the
constant différence of the arguments by h. This yields a table of
values of the unknown function y = cp(jc) for respective values of
the argument.

X *0 *1 = *0 + h Xs = x t + 2h *n = * 0 + n h

*
y yo y\ ya ••• Vn

Let us set up a polynomial of degree not greater than n that


takes on appropriate values for the corresponding values of x.
This polynomial will represent the function <p(x) in approximate
fashion.
244 Ch. 7 . Complex Numbers. Polynomials

We introduce the following notation:


A|/»=i/i—y*. Ayt =y»— yi, &y*=y3— y3, •••
l^y3 = y3— 2^1 + ^ = ^ ! —A</„, A2(/i = Aÿ, — Aÿx, . . .
Aa«/»= ÿ3— %2 + 3«/1—ÿ„ = A ^, —A ^0, . . .

ABy0 = An- ^ 1- A n- 1ÿ0


These are the so-called first, second, nth différences.
We Write down a polynomial that takes on the values y0, yl
for xa and xlt respectively. This is a polynomial of the first degree,
Pi(x) = y0+ Ay0^ !i ( 1)
Indeed
Pi (*) |*=*. = I/o. Pi U=x, = ÿ, + Aÿ#| = !/«+ (l/i—I/o) = l/l
Now Write down the polynomial that takes on the values ya,
ylt y2 for x0, xlf x2, respectively. This is a polynomial of degree 2:
P, (x) = yt + Ay0 ^ ^ (£=* - 1) (2 )
Indeed,
P 2 |x=*o = |/o> P 2 U = * ,= l/l>
^ U x .= |/ „ + Aÿ0 . 2 + ^ ^ ( ^ - l ) = «/2

A polynomial of degree three will look like this:


P. +

+ T iT (3)
Finally, a polynomial of degree n taking on the values t/#, ÿlf
yit . . . , yn for the respective values x0, xlt x2, ..., x„ will be of
the form
P . W - ÿ. + A». ^ ^ ^ ^ - 1) + ■• •

This can be seen at once by direct substitution. This is the Newton


interpolation formula (or the Newton interpolation polynomial).
Actually, the Lagrange polynomial and the Newton polynomial
are identical for the given table of values but are written diffe-
7.11 Numerical Différentiation 245

rently, since a polynomial of degree not exceeding n and assuming


( n + 1) values for ( n + 1 ) given values of x is found in unique
fashion.
In many cases, Newton’s interpolation polynomial is more
convenient than Lagrange’s interpolation polynomial. The peculj-
arity of this polynomial lies in the fact that when passing from
a polynomial of degree k to one of degree k-\-\ the first ( £ + 1)
terms remain unchanged, and we add one new term, which for
ail preceding values of the argument is zéro.
Note. The Lagrange interpolation formula [see formula (3),
Sec. 7.9] and the Newton interpolation formula [see formula (4),
Sec. 7.10] are used to détermine values of a function on the intervàl
x0 < x < x„. If these formulas are used to find values of the
function for x < x 0 (this can be done for small \x —x0|), then we
say that the table is extrapolated backward. If the value of the
function is sought for x > x„, then we say that the table is extra­
polated forward.

7.11 NUMERICAL DIFFERENTIATION


Suppose the values of some unknown function qp(x) are given
in tabular form, say, by the table of Sec. 7.10. It is required to
approximate the dérivative of the function. The problem is solved
by constructing the Lagrange (or Newton) interpolation polynomial
and then taking the dérivative of that polynomial.
Since equally spaced tables of the argument are ordinarily
employed, we will make use of the Newton interpolation formula.
Suppose we hâve three values of the function, y0, y lt yît for the
values x0, xlt xt of the argument. Then write clown polynomial
(2) of Sec. 7.10 and differentiate it to get the approximate value
of the dérivative function on the interval

( 1)

For x = x0 we hâve
<P' ( x 0) æ P i’ ( x 0) = h 2h ( 2)

If we consider a third-degree polynomial [see (3), Sec. 7.10],


then différentiation yields the îollowing expression for the dérivative:

(3)
246 Ch. 7. Complex Numbers. Polynomials

In particular, for x = x0, vve get


Aay 0 , A3y 0
v ’ (Xo)*>P'Ax)=Èj r 2h 3/i (4)
Using formula (4), Sec. 7.10, we approximate the dérivative for
x = x0 as
(y \ ^ p ' ty \ A2J/0 | A3f/0 | /c \
(p (x0) ~ r n\<x ) - - li------ 2ÂT ‘ ~3/ï----- 5r + ’ -- W
Note that for a function having dérivatives, the différence Ay0
is an infinitésimal of the first order, A2y0 is an infinitésimal of the
second order, A3y0 is an infinitésimal of the third order, etc., re­
lative to h.

7.12 ON THE BEST APPROXIMATION


OF FUNCTIONS By POLYNOMIALS. CHEBYSHEV’S THEORY
A natural question arises from what was discussed in Secs. 7.9
and 7.10. If a continuous function <p(;t) is given on a closed in­
terval [a, b], can this function be represented approximately in
the form of a polynomial P(x) to any preassigned degree of accu-
racy? In other words, is it possible to choose a polynomial P(x)
such that the absolute différence between <p(x) and P (x) at ail
points of the interval [a. b] is less than any preassigned positive
number e? The following theorem, which we give without proof,
answers this question in the affirmative.*
Weierstrass’ Approximation Theorem. If a function qp (*) is con­
tinuous on a closed interval [a, b] , then for every e > 0 there exists
a polynomial P(x) such that |cp(jt) — P ( x ) \ < e a t ail points of the
interval.
The Soviet'mathematician Academician S. N. Bernstein gave the
following method for the direct construction of such polynomials
that are approximately equal to the continuous function <p(x) on
the given interval.
Let qp(jc) be continuous on the interval [0, 1]. We Write the
expression

m= 0
Here, CJ are binomial coefficients, <p is the value of the gi-
ven function at the point x = The expression Bn (jc) is a n n t h
degree polynomial called the Bernstein polynomial.
* It will be noted that the Lagrange interpolation formula fsee (3) Sec. 7.9]
cannot yet answer this question. Its values are equal to those of the function
at the points x0, xlf x2t . . . , xnt but they may be very far from the values of
the function at other points of the interval [a, b\.
Exercises on Chapter 7 247

If an arbitrary e > 0 is given, one can choose a Bernstein po­


lynomial (that is, select its degree n) such that for ail values of x
on the interval [0 , 1], the following inequality will hold:
|Æ„(*)—q>(*)| <"fc
It should be noted that considération of the interval [0 , 1],
and not an arbitrary interval [a, 6 ], is not an essential restriction
of generality, since by changing the variable x = a-\-t(b— a) it is
possible to convert any interval [a, b] into [0, 1]. In this case,
an nth degree polynomial will be transformed into a polynomial
of the same degree.
The creator of the theory of best approximation of functions by
polynomials is the Russian mathematician P. L. Chebyshev
(1821-1894). In this field, he obtained the most profound results,
which exerted a great influence on the work of later mathemati-
cians. Studies involving the theory of articulated mechanisms,
which are widely used in machines, served as the starting point
of Chebyshev’s theory. While studying these mechanisms he arri-
ved at the problem of finding, among ail polynomials of a given
degree with leading coefficient unity, a polynomial of least dévia­
tion from zéro on the given interval. He found these polynomials,
which subsequently became known as Chebyshev polynomials. They
possess many remarkable properties and at présent are a powerful
tool of investigation in many problems of mathematics and engi­
neering.
Exercises on Chapter 7
1. Find (3 + 5 0 (4 — i). Ans. 17+ 17/. 2 . Find (6 + 11/) (7 + 3/). Ans. 9 + 95/.
3. Find . Ans. ^ —iyt. 4. Find (4 — 7/)3. Ans. — 524 + 7/. 5. Find Y T .

Ans. ± . 6- Y — 5 — 12/. Ans. dh (2 — 3/). 7. Reduce the following

expressions to trigonométrie form: (a) 1 + /. Ans. Y 2 ^ cos “£*+/ sin ^ , (b)

1 — /. Ans. Y~% ^ c o s - ^ - + /s in . 8. Find \Y i. Ans. , —/,

Z -Ô . 9. Express the following expressions in terms of powers of sin x and


cos*: sin 2x, cos 2 *, sin 4x, cos 4x, sin 5x, cos 5*. 10 . Express the following in
terms of the sine and cosine of multiple arcs: cos2*, cos3*, cos4*, cos5 *,
cos6 *; sin2 *, sin3 *, sin4 *, sin5 *. 11 . Divide f (*) = *3 — 4* 2 + 8 * — 1 by * + 4.
Ans. /(* ) = (* + 4) (* 2 — 8 * + 40)— 161, that is, the quotient is equal to * 2 —
— 8 * + 40; and the remainder is / ( —4) = — 161. 12 . Divide / (*) = * 4 + 1 2 * 3 +
+ 5 4 * 2+ 108*+81 by * + 3 . Ans. / (*) = (* + 3) (*3 + 9* 2 + 27* + 27). 13. Divide
/ (*) = * 7 — 1 b y * — 1. Ans. /(* ) = (*— 1) (* 6 + * 6 + * 4 + * 3 + * 2 + * + 1).
Factor the following polynomials into factors with real coefficients:
14. /(* ) = * 4 — 1. Ans. /(* ) = (*— 1) ( * + 1) (**+ 1). 15. /(* ) = * 2 — * — 2 . Ans.
/ ( * ) = ( * - 2 ) ( * + l) . 16. /(* ) = *3+ 1. Ans. /(*) = ( * + l)(* 2 - * + l ) .
248 Ch. 7. Complex Mumbers. Polynomials

17. Experiment yielded the following values of y as a function of x:


y i = 4 for x1 = 0
y 2 = 6 for x2 = 1
y 8 = 10 for x 3 = 2
Approximate the function by a second-degree polynomial. Ans. * * + * + 4 .
18. Find a polynomial of degree four that takes on the values 2, 1, — 1, 5, 0
for x = l , 2 , 3, 4, 5, respectively. Ans. — 35.
19. Find a polynomial of the lowest possible degree that takes on the va­
lues 3, 7, 9, 19 for x = 2 , 4, 5, 10 , respectively. Ans. 2 * — 1.
20. Find Bernstein polynomials of degree 1, 2, 3 and 4 for the function
y = sin jix o n the interval [0, IJ. Ans. B1 (x) = 0, B2 (x) = 2x(l~~x}, B9 (x) =
= 2 - 0 * ( 1 — x), B 4 (x ) = 2 x ( l — x) [(2 Ÿ~2— 3) (2 ]/" 2 —3) x + Y ' 2] •
CHAPTER 8

FUNCTIONS OF SEVERAL VARIABLES

8.1 DEFINITION OF A FUNCTION OF SEVERAL VARIABLES


When considering a function of one variable we pointed out
that in the study of many phenomena one encounters functions of
two or more independent variables. Some examples follow.
Example K The area S of a rectangle with sides of length x and y is exp-
ressed by the formula
S = xy.
To each pair of values of x and y there corresponds a definite value of the
area S. S is a function of two variables.
Example 2 . The volume V of a rectangular parallelepiped with edges of
length xt y , z is expressed by the formula
V = xyz
Here, V is a function of three variables, x, y t z.
Example 3. The range R of a shell fired with initial velocity v0 from agun,
whose barrel is inclined to the horizon at an angle <p, is expressed by the formula
n vl sin 2 <p
R— g
(air résistance is disregarded). Here, g is the accélération of gravity.
For every pair of values of v0 and <p this formula yields a definite value
of R; in other words, R is a function of two variables, u0 and <p.
Example 4.
**+ya+z*+<*
VT+& '
Here, u is a function of four variables x , y, z, t.

Définition 1. If to each pair (x , y) of values of two independent


variable quantities x and y (from some range D) there corresponds
a definite value of the quantity z, we say that z is a function of
the two independent variables x and y defined in D.
A function of two variables is symbolically given as
2 = f(x, y), z = F(x, y) and so forth
A function of two variables may be represented, for example,
by means of a table or analytically (by a formula) as in the four
examples given above. The formula may be used to construct a
table of values of the function for certain number pairs of the
250 Ch. 8. Functions of Several Variables

independent variables. From Example 1 we can build the following


table:
S —xy

X
0 1 1.5 2 3
y \

1 0 1 1.5 2 3
2 0 2 3 4 6
3 0 3 4.5 6 9
4 0 4 6 8 12

In this table, the intersections of the Unes and columns, which


correspond to definite values of x and y, yield the corresponding
values of the function 5.
If the functional relation z — f(x, y) is obtained as a resuit of
changes in the quantity z in some experimental study of a phe-
nomenon, we straightway get a table defining z as a function of
two variables. In this case, the function is specified by the table
alone.
As in the case of a single independent variable, a function of
two variables does not, generally speaking, exist for ail values of
x and y.
Définition 2 . The collection of pairs (x, y) of values of x and y,
for which the function
z = f(x, y)
is defined, is called the domain of définition of the function.
The domain of a function is apparent when illustrated geomet-
rically. If each number pair x and y is given as a point M(x, y)
in the xy-plane, then the domain of définition of the function will
be represented as a certain collection of points in the plane. We
shall also call this collection of points the domain of définition of
the function. In particular, the entire plane may be the domain.
In future we shall mainly hâve to do with such domains as are
parts of the plane bounded by Unes. The line bounding the given
domain will be the boundary of the domain. The points of the do­
main not lying on the boundary are called interior points of the
domain. A domain consisting solely of interior points is called an
open domain; that which includes the points of the boundary is
called a closed domain. A domain is bounded if there exists a con­
stant C such that the distance from any point M of the domain
to the origin 0 is less than C, i.e., \0M\<.C.
Example 5. Détermine the natural domain of définition of the function
z = 2x— y
8.1 Définition of a Function of Several Variables 251

The analytic expression 2x —y is meaningful for ail values of x and y.


Therefore, the entire xy- plane is the natural domain of the function.
E x a m p le 6. z = V \ —x2— y 2.
For z to hâve a real value it is necessary that#the radicand be a nonnega-
tive number; in other words, x and y must satisfy the inequality
1— x2— y2 ^ 0, or x2+ y 2< s l
Ail the points M (x, y) whose coordinates satisfy the given inequality lie
in a circle of radius 1 with centre at the origin and on the boundary of the circle.
E x a m p le 7. z = \n(x + y).
Since logarithms are defined only for positive
numbers, the following inequality must be satisfied:
x+ y > 0 or y > —x
This means that the natural domain of défini­
tion of the function z is the half-plane above the
straight line y = — x> the line itself not included
(Fig. 166).
E x a m p le 8 . The area 5 of a triangle is a func­
tion of the base x and the altitude y:

The domain of this function is x > 0, y > 0 (since the base of a triangle and
its altitude cannot be négative or zéro). We notice that the domain of this
function does not coincide with the natural domain of définition of the analytic
expression used to define the function, because the natural domain of the expres­
sion ^ is obviously the entire xy- plane.

It is easy to generalize the définition of a function of two va­


riables to the case of three or more variables.
Définition 3. If to every collection of values of the variables
x, y, z, . . . , u, t there corresponds a definite value of the vari­
able wy we shall then call w the function of the independent vari­
ables x , y y z, . . . , u, t and Write w = F (x, y , z, ...» u, t) or
w = f(x, y, z, . . . , u, t), and so on.
Just as in the case of a function of two variables, we can speak
of the domain of définition of a function of three, four or more
variables.
To take an example, for a function of three variables, the do­
main of définition is a certain collection of number triples (x , y , z).
Let it be noted that each number triple is associated with some
point AI(jc, y , z) in ja/z-space. Consequently, the domain of défini­
tion of a function of three variables is some collection of points
in space.
Similarly, one can speak of the domain of a function of four
variables u = f(x, y y z, /) as of a certain collection of number
quadruples (jc, y y z, /). However, the domain of a function of four
252 Ch. 8. Functions of Several Variables

or a larger number of variables no longer permits of a simple


géométrie interprétation.
Example 2 gives a function of three variables defined for alf
values of x, y, z.
In Example 4 we hâve a function of four variables.
Example 9. w = V 1 — xi — y t — z*— u2.
Here w is a function of the four variables x, y, z, u defined for values of
the variables that satisfy the relation
1 — x2— y2— zi — «a 3 s 0

8 .2 GEOMETRIC REPRESENTATION
OF A FUNCTION OF TWO VARIABLES
We consider the function
z = f(x, y) ( 1)
defined in a domain G in the xt/-plane (as a particular case, this
domain may be the entire plane), and a System of rectangular Car-
tesian coordinates Oxyz (Fig. 167). At each point (x , y) erect a
perpendicular to the xy-plane and on it lay off a segment equal
to f( x , y).

This gives us a point P in space with coordinates


y . * = f(x, y)
The locus of points P whose coordinates satisfy équation (1) is
the graph of a function of two variables. From the course of ana-
lytic geometry we know that équation ( 1) defines a surface in space.
Thus, the graph of a function of two variables is a surface projected
onto the xÿ-plane in the domain of définition of the function. Each
perpendicular to the xy-plane intersects the surface z = f(x, y) at
not more than one point.
8 .3 P a r tia l a n d T o ta l I n c r é m e n t o f a F u n c tio n 253

Example. As we know from analytic geometry, the graph of the function


z= x2-\-y 2 is a paraboloid of révolution (Fig. 168).
Note. It is impossible to depict a funçtion of three or more
variables by means of a graph in space.
8.3 PARTIAL AND TOTAL INCREMENT OF A FUNCTION
Consider the line of intersection PS of the surface
z = f(x, y)
with a plane y = const parallel to the xz-plane (Fig. 169).
Since in this plane y remains constant, z will vary along the
curve PS depending only on the changes in x. Increase the inde-
pendent variable x by Ax; then
z will be increased; this increase
is called the partial incrément
of z with respect to x and it is
denoted by Axz (the segment SS'
in the figure), so that
Axz = f(x + Ax, y) — f(x, y) (1)
Similarly, if x is held constant
and y is increased by Ay, then z
is increased, and this increase is
called the partial incrément of z
with respect to y (symbolized by
Ayz, the segment TT' in the
figure):
Ayz = f(x, y + Ay)— f(x, y) (2)
The function receives the incrément Ayz “along the line” of
intersection of the surface z = f(x, y) with the plane jc = const
parallel to the yz-plane.
Finally, increasing the argument x by Ax, and the argument y
by the incrément Ay, we get for z a new incrément Az, which is
called the total incrément of the function z and is defined by the
formula
Az = f(x + Ax, y + A y ) — f{x, y) (3)
In Fig. 169 Az is shown as the segment QQ'.
It must be noted that, generally speaking, the total incrément
is not equal to the sum of the partial incréments, Az =£ Axz + Ayz.
Example. z = x y .
Axz = (x-\-Ax) y — xy = yAx
AyZ = x (y + \y ) — xy = xAy
Az=-(x + Ax) (y + Ay) —xy = yAx-\-xAy-\-Ax Ay
For x = i , y = 2, A# = 0.2, A(/ = 0.3 we hâve A*z = 0.4, A^z = 0 .3 f Az=±0.76.
254 Ch. S. Functions of Several Variables

Similarly we define the partial and total incréments of a function


of any number of variables. Thus, for a function of three variables
u = f(x, y, t) we hâve
Axti = f{x + Ax, y, t)— f(x, y, t)
Ayu = f(x, y + Ay, t) — f(x, y , t)
Atu = f(x, y, t + At)— f(x, y, t)
Au = f ( x + Ax, y + Ay, t + At)— f(x, y, t)

8.4 CONTINUITY OF A FUNCTION OF SEVERAL VARIABLES

We introduce an important auxiliary concept, that of the neigh-


bourhood of a given point.
The neighbourhood, of radius r, of a point M0 (x0, yt) is
the collection of ail points (x, y) that satisfy the inequality
V ( x — xt Y + {y—yaY < r, that is, the set of ail points that lie inside
a circle of radius r with centre in the point
Mo (^0’ i/o) '
If we say that a function f (x, y) pos-
sesses some property “near the point (x0,
y0)” or “in the neighbourhood of the point
( x 0, I/o )” we mean that there is a circle
with centre at (x#, y0), at ail points of which
circle the given function possesses the
given property.
Before considering the concept of con-
tinuity of a function of several variables,
let us examine the notion of the limit of a
function of several variables. *
Let there be a function
* = / ( * . y)

defined in some domain G of an xy-plane. Let us consider some


detinite point M0 (x0, y0) in G or on its boundary (Fig. 170).
Définition 1. The number A is called the limit of the function
f (x, y) as M (x, y) approaches M0(jc0, y0) if for every e > 0 there
is an r > p such that for ail points M (x, y) for which the ine­
quality M M 0 < r is fulfilled we hâve the inequality
If(x, y) — A \ < e

* We shall mainly consider functions of two variables, since three and more
variables do not introduce any fundamental changes, but do introduce additio-
nal technical difficulties.
8.4 Continuit y of a Funet ion of Several Variables 255

If A is the limit of /(x, y) as M (x, y ) —+M0(x0, y0) then we Write


lim f(x, y) = A
X -+ X 0
y-+y0 •
Définition 2 . Let the point M0 (x0, y0) belong to the domain of
the function f(x, y). The function z = f(x, y) is called continuous
at the point Af0 (x0, ya) if we hâve
lim /(x, y) = f (xÿ, y0) ( 1)
X -*> X 0
y yo
and M (x, y) approaches Af0 (x0, y0) in arbitrary fashion ail the
while remaining in the domain of the function.
Designate x = x0 + Ax, y = y0+ Ay, then (1) may be rewritten
as follows:
lim /(*„ + Ax, yu+ Ay) = f(x0, y0) (1')
A * -+ 0
Ay -► 0
or
lim [f(x0+ Ax, y0+ &y) — f(x0, y0) ] =0 (F)
Ajc -►0
A^ -►0

We set Ap = K(Ax )2 + (Aj/)2 (see Fig. 169). A sA x—>-0and A y —*0,


Ap—>-0; and conversely, if Ap—>-0, then Ax—<-0 and Ay->-Q.
Noting further that the expression in the square brackets in (1")
is the total incrément Az of the function, ( 1") may be rewritten
in the form
lim Az = 0 ( 1'" )
Ap -►0
A function continuous at each point of some domain is continuous
in the domain.
If at some point N (x0, y0) condition ( 1) is not fulfilled, then
the point N (x0, y0) is called a point of discontinuity of the function
z = / (x, y). For example, condition (T) may not be fulfilled in the
following cases:
( 1) z = /(x, y) is defined at ail points of a certain neighbourhood
of the point N (x0, y0) with the exception of the point W(x0, y0)
itself;
(2 ) the function z = /(x, y) is defined at ail points of a neigh­
bourhood of the point W(x0, y0) but there is no limit lim /(x, y)\
x-*x0
y— ►yg
(3) the function is defined at ail points of the neighbourhood
of N (x0, y0) and lim /(x, y) exists, but
X -*■ X 0
y-+y0
lim /(x, y)¥=f(xt, y0)
x-+x0
y-+v o
256 Ch. 8. Functions of Several Variables

E xam ple 1. The function


z = x2 + y 2
is continuous for ail values of x and y \ that is, it is continuous at every point
in the j«/-plane.
Indeed, no matter what the numbers x and y , Ax and Ay y we hâve
Az = [ ( jc + A jc )2 + (y + A t / ) 2 1 - (a:2 + y 2) = 2*A * + 2yAy + A *2 + A //2
Consequently,
lim Az = 0.
Ax-►0
At/ 0

The following is an example of a discontinuous function.


Example 2. The function
2xy
z
x2 + y 2

is defined everywhere except at the point x = Q, y = 0 (Figs. 171, 172).

Let us examine the values of z along the straight line y = kx (fc = const).
Obviously, along this line
2A;jc2 2k
= co n st
* ~ j P + k tX* 1+ * 2
This means that a function z along any straight line passing through the ori-
gin retains a constant value that dépends upon the slope k of the line. Thus,
approaching the origin along different paths we will obtain different limiting
values, and this means that the function f ( x , y) has no limit when the point
(x, y ) in the jcy-plane approaches the origin. Thus, the function is disconti­
nuous at this point. It is impossible to redefine this function at the coordinate
origin so that it should become continuous. On the other hand, it is readily
seen that the function is continuous at ail other points.
We give without proof some important properties of a function
of many variables continuous in a closed and bounded domain.
These properties are similar to the properties of a function of one
variable continuous on an interval (see Sec. 2.10).
8 .5 P a r tia l Dérivatives of a Function 257

Property 1. If a function f(x, y, . . . ) is defined and continuons


in a closed and bounded domain D, then there will be at least
one point N (x0, y0, . . . ) in D such that for ail other points of
the domain the relation •
f(x o, y0, y, . . . )
holds true, and at least one point N( x 0, y0, . . . ) such that for ail
other points of the domain the relation
f(x 0, ÿ0, • • • ) < / ( * . y . •••)
holds true.
We call the value of the function f (x0, y0, ...)==M the ma­
ximum value of the function f(x, y, . . . ) in the domain D, and
the value f (x0, ya, . . . ) = m the minimum value.
This property is also stated as follows. A function continuons
in a closed bounded domain D at least once reaches a maximum va­
lue M and a minimum value m.
Property 2 . If a function f(x, y, . . . ) is continuous in a closed
and bounded domain D and if M and m are the maximum and
minimum values of the function in that domain, then for any
number p that satisfies the condition m < p < M, there will be
a point N*(xl, yl, . . . ) in the domain such that the équation
f(xl, yl, ■. -) = p holds true.
Corollary to Property 2. If a function f(x, y, . . . ) is continuous
in a closed bounded domain and assumes both positive and néga­
tive values, then there will be points inside the domain at which
the function f(x, y, . . . ) vanishes.

8Æ PARTIAL DERIVATIVES OF A FUNCTION


OF SEVERAL VARIABLES
Définition. The partial dérivative, with respect to x, of a func­
tion z = f(x, y) is the limit of the ratio of the partial incrément
Axz, with respect to x, to the incrément Ax as Ax approaches zéro.
The partial dérivative, with respect to x, of the function
z = f(x, y) is denoted by one of the following symbols:
2 *. fx (x, y)\ -qx ,
Thus, by définition,
f ( x + A x , y ) — f (x, y)
P = lim ^ = Iim Ax
Ax-*-0 A x-*0

Similarly, the partial dérivative, with respect to y, of a function


z — f(x, y) is defined as the limit of the ratio of the partial incré­
ment Ayz with respect to y to the incrément Ay as Ay approaches
258 Ch. 8. Functions of Several Variables

zéro. The partial dérivative with respect to y is denoted by one


of the following symbols:
r. àz_ dt
»' h ’ Qy> dy
Thus,
%
dy
= ày_+
Iim0 Ay
Hm Ay

Noting that Axz is calculated with y held constant, and Ayz


with x held constant, we can formulate the définitions of partial
dérivatives as follows: the partial dérivative of the function z =
= f (x, y) with respect to x is the dérivative with respect to x
calculated on the assumption that y is constant. The partial dé­
rivative of the function z = f(x, y) with respect to y is the dérivative
with respect to y calculated on the assumption that x is constant.
It is clear from this définition that the rules for computing
partial dérivatives coïncide with the rules given for functions of
one variable, and the only thing to remember is with respect to
which variable the dérivative is sought.
Example 1 . Given the function z = x2 s\n y\ find the partial dérivatives
dz . dz
3- and .
dx dy
Solution.
dz 0 . dz „
^- = 2 *sin y t — = *2cos y.
dx dy
Example 2 . z —xy.
Here
dz ,
Fx = yxy
^ - = x y ln*.
dy
The partial dérivatives of a function of any number of variab­
les are determined similarly. Thus, if we hâve a function u of
four variables x, y, z, t :
u = f(x, y, z, t)
Thus
du_ = JJ f(x + As, y, z, t) — f(x , y , z, t)
dx &x~*o
= Iim /(*’ y+Ay’ y- »• ^ , and so forth.
dy *y
Example 3. u = x2-{-y2+ xt3p.

— -3 x iz* --x z 3
dz ~~ 1 ' d t~ r
8.6 Geometr. Interprétation af Partial Dérivatives 259

8 .6 THE GEOMETR IC INTERPRETATION OF THE PARTIAL


DERIVATIVES OF A FUNCTION OF TWO VARIABLES

Let the équation •


z = /(*. y)
be the équation of a surface shown in Fig. 173.
Draw the plane x = const. The intersection of this plane with
the surface yields the line PT. For a given x, let us consider a
certain point M(x, y) in the xy-plane. To the point M there cor­
responds a point P(x, y, z) on the
surface z = f(x, y). Holding x con­
stant, let us increase the variable
y by Ay = MN = PT'. Then the
function z will be increased by
Ayz = TT ' [to the point N (x, y + Ay)
there corresponds a point T (x,
y-\-Ay, z 4 -Âyz) on the surface
* = / (* . y)}-
The ratio is equal to the
tangent of the angle formed by
the sécant Une PT with the posi­
tive y-axis:
^ = t a n
Ay
/* T
-
PT

Consequently, the limit


ÊL
ày
is equal to the tangent of the angle p formed by the tangent line
PB to the curve PT at the point P with the positive y-axis:

g = ta"P

Thus, the partial dérivative ^ is numerically equal to the tan­


gent of the angle of inclination of the tangent line to the curve
resulting from the surface z = f(x, y) being eut by the plane
x = const.
Similarly, the partial dérivative ^ is numerically equal to the
tangent of the angle of inclination a of the tangent line to the
section of the surface z = f(x, y) eut by the plane y = const.
260 Ch. 8. Functions of Several Variables

8.7 TOTAL INCREMENT AND TOTAL DIFFERENTIAL


By the définition o! the total incrément of a function z = f{x, y)
we hâve (see Sec. 8.3)
Az = f ( x + Ax, y + Ay) — f(x, y) (1)
Let us suppose that f(x, y) has continuous partial dérivatives
at the point (x, y) under considération.
Express Az in terms of partial dérivatives. To do this, add to
and subtract from the right side of (1) f(x, y + Ay):
A z = [ f ( x + Ax, y + Ay)— f(x, y + Ay)] + [f(x, y + Ay)— f(x, y)]
( 2)
The expression
f(x, y +Ay ) — f(x, y)
in the second square brackets may be regarded as the différence
between tvvo values of the function of the variable y alone (the
value of x remaining constant). Applying to this différence the
Lagrange theorem, we get
f(x, y + Ay ) - f (x, y) = Ay (3)

where y lies between y and y + Ay.


In exactly the same way the expression in the first square
brackets of (2 ) may be regarded as the différence between two
values of the function of the variable x alone (the second argu­
ment retains the same value y + Ay). Applying the Lagrange theo­
rem to this différence, we hâve

f( x + Ax, y + Ay) — f(x, y + Ay) = Ax df <x' Sy) (4)

where x lies between x and x + Ax.


Introducing expressions (3) and (4) into (2), we get

Az = A x d-f{x^ x+Ay) + A y ^ - x’1/ y) (5)


Since it is assumed that the partial dérivatives are continuous,
lim d/(s, y + A y ) ^_df(x, y)
A * -o d x d x
Ay-+n
df (x. y) _ àf (x. y)
(6 ,
lim
dy dy
ày-+ o
8.7 Total Incrément and Total Differential 261

(because x and y respectively lie between x and x-J-Ax, and y


and y-j-Ay, x and y approach x and y, respectively, as A x—►0
and A y —*-0). Equations (6 ) may be rewritten in the form
df(x, y + by) df(x, y)
dx ~ dx
àf (x. ÿ) __ df (x, y)
dy dy
where the quantities yx and y8 approach zéro as Ax and Ay
approach zéro (that is, as Ap = KAx* + Ay9—+0).
By virtue of (6 '), relation (5) becomes

The sum of the latter two terms of the right side is an infini-
tesimal of higher order relative to Ap = KAx2 + Ay2. Indeed, the
ratio TtApA* —*•0 as Ap—>-0 since Yi is an infinitésimal and
is bounded V r - |< |1 ^ . In similar fashion it is verified that
f Il Ap
V* Ay ■0 .
“ApP
The sum of the first two terms is a linear expression in Ax
and Ay. For f'x (x, y)=£ 0 and f'y (x, y)--^=0, this expression is the
principal part of the incrément, differing from Az by an infinité­
simal of higher order relative to Ap = V/ A*a-FAy2.
Définition. The function z = f(x, y) [the total incrément (Az)
of which at the given point (x, y) may be represented as a sum
of two terms: a linear expression in Ax and Ay, and an infinité­
simal of higher order relative to Ap] is called différentiable at the
given point, while the linear part of the incrément is known as
the total differential and is denoted by dz or df.
From (5') it follows that if the function /(x, y) has continuous
partial dérivatives at a given point, it is différentiable at that
point and has a total differential:
dz = fx (x, y) Ax + f'y (x, y) Ay
Equation (5') may be rewritten in the form
Az = dz + Yi Ax -f- Yj Ay
and, to within infinitesimals of higher order relative to Ap, we
may write the following approximate équation:
Az as dz
We shall call the incréments of the independent variables Ax
and Ay differentials of the independent variables x and y and we
262 Ch. 8. Functions of Several Variables

shall dénoté them by dx and dy, respectively. Then the expres­


sion of the total differential will assume the form

dz = Txdx + Tydy
Thus, if the function z = f(x, y) has continuous partial dérivati­
ves, it is différentiable at the point (x, y), and its total differen­
tial is equal to the sum of the products of the partial dérivatives
by the differentials of the corresponding independent variables.
Example 1. Find the total differential and the total incrément of the func­
tion z — xy at the point (2, 3) for Ax = 0 .1, Aÿ = 0.2.
Solution.
Az = (x + A*) (y + Ay ) —xy = y Ax+ x b y + Ax Ay
dz = j ï d x + j ^ d y = y d x + x d y = y b x + x b y
Consequently »
Az = 3 -0 .1 + 2 -0 .2 + 0 .1 -0 .2 = 0.72
dz = 3 -0 .1 + 2 -0 .2 = 0.7
Fig. 174 is an illustration of this example.
The foregoing reasoning and définitions are appropriately genera-
lized to functions of any number of arguments.
t If we hâve a function of any number of
■V i
variables
S w = f(x, y, z, u,
xûy
and ail partial dérivatives^, df_ 2L are

!
d x * dy ’ dt
y continuous at the point (x, y , z, u, t),
the expression

■<----- 1 ----- ►-
dw=‘ % dx + % dH+ % d! +
&x
+ p‘
is the principal part of the total incrément of the
Fig. 174 function and is called the total differential.
Proof of the fact that the différence Aw— dw is
an infinitésimal of higher order than V (A x)2+ (A y)2+ . . . + ( A / ) 2 is
conducted in exactly the same way as for a function of two vari­
ables.
Exa.nple 2. Find the total differential of the function u = ex2+y 2 sin 2 z of
three variables x, y , z .
Solution. Noting that the partial dérivatives

~ = ex2+y2 2x sin 2 z

= ex2+y 2 2 y sin 2 z

~ = ex2+y2 2 sin z cos z = ex2+y 2 sin 2 z


dz
8.8 Approximation by Total Différentials 263

are continuous for ail values of x , y, z , we find that

du = ^ cüf+ g - dy + — d* = ( 2jc sin2 z dx + 2y sina z dy + sin 2z dz)


dz

8 .8 APPROXIMATION BY TOTAL DIFFERENTIALS


Let the îunction z = f (x, y) be différentiable at the point (x, y).
Find the total incrément of this function:
Az = f ( x + Ax, y + Ay) — f(x, y)
whence
f ( x + Ax, y + A y ) = f ( x , y ) + Az (1)
We had the approximate formula
AZ : ■dz ( 2)
whère
df df
d* = é A x + é Ay (3)
Substituting into formula (1) the expanded expression for dz in
place of Az, we get the approximate formula
f( x + Ax, y + A y ) æ f (x, y) + df (*‘x y) Ax + - f dy
^'u y) Ay (4)
to within infinitesimals of higher order relative to Ax and Ay.
We shall now show how formulas (2) and (4) are used for appro­
ximate calculations.
Problem . Calculate the volum e of m aterial needed to m ake a cylindrical
glass of the following dim ensions (Fig. 175): radius of interior cylinder alti­
tude of interior cylinder H , thickness of walls and bot-
tom of glass k.
Solution. W e give two solutions of this problem: exact
and approxim ate.
(a) Exact solution. The desired volum e v is equal to
the différence between the volum es of the exterior cylin- h*/? H
der and interior cylinder. Since the radius of the exte- ! H
rior cylinder is equal to R-\-kt and the altitude is H-\-k ,
v = n (R + k)2 (H + k) — nR2H

v= n (2RHk + R 2k + Hk2 + 2Rh2 + k3)


T
(5)
Fig. 175
(b) A pproximate solution. Let us dénoté by f the
volum e of the interior cvlinder, then f = nR2H. This is
a function of two variables R and H. If w e increase R and H by kt then the
function / will increase by A / ; but this will be the sought-for volume vt u = A/.
O n the basis of relation (1) we hâve the approxim ate équation
v ædf
264 Ch. 8. Functions of Several Variables

But since
%L = 2nRH, | = nJÎ', AR = AH = k
oR otl
we get
væ n {'2 R H k + R*k) (6 )
Comparing the résulte of (5) and (6 ), we see that they differ by the quan»
tity ji (Hk2 + 2Rk2 + k3), which consiste of terms of second and third order of
smallness relative to k.
Let us apply these formulas to numerical examples.
Let Æ= 4 cm, H = 20 cm, fc = 0.1 cm.
Applying (5), we get, exactly,
ü = ji (2 .4 .2 0 -0 .1+ 42 .0 .1 + 20.0.1 2 + 2.4 0.1 2 + 0.1»)=17.881ji
Applying formula (6 ), we hâve, approximately,
v « jv (2 4.20.0.1 + 42 0 .1 )= 17.6ji
Hence, the approxirtiate formula (6 ) gives an answer with an error less than
0 . 3j i , which is 100 • %, i. e., it is less than 2 % of the measured
quantity.

8.9 USE OF A DIFFERENTIAL TO ESTIMATE ERRORS


IN CALCULATIONS
Let sonie quantity u be a function of the quantities x, y, z, . . . , /
u = f(x, y, z, t)
and let there be errors Ax, Ay, . . . . A t made in determining the
values of x , y, z........ t. Then the value of u computed from the
inexact values of the arguments will be obtained with an error
Au = / (a: + Ax, y + Ay, . . z + Az, t + At)—f (x, y, z,
Below we shall estimate the error Au, provided the errors
Ax, Ay, . . . , A t are known.
For sufficiently small absolute values of Ax, Ay, . . . , Ai we can
replace, approximately, the total incrément by the total differen-
tial:
A u æ f x Ax + d1j-y A y + . . . + d± A t

Here, the values of the partial dérivatives and the errors of the
arguments may be either positive or négative. Replacing them by
the absolute values, we get the inequality
| Au | |A y |+ • •• + lddt |A /| ( 1)

If in terms of |A*x|, |A*ÿ|, . . . . |A*u| we dénoté the maximum


absolute errors of the corresponding quantities (the boundaries for
8 . 9 U s e o f a D if f e r e n t i a l t o E s t i m a t e E r r o r s 265

the absolute values of the errors), it is obviously possible to take


| A*u | = 1 1 1A*x I + 1 11 &*y I + ••• + |^ ||A * / | ( 2)

Examples.
1. Let u = x + y -\-zt then | A*u | = | A*x | + | A*y | + | &*z |.
2. Let u — x —y , then | A*u | = | A*x | + | A*y |.
3. Let u = x y t then 1 | = x \ |A *y| + | p | | A*x|.
^ | | ^ y[_ | y l l A * x | + j x | l A * y |
4. Let « = — , then I A*m 1=1 — \* * x \ +
y 1 1 Iy
5. The hypoténuse c and the leg a of a right triangle ABC, determined with
maximum absolute errors |A *c| = 0.2, |A * a [= 0 .1 , are, respectively, c = 75,
a = 32. Détermine the angle A from the formula 6ini4 = -^-; and détermine

the maximum absolute error | Ai4 | in the calculation of angle A.


Solution, sin A = — , A = arcsin — , hence,
c c
dA 1 dA _ _______a
da ~ y rc2_ af ' ~dc~~~ c Y c2— a2
From formula (2 ) we get
__ i
I Ai4 I— —-=^ — 1 .0 . 1 + - . 0 .2 = 0.00273 radian = 9'24*
V (75)*— (32)* 75 Y (75)* — (32)*
Thus,
A = arcsin ± 9'24"

6 . In the right triangle ABC, let the leg 6= 121.56 métrés and the angle
A = 25®21'40\ and the maximum absolute error in determining the leg 6 is
|A *6 1= 0.05 métré, the maximum absolute error in determining the angle A is
\b*A\=\2*.
Détermine the maximum absolute error in calculating the leg a from the
formula a = b tan A.
Solution. From formula (2 ) we find
|A * a | = |t a n X ||A * 6 | + J A L | A M |

Substituting the appropriate values (and remembering that | AM | must be


expressed in radians), we get
121.56 12
| A*a | = tan 25°21'40"-0.05
cos* 25°21'40' 206 265
= 0.0237 + 0.0087 = 0.0324 métré
The ratio of the error Ax of sonie quantity to the approximate
value of x of this quantity is called the relative error of the
quantity. Let us designate it ôx,
266 C h . 8 . F u n e t io n s o f S e v e r a l V a r ia b le s

The maximum relative error of a quantity x is the ratio of the


maximum absolute error to the absolute value of x and is denoted
by |ô*x|,
|A»*|
|ô*x| 1*1
(3)
To estimate the maximum relative error of a function w, divide
ail numbers of (2 ) by | u | = | f (x, y, z, . . . , t) |:
df à± df
IA*u| dx
|A*x| +
dy
1 A*y | + ..
dt
|A */| (4)
M f f f

but

t -
For this reason, (3) may be rewritten as follows:
lô*“ l =
^ l n |/ |||A * x | + |^ l n |/ |||A * ÿ |+ . . . + | ^ l n | / | | | A * / | . . . , (5)

or briefly,
16*u J = | A* ln | /|| (6 )
From both (3) and (5) it follows that the maximum relative error
of the function is equal to the maximum absolute error of the
logarithm of the function.
From (6 ) follow the rules used in approximate calculations.
1. Let u —xy. Using the results of Example 3, we get
| * | | A * ÿ | _ 1 A*x1 I A*y|
|y||A**|
|ô*u| 6**1 + |«V I
l*y| l*y| " 1*1 \y\

that is, the maximum relative error of a product is equal to the


sum of the maximum relative errors of the factors.
2. If « = —, then, using the results of Example 4, we hâve
y
|ô * « |= 16*x| + | à*y|
Note. From Example 2 it follows that if u —x —y, then

1 1 1*—y|

If x and y are close, it may happen that | ô*« | will be very great
compared with the quantity x — y being determined. This should
be taken into account when performing the calculations.
8.10 The Dérivative of a Composite Function 267

Example 7. The oscillation period of a pendulum is

T - .S n /i
where / is the length of the pendulum and g is the accélération of gravity.
What relative error will be made in determining T when using this for­
mula if we take jx « 3 .1 4 (accurate to 0.005), / = 1 m (accurate to 0.01 m),
g = 9.8 m/sec2 (accurate to 0.02) m/sec2).
Solution. From *6 ) the maximum relative error is
|Ô*T| = | AMuTf
But
ln r = ln 2 + ln \n l — ^ \ n g

Calculate |A * ln T |. Taking into account that Jt ^ 3.14, A*ji = 0.005,


l = 1 m, A*/ = 0.01 m, g = 9.8 m/sec2, A*g = 0.02 m/sec2, we get
A*jt A*/ A*g 0.005 0.01 0.02
A* In 7 = 0.0076
n 21 ' 2g 3.14' 2 2-9.8
Thus, the maximum relative error is
8*T = 0.0076 = 0 76%

8.10 THE DERIVATIVE OF A COMPOSITE FUNCTION.


THE TOTAL DERIVATIVE.
THE TOTAL DIFFERENTIAL OF A COMPOSITE FUNCTION
Let us assume that in the équation
z = F (u, v) (1)
u and v are functions of the independent variables x and y:
« = ( p(*. y)> » = ♦ ( * , y ) (2)
In this case, 2 is a composite function of the arguments x and y.
Of course, 2 can be expressed directly in terms of x, y ; namely,
z = F[ip(x, y) ÿ(x, y)} (3)
Example 1 . Let
2= u V - f w + 1, u = x2-\~y2, v = ex+y + 1
then
z = (x2 + y2)3 (e* +y + \)9 + ( x ? + y 2) + l
Now suppose that the functions F (u, v), <p(x, y), rp (x, y) hâve
continuous partial dérivatives with respect to ail their arguments.
We pose the problem: evaluate ^ and on the basis of équ­
ations (1) and (2) wîthout having recourse to équation (3).
Increase the argument x by Ax, holding the value of y cons­
tant. Then, by virtue of équation (2), u and v will increase by
Axu and Axv.
26Ô Ch. 8. Funciions of S e v e r a l V a r ia b le s

But i! u and v receive incréments Axu and Axv, th,en the func-
tion z = F(u, v) will receive an incrément Az defined by formula
(5'), Sec. 8.7:
Az " '1 T + i k à *v + VrA*“ + T*1A*y
Divide ail terms of this équation by Ax:
Az dF A,u . dF Avü A,u . Axu
 7 = dï--ÂF + *T  F + ^ - s j 4 - Y*-5J-

If Ajî—►O, then Axu —>-0 and A*o—►0 (by virtue of the conti-
nuity of the functions u and v). But then y1 and y» also approach
zéro. Passing to the limit as A*—<-0, we get
A z _ dz Axu _du Axv dv
lim lim lim
àx-+ 0 Ax~~ dx ’ Ax-+ 0 T x ~ d x ' Ax-^ 0
lim Yi = 0 . Hm Y2 = 0
Ax 0 Ax 0

and, consequently.
dz dF du . dF dv
dx du d x ' dv dx (4)

If we increased the variable y by Ay and held x constant, then


by similar reasoning we would find that
dz dF du . dF do
dy du dy * dv ày (4')
Example 2.
z = ln (ua-|-v)» u = e * +y*9 v = x2+ y
dz 2 u dz _ 1
du u2+ v * dv u2+ v

dx
J t = 2 ye*+y\ %L=2
dy dx
x,
dy
Using formulas (4) and (4') we find

<*»•**' , + >)
In these expressions, we hâve to substitute ex+y* and x2+ y for u and v res-
pectively.

Formulas (4) and (4') are readily generalized to the case of a


larger number of variables.
For example, if w — F(z, u, v, s) is a function of four argu­
ments z, u, v, s, and each of them dépends on x and y , then
8.10 The Dérivative of a Composite Functiori 269

formulas (4) and (4') assume the form


dw______
_dw te , i_dw_
__du , dw_ dv , dw ds
dx dz d x ' dit dx * fin
dv a*
dx ' ds dx
dw dw dz , dw du . dw dv . ^w ds (5)
dy dz dy du dy ' dv dy ds dy
If a function is given z = F( x , y , w, u), where ÿ, w, t; in turn
dépend on a single independent variable (argument) x :
y=f(x), u = <p(x), v = ÿ(x)
then z is actually a function only of the one variable x, and we
may pose the question of finding the dérivative
This dérivative is calculated from the first of the formulas in (5):
dz d zd x dz dy . dz du dzâv
dx à x d x ' dy dx ' du d x ' d v dx

But since y, u, v are functions of x alone, the partial dérivatives


become ordinary dérivatives; besides ^ -= 1 . For thls reason,
d z _dz . dz dy . dz du . dzdv
d x ~ à x + d ÿ a x + ~àüdx^r dv^c

This formula is known as the formula for calculating the total


dérivative ^ ( in contrast to the partial dérivative ^ j .
Example 3.
z = x2 + V~y, y — s in x
d± =2x dz dy
dx *X' dy 2 Ÿ~ÿ s= C0S*
Formula (6 ), here, yields the following resuit:
dz dz , dz ddyy _ , 1
cos x = 2x-\~-
dx ~dx' dy dx 2Ÿ y 2 y 'sïn x
Now let us flnd the total differential of the composite function
defined by équations ( 1) and (2 ).
Substituting the expressions — and defined by (4) and (4'),
into the formula for the total differential
dz = f x d x + ^ d y ( 6)

we get
, ( dF du , dF dü \ , . / dF du f dF dv \ .
d z = [ ^ i ï + W t e j d x + ['fadi,+ frr'diï)dy
270 Ch. 8. Functions of Several Variables

Transforming the right-hand side we get


, dF ( du . , du . \ , dF f dv . , dv , \
dz = - i t o { i z dx+ T y dy ) + w { T x dx+ - â ï dy ) (7)
it
pxà x + p y dy = du |
( 8)
l- d x + % d y = do J

Takjng into account (8 ), équation (7) may be rewritten thus:

d2 = ^ du + W dv (9)
or
*■=■*>+1 * <9')
Gomparing (6 ) and (9') we can say that the expression of the
total differential of a function of several variables (the first diffe-
rential) is of the same form (that is, the form of the differential
is preserved) whether u and v are independent variables or func­
tions of independent variables.
Example 4. Find the total differential of the composite function
2 = u V , u = jcasin y , v = x3eX

Solution. By formula (9') we hâve


dz = 2UV3 du-f-3u2v2 dv = 2uifi (2x sin ydx-\-x2 cos y d y ) + 3 u st)a (3xaeX dx -)- *?ey dy)
This can be rewritten as

dz = (2 uti* •2 xsin y + 3 « V •3xae^) dx+ (2uiPxs cos y-\- 3u2v2x3ey) d y = ^ d x — dy

8.11 THE DERIVATIVE OF A FUNCTION DEFINED


1MPLIC1TLY
Let us begin this discussion with an implicit function of one
variable. * Let some function y of x be defined by the équation
F(x, y) = 0
We shall prove the following theorem.
Theorem. Let a continuous function y of x be defined implicitly
by the équation
F(x, y) = 0 ( 1)
* In Sec. 3.11, we solved the problem of differentiating an implicit function
of one variable. We considered individual cases and did not find a general
formula that would yield the dérivative of an implicit function; likewise we
failcd to clarify the conditions for the existence of this dérivative.
8.11 The Dérivative of a Function Defined Implicitly 271

wkere F (x, y), F'x (x, y), Fy (x, y) are continuons functions in some
domain D containing the point {x, y) whose coordinates satisfy
équation (1); also, at this point F'y (x, y) =+0. Then the function
y of x has the dérivative •
Fx(x, y)
( 2)
Fy(x, y)
Proof. Let the value of the function y correspond to some value
of x. Here,
F(x, y) = 0
Increase the independent variable x by Ax. Then the function y
will receive an incrément Ay) that is, to the value of the argu­
ment x + A x there corresponds the value of the function y + Ay.
By virtue of équation F (x, y) = 0 we shall hâve
/^(x + Ajc, y + Ay) = 0
Hence
F(x + Ax, y + A y ) — F (x, y) = 0
The left member of this équation, which is the total incrément
of the function of two variables by formula (5'), Sec. 8.7, may
be re-written as follows:
dF dF
F(x + Ax, y + A y ) — F (x, y) = - ^ A x + - ^ Ay + ^ A x + ^ A y
where Vi and ys approach zéro as Ax and Ay approach zéro. Since
the left side of this expression is equal to zéro, we can Write:

"ÂT + W + yiAx + y*Ay = 0


Aÿ.
Divide by Ax and calculate -gt
dF ^
ày "ÂT+Yl
Ax dF .
~df+yt
Let Ax approach zéro. Then, taking into account that y1 and yt
also approach zéro and that ^ + = 0 , we hâve, in the limit
dF

y'x = — +jjr (2 ')


dy
We hâve proved the existence of the dérivative yx of a function
defined implicitly, and we hâve found the formula for calculating it.
272 Ch. 8. Functions of Several Variables

Example 1. The équation


x2+ y 2— 1 = 0
defines y as an implicit function of x. Here,
dF dF
F (x, y) = x* + yi — 1 , ~ ^ = 2 x , - ^ - = 2 y
Consequently, from (1),
dy_ 2x_ x
dx~~ 2y~~ ~y
It will be noted that the given équation defines two different functions
[since to every value of x in the interval (— 1 , 1) there correspond two values
of y)\ however, the value that we found of yx holds for both functions.
Exampie 2. An équation is given that connects x and y\
ey—e * + x y = 0
Here, F (x , y) = ey—e*+ xy,
dF dF
d x = - eX+y’ - d ï = ey+X
Consequently, from formula (1) we get
dy_ — ex + y e* — y
ey + x
dx ey+x
L-et us now consider an équation of the fonn
F(x, y, 2 ) = 0 (3)
If to each number pair x and y in some domain there correspond
one or several values of z that satisfy équation (3), then this
équation implicitly defines one or several single-valued functions
z of x and y.
For instance, the équation
x^ + yt + z *— /?2 = 0
implicitly defines two continuous functions z of x and y, which
functions may be expressed explicitly by solving the équation for
2 ; in this case we hâve

z = V R*—xs—y3 and 2 = — V R 2—x2—y2


dz dz
Let us find the partial dérivatives ^ and of the implicit
function z of x and y defined by équation (3).
When we seek , we consider y fixed. Andso formula (2 ') is
applicable, provided x is considered the independent variable and
2 the function. Thus,
dF

dF_
dz
8.12 Partial Dérivatives of Higher Orders 273

In the same way we find


dF

àz
dF
It is assumed that
Similarly, we deteumine the implicit functions of any number
of variables and find their partial dérivatives.
Example 3. *a + Pa + 3a— # a = 0.
dz 2x x dz __ y
dx 2z z ' dy T
Differentiating this function as an explicit function (after solving the équa­
tion for z), we would obtain the very same resuit.
Example 4. e2+ x 2y + z + 5 = 0.
Here,
F (x, y t z) = e*+ x*y + z + 5
dF „ dF dF z .
~àx= 2 x y ' S j f ~dF= e ^
dz 2 j(y dz
dx~ ez + \ ' dy V+l
Note. Throughout this section we hâve assumed that the équa­
tion F (x , y) = 0 defines a certain function of one variable y = <p(x)
and the équation F(x, y , z) — 0 defines a certain function of two
variables z — f{x, y). We now state, without proof, the condition
that must be satisfied by the function F (x, y) so that the équa­
tion F (x, y ) — 0 defines a single-valued function y = q>(x).
Theorem. Let a function F (x, y) be continuous in the neighbour-
hood. of a point (x„, y0) and haoe continuous partial dérivatives
there, and let F'y (x, y)=^0 and F (jc#, y0) = 0. Then there exists a
neighbourhood containing the point (x0, y0) at which the équation
F (x, y) = 0 defines a single-valued function y — cp(x).
An anaiogous theorem is also valid for the conditions of exis­
tence of an implicit function defined by the équation F (x, y, z) = 0.
Note. When deriving the rules for differentiating implicit func­
tions, we made use of conditions that détermine the existence of
implicit functions.

8 .1 2 PARTIAL DERIVATIVES OF HIGHER ORDERS


Suppose we hâve a function of two variables:
* = / ( * . y)
The partial dérivatives ^ = f'x (x, y) and ^ = f'y (x, y) are, gene-
rally speaking, functions of the variables x and y. And so from
18—2081
274 Ch. 8. Functions of Several Variables

them we can again find partial dérivatives. Thus, there are four
partial dérivatives of the second order of a function of two vari-
dz dz
ables, since each of the functions ^ and g^rnay be differentiated
both with respect to x and with respect to y.
The second partial dérivatives are denoted as follows:
= f"xx (x, y), here f is differentiated twjce successively with
respect to x;
g ^ = fxy(x <y ) , here / is differentiated first with respect to x
and then the resuit is differentiated with respect
to y,
Ô^Z
dÿdx~ fyx(x >y)< here / is differentiated first with respect to y
and then the resuit is differentiated with respect
to x\
d2z
~ d ÿ ~ fyy (x <y)» here the function f is differentiated twice suc­
cessively with respect to y.
Dérivatives of the second order may again be differentiated
both with respect to x and y. We then get partial dérivatives of
the third order. Obviously, there will be eight of them:
d*2 à3z d3z d»2 cPz d3z d®2 d®2
dx* ’ dJëdÿ’ dxdydx ’ dxdÿ* ’ djjdjë' dydxdy ' dÿ*dx' ~dÿ~

Generally speaking, a partial dérivative of the nth order is the


first dérivative of the dérivative of the (n— l)th order. For exam-
ple, gxPdyn-p ‘s a dérivative of the nth order; here the function
z was first differentiated p times with respect to x, and then
n —p times with respect to y.
For a function of any number of variables, the higher partial
dérivatives are determined in similar fashion.
Example 1. Compute the second partial dérivatives of the function
f(x, y ) = x i y + y

Solution. We find successively


df àf
dx=2xy' W =X*+3!/i’
d(2xy) d2f _ d ( x 2 + 3y2)
J0L= 2u =2x, =2x, = 6y
dx* y ’ dxdy~ ày dy dx~ dx ’ dy2
d*z d*z
Example 2. Compute if z = y 2e*-i~x2y3-}- 1 .
dy and dy dx2
8.12 Partial Dérivatives of Higher Orders 275

Solution. We successively find

^ = y ie* + 2xy3, ^ r = y * e * + 2yi ,


S i ï =2ye*+6yi
- |= 2 ^ + 3 x V . |^ = 2^ + 6V , '
- d B ^ =2yeX+6yi

Example 3. Compute ^ f J 1 ^ if u = z2ex +y*.

Solution.

ï£=z'e*+y\ - ~ = 2 „**+*.
The natural question that arises is whether the resuit of differ-
entiating a function of several variables dépends on the order of
différentiation with respect to the different variables; in other
words, will, for instance, the following dérivatives be identically
equal:
d*f &f
3— s- and 3dydx
dxdy —3-
or
d*f (x, y, t) j d*f(x, y, t )
dxdydt d u d td x d y
and so forth. It turns out that the following theorem is true.
Theorem. I f a function z = f(x, y) and its partial dérivatives
fx> fy< fxy and flx are defined and continuous at a point M(x, y)
and in sotne neighbourhood of it, then at this point
à*f _ d*f /(. _ ,
d x d y ~ d y d x yixy~ lyx’
Proof. Consider the expression
A = [f(x + Ax, y + Ay)— f (x + Ax, y)] — [f(x, y + Ay)— f(x, y)]
If we introduce an auxiliary function <p(x) defined by
<P(x) = f(x, y + A y ) — f(x, y)
then A may be written in the form
j4 = <p(x + Ax)—<p(x)
Since it is assumed that f'x is defined in the neighbourhood of
the point (x, y), it follows that <p(x) is différentiable on the
interval [x, x-f-Ax]; but then, applying the Lagrange theorem,
we get
A = Ax<p' (x)
where x lies between x and x+A x. But
<p' (*) = fx (*. y + Ay)—fx(x, y)
18*
276 Ch. 6. Funet ions of Several Variables

Since fxu is defined in the neighbourhood of the point (x, y),


f'x is différentiable on the interval [y, y -f Ay] ; and so by applying
once again the Lagrange theorem (with respect to the variable y)
to the différence obtained, we hâve
f'x(x, y + Ay)— f'x (x, y) = Ayf’xy (x, ÿ)
where ÿ lies between y and y + Ay.
Consequently, the original expression of A is
A = AxAyf’xy{x, ÿ) (1)
Changing the places of the middle terms in the original expres­
sion for A, we get
A = [ f ( x + A x , y + A y ) — f(x, y+Ay)] — [f(x+Ax, y)— f(x, y)]
Introducing the auxiliary function
♦ (ÿ) = /(* + Ax, y)— f(x, y)
we hâve
A = ÿ ( y + Ay) — ÿ(y)
Again applying the Lagrange theorem we get
A = Ayÿ' (ÿ)
where ÿ lies between y and y + Ay. But
V (ÿ) = fy{x + Ax, y)—fy(x, y)
Again applying the Lagrange theorem, we get
f'y (x + Ax, y) — fy(x, y) = Axf’yx(x, ÿ)
where x lies between x and x + Ax.
Thus, the original expression of A may be written in the form
A = Ay Axf’yx (x, y) (2)
The left members of ( 1) and (2 ) are equal to A, therefore the
right ones are equal too; that is,
Ax Ayfxu (x, ÿ) = Ay Axfyx (x, ÿ)
whence
fxy (x> y) = flx (x , y)
Passing’ to the limit in this equality as A x —>-0 and A y—«-O,
we get
8 .Î 3 L evel S u rfa c e s 277

Since the dérivatives fxy and f y’ x are continuons at Jhe point (x, y ),
we hâve lim f"x y (x, y ) = f x y (x, y ) and lim f"y x (x, y ) = f " y x{x, y).
Ajc 0 Ax0
Aj/ -> 0 é .y -*> 0
And finally we get
fxy(x, y ) = f y x {x, y )
as required.
A corollary o! this theorem is that if the partial dérivatives
dnf d*f
d x k d y n = k and d y n - k d j ÿ are continuons, then
dnf ônf
dxk dyn~ k dyn~ k dxk

A similar theorem holds also for a function of any number of


variables.
Example 4. F in d
d^u a n d d*ua if u = e*y sin z.
dxdydz dydzdx
Solution.
du d*u
— = y e * y sin z, sin z + x y & y s \ n z = e * y ( \ + x y ) sin z
d^u du d*u
- — — - = ex y (1 ~\~xy) co s z t -3—= j xe*y sin 2 , 3—3 - = j xe*y cos 2
dxdydz dy dxdz
d* u
-e*y cos z - \ - x y e * y cos z — e xy (1 + x y ) cos 2
dydzdx"
H ence,
d*u d*u
d x d y dz d y âz dx

(also see E x a m p le s 1 a n d 2 of th is se c tio n ).

8.13 LEVEL SURFACES


In a space (x, y , z) let there be a région D in which the function
u = u(x, y, z) ( 1)
is defined. In this case we say that a scalar field is defined in the
région D. If, for example, u(x, y, z) dénotés the température at
the point M (x, y, z), then we say that a scalar field of tempéra­
tures is defined; if D is filled with a liquid or gas and u(x, y, z)
dénotés pressure, we hâve a scalar field of pressures, etc.
Consider the points of a région D in which the function u (x, y, z)
has a fixed value c:
u(x,y,z) = c (2 )
The totality of these points forms a certain surface. If a different
value of c is taken, we obtain a different surface. These surfaces
are called level surfaces.
278 Ch. 8. Fune fions of Several Variables

Example 1. Let there be given a scalar field


. x2 , y2 . za
u(x, y . *) = T + " 9 ~ + T 6
Here, the level surfaces are

4 + 9 + 16
-c
or ellipsoids with semi-axes 2 Ÿ~c, 3 Y c, 4 y c.
If the function u is a function of two variables x and y,
u = u(x, y)
then instead of level surfaces we hâve Unes on the xy-plane:
u(x, y) = c (2 ')
which are called level Unes.
If we plot values of u on the z-axis:
z = «(x, y)
the level Unes in the ;«/-plane will be projections of Unes obtained
at the intersection of the surface z = u(x, y) with the planes z=c
(Fig. 176). Knowing the level
lines, it iseasy to study the cha-
racter of the surface z = u(x, y).

Example 2 . Détermine the level lines of the function a = l —xt — yi . They


are lines with équations 1— x3— y * = c , which are (Fig. 177) cirdes with radius
y l — c. In particular, when c = 0 we get the circle xa-f-ys = l .

8.14 DIRECTIONAL DERIVATIVE


In a région D, consider the function u = u(x, y, z) and the point
M{x, y, z). Draw from M a vector S whose direction cosines are
cos a, cos p, cos y (Fig. 178). On the vector S, at a distance As
8.14 D irectional D érivative 279

from its origin, let us consider a point Af^x + Ax, y + Ay, z + Az).
Thus,
As = V Ax2 + Ay*+ Az2
We shall assume that the function u(x, y, z) is continuous and
has continuous dérivatives with respect to their arguments in the
région D.

As in Sec. 8.7, we will represent the total incrément of the


function as follows:
Au = ^ ~ A x + ^ A y + ^ A z + e1Ax + eiAy + e3Az ( 1)
where e1( e2 and e, approach zéro as As—►O. Divide ail terms of
(1) by As:
— — — — -L. c Ay | Az
As dx As ' dy As dz As ' 1 As ' 2 As e ® As ' '
It is obvious that

~ -= co sa , 4 f = C0SP* 4 r = cosV
Consequently, équation (2) may be rewritten as
= cosa + -^ c o s p + -J-cosY + e1cosa + e2cosp + eï cosv (3)

The limit of the ratio as As—*-0 is called the dérivative of


the function u = u(x, y , z) at the point (x, y, z) along the direction
of the vector S and is denoted by i.e.,
Au du
lim As ds (4)
As -► Q
280 C h . 8 . F u n e t io n s o f S e v e r a l V a r ia b le s

Thus, passing to the limit in (3), we get


du du , du o i àu /rx
i r = w cosa + -¥ cosp + -5Fcosv (5)
From formula (5) it follows that if we know the partial dérivatives
it is easy to find the dérivative along any direction S. The partial
dérivatives themselves are a particular case of a directional déri­
vative. For instance, when a = 0, P = y , Y= y> we 6 e 1
_du = _du c o s n0 +, _du c o s _j i +. _du c° s _n = _du

Example. Given a function


u = x* + y* + z*
du
Find the dérivative 3 - at the point M ( 1 , 1 , 1): (a) along the direction of
as the vector S i = 2 f+ /+ 3 lfe ; (b) along the di­
rection of the vector Si = i + j - \ ~ k .
Solution, (a) Find the direction cosines of
the vector Si.

cos a = -
^ 4+ 1+9 vu
cospa = —=1= -, cos y=
3
___
v i4 /t?
Hence,
du du du 1 du 3
dsx dx Y~\4 ày y ~ ü àz y j l
The partial dérivatives

É Ü - 2X — = 2 u — = 2 z
dx ' dy y ’ àz
at the point Af(l, 1, 1) are

(-t)»-* (§ )* = 2
Thus,
du 1 12
<fci
=2
/1 4
+ 2 « / 1 4 + 2 - yta vu
(b) Find the direction cosines of the vector S2:
1 0 1 1
cosa = — cos p = — cos v = ——
}T3 V3
Hence,
àu _ n 1 f 2 . 1 — = — = 2 v ~î
+2
àst ~ ’ / I /I V3 /Ü
12
We note here (and it wiil be needed later on) that 2 V 3 > (Fig. 179).
8.15 Gradient 281

8.15 GRADIENT
At every point of the région D, in which the function u = u (x, y, z)
is given, we détermine the vector whose projections on the coor-
dinate axes are the values of the partial dérivatives ^ ^
of this function at the appropriate point:

This vector is called the gradient of the function u(x, y, z). We


say that a vector field of gradients is defined in D. Let us now
prove the following theorem which establishes a relationship
between the gradient and the directional dérivative.
Theorem. Given a scalar field u = u(x, y, z); in this field, let
there be defined a field of gradients
„ . du . , du . , du .
grad u ^ i + ^ - j + ^ k

The dérivative ■— along the direction of some vector S is equal to


the projection of the vector gradu on the vector S.
Proof. Consider the unit vector S°, which corresponds to the
vector S:
S° = / cos a -f/c o s P + k cos y
Find the scalar product of the vectors grad u and S°:
grad« S#= -^ -c o s a + .-^ c o sp + J - c o s y (2 )
The expression on the right is the dérivative of the function
u(x, y, z) along the vector S. Hence, we can Write
gradu.$° = ~
If we designate the angle between the vectors grad u and S° by
<p (Fig. 180), we can write
| grad u | cos <p= (3)
or
Project ion S° grad u = (4)
and the theorem is proved.
This theorem gives us a clear picture of the relationship between
the gradient and the dérivative, at a given point, along any
direction. Referring to Fig. 181, construct the vector gradu at
some point M(x, y, z). Construct a sphere for which gradu is
282 Ch. 8. Functions of Several Variables

the diameter. Draw the vector S from M. Dénoté by P the


point of intersection of S with the surface of the sphere. It is
then obvious that MP = | grad u | cos q>, if <p is the angle between the
directions of the gradient and the segment MP ^here, <P< y ) . or
MP = Obviously, when the direction of the vector 5 isreversed,
the dérivative changes sign but its absolute value remains unchanged.

Let us establish certain properties of a gradient.


(1) The dérivative at a given point along the direction of the
vector S has a maximum if the direction of S coincides with that
of the gradient; this maximal value of the dérivative is equal to
|grad u|.
The truth of this assertion follows directly from (3): ^ will be
a maximum when q>= 0 , and in this case
g = |grad«|
(2) The dérivative along the direction of a vector that is perpen-
dicular to the vector grad u is zéro.
This assertion follows from formula (3). Indeed, in this case,
<p= y , cos<p = 0 and ^ = |grada|cos<p = 0

Example 1. Given the function


u = x2-\-y2 + z2
(a) Détermine the gradient at the point Af(l, 1, 1). The expression of the
gradient of this function at an arbitrary point is
grad u = 2xi + 2 y j + 2zk
Hence,
(gradu)M = 2i + 2 j + 2 k , | grad u |m = 2
(b) Détermine the dérivative of the function u at the point M ( 1, 1, 1)
along the direction of the gradient. The direction cosines of the gradient are
2 1 1 1
C O S CL = — - . . — = , C 0 s p = — = r , C O S y = — — .

VW +W +¥ 3 VHï V3
8.15 Gradient 283

And so
du_ „ 1 2 —L t = 2 V^3
^ - 27 T f 2
^3 |/~3
or
du , . .
^ = |g r .d « |

Note. If the fonction u = u(x, y) is a fonction of two variables,


then the vector
_ , du du .
&*àu = Txl + TyJ
lies in the xy-plane. We shall prove that
grad u is perpendicular to the level line
u (x, y) = c lying in the xy-plane and passing
through the corresponding point. Indeed, the
slope fcj ot the tangent to the level line
u(x, */) = cw ill equal k1= —;^4 . The slope Fig- 182
, uy
kt of the gradient is kt = ^r . Obviously, k ji2= —1. This proves our
WjC
assertion (Fig. 182). A similar property of the gradient of a fonc­
tion of three variables will be established in Sec. 9.6.

lj2
Example 2 . Détermine the gradient of the function (Fig-
at the point M (2, 4).
Solution. Here
du 0 du 2 I8
àx *L 2’ dy 3 y \M~ 3
Hence
grad« = 2 / + - | - /

The équation of the level line (Fig. 184) passing through the given point is
x2 , y2 22
284 Ch. 8. Funefions of Several Variables

8.16 TAYLOR’S FORMULA FOR A FUNCTION


OF TWO VARIABLES

Suppose we hâve a function of two variables


y)
which is continuous, together with ail its partial dérivatives up
to the (« + l) th order inclusive, in some neighbourhood of the
point M (a, b). Then, like in the case of one variable (see Sec. 4 . 6 )
represent the function of two variables as a sum of an nth degree
polynomial in powers of (x —a) and (y —b) and some remainder.
It will be shown below that for the case of n = 2 this formula has
the form
f(x , y) = A()+ D (x—a) + E (y—b)
+ ^ [ A ( x — a)2+ 2B (x— a)(y— b) + C (y— b)l] + Ri ( 1)

where the coefficients i 4 # , D, E, A, B, C are independent of x and y,


and R, is the remainder, the structure of which is similar to the
structure of the remainder in the Taylor formula for a function
of one variable.
Let us apply the Taylor formula for a function f(x, y) of the
variable y and assuming x to be constant (we shall confine ourselves
to second-order terms):
f (*. y) =
= /(* , t>) + ^ f ' y ( x , b) + {y^ f r yv(x, b) + i ^ f yyy(x, T,,) (2 )

whereri, = 6 + 0 ,(y—b), 0 < 6 j < 1 . Weexpand the functions/ (x, b),


fy (x, b), f"yy(x, b) in a Taylor's sériés in powers of (x—a), confining
ourselves to mixed dérivatives up to the third order inclusive:
f(x , b)
= f{a, b) + x- ^ f ' x (a, b) + f„(a, b) + (- ^ f ^ ( l 1, b) (3)

where i ^ x + O^x—a), 0 < 02 < 1 ;

fy(x, b) = f'y (a, 6 ) + ~ f ^ ( a , &) + *— £ / ^ ( l a, b). (4)

where l 3 = x + 0 s (x—a), 0 < 0, < 1;

rSy(x, b )= ruy(a, b ) + ^ r ' yx(i3, v (5)


where £3 = x+ 04 (x—a), (' < 04 < 1 .
8.16 Taylor's Formula for a Function of Two Variables 285

Substituting expressions (3), (4) and (5) into formula (2), we get
f(x , y) — f (a, &) + — / > , b) + i± = f r xx(a, b)
(x— a f ,£ ,,

1*2*3 >XXXV*i* u ' [îyia, b) + x— ryx(a, b)

+ (-£i=F! / ^ ( i a. *)] + (1v f [fyy(a> b) + x- r 3 fyÿx(^ *)]


i ( y — b )3 f . „ , ,
' 1-2-3 iyyv'x ' *11/
Arranging the numbers as indicated in formula (1), we get
/(*. 9) = f K b) + (x— a)fx (a, b) + (y— b)fy (a, b)
+ [(x— a Y fxx{a, b) + 2{x— a){y— b)f"xy{a, b)

+ (y—b)2flv (a, &)] + ^ - [(x—a)3f'^x(li, b)


+ 3 { x - a y { y - b ) f 'xxy(l„ b) + 3 { x - a ) (y -b )* fx;y (ls, b)
+ (y— b)* fyyy (a, r,,)] (6 )
This is Taylor's formula for n = 2 . The expression
R*= $ [ ( x - a ) 3f™ (Ix. b) + 3 ( x - a ) ' ( y - b ) fZy (g„ b)
+ 3 ( x - a ) ( y - b y f xyy(t3, b) + (y—b)3fyyy (a, r^)]
is called the remainder. Further, let us dénoté x —a = Ax, y — b = Ay,
Ap = K(Ax)2 -F(Az/)2. Transform R2:

R> = à [ w f ™ & ' Q + Z ^ K y ^ ’ b)


+ 3 ^ r - î ’xyy (is* b ) + l ^ f yyy(a, Tlj)] Ap*

Since | Ax| < Ap, | Ay\ < Ap and the third dérivatives are bounded
(this is given), the coefficient of Ap2 is bounded in the domain
under considération; let us dénoté it by a 0.
Then we can write
R* = a oAp*
In this notation, Taylor’s formula (6 ) will, for the case n = 2,
take the form
f(x , y) = f(a, b) + Axfx (a, b) -f Ayfy (a, b)
+ ± [Ax^xx (a, b) + 2AxAyfxy (a, b) + Ay%y (a, b)] + a 0Ap* (6 ')

Taylor’s formula is of a similar form for arbitrary n.


286 Ch. 8. Functions of Several Variables

8.17 MAXIMUM AND MINIMUM OF A FUNCTION


OF SEVERAL VARIABLES
Définition 1. We say that a function z = f(x , y) has a maximum
at a point Af0 (x0, t/0) (that is, when x = x0 and y = y0) if
/ ( * o. y0) > f ( x , y)
for ail points (x, y) sufficiently close to the point (x0, y0) and
different from it.
Définition 2. Quite analogously we say that a function z = /(x, y)
has a minimum at a point M0 (x0, y0) if
/(*«,. &>)< /(* . y)
for ail points (x, y) sufficiently close to the point (x0, y0) and
different from it.
The maximum and minimum of a function are called extrema
of the function; we say that a function has an extremum at a given
point if it has a maximum or minimum at the given point.
Example 1. The function
*= (* - l) * + ( y - 2 ) * - l
attains a minimum at x = l , y = 2 ; i. e., at the point (1, 2). Indeed, / ( 1, 2 ) = — 1,
and since (x— l)a and ( y — 2)2 are always positive for x ?= 1, y ^ 2, it follows that
( r - l ) H ( i / - 2) * - l > - l
that is,
f(x , y) > f ( 1, 2)
The géométrie analogy of this case is shown in Fig. 185.

-1
Fig. 185 Fig. 186

Example 2 . The function


z = - - - s i n ( x * + p*)

for x = 0, y = 0 (coordinate origin) attains a maximum (Fig. 186).


Indeed,
/( 0 . 0) = 1
8 .1 7 M a x . a n d M i n . o f a F u n c tio n o f S e v e r a l V a r i a b l e s 287

Inside the cirde x a+ y2 = —- take a point (*, y) different from the point

(0, 0). Then for 0 < x? + y 2 <


b
sin ( x 2 + y 2) > 0
and therefore
f(x, y)= j - s i n ( ^ + ÿ2) < Y

or
f ( x , y) < / (O, 0)
The définition, given above, of the maximum and minimum of
a function may be rephrased as follows.
Let x = jc0 + A.ic, y = y0+ Ay, then
/(*> y)—f(xo, y0) = f(x 0+ Ax, y0+ Ay)— f(x 0, yg) = Af
(1) » Af < 0 for ail sufficiently small incréments in the independ-
ent variables, then the function / ( x, y) reaches a maximum at the
point Af(*0, y0).
(2) If A /> 0 for ail sufficiently small incréments in the independ-
ent variables, then the function f(x, y) reaches a minimum at the
point M (x0, yg).
These formulations may be extended, without any change, to
functions of any number of variables.
Theorem 1. (Necessary Conditions for an Extremum). I f a function
z = f(x, y) attains an extremum at x = x0, y = y0 then each first
partial dérivative with respect to z either vanishes for these values
of the arguments or does not exist.
Indeed, give the variable y a definite value y = y0■ Then the
function f(x, y0) will be a function of one variable, x. Sinçe at
x = x0 it has an extremum (maximum or minimum), it follows
that (j£ )x_x is either equal to zéro or does not exist. In exactly

equal to zéro or does not exist.


This theorem is not sufficient for investigating the extremal
values of a function, but permits finding these values for cases
in which we are sure of the existence of a maximum or minimum.
Otherwise, more investigation is required.
For instance, the function z — x a— y* has dérivatives ^ = + 2 x , —2y ,
which vanish at x = 0 and y = 0. But for the given values, this function has
neither maximum nor minimum. It is equal to zéro at the origin and takes on
both positive and négative values at points arbitrarily close to the
origin. Hence, the value zéro is neither a maximum nor a minimum (Fig. 187).
288 C h . 8 . F u n c tio n s o f S e v e r a l V a r ia b le s

Points at which (or does not exist) and0 = 0 (or does


not exist) are called critical points of the function z = f( x , y). If
a function reaches an extremum at some point, then (by virtue
of Theorem 1) this can occur only at
a critical point.
For investigation of a function at
critical points, let usestablish sufficient
conditions for the extremum of a
function of two variables.
Theorem 2. Let a function f(x , y)
hâve continuous partial dérivatives up
to order three inclusive in a certain
domain containing the point Af0 (x0, y0);
in addition, let the point MQ(x„, y0)
be a critical point of the function f(x , y); that is,
à f ( x o, y0) n d f (JC0. y0) _n
dx _u ’ dy

T hen fo r x = x 0, y = y 0:
(1) / (*, y ) h as a m a x im u m i f
d*f(x0, y„) d*f(x9, y0) ( à2f (x0, y 0) \ 2 ^ » . d*f(x0, y 0) , n
dp dp \ àxdÿ ) > U anQ Si* ^ U
(2) f ( x , y ) h as a m in im u m i f
dViXo, y*) d*f(x0, y„) (d *f(x0, y*)'* n ÿo) ^ n
dP dp V àxdy ) >U a n (1 dP > U .
(3) f ( x , y ) h as n e ith e r m a x im u m n or m in im u m i f
à l f ( x o, y 0) d * f ( x 0, y 0) f d * f ( x 9, y 0) V ^ n
dx* ’ dy• ^à x d y J^
{t) i, tHen th e r e m v

or m a y n o t be a n e x tre m u m (in this case, an additional inves­


tigation is required).
Proof. Let us write the second-order Taylor formula for the
function f ( x , y ) [Formula (6 ), Sec. 8.16]. Assuming
a = x o, b — y 0, x = x<>+ A x , y = y 0 + A y ,

we will hâve
/ ( * .+ A *, y.+ Aÿ ) = I ( * . . y , ) + dl y"1 A * + * , l ) A i, +

+ -Î + a .( â p ) -
where Ap = V^Àxa + A y 2 and a 0 approaches zéro as Ap—>-0.
8.17 Max, and Min, of a Function of Several Variables im

It is given that
àf{xo , ÿ„) _ Q df (x0, y0) _ Q

dx * dy
Hence
A/ = / (*„ + Ax, y0+ Ay)— f (x0, y0)

= A*a+ 2 ^ A* Ay+ |f® Ay2 ] + a»(Ap)î ( 1)

Let us now dénoté the values of the second partial dérivatives


at the point M0(x0, y0) in terms of A, B, C:

( S ) ..- *
Dénoté by cp the angle between the direction of the segment Af0M,
where M is the point Af(x0 + Ax, y„-{-Ay), and the *-axis; then
Ax = Apcosqp, At/ = Apsin<p
Substituting these expressions into the formula for A/, we find
A /= y (Ap)2 [A cos® <p+ 2B cos <psin <p+C sin® (p + 2a 0 Ap] (2)
Suppose that A =?£=0.
Dividing and multiplying by A the expression in the brackets,
we hâve
A /= |(A p)® cos V+B sin <P)| + MC-B®)sin>9 + 2 ct(>Ap] {3)

Let us now consider four possible cases.


(1) Let AC—B* > 0, A < 0. Then in the numerator of thefraction
we hâve a sum of two nonnegative quantifies. They do not vanish
J.J
simultaneously because the first term vanishes for tan <p= —-g-,
while the second vanishes for sin<p = 0 .
If A < 0, then the fraction is a négative quantity that does not
vanish. Dénoté it by —m*; then
A/ = - | (Ap)® [—m* -f 2a0Ap]
where m is independent of Ap, a #Ap —>-0 as Ap —►0. Hence, for
sufficiently smalt Ap we hâve
A/ < 0
or
f (*0 + Ax, y0+ Ay)— f (x0, y0) < 0
But then for ail points (jc0 + Ax, y?-\-Ay) sufficiently close to
the point (x0, y0) we hâve the inequality
19— 2081
/ (x0+ Ax, y0+ A y ) < f( x t , y0)
290 Ch. 8. Functions of Several Variables

which means that at the point (x0, y0) the function attains
a maximum.
(2) Let AC— Æ2 > 0 , A > 0. Then, reasoning in the same way,
we get
A/ = — (Ap)2 [m2 + 2a0Ap]
or
f (xa+ Ax, y0+ Ay) > / (*0, y0)
that is, f(x. y) has a minimum at the point (x0, y0).
(3') Let AC—fi 2 < 0, A > 0. In this case the function has
neither a maximum nor a minimum. The function increases when
we move from the point (x0, y0) in certain directions and decreases
when we move in other directions. Indeed, when moving along
the ray <p= 0 , we hâve
A/ = ^ (Ap)2 [A + 2 a 0 Ap] > 0
When moving along this ray the function increases. But if we
A
move along a ray <p= <p0 such that tan qp0 = — g , then for A > 0
we hâve
A /= ÿ(A p) 2 J ^ = ^ * s i n 2 <p0 + 2a(, Apj < 0
When moving along this ray the function decreases.
(3") Let AC—Bi < 0 , A < 0. Here the function again has neither
a maximum nor a minimum. The investigation is conducted in the
same way as for 3'.
(3'") Let AC— fi2 < 0 , 4 = 0. Then B ^ 0 , and (2) may be
rewritten as follows:
Af = y (Ap)2 [sin <p (2B cos <p+ C sin <p) + 2a 0Ap]
For sufficiently small values of <p the expression in the parenthèses
retains its sign, since it is close to 2 B, while the factor sin<p
changes sign depending on whether <p is greater or less than zéro
(after the choice of q>> 0 and <p < 0 we can take p so small that
2 a 0 will not change the sign of the whole square bracket). Conse-
quently, in this case, too, Af changes sign for different <p, that
is, for different Ax and Ay; hence, in this case too there is neither
a maximum nor a minimum.
Thus, no matter what the sign of A we always hâve the follow-
ing situation:
If AC—B 2 < 0 at the point (x0, y0), then the function has nei­
ther a maximum nor a minimum at this point. In this case, the
surface, which serves as a graph of the function, can, near this
8.17 Max. and Min. of a Function of Several Variables 291

point, hâve, say, the shape of a saddle (see Fig. 187). The func­
tion at this point is said to hâve a minimax.
(4) Let AC—i-Æ2 = 0. In this case, by formulas (2) and (3), it
is impossible to : décidé about the sign of *Af. For instance, when
A 0 we will hâve
(A cas <p+ Æsin <p)2
A/=ÿ(Ap)* A
When <p= arctan ^ t h e sign of Af is determined by the sign
of 2 a 0; here, a spécial additional investigation is required (for
example, with the aid of a higher-order Taylor formula or in some
other way). Thus, Theorem 2 is fully proved.
Example 3. Test the following function for maximum and minimum:
z = x2—xy + y 2+ 3 x — 2 y + 1
Solution. (1) Find the critical points

g -2 ,- ,+ 3 . « + S » -2
Solving the System of équations
2x— y + 3 = 0 1
—* + 2y — 2 = 0 f
we get

(2) Find the second-order dérivatives at the critical


and détermine the character of the critical point:
â2z d2z
A = tdx2
4==2, £ = d—
xdy
iâ42z =
= - - 1, C = dy2 2
A C — B2 = 2-2— ( — l)a = 3 > 0

Thus, at the J the given function has a minimum, namely

2m i n 3

Example 4. Test for maximum and minimum the function z = x?-{-y3— 3xy.
Solution. ( 1) Find the critical points using the necessary conditions of an
extremum;
dz_
= 3 x 2— 3y = 0
dx
dz
= 3 y 2— 3x = 0
dÿ
Whence we get two critical points:
* i = l , y i = l and #t =0, 0
292 Ch. 8. Functions of Several Variables

(2) Find the second-order dérivatives:


à2z d2z d2z
3.
dx2~ bX' dxdy~ dy2
(3) Investigate the character of the first critical point:

y= \ y= 1 y=\
AC — i3a = 36—9 = 27 > 0, A> 0
Hence, at the point (1,1) the given function has a minimum, namely:
*min = — 1
(4) Investigate the character of the second critical point M2 (0, 0):
A = 0, B = — 3, C = 0, AC — B2= — 9 < 0
Hence, at the second critical point the function has neither a maximum nor
a minimum (minimax).
Exam ple 5. Décomposé a given positive number a into three positive terms
so that their product is a maximum.
Solution. Dénoté the first tenn by xt the second by y\ then the third will
be a — x — y. The product of these terms is
u = x - y ( a —x — y)

It is given that x > 0 , y > 0 , a — x — y > 0 , that is, x + y < a, u > 0. Hence,
x and y can assume values in the domain bouüded by the straight lines x = 0t
y = 0. x + y = a .
Find the partial dérivatives of the function u:

f= y(a -2 x -y)
du , _ .
-= x (a -2 y-x )

Equating the dérivatives to zéro, we get a System of équations:


y (a— 2x— y) = 0, x (a— 2 y — x) = 0

Solving this System, we get the critical points:


*i = 0 , y x= 0 , AfifO, 0 )
*a = 0, y%= ay M 2 (0 , a)
x9 — at y 9= 0 , M 8 (a, 0 )
a a .. ( a a\
*4—3 » 1/4—3 * ^4 3 » 3 J
The first three points Me on the boundary of the région, the last one, inside.
On the boundary of the région, the function u is equal to zéro, while inside
it is positive; consequently, at the point j , the function u has
mum (since it is the only extremal point inside the triangle).
t The maximum
value of the product
_ û û / a
« w a x - j 3 \i a _ ‘3 ~ ' 3 i/ — 27
8.Î8 Conditional Maxima and Minima 293

Investigate the character of the critical points using the sufficiency condi­
tions. Find the second partial dérivatives of the function u:
d 2u d * u
= a — 2x— 2yt = — 2 jc
dx2 y' d x d y d y 2

At the point A M 0 , 0 ) we hâve A = ^ = 0 , B = J^ = a, C = |ii= 0


AC— B2 = — a2 < 0 . Hence, at the point Afi there is neither a maximum nor
d * u d 2u
a minimum. At the point Af2 (0, a) we hâve A = - ^ = — 2 a, ^ = — a,

C AC— B2 = — a2 < 0. Which means that at the point M2 there is nei­


ther a maximum nor a minimum. At the point M 3 (a, 0) we hâve A = 0, B = — a,
C = — 2 a, AC— B2 = — a2 < 0 . At Af3 too there is neither a maximum nor a
minimum. At the point we have ^ — y » B = —y , C = — y ,
4a2 a2
AC— ------g- > 0 , A < 0. Hence, at M 4 we hâve a maximum.

Note. The theory of maxima and minima of a function of se


veral variables serves as the basis for a method of obtaining for
mulas for representing functional relationships on the basis of
experimental findings. This problem is examined in Sec. 8.19.

8.18 MAXIMUM AND MINIMUM OF A FUNCTION OF SEVERAL


VARIABLES RELATED BY GIVEN EQUATIONS
(CONDITIONAL MAXIMA AND MINIMA)
In many problems on maxima and minima, one has to find
the extrema of a function of several variables that are not inde-
pendent, but are related to one another by side conditions (for
example, they must satisfy given équations).
By way of illustration let us consider the following problem.
Using a piece of tin 2a in area it is required to build a closed
box in the form of a parallelepiped of maximum volume.
Dénoté the length, width and height of the box by x, y , and z.
The problem reduces to finding the maximum of the function
v = xyz

provided that 2xy + 2xz + 2yz = 2a. The problem here deals with
a conditional extremum: the variables x, y , z are restricted by the
condition that 2xy + 2xz + 2yz = 2a. In this section we shall con­
sider methods of solving such problems.
Let us first consider the question of the conditional extremum
of a function of two variables if these variables are restricted by
a single condition.
294 Ch. 8. Functions of Several Variables

Let it be required to find the maxima and minima of the func-


tion
u = f ( x ,y ) ( 1)
with the proviso that x and y are connected by the équation
<P(*. ÿ) = 0 (2)

Given condition (2), of the two variables x and y there will be


only one which is independent (for instance, x) since y is defined
from (2) as a function of x. If we solved équation (2) for y and
put into ( 1) the expression found in place of y, we would obtain
a function of one variable, x , and would reduce the problem to
one that would involve testing for maximum and minimum a func­
tion of one independent variable, x.
But the problem may be solved without solving équation (2)
for x or y. For those values of x at which the function u can hâve
a maximum or minimum, the dérivative of u with respect to x
should vanish.
From (1) we find ^ , remembering that y is a function of x:
du_df . df_ dy
dx dx~'’dydx

Hence, at the points of the extremum

âx^dydx~v (3)

From équation (2) we find


ajp ,
dx ^ â y d x ~ u (4)

This équation is satisfied for ail x and y that satisfy équation (2)
(see Sec. 8.11).
Multiplying the terms of (4) by an (as yet) undetermined coef­
ficient X, and adding them to the correspond ing terms of (3), we
hâve
(V ,V d y\ , i ( d<p , <9<p n
+ + d ÿ à x ) ~ l}
or
(!+ * £ )+ (!+ > •!) ! M <»
The latter équation is fulfilled at ail extremum points. Choose A,
such that for the values of x and y which correspond to the extre-
8.18 Conditional Maxima and Minlma 295

mum of the function u, the second parenthèses in (5) should


vanish: *

But then, for these values of x and y, from (5) we hâve

It thus turns out that at the extremum ' points three équations
(in three unknowns x, y, A,) are satisfied:

(6)

<p(*. y ) = o j
From these équations détermine x, y, and A; the latter only played
an auxiliary rôle and will not be needed any more.
From this conclusion it follows that équations (6 ) are necessa-
ry conditions of a conditional extremum; or équations (6 ) are sa­
tisfied at the extremum points. But there will not be a conditional
extremum for every x and y (and A) that satisfy équations (6 ).
A supplementary investigation of the nature of the critical point
is required. In the solution of concrète problems it is sometimes
possible to establish the character of the critical point from the
statement of the problem. It will be noted that the left-hand sides
of équations (6 ) are partial dérivatives of the function
F(x, y, A) = /(*, y) + A<p(x, y) (7 )

with respect to the variables x, y and A.


Thus, in order to find the values of x and y which satisfy con­
dition (2 ), for which the function u —f(x , y) can hâve a condi­
tional maximum or a conditional minimum, one has to construct
an auxiliary function, (7), equate to zéro its dérivatives with re­
spect to x, y, and A, and from the three équations (6 ) thus
obtained détermine the sought-for x, y (and the auxiliary factor A).
The foregoing method can be extended to a study of the condi­
tional extremum of a function of any number of variables.
Let it be required to find the maxima and minima of a function
of n variables, u = f (xx, xt, . . . . xn), provided that the variables
• For the sake of definiteness, we shall assume that at the critical points
296 Ch. 8. Funclions of Several Variables

xi, jc8, . xn are connected by m (m < n ) équations:


*Pl C^l* *2» ••• » %n) = 0
<M*.. ........... *«) = o l ^

<P« (*1> * ................ Xn) = 0


In order to find the values of x lt xif . . . , xn, for which there
may be conditional maxima and minima, one has to form the
function
F(x„ x.......... xn, Xlt . . . . K ) = f(* i......... + •• *n)
+ X2<P2(X,, X„) - f • • • + Xm<pra (Xlt . . *»)
equate to zéro its partial dérivatives with respect to xlt xt, .. x„:
<?<Pi d<Pm
fit. T
dxx AU fcT
à*i - ' • + Km dxi
Ar. — U

(9)

ÊL = 0
dx„ + XZ + màxn
and from the m + n équations (8 ) and (9) détermine xlt xit ...,x „
and the auxiliary unknowns Xlt Xm. Just as in the case of a
function of two variables, we shall, in the general case, leave
undecided the question of whether the function, for the values
found, has a maximum or a minimum or has neither. We will dé­
cidé this matter on the basis of additional reasoning.
Example 1 . Let us return to the problem formulated at the beginning of
this section: to find the maximum of the function
v — xyz
provided that
xy + x z + y z — a = 0 (x > 0, y > Q, z ^ 0) ( 10)
We form the auxiliary function
F (x, y, k) = xyz + k (x y + xz + y z —a)
We find its partial dérivatives and equate them to zéro:
y g + k ( y + z) = 0 \
xz+ A ,(x+z) = 0 L (M )
xy + k ( x + y ) = 0]

The problem reduces to solving a System of four équations (10) and ( il)
in four unknowns (x, y t z and X). To solve this System, multiply the first of
équations ( 11 ) by x, the second by y , the third by z, and add; taking ( 10 )
into account, we find that k = P u t t i n g this value of k into équations
8.18 Conditional Maxima and Muama 291

( 11 ) we get
^ [ i - g <«/+*)] = °

» [ | - â (x+z)] = °

= °

Since it is évident from the statement of the problem that x, y, z are diffe­
rent from zéro, we get from the latter équations

i (y+ *)= 1’ ï (*+*) = l - i <x + * ) = 1


From the first two équations we find x = y, from the second and third équa­
tions, y = z. But then from équation (10) we get x = y = z = " j/^ ~ .
This is the only System of values of x, y and r, for which there can be a
maximum or a minimum.
It can be proved that the solution obtained yields a maximum. Inciden-
tally, this is also évident from geometrical reasoning (the statement of the
problem indicates that the volume of the box cannot be big without bound;
it is therefore natural to expect that for some definite values of the si des the
volume will be a maximum).
Thus, for the volume of the box to be a maximum, the box must be a
cube, an edge of which is equal to
Example 2. Détermine the maximum value of the nth root of a product of
numbers xx% x2, . . . , xn provided that their sum is equal to a given number a .
Thus, the problem is stated as follows: it is required to find the maximum of
the function u — xx. . . x n on the condition that
xi + xt + . . . + x n — a = 0 (xx > 0 , x2 > 0 ..................> 0 ) ( 12 )
Form an auxiliary function:

^ (* 1 ....... xtt’ * - ) = V + a)
Find its partial dérivatives:
= _L *t*»- -*n + x = — - + X = 0 or u = -n X * !
*t n n~ 1 1 n xx 1 1
(xx . . rX n ) n
F' = i - — = 0 or u = — nkx2
X* n x 2

F’ = — ~ 4 - X = 0 or u = — nkxn
xn n xn^
From the foregoing équations we find
xx = x2= . . . = x n
and from équation ( 12 ) we hâve
a
xl = x2= . . . = x „ = j
298 Ch. 8. Functions of Several Variables

By the meaning of the problem these values yield a maximum of the func-
tion y /^x1. . xn equal to ü . .
n
Thus, for any positive numbers xit x2, connected by the relation-
ship *i + *2+ • • • + x n = a, the inequality

(13)

is fulfiüed (since it has already been proved that ^ is the maximum of this
function). Now substituting into (13) the value of a obtained from (12),
we get

This inequality holds for ail positive numbers xlt xt , . . . . xn. The expression
on the left-hand side of (14) is called the géométrie mean of these numbers.
Thus, the géométrie mean of several positive numbers is not greater than their
arithmetic mean.

8.19 OBTAIN1NG A FUNCTION ON THE BASIS OF EXPERIMENTAL


DATA BY THE METHOD OF LEAST SQUARES
Suppose that in an experiment it is required' to establish afunc-
tional relationship between y and x :
ÿ=<pW ( 1)
The experiment, let us say, has yielded n values of the function
y for corresponding values of the argument. The results are tabu-
lated as follows:

X X1 Xi ... xn

y yi ya yn

The form of the function x = <p(x) is obtained either from theore-


tical reasoning or on the basis of how the points corresponding to
the experimentally found values (we will call them experimental
points) are located on a coordinate plane. Let us suppose that the
experimental points are located as shown in Fig. 188. Since expe­
rimental errors are almost inévitable, it is natural to suppose that
the desired function y = tp(x) may be sought in the form of a
linear function y — ax-\-b.
If the experimental points are located as in Fig. 189, it is na­
tural to seek the function r/ = <p(x) in the form y — a x and so
forth.
8.19 The Method of Least Squares 299

For the chosen form of function t/ = <p(x, a, b, c, . . . ) it re­


mains to select the parameters a, b, c, . . . so that the function
describes the process at hand in the best possible fashion.
A widely used method for solving this problem is the method
of least squares. It consists in the following. We consider the sum

of the squares of the différences between the experimentally obtai-


ned values yt and the function <p(x, a, b, c, . . . ) at the approp-
riate points:
n
S (a, b, c, . . . ) = 2 [ ÿ / - Ç ( ^ . a, b, c, ...)]* (2)

We choose the parameters a, b, c, . . . so that this sum is a


minimum:
n
s (a, b, c, . . . ) = 2 [yi— v ( xf a> b, c, , . . ) ] a = min (3)

The problem thus reduces to finding the values of the parameters


a, b, c, . . . for which the function S(a, b, c, . : . ) is a minimum.
From Theorem 1, Sec. 8.17, it follows that these values a. b,
c, . . . satisfy the System of équations

da
= 0
u’
—=
db
0
u>

de
= 0
u’ ••• (4)
or, expanded,

S [yt— a. b, c, . . . ) ] d<p(Xi' a'à b’ c‘ " ) = 0


1=1
dq> (xi, a, b, c, . . . )
Z <p(x„ a, b, c, db
0
1=I (5)

Z [yi — 9i*b a< b, c, c■ =0


i= l
300 Ch. 8. Functions of Several Variables

Here, the number of équations equals the number of unknowns.


In each instance, an investigation is made of the existence of a
solution to the System of équations (5) and of the existence of a
minimum of the function S (a, b, c, ... ) .
We consider some cases in determining the function y =
= <p(x, a, b, c, ...) .
I. Let y = ax + b. The function 5 (a, b) inthiscase is of the form
[see expression (2 )]
S (a, b) = J j [Ut — iaXi + b))' (6 )

This is a function in two variables a and b (*,- and yt are given


numbers; see table on page 298). Hence,
n

= —2 £ [ÿt—(axi + b)]xi=0
i= 1
n

§£■■= ~ 2 X •+& )]= o


1=1 >
The System of équations (5) then becomes
n n n \
2 yiXi— a 2 Xj — b 2 xt = 0
(=1 (=1 /=!
« n f (7)
2 V i — a 2 Xt— bn = 0
t=î i=\ /
We hâve a System of two linear équations in two unknowns a
and b. It is obvious that the System has a definite solution and
that for the values a and b thus found the function S (a, b) has
a minimum.*
II. For the approximating function we take the quadratic tri-
nom ial
y = ax* -(- bx -f- c

* This is also readilv established on the basis of sufficient conditions (see


Theorem 2 , Sec. 8.17). Indeed, here

^ =2 Y xt y iXi> d2S = 2/i


da2
/= 1 àadb 1
/= I W
and so

d*S
=4 21 <*/—*/)* > °> >0
da* db* \d a d b j da*
t<J
SJ9 The Method of Least Squares 301

Then expression (2 ) has the form

S (a, b, c) = 2 [ÿi — (axf + fo, + c) ] 2 (8 )

This is a function of three variables a, b, c. The System of équa­


tions (5) assumes the form
n
23 [yi— (axf + bXi + c)]x1 = 0
n
23 [y,- — ( a x j + bXj + c)] Xi = 0 >
n
23 [Ui —(axf + bxi + c)] = 0

or, expanded,
n n n n
2 ÿiXf— a 2 xf — b 2 x f — c 2 ^ = 0
/=i /= i <=i i=î
n n n n
23 ÿiXi— a 2 xf — b 2 x f — c 2 Xi = 0 l (9)
i= l i= 1 i= 1 /= 1 V1
n n n
2 üi—a 2 xJ—b 2 xi— cn = 0
i=i 1=1 i=i

We obtain a System of linear équations for determining the


unknowns a, 6 , c. From the nature of the problem it follows that
the System has a definite solution and that for the values a, 6 , c
obtained, the function S (a, b, c) is a minimum.
Example. Suppose an experiment yields four values of the desired function
y = <p(*) for four values of the argument (n = 4), which are tabulated as follows:

. 2 3 5
'1
y 3 4 2.5 0.5

We seek the function <p in the form of a linear function y = ax-\-bt and set up
the expression for S (at b):
4
S (a. b) = 2 lw - («/ + »)]*
is 1
302 Ch. 8. Functions of Severat Variables

To set up System (7) in order to déter­


mine the coefficients a and b we first
compute
4 4
2 i w = 2 i, 2 * * = 39
<=i
23*/“ H. i] y /= io
i=l (=1
System (2) has the form
21 — 39a— 116 = 0 \
1 0 — l i a — 46 = 0 J

Solving this System, we get a and b:


a = —26/35, 6=159/35; The desired straight line (Fig. 190) is
26 . 159
y~ 3 5 * + 35

8.20 SINGULAR POINTS OF A CURVE


The concept of a partial dérivative is used in investigating
curves.
Let a curve be given by the équation
F(x, y) — 0
The slope of the tangent to the curve is determined from the
formula
dF_
dy _ dx
dx~ dF_
dy
(see Sec. 8.11).
If at a given point M(x, y) of the curve under considération,
dF dF
at least one of the partial dérivatives — and - - does not vanish,
then at this point either ^ or ^ is completely determined. The
curve F(x, y) = 0 has a very definite tangent line at this point.
In this case, the point M(x, y) is called an ordinary point.
But if at some point Af0 (*0, y0) we hâve

(§).„-<* -
y= y.
(S U - y= y.

then the slope of the tangent becomes indeterminate.


Définition. If at the point Af0(*0, y0) of the curve F (x, y) = 0,
dF dF
both partial dérivatives and vanish, then such a point is cal-
8.20 Singular Points of a Curve 303

led a singular point of the curve. Thus, a singular point of a curve


is defined by the System of équations
dF_
F = 0, dy
0

Naturally, not every curve has singular points. For example,


for the ellipse
£ + ü L _ i = 0,
à* • 6* 1
obviously,
dF __2x_ dF__ 2y
f (x , y ) = £ + £ - 1 . dx a* ’ dy~ P
dF dF
the dérivatives ^ and vanish only when x = 0 , y —0 , but these
values of x and y do not satisfy the équation of the ellipse.
Consequently, the ellipse does not hâve any singular points.
Without undertaking a detailed investigation of the behaviour
of a curve near a singular point, let us examine some examples
of curves that hâve singular points.
Example 1. Investigate the singular points of the eurve
y*—x ( x —a ) * = 0 (a > 0 )
Solution. Here, F (x, y) — yt —x ( x —à f and therefore

§ = (x -a )(a -3 x ). ” =2y

Solving.the three équations simultaneously,

§ .o .
we find the only System of values of x and y that satisfies them:
x0= a t y Q= 0
Gjnsequently, the point Af0 (a, 0 ) is a singular point of the curve.
Let us investigate the behâviour of the curve near the singular point and
then construct the curve.
Rewrite the équation in the form
y= ± (x— a) Y~X
From this formula it follows that the curve: (1) is defined only for
(2) is symmetrical about the x-axis; (3) cuts the x-axis at the points (0, 0) and
(a, 0). The latter point is singular, as we hâve pointed out.
Let us first examine that J>art of the curve which corresponds to the plus
sign:
y = ( x — a) Ÿ~x
Find the first and second dérivatives of y with respect to x:
, 3 x —a 0 3x + û
y ~ 2 Y~X ' y ~4x vu
304 Ch. 8. Functions of Several Variables

For x = 0 we hâve y' — oo. Thus, the curve touches the 0 -axis at the origin.
For x = - j we hâve */' = 0, y" > 0, which means that for x = -g - the function
y has a minimum:
2a
y t
On the interval 0 < x < a we hâve y < 0; for x > y' > 0 ; as x — >*00 y —►« .
For x = a we hâve y ' = which means that at the singular point Af0 (at 0)
the branch of the curve y = -j-(x—a) Y x has a tangent
y = V~a (x— a)
Since the second branch of the curve y = — (x — a) V~x is symmetrical with
the first about the x-axis, the curve has also a second tangent (to the second
branch) at the singular point
y = — V ~ â(x— a)
The curve passes through the singular point cwice. Such a point is called a
nodal point.
The foregoing curve is shown in Fig. 191.

Example 2 . Test for singular points the curve (semicubical parabola)


y*— x3 = 0
Solution. The coordinates of the singular points are determined from the
following set of équations:
y 2— x3 = 0, 3x2 = 0, 2y = 0
Consequently, Afo (0, 0) is a singular point.
Let us rewrite the given équation as
y = ±
8.20 Singular Points of a Curve 305

To construct the curve let us first investigate the branch to which the plus
sign in the équation corresponds, since the branch of the curve correspond]'ng
to the minus sign is symmetric with the first about the x-axis.
The function y is defined only for x^sO, it is nonnegative and increases
as x increases. #
Let us find the first and second dérivatives of the function y = |^x®:
3 1
y'= V
4 \T x

For x = 0 we hâve y = 0, y ' = 0. And so the given branch of the curve has a
tangent y = 0 at the origin. The second branch of the curve y — — V 'x3 also
passes through the origin and has the same tangent y = 0. Thus, two different
branches of the curve meet at the origin, hâve the same tangent, and are situ-
ated on different sides of the tangent. This kind of singular point is called a
cusp of the first kind (Fig. 192).
Note. The curve y 2—x®= 0 may be regarded as a limiting case of the curve
y2 = x ( x —a)2 = 0 (considered in Example 1) as a — ►O; that is, when the loop
of the curve is contracted into a point.
Example 3. Investigate the curve (y— x2)2—xb = 0.
Solution. The coordinates of the singular points are defined by the following
set of équations:
—4x (y — xa) — 5x4 = 0, 2 (y — x2) = 0

which has only one solution: x = 0, y — 0. Hence, the origin is a singular point.
Rewrite the given équation in the form

y = X* ± K * *

From this équation it follows that x can take on values from 0 to + o o .


Let us détermine the first and second dérivatives:

y ’= 2 x ± J y~ & , ÿ '= 2 i j Ÿ~x

Investigate, separately, the branches of the curve corresponding to plus and


minus. In both cases, when x = G we hâve y = 0, y ' = 0, which means that for
both branches the x-axis is a tangent.
Let us first consi der the branch
y= X *+ VU*

As x increases from 0 to oo, y increases from 0 to oo.


The second branch
y = x*— V *

cuts the x-axis at the points (0 , 0 ) and ( 1 , 0 ).


16 >—
For x = 2 g the function y = x2— y & has a maximum. If x —►+ » , then
y —► —oo.
Thus, in this case the two branches of the curve meet at the origin; both
branches hâve the same tangent and are situated on the same side of the tan-

20—2081
306 Ch. 8. Functions of Seueral Variables

gent near the point of tangency. This kind of singular point is called a cusp
of the second kind. The graph of this function is shown in Fig. 193.
Example 4. Investigate the curve y 2 — jc4 + jc6 = 0.
Solution. The origin is a singular point. To investigate the curve near this
point rewrite the équation of the curve
in the form
y = ± X* y l - x J
Since the équation of the curve con-
tains only even powers of the variables,

the curve is symmetric about the coordinate axes and, consequently, it is suf-
ficient to investigate that part of the curve which corresponds to the positive
values of x and y. From the latter équation it follows that x can vary over
the interval from 0 to 1, that is, O ^ x s ^ l .
Let us compute the first dérivative for that branch of the curve which is
a graph of the function y = + * 2 ÿ 1 — x2:
, _ x(2 — 3x2)
y VT=T*
For x = 0 we hâve y = 0, y' = 0. Thus, the curve touches the *-axis at the
origin.
For x = l we hâve y = 0, y ' = oo; consequently, at the point (1, 0) the tan­
gent is parallel to the y-axis. For x = VJ the function has a maximum
(Fig. 194).
At the origin (at the singular point) the two branches of the curve corres-
ponding to plus and minus in front of the radical sign are mutually tangent.
A singular point of this kind is called a point of osculation (also known as
tacnode or double cusp).
Example 5. Investigate the curve
y2— *2 (x— 1) = 0
Solution. Let us Write the System of équations defining the singular points:
y2— x2 (x — 1) = 0
— 3 x2 + 2 jc = 0 , 2 y = 0

This System has the solution '* = 0, y = 0. Therefore, the point (0, 0) is a
singular point of the curve. Let us rewrite the given équation in the form
y = ± x Y x — 1 . It is obvious that x can vary from 1 to -J-oo and also take
the value 0 (in which case y = 0 )f
Exercises on Chapter S 307

Let us investigate the branch of the curve corres-


ponding to the plus sign in front of the radical. As x
increases from 1 to oo, y increases from 0 to oo. The
dérivative #
3x—2
y ~2 V x = ï
When x = l we hâve y' = oo; hence, at the point
( 1 , 0 ) the tangent is parallel to the y-axis.
The second brancn of the curve corresponding to
the minus sign is symmetric with the first about the
x-axis.
The point (0, 0) has coordinates that satisfy the
équation and, consequently, belongs to the curve, but
near it there are no other points of the curve (Fig. 195).
This kind of singular point is called an isolated sin-
gular point.
Fig. 195
Exercises on Chapter 8
Find the partial dérivatives of the following functions:
1. z = x 2 sin 2 y. Ans. g ^ = 2 x sin 2 y, ~ = x a s in 2 y. z= Ans.
du
— = y ^ x v * - 1, j j = xv * -2 y ln x . 3. u = ex*+y*+*. Ans. %-=2xe**+**+**,
dx
du
^ = 2ye**+v'+z\ = 2ze*t +vt + f‘.
4. u = Y x 2 + y a + z 2. Ans. ^ =
ày * dz
dz dz
5. z = arctan (xy). Ans.
V x*+ y2+ za dx~ 1 -f- x 2ya ’ dy l + x 2y2 *
dz __ —y dz y X2+ y 2__x
6. z = arctan — . Ans. 7. z = ln
x dx x 2 + y 2 ’ dy x 2 + y2 * Vrxa + ya+ x
dz 2x — — d 1 —
Ans. * ° - ^______ . 8 . u = e y + e y . A n s . ^ = — e y ,
dx' V * + y %' dy' y V * + v ' dx y
Z
____L T L u du- 1 JT - d*
dy~ y*e ~y*e T z~Je - 9. z = arcsin (x+*/)-
1 dz
= rr—. 10 . z = arctan ] / " xi ___ .
Ans.
dz
r = — ______ ,
V l-(* + y )a ~dÿ V x 2 + ya àx x y^x4— y 4
dz —y
dy y x4 — y 4
Find the total differentials of the following functions:
11 . z = x 2 + x y a + sin y. Ans. d z = ( 2 x + y a) d x -f( 2 xy + cos y) dy. 12 . z = ln(xy)
dx , dy
i4ns. dz = - 13. z = ex i+ y*. Ans. dz = 2ex t +yl (x dx-\-y dy). 14. u =
x y
3dx
= tan (3x— y ) + 6 y +z. Ans. du = — , f ------.-pey+^inô^x
1
cos 2 (3x = « + ( ■ cos 2 (3x— y) 1 J
y dx— x dy
Xdy + 6 ^ +z ln 6 dz. 15. w = arcsin — . j4/is . da;= ,______
y \y\
20
308 Ch. 8. Functions of Severat Variables

16. Evaluate /*(2, 3) and f'y (2, 3) if /( x , y) = x 2 + y8. Ans. /* ( 2 , 3) = 4 ,


f y ( 2. 3) = 27.
17. Evaluate df (x, y) for x = 1, ÿ —0, d x = ÿ , dÿ=-^- if /(* . y) =

= V xt +yt. Ans.-j-
18. Set up a formula which, for small absolute values of the quantities x , y
\+ x
and z , yields an approximate expression for i4ns.l +
(1 +ÿ) (1 +*)
+ ~2 (*—y—*)■
19. Do the sa me for
Y TT ÿ j â - Ans- l + y (* ~ !/- 2)'
20. Find — and if z = u + v2t u = x2 + s\n y, u = ln ( x + y ) . Ans.

-* —2x 1 2 ln(X+y) d z -cocu I 2 ln(x+y)


d x - 1X^ 1 x + y 9 d y - C0 Sy + Z x + y *
dz 1
21. Find if z= 1/ , u = — cos x, v = cos x. i4ns.
dx
dx r 1+ i/
2 cosa —

22. Find and ^ if z = e“ -* v, a = sin x , u = x 3 + y2. Ans. ^ ==eI,~ 2Vx

X (cos jc— 6 xa), —j - = e u~2v (0 -2 * 2 y ) = — 4yeP~2V, w heresinx and x®+ y 2 hâve


to be substituted for u and v.
23. Find the total dérivatives of the given functions: z = arcsin (u + v),
u = sin x c o s a ,u = co sx sin a . Ans. ^ = 1 if 2kn— < x + a < 2kn + ^ , -J- =
dx 2 2 dx
= — 1 if 2k n + ^ < x + a < ( 2 f c + l ) j i - f y . 24. u = € » y = d sin x ,
du dz
z = cosx. Ans. — = e«*sin x. 25. z = ln (1 — x4), x = \ sin 0. i4ns. -gg- ==
= — 2 tan 0 .
Find the dérivatives of implicit functions of x given by the following équa­
tions:
dy b2 x dy b2 x
26. — jr-j- —s— 1 = 0. Ans. Wv . 27. ^ - - ^ A2
. = = 1 . Ans. ?Wr = ^/i2r w -
a/ï*
9 1• /î*
P dx a/»2
9 yu a55 6 * dx a» (/
d y _ y x y ~ 1— y * \ n y „A a -,
28. y* = x*. Ans. . 29. sin (xy)— exy —xt y = 0 . Ans.
dx x y * - 1— x-Mnx
y|cos(xy)— — 2x] x2 . u2 . z2 , . dz . dz - dz
“ * [*+«*•>’— cos (xy)) • 30- •3 F + Jg r + T mml' find â i and Ty • Ans.
c2x dz c2y . A . . dw; , da> . du; cos 2 ou;
— ---- ô - , -3 —= — 7ô— . 31. u — v tan aw = 0, find and -3 — . y4ns.
û2z dy ^z du ov du av
dw sin 2
. 32. a* + — = V y * - z *, show thaï x» | ? + i ^ = — . 33. — =
dv ‘ 2av x dx 1 y dy z x
~ ^ • sh°w that x ^ - f - y ^ - —*• no matfer what the différentiable func-
tion p. x y
Exercises on Chapter 8 309

Compute the second partial dérivatives:


34. z = x3— 4xi y-\-b yi . Ans.— = 6 x — 8y, — j = 8x * i - = 10.
8 ’ dy* '

35. z = ex ln y + sin y ln x. Ans.


dH :e x in y ^S Ü U L
d2z
_____ .
ex , cos y
y x2 ' dxdy
d*z e* . .
— = - — - s m » \ n x.
d2u | d2u . d2u
36. Prove that if u =
}Tx2 + y 2 + z2
, then
’dx2 + l ÿ 2 + ~àl2 =0 .
d2z , d2z 0 dz
37. Prove that if z = *--/ , then x - 3-»
x+y dx2 ’ y dxdy~~2 dx #
d2z d2z
38. Prove that if z = ln (x2-\-y2), then
da2 d2z
39. Prove that if z = y (y + ax)-\~yf> ( y — ax), then for any
twice différentiable y and rp.
40. Find the dérivative of the function 2 = 3xi — xy + y5 at the point A f ( l , 2 )
11
in the direction that makes an angle of 60° with the*-axis. Ans. 5 H------^— .
41. Find the dérivative of the function z = 5jc2 — 3x— y — 1 at the point
47
M (2, 1) in the direction from this point to the point N (5, 5). Ans. -=- = 9.4.
o
42. Find the dérivative of the function / (x, y) in the direction of: (1) the
1 (d f df
bisector of the quadrantal angle Oxy. Ans. ■^ ; (2 ) the négative
Ÿ~2 \ d x ' d y
. Ans.
jc-axis. >1 — df
dx
43. f ( x t y) = x?-\-3x2-\-4xy-\-y2. Show that at the point M the
dérivative in any direction is equal to zéro (the “function is stationary”).
44. Of ail. triangles with the same perimeter 2p, détermine the triangle with
greatest area. Ans. Equilatéral triangle.
45. Find a rectangular parailelepiped_of greatest volume for a given total
surface S. Ans. A cube with edge
/ ? •
46. Find the distance between two straight lines in space whose équations
are j 1— y2 — z Ji L—- J, L—- L| • Ans.
Ans J 2- l .

Test for maximum and minimum the functions:


47. z = x3y 2(a —x — y). Ans. Maximum z at x — — , y = ^r .
Z o
48. z = x24-xy-\~ y 2- 1—!—1— . Ans. Minimum 2 at x = v = t - t = - .
1 x T y * 3 /3

49. 2 = sin je+ sin y + sin ( x + y ) , 0 < , y < ~ J . Ans. Maximum

2 at x = y = y .
310 Ch. 8. Functions of Several Variables

50. z = sin *sin y sin ( x + y ) Ans. Maximum z at

Find the singular points of the following curves, investigate their character
and form équations of the tangents at these points:
51. jp-{-y3— 3axy = 0. Ans. Afo (0, 0) is a node, Jt = 0, y — 0 are the équa­
tions of the tangents.
52. a4y 2 = x*(a 2 — x2). Ans. A double cusp at the origin, the double tangent
y 2= 0.
jf3
53. y 2— 2a _x ' ^ ns‘ 0) is a cusp of the first kind, y 2 = 0 is a tangent.
54. y 2 = x2 (9—x2). Ans. M o (0, 0 ) is a node, y = ± 3 x are the équations of
the tangents.
55. x 4 — 2ax2y —axy2-{-a2x2 = 0. Ans. Af0 (0 , 0 ) is a cusp of the second kind,
y 2 = 0 is a double tangent.
56. y 2 (a2-\-x2) —x2 (a2 —x2). Ans. M0 (0 , 0 ) is a node, y = ± x are the équa­
tions of the tangents.
57. b2x2+ a 2y 2 = x2y 2. Ans. M0 (0, 0 ) is an isolated point.
58. Show that the curve y = x \n x has an end point at the coordinate ori­
gin and a tangent which is the y-axis.
x
59. Show that the curve (/ = ------- — has a nodal point at the origin and that
l+eT
the tangents at this point are: on the right y = Q, on the left y —x.
CHAPTER 9

APPLICATIONS OF DIFFERENTIAL CALCULUS


TO SOLID GEOMETRY

9.1 THE EQUATIONS OF A CURVE IN SPACE

Let us consider the vector OA = r whose origin is coincident


with the coordinate origin and whose terminus is a certain point
A ( v, y, z) (Fig. 196). A vector of this kind is called a radius
vector.
Let us express this vector in terms of the projections on the
coordinate axes:
r = x i + y j + zk (1)
Let the projections of the vector r be functions of some parameter t:
X = <f(t) \
y = ÿ( t ) > (2 )
*=X (0 J
Then formula (1) may be rewritten as follows:
r = q > (/)/+ i|> (/)/+ x (0 * (H
or, in abbreviated form,
r — r(t) (O
As t varies, x, y, and z vary; and the point A (the terminus of
the vector r) will trace out a line in space that is called the
hodograph of the vector r = r(t). Equation (T) \z
or ( 1") is called the vector équation of the line Mxy.z)
in space. Equations (2 ) are known as the para­
mètre équations of the line in space. With the 71
aid of these équations, the coordinates x, y, z 0/
of the corresponding point of the curve are de-
termined for each value of t.
Note. A curve in space can also be defined Fig. i196
as the locus of points of the intersection of
two surfaces. It can therefore be given by two équations of two
surfaces:
O, (x, y, z) = 0
<D*(x, y, z) = 0 | (3)
312 Ch. 9. Different ial Calcul us and Solid Geometry

Thus, for example, the équations


xî + «/2 + 21 = 4, z = l
are the équations of a circle obtained at the intersection of a
sphere and a plane (Fig. 197).
Thus, a curve in space may be represented either by paramet-
ric équations (2 ) or by two surface équations (3).
If we eliminate the parameter t from équations (2) and get two
équations connecting x, y, z, we will thus make the transition

from parametric représentation of a line to the surface représen­


tation. And conversely, if we put x = <f(t), where <p(/) is an ar-
bitrary function, and find y and z as functions of t from équations
<Di [<p(0. y, A =o. œ* [<p(0. y, A = °
we will then make the transition from représentation of a line by
means of surfaces to its parametric représentation.
Example 1. The équations
x = 4t — \, y = 3 tt z = t + 2

are parametric équations of a straight line. Eliminating the parameter t , we


get two équations, each of which is an équation of a plane. For instance, if
from the nrst équation we subtract, termwise, the second and third, we get
x — y — z = — 3. But subtracting (from the first) four times the third we get
x — 4z = — 9. Thus, the given straight line is the line of intersection of the
planes x — y — z - f 3 = 0 and x — 4 z -f 9 = 0.
Example 2. Let us consider a right circular cylinder of radius a , whose
axis coïncides with the z-axis (Fig. 198). Onto this cylinder we wind a right
triangle C ^ C so that the vertex A of the triangle lies at the point of inter­
section of the generator of the cylinder with the x-axis, while the leg ACX is
wound onto the circular section of the cylinder lying in the xy-plane. Then
the hypoténuse will généra te on the cylinder a line that is called a hélix.
9.1 The Equations of a Curve in Space 313

Let us write the équation of the hélix, denoting by jc, y , and z the coor-
dinates of its variable point M and by t the angle AOP (see Fig, 198). Then
x —a c o s/, y = a s i n /, z = PM = AP tan0

where 0 dénotés the acute angle of the triangle C ^ C . Notlng that À ? = a t 9


since AP is an arc of a circle of radius a corresponding to the central angle /,

and denoting tan 0 by m, we get the parametric équations of the hélix in the
form
x = = a co s/, y = a s \ n t t z —amt

(here / is the parameter), or in the vector form:


r= ia cos t -\-ja sin / + kamt

It is not difficult to eliminate the parameter / from the parametric équa­


tions of the hélix: square the first two équations and add. We find xa + ya=*ffa.
This is the équation of the cylinder on which the hélix lies. Then, dividing
termwise the second équation by the first and substituting into the obtained
équation the value of t found from the third équation, we find the équation
oi another surface on which the hélix lies:

— = ta n —
x am
This is the so-called helicoid. It is generated as the trace of a half-line parai-
lel to the xy-plane if the end point of this half-line lies on the z-axis and if
the half-line itself rotâtes about the z-axis at a constant angular veiocity, and
rises with constant veiocity so that its extremity is translated along the z-axis.
The hélix is the line of intersection of these two surfaces and so can be rep­
résente d by two équations:
314 Ch. 9. Differential Calcutus and Solid Geometry

9.2 THE LIMIT AND DERIVATIVE


OF THE VECTOR FUNCTION OF A SCAL AR ARGUMENT.
THE EQUATION OF A TANGENT TO A CURVE.
THE EQUATION OF A NORMAL PLANE
Reverting to the formulas (T) and (1") of the preceding section,
we hâve
r = <p(/) / -f ( / ) / + x (t) k
or
r = r(t)
When t varies, the vector r varies in the general case both in
magnitude and direction. We say that r is a vector fundion of
the scalar argument t. Let us suppose that
lim <p(t) = <p#
lim T|5(0= ,to
lim x (0 =Xo
Then wesay that the vector r 0 = <p0/ + iJJoy+Xo*
is the limit of the vector r = r(t) and we
write (Fig. 199)
lim r (t) = r0

From the latter équation follow the obvious équations


lim |r ( 0 —r0|= tlim/0 V [<p(0—<P„]a+ fWO—to]a+ [x(0—Xo]* = 0
t -*/*
and
lim | r ( 0 1= | r0
t—►/a
Let us now take up the question of the dérivative of the vector
function of a scalar argument,
r(t) = <p(t)t + y ( t ) J + x ( t ) k (1)
assuming that the origin of the vector r (t) lies at the coordinate
origin. We know that the latter équation is the équation of some
space curve.
Let us take some fixed value t corresponding to a definite point
M on the curve, and let us change t by the incrément A/; we
then gei the vector
T — A/) J x (/ ~|“ A/) k
9.2 The Equation of a Tangent io a Curve 315

which defines a certain point Ml on the curve (Fig. 200). Let us


find the incrément of the vector
Ar = r ( / + A/)— r(t)
= [<p(/ + A0 —<p(0] i
+ [ ♦ ( / + a o -♦ (< )] y
+ [x(f + A<) — x ( 0 ] k
__In Fig. 200, where OM = r(t),
OMj = r ( t + A/), this incrément is
shown by the vector MM1= Ar(t).
Let us consider the ratio A/ of
the incrément in the vector func-
tion to the incrément in the scalar argument; this is obvio-
usly a vector collinear with the vector Ar(t), since it is obtained
from the latter by multiplication by the scalar factor ^ . We can
write this vector as follows:
Ar( t ) q>« + A/)-«p(/) , , 4(< + A < ) - t « ) , , X(t + M )-X (i)u
at to ^ to J '~ to

If the functions <p(/), ^ ( 0 . X(0 hâve dérivatives for the chosen


value of t, the factors of /, j , k will in the limit become the dé­
rivatives <p' (t), (0. %' (t) as A t —*-0. Therefore, in this case the
limit of — as Af—>-0 exists and is equal to the vector <p'(/)/ +
+Ÿ (*)*•
Iim 4 f ~ q > '( 0 f + Ÿ < 0 / + %'(0 *
A/-*0 al
The vectordefined by this équation is called the dérivative of
the vector r (t ) with respect to the scalar argument t. The déri­
vative is denoted by the symbol or r '.
Thus,
£ = r '= ( p '( 0 / + * ' ( 0 / + x ' ( 0 * (2 )
or
T T -w '+ tJ + W * <*'>

Let us détermine the direction of the vector ,


Since as A t —*0 the point approaches M, the direction of
the sécant MMl yields, in the limit, the direction of the tangent.
316 Ch. 9. Differential Calculas and Solid Geometry

Hence, the vector of the dérivative lies along the tangent to


the curve at M. The length of the vector ^ is defined by the
formula*
%\ - W W + f e ' ( 0 ] 2+ [ x ' (O]2 (3)

From the results obtained it is easy to write the équation of


the tangent to the curve
r = xl + y j + z k
at the point M(x, y, z), bearing in mind that in the équation of
the curve x = cp(/>, ÿ = 'HO> z = x ( 0-
The équation of the straight line passing through the point
M (x, y, z) is of the form
X —x _Y — y __ Z — z
m n p

where X, Y, Z are the coordinates of the variable point of the


straight line, while m, n, and p are quantities proportional to the
direction cosines of this straight line (that is to say, to the pro­
jections of the directional vector of the straight line).
On the other hand, we hâve established that the vector

is directed along the tangent. For this reason, the projections of


this vector are numbers that are proportional to the direction
cosines of the tangent, hence also to the numbers m, n, p. Thus,
the équation of the tangent will be of the form
X —x _ Y — y _ Z — z
dx ~~ dy dz (4)
dt di ~dt

Example 1. Write the équation of a tangent of the hélix


x = a c o s t f y = a s \ n t , z = amt

for an arbitrary value of t and for .


Solution.
dx du dz
dz
— a sin /, -t- = a cos t, — = a m
at77
- =
at at

* We shall assume that at the points under considération ^ ^ 0.


9.2 The Equation of a Tangent to a Curve 317

From formula (4) we hâve


X — a cos t Y —a sin t Z —amt
—a sin t a cos / 0 am

In particular, for /= - 5 - we get

v « y 2 v a / 2 Zt —am —7 1
* 2 2 _ 4
a Ÿ 2 a V 2 am
2 2
or
„ a y 2 y ji am
* 2 2 4
— J 1 — ■ m y 2

Just as in the case of a plane curve, a straight line perpendi-


cular to a tangent and passing through the point of tangency is
called a normal to the space curve at the given point. Obviously,
one can draw an infinitude of normals to a given space curve at
a given point. They ail lie in the plane perpendicular to the
tangent line. This plane is the normal plane.
From the condition ol perpendicularity of a normal plane to the
tangent (4). we get the équation of the normal plane:
% ( X - x ) + d-H ( Y - y ) + % ( Z - z ) = 0 (5)

Example 2 . Write the équation of the normal plane to a hélix at a point


for which / = - ? - .
4
Solution. From Example 1 and formula (5) we get

or
— X + Y + m ÿ~2 Z = a m t ^ ÿ"2

Let us now dérivé the équation of the tangent line and the
normal plane of a space curve for the case when this curve is
given by the équations
«M*. 0 . 2) = 0 , <!>.,(*, y, z) = 0 (6 )
We express the coordinates x, y, z of this curve as functions
of some parameter t:
* = <P ( 0 . ÿ = W . 2 = X (0 (7 )
318 Ch. 9. Different ial Calculas and Solid Geometry

We shall assume that q>(/), x ( 0 are différentiable functions


o f t.
Substituting into équations (6 ), in place of x, y, z, their values
for the points of the curve expressed in terms of t, we get two
identifies in t :
< M « P ( 0 . 1 > ( 0 . X(<)1 = 0 (8 a )
'M O . X (0] = 0 (8b )

Difîerentiating the identifies (8 a) and (8 b) with respect to t, we


get
dOt dx , d<Pj dy_ , ^<Di dz_
dx dt ‘ dy d t ' dz dt
d<b2 dx , d<P2 t y i dd>2 dz
dx dt ' dy d t ' dz dt

From these équations it follows that


dx d®i dd>2 d<Px dd>2 dy dQ>x d<t>2d<Pi d<Da
dt dy dz dz dy 'dt _ ~dT dx ~~ dx dz
HT ^cp! d(Pa dQxdfl>2 » dz ~ d02 dfl>2'
dt dx dy dy dx dt dx dy dy dx

T¥ X II Il 1M ^^Pa d0n
Here, we naturally assume that the expression —' d y ’W ^
9 ^=0 ; however, it may be proved that the final formulas ( 11 ) and
( 12 ) (see below) hold also for the case when this expression is
equal to zéro, provided that at* least one of the déterminants in
the final formulas differs from zéro.
From équations (10) we hâve
dx dy dz
dt dt dt
d<Pid<P2 dOx d(P2 dOt d(P2 dcPt d(Pa ^(Pi d(Pa d<Px d(Pa
dy ~dz. dz dy dz dx dx dz dx dy dy dx

Consequently, from formula (4) the équation of the tangent line


will hâve the form
_______ X — x______ __ _______ y — y______ __ _______ Z — z_______
^(Pj d<P2 d^P2 ^(Pj ^P 2 diP2 dOa <3®a
dy ~dz dz dy dz dx ~~ dx dz dx dy ~ dy dx

or, using déterminants,


X —x Y —y Z —z
9.2 The Equation of a Tangent to a Curve 319

The normal plane is represented by the équation


d O t d < t> i d< b} d<D, dC D y a® ,
d y ~ d z~ d z d x d x d y
( X - x )
d<D 2 dd> 2
+ (Y-y)
dd> 2 dd> 2
+ ( Z ^ z )
dO * âd > 3
( 12)
d y d z d z d x d* d y

These formulas are meaningful only when at least one of the


déterminants involved is different from zéro. But if at some point
of the curve ail three déterminants
dd>i dQ>} dd)l d0 ! dOj dG>,
dy dz dz dx dx dy
d<D2 d<D2 » d0 2 d<D2 » deD2 dd>2
dy ~dz dz dx dx dy

vanish, this point is called a singular point of the space curve.


At this point the curve may not hâve a tangent at ail. as was
the case with singular points in
plane curves (see Sec. 8.20).
Example 3. Find the équations of
the tangent line and the normal plane to
the line of intersection of the sphere
x2+ y2+ *2 = 4r2 and the cylinder
x2-\-y2 — 2ry at the point M (r, r, r Ÿ^2)
(Fig. 201).
Solution.
G>i (*, y , z) = *2- f y 2 + z2 — 4r2
<D2 (*, y, z) — x2-\-y2— 2ry

™±=2x d®±=2y dOi


dx X> dy y’ dz
= 2z
™ l- 2 x ^ - 2 V- 2 r ^ - 0
dx ’ dy ” ■y ' dz “ ü

The values of the dérivatives et the given


point Af will be

™i=2r
dx Zr'
^dy> - 2r ^dz 1 = 2r V~2
ao 2 âO, = 0
dx
= 2 r, ¥ddy*y -—o .’ dz
For this reason the équation of the tangent line has the form

X —r V —r Z - r V~2
0 ÿ~2 —1

The équation of the normal plane is


V " 2 (Y — r)— (Z—r ÿ ~ r2) = 0 or Ÿ " 2 Y —Z = 0
320 Ch. 9. Different ial Calcul us and Solid Ueometry

9.3 RULES FOR DIFFERENTIATING VECTORS


(VECTOR FUNCTIONS)
As we hâve seen, the dérivative of a vector
r(0 = <P(0*+'M 07+x(0* (1)
is, by définition, equal to
r'(0 = q>'(0/+1>'(07+x'(0* (2)
From this it follows directly that the basic rules for differen-
tiating functions hold for vectors as well. Here, we shall dérivé
the formulas for ditferentiating a sum and a scalar product of
vectors; the other formulas we shall write down and leave their
dérivation for the student.
I. The dérivative of a sum of vectors is equal to the sum of the
dérivatives of the vectors.
Indeed, let there be two vectors:
M 0 = <Pi (0*+ *M 07+ X i(0* \ /0,
r«(0 = <P«(0f+iM 07+Xi(0* J (3'
Their sum is
r x (t) + r 2 (0 = t o (0 + q>, (/)] i + to (0 + V, (017+ fat (0 + X* (01 h
By the définition of a dérivative of a variable vector, we hâve

dJ T Æ + £ i M = [q>i (0 + ç , (/)] ' /+ to (/)+♦. (01 ■'7+ [Xi (0+Xi (01 '*
or

dl ri{t)t r ' (01 = to (o+v; (oi /+ to <o+*; <oi j + m <o+x;<oj *


= t o (0 i+ to ( 0 / 4 - xi (0 * ] + t o ( 0 1+ to ( 0 7 + xi (0 k] = r[ + r ’t

Hence,
d[ri«)+r2(01 drx , dr,
dt ~ dt f dt t1'
II. The dérivative of a scalar product of vectors is expressed by
the formula
d(r1rt) _ d r l _ , _ dr% /TIS
dt ~ dt r t ~T~r i ~dt
Indeed, if r x(0. r*(0 are defined by formulas (3), then, as we
know, the scalar product of these vectors is equal to
(0 r t (0 = <Pi<p*+ iM>. + XiX*
9.3 Rules for Differentiating Vectors 321

For this reason


<*(/ya) _ .
—s r ~ = M a + <Pi<P2 + M a + M ^ + xîxa + x.xâ
= (M a + M a + X ÎX a) + (< P .< p f+ M i+ X .X 2)

= ( M + M + %ik) ( M + M + X a * ) + ( M + M + x , * ) ( M + M ' + x ^ )

The theorem is proved.


From formula (II) we hâve the following important corotlary.
Corollary. I f the vector e is a unit vector, that is, \e\ = 1, then
its dérivative is a vector perpendicular to it.
Proof. If e is a unit vector, then
ee = 1
Let us take the dérivative, with respect to t, of both sides of
the équation:

or

that is, the scalar product

de
But this means that the vector -r. is perpendicular to the vector e.
III. If f(t) is a scalar function and r(t) is a vector function, then
the dérivative of the product f(t) r(t) is given by the formula
d(fr) _ df f dr
dt d t r ~t ~ ' dt
(III)

Proof. If the vector r(t) is defined by formula (1), then


f (t) r ( 0 = / ( 0 <p( 0 i + f (t ) t|>( t ) j + f (t) x ( 0 k
By formula (2) we get
d(f(t)r(t))
dt

IV. A constant numerical factor can be taken outside the sign of


the dérivative:
(IV)
21—2081
322 Ch. 9. Differential Calculus and Solid Geometry

This follows from III if f ( i ) = a = const. Hence, -^- = 0.


V. The dérivative of a vector product of vectors r l (t) and r 2(t)
is determined by the formula
d ( r 1 x r 2) _ d r l dr2 (V)
dt dt x x dt
The proof is similar to that of formula II.
9.4 THE FIRST AND SECOND DERIVATIVES OF A VECTOR WITH
RESPECT TO ARC LENGTH. THE CURVATURE OF A CURVE.
THE PRINCIPAL NORMAL. THE VELOCITY AND ACCELERATION
OF A POINT IN CURVILINEAR MOTION

The arc length * of a space curve M0A = s (Fig. 202) is deter­


mined just as in the case of curves in a plane. When a variable
point Â(x, y, z) moves along a curve, the arc length s varies; con-
versely, when s varies, the coordinates x, y, z of the variable point A
lying on the curve also vary. Therefore, the coordinates x, y, z of
the variable point A of the curve may be regarded as functions of
the arc length s:
x = <p(s)
t/-T|>(s)

In these parametric équations of the curve, the arc length s is


the parameter. The vector OA = r is, accordingly, expressed as
r = cp(s)/ + i|)(s)j'+ x (s)*
or
r = r(s) ( 1)
Thus the vector r is a function of the arc length s.
Let us find out the geometrical meaning of the dérivative .
As is évident from Fig. 202, we hâve the following équations:
Af„j4 = s, AB = As, M0fl = s + As
ÔÂ = r(s), ÔB = r(s + As)
AB = Ar = r (s + As)—r (s)
Ar _ Â B
As T b

* T h e arc length of a s p a c e c u r v e is d efin ed in e x a c t ly th e s a m e w a y as


th e a r c le n g t h of a p la n e c u r v e (s e e -S e c . 6 .1 a n d S ec. 12.3).
9.4 The Curvature of a Curve. The Principal Normal 323

We hâve already seen in Sec. 9.2 that the vector % = lim ^ is


As -
in the direction of the tangènt to the curve at the point A towards
~ÂB
increasing s. On the other hand, we hâve the équation lim ^ = 1
AB

[the limit of the ratio of the chord length to the arc length *].
Hence, is a unit vector in the direction of the tangent; let us
dénoté it by o:
dr = <T
( 2)
ds
If the vector r is represented by the projection®
r = xl+yj+zk
then
dx , . d y j . d z .
a = ^ l + l f J + Tsk (3)
and
1
v i t y

Let us now examine the second dérivative of the veçtor function,


^ , that is, the dérivative with respect to , and détermine its

* In Sec. 6 .1 , w e m e n tio n e d th is r e la tio n for a p la n e c u rv e . I t a lso h o ld s for


a space c u rv e : r (/) = tp(t) (t) / + X ( 0 * if th e fu n c tio n s <p (t), if (t) a n d x ( 0
h â v e c o n tin u o u s d é riv a tiv e s th a t do n o t v a n is h sim u lta n e o u sly .
324 Ch. 9. Differential Calculus and Solid Geometry

géométrie meaning. From formula (2) it follows that


cPr _ d r dr 1 _ do
ds2 ds [ ds J ds

Consequently, we hâve to find lim ^ .


From Fig. 203 we have/4B = As, AL = o, BK = o + àa. Draw from
the point B the vector BLl =a. From the triangle BKLt we find
bR ^ b l ^ Q ç.
or
o + Aa = a-\-L1K
Thus, L1/C = Ao. Since, by what has been proved, the length of
the vector a does not change, | o | = | -f- Aer |; hence, the triangle
BKL, is an isosceles triangle.
The angle Acp at the vertex of the triangle is the angle through
which the tangent to the curve tums from the point A to the
point B; in other words, it corresponds to the incrément in the
arc length As. From the triangle BKLl we find
Aqp
LtK = | Ao | = 2 1a | s i n ^ | = 2 sin
(since |o | = 1).
Divide both sides of this équation by As:
. A<p
Acr s in f A<p
= 2
As As Aqp As
T

We now pass to the limit on both sides of this équation as As o.


On the left side we hâve
Aor 1 da
lim As I ds
As -»> 0
Then

lim = 1
As —►0

since irt this Câôe we consider curves such that theré exists a limit
lim x® and, consequently, Acp —►0 as As —>- 0. Thüs, after passing
As -«• o a s
to the limit we hâve
(4 )
9.4 The Carvature of a Curve. The Principal Normal 325

The ratio in absolute value of the angle of turn A<p of the tangent,
when the point A goes to the point B, to the length As of the
arc AB is called (just as it is in the case of a plane curve) the
average curvature oi the given curve on the section AB:
average curvature —
The limit of the average curvature as As—*-0 is called the curva­
ture of the curve at the point A and is denoted by K ‘.

But therl from (4) it follows that = which means that the
length of the dérivative of a unit vector* of a tangent with res-
pect to the arc length is equal to the curvature of the line at the
given point. Since the vector o is a unit vector, its dérivative
is perpendicular to it (see Sec. 9.3, Corollary).
Thus, the vector is equal, in length, to the curvature of the
curve, and, in direction, is perpendicular to the vector of the
tangent.
Définition. The straight line that has the same direction as the
vector ^ and passes through the corresponding point of the curve
is called the principal normal of the curve at the given point. We
dénoté by n the unit vector of this direction.
Since the length of the vector is equal to K, which is the
curvature of the curve, we hâve
-Z. = Kn
~ds

The reciprocal of the curvature is called the radius of curvature


of the curve at the given point and is denoted by R,
So we can write
< P r_da n
HF~ (5 )

From this formula it fbllows that


l
( 6)

* It should be remembered that- the dérivative of a vector is a vector and


for this reason we can speak of the length of the dérivative.
326 Ch. 9. Differential Calculus and Solid Geometry

But
d*r _ cPx , , d?y . <Pz.
ds* ds* * ' ds* ^ ' ds*K
Hence,

i - v m + m + m ' <6,>
This formula enables us to compute the curvature of a curve at
any point provided that the curve is represented by parametric
équations in which the parameter is the arc length s(i. e., provided
the radius vector of the variable point of the given line is expressed
as a function of the arc length).
Let us consider the case where the radius vector r is expressed
as a function of an arbitrary parameter t :
r = r(t)
In this case the arc length s will be regarded as a function of
the parameter t. Then the curvature is computed as follows:
dr _dr ds
~dT~~~ds di (7 )

Since

we hâve
(8)

Differentiating the right and left sides of (8 ) and dividing by two,


we get
dr &r _ ds cPs Q
Ht di2 di dia W
Further, from formula (7) it follows that
dr = dr J_
ds di ds
Ht
Differentiate, with respect to s, both sides of this équation:
cPr _ d2r 1 dr di8
ds2 di2 t d s \ * di a

* This équation follows from the fact that I 5 - I - Bm | £ But Ar is a


I «S I As -►0 I
Ar
chord subtending an arc of length As. Therefore approaches 1 as As 0.
As
9.4 The Curvature of a Curve. The Principal Normal 327

Substituting into formula (6 ) the expression obtained for we get


cPs “1 *
&r___ 1_ dr dt2
R2 dt ( d s \ *
(i)' \dt) _
/ cPr fd s \ t dr ds cPs . / d r \* f<Ps\t
_ \ dt2 ) \dt) 1 dt* dt dt dt2 + \~dF) [dt 2)

(§ )’
Expressing ^ and by formulas (8 ) and (9) in terms of the
dérivatives of r (/), we get *
( ^ r y (dr_y_(^rdr_y
I _ Vdt2 ) [ d t ) \ dt2 dt )
( 10)

R ,= { ($ )7
Formula (10) may be rewritten as follows: **
fdr
1 [ dt x dt2 J
R2 (ii)
m i
We hâve obtained a formula that enables us to calculate the
curvature of a given curve at any point for an arbitrary paramet-
ric représentation of the curve.
If in a particular case the curve is a plane curve and lies in
the xy-plane, then its parametric équations hâve the form
* = <P( 0

z= 0

Putting these expressions of x, y , z into formula (11), we get the


earlier derived (in Ch. 6 ) formula that yields the curvature of a

* We transform the denominator as

Here we cannot write . By we mean the scalar

square of the vector j* » the third power of . The ex­

pression ,s meaningless.
** We utilized the identity a 2b 2— (ab)*= z(axb)2 whose validity is readily
recognizable if one rewrites the identity as follows: a2b2— (ab cos <p)a = (ab sin q>)*.
328 Ch. 9. Differential Calculus and Solid Geometry

plane curve represented parametrically:


K l v ' W V ( * ) - * ' (Q 9 ' (Ql
{[•P' M P + N » ' ( 0 P } V*

Example. Compute the curvature of the hélix


r = i a cos t + j a sin t-\-kami
at an arbitrary point.
Solution.
dr
— = — i a sin t + j a cos t + kam

d2r
— i a cos t —j a sin t
dt 2 *
t j k
dr £ r_
— a sin / a cos t cm = i a 2m sin t —j a2m cos t + k a 2
dt x dt 2 “
— a c o s t —a sin / 0

( w x £ )* -« •(« * + '>
^ ^ = û2 sin 2 -f- a2 cos 2 f + a2m2 = a 2 ( 1 + m2)

Consequently,
1 a 4 (m2+ 1) 1
/?2 [a2 (1+m 2)}3 a2 (1 + m2)2
whençe
R = a ( 1+ m2) = const
Thus, the hélix has a constant radius of curvature.

Note. If a curvç lies in a plane, then without violating genera-


lity, we can assume that it lies in the xÿ-plane (this can always
be achieved by transforming the coordinates). Now if the curve
cpz
lies in the xy-plane, then z = 0 ; but then ^ = 0 also and, conse­
quently, the vector n likewise lies in the xÿ-plane. We thus con-
ctude that if a curve lies in a plane, then its principal normal
lies in the same plane.
The velocity of a point in curvilinear motion. Let a moving
point at time t be at point M defined hy the radius vector QM = r (t)
(see Fig. 200), and at time /-f-Af at point defined by the ra­
dius vector OM1= r (t At). Then the vector MM1 is called the
displaceimnt vector of the point. The ratio of the displacement vec­
tor MMXto the associated time incrément At is called the average
velocity of the point during the time interval:
MM 1 Ar
— At
=% = MN
9.4 The Curvature of a Curve. The Principal Normal 329

The vector of the average velocity is also directed along the


chord MMt (see Fig. 200, page 315) in the direction of motion
Of the point (in rectilinear motion, its direction is that of the
trajectory). .
The velocity of the point at a given instant of time is defined
thus:
v = Uni _(©„)= lim ^ =%
At - At -
that is.
dr
V =
dt
( 12)

We can therefore say that the velocity of a point at a given time


is equal to the first dérivative of the radius vector of the point with
respect to the time.
By formula (2'), Sec. 9.2, it follows that the projections of the
velocity on the coordinate axes are
dx dy dz
v* = T t' vy = dt' dt

The modulus of the velocity is found from formula (3), Sec. 9.2:

- /(IH IH I 7 <l3>
If we irïtroduce the arc length s, as was done at the beginning
of this section, and constder s as a function of time t , then for­
mula ( 12 ) may be written
dr_ dr ds
dt
— — = av
ds dt
(14)

where i>= ^ is the absolute value of velocity and o is the unit


vector directed along the tangent line in the direction of motion.
Accélération of a point in curvilinear motion. As was defined
in Sec. 3.25, the accélération of a point W in curvilinear motion
is the dérivative of the velocity vector with respect to time:
(15)

But v = and so
d*r (16)
w = d t«
If we procéed from formula (14), then we get
dv d (o -a)
330 Ch. 9. Different ial Calculus and Solid Geometry

Expanding this dérivative, by formula (III), Sec. 9.3, we get

w = ^ a + ,° W <17>

Transform the dérivative ^ using formulas (7) and (5):


d a _da d s __ n_
d t~ ~ d sd t~ R V

Substituting into (17), we finally get

W = w a+v2i ï (18)
Here, a is a unit vector directed along the tangent line in the
direction of motion and n is a unit vector along the principal
normal.
In words, formula (18) may be stated thus:
The projection of the accélération of a point on the tangent line
is equal to the first dérivative of the absolute value of the velocity,
and the projection of the accélération on the principal normal is
equal to the square of the velocity divided by the radius of curvature
of the trajectory at the given point.
Since the vectors a and n are mutually perpendicular, the mo-
dulus of accélération is given by the formula

— / ( S ) * + ( t )* <19>

9.5 OSCULATING PLANE. BINORMAL. TORSION

Définition 1 . The plane passing through the tangent line and the
principal normal to a given curve at a point A is called the oscu­
lating plane at the point A.
For a plane curve, the osculating plane coïncides with the plane
of the curve. But if the curve is not a plane curve, and if we
take two points on it, P and Plt we get two different osculating
planes that form a dihedral angle p.. The bigger the angle p, the
more the curve differs in shape from a plane curve. To make this
more précisé, let us introduce another définition.
Définition 2 . The normal (to a curve) perpendicular to the oscu­
lating plane is called a binormal.
On the binormal let us take a unit vector b and make its di­
rection such that the vectors o, », b form a triple with the same
orientation as the unit vectors /, J, k lying on the coordinate
axes (Figs. 204, 205).
9.5 Osculating Plane. Binormal. Torsion 331

By virtue of the définition of a vector product and scalar pro-


duct of vectors we hâve
b==o x tt, bb= 1 (i)
db
We find the derivative of . By formula V, Sec. 9.3,
dn
^ i s ^ _ _ ^ x n + „ x ,3- ( 2)
ds ds

But (see Sec. 9.4), therefore


£x»=-i-ffx» = 0
and formula (2 ) takes the form
(3)
ds ds

From this it follows (by the définition of a vector product) that


^ is a vector perpendicular to the vector of the tangent line o.

LL Fig. 204

On the other hand, since b is a unit vector, ^ is perpendicular


to b (see Sec. 9.3, Corollary).
This means that the vector ^ is perpendicular both to a and
to b\ that is, it is collinear with the vector ».
Let us dénoté the length of the vector ^ by j r :
\db_ 1
| ds = T
then
db 1
S - T * <4 >

The quantity y - is the torsion of the given curve.


The dihedral angle p between the osculating planes that corres­
pond to two points of the curve is equal to the angle between
332 Ch. 9. Different ial Calcul us and Solid Geometry

the binormals. By analogy with formula (4), Sec. 9.4, one can
write
\I ds
f \ I= As-0
Iiin -nrn
lAsl
To summarize, then, the torsion of a curve at a point A is
equal, in absolute value, to the limit which is approached
(as As—*-0) by the ratio of the angle p between the osculating
planes at the point A and the neighbouring point B to the length
| As | of the arc AB.
If the curve is plane then the osculating plane does not change
its direction and, consequently, the torsion is equal to zéro.
From the définition of torsion it is clear that it is a measure
of the déviation of a space curve from a plane curve. The quan-
t it y T is called the radius of torsion of the curve.
Let us find a formula for computing torsion. From (3) and (4)
it follows that

Forming the scalar product of both sides by n, we get

On the right side of this équation we hâve the so-called mixed


(or triple) product of three vectors », o a n d ^ . In a product
of this kind the factors, as we know, may be circularly permuted.
In addition, taking into considération that n tl— 1, we rewrite the
latter équation in the following form:

But since » = , we hâve


d n _ p d?r . dR tPr
ds ds? ds ds2

and
( .xî ) - * £ x ( « S + g £ )
- * ( S x £ ) + * ï(S x 3 )
9.5 Osculating Plane. Binormal. Torsion 333

But since the vector product of a vector into itself is equal tozero,
^ :X
dsi x d— = oU
S2 —
Thus,

Noting th a ta = j- and reverting to (5), we get


i
T ~ ~ n ds Vds* * ds* ( 6)

If the vector r is expressed as a function of an arbitrary para-


meter t , U may be shown,* much like was. done in the preceding

* Indeed,
d r _dr ds
dt ds dt
Differentiating once again with respect to /, we get
d2r ___ d f d r \ ds ds . dr d2s _d?r f d s \ 2 . d r d 2s
dt2 ds \d s J dt dt ' d s dt2 ds2 \ dt J ' d s dt 2
Differentiate it once more with respect to t:
cPr _ d ( d 2r \ ds / d s \ 2 . d2r ~ ds d^s j i ( d r \ ds d2s . dr d3s
dt3 ~ d i [ d ï 2 ) dt \ d t ) ' d é 2 Z dt dt2 ' d s \ d ï J ~dtdT2 + d ï dt*
_cFr / d s \ 2 d2r ds d2s . drcPs
\ d t ) + ô dï? W d F 2 + d£dt*

Let us now form a triple product:


d r /d V <P r\
dt \ d i 2 X dt 3 J
- dJ L *L \\dl r f ÉL\2 M dï d^'] ftL ( É l Y d i
ds dt \ [ds 2 \ dt J J
' ds dt2 X [ds 3 \ dt J ds2 dt dt2 ^ d s d /3J J
Expanding this product by the rule for multiplying polynomials, and disre-
garding those terms that contain two identical vector factors (since the triple
product of three factors where at least two are equal is zéro), we get
d r /d V <ffr\ <W dV ^ .\
dt \ d t 3 X dt3 J ds Vds* X ds» ) \ d t J

Finally, noting that

we obtain the required équation.


(îH(î)T
334 Ch. 9. Differential Calcul us and Solid Geometry

section, that
drfcPr tfjr\
dr fd*r „ ( P r \ _ d t { d t 2 X dt » J
ds Us2 X ds» J ~ ( { d r \ 2\ a
\\àt) I
Putting this expression into formula (6 ) and replacing R* by its
expression from formula (11), Sec. 9.4, we finally get
d r (<£r_ < P r\
1 _ d t \ d f i x d t* J
T
\ d t Xd t 2 )
This formula makes it possible to compute the torsion of the
curve at any point if the curve is represented by parametric
équations with an arbitrary parameter t.
Concluding this section, we note that the formulas which express
the dérivatives of the vectors a, b, n are called Serret-Frenet
formulas:
d o _n d b _n_ d n ___ b
Us ÏT * ~ d s ~ 7 ’ 1s ~ ~ R ' ~ T
The last one is obtained as follows:
n = bxo
dn _ d ( b x a ) db
ds ds ds x < r + 6 x | = ^ X ff + J x -
~ T
«xa + i f t x »
but
n x a = — b, b x n = — a
therefore
dn _b____ a
ds ~ ~ ~ T R
Example. Compute the torsion of the hélix
r = i a cos t + j a sin t + k a m t
Solution.
—a sin t a cos t am
— a cos t —a sin / 0 —cPm
dt \di* X dt» J ”
a sin t — a cos t 0

( j ^ X ^ Ç ) * = a 4 (l-t-m*) (see Example, Sec. 9.4).

Consequently,
q «(l+ m ») a([+m2)
T=
cPm m
9.6 The Tangent Plane and the Normal to a Surface 335

9.0 THE TANGENT PLANE


AND THE NORMAL TO A SURFACE

Let there be a surface given by an équation of the form


F (x, y, z) = 0 ( 1)
We introduce the following définition.
Définition 1. A straight line is a tangent to a surface at some
point P (x, y, z) if it is tangent to some curve lying on the surface
and passing through P.
Since an infinitude of different curves lying on the surface pass
through the point P, then, generally speaking, there will also be
an infinitude of tangents to the surface pas­
sing through this point.
We introduce the concept of singular and
ordinary points of a surface F (x, y, z) = 0.
If at the point M(x, y, z) ail three déri­
vatives ^ are equal to zéro, or at
least one of these dérivatives does not exist,
then M is called a singular point of the sur­
face. If at M (x, y, z) ail three dérivatives
3 ^ , 3^ , exist and are continuous,' and at
dx ’ dy ’ az
least one of them differs from zéro, then M is an ordinary point
of the surface.
We can now formulate the following theorem.
Theorem. Ail tangent Unes to a given surface (1) at an ordinary
point of it P lie in one plane.
Proof. Let us consider, on a surface, a certain curve L (Fig. 206)
passing through a given point P of the surface. -Let this curve be
represented by parametric équations:
* = <P(0. y = z = %(t) ( 2)

A tangent to the curve will be a tangent to the surface. The


équations of this tangent hâve the form
X -x Y—y Z—z
dx dy dz
dt dt dt

If we put expressions (2) into équation ( 1), the latter will be*
corne an identity in since the curve (2 ) lies on the surface ( 1).
336 Ch. 9. Differential Calcul us and Solid Geometry

Differentiating it with respect to t, we get *


dF dx . dF dy . dF dz
dx dt ^ dy dt ' dz d t ~ V

Let us further examine the vectors N and % that pass through P:

The projections of this vector, ^ d é p e n d onx, y, z, which


are the coordinates of P; it will be noted that since P is an ordi-
nary point, these projections do not simultaneously vanish at the
point P and therefore

l » l - / ( ï ) ,+ (S ),+ (ï)V o
The vector
dÿ. dz-
d t ~ d t l + dt J + d t * 1° )

is tangent to the curve passing through the point P and lying on


the surface. The projections of this vector are computed from
équations (2 ) with the value of the parameter t corresponding to
the point
J-
P. Let us compute the scalar product of the vectors N
and jjj, which product is equal to the sum of the products of
like projections:
-.d r dF dx . dF dy . dF dz
™ dt dx dt dy dt dz dt
On the basis of (3), the expression on the right is equal to
zéro; hence

From this équation it follows that the vector N and the tangent
vector ^ to the curve (2 ) at the point P are perpendicular. The
foregoing reasoning holds for any curve (2 ) passing through the
point P and lying on the surface. Therefore, every tangent to the
surface at the point P is perpendicular to one and the same vector N
and for this reason ail these tangents lie in a single plane that
is perpendicular to the vector N. The theorem is proved.
* Here we apply the rule for differentiating a composite function of three
a r»
variables. This rule is applicable here since ail the partial dérivatives
dF dF X
are, as stated, continuous.
dy ’ dz
9.6 The Tangent Plane and tke Normal to a Surface 337

Définition 2 . The plane in which lie ail the tangent lines to the
curves on the surface passing through the given point P is called
the tangent plane to the surface at the point P (Fig. 207).
It should be noted that a tangent plane may not exist at the
singular points of the surface. At such points, the tangent lines
to the surface may not lie in one plane. For instance, the vertex of
a conical surface is a singular point.
The tangents to the conical surface at
this point do not lie in one plane (they
themselves form a conical surface).
Let us write the équation of the tan­
gent plane to a surface ( 1) at an ordi-
nary point. Since this plane is perpen-
dicular to the vector (4), its équation
has the form

£ < X - * ) + f < V '- !, ) + § ( Z - * ) - 0 (6 )

If the équation of the surface is given in the form


2 = /(*, y) or z / {x, y) — 0
then
dF___à± ôf dF .
dx dx ' dy dy ’ dz

and the équation of the tangent plane is then of the form

Z- 2 = |( X - r ) + |( 7 - ! / ) (6 ')

Note. If in formula (6 ') we put X — x = Ax, V —y — Ay, then


this formula will take the form

z - z =TxA x + % * y
Its right side is the total differential of the function z = f(x, y).
Therefore, Z— z = dz. Thus, the total differential of a function of
two variables at the point M(x, y), which differential corresponds
to the incréments Ax and Ay of the independent variables x and y,
is equal to the corresponding incrément in the z-coordinatè of
the tangent plane to the surface which is the graph of the given
function.
Définition 3. The straight line drawn through the point P (x, y, z)
of surface ( 1) perpendicular to the tangent plane is called the normal
to the surface (Fig. 207).
22—2081
338 Ch. 9. Differential Calculus and Solid Geometry

Let us write the équations of the normal. Since its direction,


coïncides with that of the vector N, its équations will hâve the
form
X — x _Y — y __ Z — z
dF_ df_ df_ (7 )

dx dy dz

If the équation of the surface is given in the form z = f(x, y), or


2 — /(* . y ) = 0
then the équations of the normal hâve the form
X —x Y —y Z —z
à± 1
'dx
ày
Note. Let the surface F (x, y, z) = 0 be the level surface for some
function of three variables u = u(x, y, z); that is,
F(x, y , z) = u(x, y , z ) — C = 0
Obviously, the vector N, defined by formula (4) and in the direction
of the normal to the level surface F = u(x, y, z)— C — 0, will be
N = du..du du.
d x 1 ' d y ^ ' dz
that is,
=grad a
We hâve thus proved that the gradient of the function u( xt y , z)
is in the direction of the normal to the level surface passing through
the given point.
Example. Write the équation of the tangent plane and the équations of the
normal to the surface of the sphere * 2 + y 2 + * — 14 at the point P ( 1, 2, 3).
Solution.
F(x, y, z) = x» + y * + z * - 14 = 0, | £ = 2 * . ^ = 2 y ,^ = 2 z

For x = 1 , y — 2 , z — 3 we hâve

— —2 — =4 — =6
dx ’ dy ’ dz
Therefore, the équation of the tangent plane will be
2 (*— l) + 4 (y— 2 ) + 6 (z—3) = 0 or x + 2y + 3 z— 14 = 0

The équations of the normal are


x— 1 y — 2 _ z —3
2 4 6
or
x— 1 y —2 z —3
— — T — 3
Exercises on Chapter 9 339

Exercises on Chapter 9
Find the dérivatives of the following vectors:
1. r= /c o t/+ y a r c ta n < . Ans. r'= — + y ^ i/ 2- r = t e - 1+ J 2 t +

+ * I n / . Ans. r ' — — te ~ t + 2 j - \ - j - . 3. r = t H — y - |- p 7 . A n s . r ' = 2 t l - \ - j ç — ^ .


4. Find the vector of the tangent, the équations of the tangent and the
équations of the normal plane to the curve r = ti- { - t2j-{-t*k at the point
(3, 9, 27). Ans. r' = / + 6 / + 27Ar; tangent: * ^ = Z^ ; normal
plane: x~h6y-j-27z = 786.
5. Find the vector of the tangent, the équations of the tangent and the
équation of the normal plane to the curve r= / cos2 t + k sin - y .

4ns. r'= — y / s in /- { - y ,/c o s / - f y f c c o s y ; the équation of the tangent

X — cos* Y K -y s in < 1 — S in -i
-------- :—:— = ---------- : = — ; the équation of the normal plane:
— s in / cos / / ’ 't r
C0ST
+ X sin t — Y cos / — Z cos y = - { - j c s in / — y cos / — z c o s y , where xf y , z are
the coordinates of that point of the curve at which the normal plane is drawn
^that is, * = cos 2 y , i/ = y s i n / , z = sin y ^ •
6. Find the équations of the tangent to the curve x = t — s in /, y = 1— co s/,
z = 4 s i n y and the cosines of the angles that it makes with the coordinate
„ X —X0 Y—K0 Z—Z0
axes. Ans. -----— = ------ -2- = ------2 -,
. 2/0
cos a = sin2 ---,
0 1 . ,
cos p = - r - s in /0,
sin
(n cos
/•> cot./o -|
/ *

cos y = cos yt0 .


7. Find the équation of the normal plane to the curve z = jcb— t/2, y = x at
the origin. Hint. Write the équations of the curve in parametric form. Ans.
x + y = o.
8. Find ci, n , b at the point / = y for the curve r = i (co s / + sina /) +

+ y s i n / ( l — c o s /) — k c o s t . Ans. o = - ^ = ( —l + j + k ) , ^ —-
V3 Ÿ~42
/-2 /± 3 *

9. Find the équations of the principal normal and the binormal to the
/3 JC— JC,0__
curve * = y » y = - 3 , z = y at the point (x0, y 0, z0). Ans. —
+ 2/0“
_y— y 0 . z— *0 x — x „ _ y — y n _ z — z0
i-<$ - 2t i —t0 — 2 tn tl
340 Ch. 9. Di fièrent ial Calcul us and Solid Geometry

10. Find the équation of the oseutating plane to the curve y 2 = x, x2 = z a t


the point M ( I, 1, 1 ). Ans. 6x— 8y — z + 3 = 0 .
11. Find the radius of curvature foF a curve represented by the équations
x2 + y 2 + z2— 4 = 0, x + y — z = 0. Ans. R = 2.
12. Find the radius of torsion of the curve r = i c o s /+ y s in t-\-k sh t.
Ans. T — — ch /.
13. Find the radius of curvature and the torsion of the curve r = t2i-\-2t3j .
Ans. R = ^ t (1 +9<®)3/*, T =<x>.
14. Prove that the curve r = ( û t / 2 + V + ^ i ) *+ ( û 2 *2 + M + c 2 ) / +
+ (tfa*2 + &s* +C 3) Æ is plane. Ans. r"' = 0, therefore the torsion is equaT to
zéro.
15. Find the curvature and torsion of the curve x = e*, y - e - x%z — t Ÿ 2 .
Ans. The curvature is V*2 the torsion is
|^2
(■*+y )2 (■*+y )2
16. Find the curvature and torsion of the curve x = e~ * sin /, y = e~ f cos t,
V2
z = e - t. Ans. The curvature is Q ef, the torsion is — ex.
1
ô O
17. Find the équation of the tangent plane to the hyperboloid
*2 y 2 z2
3 - = ! at the point (*lt y u 2t). Ans.
a2 b2 c2 ~
18. Find the équation of the normal to the surface x 2 — 4 */2 + 2z2 = 6 at the
point (2, 2, 3). Ans. y + 4 x = 1 0 , 3*— z = 3.
19. Find the équation of the tangent plane to the surface z = 2x2 + 4y2 at
the point M (2 , 1 , 12). Ans. 8x-\-8y— z = 12 .
20. Draw to the surface x2\ - 2 y 2-\-z2— \ a tangent plane parailel to the
plane x - y - \ - 2 z = Q. Ans. x — y + 2 z = ±
CHAPTER 10

THE INDEFINITE INTEGRAL

10.1 ANTIDERIVATIVE AND THE INDEFINITE INTEGRAL


In Chapter 3 we considered the following problem: given a func-
tion F(x), find its dérivative, that is, the function f(x) = F'(x).
In this chapter we shall consider the reverse problem: given a
function f(x), it is required to find a function F(x) such that its
dérivative is equal to f(x), that is,
F' (x) = f(x)
Définition 1. A function F (x) is called the anticLerivative of the
function f(x) on the interval [a, b) if at ail points of the inter-
val F'(x) = f(x).
Example. Find the antiderivative of the function f(x) = x2.
From the définition of an antiderivative it follows that the function
jçS / jç#\ f
F ( x) = y is an antiderivative, since I — J = x 2.

It is easy to see that if for the given function f(x) there exists
an antiderivative, then this antiderivative is not the ooly one.
In the foregoing example, we could take the following functions
j^3
as antiderivatives: / 7 (x) = y + l , F(x) = -^— 7 or, generally,
F (x) = -g- + C (where C is an arbitrary constant), since
(f+c) - ,.

On the other hand, it may be proved that functions of the form


y + C exhaust ail antiderivatives of the function x*. This is a
conséquence of the following theorem.
Theorem. I f F1(x) and Ft (x) are two antiderivatives of a func­
tion f(x) on an interval [a, b], then the différence between them
is a constant.
Proof. By virtue of the définition of an antiderivative we hâve
F[(x) = f(x) \
K( x ) = f(x) f ( 1)

for any value of x on the interval [a, b].


342 Ch. 10. The Jndefinite Intégral

Let us put
Fy ( x ) — F 2 (x) = (f(x) (2)
Then by (1) we hâve
f;w -f;w = /W -/W = o
or
q>' (*) = [^i (*)—F,, (*)] ' = o
for any value of x on the interval [a, b\. But from <p'(*) = 0 it
follows that <p(x) is a constant.
Indeed, let us apply the Lagrange theorem (see Sec. 4.2) to the
function <p(x), which, obviously, is continuous and différentiable
on the interval [a, b]. No matter what the point x on the interval
[a, b], we hâve, by virtue of the Lagrange theorem,
«P(*)—<P(«) = (*— a) <P' (Ê)
where a < £ < x.
Since q>' (ê) = 0,
<p W - t (û) = o
or
<p(*) = q>(a) (3)
Thus, the function <p(x) at any point x of the interval [a, b]
retains the value <p(a), and this means that the function <p(x) is
constant on [a, b]. Denoting the constant <p(a) by C, we get,
from (2) and (3),

From this theorem it follows that if for a given function f(x)


sonie one antiderivative F (x) is found, then any other antideri-
vative of f(x) has the form F(x) + C, where C = constant.
Définition 2. If the function F(x) is an antiderivative of f(x),
then the expression F (x)-\-C is the indefinite intégral of the
function f(x) and is denoted by the symbol ^ f (x)dx. Thus, by
définition
J f(x)dx = F(x) + C
if
F'(x) = f(x)
Here, the function f(x) iscalled the integrand, f(x)dx is the élément
of intégration (the expression under the intégral sign), and J is
the intégral sign.
Thus, an indefinite intégral is a family of functions y= F (x) + C.
10.2 Table of Intégrais 343

From the geometrical point of view, an indefinite intégral is a


collection (family) of curves, each of which is obtained by trans-
lating one of the curves parallel to itself upwards or downwards
(that is, along the ÿ-axis). •
A natural question arises: do antiderivatives (and, hence, inde­
finite intégrais) exist for every function f(x )? The answer is no.
Let us note, however, without proof, that if a function f(x) is
continuous on an interval [a, b], then this function has an antide-
rivative (and, hence, there is also an indefinite intégral).
This chapter is devoted to working out methods by means of
which we can find antiderivatives (and indefinite intégrais) for
certain classes of elementary functions.
The finding of an antiderivative of a given function f(x ) is
called intégration of the function f(x).
Note the following: if the dérivative of an elementary function
is always an elementary function, then the antiderivative of the
elementary function may not prove to be representable by a finite
number of elementary functions. We shall return to this question
at the end of the chapter.
From Définition 2 it follows that:
1. The dérivative of an indefinite intégral is equal to the in-
tegrand, that is, if F' (x) = f (x), then also
( l f { x ) d x ) = (F(x) + C)' = /(x). (4)
This équation should be understood in the sense that the dériva­
tive of any antiderivative is equal to the integrand.
2. The differential of an indefinite intégral is equal to the
expression under the intégral sign:
d(lf(x)dx)=f(x)dx (5)
This results from formula (4).
3. The indefinite intégral of the differential of some function is
equal to this function plus an arbitrary constant:
\dF(x) = F(x) + C
The truth of this équation may easily be checked by différentia­
tion [the differentials of both sides are equal to dF(x)\.

10.2 TABLE OF INTEGRALS


Before starting on methods of intégration, we give the following
table of intégrais of the simplest functions.
The table of intégrais follows directly from Définition 2, Sec. 10.1,
and from the table of dérivatives (given in Sec. 3.15). (The truth
344 Ch. 10. The Indemnité Intégral

of the équations can easily be checked by différentiation: by estab-


lishing that the dérivative of the right side is equal to the
integrand.)
p JC* ^
1 . \ x*dx= a-^ j + C ( a # —1). (Here and in the formulas that
follow, C stands for an arbitrary constant.)
2. j f = l n | * | + C.
3. J sin xdx = — cosx + C.
4. J cosxdx = sin x + C.

5- i-E Ê k = ta n x + c -
6- î ü § 7 = - c0tx + C*
7. ^tanxdx = — ln |co sx | + C.
8. ^ cotxdx = ln|sinx|-f-C .
9. Je*dx = e* + C.
10 . ^ a x dx = - ^ + C.
11. J ,^*va = arctanx + C.

S 3 f r - = - î arctanf + c -
+ *c +1 C.
' « • Î s 5 ? - b ' " *a —a
ç dx
13. arcsinx + C.
J yT ^ * 5
,r dx
13'. = arcsin —+ C.
J y a*—x*

Note. The table of dérivatives (Sec. 3.15) does not hâve


formulas corresponding to formulas 7, 8 . 11', 12, 13' and 14.
However, différentiation will readily prove the truth of these as
well.
In the case of Formula 7 we hâve
— sin ac
(— ln |c o s x |)'= — cos x
■tan x

consequently, $ tan x dx — —ln | cos x | + C.


10.3 Some Pr oper lies of the Indéfini te Intégral 345

In the case of Formula 8

( l n |s i n * |) '= - g ^ = c o t *

Conséquentty, J cot xdx = ln | sin x | + C.


In the case of Formula 12,
ln| a —x\Y

x \ ~ a * — xt

therefore,
Ç - A i » 2 'a in [\ a£—± xî|\ +1 c
J a 2 — jc2

It should be noted that the latter formula will also follow from
the general results of Sec. 10.9.
In the case of Formula 14,
(ln |x + K x 4 ± a a|) = x+ K^ ± a , ( l + ŸTF±?
hence,

l T f e - ln U + K lr ïS ! |+ c
This formula likewise will iollow from the general results of
Sec. 10.10.
Formulas II' and 13' may be verified in similar fashion. These
formulas will later be deriyed from formulas 11 and 13(seeSec. 10.4,
Examples 3 and 4).

10.3 SOME PROPERTIES OF THE INDEFI NITE INTEGRAL


Theorem 1. The indefinite intégral of an algehraic sum of two
or more functions is equal to the algebraic sum of their intégrais
S [fi (•*) + /* (*)]<& = J fi (x)dx + J f t (x)dx ( 1)
To prove this, find the dérivatives of the left and right sides
of this équation. On the basis of (4) of the preceding section we
hâve
(S IM*)+ /•(*)]<**) = f i (*) + /* (*)
( S /i ( x ) d x + \ f t (x)dx)
= (S/ i (*)<**) + (S/»(x)dx) = f x(x) + / , (x)
346 Ch. 10. The tndefinite Intégral

Thus, the dérivatives of the left and right sides of ( 1) are equal;
in other words, the dérivative of any antiderivative on the left-
hand side is equal to the dérivative of any function on the right-
hand side of the équation. Therefore, by the theorem of Sec. 10.1,
any function on the left of ( 1) differs from any function on the
right of ( 1) by a constant term. That is how we should understand
équation ( 1).
Theorem 2 . A constant factor may be taken outside the intégral
sign; that is, if a = const, then
J af (x)dx = a ^ / (x) dx (2 )
To prove (2), let us find the dérivatives of the left and right
sides:
(J a/ (x)dx) = af (x)
( a \ f ( x ) d x ) = a ( \ f ( x ) d x ) = af(x)

The dérivatives of the right and left sides are equal, therefore,
as in ( 1), the différence of any two functions on the left and
right is a constant. That is how we should understand équation (2).
When evaluating indefinite intégrais it is useful to bear in mind
the following rules.
I. If
J f(x)dx = F(x) + C
then
J f(ax)dx = ^-F(ax) + C (3)

Indeed, differentiating the left and right sides of (3), we get


f(ax)dx) = f (ax)
^ F ( a x ) ] = - ( / r (ax))'x = ^ F’ (ax) a = F' (ax) = f (ax)
The dérivatives of the right and left sides are equal, which is
what we set out to prove.
II. If
J f (x) dx = F (x) + C
then
J f(xA-b)dx = F(x-\-b) + C (4)
III. If
f (x)dx = F(x) + C
10.4 Intégration by Substitution (Change of Variable) 347

then
§ f(a x + b)dx = ^-F(ax + b) + C (5)
Equations (4) and (5) are proved by différentiation of the right
and left sides.
Example 1.

J (2JC3 —3 s i n x + 5 V~x) dx = J 2 *» dx — J 3 s in x d * + ^ 5 V x d x

= 2 J * ? d x — 3 J s in x d x + 5 J x 2 dx

4 -«
= 2 ^*. . —3 (— cos x) + 5 * -------- f-C = JC*+ 3 cos x + y x V~>c+ C
'3 + 1

Example 2.

K i k +ï h + x '/ x ) ix“ 3§ x 3dx+ ^ ï x


—z~+\ ~U i 4-+I
= 3 1x £ .2 4 / -
f c= y + 9^ x+C
“ T +1 2 -T + 1 T +1
Example 3.

f â - to' « + s i + c
Example 4.
J cos 7x d x = y s i n 7x + C
Example 5.
J sin (2x— 6) dx = — cos (2x— 6) + C

10.4 INTEGRATION BY SUBSTITUTION


(CHANGE OF VARIABLE)
Let it be required to find the intégral
J f (x) dx;
we cannot directly select the antiderivative of f(x) but we know
that it exists.
Let us change the variable in the expression under the intégral
sign, putting
* = Ç (0 O)
348 Ch. 10. The Indéfini te Intégral

where <p(/) is a continuous function (with continuous dérivative)


having an inverse function. Then dx = y (t)dt\ we shall prove
that in this case we hâve the following équation:
$/(*)d* = $/[<p(/)]<p'(0d/ (2)
Here it is assumed that after intégration we substitute, on the
right side, the expression of t in terms of x on the basis of (1).
To establish that the expressions to the right and left are the
same in the sense ihdicated above, it is necessary to prove that
their dérivatives with respect to x are equal. Find the dérivative
of the left side:
( $ f{ x ) d x ) x = f(x)
We differentiate the right side of (2) wîth respect to x as a com­
posite function, where t is the intermediate argument. The de-
pendence of t on x is expressed by (1); here, -^ = <p' (t) and by
the ru le for differentiating an inverse function,
dt _ I
dx ~ (p' (t )
We thus hâve
($ / [q>(0] <P' d ) d t )' := (£ / [<p(<)] <p' ( t ) d t )]-
= / [<p(o] ¥ ( t ) ^ m = n ^ (t)] = f(x )
Therefore, the dérivatives, with respect to x, of the right and left
sides of (2) are equal, as required.
The function x = q>(/) should bechosen so that one can evaluate
the indefinite intégral on the right side of (2).
Note. When integrating, it is sometimes better to choose a
change of the variable in the form of /=i|)(x) and not * = <p(r).
By way of illustration, let it be required to calculate an intégral
of the form
J V(x)

Here it is convenient to put

then
\j>' (x) dx = dt

The following are some instances of intégration by substitution.


10.4 Intégration by Substitution (Change of Variable) 349

Examplé 1. J J^sin x cos x dx = ? We make the substitution t — sinx; then

dt = cos xdx and, consequently, ] Y sin x cos* d x = \ ÿ t d t — \ t 2 dt =

= ^ +c=|5I, , , +c.
Example 2. J — ^ = ? We put / = l+ x** then dt = 2 x d x and J

= y J f = T ln^+ c = T ln(1+^ ) + c *
Example 3. f
-a— i 7 — Ta • We Pu* * = —- î then dx = a d t t
° J '+ ( t )
f *** ^ 1 p adf _ I p d* 1■arctan / + C = — arctan — 4-C.
J j iq p T î— J J l+ * * = a a a '

Example 4.
p dx _ 1f djc We put / = — ; then
a
• j / . - ( i ) ’

= a<tt, f vr-^ f •= — f -^=a di.. . = f = arcsin <- f C


J Ÿ a * -x * « J ir flT ïr J y jZ I fi

= arcsin—-[-C (it is assumed that a > 0).

Examples 3 and 4 illustrate the dérivation of formulas 11' and


13' given in the Table of Intégrais (see abovè, Sec. 10.2).
Example 5. J ( ln x ) 3 ^ = ? Put < = lnx; then dt = - £ . ^ (ln x ) 4 ^ =

= j< * d * = -£ + C = l(ln * )« + C .

Example 8. j T^ i = ? Put r= x«; th e n d ^ 2 * d * . J ~ = ÿ J — =

= ÿ a rc ta n t + C = y a r c t a n x* 4 - C

The method of substitution is one of the basic methods for cal-


culating indefinite intégrais. Even when we integrate by some
other method, we often resort to substitution in the intermediate
stages of calculation. The success of intégration dépends largely
on how appropriate the substitution is for simplifying the given
intégral. Essentially, the stüdy of methods of intégration reduces
to finding out whât kind of substitution has to be performed for
a given element of intégration. Most of this chapter is devoted
to this problem.
350 Ch. W. The Indefinite Intégral

10.5 INTEGRALS OF SOME FUNCTIONS CONTAINING


A QUADRATIC TRINOMIAL
I. Let us consider the intégral
/ 1 = Jf ax* + **
bx+c

We first transform the trinomial in the denominator by represen-


ting it in the form of a sum or différence of squares:
ax2-\-bx-\-c —a
—a

= 4 ( * + ê ) ' + ( T - ê ) H [ K 4 ) ,H
where
a 4a* ±R

The plus or minus sign is taken depending on whether the expres­


sion on the left is positive or négative, that is, on whether the
roots of the trinomial ax* + bx + c are complex or real.
Thus, the intégral /j will take the form
j p dx _ 1 p dx

In this intégral we make a change of variable:


x + ^ = t, dx = dt
We then get
/ = ± f_ Ë L _
11 a J t a ± k*

These are tabular intégrais (see Formulas 11' and 12).


Example 1. Calculate the integra!
f dx
J 2**+ 8x+20
Solution.
r* dx _ 1 (* ^
2 x * + 8 x + 2 0 — 2 J x * + 4 * + 10
1 f dx _ I Ç dx
~ 2 J x* + 4 x + 4 + 10— 4 2 J ( * + 2 ) * + 6
Let us make the substitution x + 2 = f, d x = d t . Putting it into the intégral.
10.5 Intégrais of Funciions Containing a Quadratic Trinomial 351

we get the tabular intégral


1 1 arctan t
/ = 12C
J /*—+ 6= 2 Ÿ~6 “....... V~ë>
Substituting in place of t its expression in terms of x, we finally get

/ = — arctan
2 V 6 6
II. Let us consider an intégral of a more general form:
Ax+B
/, dx
- S ; ax2 -\- b x -\- c

Perform the identity transformation of the integrand:

. f A.+ a lr f -g'*“ + » > + ( ° - £ )


2 J a x 2l 4-\-bx-\-c
-b x 4 -c JJ a xax2
24+- b xbx
-\+
-c c
dx
Represent the latter intégral in the form of a sum of two inté­
grais. Taking the constant factors outside the intégral sign, we
get
_ A C 2 ax+b d ( B Ab\ P dx
2 2a J ax2 + bx-l-ca 2a J J ax2- \-b x + c
The latter intégral is the intégral /,, which we are able to eva-
luate. In the first intégral make a change of variable:
ax2-\-bx-\-c = t, (2ax b) dx = dt
Thus,
I S £S F p - I f - t a l ' l + C = l" l “ ‘ + ^ + ^ + C
And we finally get
l 2= -& ln \aX' + bX + C\ + ( B — ÿ ) Il
Example 2. Evaluate the intégral

Applying the foregoing technique we hâve

, f , +, JT r > - « n - ( . + ± . )
■dx
J x2 — 2x—5 ax J x2— 2x— 5
_J_ Ç (2x— 2)dx f» dx
2 J x2— 2x— 5 ' J x2— 2x— £
dx
= - l n | x 2—2 x - 5| + 4
(x — I)2—6

= 4 - In | x2 — 2x—5 1+ 2 - L
V T -(x -l) + C
In , ^ -----------
2 Vë | K T + (*-l)
352 Ch. 10. The Indemnité Intégral

III. Let us consider the integra!

Jf V a x i dx+ bx-{-c
By means of transformations considered in Item I, this intégral
reduces (depending on the sign of a) to tabular intégrais of the
form
f ■r f* ■■ for a > 0 or f ■. dt for a < 0
J Vt*±k' J
which hâve already been examined in the Table of Intégrais (see
formulas 13' and 14).
IV. An intégral of the form
f **+B dx
J V axt + b x + c
is evaluated by means of the following transformations, which
are similar to those considered in Item II:
— (2 + g£)
Ax+B
V ax* + bx + c -f Ÿ axa + bx + c
2a x + b
dx
dx
- * l ÿ a x 2+ b x + c ax2 + bx + c
Applying substitution to the first of the intégrais obtained,
axt + bx + c = t, (2ax + b) dx = dt
we get
f l 2ax+b)d^
J Ÿax' + bx+c
= [ ^
J Vt
= 2 V r + C = 2V hx* + bx + c + C
^ T
The second intégral was considered in Item III of this section.
Example 3.
y (2* + 4) + ( 3 - 1 0 )

1
5*+3
____________ ■dxz
y xa-t-4x+ io
2*+4
■î
■dx
Vr*a + 4*+ IO
dx

=41 K * * + 4 * + IO "" - ’' Jf - |/'(jc + *2)2H-6


= 5 V x * + 4 * + 1 0 — 7 l n |x + 2 + K ''(*+2)»+61 + C
= 5 Y a:2 + 4 x + 10— 7 In | j c + 2 + K** + 4 * + 1 0 | + C

10.6 INTEGRATION BY PARTS


Let u and v be two différentiable functions of x. Then the
difïerential of the product uv is found from the following formula:
d (uv) = udv + vdu
10.6 Intégration by Parts 3S3

Whence, by intégration, we hâve


uv = § u dv + J v du
or
( 1)

This formula is called the formula of intégration by parts. It is


most frequently used in the intégration of expressions that may
be represented in the form of a product of two factors u and du
in such a way that the finding of the function v from its differen-
tial dv, and the évaluation of the intégral ^vdu should, taken
together, be a simpler problem than the direct évaluation of the
intégral J udv. To become skilled at breaking up a given element
of intégration into the factors u and dv, one has to solve
problems; we shall show how this is done in a number of cases.
Example J *sin xdx = 7 We Ict
u = x, dv - sin xdx
then
du = dx, v = — cos x
H ence,
J x s \ n x d x = — x c o s x + ^ cos x d x = — x cos x + sin jc+C

Note. When determining the function v from the differential


dv we can take any arbitrary constant, since it does not enter
into the final resuit [this can be seen by putting the expression
v + C into (1) in place of u]. It is therefore convenient to con-
sider this constant equal to zéro.
The rule for intégration by parts is widely used. For example,
intégrais of the form
J xk sin ax dx, J xk cos ax dx
JxMn xdx
and certain intégrais containing inverse trigonométrie functions
are evaluated by means of intégration by parts.
Example 2. I t is re q u ire d to e v a lu a te J a r c t a n xdx. L e ttin g w = a r c t a n x ,

dv = dx, we h â v e du = , v = x. T h u s,
1+ x2
C x—C x dx
\ a rc ta n **& = * a rc ta n \ ^ ^ 2= x a rc ta n * —^1 ln | I+ * 2|+ C
354 Ch. 10. The Indemnité Intégral

Example 3. It is required to evaluate J x2ex dx. Let us put u —x2,


dv = ex dx; then du = 2x dx, v = ex,

J x2ex dx = x2ex — 2 J xex dx

We again integrate by parts the latter intégral, letting


ux = x , dui = dx
dv1 = ex dx, Vi = ex
Then
J xex dx — xex — J ex dx = xex — ex -\- C

Finally we get

J x2ex dx = x2ex — 2 (xex — ex) + C = x2ex — 2xe* + 2ex + C = ex (x2— 2x + 2) + C

Example 4. It is required to evaluate J (x2-\-7x— 5)cos2xd x. We let


u —x2 + 7x— 5; dv = cos 2x dx; then

du = (2x + 7)dx, u= —

J (** + 7* _ 5) cos 2xdx = (x2+ 7 x — J (2x + 7 ) ^ ^ d x

2x+7
Apply intégration by parts to the latter intégral, letting = =
= sin 2* dx; then
. , cos 2x
du1 = dx, ü i = ------ ^—
f* 2 x + 7 . 0 , 2x + 7 / co s2 x \ Çf cos 2x\ .
------ 2 / J\ ------ 2“ ) *
(2 x + 7 )c o s2 x , sin 2x , n
~ ~ 4 + 4 +
Therefore, we finally get

J ( ^ + 7 * - 5 ) c o s a ï<t e - ( ^ + 7 x - 5 ) ^ + ( 2 * + 7 , ^ - 2 ^ + C

= (2*2+ 1 4 * - l l ) ^ + ( 2 * + 7 ) ^ + C

Example 5. / = ^ V a 2—x2 d x = ?
Perform identity transformations. Multiply and divide the integrand by
Va2—x2:
f - *
K a2— *2
^r — r x2 dx
J V a 2— *2 J V a 2-
- . x r xdx
= a2 arcsin------\ x ■ ■■
a J V^oï—jt*
10.6 Intégration by Parts 355

Integrate the last intégral by parts, letting


u = x, du = dx
xdx
dv = - , v = — y, a2— x2
V a 2—x2
Then
f x2dX = f* xdX - = — * V a 2—x2 + f V a 2—x2 dx
J V a 2- x 2 J \fa2- x 2
Putting this resuit in the earlier obtained expression of the given intégral,
we hâve
J y ra2—x2d x = a 2 arcsin— -|-* Y a2— x 2 — J Y a2— x2dx
Transposing the intégral from right to left and performing elementary transfor­
mations, we finally get

j* y a2—x2 d x = - Ç arcsin V a 2—x2+ C

Example 6. Evaluate the intégrais

Ix = ^ eax cos bx dx and / 2 = J eax sin bx dx

Applying intégration by parts to the first intégral, we get


u = ea x , du = aeax dx
dv = cos bx dx, v = 4- sin bx
b
J eax cos b x d x = y eax sin bx— y J eax sin bx dx
Again apply the method of intégration by parts to the latter intégral:
u —eax, du = aeax dx
do = sin bxdx, v = — !- cos bx
o
J eax sin bxdx = — —eax cos bx + y J eax cos bx dx

Putting the expression obtained into the preceding équation gives us


C 1 . a a2 C
\ eax cos bxdx = -^ eax sin bx-\~-^ eax cos bx— \ eax cos bx dx

From this équation let us find It

( J eax cos bxdx=eax ( ÿ sin cos bx) + c ( 1+ 7 ^ )


whence
/ C a* u a e°x (b sin b x + a cos bx) . „
li = Jcos bxdx= — 5— -----------------l+ c
Similarly we find
f C Uv ^ ___ eax ( a s in bx—b cos bx) . _
356 Ch. 10. The Indefinite Intégral

10.7 RATIONAL FRACTIONS.


PARTIAL RATIONAL FRACTIONS AND THEIR INTEGRATION
As \ve shall see below, not every elementary function by far
lias an intégral expressed in elementary functions. For this reason,
it is very important to separate ont those classes of functions
vvhose intégrais are expressed in terms of elementary functions.
The simplest of these classes is the class of rational functions.
Every rational function may be represented in the form of a
rational fraction, that is to say, as a ratio of two polynomials:
Q (x) =
f(x) A0xn + ÀiXn- l + . . . + A n
Without restricting the generality of our reasoning, we shall
assume that these polynomials do not hâve common roots.
If the degree of the numerator is lower than that of the deno-
minator, then the fraction is called proper, othervvise the fraction
is called impropcr.
If the fraction is an improper one, then by dividing the nume­
rator by the denominator (by the rule for division of polyno­
mials), it is possible to represent the fraction as the sum of a
polynomial and a proper fraction:

f(x) = A f(.*
v ’H1-7f(x)
7T
F (x )
Here M(x) is a polynomial, and is a proper fraction.
Example 1. Given an improper rational fraction
x*—3
x2+ 2x-i-l
Dividing the numerator by the denominator (by the rule for division of
polynomials), we get
*4—3 4jc— 6
**+ 2*+l = x*— 2x + 3 x*+2x+\

Since intégration of polynomials does not présent any difficul-


ties, the basic barrier when intégrâting rational fractions is the
intégration of proper rational fractions.
Définition. Proper rational fractions of the form:

^4
II. ——— (k a positive in te g e r^ 2),

III. x^-\~~px-j-tf ( ^ e roo^s of the denominator are complex, that


is. Ç —? < o ) .
10.7 Intégration of Partial Rational Fractions 357

IV. ------ i ----- (k a positive integer ^ 2 ; the roots of the


(x^+px+q)*
denominator are complex) are called partial fractions of types I,
II, III, and IV.
It will be proved below (see Sec. 10.8) that every rational
fraction may be represented as a sum of partial fractions. We
shall therefore first consider intégrais of partial fractions.
The intégration of partial fractions of types I, II and III does
not présent any particular difficulties so we shall perform their
intégration without any remarks:
I. ^ ^ ^ d x = A \ n \x —a\+ C .
II. f A dx = A f ( x — Q)-*dx = / l ^-~ a)~*+l + C
J (*-«)* J -* + «
(1 — k ) ( x —a)*~l
~ â. P ^ tp I+ 1 b ~ t )
[. [ _ ^ ± 6 _ d x = l 2 dx
J x^+px+q J x't + p x + q
dx
_ a ç 2x+p dX iY B — — ' r
- 2 W + px + qaX + \ ° 2 ; J x*+px + q
dx
= A \n \x * + px + q\ + ( B - - -

- A ln | i, + p J :+ , | + J ^ . arcta n - p ^ + C (see
Sec. 10.5).
The intégration of partial fractions of type IV requires more
involved computations. Suppose we hâve an intégral of this type:
TV. f Ax+B , dx.
J (jc2 + P*+<?)*
Perform the transformations:

Ax+ B [ 4 - {2x+p) + { B ~ T )
(x* + p x + q ) k d x - J {x2 + p x + q ) l t d x

= — f .- 2 ± V dx+ ( b ——) f ---- dJL-----


2 J (x* + px+q)" T \ 2 J J (x* + px+ q )*
The first intégral is taken via the substitution, x2+ px + q = t,
(2x+ p)dx = dt:
/-*+l
T— ? £ i£ — dx — t~hdt C
J (x2 + p x + q ) k 1—*
1
fC
(1—*)(jt2+px+<7)*-1
358 Ch. 10. The Indemnité Intégral

We write the second intégral (let us dénoté it by /*) in the form


c dx _ f __________ dx_____________r it

J o ^ + /* + » )• J [(* + £ )* + (’ " £ )]* J(/î+m î)‘


setting
x - \- ^ — t, dx = dt, q—-j- = m2

^it is assumed that the roots of the denominator are complex,


and hence, <7 —^ > o ) . We then do as follows:
dt __1_ f (<2+m 2)—<2
/* = J ( 72 + m2)ft m2J (/2+m2)*
dt 1
= im2[ 1. (<
( 2+ m2)*-1 m 2 J (<2 + m 2)*
■dt O)
We transform the last intégral:
r t*dt _ r t-tdt
J (/2+m2)* J(*a+ m2)*
= J_ f f d(<2+m2)
-_ L _ (W — !— )
2 J (<2+m2)*
Integrating by parts we get
r t2dt _ 1 r C— * ----- 1
J (<2+m2)* 2(fc—1) [ r (/2+m2)*-i J (<1+ m*)*-2J
Putting this expression into (1), we hâve
C dt dt
Ik j (<a + m2)* m2 ] (<2+ m2)* - 1
+ ± _ L _ r — ?- - - - - - - f _ Ü L _ 1
m22(£—1) [(/2+ m2)*-1 J (<2+m2)ft-iJ
t 2k—3 dt
2m* (* —l)(/a+ m 2)* -1 2m2 (k (<2+m2)*-2
On the right side is an intégral of the same type as Ik, but the
exponent of the denominator of the integrand is less by unity
(k—1); we hâve thus expressed I k in terms of I k_l.
Continuing in the same manner we will arrive at the familiar
intégral
dt
— arctan — +C
' - Î /2+ m2 m m '

Then substituting everywhere in place of t and m their values, we


get the expression of intégral IV in terms of x and the given
JO.8 Décomposition of a Rational Fraction 359

numbers A, B, p, q.
Example 2.

-i-(2* + 2 M - ( - l - l )
dx
i ( x 2 + 2* + 3)2* C l (x2 + 2 x + 3 )2
2*+2
dx
(x2 + 2 x + 3 ) 2 - * î (*a + 2*
‘ + 3)a
1 1 * dx
2 (*2 + 2x+3)" (x2 + 2 x + 3 ) 2

We apply the substitution x + \ = t to the last intégral:


dx dx dt
s (*2+ 2x + 3)2 !(■*+ l)a
1 r dt
+ 2J2 (t2 -I
+ 2)a 2 J
t2
(*a+ 2)a af
: 2 J/* + 2 2 (t2+ 2)a
1 1 , t
H
1 f /ad/
------— arctan —— ------- \ -----------
2 /2 K 2 2 J (/a + 2)a

Let us consider the last intégral:


t 2 dt I (•/<!(/«+2)
f t d ÿ * + 2) 1 f (J / 1 ^
S (t2 +2)2 2 J (/2+ 2 ) 2 2 j , a V<2 + 2 ;
1 t 1 f* dt
‘ 2 <2 + 2 + 2 J t 2 + 2
— arctan
2 (t2+ 2)~2 /"2 2
(we do not yet Write the arbitrary constant but will take it into account in
the final resuit).
Consequently,
dx 1 . *+1
îi (x2+2*+3)2 2 y 2 arctan yT
_ ± [_ _ Ü ± J L _ + _ L _
2 [ 2(*2+2*+3)+2y 2arctan *O± i lJ
Finally we get
f x— 1 x+2
dx= — — - arctan — l + C
(x2 + 2 x + 3 ) 2 2(x2 + 2 x + 3 ) 4 V2 r

10.8 DECOMPOSITION OP A RATIONAL FRACTION


INTO PARTIAL FRACTIONS
We shall now show that every proper rational fraction may be
decomposed into a sum of partial fractions.
Suppose we hâve a proper rational fraction
F (x)
f (*)
360 Ch. 10. The Inde fini te In té g ra l

We shall assume that the coefficients of the polynomials are


real numbers and that the giveri fraction is in lowest terms (this
means that the numerator and denominator do not hâve common
roots).
Theorem 1. Let x = a be a root of multiplicity k of the deno­
minator; that is f(x) =--=(x — a)kf x (x), where f l (a)=£ 0 (see Sec. 7.6).
F i je)
Theri the given proper fraction may be represented in the form
of a sum of two other proper fractions as follows:
F (x) _ A F | (x)
f (x) ( x — a)* "*■( x —a)* - V, (x)
where A is a nonzero constant, and F, (x) is a polynomial of degree
less than the degree of the denominator (x —a)k~1f 1(x).
Proof. Let us write the identity
F (x) _ A F (x) — A f t (x)
f (x) (x— a)* f (jc—a)* (jc) W

(which is true for every A) and let us define the constant A so that
the polynomial F(x) — A f1(x) can be divided by x — a. To do this,
by the remainder theorem, it is necessary and sufficient that the
following équation hold:
F (a) — A ft (a) = 0
Since f\(a)^* 0, F (a) =5^ 0 , A is uniquely defined by

For such an A we shall hâve


F (x) — A ft (x) = (x—a) Fx(x)
where F,(x) is a polynomial of degree less than that of the poly­
nomial (x—a)k~1f l (x). Cancelling (x—a) from the fraction in for­
mula (2), we get (1).
Corollary. Similar reasoning may be applied to the proper ra-
tional fraction
Fi (x)
(x—a )* -1 f t (x)
in équation (1). Thus, if the denominator has a root x = a of
multiplicity k, we can write
F ( x ) __ A ._____ A\______ , | Afc—i . Ffr (x)
/(x ) (x— a ) * ^ ( x — a ) » - 1"1” - ^ x-a / x (x)

where is a proper fraction in lowest terms. To it we can


apply the theorem that has just been proved, provided / t (x) has
other real roots.
10.8 Décomposition of a Rational Fraction 361

Let us now consider the case of complex roots of the denomi-


nator. Recall that the complex roots of a polynomial with real
coefficients are always conjugate in pairs (see Sec. 7.8).
When factoring a polynomial into reaUfactors, to each pair of
complex roots of the polynomial there corresponds an expression
of the form x2-{-px + q. But if the complex roots are of multi-
plicity l i they correspond to the expression (x~ + px + qY.
( ,

Theorem 2. If f ( x ) ^ ( x 2-\-px-\-qY ^l (x), where the polynomial


(PiCv) is not divisible by x2+ px + q, theti the proper rational
t* (jf)
fraction may be represented as a sutn of two other proper
fractions in the following manner:
F (x) _ M x+N ._________ «Pi (x)______
f (x) (x2 + p x + qY ^ (je2 + px + q)v - ^ (x) '’

where O, (x) is a polynomial of degree less than that of the poly­


nomial (x1+ px + q)*'1<p, (x).
Proof. Let us Write the identity
F (x) _ _____ F (x)________ _ Mx + N , F (x) — (Mx-j-.V) qpt (x)
f ( x ) ~ (x2 -\-px + q)* (pi (JC) (x2 + p x + q ) ï (x^ + px + q f ^ (x) '>

which is true for ail M and N, and let us define M and N so


that the polynomial F (x) — (Mx + NJqp^x) is divisible by x* + px-\-q.
To do this, it is necessary and sufficient that the équation
F (x) — (jWx + N) qp, (x) = 0
hâve the same roots a ± t'P as the polynomial x2-\-px + q. Thus,
F (a f ip) — 1M (a -f *'P) + N] «p, (a -r »P) = 0
or
M {a + »P) + N = ^Jjifp-j

But F is a definite complex number which may be written


<Pl (Œ-f-*P) V 1
in the form K + iL, where K and L are certain real numbers.
Thus,
M {a + i$) + N = K + iL
whence
Ma + N = K, M$ = L
or
M
m=— p . «N = K^ ~p La-
With these values of the coefficients M and N the polynomial
F (x) — (Afx + /V) <p, (x) has the number a + /p for a root, and.
362 Ch. 10. The Indefinite Intégral

hence, also the conjugate number a —t'p. But then the polynomial
can be divided, without remainder, by the différences x —(a-f-i'P)
and*—(a — t'P), and, therefore, by their product, which isx2-\- px+Ç-
Denoting the quotient of this division by (D, (*), we get
F (x) — (Mx + N ) <pt (r) = (*3+ px + q) (*) <I\
Cancelling x2-\-px + q from the last fraction in (4), we get (3),
and it is clear that the degree of d>j(*) is less than that of the
denominator, which is what we set out to prove.
F (je)
Now applying to the proper fraction the results of Theo-
rems 1 and 2, we can obtain, successively, ail the partial fractions
corresponding to ail the roots of the denominator / (*). Thus, from
the foregoing the resuit follows that
If
/(*) = (*—a)*. . .(*—b ) $ (x2+ px + q y . . . (x3+ /* + s)v,
F (je)
then the fraction jj-j- can be represented as follows:
F(x) _ A Ax 4,-t
f(x) (x— —a ) * - 1 ’ ‘ x —a

(x -b f (x— Ô)?-1 ^ T x —b
M x+N M xx + N x (5)
(x* + px + qT + { X* + px + q ) v - i + x2 + px + q

Px-jrQ , P i x + Qi P V- 1 ^ + QV - 1
(x2 + Ix + s)v ' (x2 + Ix + S)v- 1 x2 + !x + s

The coefficients A, A lt . . . , B, B,, . . . may be determined by


the following reasoning. This equality is an identity; and for this
reason, by reducing the fractions to a common denominator we
get identical polynomials in the numerators on the right and left.
Equating the coefficients of the same degrees of *, we get a System
of équations for determining the unknown coefficients A, A lt . . . ,
B, Blt . . . . This method of finding coefficients is called the
method of undetermined coefficients.
Besides, to détermine the coefficients we can take advantage of
the following: since the polynomials obtained on the right and
left sides of the équation must be identically equal after reducing
to a common denominator, their values are equal for ail particular
values of *. Assigning particular values to *, we get équations
for determining the coefficients.
10.9 Intégration of Rational Fractions 363

We thus see that every proper rational fraction may be repre-


sented in the form of a sum of partial rational fractions.
x2+ 2
Example. Let it be required to décomposé th» fraction into
(*+!)» (*-2)
partial fractions. From (5) we hâve
** + 2 A At . A, B
( x + l ) 8 (x— 2) x—
( x + l ^ M x + l ) 2't~ x 2+ l ' î '
Reducing to a common denominator and equating the numerators, we hâve
*2 + 2 = A ( x - 2 ) + A1 ( x + 1) ( x - 2 ) + A2 (x + l)2 ( x - 2 ) + f l ( x + l)8 (6)
or
x2 + 2 = (A, + fl) x3 + (At + 3fl) x2
+ (A — A1— 3A î + 3 B ) x + ( — 2A — 2A1— 2A2 + B)
\
Equating the coefficients of *3, x2, xl , x° (absolute term), we get a System
of équations for determining the coefficients :
0 = A2 + B
1 = AX+ ?>B
Q = A — A1S A tl + W
2 = — 2A — 2A1— 2A2 + B

Solving this System we find


I 2 2
A= -U A, = t ; A2 = - ± ; B= f

It might also be possible to détermine some of the coefficients of the équa­


tions that resuit for some particular values of x from (6), which is an identity in x.
Thus, setting x = — \ we hâve 3 = — 3A or A = — 1; setting x = 2 , we
hâve 6 = 27B, B = y .
If to these two équations we add two équations that resuit from equating
the coefficients of the same powers of x, we get four équations for determining
the four unknown coefficients. As a resuit, we hâve the décomposition
x2 + 2 1 1 2 2
(x + i ) 3 ( x - 2 ) “ ( x + 1 )3 "| - 3 ( x + l ) 2 9 ( x + l ) "," 9 (x — 2)

10.9 INTEGRATION OF RATIONAL FRACTIONS


Let it be required to evaluate the intégral of a rational fraction
-jl* j ; that is, the intégral

If the given fraction is improper, we represent it as the sum


F (x)
of a polynomial M (x) and the proper rational fraction
(see Sec. 10.7). This latter we represent, applying formula (5),
Sec. 10.8, as a sum of partial fractions. Thus, the intégration of
364 Ch. 10. The indemnité Intégral

a rational fraction reduces to the intégration of a polynomial and


several partial fractions.
From the results of Sec. 10.8 it fôllows that the form of partial
fractions is determined by the roots of the denominator f(x). The
following cases are possible.
Case I. The roots of the denominator are real and distinct, that is
f(x) = ( x - a ) ( x - b ) . . . ( x - d )
F (*)
Here, the fraction is decomposable into partial fractions
of type I
F(x) A B D
/(* ) x — a 1 * — b 1 * * ’ 1 x —d

and then
F(x)
/(*) d x = = $ x - a + î x - b d x + - - + 1 x - d dx
= A \n \x —a | + fî ln | jc—b \ + . . . + D ln |.v— d \ 4 - C

Case II. The roots of the denominator are real, and some of them
are multiple:
f(x) = (x—a)*(x—by ... {x—d f
F (*)
In this case the fraction is decomposable into partial
fractions of types I and II.
Example I (see example in Sec. 10.8).
x2 + 2 f
P dx .1 P dx 2 P dx
(*+1)3 (*—2) dx
I J ( * + l ) 3 ' 3 J ( x + l)2 9 J 7+T
dx 1 1 1
2 2 (*+1)2 3(*+ 1) - 4 ini* + ' i + 4 ,nijc—2 i+ c
2x — I x —2
+C
6(*+l)2+1-1" x+l

Case III. Among the roots of the denominator are complex non
repeated ( that is, distinct) roots:
f (x) = (x2+ px + q) . . . (*2-f-/x + s) (*—a)1* . . . (x—d)8
F (*)
In this case the fraction y - ^ is decomposable into partial frac­
tions of types I, II, and III.
Example 2. Evaluate the intégral
xdx
î (*2+ i)(* —i)
10.9 Intégration of Rationaî Fractions 365

Décomposé the fraction under the intégral sign into partial fractions [see (5),
Sec. 10.8]
x _Ax-\~B . C
(x2 + 1) (x— 1 )~ x2+ l Xm— 1

Consequently,
x = ( A x + B) (x — 1) + C(x2 + 1)

Setting x = l , we get 1 —2C, C — setting x = 0, we get 0 = — Æ+ C,


1

Equating the coefficients of x2, we get 0 - A-\-C, whence A = — —. Thus,


C xdx ï r x—\ \ r dx
J (x2 + l ) ( x - l f ' 2 J x2+ l + 2 Jx 1
_ 1 P xdx , I T dx . 1 C dx
J J X2" + 1 H' T J F=T
= — - f ln l* 2-r! IH arctnn x -f* —■ln | x 1|+ C

Case IV. The roots of the denominator include complex multiple


roots
f (x) = (xs + px + qY . .. (x* + / a: + s)v(a:— a)' . . . (x—d)1
F (x)
In th is ca se, d éco m p o sitio n of th e fra ctio n w ill a ls o c o n t a in
p a rtia l fra c tio n s of ty p e IV .
Example 3. It is required to evaluate the intégral
f x4 + 4x3+ l l x 2 + 1 2 x + 8
J (x2 + 2x + 3)2 ( x + 1)
Solution. Décomposé the fraction into partial fractions:
x4 + 4x3 + 1lx2 + 12x-)-8_ Ax-\-B . Cx + D . E
(x2 + 2x + 3)2 ( x + l ) ~ ( x 2 + 2x + 3]2+ (x2 + 2x + 3 ) ^ j r + I
whence
x* + 4x3 + 1lx2 + 12x + 8
= (Ax + B) (x + 1 ) + (Cx + D) (x2 + 2x + 3) (x + 1 ) + E (x2 + 2x + 3)2
Combining the above-indicated methods of determining coefficients, we firtd
A = 1. B = - ~ 1, C = 0, D = 0, E = 1
Thus, we get
P x4 + 4x 3+ 1lx2 + 12x + 8 . _P x -\ P dx
J (x2 + 2x + 3)2 ( x + l ) J (x2 + 2x + 3)2 ^ J x+1
x 4 -2 l/'Ô’ x+1
= - 2(**+2*+T) - - + arctan y r +ln 1*+ 11+ c
The first intégral on the right was considered in Example 2, Sec. 10.7. The
second intégral is taken directly.
366 Ch. 10. The Indemnité Intégral

From the foregoing it follows that the intégral of any rational


function may be expressed in terms of elementary functions in
closed form, namely, in terms of:
(1) logarithms in the case of partial fractions of type I;
(2) rational functions in the case of partial fractions of type II;
(3) logarithms and arc tangents in the case of partial fractions
of type III;
(4) rational functions and arc tangents in the case of partial
fractions of type IV.

10.10 INTEGRALS OP IRRATIONAL FUNCTIONS

It is impossible to express in terms of elementary functions the


intégral of every irrational function. In this and the following
sections we shall consider irrational functions whose intégrais are
reduced (by means of substitution) to intégrais of rational functions
and, consequently, are integrated completely.
I. We consider the intégral ^ x n, x s') dx where R
is a rational function of its arguments. *
Let it be a common denominator of the fractions
We make the substitution
x = tk, dx = ktk~1dt

Then each fractional power of x will be expressed in terms of


an intégral power of t and the integrand will thus be transformed
into a rational function of t.
Example 1. It is required to compute the intégral

(
* The notation R \ x ,
— -)
x " , .... x s J indicates that only rational operations
m r

are performed on the quantities x, x n , . . x s .


This is precisely the way that the following notations are henceforward to
m

be understood: R ( ^ ^ 2 ) " • ■*• ) » # (*■ V a x 2 + b x + c ) , R (sin x, cos x),


etc. For instance, the notation R (sin x, cosx) indicates that rational opera­
tions are to be performed on sin x and cos x.
10.î î Intégrais of the Form $R(x, Y a x 2-f-bx -f-c) dx 367

1 3
Solution. The common denominator of the fractions y , y is 4; and so we

substitute *= f4, dx = 4t3dt\ then

II. Now consider an intégral of the form

This intégral reduces to the intégral of a rational function by


means of the substitution
ax+ b==tk
ex +d

where k is the common denominator of the fractions — , . . . . —.


n ’ s
Example 2. It is required to compute the intégral

V7+4 ■dx
f
Solution. We make the substitution *+ 4= t2, x=?t2— 4, dx = 2tdt; then

=2
<+ 21n
\ t —2 + C= 2 / I + 4 + 21n
yx+4 —2
+ C
;/+ 2 Y 7 + 4+ 2

10.11 INTEGRALS OF THE FORM JR ( x , V a x 2+ b x + c)dx

Let us consider the intégral


J R (x, V a x 2- f bx + c ) d x (a^O ) (1)

An intégral of this kind reduces to the intégral of a rational


function of a new variable by means of the following Euler sub­
stitutions.
First Euler substitution. If a > 0, then we put
Y ax2-f bx -f c = ± V ax -f-1
368 Ch. 10. The Indemnité Intégral

For the sake of definiteness we take the plus sign in front of V a.


Then
ax2+ bx + c = ax2+ 2 V â x t + t 2
whence x is determined as a rational function of t :
i 2— c
X= --------- r=r-
b — 2 y at
(thus, dx will also be expressed rationally in terms of t). Therefore,
Y a x 2+ bx -\-c----Yax~\-t = Y a °
b — 21 Y a
Thus Y a x 2+ bx + c is a rational function of t.
Since Y ax2-f bx -|- c, x and dx are expressed rationally in terms
of t , the given intégral (1) is transformed into an intégral of a
rational function of t.
Example 1. It is required to computc the intégral
f dx
J Y x2+C
Solution. Since here a = l > 0, we put = -* + t;
then
*2 + c = *2— 2xt + t 2
whence
t2—c
x= ~
21
Consequently,

dx=i- ÿ - dt
Ÿ ? + i = - x + t = - £ = ^ + t= .£ ± Z
Returning to the original intégral, we hâve

ç * r * * f - = ln
• I*l + C , = l n | *+ Y*2+c | + C ,
J » '* * “ J & J ,= "
(see formula 14 in the Table of Intégrais). *

Second Euler substitution. If c > 0, we put


Y ax2+ bx + c = xt ± Y~c
then
ax* + bx + c = x*t* + 2 x tY c+ g
10.11 Intégrais of the Form J R (x, Y a x 2-\- bx-\-c) dx 369

(For the sake of definiteness we took the plus sign in front of


the radical.) Then x is determined as a rational function of t:
2 Ÿ~c t — b .
x = —-—a — t2

Since dx and Yaxa-\-bx + c are also expressed rationally in terrns
of t, by substituting the values of x, Yax2+ bx + c and dx into
the intégral J R(x,]/raxi + bx-\-c)dx, we reduce it to an intégral
of a rational function of t.
Example 2. It is required to compute the intégral
f Q - y 1+*+**)* ^
J x* y i+*+**
Solution. We set Ÿ \ + J t + x 2=jrf + 1, then

l + * + * 2= * 2/ 2+ 2;irf + l, *= à x = ~ ^ à .- £ - d t

y i+x+x*=jc<+ i = —j _ji"
i —v 'r+ * + * î =■
Putting the expressions obtained into the original intégral, we find
f (1 -^ 1 + * + * » )* , C ( - 2 t2 + 1)2 ( 1-< « )» ( 1- 12) (2P - 2 t + 2)
J *2 V l + x + * J (!-/•)• (»-!)• (<*-<+ 1)(1-/*)2
t2 I+ t
=+2I I— t2 dt = —2/ + In 1—t
2(Ÿ~ l+ * + * 2—l) In *-j-
*+ Yr î+x+x*—i _|_c
x— Y 1+*+**+1
2 ( V l + * + * 2—l) -ln |2 x + 2 Y l + x + x 2+ \ | + C

Third Euler substitution. Let a and p be the real roots of the


trinomial ajc2+ b* + c- We put
V a x 2+ bx + c — (x—a) t
Since ax2+ bx + c = a (x —a )(x —P), we hâve
Y et (x —a) (x—P) = (x—a) t
a (x—a) (x—p) = (x—a)* t2
a{x—P) = (x—a) t2
Whence we find x as a rational function of t:
__a p — at 2
X ~~ a — 1%
24—2081
370 Ch. 10. The Indefinite Intégral

Since dx and V ax2+ bx-\~c also rationally dépend upon the given
intégral is transformed into an intégral of a rational function of t .
Note 1. The third Euler substitution is applicable not only for
a < 0 , but also for a > 0 , provided the polynomial ax* + bx + c lias
two real roots.
Example 3. It is required to compute the intégral
p dx
J j/> + 3*_4
Solution. Since x2 + 3x— 4 = (* + 4 )(x — 1), we put
K ( * + 4 )( * - 1 ) = (x + 4 ) t
then
(jt+ 4 )(* — 1)= (*+ 4)2/2, x — l = (x + 4 ) t*
1+412 .
dx-
10i zdt
1—/2 ' ~~ (1—*2)2
y r( x + 4 ) ( x - l ) = [ i ± ^ + 4 ] < = —

Returning to the original intégral, we hâve

JC y x2-f-3x—4
dx
“ JÇ10/(1—/*)^ C 2 , |l + t
l - t * dt~ in 1 - / -K
X—1
1+ jc+ 4 V x + a + \T 7 = \
= ln + C = ln +c
V x + 4 —/ x —1
'- / S i
Note 2. It will be noted that to reduce intégral (1) to an intégral
of a rational function, the first and third Euler substitutions are
sufficient. Let us consider the trinomial ax* + bx-\-c. If b2—4ac > 0,
then the roots of the trinomial are real, and, hence, the third
Euler substitution is applicable. If b2— 4ac<|0, then in this case
axî + bx + c = ^ [ 2ax + by + (4ac—b1)]

and therefore the trinomial has the same sign as that of a. For
]/raxi + bx + c to be real it is necessary that the trinomial be posi­
tive, and we must hâve a > 0. In this case, the first substitution
is applicable.

10.12 INTEGRATION OP CERTAIN CLASSES


OF T R1GONOMET R IC FUNCTIONS
Up to now our sole concern has been a systematic study of the
intégrais of algebraic functions (rational and irrational). In this
section we shall consider intégrais of certain classes of nonalgeb-
JO. 12 Intégration of Certain Trigonométrie Functions 371

raie functions, primarily trigonométrie. Let us consider an intégral


of the form
jÆ (sinx, cosx ) d \ (1)
We shall show that this intégral, by the substitution
tan —= t (2)

always reduces to an intégral of a rational function. Let us express


sin* and cosx in terms of ta n --, and hence, in terms of t :
«x X
2 s in --c o s -- 2 s i n y cos y 2 tan ~2 21
sin*: . 9x , , x 1+/2
sm *—+ c° s* — l + tan2Y
n X . 9 X
cos2 y — sin2 — cosz —— sm z — * tan2 1— t2
COS X =
„ x , . „ x l + <2
1 + tan2 ---
cos T + Sin T
Furthermore,
2 dt
x = 2 arctan t, dx = 1+ /2
In this way, sinx:, cosx: and dx are expressed rationally interms
of t. Since a rational function of rational functions is a rational
function, by substituting the expressions obtained into the intégral
(1) we get an intégral of a rational function:
j “/?(sinx, cosx)dx = J ^ ( ï — ,
Example 1. Consider the intégral
C dx
J sin *

On the basis of the foregoing formulas we hâve

tanT 4-c
This substitution enables us to integra te any function of the
form R (cos jc, sinx). For this reason it is sometimes called
a “universal trigonométrie substitution”. However, in practice it
frequently leads to extremely complex rational functions. It is
therefore convenient to know some other substitutions (in addition
to the “universal” one) that sometimes lead more quickly to the
desired end.
24*
372 Ch. 10. The Indemnité intégral

(1) If an intégral is of the form $ R (sm x)cosxdx, the substitu­


tion sinx = /, cosxdx = dt reduces this intégral to the form
S R (t)dt.
(2) If the intégral has the form J R (cosx)sinxdx, it is reduced
to an intégral of a rational function by the substitution cosx = t,
sinxdx = — dt.
(3) If the integrand is dépendent only on tan x , then the sub­
stitution tan x = t, x — arctan /, dx —y— j reduces this intégral to
an intégral of a rational function:
J / ? ( t a n ^ d x = j i ? ( / ) T^ 5

(4) If the integrand h^s the form R (sin a:, cosjc), but sinjc and
cos a; are involved only in even powers, then the same substitu­
tion is applied:
tanjc = f (2')
because sin2* and cos2a: can be expressed rationally in terms of
tanx:
l 1
cos2x = l + tan2 x I + *a
tan2 x *2
sin2x = 1+ tan2 x
1+ /2
dt
dx 1+ t*

After the substitution we obtain an intégral of a rational


function.
C sin3 x
Example 2. Compute the intégral j — — — dx.

Solution. This intégral is readily reduced to the form J /? (cos x) sin x dx.
Indeed,
sin2 x sin x dx Ç 1— cos2 x .
Jf 2q-t——
cos x <&= J[J " 2 + cosx
sin xdx
+ cosx [■
J 2 + co sx
We make the substitution cosx = z. Then sin xdx = — dz:

S2 ^ * = ! ï +t 7 + î * - 1 ( ‘ - 2+ r j h ) *
rr»o2 y
=
= -—- 2z
2z+31n(Z + 2)
+ 3 ln (z + 2)H+ C==— —— — 2 cos x + 3 ln (cos x + 2) + C
dx__
Example 3. Compute J ^ ^
-sin 2 x *
Î0.J2 Intégration of Certain Trigonométrie Functions 373

Make the substitution tanjc = /:


r dx r dt r dt 1 . t , „

“ 7 ï ‘ ,' l*"('j7=5)+c
(5) Now let us consider one more intégral of the form
J R (sin x, cos jc ) dx, namely an intégral with integrand sin'* x cosn x dx
(where m and n are integers). Here we consider three cases.
(a) J sinm.ccosn xdx, where m and n are such that at least one
of them is odd. For definiteness let us assume that n is odd. Put
n — 2/7+1 and transform the intégral:
^ sin™x cos*/’+l xdx = ^ sin“ x cosip x cos x dx
= J sin1* jc(1 —sin* x)p cos x dx
Change the variable:
sinx = /, cos xdx = dt
Putting the new variable into the given intégral, we get
jj sin™x cosn x dx = J ( 1— t2)p dt
which is an intégral of a rational function of t.
Example 4.
f* cos® x ^ Ç cos* x cos x d x f* (1 — sin* x) cos x dx
J sin4 * J sin4 x —J sin4x
Denoting sin x= t , cos xdx = dt, we get
f* cos*x . f*(l — t*)dt (* dt r dt
3^+ 1"+ °
_____ î___«__ !__ . c
3 sin3 x ' sin x '

(b) J sinmxcos’’xdx, where m and n are nonnegative and even


numbers.
Put m = 2p, n = 2q. Write the familiar trigonométrie formulas:
sin* jc = - cos 2x, cos* * = -- + —cos 2 jc (3 )

Putting them into the intégral we get


J sin*/’A:cos*î ^djc = J — Ÿ cos (ÿ + ÿ cos2 jc^? dx
374 Ch. 10. The Indéfini te Intégral

Powering and opening brackets, we get terms containing cos 2*


to odd and even powers. The terms with odd powers are integra-
ted as indicated in Case (a). We again reduce the even exponents
by formulas (3). Continuing in this manner we arrive at terms of
the form J cos kxdx, which can easily be integrated.
Example 5.

J sin4 x dx = ^ J ( 1— cos 2x)2 dx = J ( 1— 2 cos 2x + cos2 2x) dx

= - i j^jc — s i n 2 * + ÿ J ( l + cos4x)d *| = - - [ y - « - s i n 2 * + ^ — - j - fC

(c) If both exponents are even, and at least one of them is


négative, then the preceding technique does not give the desired
resuit. Here, one should make the substitution tan x = t (or c o tx = t).
Example 6.

tanx = /; then x = a rcta n /f dx = j ^ ]2 and we Set


P u t%

IS i i f ï î - f '■ "+'*>"'- T + f + c
_tan8 x , tan6x , n
1 5 l" C

(6) In conclusion let us consider intégrais of the form


J cos mx cos nx dxt J sin mx cos nx dx, J sin mx sin nxdx
They are taken by means of the following formulas* (m=£n):
cos mx cos nx = — [cos (m + n) x + cos (m—n) x]
sin mx cos nx = ^ [sin (m + n)x + sin (m— n) x]
sin mx sin nx = ^ [ — cos (m + n)x + cos (m—n) x]

* These formulas are easily derived as follows:


cos (m + n) x = cos m x c o sn x — sin mx sin nx
cos (m — /t)x = cos mx cos n x + s in mx sin nx
Combining these équations termwise and dividing them in half, we get thefirst
of the thrce formulas. Subtracting termwise and dividing in half, we get the
third formula. The second formula is similarly derived if we Write analogous
équations for sin(m + n )x and sin (m—n)x and then combine them termwise.
Î0.I3 Intégration of Certain lrrational Functions 375

Substituting and integrating, we get


^ cosm xcosnxdx = — ^ [cos (m + n) x + cos(m—n)x] dx
_sin x . sin (m— n) x , n
2 (m + n) 2 (m— n)
The other two intégrais are evaluated similarly.
Example 7.
J sin 5x sin = J [ — cos 8a: + cos 2x] dx= — ^ ^ 4 " —

10.13 INTEGRATION OF CERTAIN IRRATIONAL FUNCTIONS


BY MEANS OF TRIGONOMETRIC SUBSTITUTIONS
Let us return to the intégral considered in Sec. 10.11:
J R (x, V ax2-f bx + c) dx (1)
^2
where a^= 0 and c—-^ -^ O (in the case a = 0 the intégral has
b2
form II, Sec. 10.10; for c— ^- = 0, the expression ax2-\-bx + c =
= a ^ x + ^ y , and we hâve to do with a rational function, if
a > 0; for a < 0 the function Y a x 2+ bx + c is not defined for any
value of x). Here we shall give a method of transforming this in­
tégral into one of the form
J ~R(sin z, cos z)dz (2)
which was considered in the preceding section.
Transform the trinomial under the radical sign:
a x2 + bx + c = a ^ x - +(c—
Change the variable, putting
x+ £ = t’ dx = dt
Then
Y a x 2+ b x+ c= j / " at2 + ^c—^
Let us consider ail possible cases.
1. Let a > 0 , c— > 0. We introduce the désignations: a = m\
l2
c— 47-a = n2. In this case we hâve
V ax2+ bx -f c = Y m2t2+ n2
376 Ch. 10. The Indefinite Intégral

2. Let a > 0, c— < 0. Then


»
a —m2, ** = —n2
c —j-
’ 4a
Thus,
Vax2-\-bx-\-c = V m 2t 2—n2

3. Let a < 0, c— ^ - > 0. Then


_ b2
a = —m2,’ c ——
4a
= na
Hence,
V o.x2+ bx + c = Kn2—/n2/2
^2
4. Let a < 0, c— ;£j-<0. In this case + + c is a com-
plex number for every value of x.
In this way, intégral (1) is reduced to one of the following
types of intégrais:
I. J R(t, V m 2t 2+ n2)dt (3a)
IL $/?(<, Vm2t2—n2)dt (3b)
III. \ R ( t , V n 2—mH2)dt (3c)
Obviously, intégral (3a) is reduced to an intégral of the form
(2) by the substitution
t=—
m tan z
Intégral (3b) is reduced to the form (2) by the substitution
i n
/= —
tn sec z
Intégral (3c) is reduced to (2) by the substitution
, n .
t = —
m sin /
Example. Compute the intégral
dx
I V (a2— jc2)»
Solution. This is an intégral of type III. Make the substitution x = a s \ n z ,
then
Î0.14 Intégrais not Expressed in Elementary Funetions 377

dx = a cos z dz
_ f a ccos z d z *
a cos z dz
J V(a2—jc2)3 J
V (a2—aa sin2 z)3 =J “*:s cos3 z
1 P dz 1 l .r 1 sin z
a2 J cos2 z a2 a n z ' ~ a2 cos z
c=
sin z
“2 V 1— sin* z
=-L *

10.14 ON FUNCTIONS WHOSE 1NTEGRALS CANNOT


BE EXPRESSED IN TERMS OF ELEMENTARY FUNCTIONS

In Sec. 10.1 we pointed out (without proof) that any function


f(x) continuons on an interval (a, b) has an antidérivative on
that interval; in other words, there exists a function F (x) such
that F’ (x) — f(x). However, not every antiderlvative, even when
it exists, is expressible, in closed form, in ternis of elementary
functions.
Such are the antiderivatives expressed by the intégrais ^e~x*dx,
j ^ ^ d x , J K l —Æ2sin2xdx, and many others.

In ail such cases, the antiderivative isobviously some new function


which does not reduce to a combination of a finite number of
elementary functions.
For example, that one of the antiderivatives

7=-jV* d x + c
which vanishes for x = 0 is called the Laplace function and is
denoted by O (x). Thus,
<D(*) = y = - ^e~*t dx + C1 if <D(0)=0

This function has been studied in detail. Tables of its values


for various values of x hâve been compiled. We shall see how
this is done in Sec. 16.21 (Vol.t II). Figs. 208 and 209 show the
graph of the integrand y = e~x* and the graph of the Laplace
function y = <D(x). That one of the antiderivatives

J K l —£2sin2xdx-|-C (k < 1)

* ÿ~ 1— sin2 z--= | cos z |. For the sake of definiteness, we only examine the
case | cos z | = cos z.
378 Ch. 10. The Indeftnite Intégral

which vanishes for x = 0 is called an elliptic intégral and is


denoted by E (*),
—&2sin2j<dx + C2 if £(0) = 0
Tables of the values of this function hâve also been compiled

Exercises on Chapter 10

I. Compute the intégrais: 1. ^ x*dx. Ans. —|-C. 2. j ( x + y j ) d x .

A „s. * + * fi+ c . s.
fis .. te . I,*v~+ C . s. j ( J s + -j L r + 2 )* .
te. : .i _ + 2>+c. .. i V e U

7. C ( *2 + Y dx. Ans. x% + 3 \/x + C .


K-
Intégration by substitution: 8. J ehx dx. i4ns. —ebx + C. 9 . ^ co sb x d x
- sin 5jc , cos ax
Ans. —=------ f-C. 10. sin axdx. Ans. C. 11. J ijî
a
dx cot3x
Ans. -^ ln ax:+C. 12.
sin2 3x '
Ans. fC. 13. j
cos2 7x
tan 7x
Ans. C■ «• fïê j- '*"*• j '" | 3 . - 7 | + C . 13.
Ans. — l n | l —* | + C. 16. 4/is. — -g-ln 15 — 2x| + C. 17. J tan2xd*

i4ns. — ln | cos 2 jc | + C. 18. Jcot (S x — 7) dx. Ans. --I n | sin (5x— 7)| + C

19. ^ CQtsy • — y ln I cos3y | + C. 20. ^ cot —•d*. 4/is. 3 ln | sin y | -|-C

21. ^tan <p*seca<pd<p. Ans. --ta n 2 (p + C. 22. ^(cotex)ex dx. Ans. \n\s\nex \-\-C

23. J ( tan 45 — cot - - ) dS. Ans. — — ln | c o s 4 5 | — 4l n + c.


Exercises on Chapter 10 379

sind x COS4 X
24. \ sin 2 x cos x dx. Ans. C. 25.
i î\ cos 3x sin x dx. Ans. — -C.

26. C V 'x*+lxdx. Ans. 1 V(jc2 + I )3 + C . 27. f xdx


J 3 . J y 2x2+ 3 ■
Ans. — Ÿ~2x2 + 3 + C. 28.
r x^dx Ans 2_
J yiF + 7 Q T n
29.
P cos x dx 1
-C. 30.
sin x dx 1
Ans. — r Ans. -C.
J " ss\n*x
i sin* I cos 3 x 2 cos2 *
31 • Ans. 32. a». - ?p+ c.
JÇ—
COS2 * dx. J sin 2 *
dx
33 . ------- — . Ans. 2 V^tan * — l-j-C. 34. [ 'n lX + ' ] d ,
Jf cos 2 * y tan * — 1 J X + \
cos * dx
Ans. iH Ü £ ± 2 1 + C .

Ç sin 2x dx
35

.
f y 2 sin * + 1
Ans. |^ 2 s i n * + l + C .

P s in 2 *É
xdx
____ !
____ + C.
36. \ — ------- — s .
J (1 + cos 2x)2
Ans.
2 (1+ cos 2 x y
37.
J i^r+irsin * 2

Ans. 2 Ÿ \ + s i n 2 * + C. 38. f V^tan^+ l ^ 4 /is. ^ (ta n * + 1)3 + C.


d COS * ü
Qn f C cos
cos22xdx
xdx A. 1 1 , ^ .. fr sin 3x dx
40.
39‘ J (2 + 3 sin 2 x f j4nS- 12 ( 2 + 3 sin 2x)*
J y / cos 4 3*
r arcsin xdx
i4ns. - 1 41. Ans. 1++C . 42. f 3" * 1* *
j/c o s 3 * J x 3 J
VT=72
V i-x 2 •
f arctan * dx arctan* x
A ». +C.
1
43.
JJ 1+** '•
44ns. 2
+ C.
2 i+ * 4
.. farccos** . . arccos** , „ . . farccot x , arccot** , „
) V ^ ~ + s• ------- ^ ~ + •
^ 4 I"<*, + I>+C , , S:x * + Z e + 3 dx' Ans~T ln (•**+2jc+3)+C.

“• '*“ ■t '"i<2sI^ + 3)+ c' *•


50 J 2 * ( * * + l ) 4 d * . Ans. ^ - — - ^ - + C . 51. J t a n 4 xdx. i4 /is .^ £ — _ ta n * + * + C .

52
r dx Ans. In | arctan * | + C.
dx
arctan * *
• J ( l + * 2) ai "• h cosa* (3 t a n * + 1 )*
yl/M .4-In|3tanx-f 1I + C.54. 34ns. î + ^ f - C . 55. f ■ dx .
3 1 ' Jco s* x 4 ^ J K T = x*arcsinx
c1 cos 2x 1
i4ns. In | arcsin * [ + C. 56. J 2 + 3 sin 2 * dx‘ ^ nS* -g-ln | 2 + 3sin 2*| + C.

57. J c o s (ln x)— . Ans. sin (ln * ) + C. 58. J c o s (a + bx) dx. i4ns.— sin (a+6*)+ C .
* x
59. J e2x dx. Ans. y g a* + C. 60. J e 3 dx. Ans. 3 e 3 + C . 61. ÿ e slnxcos xdx.
a JL JL
Ans. esinx-\-C. 62. ja * * x d x . Ans. +C. 63 Je°d *. Ans. oea + C .
380 Ch. 10. The Indefinite Intégral

64. J ( e a*)a d*. Ans. i-e»* + C. 65. §3*e*tix. Ans. + C . 6 6 . J e -» * d * .

Ans — ÿ e~ 3x + c ■ 67- ei x + a 6x)d x . Ans. ÿ ( e‘* + f i ^ + C ) -

68. ^ e* ,+ tx + 3 (x+2)dx. Ans. ex*+*x +3 + C. 69. j* dx-

.. w - m ex dx
■2x + C . 70. Ans. ÿ l n ( 3 + 4e*) + C.
ln a — In b 3 + 4e*'

71- J 2 + e 3* ' ^ns- - J l n (2 + e8x) + c - 72- J r f b 5 ' i4ns y :| arctan(>/ 2 * ) + c -

73. f , * i4ns. -^ -a rc s in ( K 3* ) + C. 74. [ ; d*■


J K l- 3 * * K 3 J K 16— 9**
Ans. 'arcsin ^ + C . 75. (* —. .dns. arcsin -Î--I-C. 76. Ç f '* , .
3 4 J ^ 9 -* 2 3 J 4 + *2
'4ns' i- a r c t a n - i+ C . 77. j • 4 « - ÿ a rc ta n ^ + C . 78.
2+3* d* K * a + 9 | + C.
JJ In
dx
2 —3* + c .
79.
J K *2 + 9
.4/is. In | a: +

80. f ■■ *** ------ ■ i4ns. - i - ln |fc* + y~b2x2—a2 | + C. 81. 1 ***—


J ]^ 6 V -a a b J y + a 2x a
Û*—c
/4«s. -j- ln \ax-\- V <>a+ a a*a |+ C . 82. J â*& L c * ' j4”s' 2 ëë ÛJC + C
+c.
83. f * * * » ‘ ln t ± J Œ + c . 84. f + ^ . ^ s 'arcsin*a+ C .
J 5 -x « 6 1^5 * * -K 5 | J K l-* » 2 ^
85. [ ~ r r ^ 4 - ^ n s .+ a r c ta n - ^ s - + C . 86. f e dx - i4ns. arcsin e* + C.
J *»+a» 2 aa oa ‘ J K l — e**
f dx . 1 . -i/5 , . f c o s xdx
87. I ..... . j4«s. ■— arcsin 1 / -%-x+C. 88. V -=-:— =—5— .
J K 3 -5 * a K 5 r 3 J a a+ s i n a*
d*
i4/ts. ÿ a rc ta n 89. — . Ans. arcsin (ln x ) + C .
I;x V 1— ln® jc
«O. r— i4ns. — (arccos*)a+ \ 1—*a+ C.
J K l-* *
91. J -— arct^ an ^ ln (1 + * 2) — y (a r c ta n * )2 + C. 92. j*

Ans. K ( l + » n * )a + C . 93. ^ l ^ ï ^ dx. Ans. i - K ( l + V~x)3 + C.

94. f ***-----------. Ans. 4 Y 1+ Y * + C . 95. T y -r^ï x ’ ^ nSt arctan **+ £•


j V xV i+ yic J [~re
96. f ™s x d x . i4ns. 3 3 /S iT i+ C . 97. f K 1 + 3 cos* x sin 2x dx.
J y sin* x ^
Ç sin 2x dx
/4ns. — g- KO + 3 cos2 * )3 + C. Ans. —2 K 1 + cos 8 jc+ C .
J K^l + COS2^
Exercises on Chapter 10 381

nn Pcos8* .
99. \ - —
J s in 4 * sm x
-
.—dx. Ans. —----------
1

3 sin3x
1
ioo. J \-----
/ tan x
2
=— - dx.
cosa x
Ans.
3 3.
5
j / tan6 jc+C.
v 1
dx
101 ~x - Ans. ÿ = - arctan ( Y \ tan*) + C'
j2 sin 2x+3cosa.
dx
Integralsoftheform ^ - ^ t ^ - d x : 102-f c , + 2 j t + 5 Ans. ~ arctan^—i -(-C.

r dx 1 i 3a— 1 . dx
103.
^r+4*
,__
^ s* / T T -arctan —= r4 -C . m. J
J 3a:2 —2 x /T T *a+ 3 * + r
2jc+ 3 — ^ 5
Ans. ln
+ c - ,05- J iT Z ^ + 5 - Ans- T ln\ h +c.
V~5 [•2* + 3 +
106 ' J 2za—i L + r ‘ ^ a^ a" (2a- D + C . «07. J 3T2_ ^ + 2 .

>4rts. - arctan ? - ^ + C . 108. -Ans• In |3 * a— 7 * + 1 1 | + C.

171= arctan
. — 10a-:—3 ,_
,09- U ^ - 3êa;r-2- +2 ’ Ans• to 1" ^ - 3*4*2)-------- 5 /3 l /TI
= r - \- C .

110.
(* 33jc
jc—- 1 -dx. Ans. - |ln (*a—x + !) + • — -arctan ï y = - + C .
J * a- * + l
111 7* + 1
• î) .6 jc2 + x — 1
dx. Ans. - |ln (3 j ï— l ) + 4 - l n ( 2 * + l ) + C . 112, f 2x-
2
2x— 1
‘ J 5a:* — jc+ 2
d*.
IOjc— 1
Ans. 4 - ln (5 * 2 —^x+ 2 )------- arctan -C.
« 5 /3 9 /3 9
,,,
113
p6x«—5**+4** Ans. * 3 _«Ç
* + | , „ | 2 ^ - JC+I| + - ^ r c t a n 4^ = i + C .

2 . 2 tan x + l . _
114 arctan------■==+— h C.
Î ! cosa * + s in x cos jc-|-sin 2 jc *
2 ÿ ~7 t,4^ve,“
Intégrais of the form f A
A xx +
+BB _ ^x. 115>
115 , f —
J /< w a + t>* + C JAx*
/2 -3 * -

Ans. 4-arcsin -|-C. 116.


2 /TT j ^ lnH 4 + l+ c-
f dS
117. i4/is.
J/ 2 aS + Sa -
l n |s + a + y r 2 5 s + S r |+ C .

f d* . 1 . 6*+7 , r t t t . [* dx
118. \ „ - . . Ans. —— arcsin — = - + C . 119. \ _ =
J / 5 —7*-3*a /3 /TÔ9 r J /x(3*+5)
Ç dx
Ans. - p = l n |6 * + 5 + / 12*(3* + 5 ) |-|-C . 120.
J / 2 — 3*—x*
2*+ 3 C dx
121.
Ans. arcsin
/l7 J V 5 x * -x — 1
2ax + b
Ansi. - p = ln | 1 0 * - 1 + /2 0 ( 5 * a— * — 1 ) | + C. 1 2 2 . j" j — dx.
+bx+C
382 Ch. 10. The fndefinite Intégral

(jc+3) dx
Ans. 2 \ ax^ -J- bx -Ç~c C. 123.
I V 4x2 + 4x + 3 ’
Ans. 1 y 4x2 + 4 x + 3 + | - t n \ 2x + 1 + / 4 x 2 + 4 x + 3 | + C.

f (x—3)<ix------------------ Ans _ 1 y r3+66jc_ i u a + c


124.
J V 3 + 6 6 x — llx 2 11

125. f <x + 3>dx - . Ans. V 3 + 4x— 4x2+-^- arcsin 2- ^ - + C .


J y 3+ 4x-4x2 * 4 2 ~

126. f i4/is. | / 2 ï2- * + - ^ r l n (4x - 1 + ^ 8 (2 x2 — x ))+ C .


J / x ( 2x - l ) 2 4^2
II. Intégration by parts:
127. ^ xex dx. Ans. ex (x— \) + C. 128. ^ x ln x dx. Ans. -^-*2 ^ ln * — i- ^ + C .

129. J x sin x dx. Ans. sin x — x cos x -fC . 130. J \nxdx. Ans. x ( \ n x — 1) + C.

131. J arcsin xdx. Ans. x arcsin * + Y l —x2-\-C. 132. J In (1 — x) dx.

Ans. — x — ( 1 — * ) ln ( l—*)+C . 133. ^ xn \nxdx. Ans. x - — -^ + C .

134. ^ jcarctan xdx. Ans. y [(x2 + 1) arctan x —*] + C. 135. J x arcsin xdx.

Ans. -—l(2x2— 1) arcsin x + x ÿ T ^ x ^ J + C. 136. J ln (x2+ l)dx.

Ans. x ln (*2+ 1) — 2 a: + 2 arctan * -fC . 137.Jarctan Y xdx.

Ans. (* + 1 ) arctan Y x — Y x + C . 138.


J y x

Ans. 2 l^jc’arcsin Y x + 2 Y 1— x + C . 139. Jarcsin V i è i * -

Ans. x arcsin j q p j — Y * + arctan Y x + C . 140. j* * cos 2 *d*.


C x arcsin x ,
i4ns. ^ -j- ^ x sin 2x+ - - - cos 2 * + C. 141. \ ~dx.
J Y i-* a
. f * arctan x ,
Ans. x — Y 1— x* arcsin x + C. 142
" J T F + îF * '
x , \1 _ _ x__ .. 1 arctan x f*
Ans. 4- 4 - arctan ac — - - p — . + C . 143. \ x arctan Vx* — Xdx.

Ans. y x* arctan / x 2- 1+C . 144. J arc^ n * ^


i Y i x2 î p _____
Ans. ln ------- — arcsin x + C . 145. 1 In ( ac+ V \ + x*) dx.

Ans. x ln | x - f V 1 + x2 1— Ÿ" 1 + x 2 + C. 146. f arcsin x .


J V ( l - x 2)4
Ans. i££ÜE£_ , i lB| i - * | , r
K î ^ i + T ln|T+3i|+ c -
Exercises on Chapter ÎO 383

Use trigonométrie substitutions in the following examples:

147 f Vaï-x* Ans = -arcsin---- (-C. 148.


x2 x a j*•** ŸT—x2 dx.
Ans. 2 arcsin x l r 4 —x2 + -r x3 Y 4 —x2 + C.
' h V\+>
Ans. ^ X— |-C. 150. f ~ d x . Ans. V ^ 2 -—a2— a arccos— -f-C.
X
dx
151.
IVT* + x 2f
Ans.
fl2 V a2-f- x2
•C.

Intégration of rational fractions:

Ans.
p 2x_1
152. \ ----- 7Y7----- ôr dx. Ans. In
J (x— l) (x — 2 )
-g- ln
(x— 2)8
x—1
(x+ 3)6
-+ C.

C.
153

154
■s xdx
(x ~f" 0 (x ~f~3) (x -f- 5) *
Ç xb + x * — 8 .
l* + 5 |#|* + l . ■j " ^ dx-
je2 (x— 2)6 Ç ___ x*_dx
Ans. - j + y + 4x + ln + C. 155.
(* + 2)3 j (*2—i0 (*+ 2) ’
x — 1 | , 16,
Ans. ij-— 2x+ -g- ln ■Î T I F -r T i„l, + s l + c. j ,—
x—2
Ans. ■ln
Jï-1 + c - 157 f S - J + * * - ■4“
4x + 3 * 2 i f> .e n P * 2 <**
158.
J *(*+ !)•*' 2 (*+!)■ 'ii+ îi»+ c- 1M- j ( , + w Z + w
Ans.
( S I ) ’+ c' m ■ ^ l n + c -
P 2a;2— 3x- Ans. ln (*2 ~~ 2 *-j~5) 1
161. i- a r c t a n — i
J (x 1 ) (a ;2 -2* + 5) Ix — 1|
x3—6
■dx. Ans. ln
x2+ 4 .3 , x
■■■+■-5 - arc tan ■s -
3 v
162. arctan + C.
I ? + 6jc2+ 8 Vx» + 2 2 2
C dx
163. ^ ir ln S q r T+ - i 7 f ^
arctan — +c.
J^+ 1‘
•2 _* -
164.
J[■SjTîXT-TI-
x3 + x 2 + 4 x + 4 Ans- ln/v"na-
( x + 1 )2 + T
2 arctanT
2 +' C- ,fl5- JÇx*4 +^1t
Ans. > ,„*•+ * r i + i + y -î„ clmJp q _ -C. dx.
y 2 x2—x Ÿ^2 + 1 1 — -*2
f xP + x —- 1 A
i4ns. •y [■** + ln (ac*— 1 )] + C. 167.
J (*2+2)2
2—x
Ans. ^ - + l n ( x 2 + 2 ) 2 -------
4 (x2 + 2) 4^2
^
arctan - Ï = + C . 168.
y^2
f—
^
J (*—•)12 (x2 +
-8x)dx
l )2 •

Ans.
3*2—jc
ln ( x - l) 2 ■arctanx + C. 169. J } (f f _ x + 1)a ■
(x— l)(x2+ l ) ^ *2+ l
. I* — Il 10 . 2x— 1 2x— 1
Ans. ln -------- — arctan —— -C.
* I 3^3 Ÿ 3 3 (x 2- x + \ )
384 Ch. 10. The Indemnité Intégral

Intégration of irrational functions:

I
Ans. x*— \ n ( î / x® + l) ] + C
) v/ **+l
3 6 /J+i
dx.
,7,‘ ^ e Vî */ f x~dx' Ans' Z * ^ x' ~ i ^ xis + c - 172• j* \Y X1+ V Xh
Ans. 2 In x — 24 ln ( y^x + l) + C.
V x V x [
2 + y x ■dx.
173
ÿ x + % /x + V x +1

Ans. y y / ’jc4 — y ^ j c * + 4 V x — 6 ^ jc + 6 ^ x — 9In ( * / * + i) +

+ y ln ( ^ J C + l ) + 3arctan ^ / x + C . 174. j

y i —x + t^i+jc _ y î —xa _j_c 17g


175.
J ÿ \ _ —x dx
Ans. ln
1 —x — Y 1+ x

Ans. 2 arctan Y T + ^ + ln
yr+ x —y 1—x + C. 176. f V x + Vx
y r + ^ + y r —; J V7*+ V^ '
i4ns. 14 x —ÿ V * + y 'V * - y V ** + ÿ k 'V ] +C .

177. j Y ^ ^ d x - Ans. ÿ 3 x i — 7 x —6 + ^ X

X ln ^ x—y + Y *2 — y * - 2 ) + c -

Intégrais of the form Ç R (x, Ÿ a x 2+ b x + c ) dx:

J
178. f dx 4ns. ln
y x2- x + 3 — y i , 1
J * y xa-jç+3 * 1
n 1 3 2 y 3
+ C.

179.
dx
. Ans. -- L_ ln
y 2+x—xa+ y ? , >
x |/ " 2 + x —x* y 2 X 12 y i +C.

dx i
180. -. 44ns. — arcsin -dx.
j* x y * * + 4 x - 4 .......... 2 ........... x y 2 ■- - 1-
Ans. y xa-f-2x + In | x + 1 + y x2 + 2x\ + C. dx
182

x—1
j y (2x—xa)4 •
Ans.
y 2x—x* -C. 183. x2 dx.

-i- [(x— 1) y 2 x - x * + a r c s i n ( x - l ) ] + C.
<4/is. 184 • f---
J X— ^ X2 ---- 1

Ans — + — y x 2 — 1 — - l n | x + y x 2 — 1 |+ C . 185. f ------------—


2 2 2 J ( l+ x > y 1+x+x* ’
Exercises on Chapler 10 385

x + y \+ x + x * (*+0
Ans. In + c. 186. dx.
2 + x + Y 1 -j- x -j- x* J (2 jc+ jc2) Ÿ~2x-\-x2

1 1*— Y 1 + x -}-*2
Ans.
y 2x + x2
2-}-x— 2 Ÿ \ -j-jc + jc5
+C. 187.
i x Y 1+ *+
dx.

+ 4*
Ans. In - + C. 188. dx.
x2 j
8
Ans. |-ln |; c - f 2 + Y x2 + 4 x | + C.
x + y x2 + 4x

Intégration of trigonométrie functions:

189. J s in 3 x dx. Ans. —- cos3jc — cos * + C. 190. J s in 6 x dx.


cos 5 x
Ans. — cos jc+ -g- cos3 x- -C. 191. cos4 x s i n 3 jc dx.
1 1 P COS3 X 1
Ans. — =- cosB jc +-=- c o s 7 j c + C . 192. \ -r-t— dx. A ns. esc jc— ;t- csc3 jc + C .
5 ' 7 ‘ J s in 4 jc 3 1

193. J c o s 2 jcdjc. Ans. sin 2jc+ C. 194. J sin 4 jcdjc.


3 s i n 2jc . s i n 4jc . _
i4ns. 195. dx.
t x— — f “ 3 i r + c - • i cos0 jc

Ans. ^ 5 * + 4 s in 2 x — — s in 4* j - f - C . 196. J sin4 * cos4 jc dx.


3
s in 8 * tan 2 jc
Ans. si
s in 4 jc - + C. 197. J ta n 3 je djc. Ans, -ln|cosjc|+C.

198. ^ c o t 6 Jcdjc. si je | + C. 199. J cot8 jccI jc


Ans. — — c o t4 J C + - - c o t 2 jc + ln | sin

Ans. — ^ i _ i _ . i n |s i n x\ + C. 200.
tan’ jc , 3 tan6jc
î sec jc dx.
8

Ans. -ta n 3 jc + t a n j c+ C . 201. J tan 4 x sec4 x dx.


7 1 5

tan 7 jc , tan6 jc dx
Ans. -C. 202. Ans. tan jc + -g-tan 8 jc+ C .
7 1 5 î - c o s 4 JC
r CO
05S JC sin 3 jc dx
203.
J ^
- dx.
1
Ans. C — e s c jc . 204.
I |/* COS4 JC
sin4jc , sin 2 jc
Ans. -jj- cos 3 jc + 3 cos 3 jc + C . 205. \ sin jcsin3jcdjc. Ans. f C.
•î- 8 ‘ 4
sin 11 jc , sin3jc
2 0 66 . J\ cos 4jc cos 7jc dx. Ans. C. «7. J cos 2jc s i n 4jc dx.
— 22 1 6
cos 6 jc cos 2jc r i 3 x dx. cos jc . 1 , ^
Ans.
12
f-C. 208. \ s i n — x cos Ans. ------- (-COSy*+C.
ta n | - 2

209. C ~l— — • Ans. -i- In +C. 210. f *L


J 4 — 5 sin jc 3 J 5 —-33 cos
cc jc.
2 ta n y - 1

25—2081
386 Ch. 10. The Indefinite Intégral

Ans. — arctan 2 t a n - J + C . 211. JC 1g+* sin


* *x . Ans. -x + C .
l+ ta n y
cos xdx p sin 2 x
212 Ans. x — tan-^-j-C. 213. dx.
I- 1 + cosx * ) cos 4 x + sin- a ;

dx
Ans. arctan (2 sin 2 x — 1) + C. 214. J Ans. 4 - t a n - £ + 4 - tan3 — + C .
+ cos x)2
(1
1 . / tan x \
2IS. f— Ans. — — cot X- ~~r=- arctan ( — ■ ■) + C.
J sin 2 xc + ta
t nax 2 v 2 \\n J
216. f - —-? - * dx. Ans. Ÿ 2 arctan / ta^ \ —X-\- C.
J 1 “i~ cos 2 x \\T 2 J ^
CHAPTER II

THE DEFINITE INTEGRAL

11.1 STATEMENT OF THE PROBLEM.


LOWER AND UPPER SUMS
The definite intégral is one of the basic concepts of mdthematical
analysis and is a powerful research tool in mathematics, physics,
mechanics, and other disciplines. Calculation of areas bounded by
curves, of arc lengths, volumes, work, velocity, path length, mo­
ments of inertia, and so forth reduce to the évaluation of a de­
finite intégral.

Let a continuons function y = f(x) be given on an interval


[a, b] (Figs. 210 and 211). Dénoté by m and M its smallest and
largest values on this interval. Divide the interval [a, b\ into n
subintervals:
Û= Xq, X^f Xÿt . . . , Xn—lt xn b
so that
*0 < *1 < *2 < " • • < X„
and put
xi Xq —AXj, x 2 xy Ax2, • • • » x n X n _^ Ax„
Then dénoté the smallest and greatest values of the function f(x )
on the subinterval [x0, *,] by mi and
on the subinterval [*„ jc2] by m2 and M2

on the subinterval [xn_lt xn] by m„ and M„


25*
388 Ch. II. The Définite Intégral

Form the sums


n
s„ = ml Ax1+ maAxt + . . . + m nAx„ = 2 m ^X i ( 1)
i=1
n
sn = + M2A x 2 + . . . + MnAxn= 2 M/bx; ( 2)
i= 1

The sum sn is called the lower (intégral) sum, and the sum sn
is called the upper (intégral) sum.
If f (x) 53 0, then the lower sum is numerically equal to the area
of an “inscribed step-like figure” AC0N lClNi .. .Cn_lNnBA bounded
by an “inscribed” broken line, the
upper sum is equal numerically
to the area of a “circumscribed
step-like figure” A K ^C ^x- ..
.. .C„_lK„_lCnBA bounded by a
“circumscribed” broken line.
The following are some proper-
ties of upper and lower sums.
(a) Since m,- ^ Af,- for any
i (i = 1, 2, . . . , n), by formulas (1)
and (2) we hâve
s„ ^ s„ (3)
Fig. 212 —
(The equal sign occurs only when f(x) = const.)
(b) Since
tnx > m, m2Ss m, . . . , m „> m ,
where m is the smallest value of f(x) on [a, b], we hâve
s_n = ml Axy-\-mi Axa-\-. . . + mnAxn^ mAxx+ mAx2+ . . . -\-mAx„
= m (Axx-f Axt + . . . -f Axn) = m (b—a)
Thus,
sn 7s>m{b— a) (4)
(c) Since
M x < M, M2< A f,
where M is the greatest value of /( x) on [a, b], we hâve
s„ = Af1A.*:1+ Af2Ax2+ . .. + MnAxn ^ M Aa^ + M A.v2-f . . . + ÀfAx„
= M (Axj -)- A*2-J- . . . + Axn) = M (b— a)
Thus,
sa ^ .M ( b —a) (5)
11.2 Proof of the Existence of a Definite Intégral oan
00*7

Combining the inequalities obtained, we get


m (b—a) ^ Sj, sn (b—a)
If / ( x)s*0, then the last inequality*has a simple géométrie
meaning (Fig. 212), because the products m(b—a) and M (b—a)
are, respectively, numerically equal to the areas of the “inscribed”
rectangle ALXL2B and the “circumscribed” rectangle A L ^ B .

11.2 THE DEFINITE INTEGRAL.


PROOF OF THE EXISTENCE OF A DEFINITE INTEGRAL
We continue examining the question of the preceding section.
In each of the subintervals [x„, x,], [x1( x2], . . . , [*„_!, x„] take

a point and dénoté the points by y £2, . . . , %n (Fig. 213):


- '- o ^ £1 ^ -^ i> ^2 -^2 » • • •> %n —1 ^ ^

At each of these points find the value of the function / ( y ,


/ ( | 2), . . . . f ( l n). Form the sum
sa = f ( l l)A xl + f ( t i)A x2+ . . . + f ( l n)A xn = £ f ( t i)à x i (1)
This sum is called the intégral sum of the function f(x) on the
interval [a, b], Since for an arbitrary belonging to the interval
[jc/_1, x,] we will hâve
mi < / ( £ , ) < Af,-
and ail Ax, > 0, it follows that
m,- Ax,- < / ( |,-) Axf < Af,- Ax,-
and consequently
2 mi Ax, < 2 î (h ) Ax,- < 2 Mi Ax/
i= 1 i= 1 i—1
390 Ch. î l . The Définite Intégral

or
S„ < S„ < sn (2)
The géométrie meaning of the latter inequality for f ( x ) ^ 0 con-
sists in the tact that the figure whose area is equal to s„ is bounded
by a broken line lying between the “inscribed” broken line and
the “circumscribed” broken line.
The sum s„ dépends upon the way in which the interval [a, b\
is divided into the subintervals [*,_!, x{] and also upon the choice
of points inside the resulting subintervals.
Let us now dénoté by max *,] the largest of the subintervals
[x0, *1], [xt, xt], . . . , [*„_!, xn]. Let us consider different partitions
of the interval [a, b] into subintervals fo -j, *,] such that
max [je,-!, *,-] —►0. Obviously, the number of subintervals n then
approaches infinity. Choosing the appropriate values of | (-, it is
possible, for each partition, to form the intégral sum

s „ = i / ( i () a *, (3)

We consider a certain sequence of partitions for which max Ajc, —>-0


as n —*-<x>. We choose the values for each partition. Let us
suppose that this sequence of intégral sums * sJ tends to a certain
limit
n

lim S n= lim 2 / (£<) A*/ = s (4)


m axA jr£-*0 max 0 i= 1

We are now able to state the following.


Définition 1. If for arbitrary partitions of the interval [a, b]
such that max A*,-—->-0 and for any choice of the points on the
subintervals xt] the intégral sum

s» = J j/(6 /)A x / (5)

tends to one and the same limit s, then this limit is termed the
definite intégral of the function f(x) on the interval [a, b] and is
denoted by
b
$ / (x)dx
a
Thus, by définition,
« *
lim 2 f ih) AXi= \ f ( x ) d x (6)
m a x Ax; -► 0 i = 1 ^

* In this case the sum is an ordered variable quantity.


11.2 P roof of the Existence of a Définit e Intégral 391

The nuraber a is termed the lower limit of the intégral, b, the


upper limit of the intégral. The interval [a, b] is called the in­
terval of intégration and x is the variable of intégration.
Définition 2. If for a function /(x) theflimit (6) exists, then we
say the function is intégrable on the interval [a, b].
Note that the lower sum s„ and the upper sum s„ are particular
cases of the sum (5) and so if f(x) is intégrable, then the lower
and upper sums tend to the same limit s and therefore, by (6),
we can Write
n *
lim 2 mi Ax,- = \ f ( x ) dx (7)
m a x AXj -► © i = l a

lim 2 Af,• A*,- = [ f (x) dx (T)


m ax Ax; -> 0 t = 1 £

If we construct the graph of the integrand ÿ = /(x), then in the


case of / ( x ) ^ 0 the intégral
b
J f (x) dx
a

will be numerically equal to the area of a so-called curvilinear


trapezoid bounded by the given curve, the straight Unes x = a and
x = b, and the x-axis (Fig. 214).
For this reason, if it is required to compute the area of a
curvilinear trapezoid bounded by the curve y = f(x), the straight
lines x = a and x = 6, and the x-axis, this
area Q is computed by means of the in­
tégral
b
Q = S /(x )d x (8)

We will prove the following theorem.


Theorem 1. If a function f(x) is conti­
nuons on an interval [a, b]y then it is in­
tégrable on that intervaL
Proof. Again partition the interval [a, b] (a < b) into subinter-
vais [x0, x J, [Xj, x2], . . ., [x,*_j , x ^ , . . . , [x„_1( x„]. Form the lower
and upper sums:

Sn = 2 Axf (9)
” i= 1
n

s„ = 2 M ( Ax( ( 10)
i= î
392 Ch. 11. The Definite Intégral

For wbat follows we will need certain properties of upper and


lower sums.
Property 1. If the number of subintervals into which [a, b] is
partitioned by adding points of division is increased, the lower sum
can only increase and the upper sum can only decrease.
Proof. Let the interval [a, b] be partitioned into n' subintervals
by adding new points of division («' > n). If some subinterval
**] *s split UP into several parts, say pk parts, then in the
new lower sum sn> the subinterval [xK_ly jca] will be associated
with pk summands, which we dénoté by s*fc. In the sum sn, this
subinterval will correspond to one term mh{xh—xk. 1). But then
an inequality, similar to the inequality (4) of Sec. 11.1, holds
true for the sum s* and the quantity mk (xk—.**_,). We can Write
s ’Pk > mK(xk—**_,)
Writing down the appropriate inequalities for each subinterval
and summing the left and right members, we get
(n’ > n) (11)
This complétés the proof of Property 1.
Property 2. In the case of an unlimited increase in the number of
subintervals accomplished by adding new division points, the lower
sum (9) and the upper sum (10) tend to certain limits s and s.
Proof. By inequality (6) of Sec. 11.1 we can Write
s „ < Af (b—a)
That is, s„ is bounded for ail n. By Property 1, s^ increases
monotonically with increasing n. Hence, by Theorem 7 on limits
(see Sec. 2.5), this variable has a limit, which we dénoté by s:
lim s„ = s (12)
rt 00~ ~
Similarly, we find that s„ is bounded below and decreases mono­
tonically. Consequently, s„ has a limit, which we dénoté by s:
lim sn = s
n—
►ao

Property 3. If a function f(x) is continuous on a closed interval


[a. b], then the limits s and s, defined by Property 2 on the condi­
tion that maxAXj —>-0, are equal.
We dénoté this common limit by s:
s= s= s (13)
11.2 P roof of the Existence of a Définit e Intégral 393

Proof. Let us consider the différence between the upper and


lower sums:
sn— = /Hj) Ajtj + fMj,—m2) Ax2+ . . ,

+ (M ,— mi)Axi + .. . + (Mn— mn) A*„= 2 (M ,—m,) Ax( (14)

Dénoté by e„ the maximum différence (M,-—m() for a given


partition:
e„ = max (M ,—m,)
It may be proved (though we will not do so) that if a function
f{x) is continuous on a closed interval, then for any mode of
partition of the interval [a, b\, e„—*0 provided max Ax( —>~0:
lim e„ = 0 (15)
m a x Ajxi -> 0
The property of a continuous function on a closed interval as
expressed by équation (15) is called uniform continuity of the
function.
We will thus make use of the theorem that a function conti­
nuous on a closed interval is uniformly continuous on that interval.
Reverting to (14), we replace each différence (M,-—m,) on the
right by e„, which is at least equal to the différence. This yields
the inequality
s„—s_„<en Ax1+ e„ A*2+ . . . + e„ Ax„ =
= e„ (AaTj -j- Ax2+ . . . + Axn) = en (b—a)
Passing to the limit as maxAx, —»-0 (n —►cxa), we get
lim (s,t—s„) lim e„(b— a) = (b— a) lim e„ = 0 (16)

That is,
lims„ = lims„ = s (17).

or s = s — s, which complétés the proof.


Property 4. Let s„, and sn, be the lower and upper sums corre-
sponding to partitions of the interval [a, b] into til and n2 subin-
tervals, respectively. We then hâve the inequality
sn, < s n, (18)
for arbitrary ny and n2.
Proof. Consider a partition of [a, b\ into n3 — nl -\-n2 subintervals,
where the division points are those of the first and second parti­
tions.
394 Ch, 11, The Definite In té g ra l

By inequality (3) of Sec. 11.1, we hâve


ln ,< T sn) (19)
On the basis of Property 1, we hâve
s„, < s„t (20)
( 21)
Using relations (20) and (21), we can extend inequality (19)

or
sn, <
which complétés the proof.
Property 5. If a f-unction f (x) is continuous on an interval [a, b] ,
then for any sequence of partitions of [a, b] into subintervals
[x,-!, x,], not necessarily by means of adjoining new points of
division, provided max Ax,- —*■0, the lower (intégral) sum s^ and the
upper (intégral) sum s'm tend to the limit s defined by Property 3.
Proof. Let us consider a sequence of partitions of the sequence
of upper sums sn defined by Property 2. For arbitrary values of n
and m [by inequality (18)], we can write
Sm<Sn
Passing to the limit as n oo we can write, by (15),
Sm< S
Similarly we can prove that s < s ^ .
Thus,
£^<S<S^
or
s - s ; > 0, s ^ - s ^ O (22)
Consider the limit of the différence :
lim (Sm— Sm)
m ax Ax,- -► 0 —

Since the function f(x) is continuous on the closed interval [a, b]


we will prove [in the same way as for Property 3, see équation
(16)] that
lim Çs„— Sn)= 0
ÎÎ.2 Proof of the Existence of a Definite Intégral 395

We rewrite this relation as


lim [(s^—s) + (s—s^)] = 0
m a x AXi -+ 0 ^

By (22), each of the différences in the square brackets is nonne-


gative. Hence,
lim Çs'm— s) = 0, lim (s—s„) = 0
m a x A*4- -* 0 m ax Axk 0 “

and we finally get


lim s'm= s, lim s^ = s (23)
m ax AXi -+ 0 ~~ m a x A*/ -> 0

This complétés the proof.


Now we can prove the foregoing theorem. Let a function f (x)
be continuous on an interval [a, b\. We consider an arbitrary
sequence of (intégral) sums

Sn=itf<& ,) A*,
('= 1
such that maxA^:,—►O and £,• is an arbitrary point in the subin­
terval [*,•_!, Xi\.
We consider the appropriate sequences of upper and lower sums
s„ and s„ for the gi-ven sequence of partitions. The relations (2)
hold true for each partition :
in < s„ < s„
Passing to the limit as maxAjc,—>-0 and using équations (23)
and Theorem 4, Sec. 2.5, we get
lim s„ — s
m ax AXi -* 0

where s is the limit defined by Property 3.


As already stated, this limit is termed the definite intégral
b
^ f(x)dx. Thus, if f(x) is continuous on the interval [o, b], then
a ^

lira 2 /( £ /) AXi= \ f ( x ) d x (24)


m ax AXi -+ 0 J
* a
It may be noted that there are both intégrable and noninteg-
rable functions in the class of discontinuous functions.
Note 1. It will be noted that the definite intégral dépends only
on the form of the function f(x) and the limits of intégration,
and not on the variable of intégration, which may be denoted by
396 Ch. 11. The Definiie Intégral

any letter. Thus, without changing the magnitude of a definite


intégral it is possible to replace the letter x by any other letter:
b b b

J f (x)dx — 5 f ( t ) d t = . . . = J/(z )d z
a a a

Note 2. When introducing the concept of the definite intégral


b

^f(x)dx we assumed that a < b. In the case where 6 < a we will,


a
by définition, hâve
b a

<
\>f ( x) dx= — <
\ f ( x) dx (25)
a b
Thus, for instance,
o 5
J x2dx — — J -v'2dx
5 o
Note 3. In the case of a = b we assume, by définition, that for
any function f (x) we hâve

[ f { x) dx = 0 (26)

This is natural also from the géométrie standpoint. Indeed, the


base of a curvilinear trapezoid has length equal to zéro; conse-
quently, its area is zéro too.
Example 1 . Compute the intégral J kxdx(b > a).

Solution. Geometrically, the problem is équivalent to computing the area Q


of a trapezoid bounded by the Unes y = kx, x —a y x = by y = 0 (Fig. 215).
The function y = kx under the intégral sign
is continuous. Therefore, in order to compute
the definite intégral we hâve the right, as was
stated above, to divide the interval \a, b] in
any way and choose arbitrary intermediate po­
ints H*. The resuit of computing a definite in­
tegra! is independent of the way in which the
intégral sum is formed, provided that the subin­
terval approaches zéro.
Divide the interval [a, b] into n equal subin-
tervals.
The length Ax of each subinterval is
Ax = ----- 2 ,; this number is the partition unit.
The division points hava coordinates :
*o = a, *i = a + Ax,
x# = a + 2 A x , . . . . x n = a + n A x
11.2 P roof of the Existence of a Defiriite Intégrât 397

For the points g* take the left end points of each subinterval :
Êi = a» I 2= a + \ x t Ê3 = a + 2 A*, \ n = a-{-(n— 1) A*
Form the intégral sum (1). Since /(£/) = ££,-, we haye
sn = &x + ^£2 A* + . . . + k \ n Ax
= ka Ax + [k (a + Ax)\ A x + . . . + { k [ a + (n— 1) Ax]} Ax
= k { a + (a + Ax) + (a + 2Ax) + . . . + [ a + (n — 1) A*]} A*
— k {na-\-[Ax-\-2Ax + . . . + (/i— 1) A*]} Ax
= k [na + [ 1 + 2 + . . . + ( / ! — 1)] A*} A*

where Ax= —— — . Taking into account that


n
l + 2 + . . . + ( n - l ) = n(n^ ~ 1-)-

(as the sum of an arithmetic progression), we get


. T , n ( n — 1) b— a 1 b— a . f . n — 1 b— a l .
s"= * Lna + - 4 --------H — Lû + " ^ ----- 2 J <b~ a)
Since lim —— - = 1 , it follows that
n— ►ce n

rto" sn=Q = k [a+ ^Ÿ 5] (à- a) = * b^ -


Thus,
b
. h b2- a *
\ kxdx = k — - —
a

The area of ABba (Fig. 215) is readily computed by the methods of elernen-
tary geometry. The resuit will be the same.
b

Example 2. Evaluate J x2dx.


o
Solution. The given intégral is equal to the area Q of a
curvilinear trapezoid bounded by a parabola y = x2t the ordi-
nate x = b, and the straight line y = 0 (Fig. 216).
Divide the interval [a, b] into n equal parts by the points

x 0 = 0, xx = Ax, x 2 = 2Ax, xn = b = nA x, A *=—

For the points take the right extremities of each subin­


terval. Form the intégral sum
sn = x \ Ax-\~x\ Ax + . . . -\-x2n Ax
= [(A *)2 A * + ( 2 A * ) 2 Ax-{-. . . -\-(nAx)2 Ax\ = (A x)3 [ l 2- f 2 2+ . . . + / i 2] p. 216

As we know,

l 2 + 2 * + 3 ‘ + . , . + n « = n (n ~t~?)(2/t~l~ 1)
O
398 Ch. 11. The Définite Intégral

therefore
63 n ( n + \ ) ( 2 n + \ ) _ b9 f \\ ( 1 \
n* (■^)K)
lim sn = Q = \ x2dx = ^ -
n » J *5

Example 3. Evaluate J m d x (m = const).


a
Solution.
u nn
S mdx= lim
m a x A xj 0
V
i
mA*/ = lim
m a x Ax* -> 0
m 2
/T j
A*/

=m lim V A */-=m ( 6 — a)
m a x A xj -* 0
n
Here, 2 ^xi *s sum °f ^ e lengths of the subintervals into which the
t=l
interval [a, 6 ] was divided. No matter what the method of partition,- the sum
is equal to the length of the segment b— a.
b t
Example 4. Evaluate J e* dx.

Solution. Again divide the interval [a, 6 ] into n equal parts:

x0= a, xi = a + b x , . . . , xn = a + n b x t b x = ^ ^ -

Take the left extremities as the points £/. Then form the sum
sn = ea bx-\-e°+Ax bx + . . . - f e û+(/,“ A* Ajc
« e * (1 + e*x+ e2A* + . . . + e<«- !>A*) bx
The expression in the brackets is a géométrie progression with common
ratio eA* and first term 1; therefore
jnAx - 1 bx
sn = ea bx = ea (en*x— 1)
eA*—1
Then we hâve
bx
nbx = b— a, lim =1
A x -* o e*x — 1
f By rH ospital’s rule lim ■ 2 — lim -^- = 1.^ Thus,
^ J z o e*— 1 2 - o ez J
lim sn = Q = e a (eb~ a— 1)• 1 = e b—ea
11.3 Basic Properties of the Definite Intégral 399

Note 4. The foregoing examples show that the direct évaluation


of definite intégrais as the limits of intégral sums involves great
difficulties. Even when the integrands are very simple (kx, x*, e*),
this method involves cumbersome computations. The finding of
definite intégrais of more complicated functions leads to still
greater difficulties. The natural problem that arises is to find
some practically convenient way of evaluating definite intégrais.
This method, which was discovered by Newton and Leibniz,
utilizes the profound relationship that exists between intégration
and différentiation. The following sections of this chapter are
devoted to the exposition and substantiation of this method.

11.8 BASIC PROPERTIES OF THE DEFINITE INTEGRAL


Property I. A constant factor may be taken outside the sign of
the definite intégral: if i4 = const, then
b b
J Af (x)dx = A ^ f ( x ) dx (1)
a a
Proof.
ÎAf(x)dx= lim yAfd^Axt
J m ax Ajci -► 0 ; = j

=A lim % f ( i i)Axt = A \ f ( x ) d x
max A*/ 0^ j J

Property 2. The definite intégral of an algebraic sum of several


functions is equal to the algebraic sum of the intégrais of the sum-
mands. Thus, in the case of two terms
b b b
S [/i (*) + fi (*)] dx = J (x) dx + J f2 (x) dx (2)
a a a
Proof.

{ [/i (x)+fi (*)] dx = max lim


•/ Ax;
2 ^ (6/) + /. (6/)] Axt
0 /_ i
a 1

= lim f s MS,) A*/+ 2 MS,) AJ


m ax Axi -► 0 [ , = 1 { =l J

= lim 2 J/i(6 /)A x ,+ lim 2MS<)A*,-


max AXi -► 0 t = j m ax Ax< -► ü
b b
= $ /i ( x ) d x +[ f i (x)dx
400 Ch. I I . The D éfinite In tég ra l

The proof is similar for any number of ternis.


Properties 1 and 2, though proved only for the case a < 6, hold
also for a ^ b .
However, the following property holds only for a < b:
Property 3. If on an interval [a, b] (a < b ), the functions f(x)
and <p(jt) satisfy the condition x), then
b b
J / (*) dx < J <p (jc) dx (3)
a a

Proof. Let us consider the différence


b b b
^ y ( x ) d x — ^ f ( x ) d x — ^ [<p (x)—f (*)] dx
a a a

= lim 2[q> ( I d - n i M A x i .
m ax Ax t -> 0

Here, each différence q? (i() — 0, Thus, eachterm


of the sum is nonnegative, the entire sum is nonnegative, and its
limit is nonnegative; that is,
b
S [<PM—f ( x ) ] d x ^ 0
or

J qp(x) dx— J / (x) dx ^ 0


ù x

Fig. 217 whence follows inequality (3).


If / ( jc) > 0 and qp(x)>0, then thîs
property is nicely illustrated geometrically (Fig. 217). Since
qp( x ) ^ f ( x ) , the area of the curvilinear trapezoid a A fîfi does not
exceed the area of the curvilinear trapezoid aA2B2b.
Property 4. If m and M are the smallest and greatest values of
a function f(x) on an interval [a, b] and then
b
m (b—a) ^ J f ( x ) dx ^ . M (b— a) (4)
a
Proof. It is given that
m < /( .v ) < Af
On the basis of Property (3) we hâve
b b b
J m d x ^ . J f (x) dx ^ Af dx (4M
11.3 Basic Properties of the Definite Intégral 401

But
b b

J mdx = m(b—a), J Mdx = M( b —a)


a a #

(see Example 3, Sec. 11.2). Putting these expressions into inequa-


lity (4'), we get .inequality (4).
If f ( x ) ^ s 0, this property can easily be illustrated geometrically
(Fig 218). The area of the curvilinear trapezoid aABb lies bet-
ween the areas of the rectangles
aAlBïb and aA2B2b.
Property 5 (Mean-value theorem).
I f a function f (x) is continuous on
an interval [a, b], then there is a
point 5 on this interval such that the
following équation holds:
b

\f(x)dx = (b-a)f(t) (5)

Proof. For defini teness let a < b.


If m and M are, respectively, the
smallest and greatest values of f(x) on [a, 6], then by virtue of (4)
b

m < ^f(x)d x^M


a
whence
b

f(x)dx = \i, where


a
Since f(x) is continuous on [a, b], it takes on ail intermediate
values between m and M. Therefore, for some value £ (a ^ ^ 6)
we will hâve p = /(£ ), or
b
lf(x)dx = f(l)(b-a)
a

Property 6. For any three numbers a, b, c the équation


b c b

\f{x)dx^\f(x)dx+\f{x)dx (6)
a a c

is true, provided ail these three intégrais exist.


Proof. First suppose that a < c < b, and form the intégral sum
of the function f(x) on the interval [a, b].
402 Ch 11. The Definite Intégral

Since the limit of the intégral sum is independent of the way


in which the interval [a, b] is divided into subintervals, we di-
vide [a, b] into subintervals such that the point c is the division
b
point. Then we partition the sum 2 . which corresponds to the in-
a
c
terval [a, b], into two sums: 2 . which
a
b
corresponds to [a, c], and 2 . which cor-
e
responds to [c, b] . Then

2 î (6 ,) A*,. = 2 / « , ) A*,. + 2 / ( i , ) A x ,
a a c

Now, passing to the limit as max


A*,-—>-0, we get relation (6).
If a < b < c, then on the basis of what has been proved we
can write
c b c b c c

J f(x)dx = J f ( x)dx + ^ f ( x ) d x or J f (*)d x — ^ f { x ) d x — J f (x)dx


a a b a a b
but by formula (4), Sec. 11.2, we hâve
c b

J f ( x ) d x = — l f(x)dx
b c
Therefore,
b c b

5 f(x)dx=\f{x)dx+\t{x)dx
a a c

This property is similarly proved for any other arrangement of


points a, b, and c.
Fig. 219 illustrâtes Property 6, geometrically, or the case where
f (x) > 0 and a < c < b: the area of the trapezoid aABb is equal
to the sum of the areas of the trapezoids aACc and cCBb.
11.4 EVALUATING A DEFINITE INTEGRAL.
THE NEWTON-LEIBNIZ FORMULA
In a definite integra!
b

\f{x)dx
a
let the lower limit a be fixed and let the upper limit b vary.
Then the value of the intégral will vary as well: that is, the
intégral is a function of the upper limit.
11.4 The Newton-Leibniz Formula 403

So as to retain customary notations, we shall dénoté the upper


limit by x, and to avoid confusion we shall dénoté the variable
of intégration by t. (This change in notation does not change the
*X

value of the intégral.) We get the intégral J f{t)dt. For constant a,


a
this intégral will be a function of the upper limit x. We dénoté
this function by <D(jc):
X

Q>{x) = \ f ( t ) d t (1)
a

If f(t) is a nonnegative function, the quantity O ( jc) is numeri-


cally equal to the area of the curvilinear trapezoid aAXx (Fig. 220).
It is obvious that this area varies
with jc.
Let us find the dérivative of 0(.c)
with respect to jc, i. e., the dérivati­
ve of the definite intégral (1) with
respect to the upper limit.
Theorem 1. If f (jc) is a continuous
X

function and <D(jc) = ^ f(t)dt, then we


a
hâve the équation Fig. 220
<D'(jc) = / ( jc)
In other words, the dérivative of a definite intégral with respect
to the upper limit is equal to the integrand in which the value of
the upper limit replaces the variable of intégration (provided that
the integrand is continuous).
Proof. Let us give the argument jc a positive or négative incré­
ment Ajc; then (taking into account Property 6 of a definite inté­
gral) we get
x+ A x x x+ A x

<D(jc+ Ajc) = J f(t )dt = \ f ( t ) d t + J f {t)dt


a a x

The incrément of the function 0 (jc) is equal to


x x + Ax x

AQ = O (jc + A * )-O (* ) = S/(0<tf-F J f ( t ) d t - \ f { t ) d t


a x a

that is,
x + Ax

A<D= 5 f (t )dt
404 Ch Jl. The Definite Intégral

Apply to the latter intégral the mean-value théorem (Property 5


of a definite intégral):
A<D= /(S)(x + A x -x ) = f(g)Ax
where S lies between x and x + Ax.
Find the ratio of the incrément of the function to the incré­
ment of the argument:
A<D f (S) As
A* A* /« )
Hence,
Hm lim fil)
Ax -* 0 a x Ax -*■ 0

But since £ —*x as Ax —*-0, we hâve


lim /(£) = lim/(£)
Ax -* 0

and due to the continuity of the function /(x),


lim f(l) = f(x)
6--*
Thus, O' (x) = /(x), and the theorem is proved.
The géométrie illustration of this theorem (Fig. 220) is simple;
the incrément A<D= f (|) Ax is equal to the area of a curvilinear
trapezoid with base Ax, and the dérivative <D'(x) = /(x) is equal
to the length of the segment xX.
Note. One conséquence of the theorem tbat has been proved is
that every continuous function has an antiderivative. Indeed, if the
function f (t) is continuous on the interval [a, x], then, as was
pointed out in Sec. 11.2, in this case the definite intégral
X

J f (t )dt exists, which is to say that the following function exists:


a
x
<D(x) = $ /( 0 d /
a

But from what has already been proved, it is the antiderivative


of /(x).
Theorem 2. I f F (x) is some antiderivative of a continuous
function /(x), then the formula
b
S/(x)dx = F ( b ) - F ( a ) (2)
a
holds.
11.4 The Newton-Leibniz Formula 405

This formula is known as the Newton-Leibniz formula.*


Proof. Let F (x) be some antiderivative of the function f(x). By
X

Theorem 1, the function J f (t )dt is also an antiderivative of f(x).


a
But any two antiderivatives of a given function differ by a con­
stant C*. And so we can Write
X

l f ( t ) d t = F(x) + C* (3)
a
For an appropriate choice of C*, this équation holds for ail va­
lues of x, that is, it is an identity. To détermine the constant C*
put x = a in the identity; then
a
l f ( t ) d t = F ( a ) + C*
a
or
0 = F(a)+C*
whence
C* — — F (a)
Hence,
X

l f ( t ) dt = F( x) - F( a)
a

Putting x = b, we obtain the Newton-Leibniz formula:


b

^ f (t)dt — F (b) — F (a)


a

or, replacing the notation of the variable of intégration by x,


b

l f ( x ) d x = F( b ) - F( a )
a

It will be noted that the différence F (b)— F (a) is independent


of the choice of antiderivative F, since ail antiderivatives differ
by a constant quantity, which disappears upon subtraction anyway.

* It is necessary to point out that the name of formula (2 ) is not exact,


since neither Newton nor Leibniz had any such formula in the exact meaning
of the word. The important thing, however, is that namely Leibniz and New­
ton were the first to establish a relationship between intégration and dififeren-
tiaton, thus making possible the rule for evaluating defini te intégrais.
406 Ch. l î . The Definite Intégral

If we introduce the notation *


F( b ) - F( a ) =F( x ) \ b
then formula (2) may be rewritten as follows:
b
\ f { x ) d x = F{x)\ba = F{ b) - F{ a)

The Newton-Leibniz formula yields a practical and convenient


method for computing definite intégrais in cases where the anti-
derivative of the integrand is known. Only when this formula was
established did the definite intégral acquire its présent significance
in mathematics. Although the ancients (Archimedes) were familiar
with a process similar to the computation of’a definite intégral as
the limit of an intégral sum, the applications of this method were
confined to the very simple cases where the limit of the sum could
be computed directly. The Newton-Leibniz formula greatly expanded
the field of application of the definite intégral, because mathe­
matics obtained a general method for solving various problems
of a particular type and so could considerably extend the range
of applications of the definite intégral to technology, méchantes,
astronomy, and so on.
Example 1.
b
b2—a2
2
Example 2.
* 3 —a3
3
a
Example 3.
Ç n. x" +1
\ xn dx = — ;—-
bn+i —a n + 1
J *+\ n+l (rt;é~
Example 4.
b
J ex d x = e * \b= e b—ea
a
* The expression is called the sign of double substitution. In the litera-
ture we find two notations:
F ( 6 ) - F ( a ) = [F(x)]»
or
F ( b ) - F ( a ) = F(x) \b
a
We shall use both notations.
11.5 Change of Variable in the Definite Intégral 407

Example 5.
2 ji

J sin xdx = — cos = — (cos 2n— cos 0 ) = 0


o
Example 6 .

11.5 CHANGE OF VARIABLE IN THE DEF1NITE INTEGRAL


Theorem. Given an intégral
b
\f{x)dx
a

where the function f (x) is continuons on the interval [a, b],


Introduce a new variable t using the formula
x = y(t)
n
(1) <p(a) = a, (p (P) = 6,
(2) (p (t) and <p' (t) are continuons on [a, P],
(3) / [(p (/)] is defined and is continuons on [a, P], then
b p
l f ( x)dx=l f [<p(t )]<f ’ (t)dt (1)
û a

Proof. If F {x) is an antiderivative of the function f (x), we can


write the following équations:
\ f { x ) d x = F{x) + C (2)
J/[cp(0]q)'(/)d/ = F[ c p ( 0 ]+ C (3)
The truth of the latter équation is checked by différentiation of
both sides with respect to t. [It likewise follows from formula (2),
Sec. 10.4]. From (2) we hâve
b
^ f(x)dx = F (x) |‘ = f ( 6 ) - F ( a )
a

From (3) we hâve


P
$ / [9(0] <P'(/)<« = F M O ] Il
= F MP)]-F Ma)]
= F( b) - F( a)
408 Ch. i l . The Défaite Intégral

The right sides of these expressions are


equal, and so the left sides are equal as
well, thus proving the theorem.
Note. It will be noted that when compu­
ting the definite integra! from formula (1)
we do not return to the old variable.
If we compute the second of the definite
intégrais of (1), we get a certain number;
the first intégral is also equal to this num­
ber.
Example. Compute the integra!
r
^ V r2— x2 dx
o
Solution. Make a change of variable:
x —r s i n t , d x = r cos t di

Détermine the new limits:


x= 0 for t= 0
x=r for *=y

Consequently,
n_ n_
r 2 2
^ Ÿ r 2 —x2 d x = ^ y r2— r2 sin 2 t r cos t dt = r2 J V 1 —-sin 2 t cos t dt
o o o
JT JT

- ’’l (7 + T » 3 2 ()« -r>


0 o LJ
Geometrically» the computed intégral is the area of the circle bounded
by the circnmference x2+ y 2 = r 2 (Fig. 221).

11.6 INTEGRATION B Y PARTS


Let u and v be différentiable functions of x . Then
(uv)' = u'v-j- uv'
Integrating both sides of the identity from a to b, we hâve
b b b

J (uv)' dx = J u'v dx+ J uv' dx (i)


a a a
11.6 In tégration by P a r ts 409

b
Since J (uv)'dx = uv + C, we hâve J (uv)' dx~ uv\5\ for this reason,
a
the équation can be written in the form
b b
UV |o = 5 v du + 5 Udv
a a
or, finally,
b b
J u dv = uv £ — ^ v du
a a

jt
2
Example. Evaluate the intégral I n —■J sin” x dx.
o
n ji Jt
2 2 2
I„ = ^ sinnx d x = J sin ” - 1 x s i n x d x = — ^ sin ” - 1 x d cos x
o o o
n
HL 2
s* —sin ^*“ 1 x cos x -f-(n— 1) J sin **-2 x cos x cos xdx
o
n
2
=*=(n—- 1)^ sin " -a x c o s2 xdx
o
jt_
2
=. (n— 1) ^ sin " - 2 jc(1 — sina x)dx
o
Jt jt
2 2
= (n— 1) ^ sinw—2 jc dx— <J7— 1) ^ sinn *dx
0 0
In the notation chosen we can write the latter équation as
/» = ( « - O/ » - . - ( * - IJ/»
whence we find
1n— n In-a (2)

Using the same technique, we flnd


r n —3 ,
410 Ch. 11. The Définite Intégral

Continuing in the same way, we arrive at I0 or I x depending on whether


the number n is even or odd.
Let us consider two cases:
( 1) n is even, n = 2m:
j 2m— 1 2 m —3 3 1r
hm - 2m • 2m —2 •• ’T ' I '
(2 ) n is odd, n = 2 m + l :
, 2m 2m — 2 4 2 ,
,2 0 , + l — 2 f f i + ! ' 2 m — 1' - • 5 * 3 1
Dut since
JI n

2 2

/ 1== \ sin * d x = 1
J
0 0

ve hâve

s\n2m x dx =
2m—1 2m—3 J5 3 1 jt
2m 2m—2 6 4 ’ 2 ’ T

2m 2m—2 6 4_ 2_
^2m+l I0 sin2/w+ 1 =
2m-}- 1 2m—1 “ '7 5 3

From these formulas there follows the Wallis formula, which expresses the
ji
number — in the form of an infinité product.
Indeed from the latter two équations we find, by means of termwise di­
vision,
j t _ / 2 .4 .6 . . . 2m \ 2 1 I2m
2 \ 3 - 5 . . . (2m— 1)/ 2 r n + \ / im + l W
We shall now prove that
lim - ^ - = 1
m —►co *2 m+ 1

For ail x of the interval ^ 0 , the inequalities

Sin 2/w- i £ > sin2"** > sinBOT+ 1x


hold.
Integrating from 0 to , we get

^2m-l^ 12m^ 12m+1


whence
12m-1 12m ^ | (4)
^2m+l 12m+1
From (2) it follows that
J f « - i __ 2 m + l
/2m+1 2m
11.7 Improper Intégrais 411

Hence
2m+l
lim lim 1
m -* oo 2m+ l m-* oo 2m
From inequality (4) we hâve
lim = 1
m-* oo *2/7î + i

Passing to the limit in formula (3), we get Wallis1 formula ( W allis’ product) for
ji [Y 2-4-6 . . . 2m y 1 ]
L U -5 . . . ( 2 m - 1)J 2m + 1J

This formula may be written in the form


ji / 2 2 4 4 6 2m — 2 2m 2m \
2 V> * 3 * 3 " 5 * 5 " ' 2m— 1 ' 2m— 1 * 2 m + 1 )

11.7 IMPROPER INTECRALS


1. Intégrais with infinité limits. Let a function f ( x ) be defined
and continuons for ail values of x such that a ^ x < + o o . Consi-
der the intégral
b
I(b) = \ f ( x ) d x
a
This intégral is meaningful for any b~> a. The intégral varies with
b and is a continuous function of b (see Sec. 11.4). Let us con-
sider the behaviour of this intég­
ral when b —*+ oo (Fig. 222).
Définition, (f there exists a finite
limit
b
•lim \f(x)dx
b ->• + oo q

then this limit is called the impro- F'g- 222


per intégral of the function f(x)
on the interval [a, + o o ) and is denoted by the symbol
+ oo

S / (x) dx
a

Thus, by définition, we hâve


+ oo b
[ f{x)dx= lim \f(x)dx
h * - + ® a
412 Ch. 11. The Definite Intégral

+00
In this case it is said that the improper intégral J f(x)dx exists
a
b

or converges. If $ / (x) dx as b —* + oo does not hâve a finite limit,


a
+00
one says that J f(x)dx does not exist or diverges.
a
It is easy to see the géométrie meaning of an improper intégral
b

for the case where /(x )^s 0 : if the intégral J / (x) dx expresses the
a
area of a région bounded by the curve # = /(x), the x-axis and
the ordinates x--a, x = b, it is natural to consider that the im-
+ 00

proper intégral J f(x)dx expresses the area of an unbounded (in-


a
finite) région lying between the lines y = f(x), x = a, and the axis
of âbscissas.
We similarly define the improper intégrais of other infinité in-
tervals:
a a

J / (x) dx = liin J f(x)dx


- ce a - * - oo a
+ 00 C +00
J f (x) dx = J f ( x) dx+ J f(x)dx
—oo —0 0 * c

The latter équation should be understood as follows: if each of


the improper intégrais on the right exists, then, by définition,
the intégral on the left also exists (converges).

j
rhr

0 \ b X o \ x
\ b
\ (dx \ T dx
jh xz l /♦**
-fl
Fig. 223 Fig. 224

+00
r» dx
Example 1. Evaluate the intégral j \ (see Figs- 223 and 224).
o
II.7 Improper Intégrais 413

Solution. By the définition of an improper intégral we find


+ oo b
f . = lim f . f* 2- = lim arcta n jc J6 — üm a r c t a n & = —
J l + x 2 b-++*J 1+*2 S-+ + ® I0 b-*+x> 2

This intégral expresses the area of an infinité curvilinear trapezoid cross-


hatched in Fig. 224.
Example 2. Find out at which values of a
(Fig. 225) the intégral
Ï- 00
r dx_
J JC*
converges and at which it diverges.
Solution. Since (when a ?= 1)

J
f ^jc*- = T-!—
1— a
x1-* |Ib= — (*»-«- 1)
i 1—a
l
we hâve

f -^ - = lim TJ — 1)
J X 6 -►+ ao 1
I

Consequently, with respect to this intégral we conçlude that


c dx 1
if a > 1, then \ ~ ^ r = a~ZT[ » and the inte8ral converges;
l
+ao
(* djc
if a < 1, then \ — = o o , and the intégral diverges


P djc +®
When a = l , \ — = ln jc ^ = o o , and the intégral diverges.

f OO

Example 3. Evaluate J ^-|*jc* *

Solution.
+ OD 0 +®
ç dx f* dx 1 f
j i+ * 2 j i+ * 2
—OD —00 i i+ x i
414 Ch. 11. The Definite Intégral

The second intégral is equal to (see Example 1). Compute the first intégral:

C -tt™T=
J
C.
\ + x 2 a -*--» J 1 + * 2
1,marctanjc)0
a -*-® | a

= lim (arctanO— arctana)= -^ -


a -> -« ^
Therefore,
-r od
dx n . jt
Î T +*» 2 1 2

In many cases it is sufficient to détermine whether the given


intégral converges or diverges, and to estimate its value. The fol-
lowing theorems, which we give without proof, may be useful in
this respect. We shall illustrate their application in a few cases.
Theorem 1. If for ail x ( x ^s a) the inequality

is fulfilled and if J q)(x)dx converges, then ^ f(x)dx also


a a
converges, and
+ 00 + ®

5 f(x)dx ^ J <p(x) dx

Example 4. Investigate the intégral


-r »
dx
b ;2 (1 + ex)
for convergence.
Solution. It will be noted that when l«^Jt,

x2 ( 11+e*) < 1
And
+00
I t -* — t I T -1
Consequently,

converges, and its value is less than 1.


!

dx
xa(l+e*)
11.7 Improper Intégrais 415

(Theorem 2. If for ail x ( x ^ a ) the inequality 0 ^ < p ( x ) ^ f ( x )


+ ce + 00

holds true and J T (*) dx diverges, then the intégral ^ f (x) dx


a • a
also diverges.
Example 5. Find out whether the following intégral converges or diverges:
+ 00

f î ± l «: dx
J VI?
We notice that
X+ 1 X
y x* > —
v x» v x
But
+0C
f -y^=— 1™ 2 V~ —+00
J V X b-* +o

Consequently, the given intégral also diverges.


In the last two theorems we considered improper intégrais of
nonnegative functions. For the case of a function f(x) which
changes its sign over an infinité interval we hâve the following
theorem.
+oo
Theorem 3. If the intégral J | f (x) \ dx converges, then the in-
a
+CO
tegral J f (x) dx also converges.
a
In this case, the latter intégral is called an absolutely conver­
gent intégral-
Example 6. Investigate the convergence of the intégral
+
J sin x
dx
l
Solution. Here, the integrand is an alternating function. We note that
+00
sin jc Ç dx__ 1 | +°°_ 1
But
JC3 J "x5" 11

f
Therefore, the intégral ^ | j dx conver2es- Whence it follows that the

given intégral also converges.


416 Ch. IL The Définite Intégral

2. The intégral of a discontinuons function. A function f(x) is


defined and continuons when a ^ x < c , and either not defined or
discontinuous when x = c. In this case, one cannot speak of
C

the intégral ^ f(x)dx as the limit of intégral sums, because f(x)


a
is not continuons on the interval [a, c], and for this reason the
limit may not exist.
C

The intégral ^ f ( x) dx of the function f(x) discontinuous at the


a
point c is defined as follows:
c b

[ j (x)dx = Iim \ f (x) dx


a b + c - O Ï

If the limit on the right exists, the intégral is called an impro-


per convergent intégral, otherwise it is divergent.
If the function f(x) is discontinuous at the left extremity of the
interval [a, c] (that is, for x —a), then by définition
C C

Çf (x ) dx = iim Ç/ (x)dx
a i >- +a + 0 b

If the function f(x) is discontinuous at some point x —x0 inside


the interval [a, c], we put
C Xo c

5 f (x)dx = 5 / (x) dx + [ f (x)dx


a a xo

if both improper intégrais on the right side of the équation exist.


Exampfe 7. Evaluate
dx

o
Solution.
1 b

, lin, f dx = - Iim 2
b - + \ - 0 j y 1—X b + 1-0
= — lim 2 ( ] / T = 3 — 1) = 2
b-* 1-0
1
Example 8. Evaluate the intégral

Solution. Since inside the interval of intégration there exists a point x==0
where the integrand is discontinuous, the intégral must be represented as the
117 Improper Intégrais 417

sum of two terms:

T«2= lim C—+ lim (—


-1
J *2 e --10 J *2 2 e2_>+o
• t,
JxÀ
Calculate each limit separately:

i- tdx „ 1 Ie» / 1 l \
lim \ -5 = — 11m — = —l i m -------------- r = <
t—o J x2 t*i-*«- o x |-1 e, -►-o Vei —1J
1 -1
Thus, the intégral diverges on the interval | — 1, ()|:
1

And this means that the intégral also diverges on the interval [0. 1].
Hence, the given intégral diverges on the entire interval [— I, 1).
It should be noted that if we'had begun to evaluate the given intégral
without paying attention to the discontinuity of the integrand at the point
x = 0, the resuit would hâve been wrong.
lndeed,

which is impossible (Fig. 226).


Note. If the function f(x), defined
on the interval [a, b\, has, within this
interval, a finite number of points of
discontinuity a,, at a„, then the
intégral of the function f(x) on the
interval [a, b] is defined as follows:
b a, a, à
\ f(x)dx = ^ f ( x ) d x + ^ f { x ) dx + . . . + \ f ( x ) d x
a a a, aA

if each of the improper intégrais on the right side of the équation


converges. But if even one of these intégrais diverges, then
b
J f(x)dx too is called divergent.
a
For determining the convergence of improper intégrais of dis­
continuons functions and for estimating their values, one can
frequently make use of theorems similar to those used to estimate
intégrais with infinité limits.
Theorem T. If on the interval [a, c] the functions f(x) and qp(jc)
are discontinuons at the point c, and at ail points of this interval
418 Ch. U . The Definite Intégral

the inequalities (f>(x)^ f ( x ) ^ Q hold and J<p(*)dx converges, then

J / (x) dx also converges.


a
Theorem 2 '. If on the interval [a, c] the functions f(x) and <p(x)
are discontinuons ai the point c, and at ail points of this interval
C

the inequalities / (x) ^ q>(x) ^ 0 hold and J <p(x) dx diverges, then


a
c

/ (x) dx also diverges.


a
Theorem 3'. If f{x) is an alternating funciion on the interval
(a, c] and discontinuons only at the point c, and the improper inte-
C

gral J | / (x) | dx of the absolute value of this function converges,


a
c

then the intégral J f (x)dx of the function itself also converges.


a

Use is frequently made o! ^ as functions with which it is


convenient to compare the functions under the sign of the improper
C

intégral. It is easy to verify that ^ dx converges for a < 1,


a
and diverges for a ^ l .
C

The same applies also to the intégrais j* ^ dx.


^ a

Example 9. Does the intégral J y — ^ converge?

Solution. The integrand is discontinuous at the left extremity of the inter-


val |0, 1). Comparing it with the function — , we hâve
V*
1 1
Y *+4*® yn
i
r dx
The improper intégral \ — exists. Consequently, the improper intégral of
o
1
1
a lesser function, that dx, also exists.
+ 4x»
IJ.8 A p p r o x i m a t i f Définite In tégrais 419

11.8 APPROXIMATIF DEFINITE INTEGRALS


At the end of Chapter 10 it was pointed out that not for every
continuons function is its antiderivative. expressible in terms of
elementary functions. In these cases, computation of definite inté­
grais by the Newton-Leibniz formula is involved, and various
methods of approximation are used to evaluate the definite inté­
grais. The following are several methods of approximate intégration
based on the concept of a definite intégral as the limit of a sum.
I. Rectangular formula. Let a continuous function y = f (x) be
given on an interval [a, b], It is required to evaluate the definite
intégral
b
lf(x)dx
a

Divide the interval [a, b\ by the points a = x0, xx, x2, . xn =b


into n equal parts of length A*:
. b—a
Ax = -----
fl

Then dénoté by y0, «/,, y2, . . . . y„-x, y„ the values of the func­
tion f(x) at the points xx, *s, x„; that is,
y» = f ( x a), y1= f ( x 1), . . . . y„ = f(x„)
Form the sums:
y0Ax + yxAx + . . . + y n- lAx
yxAx + y2Ax + . . . + y aAx
Each of these sums is an intégral sum of f(x) on the interval
[a, b] and for this reason approximately expresses the intégral
b
J f ( x ) d x » ~ ( ! / 0 + !/, + «/„+.. • + y n-i) (0
a
b
§ f ( x ) d x & ^ ( y x+ y 2+ . . . + y n). ( 1')
a

This is the rectangular formula. From Fig. 227 it is évident


that if f(x) is a positive and increasing function, then formula ( 1)
expresses the area of the step-like figure composed of “inside”
rectangles, while formula (T) yields the area of the step-like figure
composed of “outside” rectangles.
The error made when calculating intégrais by the rectangular
formula diminishes with increasing n (that is, the smaller the di-
A = -----).
visions Ax b — °\

27*
420 Ch. II. The Definiie Intégral

II. The trapézoïdal rule. It is natural to expect that we will


obtain a more exact value of the definite intégral if we replace
the curve y = f(x) not by a step-like line, as in the rectangular
formula, but by an inscribed broken line (Fig. 228). Then the
area of the curvilinear trapezoid aABb will be replaced by the
sum of the areas of the rectilinear trapezoids bounded from above

by the chords A A lt A XA 2, A n- XB. Since the area of the first


of these trapezoids is ^ -ÿ ^ A x , the area of the second is
and so forth, so
b
J / ( x ) d x « ( ^ ± ^ i Ax + ^± M iA x+ . . . Ax^j
a

or
b
^ f ( x ) d x ^ — ^ ^ ^± Mj i + yx+ y 2+ . . . + yn_1^ (2 )
a

This is the trapezoidal formula ( trapézoïdal rule). Note that the


number on the right of (2 ) is the arithmetic mean of the numbers
in the right members of ( 1) and ( 1').
The choice of n is arbitrary. The greater this number, the smaller
will be the division (subinterval) Ax = a n d the greater will
be the accuracy with which the sum, written on the right side of
the approximate équation (2 ), yields the value of the intégral.
III. Parabolic formula (Simpson’s rule). Divide the interval
[a, b] into an even number of parts n = 2m. Replace the area of
the curvilinear trapezoid, corresponding to the first two subinter-
vals [x0, x,] and [x,, x2] and bounded by the given curve y — f(x),
by the area of a curvilinear trapezoid such that is bounded by a
11.8 Approximatifig Dejinite Intégrais 42f

quadratic parabola passing through tftree points:


M ( X „ i/o ). i/i). i/o)

and with an axis parallel to the ÿ-axis (Fig. 229). We shall call
this kind of curvilinear trapezoid a parabolic trapezoid.
The équation of a parabola with axis parallel to the y-axis is
of the form
y = Ax2+ Bx + C
The coefficients A, B and C are uniquely determined from the
condition that the parabola passes through three specified points.
Analogous parabolas are constructed for other pairs of intervals as
well. The sum of the areas of the parabolic trapezoids will yield
the approximate value of the intégral.
Let us first compute the area of one parabolic trapezoid.
Lemma. I f a curvilinear trapezoid is bounded by the parabola
y = Ax* + Bx + C
the x-axis and two ordinates separated by a distance 2h, then its
area is
B — y ( i / o + ^ i / i + yt) (3 )

where y0 and t/2 are the extreme ordinates and y, is the ordinate
of the curve at the midpoint of the interval.

Proof. Arrange an auxiliary coordinate System as shown in


Fig. 230.
The coefficients in the équation of the parabola y = Ax*-\-Bx + C
are determined from the following équations:
if x0 = — h, then yt = Ah*~Bh + C
if Xj = 0, then yl = C - (4)
if xt = h, then yt = AA4 + BA+ C ,
422 Ch. 11. The Definite Intégral

Considering the coefficients A t B, C known, we détermine the


area of the parabolic trapezoid with the aid of a definite intégral:
h
s = J (Ax' + Bx + C)dx = [ ^ + ^ + C x]*fc= y(2i4A*+6C)

But from equalities (4) it follows that


y„ + 4t/, + y2= 2Ah? + 6 C
Hence,
•S= y {ya+ 4i/j + yt)

which is what had to be proved.


Let us corne back to our basic problem (see Fig. 229). Using
formula (3) we can write the following approximate équations
(h = Ax):

J f ( x ) d x x ^ - ( y 0+ 4yl + yi)
a=x0
*4
j f (x) dx « — (yt + 4y3+ y*)

X%m=b
§ f ( x ) d x i v ^ - ( y tm. i + 4ytm. i + ytm)

Adding the left and right sides, we get (on the left) the sought-
for integra! and (on the right) its approximate value:
b
J f (x) dx & j - ( y 0+ 4jq + 2yt + 40,

+ . . . + 2 0 2 /n -î + 4 0 tm - ! + 0 , J (5)
or

J / (x) dx » — - [y, + 0 2m+ 2 (0 2 + 0 ! + . . . + 0 2/b_s)


a
+ 4 (0 i + 0 3 + ••• +
11.8 A pproxim atif Definite Intégrais 423

This is Simpson’s formula ( rule).


Here, the number of division points
2 m is arbitrary; but the more of
them there are, the more accura-
tely the sum on the right side
of (5) yields the value of the in­
tégral.*
Example. Evaluate approximately

« - i1 f
Solution. Divide the interval [1, 2] into 10 equal parts (Fig. 231). Assuming
2— 1
Ajt = = 0.1
10
we make a table of the values of the integrand:

i i
X X
y m ~x V~ T

i/o = 1.00000 '


II

1.6 y, = 0.62500
o*

*e =
b

*1 = 1.1 4^ = 0.90909 *7 = 1.7 y, = 0.58824


* a = 1 .2 4/a = 0.83333 * 8 = 1 .8 y, = 0.55556
*3 = 1.3 4/3 = 0.76923 * 3 = 1 .9 y, = 0.52632
*4 = 1.4 4/4 = 0.71429 * io = 2 .0 y ,0 = 0.50000
*5 = 1.5 yh = 0.66667

I. By the first rectangular formula (1) we get


2
f » 0.1 ( y , + y, + . . . + y») = 0.1 •7.18773 = 0.71877

By the second rectangular formula (T) we get


2
j ^ « 0.1 (y, + y , + . . . + y „ ) = 0.1-6.68773 = 0.66877
1
It follows directly from Fig. 231 that in this case the first formula yields
the value of the intégral with an excess, the second, with a defect.

* To find out how many division points are needed to compute an intégral
to the desired number of décimal places, one can make use of formulas for
estimating the error resulting from approximating the intégral. We do not give
these estimâtes here. The reader will find them in more advanced courses of
analysis; see, for example, Fikhtengolts, Course of Differential and Intégral
Calculus, 1962, Vol. II, Ch. IX, Scc. 5. (in Russian).
424 Ch. IL The Definite Intégral

II. By the trapézoïdal rule (2), we hâve


2
1+ 0.5
+ 6.18773 = 0.69377
2

III. By Simpson’s rule (5), we hâve


2
C dx 0 1
J l^ o + Uio+ 2 (y 2 + y a+ ye + y&)+ 4 (yy+ y a+ yb + yi + f/t*)]
i
O (1 + 0.5 + 2 •2.72818+4 •3.45955) = 0.69315
2
f4dx
Actually, ln 2 = \ —= 0.6931472 (to seven décimal places).

Thus, when dividing the interval [0, 1] into 10 parts by Simpson’s rule,
we get five significant décimais; by the trapézoïdal rule, only three; and by
the rectangular formula, we are sure only of the first décimal.

11.9 CHEBYSHEV’S FORMULA


ln engineering computations, use is frequently made of Cheby-
shev’s formula of approximate intégration.
b
Once again, let it be required to compute ^ f i xj dx.
a
Replace the integrand by the Lagrange interpolation polyno­
mial P (x) (Sec. 7.9) and take certain n values of the function
on the interval [a, b]\ f(Xj), f (x2), . . . . f(xn), where xlt x2, . . xn
are any points of the interval [a, b]:

( x x,) (x X3) . . . ( x x n ) .
(X2 — X l ) ( X 2 — X3) . . . [ X . i — Xn ) I K

(X Xj) (x X 2) . . . { X Xn — i) c / \

(x„ — x l ) ( x n — x 2) . . . ( x n — x n ^ , ) I K n’ ( 1)

We get the following approximate formula of intégration:


b b
(2)
a a
After some computation it takes the form
b
J f {x) dx » CJ ( xj + CJ ( xj + . . . + C J (xn) (3)
II.9 Chebyihev’s Formula 425

where the coefficients C,- are calculated by the formulas


i>
c _ P (X — Jfi), ■ (X — X , - | ) (X — Xj + y ) . . . ( x — x n ) , ...
*' J (Xi —Xl)...(Xi —Xi- l)(Xi —Xi+l)...(Xi —Xn) y'
a

Formula (3) is cumbersome and inconvénient for computation


because the coefficients C, are expressed by complex fractions.
Chebyshev posed the inverse problem: specify not the abscissas
xly x2i . . . , but the coefficients Clf C2, . Cn and détermine
the abscissas xly x2, xn.
The coefficients C,- are specified so that formula (3) should be
as simple as possible for computation. This will obviously occur
when ail the coefficients Ci are equal:
Cl = c 2= . . . = c tt
If we dénoté the total value of the coefficients Clt Ct, C„
by Cn, formula (3) will take the form
b
l f ( x ) d x & C „ [/(*!) + /( * * ) + ...+ /( * „ ) ] (5)
a

Formula (5) is, generally speaking, an approximate équation, but


if f(x) is a polynomial of degree not higher than n — 1 , then the
équation will be exact. This circumstance is what permits deter-
mining the quantities C„, xlt x,, x„.
To obtain a formula that is convenient for any interval of in­
tégration, let us transform the interval of intégration [a, b] into
the interval [—1, 1], To do this, put
a4-b . b —a .
x = ~ ir + — i
then for t = —1 we will hâve x = a y for t = 1, x = b.
Hence,
b 1 1
f a + b . b —a
■t ) d t = b-=ï$<p(t)dt
a -1

where ç (t) dénotés the function of t under the intégral sign. Thus,
the problem of integrating the given function f(x) on the inter­
val [a, b] can always be reduced to integrating some other func­
tion <p(x) on the interval [—1 , 1].
To summarize, then, the problem has reduced to choosing in'
the formula

J f {x) dx = C„ [f (Xl) + / (xt) + . . . +/(*„)] (6)


426 Ch. 11. The Definite Intégral

the numbers C„, xlt xt , . . . , x„ so that this formula will be exact


for any function f (x) of the form
f (x) = a» + axx + atx 2 + . . . + a ^ x " - 1 (7)

It will be noted that


i i
$ / (x)dx = J (a0 + axx + a 2x2 + . . . + a„^1xn~1)dx
-1 -1

f 2 (a 0 + | + O
f+ Ÿ + ---+ “ ) « nisodd ^
\ 2 (o 0 + y + • • • + —5 ^) it n is even

On the other hand, the sum on the right side of (6 ) will, on the
basis of (7), be equal to
Cn [na#+ (xt + x2 + . • • + xn) + (x2 + x| -f- • • • + *«)
+ . . . + a n. t ( x r l + x?-' + . . . + x ^ 1)] (9)

Equating expressions (8 ) and (9), we get an équation that should


hold for any a0, alt at , . . . . aa.{.

2 (a 0 + y + ^ + y + * * >) ==^n [nao+ ai (xi + x2+ . . . + xn)


+ û* (*î + *l + • • • + *n) + • • • + Û / 1 - 1 (*?-1 + **-1 + • • • + * n “ ')]

Equate the coefficients of a0, alt at , at , . a „ _ 1 on the left


and right sides of the équation:

2 = C„n or C„ = -
X 1 + x 2 + • • • + xn ~ 0

x\ + x\ + • • • + xn == = "ô"
( 10)
x l + x l + - • - + x *n = 0

xi + xi + • • • + xn = = y
/
From these n — 1 équations we find the abscissas x,, xa, . . x„.
These solutions were found by Chebyshev for various values of n.
The following solutions are those that he found for cases when
the number of intermediate points n is equal to 3, 4, 5, 6 , 7, 9:
11.9 Chebyshev's Formula 427

N u m b e r of C o e f fic ie n t V a l u e s of a b s c ls s a s
o rdinates n Ci» *i. .......^

3
2 xx = —x3 = 0.707107
3 *2 = 0

1 xx= —x4 = 0.794654


4
2 x2== —* 3 = 0.187592

xx= —x5 = 0.832498


CM|lT)

5 x2 = —x4 = 0.374541
*3 = 0

1
xx — —x6 = 0.866247
6 *2 = —*5 = 0.422519
3
= —x4 = 0.266635

*, = —*, = 0.883862
7
2 *î = - * , = 0.529657
7 *, = —*» = 0.323912
*4 = 0

xx = —x9 = 0.911589
*2 = — *8 = 0.601019
2
9 *3 = — *7 = 0.528762
9
*4 = - * « = 0.167906
*» = 0

Thus, on the interval [—1, 1], an intégral can be approximà


ted by the following Chebyshev formula:
i
j f(x)dx = [f(xl) + f ( x i) + . .. + /(*„)]

where n is one of the numbers 3, 4, 5, 6 , 7 or 9, and jc„ . . . , xn


are the numbers given in the table. Here, n cannot be 8 or any
number exceeding 9, for then the System of équations (10) yields
imaginary roots.
428 Ch. 11. The Defini te Intégral

When the given intégral has limits of intégration a and 6, the


Chebyshev formula takes on the form
b
$ /(* )< * * = — • \ f ( X 1) + f ( X , ) + . . . + / ( * „ ) ]

where X t = + b- ~ - x t (t = l, 2, n) and x( hâve the values


given in the table.
The following example illustrâtes the use of Chebyshev’s approx­
imation formula for calculating an intégral.
2
Example. Evaluate = ln 2).

Solution. First, by a change of variable, transform this intégral into a new


one with limits of intégration — 1 and I:
1+ 2 , 2 — 1 t _3 + /
t =-
2 2
dt
dx=
Then

dt
3+ t

Compnte the Iatter intégral by Chebyshev’s formula, taking n = 3:


1
j [/(0.707107) + /( 0 )+ /(- 0 .7 0 7 1 0 7 ) 1

Since
/|..707l<.7)-3+(, ; |i7Æ - o + w -0.269752

/(°) = 3 ^ ô = 0333333

(1-0.707107)-, _ 0 J0f|„ - ^ B -O,436l3.


we hâve
1
J (0.269752 + 0.333333 + 0.436130)
-1
= -§ - • 1.039215 = 0.692810 « 0.693
ü
Comparing this resuit with the results of computation using the rectangular
formulas, the trapézoïdal rule, and Simpson’s rule (see the example in the
preceding section), we note that the resuit given by Chebyshev’s formula (with
11.10 Intégrais Dépendent on a Parameter 429

th ree in te rm e d ia te p o i n t s ) is in b e t t e r a g r e e m e n t w i t h t h e t r u e v a l u e of th e
in tégral th an th e re s u it o b ta in e d by th e tra p e z o id a l ru le (w ith n in e in te rm e ­
d ia te p o in ts).

The theory of approximation of intégrais was further developed


in the Works of Academician A. N. Krylov (1863-1945).

11.10 INTEGRALS DEPENDENT ON A PARAMETER.


THE GAMMA FUNCTION
D if f e r e n t ia t in g in té g r a is d é p e n d e n t on a p aram eter. Suppose we *
hâve an intégral
b
I (a) = $/(*, a)dx ( 1)
a

in which the integrand is dépendent upon some parameter a. If


the parameter a varies, then the value of the definite intégral
will also vary. Thus the definite intégral is a function of a; we
can therefore dénoté it by / (a).
1. Suppose that f(x, oc) and fa (x, oc) are continuous functions
when
c ^ a ^ d and a < 1x ^ 6 (2 )
Find. the dérivative of the intégral with respect to the parame­
ter a:
/ (a-f- Aa) — / (a)
Iim Aa l'a ( a )
A a -* 0

In finding this dérivative we note that


/ (a -f A a ) — / (a) 1
Aa
= a + Aa)dx— §f{x, a )dx
u
[(x, a-j-Aa) — f(x, a)
Aa
dx

Applying the Lagrange theorem to the integrand we hâve

where 0 < 0 < 1. Since fa (x, oc) is continuous in the closed do­
main (2 ), we hâve
fa(x, a + 0 Aa) = f'a (x, a) -fe
where the quantity e, which dépends on x, a, Aa, approaches
zéro as A a—<-0.
430 Ch. II. The Definite Intégral

Thus,
b b b
/ (g + Aa) — / (a)
Aa
J [f'a (X, a ) 4 - e] dx = J f a (x, a )dx + ^ e d x
a a a

Passing to the limit as A a—*-0, we hâve*


U
/ (a + Aa) — / (a)
lim Aa = I a (a) = J /a (*> a ) dx
Aa-*- 0
or

[if (x, a)dx \ = ^ f ’a (x, a )dx

This formula is called the Leibniz formula.


Ja a

2. Now suppose that in the intégral (1) the limits of intégra­


tion a and b are functions of a:
b (a)
/ (a) = O [a, a (a), f>(a)] = $ f ( x , a ) d x ( 1')
a (a)

<D [a, a (a), b (a)] is a composite function of a, and a and b are


intermediate arguments. To find the dérivative of /(a ), apply the
rule for differentiating a composite function of several variables
(see Sec. 8.10):
. dQ> , d<t> da , d& db /0 .
<3>

By the theorem on the différentiation of a definite intégral


with respect to a variable upper limit (see Sec. 11.4) we get
b
= a)dx = f[b{a), a]
a
b a

^ r = w S f ( x’ a ) dx = - - f c $ ï ( x > o)dx = — f[a(a), a]

b
* The integrand in the intégral / = J e d a approaches zéro as Aa —►0. From
a
the fact that the integrand approaches zéro at each point it does not always
follow that the intégral also approaches zéro. Howevei, in the given case,
/ approaches zéro as A a —►O. We accept this fact without proof.
11.10 Intégrais Dépendent on a Parameter 431

d<t>
Finally, to evaluate ^ use the above-derived Leibniz formula:

•gj— $ fa(x, a )dx»

Substituting into (3) the expressions obtained for the dérivatives,


we hâve
6 (a)
/a (a) = j fa(x, a)dx + f [b (a), a] [a (a), a] —- (4)
a (a)

Using the Leibniz formula it is possible to compute certain


definite intégrais.
Example, Evaluate the intégral
OB
... f sin olx ,
/ ( a ) = j e - x — — dx

Solution. First note that it is impossible to compute the intégral directly,


because the antiderivative of the function e~ x —m^a * is not expressible in
terms of elementary functions. To compute this intégral we shall consider it
as a function of the parameter oc. Then its dérivative with respect to oc is
found from the above-derived Leibniz formula *:

* cos olx dx

But the latter intégral is readily evaluated by means of elementary functions;


it is equal to -r—r—x . Therefore,
M l+ o c a
1
P (a)=.l+cta
Integrating the identity obtained, we find / (a):
/ (a) = arctan oc+ C
We hâve C to détermine now. To do this, we note that

l (0) = ^ e~ x dx=^ 0dx=0

* Leibniz* formula was derived on the assumption that the limits of intégra­
tion a and b are fini te. However, in this case Leibniz’ formula also holds,
even though one of the limits of intégration is equal to infinity. For the condi­
tions under which différentiation of improper intégrais with respect to a para­
meter is permissible. See G. M. Fikhtengolts, Course of Differential and Intég­
ral Calculus, Fizmatgiz, 1962, Vol. II, Ch. XIV, Sec. 3 (in Russian).
432 Ch. II. The Definite Intégral

Besides, arctan 0 = 0. Substituting into (5) a = 0, we get


/ (0) = arctan 0 + C
whence C = 0. Hence, for any value of a we hâve / (a) = arctan a, that is,
00

P ^ sin ax . .
\ e~ x --------djc=arctana
J a:
o
Example 2. The gamma function.
We consider an intégral dépendent on a parameter a ,
00
^x*-l e-*dx (6)
o
and we will show that this improper intégral exists (converges) for a > 0. We
represent it in the form of a sum
oo 1 00
J x*~le ~ x d x = J x * - le ~ x dx-{- J xa~ le~ x dx
o oJ 1
The first intégral on the right converges, since
l l
0 < J x * - le - * d x <
o
The second intégral likewise converges. Indeed, let n be an integer such that
n > a — 1. Then clearly
00 OD
0 < J x ' - ' e - x d x < ^ xne~ x dx < oo
o l
Integrate the latter intégral by parts noting that

lim = 0 (7)
JC—► + oo t

for an arbitrary positive integer k. Thus, intégral (6) defines a certain function a .
This function is denoted by T (a) and is called the gamma function:
00
r (a) = ^ X * - Xe - * c d x (8)
o
It is widely used in applied mathematics. Let us find the values of T (a) for
intégral a . For a = l we hâve
OD
T (1) = J e ~ x d x = 1 (9 )

o
Let the integer a > 1. We integrate b y parts:
CD 00

r ( a )= ^ x ? “ 1e ~ x d x = — x * ~ le ~ x I * + ( a — 1) ^ x u ~ 1e ~ x d x

o o
11.11 Intégration of Complex Function of Real Variable 433

or, taking into account (7),


T (oc) = ( a — 1) T ( a — 1) ( 10)

By (10) and (9), we find that for a — n •


T («) = ( « - 1)1 ( 11)

11.11 INTEGRATION OF A COMPLEX FUNCTION OF A REAL VARIABLE

In Sec. 7.4 we defined a complex function f (x) — u ( x ) i v (x)


of a real variable x and also its dérivative /' (x) = u' (x) -f iv’ (x).
Définition. A function F (x) = U (x) + iV(x) is called an antide-
rivative of a complex function of a real variable f(x) if
F'(x)=7(jc) ( 1)
that is, if
U'(x) + iV'(x) = u(x) + iv(x) (2)
From (2 ) it follows that U’ (x) — u(x), V' (x) = v(x), that is,
U {x) is an antiderivative of u (x) and V'(x) is an antiderivative
of o(x).
It follows, from this définition and from the remark, that if
F (x) = U (x) + iV (x) is an antiderivative of the function f(x), then
any antiderivative of f(x) is of the form F(x)-fC , where C is an
arbitrary complex constant. We will call the expression F(x) + C
the indefinite intégral of a complex function of a real variable and
we will write
J f ( x ) d x = ^ u(x)dx + i ^ v ( x ) d x = F(x) + C (3)
The definite intégral of a complex function of a real variable,
f(x) = u (x) + iv (x), is defined as follows:

J f ( x ) d x = J u(x)dx-\-i J v(x)dx (4)

This définition does not contradict and is in full agreement


with the définition of the definite intégral as the limit of a sum.

Exercises on Chapter 11
1. Form the integra! sum sn and pass to the limit to compute the follow-
b
ing definite intégrais J x2 dx. Hint. Divide the interval [a, b] into n parts by
a
n/ j
the points x ^ a q 1 (/ — 0, l, 2............ n), where q = y — , An$, — g— • .

28—2081
434 Ch. / / . The Définite Intégral

2. J — , where 0 < a < b. Ans. In — . Hlnt. Divide the interval [a, b] in


a
1 same way as in the preceding exercise.
b
3. J |/ x dx. Ans. (63/2—a3/2). Hlnt. See Exercise 2.
a
b
4. ^ sin x d x . Ans. cos a — cos 6.

Hint. First establish the following identity:


sin a + sin (a + /i) + sin (a+ 2/i)+ . . . + s in [a + (n — 1) h]
_cos (a— h) — cos (a + nh)
2 sin h

To do this, multiply and divide ail the terms of the left side by sin h and
replace the product of sines by the différence of cosines.
b
5. ^ cos x dx. Ans. sin b— sin a.

Using the Newton-Leibniz formula, compute the following definite intégrais:


n
1 1 2
1
6. ^xAdx. Ans. ^ . 7. ^ e x dx. Ans. a—
e — 1. 8. ^\ sin xdx. Ans. 1.

VT n
2 3
tan x dx. Ans. In 2.
0 0 0
e x x

12. Ans. 1. 13. Ans. ln |jc |. 14. J s in * d x . Ans. 2 sin2 -—.

15. C x2 dx. Ans. . 16. J . Ans. In (2z— 1). 17. J cos2 xdx.
3 /~ 1 0
/a

Ans. - - . 18. J sin2 xd;c. Ans. -5-.

Evatuate the following intégrais applying the indicated substitutions:


Exercises on Chapter 11 435

*
xdx
Ans.
K5
. 21. Ç
J y 2 + 4*
, 2 + 4jc= / 2. 4ns. 3 \f 2
■ ”• i ( +*2)3’ 1

= tan/. Ans. 23. J -dx, x — l = / a. Ans. 2(2 — arctan 2).

n
2
1 3 __ P cos <pd<p
24. r d* z = — . Ans . In — . 25. \ =— . g- ■, sin<p = f.
j x 2 J 6 — 5 sin <p-j-sina <p Y

Ans. ln-g-.

Prove that 26. ^ xm ( \ — x)n d x = ^ xn ( \ —x)m dx (m > 0, n > 0).


0 o
b b a a

27 J / (*) d* = J / (a + b - x ) dx. 28. j f (**) d * = i - J f (JC*) d*.


a a 0 -fl
Evaluate the following improper
proper intégrais:
1 C
0O
0 00
29. I x iX - i4/is. 1. 30. ff e«"**'•
—*d*. '4ns-
4ns. 1. 31 j
>• 31- • ^"s- g(« > 0)-
.1 V 1—x*
0 b o
1
In xdx. Ans. —1.
' - î - 53- fy ^ T- 34 |
1
00
* i xsin jtd x. Ans. The intégral diverges =. Ans. The intégral
M' î V x
o
4 ns. - r . 4ns. The
diVerg6S' 37' j V + t + 2 38- j â ^

intégral diverges. 40. f — y X Ans. - î - . 41. C . 4ns. The intégral di-


)x y x2 — 1 2 U
CO 00
verges. 42. J e~ ax sin bx dx (a > 0). Ans. . 43. J cos bx dx (a > 0).

Ans.
a2 + b2 '
Evaluate the following intégrais approximately:
5
P dx
44 l n 5 = \ y by the trapézoïdal rule and by Simpson's rule (n = 12).
1
Ans. 1.6182 (by the trapézoïdal rule); 1.6098 (by Simpson’s rule).
436 Ch. 11. The Definite Intégral

n
45. ^ jx* dx by the trapézoïdal rule and by Simpson’s rule (n = 1 0 ).

1 1
Ans. 3690, 3660. 46. ^ Y l — x3 dx by the trapézoïdal rule (n = 6). Ans. 0.8109.
o
3 10
47. -j- by Simpson’s rule (n = 4). Ans. 0.8111. 48. ^ log10xdx by the
l 4
trapézoïdal rule and by Simpson’s rule (n = 10). Ans: 6.0656, 6.0896. 49. Eva-

luate n from the relation aPplyin6 Simpson’s rule (n = 1 0 ).


o
n
2
P sin x ‘
Ans. 3.14159. 50. \ —— dx.by Simpson’s rule (/z = 10). Ans. 1.371. 51. Eva-
o
CO

luate J e ~ xxn dx Sot intégral n > 0 by proceeding from the équation


o
«0
d x = — where a > 0. Ans. ni 52. Proceeding from équation

09

0Y
dX--------- — • • evaluate the intégral
'+ « 2 Y~â '
J (x,+J*,,+1 . Ans. y 0 •

P J_g-ax
53. Evaluate the intégral \ — — — dx. Ans. l n ( l + a ) ( a > — 1). 54. Utilizing
o
1 l
the équation J x " - 1 dx=-jL , cornpu te the intégral J xn~ 1 (ln x)k dx.

k\
CHAPTER 12

GEOMETRIC AND MECHANICAL APPLICATIONS


OF THE DEFINITE INTEGRAL

12.1 COMPUTING AREAS IN RECTANGULAR COORDINATES


If on the interval [a, b] the function f ( x ) ^ 0, then, as \ve know
from Sec. 11.2, the area of a curvilinear trapezoid bounded by the
curve y = f{x), the x-axis, and the straight Unes x = a and x - b
(Fig. 214) is
b
Q—\f(x)dx ( 1)
a
b
If / ( v ) < 0 [a, h], then the definite intégral J f(x)dx is also < 0 .
a
It is equal, in absolute value, to the area Q corresponding to the
curvilinear trapezoid:
b
—Q — \ f ( x ) d x
a

If f(x) changes sign on the interval [a, b] a finite number of


times, then we break up the intégral throughout [a, b] into the
sum of intégrais over the subintervals.
The intégral will be positive on those
subintervals where f ( x ) ^ 0 , and néga­
tive where f ( x ) ^ 0 . The intégral over
the entire interval will yield the différ­
ence of the areas above and below the
x-axis (Fig. 232). To find the sum of
the areas in the ordinary sense, one has
to find the sum of the absolute values
of the intégrais over the above-indicated subintervals or compute
the intégral

<? = J I / (*) I d*

Example 1. Compute the area Q bounded by the sine curve y = sinjt and
the x-axis, for 0 < ; jc^ 2 ji (Fig. 233).
438 Ch. 12. Applications of the Definite Intégral

Solution. Since sin jc^ O when and slnxs^O when ji< *^2 ji,
we hâve
2ji 2ji
Q= ^ s in x dx + 1 J s i n x d x | = ^ | s in x \ dx
o ji o
ji

^ s in xdx = — cos x |* = — (c o s ji — cos 0) = — (— 1— 1) = 2

o
2ji
I2 ji
S
ji
s in x dx = — cos x I = — (c o s 2 ji — cos j i) = — 2

C o n s e q u e n tly , Q = 2 -f | — 2 | = 4.
y r-t'M

a *

Fig. 234

If one needs to compute the area bounded by the curves y = /, (*),


y = f 2(x) and the ordinates x = a, x = b, then provided f x( x ) ' ^ f i {x)
we will obviously hâve (Fig. 234)
b h b

Q = $ h (x) dx — J ft (x) dx = J [/, (x) — (*)] dx (2 )

Example 2. Compute the area bounded by the curves (Fig. 235)


y = Y x and y = x2
Solution. Find the points of intersection of the curves: x = x2, x = x4,
whence Xx = 0 t x2 = l.
Therefore,

Q= i
o o
x^ i ___2 __ 1__J_
3 o 3 3 3

Now let us compute the area of the curvilinear trapezoid bounded


by a curve represented by parametric équations (Fig. 236):
* = <p(0. = (3)
where and <p(a)=a, <p(P)=fc. Let équations (3) define
some function y = f(x) on the interval [a, b] and, consequently.
12.1 Computing Areas in Rectangular Coordinates 439

the area of the curvilinear trapezoid may be computed from the


formula
v U

Q = l f ( x ) dx =^ ydx

Change the variable in this intégral:


* = <p(f), dx = <p'(t)dt
From (3) we hâve
£ = /(*) = / [<P(0] = ♦(<)
Consequently,
P
(4)
a

This is the formula for computing the area of a curvilinear tra­


pezoid bounded by a curve represented parametrically.
Example 3. Compute the area of a région bounded by the ellipse
x = a c o s t , y = b s \n t

Solution. Compute the area of the upper half of the ellipse and double it.
Here, x varies from — a to - f a , and so t varies between n and 0,
'o o n
Q = 2 ^ (b sin /) (— a sin t dt) — — 2ab ^ sin2 t dt = 2ab J sin2 t dt
n n o

o
Example 4. Compute the area bounded by the Jt-axis and an arch of the
cycloid
x = a (t — sin /), y = a { \ — c o s/)

Solution. The variation of x from 0 to 2na corresponds to the variation of t


from 0 to 2 j i .
440 Ch. 12. Applications oj the Definite Intégral

From (4) we hâve


2ji 2ji
Q =- ^ a ( I — cos /) a ( 1— cos /) dt = a2 J (1 — cos t)2 dt
0 0
~2ji 2ji 2a
= a2 cos / dt + C cos2 t dt
$ d /- 2 S J
1.0 0 o J
2 ji 2n 2 ji 2 ji

^ dt = 2n, J c o s /d / = 0, J cosa / d/ — dt = n
0 0 0 0

We finally get
Q = a 2 (2ji + ji) = 3 jia 2

12.2 THE AREA OF A CURV1LINEAR SECTOR IN POLAR COOR DINATES


Suppose in a polar coordinate System we hâve a curve given
by the équation
P = /(6 )

where / ( 0 ) is a continuous function for a ^ 0 ^ p .


Let us détermine the area of the sector OAB bounded by the
curve p = / ( 0 ) and by the radius vectors 0 = a and 0 = p.
Divide the given area by radius vectors 0 O= a, 0 = 0lt . . . , 0„ = P
into n parts. Dénoté by A0t, A02) . . . , A0„ the angles between
the radius vectors that we hâve drawn (Fig. 237).

Dénoté by p,- the length of a radius vect-or corresponding to sonie


angle 0 , between 0 ,_, and 0 ,-.
Let us consider the circular sector with radius p,- and central angle
A0 j. Its area will be
12.3 The Arc Length of a Curve 441

The sum
n n

Qn = ÿ H p?Ae,.= -1X If (ë))]2A0,


i=i i=r
will yield the area of the “step-like” sector.
Since this sum is an intégral sum of the function p * = [/( 0 )]*
on the interval a ^ 0 < ; p , its limit, as max A0,—►O, is the defi-
nite intégral

jfp M e
oc

It is not dépendent on which radius vector p, we take inside the


angle A0,. It is natural to consider this limit the sought-for area
of the figure*.
Thus, the area of the sector OAB is
P
' Q = i - j p ’ d0 ( 1)
a
or

Q = t J [ /( °)lsd0 0')
a

Example. Compute the area bounded by the lemniscate p = a V cos 20


(Fig. 238).
Solution. The radius vector will describe one fourth of the sought-for area
if 0 varies between 0 and -y- :
Jl
4
ji n
4 4
n
a2 sin 20 4 à*
- Q = — J p * d e = - i- a * J cos 20 dô =
*2 2 o “ 4
0 0
Hence
Q =a%

12.3 THE ARC LENGTH OF A CURVE


1 . The arc length of a curve In rectangular coordinates. Let a
curve be given by the équation y = f(x) in rectangular coordinates
in a plane.
Let us find the length of the arCi4B of this curve between the
vertical straight Unes x = a and x = b (Fig. 239).
* We could show that this détermination of the area does not contradict that
given earlier. In other words, if one computes the area of a curvilinear sector
by means of curvilinear trapezoids, the resuit will be the same.
442 Ch. 12. Applications of the Definite Intégral

The définition of arc length was given in Sec. 6.1. Let us recal 1
définition. On an arc AB take points A, Aflt Af2, . . . ,
B with abscissas x0= a, xlt x.......... xh . . . , x„ = b and
B draw choras A Mlt M,M 2, . . . , M ^ B
Mi whose lengths we shall dénoté by Aslt
As2, . . . , As„, respectively. This gives
•the broken line AM^M2: .. Mn. xB ins-
cribed in the arc ÂB. The length of the
broken line is

b x = 2 As,-
i=1
Fig. 239 The length s of the arc AB is the
limit which the length of the inscribed
broken line approaches when the length of its greatest segment
approaches zéro:

s= lim 2 As,- (1)


i n a x Asj-► O i= 1

We shall now prove that if on the interval a ^ . x ^ . b the func-


tion f(x) and its dérivative f'(x) are continuous, then this limit
exists. At the same time we shall specify a technique for computing
the arc length.
We introduce the notation
= /(*/)—f(Xi-i)
Then
A s,.= K (A ^ r + (A(/,.r= y l+ f^ A * ,
By Lagrange’s theorem we hâve
Ay,- f (xj) f (xj—i)
AJC,- n u
where
Xi-1 < h < x t
Hence,
As, = V \ + [ f ' (i,)] 2 Ax,
Thus, the length of an inscribed broken line is

sR= i / i + l r W A x , .
i =1
It is given that f (x) is continuous; hence, the function|/ 1+ [/'(*)]*
is also continuous. Therefore, this intégral sum has a limit that
12.3 The Arc Length of a Curve 443

is equal to a definite intégral:


n r
s= îim yz v \+ [ n u Y te i= \V \ + [n x ) y d x
max A*/ -►() i = 1 a

We thus hâve a formula for computing the arc length:


b b / . ....-----
s=$vi+\f'(x)]*dx=§ y i + ^ y d x (2)
a a

Note 1. Using this formula, it is possible to obtain the dérivative


of the arc length with respect to the abscissa. If we consider the
upper limit of intégration as variable and dénoté it by x (we
shall not change the variable of intégration), then the arc length
s will be a function of x :

Differentiating this intégral with respect to the upper limit, we


obtain

i - Y ^ W i' O»
This formula was derived in Sec. 6.1 on certain other assump-
tions.
E x a m p le 1 . Détermine the circumference of the circle
x2 + y 2 = ra

S o lu tio n . First compute the length of a fourth part of the circumference


lying in the first quadrant. Then the équation of the arc AB will be
y = ÿ r 2— x2
whence
d y _______x
dx “ Y r 2— x2
Consequently,

JC
■dx = r arcsin —
2
0 o r
The length of the circumference is s = 2 nr.
Let us now fînd the arc length of a curve when the équation
of the curve is represented in parametric fornï:
*=<p(0> KO ^P ) (4)
444 Ch. 12. Applications of the Definite Intégral

where <p(0 and \p(/) are continuons functions with continuous dé­
rivatives, and <p' (t) does not vanish in the given interval. In this
case, équations (4) define a function y = f(x) which is continuous
and has a continuous dérivative:
dy _ (0
dx <p' ( / )

Let a = <p(a), b = <p(p). Then substituting in the intégral (2)


* = <P(0
dx = ip' (t)dt
we hâve
P ^ P

_
s =-- J Y 1+ V (0 dt, or s = j V W (/)]*+ [♦'«)]* dt (5)
a a

Note 2. It may be proved that formula (5) holds also for curves
that are crossed by vertical lines in more than one point (in
particular, for closed curves), provided that both dérivatives <p' (t)
and tp'(/) are continuous at ail points of the curve.
Example 2 . Compute the length of the astroid:
x = a c o s3 /, y-—a s\n 9 t
Since the curve is symmetric about both coordinate axes, we shall
S o lu tio n .
first compute the length of a fourth part of it located in the first quadrant.
We find
- ^ - = —3a cos2 1 sin t
at
— = 3 û sin2/ cos t

The parameter t will vary from 0 to . Hence

?= ^ Y $a2 cos4/ sin2/ +9a2sin41 cos21 dt =3a J Y cos2t sin21 dt


o o
ji
2 ji

i t cos t
= 3aJ siin dt —3a
sin2t 2 Sa A
0 =T* s=6a
Note 3. If a space curve is represented by the parametric équations
* = ç ( 0 . y = ' H 0 . z = X(0 (6)
where (see Sec. 9.1), then the length of its arc is
defined (in the same way as for a plane arc) as the limit which
the length of an inscribed broken line approaches when the length
12.3 The Arc Length of a Curve 445

of the greatest segment approaches zéro. If the functions <p(f),


and x (0 are continuons and hâve continuons dérivatives on
an interval [a, P], then the curve has a definite length (that is,
it has the above-mentioned limit) w hich'is computed from the
formula
P
s = $ K [ < p W + f o '( 0 ] , + [x '(*)]*<« (7)
a
This resuit we accept without proof.
Example 3. Compute the arc length of the hélix
x = a c o s t , y = a s i n t , z = amt

as t varies from 0 to 2 jï.


Solution. From the given équations we hâve
dx — — a s i n t d t , dy = a cos t d t , dz = am dt

Substituting into formula (7), we hâve


271 271
s = ^ Ÿ~a2 sin 2 t - f a 2 cos 2 t + û 2/n2 dt = a J \ ^ \ Jr m2 dt = 2na Y 1 + m2
o o
2. The arc length of a curve in polar coordinates. Given (in
polar coordinates) the équation of the curve
p= m w
where p is the radius vector and 0 is the vectorial (polar) angle.
Let us Write the formulas for passing from polar coordinates
to Cartesian coordinates:
x = p cos 0, y = p sin 0
If in place of p we put its expression (8) in ternis of 0, we get
the équations
x = / (0) cos 0, y = / (0) sin 0
These équations may be regarded as the parametric équations
of the curve and we can apply formula (5) for computing the arc
length. To do this, find the dérivatives of x and y with respect
to the parameter 0:
= f (0)cos0—/ (8) sînê
= (0) sin 0 H- / (0) cos 0
Then
( • £ ) ' ■+ ( % ) ' - \ r w + [f ( » ) ] * = p '* + p*
446 Ch. 12. Applications of the Definite Intégral

Hence,
e
s = J l V 2+ P 2d0
9.

Example 4. Find the length of the cardioid


p = a (1 -f- cos 0 )

(Fig. 240).
Varying the vectorial angle 0 from 0 to Jt,
we get half the sought-for length. Here,
Fig. 240 p' = — a s in 0 . Hence,
n
s = 2 ^ Ÿ a2 (1 + c o s 0 )a + a 2 sin 2 0 d0
o
ji

= 2a ^ | ^ 2 + 2 cos 0 d0
o
ji
C 0
\ cos y d0 = 8a sin —8a
= 4a
o
Example 5. Compute the length of the ellipse
x = a cos t \
} 0< / < 2ji
y = b sin / |

assuming that a > b.

Solution. We take advantage of formula (5), first computing y the arc


length; that is, the length of the arc that corresponds to a variation of the
JT
parameter from t = 0 to t = — :

ji
2

J Ÿ a2 sin 2 1+ 6 2 cos27 dt
o
ji n
2 2
J y a 2 (1 — cos* t) + b2 cos 3 / dt = J y a* — (a2— b2) cos* / ctt
o o
JI Jï
2 _____________ 2

= j/^ 1— cos 2 1 dt = a J ^ 1 — £ 2 cos 2 f<#


o o
12.4 Volumes by Slicing 447

V a 2— b2
where k < 1. Hence,
a
ji
2 •
s= 4a ^ y l — k2 cos 2 1 d t
o
The only thing that remains is to compute the last intégral. But we know that
it is not expressible in elementary functions (see Sec. 10.14). This intégral can
be computed only by approximate methods (by Simpson’s rule, for example).
For instance, if the semi-major axis of an ellipse is equal to 5 and the
3
semi-minor axis is 4, then
O , and the circumference of the ellipse is
k = —

Jl
2

s = 4-5 ^ 1— cos2 / dt
o
Computing this intégral by Simpson’s rule ^by dividing the interval

into four parts ) we get an approximate value of the intégral:


ji
2

cos 2tdt « 1.298


j / ' - !

and so the length of the arc of the entire ellipse is approximately equal to
s « 25.96 units of length.

12.4 COMPUTING THE VOLUME OF A SOLID FROM THE AREAS


OF PARALLEL SECTIONS (VOLUMES BY SLICING)
Suppose we hâve some solid T. Let us assume that we know
the area of any section of .this solid made by a plane perpendic-
ular to the jc-axis (Fig. 241). This area
will dépend on the position of the cut-
ting plane; that is, it will be a function
of x :
Q = <?(*)
We assume that Q(jc) is a continuous _
function of x and calculate the volume T%
of the body.
Draw the planes x = x0 = a, x = xlt F'S- 241
x = xt......... x = x„ = b.
These planes will eut the solid up into layers (slices).
In each subinterval x,_, x t we choose an arbitrary point
and for each value t = 1, 2, . . . , n we construct a cylindrical
448 Ch. 12. Applications of the Definite Intégral

body, the generatrix of which is parallel to the x-axis, while the


directrix is the boundary of the slice of the solid T made by the
plane x =
The volume of such an elementary cylinder, the area of the
base of which is
Q(S/)
and the altitude Axh is
Q (h) A.v,-
The volume of ail the cylinders will be

v„ = S Q (h) Ax,
t= 1
The limit of this sum as max A.v,-—►() (if it exists) is the
volume of the given solid:
n
v= lim 2 Q (?,•) A*,-
m ax Axi - > 0 i = |

Since vn is obviously the intégral sum of the continuous function


Q(x) on the interval a ^ . x ^ . b , the indicated limit exists and is
expressed by the definite intégral
b
v=^Q(x)dx (1)

Example. Compute the volume of the triaxial ellipsoid (Fig. 242).


y2 tj2 «2
______
a a i " b%
(_L_
ca
—1i

Solution. In a section of the ellipsoid made by a plane parallel to the


yz-plane and at a distance x from it, we hâve the ellic
ellipse
üyl* , i f ____, x*
m + <* ~ a*

with semi-axes

But the area of such an ellipse is nb’iCi. (See example 3, Sec. 12.1).
Therefore,
12.5 The Volume of a Solid of Révolution 449

The volume of the ellipsoid will be

v^Jtbcj ( l - £ y x = n b c ( x - ^ ) \ a_ = ± . m b c
-a

In the particular case, a = b = c, the ellipsoid tums into a sphere, and we hâve

12.5 THE VOLUME OF A SOLID OF REVOLUTION


Let us consider a solid generated by the révolution, about the
x-axis, of a curvilinear trapezoid aABb bounded by the curve
y=-f()t), the x-axis, and the li-
nes x — a, x = b.
In this case, an arbitrary sec­
tion of the solid made by a pla­
ne perpendicular to the x-axis
is a circle of area
Q = ju/2= Jt [f (jc)]a
Applying the general formula
for computing a volume [(1),
Sec. 12.4], we get a formula
for calculating the volume of a
solid of révolution:
b b

v = n ^ y2dx = n J [/ (x)]2dx
a a Fig. 243
450 Ch. 12. Applications of the Definite Intégral

Example. Find the volume of a solid generated by the révolution of the


catenary
X
a i a ,
y = Y \ e +*
about the *-axis between x = 0 and x = b (Fig. 243).
Solution.
A 2
b .f 2X
! dx + 2+ e

il
/ A
U U
2X 2X-\I 6 / 2b 2b
na2 Ia a
e~T \
a _ e~~â jiaa6
~~r [ t 1 6 \ o “ 8 \e

12.6 THE SURFACE OF A SOLID OF REVOLUTION


Suppose we hâve a surface generated by the révolution of a
curve y = f(x) about the x-axis. Let us détermine the area of this
surface on the interval
We take the function f(x) to be con­
tinuons and to hâve a continuous
dérivative at ail points of the inter­
val [a, b].
As in Sec. 12.3, draw the chords
A MX> ..., whose
lengths are denoted by As1( As2, . . . .
As„ (Fig. 244).
Each chord of length As,- ( t = l ,
2, . . . , n ) describes (in the process
of révolution) a truncated cône whose
surface AP( is
APi = 2 n yi~19+y‘ Ast
But
As,- = KAx| + Ayf = y 1 + ^ ) 2 àx(
Applying Lagrange’s theorem, we get
Ay,- f(xt)—f ( x j - 1 ) ; ,, .
AXj Xi — ' '■
®1'
where
Xi-1 < Si < Xi
hence,
A s,- = V 1 + p ( |, - ) A xt

A Pt = 2n ^ ± 1 1 Y \ + / ' . ( | , ) A v ;
12.6 The Surface of a Solid of Révolution 451

The surface described by the broken line will be equal to the sum

p n = 2ji J j y-i=dUU K l+ * P ( i,) Ax,-

or the sum
/> „= K s K T + T W ax,. (1)
1=1
extended over ail segments of the broken line. The limit of this
sum, when the largest segment As,- approaches zéro, is called the
area of the surface of révolution under considération. The sum (1)
is not the intégral sum of the function
2 n f ( x ) V l + f ’ (xy (2)
because the term corresponding to the interval [x,_,, x,] involves
several points of this interval x,-_1( x,-, But it is possible to
prove that the limit of the sum (1) is equal to the limit of the
intégral sum of function (2); that is,

P — lim ji t [ f (x,-,) + f (x,-)] V T + Ï T Ô W Ax/


max A J -+ 0 t = 1

= lim n S 2 / ( i 1) K Î T F W A x /
max A x i -+>0 1=1

or

(3)

Example. Détermine the surface of a paraboloid generated by révolution


about the x-axis of an arc of the parabola y* = 2px, which corresponds to the
variation of x from x = 0 to x —a :
Solution.
VTp
y= V~Wx, y’ V ' + » " - Ÿ ' + % = y r ?!+£
2 r~* ’

By (3) we hâve
a a
P=2n [ ÿ ïp x y ' dx = 2 n Ÿ p j \ r 2x+~pdx
o o

= 2 n V p-— ( 2 x + p ) ‘/ > — * L p - [ ( 2 a + p ) V . - pV.]

29
452 Ch. 12. Applications of the Definite Intégral

12.7 COMPUTING WORK BY THE DEFINITE INTEGRAL


Suppose a material point Af is moving in a straight line Os
under a force F, and the direction of the force coïncides with
the direction of motion. It is required to find the work performed
by the force F as the point M is moved from s = a to s = b.
(1) If the force F is constant, then the work A is expressed
by the product of the force F by the path length:
A = F(b—a)
(2) Let us assume that the force F is constantly varying, de-
pending on the position of the material point; that is to say, it
is a function F (s) continuous on the interval
Divide the interval [a, b] into n arbitrary parts of length
ASj, As,* •. *» As„
Then in each subinterval [s,-!, s,-] choose an arbitrary point g,-
and replace the work of the force F (s) along the path
As,- (i = 1, 2, . . . . n) by the product
F (h) As,
This means that within the limits of each subinterval we take
the force F to be constant: we assume f = F (£,•). Here, the ex­
pression F(|,)A s, will yield an approximate value of the work
done by the force F over the path As,- (for a sufficiently small
As,-), and the sum

A, = 2 F ( l i)Asi
1=1
will be an approximate expression of the work of the force F over
the interval [ay b\.
Obviously, An is an intégral sum of the function F = F (s) on
the interval [a, b], The limit of this sum as max(As/) —►() exists
and expresses the work of the force F (s) over the path from s=a
to s = b:
b
A = ^F(s)ds (1)
a

Example I. The compression S of a helical spring is proportional to the


applied force F. Compute the work of the force F when the spring i s compres­
sée! 5 cm, if a force of one kilogram is required to compress it 1 cm (Fig. 245).
Solution. It is given that the force F and the distance covered 5 are con-
nected by the relation F = kS , where k is a constant.
Let us express S in métrés and F in kilograms. When 5 = 0.01, F = 1, that
is, 1 = Æ•0.01, whence £ = 1 0 0 , F = 1 0 0 5 .
Î2.8 Coordinates of the Centre of Gravity 453

By ( 1) we hâve
o.o&
1OOS dS = 100 y = 0.125 Mlogram-métré
- i
Example 2. The force F with which an electric charge ex repuises another
charge e2 (of the same sign) at a distance of r is expressed by the formula
tF- -Rk -^^
where k is a constant.
Détermine the work done by a force F in moving
the charge e2 from the point Ax (at a distance of
rx from ex) to A2 (at a distance of r2 from ex) as-
suming that e1 is located at the point A0 as the ori-
gin.
Solution. From formula (1) we hâve
m m m ',
Fig. 245
AA k^ d r = - ke'e* T \ r, r ke'e* ( ^ - - k )
When r2= oo, we hâve

A= f dr = - glg*
J r2 r.

When e2— \ t A = k - y . This quantity is called the potential of the field gene-
rated by the charge ex.

12.8 COORDINATES OF THE CENTRE OF GRAVITY


Suppose on an xy-plane we hâve a System of material points
^1 (*1» i/l)» ^ 2 ( ^ 2» ^ 2)» • • • » P n i ^ r n U n )
with masses mlt m2, . . . , mn.
The products ximi and yimi are called the static moments of
the mass mi relative to the y- and x-axes.
We dénoté by xc and yc the coordinates of the centre of gravity
of the given System. Then, as we know from mechanics, the
coordinates of the centre of gravity of this material system will
be defined by the formulas
2 Xim i
_X iffii - \- x 2m 2 -f- . •■ + x am n _ i=l
.+ m „ n (i)
2 m‘
i —1
n

2 y im i
__ y \ m \ + y 2 m 2 • • • Jr y n m n _ ;=1
( 2)
mi + m2+ • • • + mn
2 m‘
454 Ch. 12. Applications of the Definite Intégral

We shall use these formulas in finding the centres of gravity of


various figures and solids.
1. The centre of gravity of a plane line. Let there be a curve
AB given by the équation y = f(x), a ^ . x ^ . b , and let this curve
be a material line.
Let the linear density* of such a material curve be y. Divide
the line into n parts of length Asj, As2, . . . , As„. The masses of
these parts will be equal to the product of their lengths by the
(constant) density: A/n,= yAs,-. On each part of the arc As,- take
an arbitrary point with abscissa 5,-. Now representing each part
of the arc As,- by the material point P,- [1,-, / (g,-)] with mass yAs,-
and substituting into (1) and (2) g,- in place of xt, f(g,-) in place
of y,-, and the value of yAs,- (the masses of the parts As,-) in place
of m,-, we obtain approximate formulas for determining the centre
of gravity of the arc:

2g/VAsf 2/ (i.) Y
yc
2 y^s‘ 2 vAs<-
If the function y = f(x) is continuous and has a continuous déri­
vative, the sums in the numerator and denominator of each frac­
tion hâve, as max Ai,-—+0, limits equal to the limits of the cor-
responding intégral sums. Thus, the coordinates of the centre of
gravity of the arc are expressed by definite intégrais:
b b
^ x ds ^x y 1 + f'2 (x) dx

*c = - T — = - b ---------------------------- (1 ')
^ ds ^ y 1 + / ' 2 {x) dx
a a

b b
Ç / (x) ds (x) y 1 + / ' 2 (x) dx

yc= — b— ----------------- (2')


j ds ^ V i + / ' 2 (x) dx

Example 1. Find the coordinates o! the centre of gravity of the semi-circle


x2+ y 2 = a2 situated above the jc-axis.

* Linear density is the mass of unit length of a given line. We assume that
the linear density is the same in ail portions of the curve.
12.8 Coordinates of the Centre of Gravit y 455

Solution. Détermine the ordinate of the centre of gravity:

y = Y a2— x2t -— = -----r * ■» ; dx


dx Y a2— x2 / 1 + { £ ) 2 dx’
u u

• dx dx
Ÿ~&=r> 2 a2
• î 2a
y c ~- zia na na n
xc = 0 (since the semi-circle is symmetric about the y-axis).
2. The centre of gravity of a plane figure. Given a figure bounded
by the Unes y = f t {x), y = f 2(x), x = a, x = b, which is a material
plane figure. We consider con­
stant the surface density, which
is the mass of unit area of the
surface. It is equal to ô for ail
parts of the figure.
Divide the given figure by
straight Unes x —a, x = xlt . . . ,
x = xn = b into strips of width
A * !, A x 2, . . . , Axn. The mass
of each strip will be equal to
the product of its area by the
density ô. If each strip is rep- x *a K, xt i 2 *i
laced by a rectangle (Fig. 246) Fig. 246
with base Ax{ and altitude
h ( î i ) — fi(îi)< where i,- = , then the mass of a strip will
be approximately equal to
Ami = ô [/2 (g,.)] Axi (i = l , 2 , . . . , n)
The centre of gravity of this strip will be situated approxi­
mately in the centre of the appropriate rectangle:
(x,)c = li, {y,)c=tf(^ )+2h (g/)
Now replacing each strip by a material point, whose mass is
equal to the mass of the corresponding strip and is concentrated
at the centre of gravity of this strip, we find the approximate
value of the coordinates of the centre of gravity of the entire
figure [by formulas (1) and (2)]:
2&«[/t(gf)-/i(Ê/)]A*/

[ / . <&) + fi (!/)] 6 1/2(It )-fi (i/)l aX i


456 Ch. 12. Applications of the Définite Intégral

Passing to the limit as Axg—►(), we obtain


b b
J x \ h ( x ) —f1 (x)]dx ÿ j l / a W + / i W l [ h ( x ) - h (x)]dx
a
~b . Vc = — ------- 5-------------------------
$ lU (x)—fi(x)]dx J Ih ( x ) - f i ( x ) ) d x

These formulas hold for any homo-


geneous (that is, having constant
density at ail points) plane figure.
We see that the coordinates of the
centre of gravity are independent of
the density ô of the figure (8 was
cancelled out in the process of com­
putation).
Example 2 . Détermine the coordinates of
the centre oi gravity of a segment of the
parabola y 2 = ax eut off bv the straight line
x = a (Fig. 247).
Solution. In this case f2(x)= Ylïx, /i(* ) = — V'ax, therefore

2J x yr axdx
4-2 ï2 4 a3
-=- 3
_o_________ 0 |i[) 5 3
a a~ 4 —5 a
2 V~a4^x'l' — Qr
2 J yTxdx 0 3 “
0
yc = 0 (since the segment is symmetric about the x-axis).

12.9 COMPUTING THE MOMENT OF INERTIA OF A LINE,


A CIRCLE, AND A CYLINDER BY MEANS
OF A DEFINITE INTEGRAL
Suppose, in an xy-plane, we hâve a System of material points
P i(*i, ÿi). P2(x2, y2), . . . . Pn(xn, y n) with masses m„ m2>
Then, as we know from mechanics, the moment of inertia of the
System of points with respect to the point O is defined as

Io= 2 (xf + yf) m i or 10 = 2 r} m t ( 1)


t=l t= 1

where r (. = V x f + yf.
As in Sec. 12.8, let the curve AB be given by an équation
y = /(x), a ^ x ^ i b , where f(x) is a continuous function. Let this
curve be a material line. Let the linear density of the line be y.
Again, partition the line into n parts of length As„ As2, . . . . As„,
12.9 Computing the Moment of Inertia 457

where ASi = V Axf + Ayf and the masses of these parts, A m ^vA s,,
Am2--=yAs2, Amn = yAsn. Take an arbitrary point with abs-
cissa on each part of the arc (on each suba&c). The ordinate
of this point will be % = /(£.). The moment of inertia of the arc
about the point 0 will, in accord with (1), be approximately
equal to
/ 0 ~ 2 (i! + t|r) vAs,- (2)
i = 1

If the function y = f(x) and its dérivative f' (x) are continuous,
then the sum (2) has a limit as As,- —>0. This limit, which is
expressed by a definite intégral, defines the moment of inertia of
the material line:
b _________________

I 0 = Y J [** + P (*)] / 1+ [/' (A')]2 dx (3)


a

1. The moment of inertia of a thin homogeneous rod of length Z


about its end point. Make the rod coincide with part of the x-axis:

x
Fig. 248

0 O ' < / (Fig. 248). In this case, As^Ax,-, km i = ykxi% r j =x]


and formula (3) takes the form
i
Ioc---vjjx2d x - V - j - (4)
o
If the mass Af of the rod is given, then y = M/l and (4) assu­
mes the form
(5)

2. The moment of inertia of a circle of radius r about the


centre. Since ail points of the circumference are distant r from
the centre, and the mass tn -2nr y, the moment of inertia of the
circle is
10 ^r n r - y2nr • r 2 ^ y2ji/'3 (6)

3. The moment of inertia of a homogeneous circle of radius


/? about the centre. Let 6 be the mass of unit area of the circle.
Partition the circle into n annuli.
458 Ch. 12. Applications of the Defini te Intégral

We consider one annulus (Fig. 249) with inner radius r,- and
outer radius r,- + Arf. The mass A/n,- of this annulus, to within
higher-order infinitesimals with respect to Ar(-, is A/n( = 62jtr,Ar,-.
By formula (6), the moment of inertia of
this mass about the centre is roughly
(AI 0)i » 62jir;Ar,- •rf = 62nrf •Art
The moment of inertia of the entire circle,
as a System of annuli, will be given by the
approximate formula

2 ô2rtr?Ar.- (7)
i=i
Passing to the limit as max Art —>-0, we get the moment of
inertia of the area of the circle with respect to the centre:
R
I n = 62n Çr*dr = n ô (8)
o
If the mass A4 of the circle is given, then the surface density Ô
is defined as
* M

Substituting this value, we finally get


I 0 = MRV 2 (9)
4. It is obvious that if we hâve a circular cylinder with base
radius R and mass A4, its moment of inertia about the axis will
be given by formula (9).

Exercises on Chapter 12
Computing Areas
1. Find the area of a figure bounded by the Unes y2 = 9x, y = 3x. Ans. .
2.
Find the area of a figure bounded by the équilatéral hyperbola xy = a2t
the x-axis, and the lines x = a, x = 2a. Ans. a2 ln 2 .
3. Find thearea of a figure lying between the curve y — 4 — x2 and the
2
x-axis. Ans. 10-g-,
2 2 2

4. Find the area of a figure bounded by the astroid x 3 - \ - y 3 = a 3 .


Ans. -g-ira2.
x
5. Find the area of a figure bounded by the catenary y = a cosh — , the
*-axis, the y-axis, and the straight line x = a . Ans. a2 sinhe.
Exercises on Chapter 12 459

6 . Find the area of a figure bounded by the curve y = x3, the line y = 8,
and the t/-axis. Ans. 12.
7. Find the area of a région bounded by one *Prch of a sine wave and the
x-axis. Ans. 2.
8 . Find the area of a région lying between the parabolas y 2-— 2px, x2 = 2py.
Ans. ~ p i .
9. Find the total area of a figure bounded by the lines y = x?t y = 2x, y = x.
Ans.
10. Find the area of a région bounded by one arch of the cycloid
x = a ( t — s in /), y = a ( \ — co s/) and the x-axis. Ans. 3na2.
11. Find the area of a figure bounded by the astroid x = a c o s3 /,
3
y = a s\n 3 t*. Ans. — na2.
12. Find the area of the entire région bounded by the lemniscate
p2 = û2cos2qp. Ans. a2.
13. Compute the area of a région bounded by one loop of the curve
p = a s i n 2 <p. Ans. ~ Jta2.
O
14. Compute the total area of a région bounded by the cardioid
3
p = a ( l — cos <p). Ans. — na2.
juz2
15. Find the area of the région bounded by the curve p = a co s< p . Ans. .
un2
16. Find the area of the région bounded by the curve p = a cos 2<p. Ans. - j - .
jt
17. Find the area of the région bounded by the curve p = cos3<p. Ans. .
JUZ2
18. Find the area of the région bounded by the curve p = a cos 4<p. Ans. - j - .

Computing Volumes
x2 y2
19. The ellipse = l revolves about the x-axis. Find the volume of
4
the solid of révolution. Ans. — nab2.
O
20. The segment of a line connecting the origin with the point (a, b) re­
volves about the i/-axis. Find the volume of the resulting cône. Ans. a2b.
21. Find the volume of a torus generated by révolution of the circle
x2 ( y — b)2 = a2 about the x-axis (it is assumed that b ^ a ) . Ans. 2n2a2b.
2 2 . The area bounded by the lines y 2 = 2px and x = a revolves about the
x-axis. Find the volume of the solid of révolution. Ans. npa2.
2 2 2
23. A figure bounded by the astroid x 3 + y 9 = a is
3 revolved about the
32na3
X-axis. Find the volume of the solid of révolution. Ans.
24. A figure bounded by one arch of the sine wave y = sin x and the x-axis
is revolved about the x-axis. Find the volume of the solid of révolution.
460 Ch. 12. Applications of the Definite Intégral

25. A figure bounded by the parabola y 2 = 4x and the straight line x = 4 is


revolved about the *-axis. Find the volume of the solid of révolution. Ans. 32j i .
26. A figure bounded by the curve y — xex and the straight lines y = 0,
x = 1 is revolved about the jc-axis. Find the volume of the solid of révolution.
Ans. ^ (e2— 1).
27. A figure bounded by one arch of a cycloid x —a (/ — sin t), y = a ( 1— cos t)
and the jc-axis is revolved about the Jt-axis. Find the volume of the solid of
révolution. Ans. 5ji2û3.
28. The same figure as in Problem 27 is revolved about the (/-axis. Find
the volume of the solid of révolution. Ans. 6 n 2a3.
29. The same figure as in Problem 27 is revolved about a straight line that
is parallel to the y-axis and passes through the vertex of a cycloid. Find the
JUZ3
volume of the solid of révolution. Ans. - q-(9 ji2— 16).
30. The same figure as in Problem 27 is revolved about a straight line pa­
rallel to the *-axis and passing through the vertex of a cycloid. Find the
volume of the solid of révolution. Ans. 7n2a3.
31. A cylinder of radius R is c.ut by a plane that passes through the dia-
meter of the base at an angle a to the plane of the base. Find the volume of
2
the cut-off part. Ans. — R3 tan a.
O
32. Find a volume that is common to the two cylinders: x2-\-y2~ R 2t
i/ 2 + *2 = /?2. Ans. y t f 3.
33. The point of intersection of the diagonals of a square is in motion along
the diameter of a circle of radius a; the plane in which the square lies remains
perpendicular to the plane of the circle, while the two opposite vertices of the
square move along the circle (as a resuit of this motion, the size of the square
obviously varies). Find the volume of the solid generated by this moving
square. Ans. -|-a 3.
34. Compute the volume of a segment eut off from the elliptical paraboloid
z2 /—
— by the plane x = a. Ans. ira2 y pq.
35. Compute the volume of a solid bounded by the planes z - - 0 , y = 0, the
cylindrical surfaces x2 = 2py and z2 = 2px and the plane x = a. Ans.
7 Ÿ 'p
(in first octant).
36. A straight line is in motion parallel to the yz-plane, and cuts two el-
X2 U2 X2 Z2
lipses - g + ~ 2- = 1, -g-)—2~=~1 lying in the xy- and *z-planes. Compute the

volume of the solid thus obtained. Ans. — abc.

Computing Arc Lengths 2 2 2

37. Find the entire length of the hypocycloid x 3 + ^ 3 = a 3 . Ans. 6a.


38. Compute the arc length of the semicubical parabola ay2 = x 3 between
335
the origin and a point with abscissa x —5a. Ans. -ÿj-a-
x
39. Find the arc length of the catenary y —a cosh — from the origin to the

point (jc, y). Ans. a s in h — = Y y 2— û2-


Exercises on Chapter 12 461

40. Find the length of one arch of the cycloid x = a ( t — sin /), y = a ( 1 — cos/).
Ans. 8a.
41. Find the length of an arc of the curve y ^=\ nx between x = Y 3 and
x= / 8. Ans. 1 + y I n y •
42. Find the arc length of the curve y = 1— ln cos x between x = 0 and
* = ~ . Ans. l n t a n ^ .
43. Find the length of the spiral of Archimedes p=a<p from the pôle to the
end of the first loop. Ans. n a Y 1 + 4 j i 2 - f - y ln (2ji + \ 1 + 4ji2).
44. Find the length of the spiral p=e*'f from the pôle to the point (p, <p).
Ans. J[~<X err = — Y 1+ a 2-
a a
45. Find the entire length of the curve p — a sin 3 -2-. Ans. jta.
o 2.
C2 C2
46. Find the length of the evolute of the ellipse x = — cos3 /, sin3 /.
4 (a3 — b3)
Ans.
ab
47. Find the length of the cardioid p = a (1 + cos (p). Ans. 8a.
48. Find the arc length of the involute of the circle x = a (cos <p-[-<p sin <p),
^ = a(sincp — <p cos <p) between cp= 0 and <p= q)|. Ans. — aq?î-

Computing Surface Areas of Solids of Révolution


49. Find the area of a surface obtained by revolving the parabola y 2 = 4ax
56
about the x-axis, from the origin O to a point with abscissa x = 3a. Ans. — na2.
O
50. Find the area of the surface of a cône genera-ted by the révolution of a
line segment y = 2x from x = 0 to x = 2 : (a) About the x-axis. Ans. 8 n Y 5.
(b) About the y-axis. Ans. 4 jiY ^ -
51. Find the area of the surface of a torus obtained by revolving the circle
x2 + (y — b)2 = a2 about the x-axis. (b > a). Ans. 4n2ab.
52. Find the surface area of a solid generated by revolving a cardioid about
the x-axis. The cardioid is represented by the parametric équations x = a(2cos<p —
128
— cos2<p), £/ = a ( 2 sin<p — sin 2<p). Ans. -r-J ta2.
O
53. Find the area of the surface of a solid obtained by revolving one arch
64jia2
of a cycloid x = a ( t — s in /), y — a ( 1 — co s/) about the x-axis. Ans. —^— .
54. The arch of a cycloid (see Problem 53) is revolved about the y-axis.
64
Find the surface area of the solid of révolution. Ans. 16ji2û2-]-— na2.
55. The arch of a cycloid (see Problem 53) is revolved about a tangent line
parallel to the x-axis and passing through the vertex. Find the surface area of
the solid of révolution. Ans. —^— .
56. The astroid x = a sin 3 /, y —a cos3 t is revolved about the x-axis. Find
12jtû2
the surface of the solid of révolution. Ans. —=— *
462 Ch. 12. Applications of the Definite Intégral

57. An arch of the sine wave */ = sin * from * = 0 to * = 2jx is revolved


about the_x-axis. Find the surface of the solid of révolution. Ans. 4 j i[ y r"2 +
+ ln ( / 2 + l ) ] . ,
y2
58. The ellipse ^2 + ^ = 1 (a > b) revolves about the *-axis. Find the surface

of the solid of révolution. Ans. 2nb2 + 2nab 55i££ where —.


c a

Various Applications of the Definite Integra!

59. Find the centre of gravity of the area of one-fourth of the ellipse
y2 u 2 4û 4b
- * + £ = 1 ( * 3 ,0 , y ^ O ) . Ans.
60. Find the centre of gravity of the area of a figure bounded by the para-
bola x2-\-4y — 16 = 0 and the jr-axis. Ans. ^0, .
61. Find the centre of gravity of the volume of a hemisphere. Ans. On the
2
axis of symmetry at a distance -g- R from the base.
62. Find the centre of gravity of the surface of a hemisphere. Ans. On the
D
axis of symmetry at a distance from the base.
63. Find the centre of gravity of the surface of a right circular cône, the
radius of the base of which is R and the altitude h. Ans. On the axis of
h
symmetry at a distance -g- from the base.
64. The figure is bounded by the lines y = s\n x ( 0 ^ x ^ jx), y = 0. Find the
centre of gravity of the area of this figure. Ans.
65. Find the centre of gravity of the area of a figure bounded by the para-
bolas y2 = 20x, x2 = 20y. Ans. (9, 9).
6 6 . Find the centre of gravity of the area of a circular sector with centra
angle 2a and radius R. Ans. On the axis of symmetry at a distance y R
from the vertex of the sector.
67. Find the pressure of water on a rectangle vertically submerged in water
at a depth of 5 métrés if it is known that the base is 8 métrés, the altitude,
12 métrés, and the upper base is parallel to the free surface of the water. Ans.
1056 métrés.
6 8 . The upper edge of a canal lock has the shape of a square with a side
of 8 m lying on the surface of the water. Détermine the pressure on each part
of the lock formed by dividing the square by one of its diagonals. Ans.
85,333.33 kg, 170,666.67 kg.
69. Compute the work needed to pump the water out of a hemispherical
vessel of diameter 20 métrés. Ans. 2 .5 x 106ji kg-m.
70. A body is in rectilinear motion according to the law x = ct9f where x is
the path length traversed in time /, c = const. The résistance of the medium is
proportional to the square of the velocity, and k is the constant of proporti-
onality. Find the work done by the résistance when the body moves from the
point jc = 0 to the point x = a. Ans. y k y / c 2à 7.
Exercises on Chapter 12 463

71. Compute the work that has to be done in order to pump a liquid of
density y from a réservoir having the shape of a cône with vertex pointing
down, altitude H and radius of base R. Ans. .
72. A wooden float of cylindrical shape whose basal area 5 = 4,000 cm2 and
altitude H = 50 cm is floating on the surface of the water. What work must be
done to pull the float up to the surface? (Spécifie weight of the wood, 0.8).
Ans. ^ - = 3 2 kg-m.
73. Compute the force with which the water presses on a dam in the form
of an équilatéral trapezoid (upper base a = 6.4 m, lower base 6 = 4.2 m, altitude
H = 3 m). Ans. 22.2 m.
74. Find the axial component P kg of total pressure of steam on the sphe-
rical bottom of a boiler. The diameter of the cylindrical part of the boiler is
D mm, the pressure of the steam in the boiler is p kg/cm2. Ans. P = .
75. The end of a vertical shaft of radius r is supported by a fiat thrust
bearing. The weight of the shaft P is distributed equally over the entire surface
of the support. Compute the total work of friction, in one rotation of the shaft.
4
Coefficient of friction is jlx. Ans. — jipP/\
ü
76. A vertical shaft ènds in a thrust pin having the shape of a truncated
cône. The spécifie pressure of the pin on the thrust bearing is constant and
equal to P. The upper diameter of the pin is D, the lower d, and the angle at
the vertex of the cône is 2a. Coefficient of friction, p,. Find the work of fric­
tion for one rotation of the shaft. Ans. ^ (O3 — d3).
6 sin a
77. A prismatic rod of length / is slowly extended by a force increasing
from 0 to P so that at each moment the tensile force is balanced by the forces
of elasticity of the rod. Compute the work A expended by the force on
tension, assuming that the tension occurred within the limits of elasticity.
F is the cross-sectional area of the rod, and E is the modulus of elasticity of
the material.
Hint. If x is the élongation of the rod and / is the corresponding force, then
FE ' PI
f = ——x. The élongation due to the force P is equal to A / = ^ r . Ans. A =
PM PH
~~ 2 “ 2 EF •
78. A prismatic beam is suspended vertically and a tensile force P is ap-
plied to its lower end. Compute the élongation of the beam due to its weight
and to the force P if it is given that the original length of the beam is /, the
cross-sectional area F, the weight Q and the modulus of elasticity of the ma-
terial E. Ans. A/
79. Détermine the time during which a liquid will flow out o f a prismatic
vessel filled to a height H. The cross-sectional area of the vessel is F, the area
of the opening /, the exit velccity is computed from the formula u = p }^ 2g/i,
where p is the coefficient of viscosity, g is the accélération of gravity, and h
2FH
is the distance from the opening to the level of the liquid. Ans. T = ----- . —_ =
n f ] f 2g H
464 Ch. 12. Applications of the Definite Intégral

80. Détermine the discharge Q (the quantity of water flowing in unit time)
over a spillway of rectarigular cross section. Height of spillway, h, width, b.
Ans. Q = ~ iibhyr<2gh.
81. Détermine the discharge of water Q flowing from a side rectangular
opening of height a and width b%if the height of the open surface of the water
above the lower sidcof the opening is H. Ans. Q —— [ H 1/2 — (H — a)*''*].
INDEX

absolute constants 14 basic elementary functions 20


absolute value 13 Bernstein. S. N. 246
absolutely convergent intégral 415 Bernstein polynomial 246
accélération binormal 330
average 118 bounded domain 250
at a given instant 118 bounded function 37, 38
of linear motion 119 bounded variable 16
of a point in curvilinear motion 329 boundedness of a function 37
Agnesi, witch of 130 Briggs, Henry 52
algebra, fundamental theorem of 237 Briggs’ logarithm 52
algebraic équation 216, 236 Bürgi, Jobst 52
algebraic functions 24, 25
amplitude of a complex number 225
analytical expression 19 cardioid 28, 446
angle Cauchy’s theorem 136-137
of contingence (of an arc) 202 centre of curvature 209
eccentric 100 centre of gravity 454
antiderivative 341 centre of neighbourhood 15
of a complex function 433 change of variable 347
arc length Chebyshev, P. L. 247
of a curve 200, 322, 442-447 Chebyshev formula 424-429
difïerential of 202 Chebyshev polynomials 247
Archimedes 406 circle 99
spiral of 27, 208 circle of curvature 209
area of surface of révolution 451 closed domain 250
argument(s) 17 closed interval 15
of a complex number 225 coefficient (s) 25
intermediate 81 undetermined (see method of undeter-
astroid 101, 192, 444 mined coefficients)
asymptote(s) 182 combined method 2 2 0
inclined 182, 183 complex function
vertical 182 antiderivative of 433
average accélération 118 definite intégral of 433
average curvature 203, 325 indéfini te intégral of 433
average velocity 328 intégration of 433
axis of a real variable 233
of inaaginaries 225 complex number(s) 224
imaginary 235 addition of 226
polar 26 amplitude of 225
real 225 argument of 225
of reals 225 conjugate 224
division of 227
exponential form of 235
base of logarithms 51 géométrie représentation of 224
base-10 logarithm 51 imaginary part of 224
466 Index

modulus' of 225 decreasing function 17


multiplication of 226 decreasing variable 16
phase of 225 defini te intégral 387, 389, 390, 395, 396
polar form of 225 of a complex function 433
powers of 229 degree of a polynomial 25, 235, 236,
real part of 224 237
roots of 229 De Moivre’s formula 229
subtraction of 226 density, linear 454
trigonométrie form of 225 derivative(s) 67, 6 8 , 74-75, 107
complex plane 224, 231 of a composite function 81-83
complex roots 240, 241 directional 278-280
complex variable 231 discontinuous 161
composite exponential function 88 of a fraction 79
composite function 23 of a function defined implicitly 261,
concave curve 176 270
concavity of a curve 175 logarithmic 89
conditional extremum 293 of a logarithmic function 80
conjugate complex numbers 224 mechanical meaning of second 118
product of 226 of nth order 112
conjugate pairs of complex roots 240 partial 257-258
constant 14 of a product 77
absolute 14 second 112
continuity, uniform (of a function) 393 of a sum 77
continuous function 53, 54 symbols of 67
convergent intégral 412, 416 third 112
convex curve 176 total 269
convex down (downwards) 175 of a vector 315
convex up (upwards) 175 différences (first, second, nth) 243
convexity of a curve 175 différentiable function 70
coordinate, polar 26 différentiable function at a point
coordinate System, polar 26 261
critical points 161, 288 differential(s) 107, 108, 107-111, 261
curvature 202, 203, 207, 208, 325 of arc length 202
average 203, 325 error estimation by 264
centre of 209 nth 115
circle of 209 préservation of form of 110
at a point 203, 204 second 114
radius of 208 third 115
curve(s) total 261
concave 176 différentiation 67
convex 176 numerical 245
Gaussian 179 directional dérivative 278-280
represented parametrically 190ff discontinuity (see point of disconti­
space 444 nu ity)
curvilinear motion discontinuous dérivative 161
accélération of a point in 329 discontinuous function 56, 161, 395
velocity of a point in 328 displacement vector 328
curvilinear trapezoid 391 divergence of an intégral 412
cusp divergent intégral 412, 416, 417
double 306 division of complex numbers 227
of the first kind 305 domain
of the second kind 306 bounded 250
cycloid 100 , 101 closed 250
of définition of a function 17, 250
natural 19
décomposition of a rational fraction into open 250
partial fractions 359 double cusp 306
Index 467

e (number) 47ff Newton-Leibniz 405, 406


eccentric angle 100 " parabolic 420
element of intégration 342 rectangular 419
elementary function 24 Serret-Frtnet 334
ellipse 100, 446 Simpson’s 423
ellipsoid, triaxial (volume of) 448 Taylor’s (see Taylor’s formula) 145,
elliptic intégral 385 148
end points of an interval 15 trapézoïdal 420
equation(s) Wallis’ 410, 411
algebraic 216, 236 fraction
of a normal 119 improper 356
parametric 98, 311 partial 357
of a tangent 119 proper 356
vector 311 fractional rational function 25
équivalent infinitesimals 60, 61 Frenet (see Serret-Frenet formulas)
error function(s) 17
maximum absolute 264 algebraic 24, 25
maximum relative 266 analytical représentation of 19
relative 265 basic elementary 20
Euler formula 234 bounded 37, 38
Euler substitution boundedness of 37
first 367 complex (see complex function)
second 368 composite 23
third 369, 370 composite exponential 88
evolute 211 continuous 53, 54
evolvent 211 continuous in a domain 255
expansion of a function 149-152 continuous over an interval 56
in a Taylor sériés 149 continuous on the left 56
experimental points 298 continuous at a point 255
explicit function 85, 8 6 continuous on the right 55
exponential form of a complex number decrease of 156
234 decreasing 17
exponential function 20, 21, 8 8 , 97 différentiable 70
general 2 0 , 21 différentiable at a point 261
properties of 232 discontinuous 56, 395
expression, analytical 19 elementary 24
extrema (see extremum) explicit 85, .86
extremum (of a function) 159, 288 explicitly defined 86
conditional 293 exponential 20, 21, 8 8 , 97
fractional rational 25
family of functions 342 of a function 23
field gamma 432
scalar 277 general exponential 2 0 , 21
vector (of gradients) 281 graphical représentation of 18
Fikhtengolts, G. M. 46, 55, 423, 431 hyperbolic 104, 105
first Euler substitution 367 implicit 85, 8 6 , 116
formula(s) increase of 156
for calculating total dérivative 269 increasing 17
Chebyshev’s 424-429 infinitésimal 39, 40, 41
De Moivre’s 229 intégrable 391
Euler’s 234 inverse 90
of intégration by parts 353 inverse trigonométrie 20, 97
interpolation (see interpolation for­ investigation of 186-190
mulas) irrational 25
Lagrange’s interpolation 241, 242 Laplace 377
Leibniz* 113, 430 linear 25
Maclaurin’s 148 logarithmic 20, 21
468 Index

multiple-valued 18 infinitely large quantity 35


periodic 22 infinitely large variable 31
power 20, 8 8 , 96 unfinitesimal(s) 39-41
quadratic 25 équivalent 60
rational 356 function 39, 40, 41
rational intégral 24, 235 properties of 39ff
represented parametrically 98, 117 of higher order 60
of several variables 249 of £th order 60
single-valued 18 of lower order 60
tabular représentation of 18 of sa me order 59
transcendental 26 infinitésimal quantity 41
trigonométrie 20, 21, 97 inflection (see point of inflection) 178
unbounded 37 intégrable function 391
uniform continuity of 393 intégral (s)
vector 314 absolutely convergent 415
functional relation 17 convergence of 412
fundamental theorem of algebra 237 convergent 416
definite 387, 389, 390, 393
gamma function 432 definite (of a complex function) 433
Gaussian curve 179 divergent 412, 416, 417
general exponential function 2 0 , 21 elliptic 378
generalized mean value theorem 136 improper 411, 415
géométrie mean 298 indefinite 342
géométrie représentation of complex indefinite (of a complex function) 433
numbers 224 of irrational functions 366, 375
gradient 281 * table of 343
graph 19 intégral sign 342
gravity, centre of 453fî intégral sum 389
greatest value of a function 57 integrand 342
intégration 343
helicoid 313 by change of variable 347-349
hélix 312, 313, 445 of a complex function of a real vari­
hodograph 311 able 433
hyperbolic functions 104, 105 interval of 391
hyperbolic spiral 28 by parts 352-355, 408-411
of rational fractions 363
identity 362 by substitution 347-349
imaginary, pure 224 of trigonométrie functions 370-375
imaginary axis 225 variable of 391
imaginary part of complex number 224 interior points of a domain 250
implicit function 85, 8 6 , 116 intermeoiate argument 81
improper convergent (divergent) intégral interpolation 241
416 interpolation formula, Newton’s 243,
improper» fraction 356 244
improper intégral 411 interpolation polynomial, Newton’s 244
inclined asymptotes 183 interval 15
increasing function 17 closed 15
increasing variable 16 half-closed 15
incrément of intégration 391
partial (of a function) 253 open 15
principal part of 107, 261 inverse function 89
total (of a function) 253, 260 inverse trigonométrie function 20, 97
indefinite intégral 342 investigation of a function 186-190
of a complex function 433 involute 211
independent variable 17 irrational function 25
indeterminate forms 137-140, 143-145 irrational numbers 11
inertia (see moment of inertia) isolated singular point 307
Index 469

Krylov, A. N. 429 of chords 217


combined 220
Lagrange form of remainder 148 of least squares 299
Lagrange’s interpolation formula 241, Newton’* 219
242, 245 of tangents 219
Lagrange’s mean-value theorem 156 of undetermined coefficients 362
Lagrange’s theorem 135 minima (see minimum)
Laplace function 377 minimax 291, 292
least squares, method of 299 minimum (of a function) 158, 162, 173,
least value of a function 57 286, 290
Leibniz (see Newton-Leibniz formula mixed product 332
405, 406) modulus 13
Leibniz formula 113, 430 of a complex number 225
Leibniz rule 113 of logarithms 52
lemniscate 28 moment of inertia (line, circle, cylin-
area of 441 der) 456-459
level lines 278 monotonicity 218
level surfaces 277 motion, curvilinear (see curvilinear
l’Hospital’s rule (theorem) 138 motion)
limit(s) multiple roots of a polynomial 238
of an algebraic sum of variables 42 multiple-valued function 18
of a function 32, 254 multiplicity of roots 238-240
on left 33
lower (of an intégral) 391 Napier, John 52
of a product 42 Napierian logarithms 52
of a quotient 43 natural logarithms 51
on right 33 necessary condition for existence of
theorems on 42ff extremum 159
upper (of an intégral) 391 necessary conditions of an extremum
of a variable 29 287
line, sécant 259 neighbourhood of a point 15, 254
linear density 454 Newton-Leibniz formula 405, 406
linear function 25 Newton’s interpolation formula 243,
logarithm(s) 244
base of 51 Newton’s interpolation polynomial 244
base-10 51 Newton’s method 219
Briggs’ 52 centre of 15
common 52 radius of 15
Napierian 52 nodal point 304
natural 51 normal 213, 317
logarithmic dérivative 89 to a curve 120, 317
logarithmic function 20, 21, 97 principal (of a curve) 325
logarithmic spiral 28 to a surface 337
logarithmic tables 52 normal plane 317
lower limit (of an intégral) 391 number (s)
lower (intégral) sum 388 complex (see complex number)
conjugate complex 224
product of 226
Maclaurin’s formula 148 e 47, 49
maxima (see maximum) irrational 11
maximum (of a function) 157, 162, 172, rational 11
286, 290 real 11, 224
maximum absolute error 264 number pair 249
maximum relative error 266 number quadruple 251
mean, géométrie 298 number scale 11
mean-value theorem 401 number triple 251
method numerical différentiation 245
470 Index

open domain 250 problem of interpolating a function 242


open interval 15 product
ordered variable quantity 16 mixed 332
ordinary point 302, 335 triple 332
origin (of a vector) 311 Wallis* 411
osculating plane 330 proper fraction 356
osculation (see point of osculation) pure imaginary 224

parabola, quadratic 421 quadratic function 25


parabolic formula 420 quadratic parabola 421
parabolic trapezoid 421 quadratic polynomial 421
parameter 98 quadratic trinomial 350
parametric équations 98, 311 quantity
part, principal (of an incrément) 107 infinitely large 35
partial dérivâtive(s) 257-258 infinitésimal 41
of higher orders 273ff monotonie 16
partial fractions 357 ordered variable 16
partial incrément (of a function) 253
partition unit 396
period 22 radius
periodic function 22 of curvature 208, 325
phase of a complex number 225 of a neighbourhood 15
plane of torsion (of a curve) 332
complex 224, 231 radius vector 311
of a complex variable z 224 range of a variable 14
normal 317 rate of motion 66
osculating 330 rational functions 356
tangent 336 rational intégral function 24, 235
point(s) rational numbers 11
critical 161, 288 rational operations 366
of discontinuity 56, 57, 71, 255 real axis 225
end (of an interval) 15 real number 11, 234
experimental 298 real part of a complex number 234
of inflection (of a curve) 178 rectangular formula 419
interior (of a domain) 250 relative error 265
isolated singular 307 relation, functional 17
nodal 304 remai nder 147
ordinary 302, 335 Lagrange form of 148, 285
of osculation 306 remai nder theorem 236
singular 303, 319, 335 Rolle’s theorem 133
polar axis 26 root (s)
polar form of a complex number 225 complex 240, 241
polar coordinate System 26 of an équation 236
polar coordinates 26 £ r tuple 239
pôle 26 multiple (of a polynomial) 238
polynomial (s) 24, 235 of multiplicity k 239-240
Bernstein 246 of a polynomial 236
Chebyshev 247 rule
interpolation (see interpolation poly­ Leibniz 113
nomial) l ’Hospital’s 138
potential of a field 453 Simpson’s 420, 423
power-exponential function 88 trapézoïdal 420
Power function 20, 8 8 , 96
préservation of the form of the diffe-
rential 110 scalar field 277
principal normal (of a curve) 325 scale, number 11
principal part (of an incrément) 107, 261 sécant line 259
Index 471

second dérivative, mechanical signifi- torsion (of a curve) 331


cance of 118 radius of 332
second Euler substitution 368 total dérivative 269
Serret-Frenet formulas 334 total dîfferential(s) 262
sign approximation by 263, 264
of double substitution 406 total incrément of a function 253, 260
intégral 342 tractrix 132
Simpson’s formula 423 transcendental function 26
Simpson’s rulé 420, 423 trapezoid
single-valued function 18 curvilinear 391
singular point 303, 319, 335 parabolic 421
isolated 307 trapézoïdal formula 420
smallest value of a function 57 trapézoïdal rule 420
space curve 444 triaxial ellipsoid, volume of 448
spiral trigonométrie fôrm of a complex number
of'Archimedes 27, 208 225
logarithmic 28 trigonométrie function 20, 21, 97
hyperbolic 28 trinomial, quadratic 350
subinterval 396 triple product (of ’vectors) 332, 333
subnormal 121
substitution unbounded function 37
Euler 367-370 undetermined coefficients, method of 362
universal trigonométrie 371 universal trigonométrie substitution 371
subfangent 121 upper limit of an intégral 391
sufficient conditions for existence of upper (intégral) sum 388
an extremum 161
sum value(s)
intégral 389 absolute 13
lower (intégral) 388 critical 161
upper (intégral) 388 extreme 159
surfaces, level 277 greatest 57
least 57
smallest 57
variable(s) 14
table(s) bounded 16
of intégrais 343 complex 233
logarithmic 52 decreasing 16
tacnode 306 increasing lft
tangent 69, 335 independent 17
tangent line 69 infinitely large 31
tangent plane 336 of intégration 391
Taylor’s formula 142, 148 monotonically varying 16
for a function of two variables 284, vector 225
285 dérivative of 315
terminus of a vector 311 displacement 328
theorem vector équation 311
Cauchy’s 136 vector field of gradients 281
fundamental (of algebra) 237 vector function 314
generalized mean-value 136 velocity 65
l ’Hospital’s 138 average 328
Lagrange’s 135 of a point in curvilinear motion 328
Lagrange’s mean-value 156 vertical asymptotes 182
mean-value 135, 401
remainder 236 Wallis* formula 410, 411
Rolle’s 133 Wallis* product 411
Weierstrass* approximation 246 Weierstrass* approximation theorem 246
third Euler substitution 369, 370 witch of Agnesi 130
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