Elements of Pure and Applied Mathematics

PAGES MISSING WITHIN THE BOOK ONLY
Text
fly
book
International Series in Pure and Applied Mathematics
WILLIAM TED MARTIN, Consulting
Editor
ELEMENTS OF PURE AND APPLIED MATHEMATICS
International Series in Pure and Applied Mathematics
WILLIAM TED MARTIN, Consulting Editor
AHLFORS
Complex Analysis
of Differentia]
BELLMAN
BUCK
Stability Theory Advanced Calculus
Equations
CODDINGTON AND LEviNsoN
GOLOMB & SHANKS

GRAVES
GRIFFIN
Theory of Ordinary Differential Equations Elements of Ordinary Differential Equations

of Functions of Real Variables
of
The Theory
Elementary Theory
Numbers
HILDEBRAND
Introduction to Numerical Analysis

Principles of Numerical Analysis
of
HOUSEHOLDER
LASS
*
Elements
Pure and Applied Mathematics
LASS
Vector and Tensor Analysis
LEIGHTON
An
Introduction to the Theory of Differential Equations
NEHARI
Conformal Mapping
Vector Analysis
NEWELL
ROSSER Logic for Mathematicians RUDIN Principles of Mathematical Analysis SNEDDON Elements of Partial Differential Equations
SNEDDON
STOLL
Fourier Transforms
Linear Algebra and Matrix Theory
WEINSTOCK
Calculus of Variations
LINEAR EQUATIONS, DETERMINANTS, AND MATRICES

"tinuing, (1.41) transforms into
19
1-1
-1
2
10
33
10
9
(1-42)
11 001 00-46
t
uuc otage we interchanged rows two and The equivalent system of equations is
three.
From
the above consideration the reader can prove by mathematical
iduction or otherwise that a system of n linear homogeneous equations i 771 unknowns always possesses a nontrivial solution if ra > n.
\
We now
consider the case in

a]x>
=
t,
1
n.
The system
1, 2,
=
or
(1.44)
,the
unique
1.10.
trivial solution
=
=
if
|aj|
5^
from
o
|,mple
The only
possibility for the existence of a nontrivial

|aj|
[tion occurs for
the case
0.
ds a new equivalent triangular matrix [reader explain this. We thus obtain
Triagonalizing the matrix such that |fy| = 0. \\b]\\
Let
bl
000
;h implies 6j
=
0,
we have reduced our
If (no summation) for at least one value of i. original system to one containing more If
liowns than equations, for which a nontrivial solution exists.

0, bZ~\
0,
then x n
and again we have more unknowns than
itions so that a nontrivial solution
again exists. Continuing, we see the vanishing of at least one element along the main diagonal ies the existence of a nontrivial solution.
ample 1.23.
The determinant
of the coefficient matrix of the
system
x+y+z+uQ
5x
y -f
(1.45)
20
vanishes.

Triagonalizing the coefficient matrix yields
1111 0007 000-3

-3
-1
so that u
A,
-3
System
?>y
(1.45)
z
0,
becomes
so that z
?>u
7u
3A, y
2\,
0,
o
and we have x
-\-
-\-
=0,
<
< +
oo.
On
considering the system
y y
y
2x x
+ +
= = -
(1.46)
exists. see immediately that only the trivial solution x = y = of linear a system Generally speaking, homogeneous equations in n unknowns, > n, does not possess a, nontnvial solution. The reader
we
is
case.
referred to Ferrar's text on algebra for the complete discussion of this The rank of a matrix plays an important role in discussing solu-
tions of linear equations.
For a discussion
of the
rank of a matrix see
the above-mentioned text.
Example
.24.
The column matrix X =
will
he called a vector
The number
JC"
thejth component of X. We call the number, n, the dimensionality of the The determinant of the matrix X r X is called the square of the magnitude of space. 7 the vector X. If the x', ? = 1,2, r?, are complex numbers, we define ]X X| as n = conjugate comthe square of the magnitude of X, where X 7 = Ha; ;? 2
x
}
is
called
'
||,
plex of
a?.
The system
of vectors
X =
r
1,2,
(1.47)
is
said to be linearly
all
dependent
if
there exist scalars X 1
X2
. ,
Xw
not
zero such that
XX a =
An
\i
(1.48)
is
equivalent definition of linear dependence
the following:
if
The
set of vectors (1.47) is a linearly
independent system
Eq. (1.48) implies
X2
\m
0.
21
We now
prove the following theorem:

if
Any
n.
vectors in an n-dimenis
sional space are linearly dependent The system of equations X a X a =

linear
m>
The proof
1
,
.
as follows:
is
homogeneous equations
a xl a\
in the
m
. ,
equivalent to the system of n unknowns X X 2 Xm

. .
1, 2,
n] a
1, 2,
m
Q.E.D.
Such a system always has a nontrivial solution

Problems
1.
for
m >
n.
Solve the system x
&r
2y
-f 3z
4w
u
= =
2x+y-z+u=Q y
2z
2.
Solve the system
x
3.
2/y
;(/
2.r
+2+
3w = 4w =
u
<
Solve the system
=
o
4//
?/
5x
4.
2s
82
2w 3w
= =
will
Determine
:
X so that the following
system
have nontrivial solutions, and
solve
\x
\y
1
= 4r + y = -2x + X
y
1
6.
Show that
the vectors Xi
1
,
are linearly independ-
2
erit.
Given
X =
II
1
,
find soalars X],
X-2,
Xs
such that
1.6.
P(x,
y, z)
Quadratic Forms. The square of the distance between a point and the origin 0(0, 0, 0) in a Euclidean space is given by
L =
2
x2
(1.49)
using a Euclidean coordinate system. an n-dimensional space yields
The
generalization of (1.49) to
u-
=
l
(1.50)
The linear transformation x = a a y a ,i,a =

1
1,2,
n, \a]
9* 0, yields,
from
(1.50),
n
=l
22
If
ELEMENTS OF ITRE AND APPLIED MATHEMATICS
we
desire that the
?/'s
he the components of a Euclidean coordinate
system, we need
Comparing
(1.51), (1.52) yields
=
t=
1
Ij* a
if
^
P
' (153) v
The system
of Eqs. (1.53) in
matrix form becomes
AÂ = AA r = E
Equation
is
A =
A r = A"
If AI,
0.
1
||aj||
(1.54)
(1.54) implies in turn that
A
2
matrix
an orthogonal matrix. (1.54) column vectors of A, then Af A 2 =

called
are
any two
satisfying different
We
say that the vectors are

n
perpendicular.
For complex components

y's to
(1.50)
becomes L 2
y
t=i
x'x*,
and
for the
be the components of an orthogonal coordinate system we find
that the matrix

a*
A must
satisfy
a].
the complex conjugate of matrix.
A T A = E or A T = A~\ where A = If A T = A" we say that A is a unitary

||a]||,
1
,
We now
consider the quadratic form
Q =
and ask whether
a a px a xP
a aj9
real; a,
1, 2,
(1.55)
X = BY
it is possible to find an orthogonal transformation such that (1.55) reduces to the canonical form
Q =
Let the student note that (1.55)
X,(2/')
(1.56)
may
be written in matrix form as

(1.57)
Q = X TAX
r noting that X AX is a matrix of just one element and so is written as a scalar. Under the transformation X = BY, (1.57) becomes
Q = (BY) rA(BY) = Y r (B rAB)Y
(1.58)

so that (1.58) will have the form of (1.56)
if
23
and only
if
(1.59)
that
is,
BÂB must be
a diagonal matrix.
Our problem has been reduced
to that of finding a matrix
satisfying (1.59), arid hence satisfying
B-'AB = HA.SJ
or
AB =
1
(1.60)
B||X,J|
since
tion.
s=
B r = B" is required if X = BY is to be an orthogonal transformaWe may consider A to be a symmetric matrix, A = A r since X r [^-(A + A T )]X + X r [-|(A - A r )]X, and X T [|(A - A r )]X = (see
,
Prob.
9, Sec. 1.1),
while ^(A
A.
T
)
is
a symmetric matrix.
We now
B =
l|6 w
||,
attempt Eq. (1.60) becomes
to find the square matrix
satisfying (1.60).
If
aj
i,j
1, 2,
,n
(1.61)
For j
we have
n
or
X,
(1.62)
If
BI
is
the column matrix (vector),
(1.62)
may
be written
XBi
=
(1.63)
or
(A
XE)Bi
24
Equation (1 .63) represents a system of n linear homogeneous equations n unknowns comprising the column matrix BI. From Sec. 1.4 a necessary and sufficient condition that nontrivial solutions exist is that
in the
|A
XE|
=
a 2n
an
a 22
or
=
X
(1.64)
the characteristic equation of the matrix A. It is a so n in X of has X roots X n the 2 degree n, polynomial equation Xi, X t real or complex. The roots X], X 2 X n determine the column
call
(1
We
.64)
vectors BI, 62,
.
,
Bn
which in turn comprise the matrix B, that

2
is,
B =
The
solution BI of
BJ<
a square matrix
is called an eigenf unction, eigenvector, called the eigenvalue, or latent root, or charXi If B! is a solution acteristic root corresponding to the eigenfunction Bj. of (1 .63), so is Bi/length of BI, a vector of unit length. If the B r i = 1 2,
ABi = X]Bi
is
or characteristic vector.
.
,
n, are unit vectors, it is
easy to prove that the matrix
is
an
orthogonal matrix.
Let
AB =
2
1
X 2B 2
X!
X2
(1.65)
Then (ABO* s= BfA = BfA = XJBf so that BfAB 2 = XjBfB 2 and B[B 2 = 0. over Bf AB 2 = X 2BfB 2 so that (Xi - X 2 )B[B 2 =
71
. ,
MoreIf
the
i
,
1
,
2,
n, are all different,
the matrix
is
an orthogonal
matrix.
Example
1.25.
We now
Q
firxd
the quadratic form
7x 2 +
7?/
the linear orthogonal transformation which transforms 2 We have -\- 7z* -f 6x/y -f- 8?/z into canonical form.
7
QThe
characteristic equation
is
374 047
3
X
0|
3
7
X
7
which reduces to
\i
(7
X)(X
12) (X
2)
so that Xi
=
0.
7,
X2
12, X 3
2.
For
7 Eq. (1.63)
becomes 36 2 =
0, 36i -f 46.
0,
46 2
unit vector BI whose

4
5
25
components
b 1;
b>2 ,
b 3 satisfy these
equations
is
Bi
=
_
3 5
For X 2
12 Eq. (1.63)
5 \/2
becomes -56i
36 2
0,
36i
56 2 -f 46 3
0,
46 2
56 3
0,
so that
_1
2
V2
4
5 \/2
5 \/2
For A 3
we obtain B
V2
so that
The quadratic form Q = 7x 2
7y
-}-
7z 2
GJ-?/
Syz be(;omes
Q =
7it 2
12^ 2
2w 2
under the linear orthogonal transformation
(J.66).
Each root X,
1, 2,
.
,
n, of |A
XE|
determined a column
If multiple roots of |A vector of the orthogonal matrix B. XE| occur, it appears at first glance that we cannot complete the full matrix B.
=0
quadratic form formation X =
However, we can show that an orthogonal matrix F exists such that the Q = X T AX, A = A r is canonical in form for the trans-
FW.
First let us note the following pertinent facts: If
orthogonal formation.
is
X = BY, Y = CZ are = (BC)Z is an orthogonal transtransformations, then X We have (BC) T = C TB T = C^B- = (BC)" so that BC
1 1
,
an orthogonal matrix. In other words, the matrix product of orthogonal matrices is an orthogonal matrix. Next we note that, if B is an
26
orthogonal matrix in a /^-dimensional space, k
<
n,
then
C =
an orthogonal matrix for the n-dimensional space. The reader can easily verify that C has the necessary properties for an orthogonal matrix.
is
Finally the roots of |A
and conversely.
From B~ AB - XE
1
XE|
are the roots of |B- 1 AB
= B-Â 1
XE|
0,
XE)B we have
|B-
AB -
XE|
= IB-KA - XE)B| = JB- |A - XE| |B| = IB- |B| |A - XE = |B-'B| |A - XE| = |A - XE|
1
)
which proves our statement.

It is immaterial whether Xi let Xi be any root of |A XE| = 0. = for BI, BI a unit vector. a multiple root. We solve (A XiE)Bi We now obtain an orthogonal matrix B with BI as its first column. This can be done as follows (the method does not yield a unique answer) Let 62 = \\bt2\\ be the elements of the second column of B. In order that 62
Now
is
be orthogonal toBi, we need
Y 6A =
2
0.
This
. .
is
a single homogeneous
1=1
equation in the unknowns 6 t 2,
1,
2,
n.
We know
n
1
that
t
we
1.
can find a nontrivial solution which can be normalized so that } 6 22

=
1
To
obtain the third column,
we need \
*i
6 t i6 t3
0,
N
t=i
6 t2 fr t3
0.
normalized nontrivial solution exists for n > process we construct an orthogonal matrix B.
1 involves a system of n solution exists. From the construction of
2.
By
continuing this
The final column of B for which a nontrivial in n unknowns equations
it
follows that
B -1 AB
has Xi
as the element of the
first
row and
first
column and has zeros elsewhere

in the first column.
27
From
1
(B~ AB)
= B rA T (BB~ AB
!
r
)
= B-'ACB 7 )- = BÂCB1
)-
= BÂB
we note
that
that
T
,
is
1
A = A B = B" X = BY, Q becomes

T
We have used the facts a symmetric matrix. Hence under the orthogonal transformation
Q = X rAX - Y T (B 'ABjY
Xi
'
2
//
\\y
//"I;
The
characteristic roots of the matrix

\i
a p\\ \\c'
-
B~ AB
]
satisfy
\
6*22
~
c 32
C n2
C nn
Hence the remaining roots

c 22
of |A
r2a
XE|
*
*
=0 satisfy
'
c 2n
By
the same procedure
we can reduce
c a py"y ft
to the
form
a,^
=3
so that
Q becomes Q =
\i(z
2
)
X 2 ^ 2) 2
with Xi
X2
if
Xi
28
is

a repeated root.
1.6.'
Continuing this process reduces
to canonical form.
Q.E.D.
Positive -definite Quadratic Forms.
Inverse of a Matrix.
Let us
consider the quadratic form
Q = X r (S T S)X
where S
is
(1.67)
a triangular matrix,
S =
=
||sj||,
s]
for i
>
j.
From
(1.67)
we have Q = (X 7'S r )(SX) = (SX) r (SX) =

1=1
It is
obvious that
Q >
this
unless
tf
Qx
0,
1,
2,
. ,
n.
If
|sj|
0,
we know that
system
of equations has only the trivial solution
=
Thus the special quadratic form
unless x
1
xn
=
has the property
unless
(1
x2
ri
0.
.67) for |S| 9* r If
Q >
0,
it
Q = X AX >
X =
we
can
say that Q is a positive-definite quadratic form. be shown that
For such a form
|a
>
an
an
012
a-21
ai2 022
>
=
|A|
>
(1.68)
(see
(1 .68)
W. L. Ferrar, Oxford University Press). Conversely, implies that Q is positive-definite. The above considerations suggest that, if Q is a positive-definite form,
"Algebra," by
Q
SrS
X T AX, A = A r then there = A. We now show that

,
exists a triangular
this is true.
matrix S such that The equation S r S = A
implies
I
For
i
ij =
1,2,
,n
For
i
(1.69)
we have s^ = an
aij since
2i
so that Su
Ssi
we obtain
SnSij
"
= =
(an)*.
sn i
I,
>
0, so that
2, 3,
n.
For
jf
=
/
I
2 we have (i 2 ) 2
+
an
I
(22)
a 22 so that
$22
(a 22
*J 2 )*
22
a y --I
2
/I
I
a i2 a 22
V
I
a2i
/
Remember
that o#
o,-.
For
2, j
>
we have
s^Sij
S 22 s 2y

and
s<2j
29
(a 2j
Si2Sij)/S22.
Continuing this process, one obtains the
set of equations
n =
(flu)*
$22
=
(1-70)
+
Ski
?-,.*)]>
0H - -
Given the numbers a the elements s from (1.70). Let the reader show that
tj
,
tj
can be calculated step by step
(1 1 1
(1
(1-71)
011 021
012 022
The above method

matrix of
1 1
for determining
7> 1 71
S can be used to
1
find the inverse
A provided X AX is positive-definite Since A = S^S, we = To find S- from S, we proceed as have AS^S 7 )" - S^S" = 0, i > j. From TS = E we obtain follows: Let T = S"
)
-
t i3
7t
^
=
1,
= 5,
i,./
1,2,
,n
Thus t^Su =
612
.
.
(1.72)
Equation
tn
t\i
(1.72)
enables one to solve for the

i
t tj .
1,
or
= =
l/'&'ii.
For
tnSi2/s 2 2.
we have nSi 2 + î2<s 22 = Continuing, we can compute / 13

j
=
,
so that
fat,
ti n ,
^23,
Example
1.20.
We
invert the matrix

1
253
1
4
s 33
From
*12
(1.70)
^13
sn
1,
s 12
2,
1S
1,
s 23
1,
A/2.
1, <23
From
1
= -2,
-01lSi8
^12fi23)/33
l/A/2,
/22
= -
(1.72)
<33
u -
1,
/ \/2,
l/\/2.
Thus
30
and
11
-5
3
A' - S-'(S1
r
)
-1
-1
has the property that Ki2B is a new matrix which can be obtained by multiplying the second row of B by k and adding these elements to the corresponding elements of the
first
row
of B.
Thus
k
l
1
b\\
612
Let the reader show that placing k in the rth row and sth column of the unit matrix E produces a matrix E r , such that E r ,B is a matrix identical to B except that the elements
b rct)
a =
1, 2,
n, are
replaced
by
b ra
kb fa
r 7* s.
5^ 0.
r 7* s.
Now
let
be a square matrix such that A|
Notice that |E r ,| = 1 for We consider the matrix
C -
||A, B||.
For the
in
Example
1.26
121100 253010 134001

become $.
of the type
(1.73)
We manipulate C by operations on the rows until the first three rows and columns of C
EM
These operations are equivalent to multiplying C on the discussed above. Let B be the product of all the E ra
left
.
by matrices Then
BC Hence
HBA, BEII
HE, B||
BA C
E,
first
and B
with the
of (1.73),
subtract the
We obtain B from ||E, B||. For example, starting 2 and add to the second row, and multiply the first row by row from the third row. This yields
1
.
= A"
we
011-210 013-101
121
100
31
We can have
easily obtain zeros in the first
and third row
of the second column.
We
now
01 00
Adding ^ the row yields
third
10-1
1-2
5-20 10 1-11
-3-
row
to the first
row and subtracting

5
the third row from the second
2
1
002
1-1
1 2
1 2
1
Factoring 2 from the third row, multiplication by
100 010
oo
II L
yields the inverse matrix
11-5
1
-1
1.7. Differential
Equations.
We now
consider the system of differ-
ential equations
-7-2-
a,
ax
a
i,
a =
1, 2,
n\ a]
a{
constants
which can be written in the matrix form
^ = AX
We
X = BY,
(B~
1
A = A^
(1.74)
look for a linear transformation which will simplify (1.74). so that (1.74) becomes
Let
AB)Y
(1.75)
From previous considerations we have shown that it is possible to find a matrix B such that B~ 1 AB is diagonal (nondiagonal terms are zero).
For
this matrix
B we have
no summation on
i
(1.76)
since
B-'AB =
32

solution of (1.76)
is
The
+
From X = BY we can
.
.
D*e -V^
x*(t), i
1, 2,
n
y\
i
(1.77)
solve for
1, 2,
n.
The
1, 2,
n, are called normal coordinates.

1.27.
t ,
Let us consider two particles of masses m\ ra 2 respectively, moving continuum, coupled in such a way that equal and opposite forces proportional to their distance apart act on the particles. The differential equations of motion are d Xi , -
Example
in a one-dimensional
(-JP
,-Jj?
a(xi
(1.78)
.afo
= \^m
a
2
~a: 2
**>
For convenience,
let y\
= \/m\
xi,
2/2
">\
a /mi,
a/ra 2
k,
so that (1.78) becomes

fl 2/i
-jgT
2 - -?yi
H-
d*yi
df 2
_ "
W~
characteristic equation
*\
k
"2
|
y\
I
AY
di*
2/2
1|
2/2
The
is
-co?
so that Xi
-|
(w? -f
col)
[(i
w2) 2
4A; 2 ]i
Let the reader find
yi(t),
t/ 2
(0,
and
hence
xi(t),
x z (t).
A matrix A may be subdivided into in turn each being thought of as a matrix. For array rectangular arrays,
1.8.
Subdivision of a Matrix.
example,
33
The
linear
system
y
i
= a^
i,
1, 2,
may be
written
k
x<x
a X"
1, 2, 3,
fc,
1,
In matrix form
y
1
'
-
a}
a\
al
2 2
al
k+l
y
or
Xl
Y2
Hence
AX
2
A
If
Xi
(1.79)
are not interested in solving for X obtain eliminate X 2 from (1.79).
we
M
,
xn
we can
so that
We X = A^CY, - A XO Xi = (A! - A A A )2
3 1
|A 4
1
r<
(Y
a]
In a mesh circuit the y* are the impressed voltages, the l ances, and the x are the currents.
1.9.
are the imped-
Conclusion.
dx In the calculus the solution of -r
ax,
con-
stant,
is
/7Y
xoc
at
.
Can we
generalize this for the system -^-
= AX?
We
see immediately that one

6 Ae
.
form
How
= }
would be led to consider matrices of the should we go about defining such a matrix? From the
% n /n\.
calculus e*
define
This suggests that
if
is
a square matrix
we
n-O
34
+B+
B*
+
sum
of
(1.80)
number
This poses a new problem. What do we mean by the We define of matrices?
an
infinite
B
as the rth partial
Ê + B+~B +
2
+ ~ B'
r
sum
of (1.80).
If
lim
r
exists in the sense that
each
so
element of
Br
converges,
we
define
e*
lim
r
>
If
is
a square matrix of order n, whose terms

|6j
65
.
are uniformly bounded,

. .
that
is,
< A =
constant, for
i,
1,
2,
n,
2
.
then
lim
r
oo
Its elements The proof is as follows: Consider the matrix B l Thus each element of B 2 in absolute value is less are of the form b j)f.
exists.
than
nA
3
2
.
by
nM
element of
The elements of B 3 are of the form blfiffi which are bounded The elements of E k are bounded by n k ~ A k Hence every B r E is bounded by the series
1
.
V
Li
nk lAh
_ ~~
E is a series bounded
r
Thus each term of B r converges since each term of B r

in absolute value term by
term by the elements of the series 1/n

nA as r
>
.
Y
L*l
(n A ) /k
k
=1
which converges to
sin B.
Is sin
2
(\/ri)e
B +
cos
B = E?
at
oo Let the reader define cos Let the reader also show that
B and
for
a constant matrix B.
Problems
1.
Show that the
AX
2.
roots of (1.64) are real t\ 2 , X Xi Xi XX, assume X
if
a,
is
+ 1X2,
real and a, = a,.. and show that \2 =

l
,
Hint: Consider
0.
=*
such
3.
Consider the quadratic form Q = a a & a x&, the s aj complex. We may write X rAX. If A =* A T show that Q is real by showing that Q = Q. A matrix A that A A r is called a Hermitian matrix. If A and B are Hermitian (see Prob. 2), show that AB -f BA and t(AB BA) are
,
Hermitian.
4.
Show that the
roots of (1.64) are real
if
A is
Hermitian.

5.
35
Find an orthogonal transformation which reduces
to canonical form.
6.
Show
that the characteristic roots of the matrix
are the
same as those
of the
matrix BÂB. 7. Write the system
w -T^r +
He-J7 = Ee
in the matrix
form
where
Let
X -
CY,
|C|
0,
and
find
so that the system
becomes
d2Y
W +.Hell ^\0
Oi
v Y
->|
=2U
*4
jr 4
tl
-i
-111
t||j
Integrate this system of equations. 8. Solve the system

xi -f x t
o-i
J-2
+ x* + + x, -
for xi Xz
t
by
first
eliminating
xi,
0-4.
9.
Consider the system of differential equations
d2X
dt*
Â
rfX
dt
+ BA
""
where A and B are constant matrices.
Let
ss
e*C!
constant
and show that a; satisfies \w z d* + â] -f 6)| = if C is not the zero vector. 10. The characteristic equation of A is the determinant |A 0. This XE|
polynomial in
X,
is
written
See Dickson,
istic
"Modern
is,
Algebraic Theories," for a proof that
satisfies its character-
equation, that
An
This
is
-f fciA"-
+ 6 A~ +
2
ZuE
the HamiUon-Cayley theorem.
36
ELEMENTS OF PUKE AND APPLIED MATHEMATICS
REFERENCES
Aitken, A. C.: "Determinants and Matrices," Oliver & Boyd, Ltd., London, 1942. Albert, A. A.: "Introduction to Algebraic Theories," University of Chicago Press, Chicago, 1941.
S. MacLane: "A Survey of Modern Algebra," The Macmillan ComYork, 1941. Ferrar, W. L.: "Algebra," Oxford University Press, New York, 1941. Michal, A. D.: "Matrix and Tensor Calculus," John Wiley & Sons, Inc., New York,
Birkhoff, G.,
and
pany,
New
1947.
Veblen, 0.: "Invariants of Quadratic Differential Forms," Cambridge University

Press,
New
York, 1933.
CHAPTER 2
VECTOR ANALYSIS
2.1. Introduction.
line segments.
The
reader
Elementary vector analysis is a study of directed is well aware that displacements, velocities,
accelerations, forces, etc., require for their description a direction as well as a magnitude. One cannot completely describe the motion of a particle
by simply
stating that a 2-lb force acts
upon
it.
The
direction of
the applied force must be stipulated with reference to a particular coordinate system. In much the same manner the knowledge that a particle has a speed of 3 fps relative to a given observer does not yield all the
pertinent information as regards the motion of the particle with respect to the observer. One must know the direction of motion of the particle.
A vector, by definition, is a directed line segment. Any physical quantity which can be represented by a vector will also be designated as a vector. The length of a vector when compared with a unit of length The magnitude of a vector will be called the magnitude of the vector. is thus a scalar. A scalar differs from a vector in that no direction is associated with a scalar. Speed, temperature, _ volume, etc., including elements of the real- La a ?>
>
number system,
are examples of scalars.
Vectors will be represented by arrows (see Fig. 2.1), and boldface type will be used to distinguish a vector from a scalar. The student
will
"""FIG
21
his own notation for describing a vector in writing. vector of length 1 is called a unit vector. There are an infinity of unit vectors since the direction of a unit vector is arbitrary. If a
have to adopt
If |a| s= 0, we represents the length of a vector, we shall write a |a|. = a is zero that a a 0. say vector, 2.2. Equality of Vectors. Two vectors will be denned to be equal if, and only if, they are parallel, have the same sense of direction, and are of equal magnitude. The starting points of the vectors are immaterial. This does not imply that two forces which are equal will produce the same physical result. Our definition of equality is purely a mathematical definition. We write a = b if the vectors are equal. Moreover, we imply further that if a = b we may replace a in any vector equation by b
37
38
and, conversely,
we may
a,
by a. Figure 2.2 shows two vectors b which are equal to each other. 2.3. Multiplication of a Vector by a Scalar. If we multiply a vector a by a real number x, we define the product xa. to be a new vector
replace b
parallel to a; the
FIG. 2.2
is
magnitude
of xa. is
\x\
times
the magnitude of a. If x > 0, xa is parallel to and has the same direction as a. If x < 0, xa.
of a (see Fig. 2.3).
parallel to
and has the reverse direction
We note
that
x(y&)
Oa
= =
(xy)a.
= xya
It is immediately evident that two vectors are parallel if, and only one of them can be written as a scalar multiple of the other.
if,
(atb)-f-c
FIG. 2.3
FIG. 2.4
Let us suppose we have two vectors given, 2.4. Addition of Vectors. b, is defined as follows: A say a and b. The vector sum, written a triangle is constructed with a and b forming two sides of the triangle. The vector drawn from the starting point of a to the arrow of b is defined
as the vector
sum a + b (see Fig. 2.4). From Euclidean geometry we note that
(a
+b = + b) + c = 3 (a + b) =
a
b
a
+a
c)
(2.1)
(2.2) (2.3)
+ (b + xa + xb
xa
Furthermore, a c = b a d.
a, (x
y)a.
?/a,
and
if
b, c
d,
then
The reader should
give geometric proofs of the above
statements.
Subtraction of vectors can be reduced to addition by defining
(-b)
VECTOR ANALYSIS
39
An equivalent
c such that c
definition of a
2.5. Applications to
origin
b (see Fig. 2.5). be vectors with a common Geometry. whose end points A, B, C, respectively, lie on a straight line.
a.
b is the following: c is defined as the vector a

Let
a, b, c,
We look for the vector
A
-b
FIG. 2.5
Let C divide in the ratio x:y, x y = 1 (see Fig. 2.6). propose to determine c as a linear combination of a and b. It is evident that
AB
We
AC.
But
AC = xAB = x(b - a). Hence c = (1 - z)a + xb = y* + xb

ya.
(2.4)
Conversely,
origin 0,
c
let c
xb, x
1.
If a, b, c
have a common
we show that
z)a
(1
end points lie on a straight line. xb so that c = a + x(b - a). Since x(b
their
We
a)
write
is
a vector parallel to the vector b of vector addition that the end point
= AB, we
note from the definition
lies
on the
line joining
to B.
Q.E.D. Equation
(2.4)
is
very useful in
solving geometric problems involv-
ing ratios of line segments.
Example 2.1. The diagonals of a parallelogram bisect each other. Let ABCD be be any point any parallelogram, and let in space (see Fig. 2.7). The statement a defines the parallelogram c d = b
ABCD.
i/
_i_
Hence
o\
+ +
- b
I/K
_i_
A\
FIG. 2.7
The vector
Eq.
(2.4)].
(a
The vector
is
BD.
There
p.
has its end point on the line joining c)/2 with origin at [see has its end point on the line joining (b d) /2 with origin at whose end point lies on these two lines, namely, only one vector from
AC
the vector
Hence
P bisects AC
and BD.
40
Example
3:2.

2.2.
:
In Fig. 2.8, D divides CB in the ratio 3 1 does P divide CE AD? Imagine vectors a, b, c, d, e, p drawn from a fixed point
E divides A B in the ratio

to the points A, B, C, D,
How
E, P, respectively.
From Eq.
e
(2.4)
we
have
d
c
+3b __
_ -
2a
+ 3b
5
also
Since p depends linearly on a and d, and on c and e, we eliminate the vector
b from the above two equations.

yields
This
4d
or
[
-f
2a
=
=
5e 4- c
5
2.8
_L 2 a
_i_
The vector -d
Similarly -|e
+ fa with origin at + ^c has its end point

Then
p
must have its end point lying on the line AD. These two vectors have lying on the line EC.
been shown to be equal.
- |d
+ fa :
|e
+ -Jc
CE
Why?
in the ratio 5:1.
Thus
divides
AD
in the ratio 2
and divides
Problems
1.
Interpret
a, b,
-,
2.
c are consecutive vectors forming a triangle.
What
is
their vector
sum?
Generalize this result.

in
- b| ^ |a| - |b| |. graphically that |a| |b| ^ |a b|, |a that the midpoints of the lines which join the midpoints of the opposite The four sides of the quadrilateral are not necessides of a quadrilateral coincide.
5. 6.
a and b are consecutive vectors of a parallelogram. Express the diagonal vectors terms of a and b. If xa. -f 2/b = la + wb, show that x 4. a and b are not parallel. m. I, y
3.
Show Show
sarily coplanar.
7.
Show
that the medians of a triangle meet at a point
P which divides each median
in the ratio 1:2.

8. Vectors are drawn from the center of a regular polygon to its vertices. Show that the vector sum is zero. 9. a, b, c, d are vectors with a common origin. Find a necessary and sufficient
"*
lie in a plane. that, if two triangles in space are so situated that the three points of intersection of corresponding sides lie on a line, then the lines joining the corresponding vertices pass through a common point, and conversely. This is Desargues' theorem.
condition that their end points

10.
Show
2.6. Coordinate Systems. The reader is already familiar with the Euclidean space of three dimensions encountered in the analytic geometry and the calculus. The cartesian coordinate system is frequently used for describing the position of a point in this space. The reader, no doubt, also is acquainted with other coordinate systems, e.g., cylindrical
coordinates, spherical coordinates.
VECTOR ANALYSIS
41
We let
i, j,
k be
respectively.
(see Fig. 2.9)
If r is
the three unit vectors along the positive #, y, and z axes the vector from the origin to a point P(x y, z), then
y
xi
yj
zk
r.
(2.5)
The numbers
x, y, z
are called the components of the vector

x, y,
Note
z axes,
that they represent the projections of the vector r on the r is called the position vector of the point P.
and
FIG. 2.9
By
translating the origin of

it
any vector
to the origin of our cartesian
coordinate system
can be easily seen that

2j
AI,
2,
As
are the
A = AJ + A projections of A on
Ask
x, y,
(2.6)
the
and
z axes, respectively.
They
are called the components of A. Let us now consider the motion of a fluid covering
y, z)
all of
space.
At
any point P(x, Thus u, v, w.
the fluid will have a velocity
with components
V =
The
u(x, y,
z, t)i
v(x, y,
z, t)j
w(x,
y, z, t)k
(2.7)
depend on the point velocity components u, v, The most and the time t. vector encountered will be general P(x, y, z) describes of the form given by (2.7). a vector field. Equation (2.7) If we fix t, we obtain an instantaneous view of the vector field. Every point in space has a vector associated with it. As time goes on, the
will, in general,
vector field changes.
special case of (2.7)
is
the vector
y,
field
V =
is
u(x, y, z)i
v(x, y, z)j
w(x,
z)k
(2.8)
Equation (2.8) describes a steady-state vector field. The vector field independent of the time, but the components depend on the coordinates
of the point P(x, y, z).
42
The simplest vector

throughout
all of
field
occurs
when the components
of
V are constant
space.
A vector field of this type is said to be uniform.
Example 2.3. A particle of mass ra is placed at the origin. The force of attraction which the mass would exert on a unit mass placed at the point P(x, y, z) is
Gmr F . _
This
is
_ _____
si
Newton's law
of attraction.
if
Note that F
is
a steady-state vector
field.
It is easily verified that
f tnen
= BJ + B 2j = A+B (A + i)i + (A, + A + yE = (xA yBji + (xA 2

l
l
)j
(A*
)k
yB 2 )j
(xA,
2.7. Scalar, or
Dot, Product.
We
ss
define the scalar, or dot, product of
two vectors by the identity

a
a| |b|
cos 6
(2.9)
where
a
6 is
the angle between the two vectors when they are drawn from
6
common origin. Since cos how is chosen. From (2.9) it follows that
cos
0),
there
is
no ambiguity as to
a-b = b-a za-t/b = xy&'b a a = |a| 2 = a

a
If
|a|
(2.10)
2
== b, c
implies
d
if
is
7* 0,
= 0. perpendicular to b, then a b |b| p* 0, then a is perpendicular to b.
Conversely,
0,
cos0-J
FIG. 2.10
Now a
of
is
equal to the projection of a onto b multiplied by the length
(see Fig. 2.10).
Thus
a-b =
With
this in
(proj b a)|b|
(proj a b)|a|
mind we proceed to prove the

a- (b
distributive law,
(2.11)
c)
=a-b + a-c
VECTOR ANALYSIS
43
From
Fig. 2.11
it is
apparent that
(b
c)
= = =
+ c)]|a| + proj c)|a| (proja b)|a| + (proja c)|a| = b a + c -a

[proj
(b
(proja
= a-b
A
+ a-c
(c
repeated application of (2.11) yields

(a
b)
(c
d)
d)
(c
d)
c=b-a
a
FIG. 2.11 FIG. 2.12
of Trigonometry (Fip 2.12)
c c
*
Example
2.4.
Cosine
Law
r2
= b - a = (b - a) (b - a) = b-b + a-a-2a'b 2 _ = ^2 2nb cos 6

_|_
Example
2.5.
= k
==
=
2j
k
3
= k
=0.
Hence
if
A B =
#ii
-I-
Aii
+A
-f
Ak
B 2j
-h
^sk, then
A B =
Formula
(2.12)
2.6.
is
+ AB +
2
2
l
(2.12)
very useful. It should be memorized. Let Ox l x*x 3 and Ox x 2 x 3 be orthogonal rectangular cartesian coordinate systems with common origin 0. We now use the superscript convention of Chap. 1. The unit vectors along the x axes, j = 1, 2, 3, are designated by i,. Simij Let a be the cosine of the larly Iy, j = 1, 2, 3, is the set of unit vectors along the x axes. = 1, 2, 3. The projections of ii on the $*, 2 x* angle between the vectors i, 10, a, Let the axes are aj, a*, a?, respectively. Hence ii = a}ii -f o?i 2 + ajig afla
Example
reader show that

(2.13)
We have
(Fig. 2.13) r
r,
so that x a i
- â.
ft
From
1, 2,
(2.13)
x^lft
so that
(2.14)
44
Equation

(2.14) represents the coordinate transformation (linear)
3
between our two

3
l
coordinate systems.
In matrix form,
X =
77
AX.
From } x x = ^ &x
l
l
it
follows
that
X^X - X 7'X, which
in turn implies
A A = E
If
or
A 7 = A"
"
1
.
-3 -i i -2 ^3 (x , x , x )
U* are the components of a vector when referred to the x coordinate 2 system, and if t/ U U* are the components the same vector when referred to the x
1
coordinate system, one obtains

(2.15)
This result
is
obtained in exactly the same

(2.14)
manner
in
which Eq.
^
was derived.
From
(2.14),
so that (2.15)
maybe
written
(2.16)
Equation
field (see
(2.16) will
be the starting point for the definition of a contravariant vector
Chap.
3).
Problems
1. Add and subtract the vectors a = 2i 2k. Show -2i 3j 5k, b 2j that the vectors are perpendicular. 2. Find the angle between the vectors a = 2i - 3j -f k, b = 3i - j - 2k. 3. Let a and b be unit vectors in the xy plane making angles a and with the x axis.
Show
that a
cos a
-f-
sin
j,
cos
ft i
+ sin
/3
j,
and prove that

a sin
ft
cos (a
4.
j8)
cos a cos
-f sin
that the equation of a sphere with center at PQ(XQ, r/o, zo) and radius a is - y )2 (z- *o) 2 = a 2 (y 5. Show that the equation of the plane passing through the point PO(XO, 2/0, 20) normal to the vector Ai -f Bj Ck is
(x
Show
2
x<>)
A (x 6.
B(y
parallel
Show
that the equation of a straight line through the point PO(XQ,

li
to the vector
-f raj -f
nk
is
the
Prove that the sum of the squares of the diagonals of a parallelogram is equal sum of the squares of its sides. 8. Show that the shortest distance from the point PQ(XQ, yo, ZQ) to the plane
1.
to
Ax
+ By + Cz + D D Axo + Byo + Czp (A + B* + C*)i

-f-
VECTOR ANALYSIS
3
9.
45
For Eq.
(2.14),
Y
0=1
3*3?
Y
0=1
&&.
Show
that this implies
L<
Y aX T
= =
if
? 1
l if
a a
*
-*
J 7
agF^, then
10.
For the a of Prob. 9 show that

3
U a = J^, F a =
3
Z
:
V ^"^
1
V
a=
aya
2,
1
2.8. Vector, or Cross, Product. One can construct a vector c from two given vectors a, b as follows Let a and b be translated so that they have a common origin, and let them form
the sides of a parallelogram of area

(see Fig. 2.14). |a| |b| sin define c to be perpendicular to the
A =
We
plane
of
this
parallelogram
with
of the
magnitude equal to the area

parallelogram.
is
The
direction of c
obtained by rotating a into b (angle of rotation less than 180) and

is
considering the motion of a righthand screw. The vector c thus obtained

cross,
FIG. 2.14
defined as the vector, or
product of a and
c
b,
written
X b =
0.
|a[
|b|
sin 6
(2.17)
with |E
1,
E-a = E-b =
vector product occurs frequently in mechanics and electricity, but for the present we discuss its algebraic behavior. It follows that
The
a
so that the vector product
X b = -b X
a X b vided
=
|a|
0. 9*
is not commutative. If a and b are parallel, Conversely, if a X b = 0, then a and b are parallel proIn particular a X a = 0. 0, |b| 5* 0.
distributive law, hold as follows: Let
The
aX(b + c)=aXb + aXc,
can be shown to
We
attempt to show that u = multiplication holds, we have
0.
Since the distributive law for scalar
v u
(b
c)
(a
b)
(a
c)
(2.18)
46

In the next paragraph
it will
for arbitrary v.
be shown that
c
(b
c)
(a
b)
Thus
(2.18)
may be
(v
(v
written
(b
u =
= =
X X
a) a)
+ c) - (v X a) b - (v X a) c + (v x a) c - (v X a) b - (v X
a)
or v J_ u. Since v can be chosen arbitrarily, This implies that u = = so that to arid hence picked not perpendicular u, it follows that u
c)=axb
k
(2.19)
i, 0,k X k = 0,i X j - k, j X k Example2.7. Oneseesthati X i = 0, j X j X i * j- For the vectors a = aii + a^j -h #&k, b = 6ii + bzj -\- &ak we obtain a 3 ?>2)i -f- (a^bi a X b = (a 2 ba aib 3 )j -f- (ai6 2 a2î)k from the distributive law.
Symbolically
i
k
as
bz
cii
a2
bz
(2.20)
b\
Equation
(2.20)
is
to
be expanded by the ordinary method

i
of determinants.
Example
2.8
3j
+
j 1
2k
=
7i
4i
+ j
3k
13k
k
2
a
(a
b
a
-3
llj
+
b)
-3
b)
33
26
(a
-b
28
11
39
Example
2.9.
Rotation of a Particle.
fixed line
Assume that a particle is rotating about a L with angular speed w. We assume
that the shortest distance of the particle from remains constant. Let us define the angular velocity of the particle as the vector, <*>,
is along L and whose length choose the direction of c* in the usual sense of a right-hand-screw advance Let r be the position vector (see Fig. 2.15). of P with origin on the line L. It is a simple matter for the reader to show that the velocity of P, say V, is parallel to, and has the
whose direction
is
w.
We
same magnitude as, <> X r. Thus V = X r. Example 2. 10. Motion of a Rigid Body with One Fixed Point. Let Oxyz be a fixed coordinate system, and OxyZ a coordinate system attached to the rigid body whose fixed point
<*>
FIG. 2.15
is
the origin 0.
Let
P be
a point of the rigid
body.
x
,
As time progresses, the coordinates

is
#, 2
moving frame.
remain constant since the Oxijz coordinate system From (2.14) we have & Hence ajz'.
rigidly attached to the
VECTOR ANALYSIS
d&
da!
47
-*---**
so
+a *-S
1
dx'
that^~
-At~jx>,
AX
,*,
or
\\A}\\
Ha;!!"
If
we define
--Aj^
(2 - 21)
we have
- -?"
3
v~^
8
^TA
However, y
3
xk xk represents the invariant distance from
to
P so that y
dx^
x* -TT-
and y
can
to*J 2 T*
0.
From Example
1.2
it
follows that w*
wj.
Equation
(2.21)
now be
written as
dr
so that v
^j.1
rr
^j2
-TT- j
~ir k
^3
<*>
r,
o>
w$i -h wjj -f a>jk.
It follows
from
the result of Example 2.9 that the motion of a rigid body with one point fixed can be characterized as follows There exists an angular velocity vector co whose components, in general, change with time, such that at any instant the motion of the rigid body is
:
one of pure rotation with angular velocity o>. This property is very important in the study of the motion of a gyroscope. It can easily be shown that the most general rigid-body motion consists of a translation plus a pure rotation.
2.9. Multiple Scalar and Vector Products. The triple scalar product a (b X c) has a simple geometric interpretation. This scalar represents the volume of the parallelepiped formed by the coterminous sides a, b, c,
since
(b
c)
= |a| |b| |c| sin 6 = hA = volume
cos a
where
is
the area of the parallelogram with sides b and c and h
is
the
altitude of the parallelepiped (see Fig. 2.16). Hence (a X b) c represents the same volume.
It is easy to see that
it is permissible to interscalar in cross the dot and the triple product. Since there can change be no confusion as to the meaning of a (b X c), it is usually written as The expression a X (b c) is meaningless. Why? We let the (abc).
reader prove that
(abc)
(2.22)
48
From determinant
(abc)
It is easy to
lie
theory, or otherwise,
it
follows that
(cab)
(bca)
= -(bac) = -(cba) = -(acb)
in the
show that a necessary and sufficient condition that a, b, c same plane when they have a common origin is that (abc) = 0.
In particular, (aac)
0.
bxc
FIG. 2.16
product a X (b X c) is an important vector. It is call a it V, since it is the vector product of a and b X c. certainly vector, We know that V is perpendicular to the vector b X c. However, b X c
The
triple vector
is
c.
perpendicular to the plane of b and c so that V lies in the plane of b and If b and c are not parallel, then V = Xb If b and c are parallel, juc.
0.
V =
Since
0,
we have X(b
Xj[(c
1
a)
+ + M(C
a)
so that
V =
It
a)b
(b
a)c]
can be shown that Xi

a
s
(b
so that
c)
x X
=
X
(a
c) is
c)b
(a
b)c
(2.23)
The expansion
middle factor.
(2.23) of a
(b
often referred to as the rule of the
Similarly
(a
b)
(a
c)b
(b
c)a
(2.24)
More complicated products can be simplified by use of the triple For example, we can expand (a X b) X (c X d) by considerproducts.
ing a
b as a single vector and applying

(a
(2.23).
b)
(c
d)
= =
(a
(abd)c
d)c
(a
c)d
(abc)d
VECTOR ANALYSIS
Also
(a
49
d
c)a]
b)
(c
d)
= [(a x b) x c] = [(a c)b - (b = (a-c)(b-d) a

c
d
d)
(b.c)(a
b-c
Example
dius
(a
1.
b-d
ABC
2. 11.
(see Fig. 2.17).
Consider the spherical triangle Let the sphere be of ra-
Now
(a
X b)
c)
= b
(a
b)(a
c)
a = 1. The angle between a X b and a X C is the same as the dihedral angle A between the planes OAC and OAB, since a X b is perpendicular to tjie plane of OAB and since a X c is perpendicular to the plane of OAC. Hence
since a
sin
7 sin
cos
A =
cos a
cos 7 cos
/3
Problems
1.
Show by two methods that the vectors

3i
=
2.
+ 2k,
= -12i +
4j
8k are
parallel.
Fio. 2.17 Find a unit vector perpendicular to the = i - j -f 2k, b = 3i + j - k. * 0. 3. If a, b, c, d have a common origin, interpret the equation (a X b) (c X d) 4. Write a vector equation which specifies that the plane through a and b is parallel to the plane through c and d. 6. Show that d X (a X b) (a X c) = (abc)(a d).
vectors a
6. 7. 8.
Show that Show that
(a
X b) (b X c) X X (b X c) + b X
(c
(c
X X
a)
a)
(abc)
c
2
.
(a
b)
0.
Find an expression for the shortest distance from the end point of the vector ri, to the plane passing through the end points of the vectors r 2 r,j, 14. All four vectors have a common origin 0. Let d = xa + j/b -f zc. Show that 9. Assume (abc) -^ 0.
*
(abc)
10. If (abc)
i(adc)
(abd)
(abc)
(abc)
0,
show that
"
c-d
(abc)
X ~
b "
-*
b
(abc)
(abc)
11.
Consider the system of equations
-f Ciz
=
(2.25)
50
Let a
oil
+ azj
-
-f ask, etc.,
and show that

az
(2.25)
can be written as
+
0.
by
-f cz
Show that
etc., (abc)
2.10. Differentiation
of Vectors.
Let us consider the vector

?/,
field
u = Ai(x,
y, 2,
Oi
+ ^ 2(3,
2, t)j
A*(x, y,
z,
t)k
(2.26)
If
At any point P(x

of its
y, z)
and at any time

If
t,
(2.26) defines a vector.
we
keep P fixed, the vector u can still change because of the time dependence
components A\, A%, A%.

dz).
we keep the time
fixed,
we note
that
the vector at P(z,

y
+ dy, z +
y, z) will, in general, differ from the vector at Q(x dx, Now, in the calculus, the student has learned how to
z,
t.
find the
change
(or differential) of a single function of x, y,
What
do we encounter in the case of a vector? Actually none, since we easily note that u will change (in magnitude and/or direction) if and only if the components of u change. The vectors i, j, k are assumed fixed
difficulties
in space
throughout the discussion.
We
:
are thus led to the following
definition for the differential of a vector

rfu
= dAî
,
.
dA 2
,
+ dA
k
,.
.
(2.27)
where
dAA = dA r dx
,
dx
+ dAi dy + -^ dy
t,
dAt
-r
dz
dz
dA
dt -^dt
rt
1, 2,
If x, y, z are
functions of
then
<
2 29 >
-
In particular,
let r == xi
yj
+ zk
be the position vector of a moving
particle P(x, y, z).
Then
and
Equations
If
dv as ^
(2.30)
^=dp
by
d 2r
d*x.
1
+
,
^ + ^k
.
.
d*y
dh
(2 - 31)
/001X
and
(2.31) are,
definition, the velocity
and accelera-
tion of the particle.
a vector u depends on a single variable
t,
we can
u(Q
define
du
dt
_ Um
u(t
A*)
(see Fig. 2.18).
VECTOR ANALYSIS
u(f+At)
ttff)
51
FIG. 2.18
It is easy to verify that (2.32) is equivalent to (2.28).
If
u =
then
u(x, y,
z,
.)
du
du
i;
lim
ufo
Ax, y,z,
.)
u(x, y,
z,
^ = -aF
Afl
dAi.
1
dA 2
-dF
dAi. k + 17
Consider
/
'
(2 33)
QQ\
2.11. Differentiation Rules.
v(t)
Hence
and
or
^ + AO
v(t
-j#*
= u(< + A<) v(< + A<) - u(0 v(<) = (u(<) + Au) (v(<) + Av) - u(0 = u Av + v Au + Au Av
<p(t)
_J_J^
= u Av
.
Au Av _+v _ + Au _
.
lim
AJ-+O
^
d
(
At
\
^= u
dv
-j
_
.
w
ar
at
,
-r-
(u
v)
h v
du
-j-
(2.34)
Equation
(2.34) also
can be easily obtained by writing u and v in com3
ponent form.
Thus

at
d<p __
Similarly
(u
v)
= u X
(2 35)
Example
2.12.
Let u be a vector of magnitude
u.
Then u u
w 8 so that
This
jg-
is
a very useful result.
In particular,
if
the magnitude of u remains constant,

-T- is
and u
-rr
0.
This implies, in general, that
perpendicular to u,
if
52
|u|
constant and
0.
The reader should
give a geometric proof of this

position vector of a point
Fig. 2.19).
statement.
Example 2.13. Motion in a Plane. Let r be the moving in a plane having polar coordinates (r, 6) (see
unit vector.
P
a
j.
Now
r
i
rR,
Since
R =
cos 6
-f sin
j,
we have P =
=
-^-
sin 6
-f cos 6
Why
r
is
perpendicular to
R?
dr
Notice that
dr
is
also a unit vector.
Differentiating
= rR
yields
dR
dr
dR
d0
and
dv_dV ~
dt
dl*
~*~
drdR^
dt
is
c/rc^
do dt^~ dtdt
~^~
^0
dt 2
dedPdO
^~ r
dt
dO dt
so that the acceleration of the particle
(2.38)
since -r-
dB
cos
f
sin 0j
R.
2
If
the particle
so that
dt is
moves under the action

2
of a
central force field,

sectoral area
/R, then
^ (r
^=
-|-r
constant.
r-
The
^ and
;
swept out by the particle in time
dA = ^r 2
This
d0, so that
is
equal areas are swept out in equal periods of time. planetary motion.
t
Kepler's
first
law of
FIG. 2.19
FIG. 2.20
Example 2.14. Frenet-Serret Formulas. A three-dimensional curve, T, in a Euclidean space can be represented by the locus of the end point of the position vector given by (2.39) r(0 - x(t)i y(t)j -f- z()k
where
is
a parameter ranging over a set of values

-7-
the space curve, then

to define
-T-
ds
-r
ds
to
^
1
fa.
If
is
arc length along

It is natural
from the calculus.
as the unit tangent vector to the space curve
(see Fig. 2.20).
Since
VECTOR ANALYSIS
t
53
'
to t. a unit vector, -y- is perpendicular tells us how fast the Moreover, ~r * * ds ds Hence we define the curvature, direction of t is changing with respect to arc length s.
-r ds
is
K,
of the space curve
r by
*2
-7-
-j--
**,
in general,
is
a function of
*,
and hence
F
K
is
varies from point to point.
The
;
principal normal vector to the space curve

-7-
defined to be the unit vector, n parallel to
Thus
*n
(2.40)
The reciprocal of the curvature is called the radius of curvature, /> *= I/*. At any point P on r we now have two vectors t and n at right angles to each other. This enables us to set up a local coordinate system at P by defining a third vector at right We define as the btnormal the vector b = t X n. The three angles to t and n.
fundamental vectors t, n, b form a trihedral at P; any vector associated with the space curve r can be written as a linear combination of t, n, b.
Let us
_ ds
.
now
evaluate
-y-
as
and
-y-
as ds
From b
-y- is
we
obtain
t.
-7-
as
ds
t -f-
-r-
as
or
since
is
b n =
0.
Hence
to perpendicular ^
Since
-=- is also
perpendic* *
ular to b (b
-r-
a unit vector),
r
we
is
see that -r-
must be
parallel to n.
Consequently
^n,
where
by
definition
the magnitude of -7-
r is called the torsion of the
curve T.
To
obtain
-y->
as
we note
that n
= b X
b
so that
*! = b
ds
+ ? ds
ds
-en
+m X
= -t -rb
The famous
Frenet-Serret formulas are

dt
3ds
Kll
*!. -(rt+rb)
db
(2.41)
As an example
of (2.41)
we
r
consider the circular helix given
by
a cos
t i
-f-
a sin
4- bfk
We have t
T-
a sin ti
+ a cos
t j
-f 6k)
-7--
From
we
obtain
so that
t
i
(-a
f i
sin ti
+ a cos
j)
2 6k)(a* -f 6 )-*
Thus *n -
- ( -a cos
a sin
(a
-f-
b 2 )" 1 ,
and
a(a
+b
)-
1
,
since *
yj*
54

t
From b
X
(6
let
t
the reader show that b
=
,
(b
am
6(a*
ti
b cos
1
t j
ak)(a
s -f & )~i,
Q . rn Example
cos
+ 6 sin
j)(a
6')-
+6
)"
1
.
2.15.
Pursuit Problems.
Let us consider the problem of a missile pursuing a target T, the motion taking place in the xy plane. TT and VT are the position and velocity vectors of the target; FA/
and VA/ are the position and velocity vectors of the missile; 0, <p, $ are defined by Fig. 2.21.
Let
r
IT
TA/
so that -^
at
r
VT
Thus
VA/
r
and
~
eu
=
(p
VT rV M
cos
VA/.
6,
-^
ar
= rFT
FIG. 2.21
Differentiating the identity r
-
cos
cos
and
(2.42)
^
VT = rFr
VA/)
- FT
FA/ cos
cos
<p
yields
(V r
VT - V T ^
(r
cos
cos
(2.43)
If
t is
the unit tangent vector to the curve r traversed

-
by the
and
dt A i^ -n so that
(2.43)
^Vy
p-
^FT -
Tr
-f
F r -57
target, then
rft
VT
rft
Fyt
(see
since
-r-
dt
dt
Example
r
2.14).
Equation
sin
becomes
cos
^>
- rV T -
-f
V, -
<p)
- FT
^ (r cos
+
r
y?)
cos ?
(2.44)
For the special case of constant target speed,
^
(<p
0, (2.44)
become
cos
rVr
-IT sin
-f Fj,
FA/FT cos
6)
FT
-r.
(r
<
(2.45)
Let us apply (2.42), (2.45) to the dog-rabbit problem. At i the rabbit starts at the origin and runs along the positive y axis with constant speed VT- A dog starts at = and pursues the rabbit in such a manner (direct pursuit) that = (a, 0) at t
throughout the motion.
The constant speed
of the
dog
is
Fj/.
We
have
j
V\i
- FT
VT
cos
c*
FA/
(2.46)
FA/FT cos
(2.46)
<f>
j,
cos
snce
r/2.
Equations
can be written as
Fr
(r
cos
+ y*
ir/2,
Integration yields Frr cos Fiv)^ -f FA/C, since r (Fj, - Vj.)-. at e 0. The rabbit is caught when r - 0, or at t FA/a(Fj,
VECTOR ANALYSIS
Problems
1.
55
Prove
(2.35), (2.36).
2.
Show
3. r
^ (r X ^Q a cos wt + b sin
that
^
Prove that
r
u><;
a, b,
u are constants.
-r.
o>a
X
r
-
b and
4.
R is a unit vector in the direction r, r
|r|
Show
(a
that
R X dR
r
f
5. If
a
ae"'
a,
~=wX
,
b,
show that
b)
X
w
s
(a
X
0.
b).
6. If r 7.
be~wf
a, b,
w constants, show
d*r that -5%
Consider the differential equation
g+2A*? + Bu
A, B constants. constant scalar.
are roots of
8.
w; 2
f
(2.47)
Assume a solution of the form u(0 = Ce wt C a constant vector, w a Show that u(t) = Cieî* + C2e 2 is a solution of (2.47) where toi, ?z
,
'
4-
2Aw;
-f
0.
What
-gj
if
MI
1^2?
Find a vector u which
satisfies
-^
3J 2 , 2
-rr
such that u
i,
j,
9.
For the space curve x
3t
<*,
3<
t*
show that
10.
Show
that
- d
8
+ d* n -
*crb.
11. Four particles on the corners of a square (sides -= 6) begin to move toward each other in a clockwise fashion in a direct-pursuit course. Each has constant speed V. Show that they move a distance 6 before contact takes place.
12.
In
navigational
0,
pursuit
VM
sin
= VT
sin
<p.
Interpret
this
result
geo-
metrically, assuming
^ constants. 13. A target moves on the circumference of a circle with constant speed V. A missile starts at the center of this circle and pursues the target. The speed of the The pursuit is such that the center of the circle, the missile, and the missile is also V.
Show that the target target are collinear. to the moment of capture.
2.12.
tion.
moves one-fourth
of the circumference
up
The Gradient Let From the calculus
<p(z,
2/,
z)
be any differentiable space func-
*-& b+ 5* + S*
+
(2 48)
-
The right-hand side of (2.48) suggests that the scalar product of two If r = xi vectors might be involved. zk is the position vector of yj the point P(x, y, z), then dr = dx i k. dz dy j Hence, to express d<?
+ +
56
as a scalar product, one need only define the vector with components
-r^>
>
ox
~
dz
This vector
is
called the gradient of
(?(x.
y,
z),
written
dy

+ 5 + S*
1
<
2 49 '
'
dr
V<?
d<?
(2.50)
The
in
<p
reader should recall from the calculus that

as
represents the change
dy, z dz), except higher order. Equation (2.50) states that this change in <p can be obtained by evaluating the gradient of <p at P and computing the scalar product of V<? and dr, dr being the vector from
y, z)
we move from P(x,

of
to Q(x
+ dx,
for infinitesimals
Pto
Q.
From <p(x, y, z) we give a geometrical interpretation of V<p. can form a family of surfaces <p(x, y, z) = constant. The surface S
given by <p(x, y, z) = <p(z 2/o, 20) contains the point P(z 2/o, ZQ). <p(x, y, 2) has the constant value <f>(x$, y^ ZQ) if we remain on this particular sur,
,
We now
face S.
Now
let
Q be any
point on
S near
P.
Since dy
0,
from
at P,
sarily
(2.50), di
is
V<p
all
0.
Hence
V<p is perpendicular to dr.
we have, Thus V??,
normal to
possible tangents to the surface at

,
P so that V<p neces-
must be normal to the surface <p(x, y, z) = ^(z 2/o, 20) at P(ZO, 2/0, 20). This is a highly important result and should be thoroughly understood
by the
reader.
Let us
now
return to (2.50).
If
ds
|dr|,
(2.50) states that
= J-V^ = u-V^ ^ ds ds
where
|u|
7 (2.50') v
1.
Hence
-^ds
|V?>|
cos
0,
where
is
the angle between

8
u and
V<p.
It is obvious that j- has its
maximum when
0,
The
V<p,
greatest change in
<p(x, y, z)
at
P(x 0t
is
z/
zo)
occurs in the direction of

to the
that
is,
the greatest change in
(z
2/o,
zg).
This
to be expected.
Let the reader
show that
Example
V(^>i
^2)
Vî
+
x9
2.16.
Let us find a unit vector perpendicular to the surface
xy
+ yz
VECTOR ANALYSIS
at the point F(l, 1,1).
57
and
Here
<f>(x,
y, z)
z2
xy
(*
+ yz,
V* -
(2x
y)i
x)J
+ yk
Vv>
-f
at P(l,
1, 1)
Example
2.17.
By
by a
direct
obtain this result
different
computation Vr = r/r for method. The surface r

is
(x*
+#
is
2 4- z )*.
We
constant
*
a sphere with
center at the origin.
Since Vr
dr
perpendicular to the sphere, Vr
ft.
Now
Vr
dr
ft
dt
/r dr
so that/
1/r.
Q.E.D.
Consider V/(w),
?*
Example
2.18.
u(x, y, z).
We
have
where
/'(w)
2.19.
Hence V/(w)
f'(u)Vu.
del,
Example
The operator
in
V = ida*
hjr
a//
>
is
o2
a useful concept.
It is helpful to
keep
mind that V
acts both as a differential operator
and as a vector
in
some
sense.
ThusV, =
V(Civ>i -F
C 2 ^2)
(!+,+) =
CiV<î -h
=
Ci,
,J?
jg + kgp2Vî
ItiBea.ytoshowthat
C 2V<p
if
C2
are constants.
Let the reader show that

(2.51)
V(î^ 2 )
Notice
<piV<p2 -f
how
(2.51)
conforms to the rule of calculus
for the derivative of a product.
Problems
1.
Find the equation of the tangent plane to the surface xy
at the point
(2, 1, 1).
2.
Show
that V(a
(z
2
r)
2
a,
where a
is
a constant vector.
3. If r 4.
-f
t/
-f z*)*,
(r
If *
(r
a)
~ show that Vr n = nr n 2 r. = b that show X V*> b),

r\
(r
a) -f a
X
r2
(r
b)
when a
and b are constant

5.
vectors.
Show
that the ellipse
r2
c\
and the hyperbola
ri
c 2 intersect at
right angles
6.
when they have the same
foci.
yx
7.
Find the change of 
*?(x, y, 2, 1),
show that
=
gf
^f
+^
58
10.

The equation
of
an
ellipse is
-f-
r2
constant.
Why
is
is
V(n
r 2)
T ^*0
if
T is a unit tangent to
V(ri
the ellipse at the point

,
P?
V(ri -f r 2 )
computed at P.
From
+ r) =
Vri -h Vr 2 Vri
>
Vr 2 *
give a geometric interpretation to
V(ri
r2)
T =
Let us consider the motion of a z, t), the veloc-
2.13.
The Divergence
of a Vector.
fluid of density p(x, y,
ity of the fluid at
any point being given

t).
as
V =
f
V(x, y,z,
Let
= pv = Xi
Yj
Zk
E
y
concentrate on the flow of through a small parallelogram ABCDEFGH (Fig. 2.22) of dimensions At time t let us calcudx, dy, dz.
fluid
We now
2 22
late the
amount
of fluid entering the
box through the face
ABCD.
L =
The
x and z components of the velocity contribute nothing to the flow through
ABCD.
Now
Y(x,
y, z, t)
has the dimension
j^, M
l
mass,
length,
time. Thus Y dx dz has the dimension MT~ and denotes the gain mass per unit time by the box because of flow through the face ABCD. dY \ f Similarly ( Y + dy 1 dx dz represents the loss of mass per unit time
of
T =
because of flow through the face

of
EFGH
dz.
at the
If
same time
t.
The
loss
mass per unit time
is
thus
dY
-r
dx dy
we
also take into consider-
dy
ation the other faces of the box,
we
find that the total loss of
mass per
unit time
is
A7\ ~ + ^- + (AY
f)V
dx
dy
-fdz
dx dy dz
(2.52)
Hence
dX
dx
dY
h T
d7
h -rdz
\
is
the loss of mass per unit time per unit volume.

\
dy
r\
ILT
\r
rr
The
scalar -^
dx
dy
-z-~ is
dz
called the divergence of the vector field f
written
divf
g+^+f
v
*v \
(2.53)
Returning to the operator
V = 1^
f-k-r->we note that ox hJT; dz dy
VECTOR ANALYSIS
59
provided we interpret the reader show that
as both a vector
and a
differential operator.
Let
V
Example
2.20.
f
Of)
yj
r
v?V
+
3.
V<f>
(2.55)
For
xi
zk,
For
r
r-r,
V
(see
- r~V
+
is
Vr~ 3
3r~ 8
3r~ 4 Vr
3r~ 3
Sr" 5!
Example 2.17). Example 2.21. What
the divergence of a gradient?
This important scalar
is
called the Laplacian of
<p(x,
t/,
2).
VV =
+f +
(2-56)
Let u,, i = 1, 2, 3, be the components of 2.14. The Curl of a Vector. Euclidean coordinate system. The the velocity of a fluid in an x differential change in the components of v is given by
l
xV
dv\
dx
(dv,
dVj\
dx
dvt
dt
-Bi
(2 57)
'
The terms
s j;
= T~
i,j
1, 2, 3,
now occupy
our attention.
The
fy are the elements of a skew-symmetric matrix. three important elements, listed as
As a
result there are
"
-
^ ~
3
** v *
dx 1
~dx*
W ~ 5? _ " " dF w
d?>2
dvi
The vector
î
t$
tjs. is
defined and called the curl of
v.
Using the
60

curl of v
V operator, we note that the
may
be written
j
k
o
dz
V*
curl
= V X
(2.59)
Example
2.22.
Let
x yzi
i
2xyz
y zk.
Xf =
-2xyz*
z y z
-
Example
2.23.
(2.7/2
x z t/j
(2yz
f
+
?/i
z 2 *)k
Consider V
We
have, for
*>j
wk,
(2.60)
To obtain
f
the curl of
<pf,
keep
)
Example
2.24.
The sum of these operations yields V The curl of a gradient is zero.

i
j
JL.
dx
d<f>
A A dz
dy dy
d<f> d<f>
dx
.
dz
ay _
a
J
i
4.
dz dx
dx dz
dx dy
provided
^>
has continuous mixed second derivatives.
2.15. Further Properties of V Operator. to be the scalar differential operator
We
define the product
d_
**di
'dy
**~te
(2.61)
We
then have
,-
dv
VECTOR ANALYSIS
61
Let us now investigate u X (V X v). Assuming that we can expand term by the rule of the middle factor [remember that the expansion a X (b X c) = (a c)b (a b)c holds true only for vectors; V, strictly speaking, is not a vector], we have
this
u X (V X
v)
V,,(u
v)
U V)v
V,.
(2.62)
The
subscript v in the term V,,(u

of v.
v)
means that
operates only on the
components
Thus
v)
V.(u
= V ,(u x r T
t
?VV
*/*>'*)
Interchanging the role of u and v yields
(V
u)
= V
tt
(u
v)
(v
V)u
(2.(>3)
Adding
(2.62)
and
(2.63) results in
V M (u
and
V(u
v)
V v (u
v)
= u X
(V
v)
(V
u)
+
+
(u
V)v
+
v)
(v
V)u
= u X
(V
v)
(V
u)
(u
V)v
(v
V)ti
(2.64)
it
The above analysis in no way constitutes a proof of (2.64). leave The same remarks to the reader to verify (2.64) by direct expansion.
We
hold for the following examples:
V X
(u
= V M X (u X v) + V v X (u X v) = (v V)u - v(V u) + (u V)v - (V V (u X v) = V w (u X v) + V, (u X v) = (V X u) v - V v (v X u) = (V X u) v - (V X v) u
v)
V)WL (2.65)
(2.66)
We now
'(1)
list
some important
identities
V(uv) = uVv + vVu V (v?u) = <pV u + (V?) u <3) V X (<pu) = <?V X u + (V?) X u <4) V X (V<f>) = V (V X u) = J5) - (V X v) u (6) V (u X v) = (V X u) v - v(V = (7) V X (u X v) (v V)u + (u V)v = u X (V X v) + v X (V X u) + (8) V(u v) = V(V u) - V 2u <9) V X (V X u) = u (10) (u V)r V-r = 3
t2)
u)
(u
u(V v) V)v + (v
V)u
62
(12)
V X
=
V?>
(13)
d? = dr
+ ^ dt
(14) dt
(15)
(dr- V)f
8
+ j dt
t
(r~ r)
=
Problems
1.
2.
3.
that the divergence of a curl Find the divergence and curl of xi

If
Show
is
zero.
axi
/>//j
ttzk,
show that V(A
yj/x -f y, of x cos zi r) = 2 A.
2 4- * )*.
+ y\nxj
z 2k.
4.
6. 6.
Show Show
If f
7. 8. 9.
Show
If
If
that (v V)v - -g-Vv 2 - v X (V X v). is a constant unit vector show that A [V(A v) xi -f yj -f zk, show that is a constant vector, r
V 2 (l/r) - 0, r - (a; 2 that V X l/(r)r] 0. wVt> show that f V X f

that
2
?/
0,
u not constant.
10.
Show Show
Show
that
(u
X
(dr
v)
(V
X
ol
u)
V X (v V X (w
X X
A)]
r)
V
2w.
v.
(V
v)
u.
11.
12.
that dt that
V)f -f
^ dt
if f
f(x, y, z, t).
2
V u. u) - V(V u) Vv = 0. Let dr be the 13. Let u u(x, y, z), v * v(x, y, z), and assume Vu to Q; and Q are points on the surface u(x t y, z) constant. From vector from dv ** dr Vv, show that dv = and hence that v remains constant when u is constant. V
(V
This implies that

relationship
v
v)
f(u) or F(w, v)
0.
Show
0.
conversely that
v)
if
F(u
=
and
then
Vu
X Vv =
Hiw<* vFCw,
identically.
u and v satisfy a dF = dF T Vw -f T" ^

r<; '
oli
oV
We
assume that
dF du
dF
dv
do not both vanish
14. Prove that a necessary and sufficient condition that u, F (w, v, uO *" \s that Vu Vi; Vw 0, or
v,
satisfy
an equation
"ch*
dw
djy
dw
dz
dx
dr
*, V,
dv
dv dz
dx
dy
dw
dx This determinant 15. Let A - V
16.
is
dw
dy
dw
Hz
(a;,
called the Jacobian of (u,

0,
Show
that
X W), VV * (V X f) (u X
v)
v, w) with respect to X(x}Y(y)Z(z). Show that - [(v V)f] u. [(u V)f] v
y, z).
A V XA -
0.
2.16.
we have expressed the formulas
Orthogonal Curvilinear Coordinates. Up to the present moment for the gradient, divergence, curl, and
Laplacian in the familiar rectangular cartesian coordinate system. It is often quite necessary to express the above quantities in other coordinate
systems.
For example,
if
boundary condition that one would find it of great aid to express V 2 F
F =
one were to solve V 2 F = constant on the sphere a: 2
subject to the
+ z* =
a2
in spherical coordinates.
VECTOR ANALYSIS
63
The boundary conditions of a physical problem dictate to a great extent the coordinate system to be used. Let us now consider a spherical coordinate system (see Fig. 2.23).
The
relationships between x, y, z
and
r, 0, <?
are
cos"
+
1L
(2.67)
tanand
x
y
z
x
sin
r sin 6 cos
r sin
<
(2.68)
r cos
Let us note the following pertinent facts: Through any point P(x, y 2), other than the origin, there pass the sphere r = constant, the cone = 6 = constant, and the plane
}
<f>
These surfaces intersect in pairs which yield three curves through P. The intersection of the sphere and the cone is a circle. Along this curve only <p can change, This since r and are constant.
constant.
*)
curve
<p
is
called
curve.
,
At
P we
appropriately the construct a unit
The
vector, e f tangent to the <p curve. direction of e^ is chosen in the
direction of positive increase in <p. The Similarly one obtains e r and e. reader can easily verify that these unit tangents form an orthogonal trihedral at
FIG. 2.23
such that e r
e*
e^.
form a basis for spherical coordinates in exactly the same manner that i, j, k form a basis for rectangular coordinates. Any vector at P may be written f = /re r + fee 9 + /*&<?, where /r /*, f, are the projections of f on the vectors e r e*, e v respectively. Unlike vectors e r e*, e v change directions as we move from point to i, j, k the Thus we may expect to find more complicated formulas arising point.
vectors e r
,
The
e,
e^,
when the gradient,

Since Vr
to c r
.
is
divergence, etc., are computed in spherical coordinates. perpendicular to the surface r = constant, Vr is parallel
is parallel
Similarly V0
to e,; V^>
is
parallel to e,.
Thus
er
e*
hrVr
heVB
(2.69)
64

.
Then dr = dr Vr [see Let dr be a vector of length ds parallel to e r = = = dr h dr e ds. Vr Since so that h dr dr = ds, we have r r r (2.50)], Now let dr be a vector of length ds parallel to e$. We have h r = 1. d0 = dr V0, ft* d0 = dr heVO = dr e$ = ds. It is seen that he is that Thus factor which must be multiplied into dO to yield arc length.
he
r,
and similarly h?
ds
2
=
=
r sin 0.
2
In spherical coordinates dO 2
dr
r 2 sin 2 6 d

r sin 0V^?
is
er
ee
rVr
X V<p X Vr X V0
(2.70)
The
differential of
volume
dV = di d2
It is easy to
dsg
= =
hrhehp dr dO
r 2 sin
dp
d<^
2
dr d0
1
show that Vr V0 X
Vv?
(hrheh^}'
<p)
.
(r
sin 0)" 1
Now we
consider the gradient of
/(r, 0,
We
have
Equation
(2.71) is the gradient
of-
a scalar in spherical coordinates.
To compute
f
the divergence of
z
= /re r
e
frr
sin 0V0
V
Vr
+ V(./
v)].
Vr
formula for
sin 0)V0
(u
But
sin 0)
V0
X V^ =
ou
(fr r
V0
ra;
(/'r2 sin e)
"
8in
VECTOR ANALYSIS
65
We
thus obtain
= T 4-^ r sin B
-
~ (f
r r~
sin B)
idr
-^ 36
(./> sin B)
(/,r)
(2.72)
d<p
Equation (2.72) is the divergence of If we apply (2.71) and (2.72) to f
f in
spherical coordinates.
= VF, we
obtain
V2 F =
r
1
2
sin B
r \T Idr ( \
*
+ dO ( 8in ' 60 ) + ?) dr / \ /
,
d<p
(^ (^ \sm I-)]
B d<p
/J
Equation
To
easily
(2.73) is the Laplacian of F in spherical coordinates. obtain the curl of f let f = frh rVr feh e VB f^V^. It can be
shown that
hr e r
V X
A
6V
krfr
A
'dB
d
(2.74)
For the general orthogonal curvilinear coordinate system where ds 2 = /if du\ + hi du\ + h\ du\ we list without proof
(HI,
u Zj
V-f =
(2.75)
V X
=
h sfz
V/ =
2
1
I
|-
j-
oiii
\ h\ dui/
du% \ hi
du^/
du$ \ h$
du$
It
would be a good exercise
for the student to derive (2.75).
Problems
1.
For x
r sin 6
cos
^>,
2/
r sin
2
sin
 t
r2
d0 2 -f
r 2 sin 2
^>,
cos
r sin
show that
(is
dr 2
-f-
r 2 d^> 2
Express
V/,
f,
f in
cylindrical coordinates and show that
66
4.
6. 6.
7.

V'F Vs F = Show that V
Solve
Solve
in spherical coordinates
if
V
if
V(r).
in cylindrical coordinates
[/Mr]
By making
use of
= 0, r a V 2V - V(V
F(r). spherical coordinate.
V)
-V X
(V
V), find
V 2V
for
V -
v(r)e r,
purely radial in spherical coordinates. 2 = /(r)e r -f v(z)e 2 , in cylindrical coordinates. 8. Express V V, for
0.
Consider the equation

(X
/z)V(V
S)
juV'S
j
1
\, p,
p constants.
Assume
s =* ^ tpt Si,
p constant,
s,)
\/
an d show that
(x -f
M )v(v
2
(M
Si)
+
-
PP*)SI
0,
Next show that

10. If
[V
+
J
(/i
A - V X (XT), necessary that ^ 3
+ PP )/X -f VV - 0, ^ 1
,
/*](?
X -f M
0.
R(r)Q(9)*(<p),
show that A V
XA -
0.
Is it
11. If
<fc
da;
daf,
2
t/
,
8
?/
),
1, 2, 3,
show that
where
12. 13.
Derive Derive
(2.74).
(2.75).
2.17.
The Line
Integral.
We start
with a vector
f
field
X(x,
y, z)i
Y(x,
y, z)j
AS
Let
a
r(0
t
+
=
b
y
Z(x,
y,
x(t)i
y(t)j
+
One may
be a space curve T jointhe ing points A and B with position vectors r(a), r(6).
subdivide T into n parts by subdividing

t
into
Fir,.
2.24
t3
<
'
<
tn
(see Fig. 2.24).
Lot Ar,
r(^)
,_i),
and
let
;j)>
be any number such
that
tj-i
vector f(&).
can compute #(,), ^ tj. forms the sum One then
We
*(;)>
which yields the
(2.76)
If lira
S. exists independent of
how
the
& are chosen provided maximum
VECTOR ANALYSIS
|
67
f
AT,
>
|
as n
oo
,
we
define this limit to be the line integral of

is
along
the curve T from
to B.
As
in the calculus the limit
written
If f is
continuous along T and
if
F has continuous turning tangents, that
is, -T- is
ds
continuous, then (2.77) exists from
Riemann
integration theory
and can be written

* A
b
f Ja
i
\
v\
dx
v\
'
du
dt
dt
It
(2.77')
We
some vector
use (2.77') as a means of evaluating the line integral. fields for which the line integral from A to
There will be will be inde-
pendent of the curve T joining A and B. Such vector fields are said If f is a force field, (2.77) defines the work done by to be conservative. the force field as one moves a unit particle (mass or charge) from A to J5. We now work out a few examples and then take up the case of conservative vector fields.
Example
curve x
P(l,
= -
1, 1),
xyi xyzk, and let the path of integration be the zj the integration performed from the origin to the point 4 the range of t being given by ( k, ^ t ^ 1. Along the curve, f = f*i tj
2.25.
Let
,
t,
y =
/,
and dr
dt
(i
2tj 4- k) dt so that f rr>
rfr
(<*
+ 2/ 2
t )
dt.
Hence
-dl
=
2 (<
-ft,
If
we choose the
1, 1),
straight-line
/"
path x
F
1
y
<
ty
=
=
from the origin to the point
P(l,
we obtain
dr
<
) eft
V
^
It
is
seen that the vector
field f is
not conservative.
x*i
1).
Example 2.26. Let f x* from (0, 0) to (1,
+ y*j,
Let x
and
let
the path of integration be the parabola

J
so that y
2
,
1,
and
For the same f let us compute the line integral by moving along the x axis from x 1 from t/ to x J and then moving along the line x to y 1. Although the continuous curve does not have a continuous tangent at the point (1, 0), we need not be concerned since one point of discontinuity does not affec,t the Riemann integral
68
provided
-j-.

is
bounded
in the
neighborhood of the discontinuity.

di
We
have
mi)
/
f(i,o)
/
dr
+
dx
dr
7(0,0;
7(o,o)
Along the first part of the curve x part of the curve x = 1, dx 0, y

/(i.i)
\
t, t,
0,
dt,
dy
= 0.
Along the second
dy
z
=
dt
dt,
and
ri
t
dr
n
7o
/
t
dt
7(o,o)
7o
Tg12
We
become suspicious and guess that

-5-
f is
conservative.
Notice that
,4
?
(j-3
34
4-
y4
4-
'-r
constant
/
that
= V>
^>
j3
-5--f-
34
1
T-|- constant
Hence
dr
V<^
dr
d<? so
- vU)
/B
valued, then
f is
dr depends only
upon the upper and lower
limits and is independent of the path of integration from A to B. have just seen from Example 2.26 that if Example 2.27.
f = V>, <p singleWe a conservative vector field. Conversely, let us assume that /f dr is independent of the path. We show that f is the gradient of a scalar. Define
<p(x,
?/,
2)
=
/
.,
f
dr
JPo(xn,yn,zo)
The value
of
<f>
depends only on the upper limit (we keep Po
fixed).
Then
<p(x -f
Ax,
y, z)
fQ(x + Ax,y,z)
J P(ro,yo,zo)
\
dr
and
sp(x 4-
Ax,
i/,
2)
<^(x, y, 2)
'
X(x,
//,
2)
dx
4~ Y(x, y, 2)
dy
yp(x,y,2)
4- Z(x, y, z} dz
We
dy
choose the straight line path from

**
to
as our curve of integration. Ax
Then
dz
*=*
0,
and
/x-f
Applying the theorem of the mean for integrals yields
<p(x -f
X(x,
y, z)
dx
Ax,
y, z)
<p(x, y, z)
1 -'-LtL
= X(,
^
'
'
y, z)
Ax
lim
^
?/.
x -f Ax
so that
T^
lim
==
A'(.
z)
X(x.
y. 2)
assuming
continuous.
Similarly
Y *
-^,
d?y
7 =
-^, so that dz
,.
+y +
J
ft.i +j+k
Q.E.D.
VECTOR ANALYSIS
69
A
Note
quick test to determine whether f is conservative is the following: = V<p, then V X f = 0. Conversely, assume V X f = 0. that, if f
for f
Then
= Xi
Yj
Zk we have
dX = dF
dy dx
w-f
dx
dz
dZ = dX
Let
<p(x, y, z)
=
/ Jxo
X(x, y,z) dx
f Jyo
F(x
y, z)
dy
Jzo
Z(x,,
2/0,
z)
dz
(2.79)
We now
=
show that
V<p.
From
the calculus
X(x,
y, z)
Y(X
'
'
z}
dx
= =
Y(x,
Y(x,
y, z)
Y(x,
v
y, 2)
Y(x
y, z)
y, z)
,
dX
dY
= =
Hence
Z(x, Z(x,
y, z)
y, z) f
Z(x<>, y, z)
Z(x,
y, z)
Z(x
ye, z)
Z(x<>,
z)
= Xi
Yj
Zk =
gi +
|?
+ gk = Vv
f
The constants x
We have
f
y^ ZQ can be chosen arbitrarily. proved that a necessary and sufficient condition that
,
be the
gradient of a scalar
is
that
V X
0.
Thus
for f conservative
we have
V<p or
V X
0.
We
also say that such
an
f is
an irrotational
vector
field.
Example
2.28.
It is easy to
show that
2xye*i
+ jVj + x*ye*k is irrotational.

2
-
Then
<p(x, y, z)
and
= x 2 2/e = V(x z ye*
f* 2xye'
dx
+ fj We* dy + f* O
e*
dz
-f
constant)
70

Problems
1.
Given
(y
e*i
xyj,
evaluate /f
cos zk.
dr along the curve y
x 8 from the origin to

so
the point
2. f
(2, 8).
+ sin
j/i
z)i
+ zj + x
Show
that
f is
conservative, and find
<f>
that
3.
V*>.
f
Let
-f xj.
Evaluate
,
single-valued, the line integral around a closed path,

-f y*.
written
5.
fi
f
dr, vanishes.
Prove the converse.

2
Let
(-j/i
xj)/x
Show
that
* V
tan~
around any closed path surrounding the
origin,
and show that
(y/x) and integrate for this path
ft
di
2ir
does this integral not vanish? See Prob. 4. Notice that f is not defined at the The curve of integration contains the origin in its interior. This will be important in complex-variable theory. 6. If A is a constant vector, why is it true that dr = 0?
origin.
Why
Â
2.18. Stokes' s
Theorem.
We
begin by studying the locus of the end
points of the vector

r
x(u, v)i
y(u, v)j
z(u, v}k
(2.80)
where u and v range over a continuous set of values and x, y, z are assumed to have continuous partial derivatives in u and v. For a fixed v = VQ the end points of r trace a space curve as we let u vary continuously.
For each
a space curve
of space curves
exists, and if we let u vary, we obtain a locus which collectively form a surface. The curves obtained
by by
setting v
setting
= constant are called the u curves, and the curves obtained u = constant are called the v curves. We thus have a two-
parameter family of curves forming the surface. A simple example will illustrate what we have been talking about. Consider
r
r sin 6 cos

(2.81)
We use
For
and
<p
instead of u and
r, namely, 2* the end points of r trace out a circle of latitude. The curves are thus circles of latitude. It is easy to show that the 6 curves are the meridians of longitude. We can show that the 6 curves intersect
,
stant, so that the For a fixed 6 =
v. Let us notice that r r end points of the vector r lie on a sphere of radius
r.
the z component of
r cos
is
constant.
<?
<f>
\_
the
 j
r sin
=
d^>
r sin
sin
^? i
+
-
r sin
cos
we have
If
* RD
n-.
we move from a point P(u,

_
>
v)
to the point
\-.
Q(u
cfo.
+ rfw, v + dv), P and

Hence
on the surface, then
tfr
= PQ =
dr
-
dv
=
where ds
Let us
is
rfr
dr
dn*
+
,
ft
dr
dr
rf?/
+
.
dr
a?'
ar
-ra?;
arc length.
For the sphere ds 2
r2
dO 2
r 2 sin 2
now
a rectifiable curve F that
consider a surface of the type given by (2.80) bounded lies on the surface (see Fig. 2.25).
by
The
vector
du
is
dr
perpendicular to the surface since
du
and
-r-
dv
As we are tangent to the surface. our head in the same direction as

Tdu
move along
the curve F, keeping
curve
-r->
dv
we keep r
track of the area

*S,
to our
left.
It is this surface,
with which we keep in touch. F will be called the boundary of >S. We neglect the rest of the surface
r(u, v).
We now
v curve
consider a
mesh
,
on the surface formed by a

v
collec-
tion of parametric curves (the

curves).
The mesh
that,
will
u and be taken
are the
fine
enough so
FIG. 2.25
if (u, v)
coordinates of A, then (u du, v), (u du, v coordinates of B, C, D, respectively (Fig. 2.25).
dv), (u, v
dv) are the
Now
consider
ABCD
ftdT
du,
r)
;
The value
v
of f at
is f (u, v)
at
+ dv)
at
D it is t(u, v +
f(u
dv).
v)
B it is f(u + Now
at
it is f (u
+ du,
du,
f(u, v)
f(u, v)
+ dfu + du du
TT
'
72

Similarly
except for infinitesimals of higher order.

f (ti, v
+ dv) =
f (w,
v\
dv
V
J
Hence, but for infinitesimals of higher order,

.
ABCD
f.
dv
du ? dv .v)t\. / j du
(V
v
Xf)' du
r\-
Xdudy, dv
(see Prob. 16, Sec. 2.15).

v
The vector
is
-r-
du
du
-r- rfy is
normal to the surface
S.
Its
dv
magnitude
the area of the sector
A BCD,
d6=
since
ABCD
is,
strictly speaking,
except for infinitesimals of higher order, not a parallelogram. We define

(2.82)
du
^X^dudv dv
dr
so that
(>
j
ABCD
= V X
dd
except for infinitesimals of higher order. We now sum over the entire network.
Interior line integrals cancel
out in pairs, leaving only
&
X
dr.
Also
(V
f)
dtf
-*
(V
f)
rfd
as the
mesh
gets finer
and
<
finer.
We
=fl ^
thus have Stokes's theorem

(V
f.rfr
f)-d<J
(2.83)
Corwmente
1. Since r may not be a parametric curve, (2.82) may not hold for a mesh circuit containing r as part of its boundary. This is true, but fortunately we need not worry about the inequality. The line integrals cancel out in pairs no matter what sub-
division
we
use,
and
//
for a fine
network the contributions of those areas next to r con-
tribute little to
dd.
The
limiting process takes care of this apparent
negligence.
VECTOR ANALYSIS
2.
73
The theorem
Stokes's theorem has been proved for a surface of the type r(w, v) [see (2.80)]. is easily seen to be true if we have a finite number of these surfaces con-
nected continuously (edges).

consideration,
The
case of an infinite
number
of edges requires further
3. Stokes's theorem is also true for a surface containing a conical point where no dti can be defined. We just neglect to integrate over a small area covering this point. Since the area can be made arbitrarily small, it cannot affect the integral. 4. The reader is referred to the text of Kellogg, "Foundations of Potential Theory," for a more rigorous proof of Stokes's theorem. It 5. The tremendous importance of Stokes's theorem cannot be overemphasized. relates a line integral to a surface integral, and conversely. 6. In order to apply Stokes's theorem it is necessary that V X f exist and be integrable over the surface S.
Examples of
Example
2.29.
Stokes's
Let
f
Theorem
yi -f
-rj,
and
let
us evaluate
(p
dr,
F any
rectifiable
curve in the xy plane.

(f)
Applying Stokes's theorem,
we have
-
di
= //(V X
8
F, is
f)
k dy dx - //2k k dy dx - 2A
S
Thus the area A bounded by

,
For the
dy
ellipse
t
a cos
t,
b cos
dt,
and
A
V
A = \fx dy - y dx - b sin ^ ^ 2w, we y 2 = irab. sin + a6(cos 1) dt

/,
(2.84)
have dx
a sin
dt,
f = everywhere, it follows from Stokes's theorem that around every closed path. Conversely, assume $i dr = around every closed path, and assume V X f is continuous. If V X f ^ 0, then V X f T* at some in some neighborhood of P and V X f point P. From continuity we have V X f ^ Choose a small plane surface S nearly parallel to (V X f)p in this neighborhood. through P with boundary F in this neighborhood of P. The normal to the plane is
Example
di
2.30.
If
fi
chosen parallel to (V
f)p.
Then
(p
dr
//
dd
>
0,
a contradiction.
An
irrotational field
(i) (ii)
(iii)
is
characterized
by any
of the three conditions
V X
= V^ f = i dr =
(2.85)
for every closed
path
Any
of these conditions implies the other two.

2.31.
Example
Let
f(x, y, z)a,
where a
is
any constant vector.
Applying
Stokes's theorem yields
/a-dr - /Tv
S
<f)fdT
(/a)-dd
(I vf
rfd
(f dd
V/
74
so that a
f

(Dfdr
// dd
V/J
0.
Since a
is
arbitrary, it follows that
(f)fdi
// dd
Vf
(2.86)
It
can be shown that

r * f
//
(rfd
V)
* f
(2.87)
The
the latter case
asterisk can denote scalar, vector, or ordinary multiplication. f becomes the scalar /.
In
Problems
1.
Show that Show that
(h r
dr
=
dr
by two methods.
**
2.
(p
2a
//
dd
if
is
constant.
s
5. 4.
By
Stokes's theorem
show
that
VSP
0.
Prove that (D uVv

Prove that
If f
dr
dr
//
Vw
Vv
dr.
dd.
5
6.
6.
fuVv
// i
fvVu
x(l -f- sin //)j, find the value of center at the origin and radius r.
cos
47.
^f
dr around the circle with
If
(f)
dr
- V
-f
C ot
JJ S
//
dd for
all
surfaces
S show
that
XE - -
~
at
C ot
8.
Show
f
that
2
y/
II
dd
if
is
a closed surface.
dr
S
9.
(#
)i
2-r^/j.
Find
y*f
around
the
square
with
vertices
(0, 0),
(1, 0), (1, 1), (0, 1).
Do
this
by two methods.
is
10. If a vector is normal to a surface at every point, show that its curl tangent to the surface at each point. 11. Let f = a X g, a any constant vector. Apply Stokes's theorem to
zero or
is
f,
and show
that <T)dT
JJ
S
(dd
V)
g.
12.
Assume V
&
0.
Show
that,
if
a scalar /(*,
)
y, *0
exists
such that
V
then
f
V X f - 0. dt X r| taken around a closed curve in the xy plane is twice the 13. Show that area enclosed by the curve. 14. Let f X(x, y}i -f Y(x, y)j, and let S be the area bounded by the closed curves Show that Fi and T* lying on the xy plane, Fi interior to F 2
|
// f-dd
()t -dt -<
f-dr
Both
line integrals are
taken in the counterclockwise sense.
VECTOR ANALYSIS
2.19.
75
The Divergence Theorem (Gauss).
Let
S be
a closed surface
containing the volume
F in
its interior.
We assume S has a well-defined
normal almost everywhere. We now subdivide the volume into many elementary volumes. From Sec. 2.13 we note that except for infinitesimals of higher order
II
AS
dd
= V
AT
where A$
is
we sum over we obtain
the entire surface bounding the elementary volume AT. all volumes and pass to the limit as the maximum AT
If
0,
"
f
-dd
/// Iff
V-fdT
(2.88)
the divergence theorem of Gauss. It relates a surface integral to a volume integral. It has tremendous applications In the derivation of (2.88) use has been to the various fields of science.
Equation
(2.88)
is
made
of the fact that for each internal dd there is a
dd, so that all
interior surface integrals cancel in pairs,
leaving only the boundary
surface
as a contributing factor.
(2.88) may be interpreted as follows: Any vector field f may be looked upon as representing the flow of a fluid, f = pv. From Sec.. The 2.13 V f represents the loss of fluid per unit volume per unit time.
Equation
total loss of fluid per unit

f
time throughout
is
f/J
f dT.
Now
if
and V f are continuous in F, there cannot be any sources or sinks in F which would create or destroy matter. Consequently the total loss of fluid per unit time must be due to the fluid leaving the surface S. We might station a great many observers on the boundary S, let each observer measure the outward flow of fluid, and then sum up their recorded data. At a point on the surface with normal vector area dd the component of the velocity normal to the surface is v N, and pv dd = f dd represents the outward flow of mass per unit time. The total loss of mass
per unit time
detailed
is
1 1
dd,
and thus
(2.88) is obtained.
For a more
and rigorous proof of Gauss's theorem, see Kellogg, " tions of Potential Theory.
Example
2.32.
"Founda-
Let
gr/r
s
,
and
let
be a region surrounding the origin with

//
boundary
surface S.
We
wish to compute
dd.
We
cannot apply the diver-
this difficulty
0. is discontinuous at r gence theorem to the region V since V by surrounding the origin by a small sphere S of radius
We
overcome
with center at
76
(V

less interior of
the origin (see Fig. 2.26).
The divergence theorem can be applied S sphere) with boundaries S and S. Thus
to the region
//*+//*-///*(?)* V
S
S
We
have seen that V
(</r/r
0, r 7* 0,
so that
//"--//**
,s
Now
on
S, r
**
e,
r/d
(-r/r) dS, so that
(<?r/r
dd
=*
(-g/e
2 )
d& and
Hence
//
5
gr/r
8
r/d
47rg
is
the electrostatic
field
due to a point charge q at the
origin.
For a con-
FKJ 2.26
tinuous distribution of charge of density p in S
it
can be shown that

P UT
E'
Assuming that the divergence theorem can be applied Potential Theory" for proof of this fact), then
(see Kellogg's
"
Foundations
of
p dr
(2.89)
IJI
Since (2.89) holds for all volumes we must have V In a uniform dielectric medium V D
continuous.
one has V
equations.
B *
It
0. The equations V D can easily be shown that
4irp,
E =
0.
E = 4irp, provided V E 4-n-p is = 4irp, D = *E. For magnetism V B = comprise two of Maxwell's VV for an inverse-square force. In
empty space
so that
V2 F
0.
the solution of Laplace's equation,
V2 F *
great deal of electrostatic theory deals with
VECTOR ANALYSIS
Example
obtain
dr
2.33.
77
fi
Green's Theorem.
We
apply (2.88) to
= uVv and
/I uVv
f2
t>Vw
and
HI
JNhj
(uV*V
+
+
Vw
V0) dr
dd
(2.90)
/// V
(Wu)
dr
(t>V
Vt;
Vw) dr
JJvVu-fa
Subtracting,
we
obtain
f
Equations
(2.90)
//
(uVt>
t;Vw)
dd
(2.91)
(2.91) are Green's formulas. Uniqueness Theorem. Let ^> and ^ satisfy Laplace's equation We show that = ^. Let inside a region R, and let 
([ eve
so that
i
///
(ve
in
V0) dr
= =
0.
Since V0
is
continuous (V 2

^>
continuous as
we approach
Let
f
the boundary,
2) a,
we must have
is
^, since
= ^
^ is on the
boundary.
Example
yields
2.35.
/(x,
t/,
where a
any constant vector.
Applying (2.88)
fdd =
Hence
HI
(/a) dr
JJJ
ff
leave
it
fd" ~
Iff
Vfdr
We
to the reader to
show that
dd
* f
II
Example
vanishes
is
/77 (V
* f ) dr
(2.92)
2.36.
vector
field f
whose
flux I
up f
it
dd
over every closed surface
called a solenoidal field.

g,
From
(2.88)
g)
If
assume
= V X
is
so that
solenoidal vector.
(V Is the converse true?
= V
=
V
0.
f
Now follows that V f 0. Thus the curl of a vector is a =* V X g? 0, can we write f
"yes," and we call g the vector potential of f. Notice that g cannot be V X g. We now exhibit a method for determining g. unique for V X (g -f v>) Let f Xi -f Yj -f Zk, and assume g = ai -f 0j We wish to determine g so 7k. that V f provided V f 0. Thus a, ft 7 must satisfy g
The answer
78

dy dy
__
_
dz
**
%
(2.93)
|2 dz
I? dx
_ y
We
are to determine a,
0, 7.
Assume a *
y
0.
Then
_!
dz
dy
Of necessity,
0(x, y, z)
/J
(x, y, z)
dx
x)
+ <r(y,
dx
,
z)
r(x, y, z)
J XO
/"*
/
(a:,
y,
-f r(y, z}
.
Hence
dy
-a/J
/aF
,
,
dZ\
dr
dr
d<r
/
since
-r- dx
;o
dX
dx
do
dz
-\
dy
0.
Therefore
We need only choose
<r
and
r so that
"
dy
r(y, z)
dz
A (xo,
,
y. 2).
Let
<r
and
- fv
/
X(aj
y, z) dt/
yô
x*
and
j/o
are constants of integration.
Hence
?/ ,
1^ Z(x,
y, z)
dx
+
<f>
k
[r(
is
^)
|J
F(x,
|/,
z)
dx
J
V*
(2.94)
where r(y, z) is defined above and For example, let f * x 2 i xyj

yields r(y, z)
arbitrary.
f
xzk so that V
0.
Choosing xo
yo
- ["tidy yO
0,
ya;o
- ~(zxV2), f Z dx - -z 7o f *x dx
2 and g (zW2)j -h (t/x /2)k + Vy>. It is to verify that f - V X g. Example 2.37. Integration of Laplace's Equation. Let S be the surface of a region R for which VV " 0- Let P be any point of R, and let r be the distance from P to any point Q in R or on 5. We make use of Green's formula
dr
VECTOR ANALYSIS
79
which yields a discontinuity inside R, namely, In order to overcome this difficulty, we proceed as Surround P by a sphere S of radius e. Using the in Example 2.32. 1 in R (R less the S sphere) yields fact that VV = VY =
choose ^
1/r,
We
at P, where r
0.
We
and
leave
it
to the reader to
show
that, as
0,
dd jf (l/r)Vp
2
>
// ?V(l/r)
dt -> -4r^(P).
Hence
(2 ' 95)
This formula states that the value of

*\
<f>
at
any point
in 72 is deter-
dned by the value mined
of
v?
a and
V^>
N =
on
on the surface S, where
N is the
unit vector normal to S. Problems

1.
If f
xi
yj
(z*
l)k, find the value of
//
dti
over the closed surface

2
hounded by the planes

2. 3.
0, z
-f-
1,
2
and the cylinder y 2
-f
?/
1.
Show
that xi -f t/j/x 2
//
is
solenoidal.
Prove that
dd
if
is
a closed surface.
4.
Prove that
1 1
dd
III
f dr.
5.
Show
If
that
ifI
V*> dr
// ^f
dd
///
^>V
f dr.
6.
w =
-g-V
X
V
v,
* V X
u,
show that
rrr
Iff
v * dr =-*
ff
(uXv)'dt
u wdr
7.
If
v>,
VV
*=
0,
show that
for a closed surface
///
v 2 dr
//
^>v
rfd.
8.
9.
and f 2 are irrotational, show that f i X ft is solenoidal. Find a vector g such that yzi - zx] 4- (z* -f y 2 )k - V X g. 10. Find a vector g such that r/r s V X g.
If fi
11. If
pv
dd
dT for
a11
surfaces,
show that
+V
( P v)
0.
12.
Find a vector
such that
V*f-2z+y-l,VXf-a.
80
REFERENCES
Brand, L.: "Vector and Tensor Analysis," John Wiley & Sons, Inc., New York, 1947. " Kellogg, O. D.: Foundations of Potential Theory," John Murray, London, 1929. Lass, H.: "Vector and Tensor Analysis," McGraw-Hill Book Company, Inc., New
York, 1950. H. B.: "Vector Analysis," John Wiley & Sons, Inc., New York, 1933. Rutherford, D. E.: "Vector Methods," Oliver & Boyd, Ltd., London, 1944 Weatherburn, C. E.: "Elementary Vector Analysis," George Bell & Sons, Ltd.,
Phillips,
London, 1921.
:
"Advanced Vector Analysis," George
Bell
&
Sons, Ltd., London, 1944.
CHAPTER
TENSOR ANALYSIS
In this chapter we wish to generalize the notion In Chap. 2 the concept of a vector was highly geometric This spatial since we looked upon a vector as a directed line segment. is understood for a of vector of a easily space one, two, or three concept dimensions. To extend the idea of a vector to a space of dimension higher than 3 (whatever that may be) becomes rather difficult if we hold to the simple idea that a vector is to be a directed line segment. To avoid this difficulty, we look for an algebraic viewpoint of a vector. This can be done in the following manner: In Euclidean coordinates the vector A can be written A = Aii A&. We can represent the Azj vector A by the number triple (Ai, A%, As) and write A = (Ai, A 2 A*). The unit vectors i, j, k can be represented by the triples (1, 0, 0), (0, 1, 0), We define addition of number triples and multi(0, 0, 1), respectively. plication of a number triple by a real number a as follows:
3.1. Introduction.
of a vector.
(Ai, A,, A,)
(Bi, B 2 B,) a(Ai, A,, A,)

,
= -
(A l
Bi,
,
A2
+
3)
B,,
A*
+ B,)
(aAi,
aA 2 aA
( ^
'
Equations
(3.1) define
a linear vector space.
We
1,
note that
(Ai, A,,
8)
Ai(l,
of
0, 0)
A,(0,
0)
A,(0,
0, 1)
(3.2)
The elements
triple.
AI,
2,
As
A
we
are called the components of the

shall use the
number
Throughout
this chapter
summation convention, and

1.
2
,
at times, for convenience, the superscript convention, of Chap. continue our discussion of vectors, let A = (Ai, A 2 A 8 ), B = (B 1
,
To
8
)
B B
be two vectors represented as product of A and B by
triples.
We
define the scalar, or inner,
A B = A aB
The square
of the
(3.3)
norm
i
(or length) of the vector

1, 2, 3.
is
defined to be
L 2 = A a A, Ai = A\
If
L2 =
is
1,
is
a unit vector.
The
cosine of the angle between
two vectors
81
defined
by
82

(3 4)
'
It is
not
difficult
to
show that
|cos
0|
1.
We
must show that

(3.5)
A^BjB* ^
Let us consider
3
(A a
BY
)>
y
for
^
(A ax
(3.6)
real.
2
BjB represents a parabola. Since y ^ has no real roots or two equal real roots. Hence Let the reader show that, (3.5), the Schwarz-Cauchy inequality, holds. a = 1, 2, 3. If if the equality sign holds in (3.5), then A a = \B a
J
Now y = ^l^z
2A a JS ao:
for all real x, y
>
0,
cos 6
1.
If
<
0,
cos
1.
If
cos 6
0,
that
is,
A aB =
we say
that
and B are orthogonal.
can define the vector, or cross, product of A and B algebraically as follows: Let A\ B\ i = 1, 2, 3, be the components of A and B, respecLet Ck, k = 1, 2, 3, be the components of the number triple tively. C = (Ci, C 2 C 8 ), where
We
Ck =
The
t, 3k
A'B>
(3.7)
epsilons of (3.7) were defined in Sec. 1.2.
We
note that
C\
= A*B C 8 = A B* - A*B>
l
1
Let us consider the scalar product of
A and
<-
C.
We
have
A-C = A k C k =
But
If
kji
lJk
A*A k B>
= -;* so that A C = 0. Similarly B C = 0. A = (Ai(t), A 2 (0, -Ai(O), then is defined to be the

at
)
-rr> -rr
at
If
2 8 ^(^S 3 ^ )
is
a scalar function of
T^ *
1J
;
TT
T^ * ;
y *
T' *
;
/
<f>
the gradient of
is
defined to be the triple

l,A
A,* \
(3.9)
TENSOR ANALYSIS
It is easy to define the divergence
83
and
curl of a vector in terms of
number
triples.
yields the conventional
V X
A.
The divergence
AA
of
is
the scalar
V'A =
The
definitions
(3.11)
above
refer to
Euclidean coordinates.
In the above presentation geometry has been omitted. Everything depends on the rules for manipulating the number triples. One need
only define an n-dimensional vector as an n-tuple
A =
The
of n-tuples.
(A l9 A,, A,,
A n)
(3.12)
definitions for manipulating triples are easily extended to the case There is some difficulty in connection with the vector
product and the curl. This will be discussed later. Let us jhope that the reader does not feel that it is absolutely necessary to visualize a vector in a four-dimensional space in order to speak of such a vector. He may feel that an abstract idea can have no place in the realm of science. This is not the case. No one can visualize a fourdimensional space. Yet the general theory of relativity is essentially a theory of a fbur-dimensional Riemannian geometry. One further generalization before we take up tensor formalism. Let S be a deformable body^tfhich is in a given state of rest. Let P(x 1 x z # 8 ) be any point of this body. Now assume that the body is displaced from Let 8i(x l z 2 x 8 ), i = 1, 2, 3, represent the its position to a new position. displacement vector of the point P. The displacement vector at a nearby 1 8 8 dx re 2 point Q(x dx\ z + rfx ) is
9
,
*,*')+
2*.
d*
(3.13)
We
1 (*
2
can write
d*
The nine terms
of
= ~
I (***
2
\to
.
M 5/ +
i,
Vto
M
a?/
n
(
i-n ;
T~
T~ V
1, 2, 3,
are highly important in
deformation theory. It is convenient to represent these nine terms as the elements of a 3 by 3 matrix. A simple generalization tells us that
84

to speak of a large collection of elements represented
k (rl r2 r*J'" db"-c\X
we may wish
by
/g
t,j,
fc,
a, 6,
r >>>*'/ =
n\
.
.
,
1, 2, 3,
.
,
j\
This
sors,
Before we speak of tenis our first introduction to tensors. we must say a word about coordinate systems and coordinate
2 1 totality of n-tuples (x x
,
.
.
.
transformations.
x n ) forms the arithmetic n-space, n. the x* real, i = 1, 2, By a space of n dimensions we mean any set of objects which can be put into one-to-one correspondence with the
The
arithmetic n-space.
Thus
<->
(x
x2
x)
(3.16)
The correspondence (3.16) attaches an n-tuple to each point P of our We look upon (3.16) as a coordinate system imposed on the space. elements P. We now consider the n equations of space
y*
= yK*
1
,
**,
*w )
l
1, 2,
. ,
(3.17)
and assume that we can solve
for the x so that (3.18)
We assume that (3J7) and (3.18) are single- valued. The reader may read that excellent text, "Mathematical Analysis/ by Goursat-Hedrick on the conditions imposed upon (3.17) in order that (3.18) exists. The
7
n-space of which P is a point can also be put into one-to-one correspondn ence with the set of n-tuples of the form (y l y 2 y \ so that a new coordinate system has been imposed on our n-space. The point P has not changed, but we have a new method for attaching coordinates to the
, , .
elements P of our n-space. It transformation of coordinates. 3.2. Contravariant Vectors. define a space curve, F, fri this
ri x p.
__
is
for this reason that (3.17) is called a
We
consider the arithmetic
n space and
V n by
i
1
r t(A x\i)
O
. .
i, ^,
n n
,g
g.
In a 3-space the components of a vector tangent to the space curve are
~W ~HT' ~W
Generalizing,
we
-,
define a tangent vector to the space curve
(3.19) as the n-tuple f
-^-,
^Y
.
written
dxi
-57
i
1, 2,
(3.20)
TENSOR ANALYSIS
85
The elements of (3.20) are the components of a tangent vector to the space curve (3.19). Now let us consider an allowable (one-to-one and singlevalued) coordinate transformation of the type given by (3.17). We
immediately see that
y^
i
i y (x ^ x
x")
= y^(t\
x*(t\
.
,
a?(0]
tf(t)
(3.21)
described
n. Equation (3.21) represents the space curve F as the coordinate y by system. An observer using the y coordinate system will say that the components of the tangent vector to F are
1,
2,
given by
^
Remember
that the points of
1, 2,
(3.22)
Needless to say, the x coordinate system describing F is no more important than the y coordinate system used to describe the same curve.
P have not changed
only the description of

(
>
these points has changed.
We
cannot say that
j->
/ /77/1
-^
(JlJ
>
-%J
(HlJ
\ )
is
the tangent vector any more than

the tangent vector.
we can say
that
r > -|-> at at
(it
is
transformations,
If we were to consider all allowable coordinate we would obtain the whole class of tangent elements,
each element claiming to be a tangent vector for that particular coordinate system. It is the abstract collection of all these elements which is said
now ask what relationship exists between to be the tangent vector. the components of the tangent vector in the x coordinate system and the
components of the tangent vector answer this question since
in the y coordinate system.
We
We easily
dj_wdx^ ~
dt
dx
dt
1,
(4-M)
We
is
dip
dy a
=- since
it
note that, in general, on every -jr depends

1
the index a
summed from
to n.
We
leave
to the reader to
show that
'
dt
dy
dt
l
We now make
. .
x n ),
1,
the following generalization: The numbers A (x l n, which transform according to the law 2,
. .
x 2,
A'(x\
x*,
*)
i=l,2, ... ,n
(3.25)
86
under the coordinate transformation

xl
= &(x x\
l
,
xn)
1, 2,
(3.26)
The contraare said to be the components of a contravariant vector. variant vector is not just the set of components in one coordinate system
but is rather the abstract quantity which is represented in each coordinate system x by the set of components A'(x). One can manufacture as many contravariant vector fields as one desires. A n (x)) be any n-tuple in an Let (A (x), A 2 (x),
l
.
.
(x*,
:r
.
,
rr)
In any x coordinate system related to the x coordicoordinate system. nate system by (3.26), define the A i = 1, 2, n, as in (3.25). We have constructed a contravariant vector field by this device. If the components of a contravariant vector are known in one coordinate system,
1
. . .
then the components are known in all other allowable coordinate systems, by (3.25). A coordinate transformation does not yield a new vector; it merely changes the components of the same vector. We say that a
contravariant vector
is
an invariant under a coordinate transformation.

is
object of any sort which nates is called an invariant.
An
If
not changed by transformations of coordithe reader is confused, let him remember
The point does not change under a coordithat a point is an invariant. nate transformation; the description of the point changes. The law of transformation for a contravariant vector is transitive.
Let
Then
^t

Example 3.1. Let X, Y Z be the components of a contravariant vector in a The components of this vector Euclidean space for which ds 2 = dx 2 + dy 2 + dz 2 in a cylindrical coordinate system af e
.
dx
1
dy
dz
where
r tan" (y/x), z (x y )*, 6 the same as the dimensions of X, F, and Z.
z.
Notice that the dimension of
is
not
The quantity r9 has the
correct dimen-
TENSOR ANALYSIS
87
sions. (Rj rO, Z) are the physical components of the vector as distinguished from the vector components (R, 0, Z). R, rO, and Z are the projections of the vector
A - Xi +
on the unit vectors e r
,
Fj
Zk
e0, e t
k, respectively.
Problems
Show that, the components of a contravariant vector vanish in one coordinate system, they vanish in all coordinate systems. 2. If A 1 and B* are contravariant vector fields (the A* and B l i are 1, 2, , n,
1.
if
,
. . .
really the
components of the vector

field.
fields),
show that
A*
B*
is
also
a contra-
variant vector
3.
What can be said of two contravariant vectors whose components are equal in one
coordinate system? 4. If X, Y, Z are the components given in Example 3.1, find the components in a By what must 6 and 4 be multiplied to yield the spherical coordinate system.
physical components?
5.
Let
A and
1
C*'(x)
A*(x)B>(x),
B* be the components of two contravariant vector C(x) = A*(x)B'(x). Show that
fields.
Define
6.
Referring to Prob.
5,
show that
3.3.
l
Covariant
. . .
Vectors.
is
We
consider
the
1
scalar
point
l
,
function
in that
. ,
<p(x
x2
x n ), which
n,
assumed to be an absolute invariant
under the allowable coordinate transformation x

i
= &(x
x2
x w ),
1, 2,
. ,
(3.27)
where x
(x)
x l (x l
x2
x n ),
1,
2,
n,
is
the inverse
transformation of (3.26).
We
d^
'
form the n-tuple

d^ a?'
d <?
' ' '
a?y
of the gradient of
<p.
/o ofi^ (3 28)
'
which
is
an obvious generalization
Differentiating
(3.27) yields
Equation (3.29) relates the components of grad <p in the x coordinate system with the components of grad (# = <p) in the 5 coordinate system.
88
More
generally, the
numbers Ai(x l x 2
,
x n ),
1, 2,
which transform according to the law

A*(x\ V,
S) =
dx a
A a (x\ z 2
.
. ,
x)
(3 3Q)
1, 2,
n
field.
are said to be the components of a covariant vector
The remarks
of Sec. 3.2 concerning contravariant vectors apply here as well. One may ask what the difference is between a covariant and a contravariant vector.
It is the
law
of transformation.
reason that no such distinction was

Sec. 3.7.
3.4.
Compare (3.25) with (3.30)! The made in Chap. 2 will be answered in

Let
Scalar Product of
Two
Vectors.
(x)
and
(x)
be the com-
ponents of a contravariant vector

the
and a covariant
vector.
We
consider
sum A aB a
letter x is
What
is
the form of
A aB a
in the
,
The
an abbreviation
for the set Or 1
x2
x coordinate system? x n ). Now

.
Ba
so that
A aB a
7*
dX a
= A"B a
Hence the form
tion.
of
A aB a remains invariant under a coordinate transformais
This scalar invariant
called the scalar, dot, or inner product
of the
two vectors
A
,
and B.
Problems
dX a dx l
r
rf 1. If
2. If
A =
t
dX a , A A a -rr- show A that dx

A
l
Aa

F'(^) grad
If
At and
t
C t; =
A Bj
B are the components of two covariant vector transforms according to the law
fields,
show that
4.
Show that
CJ
A*5, transforms according to the law (?j()
==
CJ(x)
r-^-
A* and
tively.
are the components of a contravariant vector and covariant vector, respec-
TENSOR ANALYSIS
6.
89
fields A*.
Assume
that
6.
is
A (x)B t (x) for (x)B v (x) a covariant vector field.

l l
all
contravariant vector
Show
Let
Sa^pr
Show
that
3.5.
Tensors.
The contravariant and
covariant vectors defined above
are special cases of differential invariants called tensors. ponents of the tensor are of the form
The com-
where the indices

1, 2,
.
.
ai,
a2
.
,
. ,
ar
frl,
62,
b,
run through the values

to the rule
n and the components transform according

dx*
(3.32)
The exponent
If
dx
A/"
of the Jacobian
'dx
is
called the weight of the tensor.
0,
we say
that the tensor field

AT.
is
absolute; otherwise the tensor
field is relative of
The
tensor of
s.
For N = 1 we have a tensor density. weight is said to be contravariant of order r and covariant (3.32)
of order
If s
(no subscripts), the tensor
is
purely contravariant,
and if r = (no superscripts), the tensor is purely covariant; otherwise we have a mixed tensor. The vectors of Sees. 3.2 and 3.3 are absolute If no indices occur, we are speaking of a scalar. tensors. At times we shall call T^l'.'.'.^(x) a tensor, although strictly speaking
the various T'& are the components of the tensor in the x coordinate
system.
Two tensors are said to be of the same kind if the tensors have the same number of covariant indices, the same number of contravariant Let the reader show that the sum of two indices, and the same weight. tensors of the same kind is again a tensor of the same kind.
We
(a)
can construct further tensors as follows
The sum and

The product
Let
difference of
two tensors
is
of the
same kind
are again
a tensor of the same kind.

(b)
of
two tensors
a tensor.
We show this for a special
case.
so that
90
(c)

Contraction.
Let us consider the absolute mixed tensor A}.
We
(3-33)
have
^) = ^(*)gg
The elements
of A] may be looked upon as the elements of a matrix. Let us assume that we are interested in the sum of the diagonal terms, In (3.33) let j = i, and sum. We obtain A\.
= A(x) =
Hence A\(x)
alue).
3ript to
is
A\(x)
From the mixed tensor we

.
a scalar invariant (invariant in both form and numerical obtained a scalar by equating a super-
a subscript bsolute tensor A^lm
and summing. We have
Let us extend this result to the
Iv = A klm
pffT
dx a dx* dx k dx dxm
l
Now
let
j,
and sum.
We
obtain
^^
= ~
A a*
pffT
Q_ k
ak
dx~"
x ^
pffT
dx1
A
=
e
pffr
^!^!^! m
dx dx k dx
dx" dx k dx m
ftOT
so that
write
A
==
are the elements of an absolute mixed tensor.
We may
B
Ba pr
since the index
o-
is
summed from
to
n and hence
a Notice that the contravariant and covariant orders of disappears. pr It is not difficult to see why this method are one less than those of Aj$ m of producing a new tensor from a given one is called the method of
.
contraction.
One may wish to show that the elements B/(z) (d) Quotient Law. Assume that it is known that A 4Bjk is a are the elements of a tensor.
tensor for arbitrary contravariant vectors
A\
Then
dxk
TENSOR ANALYSIS
SO that
91
is
Bjk
Bp y
1
j-
0.
Since A*
arbitrary,
we must have
This
fijb
.'.'.'
is
the desired result.
If A*Bi..'. is
a tensor for arbitrary A*, then
is
a tensor.
This
is
the quotient law.

delta
__ ~
Excynple 3.2,
The Kronecker
t >
6] (see
Sec. 1.1)
is
a mixed absolute tensor, for

-
ax' ox**
ox* ox^
~d
dx" Jx7
^(ar)
is
"
ax*
^ "
dx*
d
scalar,
If ^(a: 1 ,
a;
2
,
.
xn )
an absolute
tf>(x)
$(x), then ^55 is
an
absolute mixed tensor whose components in the x coordinate system equal the corresponding components in the x coordinate system. Conversely, let Aj(x) be an = A](x). Theix isotropic tensor, that is, A](x(x}}
.
dx
dx"
fix" dx>
Since
uX a
can be chosen arbitrarily,
it
follows that
for all
i, j,
?'
a,
j,
choose
occurring.
A*
^>5}.
a, it follows that A] Choosing i 5^ j and a a no summation intended. Then A <r, Hence the diagonal elements of A] are equal to Let the reader show that if A^ is isotropic then ^
<r.
t
f.
Now
that
nmation
ô
Example
3.3.
Let ^,(x) be the components of an abglmite covanant tensor so that
and
If
gr a<r
g ffai
we
have, upon taking determinants, that
and
Now if A
and
are the components of an absolute contravariant vector, then

da:
**
Aa
fix"
dx_
dx
92
i

This method affords a means of changing absolute
is
Thus B is a vector density. tensors into relative tensors.

Example
3.4.
Assume
a g a & dx dx&
an absolute scalar invariant, that
is,
g a $ dx
dx*
a g a dx dx?
Moreover we assume that g a p
g$a.
From dx a
dX a
d& we
have
Gap
1~ !^ dx
dx
dx dx*
for arbitrary
da;'*.
It follows
from Example
1.2,
that
Hence the
Example
that
0a/s(z)
are the components of an absolute co variant tensor of rank 2 (two
subscripts).
3.5.
Let Ai and
be absolute covariant vectors.
Let the reader show
is
an absolute covariant tensor
of
rank 2 and that Ct j
C/.
For a three-dimen-
sional space
A iB'2 2
A 2 Bi)
The nonvanishing terms correspond
to the
components of the vector product.
Problems
1. If the components of a tensor are zero in one coordinate system, show that the components are zero in all coordinate systems.
2. If 0*0 3.
g a&
gp a
and g t) =
dx a dx&
ga p
>
show that $
t,
g jt
From
?(ga0 -f 00) H- ?(gafi

a gap dx dxP
gfa),
show that
)
j(g a p
+ gpa
dx dx*
scalar.
is
4. If
6.
If
Ay is an absolute tensor, show that A\\ is A ap is an absolute tensor, and if A aÂpy

t
an absolute
6",
show that A"P
an absolute
tensor.
The two tensors are said to be reciprocal. 6. Show that the cof actors of the determinant |o,| are tensor of weight 2 if o u is an absolute covariant tensor.
-
the components of a relative
7. If
8.
A*
is
an absolute contravariant vector, show that r-j

A]/ t
is
is
not a mixed tensor.
Assume
Use
an
isotropic tensor.
Show that
show that
(3.34) holds.
9.
(1.26)
and
|^,l
I0.il
dx dx
to
|0,/|t ci,k is
an absolute tensor.
TENSOR ANALYSIS
3.6. The Line Element. we have
<fe
2
93
For the Euclidean space of three dimensions
dx z
+ dy* + +
dz*
(3.35)
The simple
ds*
generalization to a Euclidean n-space yields
= =
(dx
b a ft
(dx dx dx?
)
+
5 a/3
(dx
n
)
if
0;
S^ =
i
1 if
l
,
a
#
2
=
,
.
|8
(3.36)
n
.
,
If
i
we apply a
coordinate transformation, x
n,
x*(x
),
1, 2,
we have
dz<*
a dx-
uX
d&, dx*
dx&
-
uX
d$
v
,
so that (3.36)
takes the form
=
3
(7 M ,
dx" dx"
(3.37)
where ^Mv
= 60 5x
^^ =
dx^
\ A Qx a dx a
y
a=
l
^ ^'
gafi(x)
Riemann considered the general
quadratic form
ds*
dx" dx*
is
(3.38)
This quadratic form

metric.
ple 3.4).
The
called a Riemannian components of the metric tensor (see Examspace characterized by the metric (3.38) is called a Rie-
(the line
element ds 2 )
g a $(x) are the
mannian space. Theorems regarding Given the form etry.
this
Riemannian space
it
(3.38),
yield a Riemannian geomdoes not follow that a coordinate trans-
formation exists such that ds* = d ap dy a dy&. If there is a coordinate z n a transformation x % = x l (y l y 2 y ), such that ds = d apdy dyP, we the is The that Euclidean. Riemannian coordinate space y say system is
.
said to be a Euclidean coordinate system. Any coordinate system for which the gt} are constants is called a cartesian coordinate system (after
Descartes).
We
can choose the metric tensor symmetric, for
and Tj(Qij ~ 9ji) dx dx = 0. The terms ^(gl} + gi% ) are symmetric. assume that the quadratic form is positive-definite (see Sec. 1.6).
1
3
We
Example
one has
3.6.
In a tl^ree-dimensional Euclidean space using Euclidean coordinates
so that
(dx
2 )
-f (dx
2
)
\\ga\\
100 010 001
4- (dx
8 2
)
94
For spherical coordinates xl

a;
r sin
cos
sin
<? <p
xl
= =
r sin r
l y sin y* cos y* 2 1 l y sin g/ sin y
cos 6
cos
2
2/
The
^ t-, of the spherical coordinates system can be obtained from

Ai*a
AI&
d(y
Hence
d\\
-
l
,
y*,
2/
a.
ain for
2
?/
2
)
?^
We
obtain
(di/i)
4-
^(dy^ +
2 2 -f r sin
to
sin
2
7/
2 )
(%)
dr 2 -f r 2
is
This spherical coordinate system
not cartesian since
#22 5^
,
constant.
Example
Prob. of the
5,
gtj.
3.7.
We
lj
Sec. 3.5).
The g spherical coordinates of
as the reciprocal tensor to g %1 that is, g ll gjk 5j (see The g* } are the signed minors of the g n divided by the determinant are the elements of the inverse matrix of the matrix \\g %J ||. For the
define
$7*''
Example
3.6
we have
Example
3.8.
We
define the length
of a vector
A*
in a
Riemarmian space by the

(3.39)
quadratic form
L 2 = gc<0AA 8
The
associated vector of A*
is
the covariant vector
It is easily seen that
A'
0*0 A0 so
that
a/
L2 The
cosine of the angle between
jAA*
A*, B*
is
(3.40)
two vectors
defined by
(3.41)
|cos
0\
1.
Problems
1.
Prove
(3.40).
2.
Show
that |cos
9\
1,
cos e defined
by
(3.41).
TENSOR ANALYSIS
3.
95
For paraboloidal coordinates

Xl
X*
..
ylyt C0 g yl yly* Sin y

l.
X8
[(y l),
(,)]
Show
that
Consider the hypersurface x* &(u l w 2 ) embedded in a Riemannian 3-space. l l 2 u obtain the space curve x l we fixed, x(wj, w ), called the w 2 wj, i l curve. Similarly a;* = x (u ul) represents a u\ curve on this surface. These curves Show that the metric for the surface are called the coordinate curves of the surface.
4.
t
If
we keep u
is
ds z
h%t du*
du
j ',
where
if
,
hit
g a & T~* ^~r* 1
OU QU
Show that the
coordinate curves
intersect orthogonally
6.
hu =
x*,
.
,
0.
.
The equation p(x l
a^)
determines a hypersurface of a
Vn
Show
that the
6.
-~
oX
are the components of a covariant vector normal to the surface.

is
Show Show
that -r-
a unit tangent vector to the space curve x t (s) d

)
a g a p dx dxP.
7.
that the unit vectors tangent to the u l and w 2 curves of Prob. 4 are given
,
d*
dx*
r
by
8.
An"*
dw 1
^22~*
dW 2
4,
If ^ is
the angle between the coordinate curves of Prob.

cos 6
show that
If a space curve in a Rie3.7. Geodesies in a Riemannian Space. mannian space is given by x { = z*(), we can compute the distance between two points of the curve by the formula
The
x^ti)
geodesic
is
defined as that particular curve
x*(t)
joining x^to)
and
(3.42). determining the to in the of We apply reduces a calculus variations. geodesic problem the Euler-Lagrange formula to (3.42) (see Sec. 7.6). The differential
which extremalizes
The problem
of
equation of Euler-Lagrange
is
where /
(g^&&)*.
Now
d^
~
i 2/ dx
96
If

instead of using
1.
t
as a parameter
df
dx*
we switch
to arc length
s,
then
and/ =
Hence
_ ~
so that (using the fact that gy
##) (3.43)
becomes
Multiplying by g
and summing on
-I-
i yields
d9a/>
dV + 4 d? **
or
( d0a{
\d?
dx" da^
+ *&>da"
"
_
} to*/
W
rt
dx "
dx<>
~
. ,
dF
. .
H
n
441 (d>44j
d x
r
,
+ r ^ -rf7 d^ (Xo 060

rS
dF U'O
1, 2,
where
,.^
(3.44')
Equations (3.44) are the second-order differential equations of the geodesies or paths. The functions F^ are called the Christoffel symbols of the second kind.
Example
3.9.
For a Euclidean space using cartesian coordinates we have g %J
constant so that
-^ =
=
a Ts
and
,
(3.44') yields
r^ =
0.
Hence the geodesies are given by
-ry
0,
or X T
3.10.
+
=
b T linear paths.
live
[(x
1
Example
Assume that we
(dx
1
on the surface
2
)
of a right helicoid
immersed
in a
Euclidean 3-space, ds*
2
)
c 2 ](dz 2 ) 2
We
have
Applying
(3.44'),
we have
Since g 21
unless
2,
we have
Similarly,
nl
1
f\
11
Ui
rn
fit
**
f\
v,
Til 12
-pi 2i
__
f\
o,
r 22
fil
_j -x
x
,
-p2 22
__
/\
u,
ip2 r 12
__ -p2 1 2l
,
r
n2
TENSOR ANALYSIS
The
differential equations of the geodesies are
97
ds z
^
(x
2*1
1
dxldx 2
2 )
4-
Integrating the second of these equations yields
2 )
-j- [(x
c2]
constant
= A
) \ as /
r~
4- 7 1 rv^ 2 (x )
+
;
c2
constant.
Problems
1.
2.
Derive the Tg T of Example 3.10 Find the differential equations of the geodesies
for the line
element
Integrate these equations with

8
initial
conditions x 1
On,
x2
dx l
<po,
dx*
1,
~T-
-5
at
=
3.
0.
= Show that Y r a8
rj fl
4.
Obtain the Christoffel symbols and the

x
1
differential equations of the geodesies for
the surface
x2 x3
= u = u =
cos u z
sin
uz
The
surface
is
the plane x 8
0,
and the coordinates are polar coordinates
5.
From
(3.44')
show that
6.
Let ds 2
i7
dw 2
2F
rfw
dv
7. If f},(5)
8.
rj7 (x)
gg^
+ G dv*. Calculate |^,|, ||^ r; + Jg-, g, show that rj7 - T ?, is a tensor.

||,
.
fc
Obtain the Christoffel symbols for a Euclidean space using cylindrical and
first
spherical coordinates. 9. The Christoffel symbols of the
kind are
(t,
jk]
g^jk'
Show that
98
3.8.
Law
of Transformation for the Christoffel Symbols.
Let the
equations of the geodesies be given

d*x %
by
N
w + T*
,
dx dxk
3
{x}
Ts dF
k
/0 CN (3 45)
. '
j and
for the
find
<**#
^+
i
r,
!%(*)
,-,d2'dx
....
Tg -^
l
(3.4(0
two coordinate systems x\ x in a Riemannian space. We now From x = x*(x) we have a relationship between the rj* and the T] k
.
~
ds
a^ a ds
= "
ds 2
dx^ dx a ds
ds
dx a ds 2
Substituting into (3.46) yields

^x*
a aa:
dV
ds
2
6 2 ff
ds* dx
dx^ dx* ds ds
ff
?fc
d| d^ dx^ dx^ d^ a dxf ds ds

(after
dx
Multiply this equation by
and one obtains
summing on
i)
3k
dx
dx<*
d#
=
dx? dx" dx>) ds
ds
Comparing with
(3.45),
we have
(3.47) is the law of transformation for the Christoffel symbols. the Note that Tjk are not the components of a mixed tensor so that T) k (x) may be zero in one coordinate system but not in all coordinate systems.
Equation
Example
3.11.
From
Prob.
4,
Sec. 1.2,
and the
definition of the
tf*
we have
From Prob.
5, Sec. 3.7,
s
TjjjT
so that
~^!
Hence
ft
(3.49)
TENSOR ANALYSIS
Example
3.12.
99
In
Let us consider a Euclidean space using Euclidean coordinates.

0.
this coordinate
system T] k (x)
From
,*x
(3.48)
P T
x coordinate system.
>
k(x}
d **
k
^
then
for the
If the T] k also vanish,
of necessity, so
that
ff
aj
-f 6"
where a*, b* are constants of integration. Hence the coordinate transformation between two cartesian coordinate systems is linear. If the transformation is orthogonal,
n
y
a=
[see (1.53)].
1
>? - &*
=
For orthogonal transformations
g* }
ga p
-r-r;
-rr-
CrX
oX
reduces to
80that
.,
6"
d' =
^dx"
Now
vectors.
let
us compare the laws of transformation for oovanant and contravariant
We
have
Making use
of (3.50) yields
n
\*\
.a
ra
(3.52)
cr-1
so that orthogonal transformations affect contravariant vectors exactly the way covariant vectors are affected. This is why there was no distinction
same
made
between these two types of vectors
in
the elementary treatment of vectors.
Problems
1.
Prove
(3.48).
2.
By
tct differentiating the identity g g a j
8)
show that
3.
4.
Show
that the law of transformation for the Christoffel symbols is transitive. Derive the law of transformation for the Christoffel symbols from
100
6.

Define g*f (x)
*e
p(x)gi,(x).
Show that
where
<pa
~
ft
uX
and
r*J, TJ fc
are the Christoffel symbols for the
{/*,-,
#*,,
respectively.
3.9.
Covariant Differentiation.
Let us differentiate the absolute covar-
iant vector given
by the transformation
with respect to an absolute
~>- ~'dF = We scalar

t
t.
obtain
dAj
_ dA
dx
aV
i
dx k
since
t.
It is at
once apparent
tha,t P-^- Jis \jGfL I
not a covariant vector.
wish to determine a vector (covariant) which will reduce to the ordinary We accomderivative in a Euclidean space using Euclidean coordinates. plish this in the following manner by making use of the transformation
We
law for the Christoffel symbols: Multiply (3.48) by

to obtain
.
dx dx* dx A -^ = A M -^-jjl
dx k
dx dx*
dx-*
d& d3 k
dxd&
d*x*
dx k
rjY A a -^-
Subtracting from (3.53) yields
Hence
dA
--^~
T%y A a -rr
dx^
is
a covariant vector.
s=
For Euclidean coordinates rj7

the ordinary derivative
derivative of
ac
so that this covariant vector

call
becomes
rr-
We
to
t.
at
TT
"
a rjÂ MT
at
=7-
the intrinsic
A^ with respect
it
Its value
depends on the direction
we choose
since
involves ~rrat
We
write
dt
"
dt
Since
TENSOR ANALYSIS
is
101
a vector for arbitrary -j->
it
follows from the quotient law that

/o K
d^*M
a A p lÂ.
fi ld.W
is
a covariant tensor of rank
2.
We
call (3.56)
the covariant derivative
of
Ap and we
y
write
(3<57)
The comma in A M(T denotes covariant We now consider a scalar of weight
differentiation.
AT,
A = We
have
ax
dx
ax ax
ax* a
From
Prob.
9, Sec. 1.2,
we have
a
ax dx dx" N dx"
3
so that
=
= TL
"-
dx
(3.58)
Multiplying r-,
+
dx
dx
ax
;
by
ax
and sub-
tracting from (3.58) yields
- NAT'* =
J
\ idA _ NATff
dx
Hence the invariant

weight N.
dA
(in
form),
ox
NAT aa
- NAT ao
ff
is
a covariant vector of
We
write
A, a
SE
(3.59)
We call A, a the covariant derivative of A. The comma in A, a denotes = and covariant differentiation. If A is an absolute scalar,
~ A * -the gradient of A.
102

l
In general, it can be shown that weight N, then

M
I
if
T0 $:::(x)
is
a relative tensor of
rpftixt
I"
^0101
atr-p/t
ar-pai 0.1 Mm
-T
_t_
nrr
meriaz
1
,40,
.
. .
ft,
im
motiaj 1 ft
:::zr:m
is
(3.60)
a relative tensor of weight

'''
r**
^'m
We
AT",
of covariant rank one greater than
is
called
the covariant derivative of

is
.'.'-X-
Since the covariant derivative

entiations can be applied.
a tensor, successive covariant
differ-
Example
3.13.
apply (3.60) to the metric tensor
gr,.
We
have
from Prob.
5, Sec. 3.7.
Example have
3.14.
Curl of a Vector.
Let
be an absolute covariant vector.
We
A "' * IF ~ ^
so that At,,
A,, t
r?'
and
A-
~ 4 r "'
ox'
^ Ar
ft
A
r
is
a tensor.
It is called the curl of
ox*
and
is
covariant tensor of rank 2. Strictly speaking, the curl is not a vector but a tensor of rank 2. In a three-dimensional space, however, the curl may be looked upon as a
vector [see (3.10)].
If
Ai
dto
T~> then curl At
0.
Conversely,
if
curl
At
0,
then
A.
|^
where
[see (2.79)]
<p(x\
x\
x) - [* Ai(x\ yxo
1
x*,
1 a?) da:
rx*
J
/
Ai(sj,
ajo*
a:
2
,
. .
a;
w
)
dx*
1
A,,(zJ, xj,
xj-
x) dx n
(3.61)
The constants
Example
variant vector
xj, xj,
xj can
be chosen
arbitrarily.
3.15.
is
Divergence of a Vector. The divergence of an absolute contradefined as the contraction of its covariant derivative. Hence
div A*
A^
-~ + ATJrt
From
(3.49),
ra<
"gft,
j. = dlvA
...
"A-a
-ZZT
+
i
\<?\~*
A \9 A "-7T^
'
(3.62)
TENSOR ANALYSIS
If
1
103
.
a we wish to obtain the divergence of A,, we consider the associated vector A* g* A The A" of (3.62) are the vector components of A. To keep div A dimensionally corFor rect, we replace the vector components of A* by the physical components of A*.
spherical coordinates
1
101*-
Or
r 2 sin
r 2 sin 2 6
so that div A*
u \_oT _
(r
sin $A')
+^ (r ou
sin OA')
+ -~ o
3.16.
is
The Laplacian of a Scalar Invariant. The Laplacian of the scalar defined as the divergence of the gradient of <f>We consider the asso<f>,
ciated vector of the gradient of
namely, g
a&
-^
Applying
(3.62) to g"&
^ yields
the Laplacian
Lap
In spherical coordinates
<f>
3=
VV =
rr
j
(3.63)
r 2 sin
1
r 2 sin 2
r
*
8m 'Problems
1.
Starting with A*
Aa
show that A*y
4.
is
a mixed tensor
without recourse to
2.
3.
(3.60).
?f *
4.
5.
Show Show Show Show
that
(A%),* - A*B
that (0rA),, that |gr<,U = 0. that 5*^
Â ar
A; B,.
fc
0.
6. 7.
Find the Laplacian of
in cylindrical coordinates.
rj< AJ
Show that
for
an absolute mixed tensor AJ without
recourse to (3.60).
8.
Show
that
A? a -
Jj
(|^|Uf )
- A|r?
tt
9. Write out the form of A", (two covariant differentiations).
10. If
*
A0c.
is
t)
is
a covariant vector, show that

if
-^ ot
=
at
+A
tf
-37at
Show
that
the acceleration vector
vi
is
dt
the velocity vector.
104
3.10.

Geodesic Coordinates.
Since the Christoffel symbols Tjk are not
the components of a tensor, it may be possible to find a coordinate system We now show that in the neighborhood of x i = q i such that T] k (q) = 0. Let this can be done.
(3.64)
so that
xu
5}
and
=
The
1.
Hence
(3.64)
l
is
nonsingular in a
neighborhood of x
*'
q.
l point x
0,
that
is,
the point x
now becomes
corresponds to the point the origin of the x coordi-
nate system.
Differentiating (3.64) yields
(3.65)
since
T ^(q) = T^(
l
Thus
55
g
+
Differentiating
(3.65)
with
k respect to x yields
so that
dx k
d&
Now
and evaluating at zl
- r i
dx? dx *
d&
dx*
0, yields
- r;() =
o.
Q.E.D.
Any system of coordinates for which (T}k) P = at a point P IB called a geodesic coordinate system. In such a system of coordinates the covariant derivative, when evaluated at P, becomes the ordinary derivative when evaluated at P. For example,
-^7]
snce (r
system.
0, if
the
a;
are the coordinates of a geodesic coordinate
TENSOR ANALYSIS
105
We now
show that
System (3.66) is true in geodesic coordinates at any point P. But if two tensors are equal to each other (components are equal) in one coordinate system, they are equal to each other in all coordinate systems. Hence
(3.66) holds for all coordinate
systems at any point P.
Equation
infinitely
(3.64)
many
yields one geodesic coordinate system. such systems since we could have added
There are
to the right-hand side of (3.64) and still have obtained 1^(0) = 0. A special type of geodesic coordinate system is the following: Let us consider the family of geodesies passing through the point P, x* = xj.
Each
dx l
-jds
determines a unique geodesic passing through P.
This
follows since the differential equations of the geodesies are of second order. Suitable restrictions (say, analyticity) on the T*k (x) guarantee a unique
initial
solution of the second-order system of differential equations when the conditions are proposed. The & are the components of the tan-
gent vector of the geodesic through P. We now move along the geodesic (determined by *) a distance s. This determines a unique point Q. Conversely, if Q is near P, there is a unique geodesic passing through P and Q which determines a unique * and s. We define
x*
l
p8
(3.67)
The x are called Riemannian coordinates. A simple example of Riemannian coordinates occurs in a two-dimensional Euclidean space.
There
The
x
2
= tan 6. a unique geodesic through the origin with slope r coordinate of polar coordinates corresponds to the s of Riemannian
is
coordinates.
Thus
cos
6,
sin 6),
s,
and x l =
r cos
,
0,
In this case the Riemannian coordinate system (x 1 x 2 ) corresponds to the Euclidean coordinate system (x, y). The differential equations of the geodesies in Riemannian coordinates
r sin
6.
are
d 2x
l
,
,_ N
dx dxk
j
But
=
ds
ft
=
ds 2
'
0, '
so that
=
Since (3.68) holds at the point
(3.68)
(the origin of the
Riemannian coordinate
106
system,
3.11.
2*
0) for arbitrary
',
Riemannian coordinate system
is
The Curvature Tensor.
Hence a 0. it follows that 1^(0) a geodesic coordinate system. We consider the absolute vector V\
mixed tensor
4l
Its co variant derivative yields the
= 7. 3
'
_ ^ VT
dx>
a3
On
V* Y ,1k
again differentiating covariantly
we obtain
= dVk
l
>J
4'
Vr
v l
,j
a V* L Y ,a T jk
,
Interchanging k arid j and subtracting yields
where
R^, k
^ ^+^
-
a]
T' ek
- T^T'9]
is
(3.70)
It follows
necessary and sufficient condition that V\ lk = V\ kl from (3.69) and the quotient law that R ajk
l
that R\, k a tensor.
0.
is
The
tensor depends only on the metric tensor of the space. It is called the curvature tensor. Its name and importance will become apparent
in the next
R^
two paragraphs.
The contracted curvature
tensor
v*>-
u*/
(3.71)
is
called the Ricci tensor

of relativity.
and plays a most important

g
lJ
role in the general
theory
The
tensor
scalar invariant
R=
R^
is
called the scalar curvature.
The
(3 72)
Rh
is
Qh R*'
called the Riemann-Christoffel, or covariant curvature, tensor.
Problems
1.
2. 3. 4.
Show that, for Riemannian coordinates, f k ()&& Show that (A] + B]), k - A] tk -f B} tk Show that JB, - #, Show that R akjt0 -f- #,* + /%*,, - 0. This is
j
.
0.
the Bianchi identity.

** 0.
Hint:
Use geodesic coordinates.

6.
Show that
R\\]k
Rikjk "^
Rh\ki>
-Rj*
0, K\jkk
6. If Rvj
kgij,
show that
nk,
n the dimension of the
space.
TENSOR ANALYSIS
107
If a space is Euclidean, there exists 3.12. Euclidean, or Flat, Space. a coordinate system for which the g^ are constants, so that r] (x) 2= 0,
fc
dr*-
-T-J
(all
=
its
0.
It immediately follows that the curvature tensor Rjkl vanishes

zero).
components are
We now
show the converse.
If
the
curvature tensor is zero, the space is Euclidean. Let us first note that if an x coordinate system exists such that the g tj (x) are constants then If there is an x coordinate system for which r* (x) = 0, and conversely.
fc
rjtCr)
0,
then
and conversely,
if
(3.73) holds, then T* k (x)
=
.
0.
l
Our problem reduces

,
to the following: Given the Christoffel symbols Tjk (y) in any y coordinate n, satisfying (3.73)? system, can we find a set of x\ i = 1, 2, 3,
. .
The system
of second-order differential equations (3.73) can be written
'
(3.74)
We
reduce (3.74) to a system of first-order differential equations.
Let
(3 75)
-
so that
w" ^=
ftn
"
u\T] k (y)
(3.7(5)
For each a we have the first-order system of differential equations given by (3.75) and (3.76). These equations are special cases of the more general system
(3.77)
with
z
*
fc
=
.
1,
. .
2,
,
1;
1,
2,
. ,
n.
If
we
let
zl
= x,
=
If
ul,
z n+1
= u^
(3.77) reduces to (3.75), (3.76).
a solution of (3.77) exists, then of necessity (assuming differentiability and continuity of the second mixed derivatives)
,
dy
+dz* dy
l
=
dy>
+*
dz
dy
If
the
Fk are
j
analytic,
it
(3.78) are also sufficient that (3.77) has a

initial
conditions z k
zj
can be shown that the integrability conditions unique solution satisfying the a ^ 2/ ^ 111- The reader is referred to the
r
108
elegant proof found in Gaston Darboux, "Legons systemes orthogonaux

et les coordonn6es curvilignes," pp. 325-336,
Gauthier-Villars, Paris,
1910.
The integrability conditions become
(3.78)
when
TfouZ
referred to (3.75),
(3.76)
RW
The
first
T?M =
=
.
'
(3 79)
from the symmetry of the T*k Hence a necessary and sufficient condition that a Riemaimian space be Euclidean is that the curvature
equation of (3.79)
is
is
satisfied
0.
and the second
satisfied
if
= Ufa
tensor vanish.
3.13. Parallel
travariant vector
yields T*k (x)
Displacement of a Vector. Consider an absolute conA 1 in a Euclidean space. Using cartesian coordinates We assume further that the A % are constant. From 0.
we have
__
A a
IV
t/t
,
L/
._
Oft dx a dx y 6
Moreover
Ty
=
ff
since
d*x l
dx& dx a
dx? dx dxt dx
from Example
1.4.
Hence
dA = - A'T^
i
dfr
(3.80)
Now the A\ being constant in a Euclidean space, can be looked upon as yielding a uniform or parallel vector field. Equation (3.80) describes how the components of this parallel vector field change in various coordinate
systems. Since, generally, a Riemannian space use (3.80) to define parallelism of a vector field.
is
not Euclidean, we can
We
Vn
i say that A is parallelly displaced with respect to the Riemannian i l along the curve x = x (s) if
TENSOR ANALYSIS
109
say that the vector suffers a parallel displacement along the curve. a vector suffers a parallel displacement along all curves, then from Ai A A i /7/T0 fj - ,, tt^l (IX* = u/1 -j -7T-R -T- it follows that as dx* ds
If
.
We
=
~dxP
~~
or
A^ =
Example
0.
3.17.
Let us consider two unit vectors displacement along a curve. We have

cos
1
,
which undergo parallel
=
dA
,
.
and
_L_2
5 (cos B)
.
=
D W _^ +WA
.
dBP
since g a p,y
0,
OS
0,
0.
uS
Hence,
if
two vectors of constant magnitude
undergo parallel displacements along a curve, they are inclined at a constant angle.
Two
components are proportional.

the vector
vectors at a point are said to be parallel if their corresponding If A 1 is a vector of constant magnitude,
B =
l
<pA\
<p
scalar, is parallel to A*.

l
If
A*
is
l
also parallel
0.
with respect to the
V n along the curve x =

*
x { (s),
8A we have -r =
OS
Now
ds
ds
ds
ds
--%* as
<p
We desire B
to be parallel with respect to the
V n along the curve.

of the
Hence
type
(3.82)
a vector of variable magnitude
must
satisfy an equation
^=
if it is
f(*)B*
to be parallelly displaced along the curve.

3.18.
tensor arises under the following considerations: be an infinitesimal closed path. The change in the components of a contravariant vector on being parallelly displaced along this closed path is
Example
l
The curvature
t
Let x
x l (t),
1,
If
we expand A",
it
higher order,
r^ in a Taylor series about x\ can be shown that
x l (Q) and neglect infinitesimals of
(3.83)
where
R^ y
is
the curvature tensor of Sees. 3.11, 3.12.
110

Problems
1.
Show that the Riemannian space

Derive
(3.79).
for
which
ds*
dO*
-\-
sin 2 9
d^
is
not Eu-
clidean.
2.
3.
Show that
If
the unit tangent vector to a geodesic suffers a parallel displacement
along the geodesic.

4.
satisfies (3.82),
0.
show by
letting #*
= Â*
that
it is
possible to find
so
that
6.
^
8s
Derive
(3.83).
3.14.
Lagrange's Equations of Motion.

1
, ,
.
Let
. .
L be an
,
absolute scalar
invariant of the space coordinates (x .r 2 x n ), and the invariant time tives (i, #2,
. .
x n ), their time derivat
t,
I.
Hence
L(x\ x\
x, x
1
,
2
.
.
,
x*,
t)
under the transformations

**
= ^(x\x = f
2
.
,x")
1,2,
,n
(3 84)
'
From
(3.84)
dx
6^~o^6^"~aS"
when
as
it is
dx a^ a
4
dx*
J
dx
~dS
assumed that the x and

l
fr are
independent variables as far
is
concerned.
Now
d*
aL ~ = ^Ldx^
dx a dx
l
dLfrr*
dx a dx*
dL
d*x
Also
,,
,
^=~
-jf [ -^r,
SO that
at
d (dL\ ] \ox /
^7 at
d (dL\ I TT; J \ox /
dL
di,
Subtracting (3.85) from (3.86) yields
TENSOR ANALYSIS
Equation
(3.87) implies
111
immediately that
dt
is
\dx /
dx a
an absolute covariant tensor. Let us consider a system of n particles, the mass m,, i = 1, 2, n, We assume that the coordinates located at the point x", a = 1, 2, 3. Let are Euclidean and that Newtonian mechanics apply.
.
V(x
x 2 x* x 1 x 2 x 3
j2
r8)
be the potential function such that
""
<dx]
represents the rth
component
s
of the force applied to particle
s.
In
= Newtonian mechanics F r s
kinetic energy of the
m -~
is
d zxr
for
Euclidean
coordinates.
The
system
defined as
where g a $
5 a/9.
The Lagrangian
of the
system
is
defined
by
L = T - V
xfx ,
- V
Thus
m g a rX =
a
80 ., that
fdL\
a\wj
dL =
-dx]
Since -^
m x + dV =
..
r
*
a*.
is a vector, it vanishes T ) -r-: dx r 9 \dxj/ in all coordinate systems. We replace the x 9r by any system of coordinates n 1 2 (j g , g ) which completely specifies the configuration of the
for
Newtonian mechanics.
a<
112
ELEMENTS OP PUBE AND APPLIED MATHEMATICS

of particles.
system
Lagrange's equations of motion are
#\**i
F =
Example vF.
3.19.
dL ~ ^
"
1, 2,
.... n
upon by the
(3.88)
We
consider the motion of a particle acted
force field
We
use cylindrical coordinates.
L - T - V so that
m(r 2
2 -f r
+2 - F
2 )
=
d fdL\
m(rd*)
and one
of Lagrange's equations of
motion
mrd*
is
mr
Since
tion.
= + -rOT
r0 2
OT
r- represents the radial force, the term r
must be the
radial accelera-
If no potential function exists, or if it is difficult to obtain the potential function, we can modify Lagrange's equations as follows: Since the kinetic energy is a scalar invariant, we have that
*-*()is
**
a covariant vector. Let the reader show that if the x l are Euclidean If /r is the force in a y coordinates, then Q r is the Newtonian force. then coordinate system, Qr
so that
ia
&
r Qr d *
/a
f?
dxr
fa dya
dxr
is
a scalar invariant and represents the differential of work
dW, and
We
.
.
.
obtain Q+ "1
,
by allowing
1
x*"
"1
. ,
. . ,
x* to vary by an amount Ao:*, keeping x # x n fixed, calculate the work ATT done by the
l
forces acting
on the system, and compute

Qt
r lim
*
not
summed
Example
speed w. and bead.
3.20.
A bead
hoop rotates about a vertical diameter with constant angular to slide on the wire hoop, and there is no friction between hoop Gravity acts on the bead of mass m. We set up the equations of motion
is free
TENSOR ANALYSIS
of the bead, using spherical coordinates.
113
hoop on the bead
is
is
The
force of the
given
by F = Re r
Hence
+ $6^,
R,
3>
unknown, and the
force of gravity
*B
mg
r
cos 0e r
mg
cos
sin 0e0
R mg Q Q e = mgr sin Qp = $r sin

From T = ^m(r 2
r2
+
I
r 2 sin 2
0<
),
we have
7
f/y
if
u***
"
)
7
'
if
("a
rf
= mr
l
dT = mr 2
-
sin
cos
. 2
/dT fdT\ = d
:
\dd /
(ft
d^>
d^ \c
Equation
(3.89) yields
-57; 2
dt
(r^
2
+ r sin
2
v? )
g *
cos
-T
(r ^)
r 2 sin
cos B
2
<p*
gr sin
r sin
(3.90)
4, (r at
sin 2
tf>)
= -
The geometry of the configuration yields = 0. The solution of the problem consists 
R and
integrating the second can be obtained from the other two
by
g-rj
( -17
-g-rjto
sin 2
0r
cos
constant
(3.91)
3.15.
Hamilton's Equations of Motion.
From
the Lagrangian L(x,
x,
t)
we
define
Pl
=
|^
t
1, 2,
(3.92)
We
show that
Since
p?,
is
a co variant vector, called the generalized

L,
momentum
vector.
L =
we have
dL _ dL
d:c
_ ^L
ax
tt
ax a

sent the coordinate system.
We
shall
now
use
q*
The Hamiltonian
is
instead of x i to repredefined by
(3.93)
- pa q" -
L(j,
(?,
114

pi
From
i
=
.
. .
ss
F(g,
g,
t)
we assume
t,
that
we can
solve for the g 1
1,2,
n, in
terms of the p, g and time.
Thus the Hamiltonian
H now becomes a function

__
of the p's, g's, arid time,
Hence
dH
-p _-_-_ ^
do
01
H
a
H(p,
q, t)
dL
dJu
dq
=
since
T-TOff*
~*T
equations of motion,
/
I c
= p.
From Lagrange's
dL _ a ~~
%
rv
~dq
.,
,
di\t
so that
dp,
-j-
=
=
dH
^-^
g* *i~
Also
dpt
PO
^PI
d(f~
~
from
(3.92)
ql
~di
and
(3.93).
Hamilton's equations of motion are

d(f dt
= dH
dp T
d& =
dt
_dH
dq
l
Whereas Lagrange's equations of motion are, in general, a system of n second-order differential equations, Hamilton's equations are a system
of
2n
first-order differential equations.

3.21.
Example
Referring to Example 3.19,
Pr
- dL - mr
qr
p - -
Pe
= &L * mf
pe
~-
d? 9L
*'
PQ 2 mr"
.
=mz
.
**=*=n
pt
and
- pg - L
TENSOK ANALYSIS
Hamilton's equations are
115
mr*
dr
__
Hence
d*r
r//
2
=
m
r
p}
dV
dr
r2
wr 3
(I
= mr Sde\z
[
I
dV
dr
\dt /
d0\
_ ~ ~
dV
dt\
dt)
>n
rlie
d zz _ ~
~dfi
~ dV
~dz
These are Newton's equations of motion
for a particle using cylindrical coordinates.
Problems
1.
Find the components of the acceleration vector
and
in
cylindrical coordinates for a particle. 2. A particle slides in a fnctionless tube
constant angular speed and the particle.

3.
4.
03.
which rotates in a horizontal plane with Neglecting gravity, find the reaction between the tube
n a & q )q q
If
T =
a a p(q l q z
,
show
that
2T =
moving
ISO
.
q".
Set
up Hamilton's equations
force,
for a particle
in
one dimension under a
Hooke's law
5.
k*x.
Integrate (3.91) under the assumption 6
Equations of Motion. We discuss the motion of a rigid The reader is urged to read Example with one fixed point. body The x coordinate system 2.10 the results of which we shall use. will be fixed in space, and the x coordinate system will be rigidly attached We shall use the S sign to represent an integration to the moving body.
3.16. Euler's
over the complete rigid body. In vector notation the angular-momentum vector
is
defined to be
H
and
in tensor notation
Sr
X mv
t j k x'
t
H
From
(3.95)
= 2me
(3.95)
dHk =
dt
m< V me ^xw xx + V m( 2_ ^\ - V xx'

k
2^m^,
*x k xx ""
(3.96)
i-,
^me,
/
ik
aiyiPA c f** y*^ */ Blill'v/ ciiTc*"

i_
/ /
~~ _'f*J ^* *' *it*

/
& yJ'ir* *t/b*' *

/
*ti**'
i_'y*T 7
>
~* il
"
116

or torque vector
is
The moment
defined as
d 2r
-^ **
(3.97)
Hence
at
T = Lk
Since
(3.98)
Now
since
/:/*
# =
>z
co/a
[see (2.21)].
e ijfc
and
o>f(0 are
independent of the
space coordinates,
we
write
H
We
define
/*'
e^fc
= Sra#^ as the
inertia tensor.
Since x l
= A\x a we
^
have
dx
d&
moving frame
The components
This
time. time.
this
is
of the inertia tensor relative to the

is
are constants since the frame
rigidly attached to the rigid body. not the case for the I d since the o are, in general, functions of
Remember
Thus
it will
that the a^ are the direction cosines, which vary with be useful to deal with the x coordinate system. In
frame
H
transformations since
-
= e^wf
of
1
(3.99)
The # transform like the components
an absolute tensor for orthogonal
\a]\
=
jj
[see (1.25)].
Moreover
dX a
_
,
Aa rr
dHk _ Aa dH
dt
dt
dA%
dt
jj
From A?aa =
l
6},
d}
= - A* da*
Ctt
it
follows that
x7
Ja
= A? AKZ
so that
TENSOR ANALYSIS Hence

[using (3.99)]
117
~
Equation (3.100)
%1
Lk
(3.100)
one form of Euler's equations of motion. Since I is a quadratic form, we can find an orthogonal transformation which Let us now use this diagonalizes this tensor or matrix (see Sec. 1.5). is also fixed in the new coordinate system (it moving body). We omit have We the bars of (3.100) for convenience.
is
7i
00/3
It is easy to see that I\
z axis,
72
72
= A
=
the
moment
is
of inertia
about the
etc.
The
xyz coordinate system

for k
1,
fixed in the
moving body.
Equation (3.100) becomes,
= Li
UW Z
(/2
.
I
IY/22
/ll)
,
(/3
or
.
dux
Similarly
du,, A v~"Ti
j..
A 4 ~ A A X
)u z u x
Ly
L,
(3.101)
=
Problems
1.
For a
free
body, L
0,
show that
l -f
and
follow from (3.101).
2.
l&l
+ Aw^ = = +
co x
constant constant
Assume
for
2
that, at
for
a free body,
= w
ww
.
co
0.
Describe the
motion
3.
>
0.
,
4.
Show
Solve for o^, co y o>* for the free body with A x = A v that the body of Prob. 3 precesses with constant angular speed about the
vector.
angular-momentum
5.
Derive the second and third equations of (3.101).
3.17.
The Navier-Stokes Equations

first
of
Motion
for a Viscous Fluid.
Let us
consider the motion of a fluid in the neighborhood of a point
118

fluid.
P(x) of the
g va
ua
The
Let the velocity of the fluid at velocity at a nearby point Q(x
dx)
be given by u\ or is, except for
infinitesimals of higher order,
(x
dx)
= u
-
(x)
*(*>
+ +
du
***
1
/du,
i
?i V
2\a.r
du a \ '"./"*'
,
1
i^
/ da
I
d,,.\
'
<i
I"
r).r'/
2\d.r
&r /
i
r/.r
The
du,
partial derivatives arc* evaluated at the point P.

is
Strictly speaking,
not a vector, so that we should be concerned with the intrinsic The above can be written differential du
t
.
?y ( (I>^^1/
_I_ fj \ |^ \bJU
r)
~~
?y
\ ( f>7^.t /
J_
|^
(1 i ^\''*"i.,a
>ii
"'cr,i/
} f] Ta i*wl/
_L l/ ?y j^ ^\' *'t,ff
;
-4- ?/ ") f?T a 1^ ÔL,%) WJi'
(3 0'2 ) VO. 1 i\J4)
We now
1.
analyze (3.102), which states that the velocity of

the velocity of P.
effect.
2-(?i,, a
Q is
the
sum
u
t
of
three terms:
(x),
is
carried along with P, so that
(x)
is
a translational
2.
The term
u a>l ) dx" corresponds to a rotation with angular
= ?V X u. A sphere in the neighborhood of with center velocity <o would be translated and rotated under the action of terms 1 and 2. at
It follows that
3.
terms 1 and 2 are rigid-body motions. Hence the term ^(u lta + u a>l ) dx a must be responsible if any deforma-
tions of the fluid take place. define
We
*tf
=
1
i(ttw
*M)
(3.103)
as the strain tensor.
x i temporarily, that is, let P be the origin of our coordinate system, x the coordinates of the nearby point Q. We can write stj x l = ^V(s t; x x ) using Euclidean coordinates. However,
Let dx
7
s tjX
is
a quadratic form~which can be reduced to
9 =
Sn^
M^ +
2
M (*
8
)
under an orthogonal coordinate transformation. In the system, Vp = Su&i + s 22 2j + Ss3^ 8k. Thus, along with the rigid-body motions of terms 1 and 2, occurs a velocity whose components in the 5 1 5 2 x* The sphere surdirections are proportional to 5 1 5 2 5 8 respectively. rounding P tends to grow into an ellipsoid whose principal axes are the
, ,
35
2
,
8
,
axes.
1, 2,
Terms
and 3 characterize the motion
of
fluid completely.
In
order to discuss the dynamics of a fluid, one tensor iff. The face refer to Fig. 2.22.
must consider the
stress
We
ABCD is in
contact with a
TENSOR ANALYSIS
119
part of the fluid. This part exerts a force on the face. This force per unit area has components *", t w t* v The y refers to the fact that the normal to the face in the points y direction. By considering
. ,
ABCD
the other two principal faces one is led to the stress tensor P',i,j The total force on a closed surface S is given by
1,2,3.
(3.104)
where
is
the unit normal vector to the surface area dd.
Let the reader
show that
(3.104) can be written as
t$dr
(3.105)
so that
9 if .
t\\
The
represents the force per unit volume due to the stress tensor equality of (3.104) and (3.105) is essentially the divergence
theorem of vector analysis.

In order to obtain the Navier-Stokes equations of motion, we make the fundamental assumption that the components of the stress tensor be proportional to the components of the strain tensor. Thus
t]
ajg2
(3.106)
We
further assume that a*g
is
an isotropic tensor so that
(see
Example Combining
3.2).
(3.106)
and
(3.107) yields
and
In hydrostatics
t\
= =
k(x)b]s
Zks\
+
ls\
l(x)s]
(3fc
(3.108)
I)l
-pOO -p
-p
so that
t\
3p.
The
pressure p
is
defined to be
p =
$t\ for
the
general case.
Thus
I
.
120
Equation (3.108) becomes
and
or
tj ti
pj
~ s% tj
ls} ti
j if
= -pj I
0-^db,,
J0*8jfcf
(3.109)
From
Sj ktt
iw,, fcl
+ JM*,* and =
=
t<
2v, (3.109)
ak
becomes
4- vg
kl
Fj
p, 3
Tsvg
u a ,k}
jt ki
(3.110)
In vector form
F = -Vp
where F
is
+o ~V(V-u) +
i>V
(3.111)
the force per unit volume due to the stress tensor
t].
Let
be the external force per unit mass so that (F + pf) dr is the total force Newton's second law of motion states that acting on the element dr.
j
t
(p dr u)
=
=
(F
(F
pf ) dr
or
p dr -TJ
is
pf ) dr
since p dr
a constant during the motion.

p
Hence
-
*J (/r
pf
_ vp +
V(V ^ o
u)
V'2 u
(3.1 12)
where
v is
the viscosity of the
fluid.
Equation (3.112)
fluid.
is
the Navier-
Stokes equation of motion for a viscous

Problems
1.
For an incompressible
fluid
show that
.
du _
2.
Consider the steady state of flow of an incompressible fluid through a cylindrical

a.
tube of radius
Let u
=
2
2 w(r)k, r
z* -f
2
2/
.
Show that p =
p(z),
vV 2w
Then show that u

8.
j-
(r
a 2 ), ~-
A =
constant.
parallel plates (infinite in extent),

4.
Solve for the steady-state motion of an incompressible viscous fluid between two one of the plates being fixed, the other moving at a constant velocity, the distance between the two plates remaining constant.
sphere which
Find the steady-state motion of an incompressible viscous fluid surrounding a is rotating about a diameter with constant angular velocity. No
external forces exist.
TENSOR ANALYSIS
121
REFERENCES
Brand, L.: "Vector and Tensor Analysis," John Wiley & Sons, Inc., New York, 1947. Brillouin, L.: "Les Tenseurs," Dover Publications, New York, 1946. Lass, H.: "Vector and Tensor Analysis," McGraw-Hill Book Company, Inc., New
York, 1950. McConnell, A. J.: "Applications of the Absolute Differential Calculus," Blackie & Son, Ltd., Glasgow, 1931. Michal, A. D.: "Matrix and Tensor Calculus," John Wiley & Sons, Inc., New York,
1947.
Thomas, T. Y.: "Differential Invariants

sity Press,
of Generalized Spaces,"
Cambridge Univer-
York, 1934. Veblen, 0.: "Invariants of Quadratic Differential Forms," Cambridge University
Press, New York, 1933. Weatherburn, C. E.: "Riemannian Geometry," Cambridge University Press, York, 1942.
New
New
CHAPTER 4
COMPLEX-VARIABLE THEORY
4.1. Introduction.
The
reader
enter
is
of
complex numbers.
We
now
already familiar with some aspects into a discussion of some of the
2 \/ 1. We say that i is an number, i, such that z + 1 = 0, or i order number in to distinguish it from elements of the realimaginary number field (see Chap. 10 for a discussion of this field). The solution of the quadratic equation ax 2 + bx + c = 0, a 9* 0, requires a discussion The set of all such of complex numbers of the form a + pi, a and ft real. complex numbers subject to certain rules and operations listed below is called the complex-number field, an extension of the real-number field. We note that the complex numbers are to satisfy the following set of rules or postulates with respect to the operations of addition and multiplication 1. Addition is closed, that is, the sum of two complex numbers is a complex number.
:
In order to attach a solution simpler properties of complex numbers. 1 = 0, the to the equation x* mathematician^ forced to invent a new
(a
2.
bi)
(c
di)
(a
c)
+
=
2s
Addition obeys the associative law. b s i, then 3
If z\
+ d)i a\ + bit, 2 =
(6
2
a2
bzi,
21
3.
+
2
(22
2 8)
(zi
z*)
+
for
z*
The unique
zero element exists for addition.
=
4.
+
z
0-2
and
+ 2=2
any complex number

z,
that
Every complex number z has a unique negative, written + (-z) = (-z) +2 = 0. If 2 = a + fo, then
such
-2 = (-a)
5.
(-fr)i
= -a -
bi
Addition
is
commutative.
6.
Multiplication
is
defined as follows: If z\
a\
bii, z*
a*
bji,
then
ziz*
(aia 2
fci6 2 )
(aib 2
a 2 bi)i
122
123
The product
is
of two complex numbers is again a complex number. the closure property for multiplication. 7. Multiplication obeys the associative law.
1(2223)
This
=
1
(2i2 2 )2 3
i
2i2a23
8.
The unique element

1
=
=
2
+
1
exists for multiplication. for all 2

z
9.
Every nonzero complex number
z~ l or l/z, such that zz~ l
z~ l z
1.
If z
has a unique inverse, written 2 = a b- 7* 0, then bi, a
a2
10. Multiplication is
62
a2
b2
commutative.
11.
The
distributive law holds with respect to addition.
2i(2 2
2 3)
2i2 2
2i2 3
(Z\
2 2 )2;
=
z
2i2 3
4.2.
The Argand Plane.
The complex number
+ + iy admits of a
very simple geometric representation. whose origin is the origin of the Euclidean xy plane of analytic geometry and whose terminus is the point P with abscissa x and ordinate y. The
We may
consider z as a vector
mapping
of
complex numbers
in this
manner
yields the
Argand
z plane.
Addition of complex numbers obeys the parallelogram law of addition of vectors. We call x the real part of z, written x = III 2, and we call y
the imaginary component of
2,
written
= Im
2 (see Fig. 4.1).
The length
ing z
of
2,
of the vector representiy is called the modulus

\z\
written
mod z =
of the
^/^
y =Imz
(x
+y
)*.
The argument
2 is
complex number
_
I0
' '
the angle between the real x axis and the vector 2, measured in the
sense.
counterclockwise
The arguif
of z is not single-valued, for argument of z for any integer n.
ment
arg
2,
then
2rn
is
also the
We
define the principal value of arg z
by the inequality
Example 4.1. - 1, Arg 2 Example 4.2.
If z
T.
TT
< Arg
1
?r.
-f
i,
then
\z\
-y/2,
1,
||
If 2
-2, then
|*|
and Arg 2 r/4. Arg z -*-/2.

write
If z
1,
then
If
we use
polar coordinates,
2
we may
iy
''(cos
i sin 0)
124
\z\

r,
arg z
0.
If z\
ri(cos 0i
sin 00, 2 2
r 2 (cos
sin
2 ),
we leave
it
to the reader to
show that
ZiZt
rir 2 [cos (9\
+
-
#2)
2)
- =
22
r2
[cos (0i
+ +
sin (0i
t
+
-
2 )]
sin (0i
2 )]
r 2 7*
x-
We leave it to the reader to attach a simple geometric interpretation to multiplication

and division of complex numbers. Example 4.3. The reader should verify that
Rl
(Zi (21
Im
arg
ziZz
r2
+2 +2 =
2)
Rl
2i
+
|2 2
|
Rl
22
z2
2)
Im
|2i|
zi -f
Im
\Z\Z*\
=
z2
arg arg
21 -f
arg z z
2irn 2irn
n an integer
arg
2l
_
^
a rg
-W ^Rl2
-|2|
|2|
|2|
^ Im
If 2
z
+
i.
x
i
iy.
^2/> we define the complex conjugate of z by the equation The conjugate of a complex number is obtained by replac-
ing
by
Obviously
z z
2 Rl z
2i
zz
= =
Im
x*
22)
y*
=
let
\zi
2
|z|
From
\z\
|si
22
|
2
|
(î
22) (21
we
the reader deduce that

zz
\
+
Z2.
zz\
|î
\Zz\y
and from
this that
\Zi\
\z*\
for all
Zl,
4.3. Simple Mappings. Henceforth the complex number z will stand always for the complex number x + iy> We now examine the complex number w = z 2 = (x + iy) z = x 2 It will be highly beney* + 2xyi. ficial to construct a new Argand plane, called the w plane, with
w
u and
v
= u
iv
Euclidean coordinates. The equation w = z 2 may be looked upon as a mapping of the complex numbers of the z plane into complex numbers of the w plane. The transformation w = z 2 maps the point P with coordinates (x, y) of the z plane into the point Q of the w plane whose 2 v = 2xy. coordinates are u = x 2 A curve in the xy plane will, in i/ For example, the transformageneral, map into a curve in the uv plane. <x> tion w = z 2 maps the straight line x = t, y = mi, < t < oo , into
,
the straight-line segment u
The hyperbolas x y u c. The hyperbolas xy

2
2
= =
(1
m
map
), v
constant
map
g t < . 2mt, into the straight lines

v
** c
into the straight lines
2c.
Example
z =s r(cos
125
z
4.4.
-f- i
We now examine the

sin 0),
transformation w =
1/z, z
0.
We have
w =
iv
-\-
iv,
so that
u
and
-\-
r(cos
+
?/
sin 0)
-
-f-
(cos 6
sin 0)
= (r
=
(r
-f
J
)
cos
sin
?'
--
From
cos 2
sin 2
we have
2
_
__
(r
f/r)
(r
__
I//)
The
circles r
7* 1
map
into the ellipses

r/2
,,2
(a
I/a)
Ma
I/a)'
r
1
of the uv plane.
Into what curve does the circle
map?
Problems
1.
If
7>?
c -f di, a, 6, r,
2
=
</
2.
Show that
for all z
d. real, show that a = c, 6 by use of the distributive law and the
definition of
the zero element.

3. 4.
From |z, -fShow that

i f Z4
z2
(zi
-\-
+
i
2 2 )(2i
+
=
22)
show that
|zi
-f 22!
|i|
-f-
|22|.
(cos 6
sin B) n
cos (n6)
sin (n0),
n an
formula of
2s
=
6. 6.
De Moivrc. = 1? 2 6 i,
Obtain an identity involving cos
40.
This is a integer. Solve for the roots of
Examine the transformation w = z 1/z in the manner of Example 4.4. = z -f h, b complex, w = Examine the transformations w az, a complex, w Examine the important bilinear transformation w (az -f- b)/(cz + rf), a, 6,
complex.
4.4. Definition of
1/z.
c,
a Complex Function.
Let
plex numbers defined in or set of rules we can set

of
some manner.
Now
\z} be a set of comassume that by some rule
Z =
up a correspondence such that
for every point z

let
by exhausting We thus have a mapping Z > which defines a complex the set Z. The correspondence between the element z function of z over the set Z. and the element w is usually written
there corresponds a unique complex number w,j^nd be the totality of complex numbers obtained in this manner
\w\
w=f(z)
It is
(4.1)
z.
customary to consider
f(z) as the
complex function of
We
can
write f(z) = u(x, y) iv(x, y), since, given z, we are given x and t/, which in turn yield the real and imaginary parts of w, called u(x, y) and
v(x, y), respectively.
120
Example

4.5.
z
Let
>
correspondence
Z be the set of complex numbers z such w such that w ** z/(\z\ 1) defines a complex
z.
that
\z\
>
1.
The
function of z for the
domain
of definition of
In this case
U(X. U) y
Vx^TV
x2
V(X V)
t
vV
,
.:::....
+
z
with
2
?y
>
Example
2
1
4.6.
Let
Z be
the finite set of complex numbers
2 correspond to ?r = 1 correspond to ir =* 5, 2 a complex function of z defined over the set Z. Example 4.7. Lot Z be the set of real integers, and
i.
= 1 and 2 = 2. Let This mapping defines Z

correspond to the
of
let z of
constant
for all z of Z.
Note that
this case
more than one element
corresponds to the same value w. A complex function can be a many-to-one mapping. Remember, however, that only one w corresponds to each z. This is what we mean by a single-valued function of z.
We define continuity of a single-valued 4.6. Continuous Functions. complex function in the following manner Let the points z of Z be mapped into the points w of W, and consider the two Argand planes, the z plane
:
z z in Z, if the following holds: Consider any circle C of nonzero radius with center at WQ = /(zo). We must be able to determine a circle C' of nonzero radius
is
and the w plane.
We say that /(z)
continuous at
with center at
point
zo
Analytically this > (the radius of the circle C), there exists a circle CO such that
of
such that every point
z of
interior to C"
maps
into a
interior to C.
means
6
>
that, given any (the radius of the
I/CO
for all z of
-/(Z
)|
<
is
such that
|z
z
|
<
5.
This
the usual
definition of
If /(z) is continuous at every point continuity of real-variable theory. z of Z, we say that /(z) is continuous over Z.
If
Zij
1, 2, 3,
limit, Zo in Z,
is an infinite sequence of Z tending to zo as a then the above definition of continuity implies that
.
lim /(z)
e
*o
/(z
Let the reader verify

Example
4.8.
this.
easily note that this function is continuous for every choice of e 0. defined over the same set Z [z\, and assume
Let f(z)
z for all z.
We
for all z since
we need only
pick
>
Example 4.9. Let/(z) and g(z) be We now show that/(z) that/(2) and g(z) are continuous at the point z in Z. is continuous at z Choose any e > 0, and consider e/2 > 0. Since f(z) tinuous at ZQ there exists a 61 > z such that \f(z) < f(z )\ < e/2 for \z
.
\
4- g(z)
is
conin
61, z
Z.
similar statement holds for g(z), with 5 2 replacing able to show that \(f(z) g(z)) (/( ) 0(o))| < c for
61.
\z
The
reader should be
<
a,
z in Z,
the
smaller of
5i, 6j.
Example 4.10. Let the reader prove the following statements: Let/() and denned over Z, and assume /(z) and g(z) continuous at ZQ in Z. Then
!
127
g(z)
be
2. f(z)g(z) is 3.
continuous at ZQ. continuous at z f(z)/g(z) is continuous at z provided g(z Q )

/(z)
0( z ) is
0.
Problems
1.
Prove the statements of Example
4.10.
2.
Show
z,
that/(z)
aoz
aiz
n-1
-f
o n n a positive integer,
,
is
continuoun
for all
3.
^
-
oo
Show
Let
1.
that the /(z) of Examples 4.6 and 4.7 are continuous over their domain of
8
(
definition.
4.
/(z)
l)/(z
1), z 5* 1,
/(I)
3.
Show that
/(z) is
continuous at
Show that /(z) is uni5. Let /(z) be continuous over a closed and bounded set. formly continuous (see Sec. 10.12 for the definition of uniform continuity). 1. Show that /(z) is discontinuous at z 5. 6. Let/(z) = 1/(1 z), z 7* !,/(!) x sin (1/x) -f ly, x 7* 0, /(O) = 0, is continuous at the origin 7. Show that /(z)
(0, 0).
4.6. Differentiability.
z
Let
/(z)
.
of elements of
.
be a point of Z, and let Zi, Z2, 3, Z which tend to z as a limit. None of the z,, i = ], 2, We say that /(z) is differentiate at z if is to be equal to z
. . ,
.
be defined for the set Z = {z}. Let be any infinite sequence ,z n

. .
3,
Jin,
/fa)
/^
.
(4.2)
exists
differentiability in
if
We can state independent of the sequential approach to z an equivalent manner, /(z) is differentiate at ZQ
any
there exists a constant, written/' (20), so that for > such that
>
there exists
/CO
z
/(go)
zo
ZQ.
<
whenever
|z
ZQ|
<
5 for z in
Z, z ?^
In the cases
we
shall
be interested
in, ZQ will
(see Sec. 10.7) for the definition of
an
interior point.
be an interior point of Z In this case, (4.2)
becomes
/(2o)
lim
(4.3)
independent of the approach to zero of Az.

f(z)
Let us consider
w(x, y)
iv(x, y)
and investigate the conditions that
will
be imposed on u(x,
y)
and
v(x, y)
128
in order that
shall exist
independent of the approach to zero of Ag.
We
have
Ag
f(z
= Ax
u(x
so that
+ Ag) = /(g + Ag)

Ag
+ +
Ay
Ax, y
?/(x
/(g)
+ Ay) + iv(x + + Ax, y + Ay) ax

-r- z
Ax, y
Ay)
w(x, y)
ay
^
First
v(x
Ax, y
+ Ay) Ax + Ay
t
v(x, y)
..
(4 ^
'
'
we
let
Ag
>
by keeping y constant, that
is,
Ag
Ax,
Ay =
0.
Then
/(g
(4.4)
becomes
Ag)
/(g)
u(x
Ax, y)
u(x, y)
/<x
Ax, y)
y(x, y)
Ax
and
hm /JiMlI/<E>
and
c/x
*Az
-
Ax
provided
that
is,
exist.
ox
Now we
Then
let
by keeping x constant,
Ax =
0,
kz
=
11 111
Ay.
/(*
+ A^) ..... ----m
f(z)
_ldu -i
dv
-p
.
Az
~7r~
dy
dy
dv
du
provided
and Tay ay
exist.
Assuming
differentiability of /(g) yields
dtt
--
dy
^
ax
so that
î_
,
1-
a/
du
dy
/4
ax
&u
dy
&v
=
___
-N
dx
dv
dy
(4.o)
du
dy
dx
The Cauchy-Riemann
differentiable.
conditions (4.5) are necessary if /(g) is to be have, however, neglected the infinity of other methods by which Ag may approach zero. But it will turn out that the
We
provided
Cauchy-Riemann equations (4.5) will be sufficient for differentiability we further assume that the partial derivatives of (4.5) are
Let us proceed to prove this statement.
continuous.
The right-hand
COMPLEX-VARIABLE THEOltY
side of (4.4)
129
may
be written
u(x
+
-L. -
Ar, y
*'(
+ A//) + u(x, y + Ay) - u(x, y) Ax + i A// + As, y + A?y) - r(j, y + A//) + r(x, + Ay) - v(x, y) Ax + 'Ay Ax (0tt/a.r + tO + Ay (du/dy + fa) s AJ + A?/ Ax (frj/to + fa) + Ay (dv/dij + Ax + i Ay +
"
A,y)
?/Q, y
"
'
?/
fa)
"*" l
where
of the
fa, fa, fa, fa
tend to zero as Az
>
0.
We have applied the theorem

t
mean
of the differential calculus.
tinuity of the partial derivatives.
The Making use

Ax
>
if
we assume con-
of the
Cauchy-Riemann
equations yields
f(z
Az)
f(z)
= du
(9.r
dv
<3.r
fa
We
leave
it
to the reader to
show that
-
H,n in
11
r Hence lim
TT
f( z
Ax ^ Ax + ?a A// + 7(6 ---------7. Ax + i Ay

;
+
fa
.
.
fa
Ay + f (fa Ax Ax + i Ay
fa
Ay)
Ay)
Az)
/(z) --^ exists

. ,
Az
du and equals ,
dv
dx
\-
i -^-
dx
of independent ^
the manner of approach to zero of Az. We have proved Theorem 4.1. THEOREM 4.1. f(z) = u iv is differentiate if u and v satisfy the
Cauchy-Riemann equations and if, furthermore, the four first partial derivatives of u and with respect to x and y are continuous. The following example shows that we cannot, in general, discard the
/'
continuity of the partial derivatives.
Let
Here
u(x, y)
w(0, 0)
=
=
(*,
2/)
[-^77!
KO, 0)
Moreover
dx
0,0
*
^
1
>
Similarly
= -1,
1,
T =
=
0.
at 2
0,
so that the
/'(O)
Cauchy-
Riemann equations hold
at z
However,
depends on the
130

origin, for let y
f/
v
approach to the
f(z}
x(\
- =
mx, so that
i)
xm
nr^
(l
i)
along y
rax,
and
^2-0
the origin
,./(*) -/(O)
= rm
(1
(1
- m(l - t) i) +ro )(l+roi)

2
x x
(1
+ f) - m (l (1 + m)(l + mi)
3
t)
which depends on m.

exist.
is
dx
discontinuous at
does not by showing that lim -.Q OX
DEFINITION 4.1. Let/Os) be differentiable at z = 20. If, furthermore, there exists a circle with center at ZQ such that /() is differentiable at every interior point of that circle, we say that f(z) is regular, or analytic,
ZQ. Analyticity at a point is stronger than mere differentiability at If /(z) is not analytic at 20, we that point (see Prob. 10 of this section). is that a of ZQ say f(z). singular point
at
Example
f(z)
(x 4-
4.11.
2
t'/y)
We
=
show that
v
2
/(z)
z*
?/
is
differentiable
everywhere.
Since
x2
-f 2tf?/i,
we have
r
j
=*
x2
2
,
t>
2xy.
Hence
//
_ ~
_ ~
_ ~
~~
rt
_ _
it is
so that the
Cauchy-Riemann equations
hold.
Moreover
\-
obvious that the partial

2(x
(4.3).
derivatives are continuous.
Thus
f'(z)
c/X
=
c/3J
2x
-f 2yi
^2/)
" 2z.
We
could have shown that
f'(z) exists
and equals 2z by applying
if
/(z)
zn ,
n an
integer,
then/
(z)
nz!*~ l .
Example
4.12.
The reader should

\f(z)
verify that
if /' (z<>), g'(zo)
exist,
then
(1)
~
~
g(.
(2)
[/(s)(/(r)]i
We
assume that
/(z)
and
0(2)
have the same domain of
definition.
Problems u and v satisfy Also show that

1.
If
(4.5)
and
if
their second partials exist,
show that V*u
V*t;
0.
du du
dx dy
dv dv
dx dy
Give a geometric interpretation of
this last equation.
.
131
that
Remember
_ - du Vu
is
+
.
du j-
a vector normal to the curve u
constant.
satisfy Laplace's equation proves to be useful in the application of complex-variable theory to electricity and hydrodynamics.
The
2.
fact that
u and
must
Let
.
f(z)
,
u
x
+
=
Show
~.
that v(x, y)
be differentiate, and assume u is given such that V*u fy du(xQ. y) du(x. y) T dx + / . r Let ay. / dx dy Jyo Jxo
iv
0.
fx
f(z)
x*
3xy* -f
iv(x, y)
be differentiate.
3. 4.
Find
v(x, y).
Note that V 2 (x a
not differentiate.
z
Sxy 2 ) =
0.
Show Show
that f(z)
that/(z)
z*.
= -
x
x*
iy
is
3xy
iy)
-f t(3x*y
.v)
j/*) is
analytic everywhere.
?^(z,
Then show
0) -f
it;(2,
that/(2)
5.
lif(x
?/
u(x,
*v(x, y),
y.
show that/(z)
that sin 2
0).
Let sin
sin
x cosh
-f- ^
cos x sinh
Show
is
analytic every-
where.
Is this definition of sin z consistent for z real?
Define cos z
dz
and
show that
7.
sin
z -f cos
2
z,
1.
6. If f'(z)
show that/() constant. Prove the statements in Example 4.12.

for all
8.
If/00
a n z n -f an-ix"- 1 -f
-f
V
Ar-O
a*^,
show that f (2) -
Y
na n 2 n
~1
for
9.
If
/()
a2
tt
converges for
|z|
<
R, show that/' (2)
g\z\
10. 11.
<R
//
Show that /(2) = x 2 2 is differentiable only at the Assume /'(a) and g'(a) exist, g'(a) ^ 0. If /(a)
z-+a g(z)
origin.
gr(a)
0,
show that
g'(a,y
4.7. The Definite Integral. The reader is urged to read first those sections of Chap. 10 concerning the uniform continuity of a continuous
function, rectifiable Jordan curves,
the
Riemann
integral,
and Cauchy
sequences.
Jordan
z
Let F be a rectifiable curve 1 joining the points
a, z
ft.
Let
f(z)
be a continu-
ous complex function defined on F. We are not concerned with the definition of f(z) elsewhere.
Neither do
we introduce the differentiability of The Riemann integral of f(z) f(z).

over F
is
o
FKJ. 4.2
whatsoever.
1
defined as follows: Subdivide F into n parts in any Call the points of the subdivision a = zo, z\, z%,
.
manner
.
Zk,
Called a simple curve.
132
. .

,
2n
i
(see Fig. 4.2).
On
1,
each of the paths

{2,
. . .
zoZi, ZiZ 2
.
I,
2n-i n choose a point
*,
&+i,
.
,
n,
and
form the
partial
sum
If
lim
n
>
Jn = J
exists
and
is
unique independent of the choice of the
&
as
and independent of the method of subdividing F provided only that, n tends to infinity, the maximum of the arc lengths from z*_i to z*,
2,
,n, tends to zero,
we say that f(z)

dz
is
Riemann-integrable
over F and write
j =
Jot
y(D
P P
f( 2 )
over T
(4.7)
/(*)& = yr if(z)dz
This definition agrees with the definition of the Riemann integral of realvariable theory if F is a section of the real axis, F: a ^ x ^ 0, and if f(z) is a real function of x. We now show that, if f(z) is continuous on the rectifiable Jordan arc
given by x = /(/), ?/ = ^(0> ô ^ ^ ^ <i, then the Riemann integral of /(z) over F exists. The proof proceeds as follows: Let us first look at any b and consider arc of F joining z = a to z
where
is
any point on the
arc joining z
a, zi, Z2,
.
=
.
a
,
and
b.
further sub-
division of this arc into ZQ
zn
6 yields the partial
sum
defined as in (4.6),
n
Now 5 =
so that
2*-,)
/({)(&
a)
/(()
w
V
k=l
(^
_ ^,) =
k
-1
S - Sn =
(/({)
/(&))(*
*-i)
If
furthermore the 6 is o-, then

n
maximum
variation of /(z) on the arc joining z
a,
|S
- 8n
\f(&
/(&)| |*
ft-il
<r
k*
-i|
<rL
(4.8)
where L
is
133
the length of arc from z
a to
6.
Why
is
he important in what follows. Now we use the property uniformly continuous on F. Choose a subdivision of F so maximum variation of /(z) on any segmental arc of the suband obtain J\ [see (4.6)]. Now impose a finer subdivision is less than This result
will
that f(z) that the
is
on the previous subdivision such that the maximum variation of f(z) on any segmental arc of the new subdivision is less than 1/2 2 and form a J 2 for this subdivision. Continue this process. For </ the subdivisions are so fine that the maximum variation of /(z) on any segMoreover the maximum subdivision tends mental arc is less than l/2 n
division
,
to zero in size.
We
obtain the sequence of complex numbers

,/!,
J2 J8
,
. ,
,/,
(4.9)
We now
of F.
show that lim J n

n
*
exists.
Choose any
>
0.
is
We
can find an
n integer no such that l/2
Now
for
m ^
< e/L for n n ^ HQ we have

\J m
no,
where L
the length of arc
Jn\
<^L L
<
(4.9) is
using the result of (4.8).
Hence the sequence

lim
n
Cauchy sequence
and
Jn = J
We
&.
must now show that J
is
For the new choice
of the
& we
.
the same limit for any other choice of the obtain the sequence
If
. . ,
Tf
j,
Jf
2,
t/
n,
and by
exactly the
same reasoning
n>*>
as above
we have
lim J' n
J'
But
\J n
J'n\
< (V2 n )L, and we
leave
it
to the reader to
show that
this
implies
J =
J'.
The final step is to show that the same limit J occurs for any other method of subdividing provided the maximum length of the subdivisions K n ... of partial tends to zero. For any other sequence K\, K*, sums of the form (4.6) we can superimpose the subdivisions which yield
.
.
134

(4.9).
K n on the subdivisions of J n of
Then
from
(4.8).
We
leave
it
to the reader to
show that lim

n
Kn
lim
n
*
Jn
The reader is referred to that excellent text Dover Publications, 1945, for a much by Knopp, "Theory clearer expository of the Riemann integral. For the reader who has trouble in understanding what has been attempted let us note that if /(z) = u(x, y) + iv(x, y) and if T is given by
This concludes the proof.
of Functions,"
x(i),
y(t), to
fa,
then dz
= dx
dy,
f(z) dz
u(x, y) dx
v(x, y)
dy
i[u(x, y)
dy
v(x, y) dx]
so that
it
would be
logical to define
fr f(z)
dz
jr u(x,
y)
dx
v(x, y)
dy
i
+
where
theory.
I
[|r
u(x, y) dy
v(x, y)
dx]
(4.10)
u(x, y) dx, etc., are the ordinary line integrals of real- variable
It is
not very
difficult to
show that
this definition
and existence
of the line integral agrees

f(z)
with that discussed above for a continuous and hence a continuous u(x, y), v(x, y). In particular if the Jordan
is
curve
regular in the sense that
-rr
and -~ are continuous, then
(4.10)
becomes
'
dz
(*(<), y(t))
^
f(z) dz,
v(x(t),
y(0)
dt
j
(x(0, y(t))
where
v(x(f), y(t))
dt
(4.11)
Example
4.13.
We
1.
evaluate
/(z)
and the curve F
is
given as
the straight line joining the origin and the point

y
(3, 4).
F may be written x
3,
4J,
Along F
/()
x -f ty
is z
(3 4- 4i)(
Moreover the vector

/(*) dt
z to the
curve
(3 -f 4i)i so
that dz
(3
-f-
4t)
rf<
and
(3
4)"<
dt.
135
We
could save ourselves
all this
work
rp
if
we knew
that
f
for
zdz
a to
z
.
any simple path F from z Hint: subdivide F into a = z
=
.
/3.
.
Let the reader show that this

,
is
true.
z\,
z,
n
zw
0,
and consider
Zt_.(Zt
Zi-l
Show that J w
4- J' n
2
/3
a 2 and
,
let
z
>
In this example
we
notice that
dz depends only on the end points of V
and not
on r
itself.
The
4.14.
significance of this will
become apparent
in the next section.
Example
from
(0,
We
evaluate
f(z) dz for /(z)

t,
iy
*
with F the straight

fl,
line
0) to (1, 1).
Here x
t,
^
(1
1, 2
O/
dz
(1
t) ctt
so that
Jr /(z)
For the same/(z)
(0, 0)
dz
=
JJ
?)(!
^ =
to
(1, 0),
let us take F as the sum of the two straight-line segments, one from the second from (1, 0) to (1, 1). For the first path x = t, y * 0, ^ t
^ l,sothatdz = d dx = 0, y ,
dt
and/(z)
=
t
and
1,
f(z) dz
\.
Along the second path

so that
a:
1,
yi'i
=* i dt,
^
dz
and
/(z)
- 1
i<
JTs
Hence
r
/GO
i
Thus, for
/(z)
iy,
the line integral
is
guess that the nonanalyticity of /(z)

will verify this fact.
x
**
ly
not independent of the path. One may may be the answer. The next section
is
Example
4.15.
The
function /(z)
1/z
except at the origin. Let us compute ff(z) dz, where F is a sin center at the origin. It is easy to see that z = a (cos 4Hence dz sin sents the circle. + i cos 0} d0, and a(
i
continuous and analytic everywhere circle of radius a with

0),
:S
2ir,
repre-
sin
cos 8
9+ i cos + i sin 8
=
'2r
8in(>
c08(, )(cosfl
_i 8ine)(W
shall see that the Even though /(z) is analytic on F, //(z) dz 5^ 0, in this case. accounts for this fact. Notice that the singularity of /(z) at the interior point z value of the integral is not dependent on the radius of F. Indeed, it will be shown
We
136

its interior,
that for any closed rectifiable path F, with the origin in
one has
r z
Problems
ft
1.
Show
Show
that f
z*dz
z
=
)
Ja
i(/3
27rt
).
2.
that
f(z -
m dz
if ra
if
^ w = -
1
1
a positive or negative integer, if the integration is performed around the circle F with radius a and center z The integration is performed in the counterclockwise
.
sense.
3.
Define t
|/(z)| \dz\,
and show that
\Jr f(z)dz
4.
fr
\f(z)\\dz\
Show
that
J <x
6.
ff&dz
= -
f
J&
f(z)dz.
(r)
If \f(z}\
M along F and L
(F)
is
the length of
F,
show that
f(z]
dz
LM
for r constant?
6.
Why
is it
that
cf(z) dz
/(z)
f/2
7.
Why
is it
that
/
8.
Evaluate
^ 2 dz = + / 2 d? Jr /iGO + f^f*(z) Jr [/i( (z + ||) dz, where F is the straight line from (0, 0)
)
2(
)]
to (1, 1).
Do
the
9.
same
for the other

/
path discussed in Example
4.14.
is
Evaluate
along the path F consisting of FI and F 2 where FI

,
the straight
line
from
(1,
0) to
(|z
|,
0)
and Fs
is
the arc of the circle from
(|z
|,
0) to z with center
at the origin.
Is the value of the integral single-valued?
4.8.
plex-variable theory
Cauchy's Integral Theorem. The fundamental theorem of comis due to Cauehy. There are various forms of this theorem. We present now a proof y) C(x, y) of one form. Let S be a simply connected open region such that the partial
derivatives of u(x, y} and v(x, y) are continuous and satisfy the
Cauchy-Riemann equations,
f(z)
u(x, y)
iv(x, y)
at every point of S.
for f(z) to
In Sec. 4.6 we saw that] these conditions were sufficient be analytic in S. We shall show that, if T is any closed simple
curve inside S, then
j) T
137
f(z)dz
=
Cauchy's integral theorem.
(4.12)
The statement concerning

prove
first
(4.12) is
We
that $J(z) dz
for the rectangle
(see Fig. 4.3)
contained
real var-
entirely in S.
We
can obtain a single-valued complex function of the two
iables x
and y by defining
F( x
y)
f(t
ij/o)
dt
y i
f(x
it)
dt
F(XJ y)
is
the
sum
of the integrals of f(z) along the straight lines

is
AB
and
BC.
obtained by integrating /(z) along and DC. The integration of /(z) around the rectangle C in the counterclockwise sense is
Similarly G(x, y)
<f>
AD
c f(z)
'
dz
F(x, y)
G(x, y)
where
If
G(x, y)
I
Jyo
f(x,
it)
dt
I*
Jxo
f(t
iy) dt
we can show that
F(x, y)
G(x,
?y),
then
/(z) (p J c
dz
0.

dt V-^ OX
U*
(4.13)
J yo I/O
We
need
4-1 dx
f(*
Jx
+ W)
dt
/(x
iy
dx J yo
in order to obtain (4.13).
J yo
dx
real.
The student need only
These statements are proved in Chap. 10 for write / = u + iv and apply the theorems
u and
v
of real-variable theory to
is
separately.
The continuity
of
ox
used to perform the differentiation underneath the integral.
Also
we have
dF = jj
dC
1
if(x
iy)
=
=
.
.
if(z)
f(x
...
+ iy)
.
/(*)
*
dG Ty
** + *)
.
^^
df(t
(4.14)
iy)
138
As
yet,
we have not made use

df
of the
Cauchy-Riemann equations.
.
Thus
du dx
f(jc
dv
dv
du
dy
__
du
dv
dx
dx
,
'
dy
f v df(x
\dy
it)
Hence
dF =
+
dt
L
is
dt
f(x
+
c.
iy)
(4.15)
Similarly
at
^,
and hence dF = dG, F =

zero.
cte,
Since
a)
F = G =
(#o, 2/o),
the constant c
(ft
This proves that

is
f(z) dz
0.
We now consider
/()
where Fo
any closed
rectifiable
Jordon
curve lying inside the rectangle ABCD. Parts of the curve may be segments of the sides of the rectangle (see Fig. 4.4). Let P(x, y) be any point on F and define F(x, y) at P in exactly the same manner in which
,
F was
defined at C(x, y).
From
dx
(4.14)
and
f(z)
(4.15)
dF
+ = f(z) (dx +
dz
dy
i
dx
+
i
if(z)
dy
dy}
J
=
(f>
I'o
f(z) dz
Hence
where
<f>
jTo
f(z)
(f)
dF -
r/T
/ To
<f>
dV =
To
Certainly /df = fdV = 0. The final part of the proof uses the following reasoning: Let F be any closed simple curve in S. F is a closed set of points. Now S was assumed
f
F =
zT.
to be an open set.
its
we adjoin to S we obtain S, a boundary points, closed set, consisting of S and the

If
boundary
a
of 8, say, F.
There
will
be
minimum
distance between F and
fore
A
/
T not equal to zero. We can thereimpose a fine enough mesh on S

(the
mesh
consists of rectangles) so
0>
that the rectangles which contain the
The
points of F will be entirely in S. over all integration rectangles interior to F plus the integration of f(z) over those boundaries which include F vanish from the above
results.
However,
all
integrations over the rectangles interior to F
vanish in pairs, leaving

f(z) dz
<j)
=
u and
=
(4.16)
v
The
condition that the partial derivatives of
be continuous
can actually be omitted.
The proof
that <b f(z) dz
for the rectangle
139
as follows
:
C under
First
the condition that /(z) be analytic in

(p
S can be shown
assume
/(z) dz 7* 0.
Subdivide the region
(C and
its interior)
into four
new
regions (see Fig. 4.5)
by halving the
sides of the rectangles.
Now
pairs.
(p
/(z) dz equals the
sum
of the integrals of /(z) over the boundaries
of the four
new
Hence at
regions since the internal integrations cancel each other in least one of the four integrals does not vanish. We
(p Ci /(z)
J
choose that boundary Ci for which

,
dz
has the largest value.
Again we subdivide, choose C 2 and continue obtain a sequence of regions /?, Ri, ff 2 such that ,C W C, Ci, C 2 C 3
.
this process indefinitely.

.
,
We
/?,
with boundaries
(D
2,
f(z) dz 7* 0.
The regions R n n =
,
I,
... are closed and bounded sets, and the diameter of R n tends to zero From the theorem of nested as n > oo
.
,
-H--
Chap. 10) there exists a unique Fio 4.5 point P which belongs to every R n J = 7 n be the point z Let Obviously z is interior to 1, 2, 3, or zo lies on C. Hence /(z) is differentiate at z = zo so that
sets (see
.
.
/?,
/(*)
/(*o)
+/'(2o)(z
*)
z
.
e(z, z )(z
fl
where
t(z, zo)
tends to zero as z tends to
Hence, given any

that
|c(z, z )|
>
0,
we
can pick a region on C n Now

.
Rn
with boundary
C n such
<
eo
for all z
But
Cn
cfe
f
./Cn
f'(z*)(z
dz
so that
<fc
dz c n /(z)
yCn
e(z
)(
o)
Remember
that
$ dz
0,
j>z dz
0.
eo
sufficiently large so that
|c(z, ZQ)|
<
,
for all z
For any positive e we choose n If l n is the length on (7 n

.
of the diagonal of the rectangle

/(z) dz
Cn
\z
then
z
|
|dz|
since l n
= L/2 W where L
,
is
the length of the diagonal of C.
Hence
<
4n
4L
L2
140
Since
zero.
eo

can be chosen arbitrarily small, the constant
u)
/(z) dz
must be
The proof of Cauchy's theorem follows then the same manner as demonstrated above. This proof is due
Q.E.D.
in exactly to Bliss in
the American Mathematical Society Colloquium Publications, vol. 16.
A very strong statement of Cauchy's theorem is as follows: Let F be a simple closed path such that /(z) is analytic in the interior R of F and such that /(z) is continuous on F. Then
ff(z) dz
=
of /(z) on
The proof is not trivial and is omitted here. Continuity this case means lim /(z) = /(f ), f on F, z on F or in R.
in
We now
theorem
z
:
state
some immediate consequences
of
Cauchy's integral
A. Let /(z) be analytic in a simply connected region R.
For
a,
0, in
R,
independent of the simple path chosen from z = a to z = /3 provided the path lies entirely in R. Let the reader verify this statement. B. Let /(z) be analytic in a region R bounded by two simple closed
is
paths Ci, C 2 (see Fig.
4.6).
Then
(p
/(z) dz
C'i
(D
J Ci
/(z) dz
'
provided
both integrations are done
in a clockwise sense or a counterclockwise
Fi.
sense.
4.6
Fig. 4.7).
The proof is as follows: Construct the paths From Cauchy's theorem
AB
and
EF
(see
Adding yields
and
/(,) dz
/(,)
141
C%.
Notice that nothing need be known about f(z) outside of Ci or inside of and C*. We have assumed f(z) continuous on C. For Fig. 4.8 let the reader show that
<j>
T%
f(z) dz
dz
+
<f>
r j(z)
dz
is
/(z) is analytic inside

To,
FI,
F
FI,
and outside FI and F 2 and

F2
.
continuous on
F2
Generalize this state-
ment
for the curves
.
,
D. Let /(z) be analytic inside a simply connected open region R,
and consider
=
where
zo
f'f(t)dt Jzo
and
is
z are in
of integration is
The path R. omitted since the

Hence
z
FIG. 4.8
integral
independent of the path (see A).

Az)
F(z
F(z)
f
Jz
f(t) dt
dt
We choose
tion.
the straight-line path from z to
Then
F(z
0^/x^l, + Az) - * "Jo

M Az,
z,
along this path, dt
Az as the path of integra= dp Az, and

n Az)
f(z
Since f(z)
is
analytic at
/'(*
and
where
lei
f(z
+ n Az) = f(z) +
>
Az
(4.16')
as &z
0.
Hence
Jo
It is
rd + r Azff(g) Jo
+^ r
Jo
obvious that
so that F(z) is analytic in R. E. Let f(z) be continuous inside a simply connected open region
and assume
F(z)
f'f(t) dt
142
is

ZQ to all 2,
independent of the path from
We show that F(z) is analytic in R. The variable
the path lying entirely in R. t is simply the complex
The reader can prove this statement easily variable of integration. D. Continuity implies that as in enough by proceeding
f(z
z)
=/(z) +r,
(4.16")
where
>
17
as Az
0.
the analyticity of f(z) twice.

(4.16').
In the proof of D it was not necessary to use We could have used (4.16") in place of
of the integral calculus applies equally
F.
The fundamental theorem

complex
yields
well to the theory of

in
variables.
Assuming the conditions stated

F'(z)
F(z)
/(*) dt
/(a)
Let G(z) be any function such that G'(z)

(F(z)
f(z).
Then
j|
G'(*))
and F(z) = G(z)
C.
Hence G(z)
G( Zo )
- C =
Jzo
f* f(l)
dt,
- C =
l'"f(0dt
so that
0(z)
-G(*o) = Jf'f(t)dt 20
2
As a simple example,
dz
1(0
a 8 ) since
-7-
^2
(|0
2
.
Problems
1.
Show
that
(7)
^
Z
ZQ
=
if
2iri for
any simple closed path
r, z
in the interior of T.
Show that
2.
u)
--Z
ZQ is exterior to F.
Evaluate u) ----- for any simple closed curve F enclosing the circle r
1.
Use
8.
for all simple closed paths, /(z) not analytic. Docs this contradict Cauchy's theorem? 4. Let/(z, /) be a complex function of the complex variable z and the real variable /.
above, and write I/ (z* I/ (z z) Construct a function f(z) such that
1)
1/2.
f(z) dz
Assume J(z
t)
and
-^-^
analytic in z for
U ^
^
dz
t\ t
and consider
F(t)
f'f(z,
/)
If,
143
furthermore, -^ vt
(z, t) is
continuous in
and
t,
show that
f*G(u)du -
F(t)
F(t
i
6.
/>/.*&*
in a
Let
/(z)
and
#(z)
be analytic
simply connected region R.

*f(z)g'(z)
From
+ f'(z)g(z)
show that
-/()?() - [* Ja
The path
of integration
g(z)f'(z)dz
from
a to
|8
lies in 72.
A truly fundamental consequence of 4.9. Cauchy's Integral Formula. Cauchy's integral theorem of Sec. 4.8 is the following formula due to Cauchy Let /(z) be analytic in the simply connected open region R, and Then let F be a simple closed curve in R.
:
a is an interior point of F. The sense of integration around F z such that as we move around F the region containing z = a lies to our left. The proof is as follows: From Sec. 4.8B we can replace the curve of integration F by any circle F with center at z = a, F interior to F.
if
is
Then
27rz
jYz
2iri
/TO
!_
f(z)b(- sin
b (cos 8
2*i Jo o
+ icos 6) dB + i sin 6)
+
i siri ^)1
rf<9
+
since 2
6 ( cos ^
17/ )
fr(cos B
.
i sin 6),
is
^
i
27r,
is
the ecjuation of
a,
the radius of F
Since /(z)
/[a
continuous at z
we have
i\
6(cos ^
sin 0)]
/(a)
where
17
>
as
fe
* 0.
Hence
f
>2r
sin B)] dB
2ir/(a)
+
=
**
17
d0
and
/
I
lim ^*v
ô
f[a
Jo
6(cos
+ i sin
B)]
dB
/(a)
144
Since the left-hand side of (4.17') is independent of 6, (4.17) must result. We can now observe one important consequence of analyticity. To evaluate the right-hand side of (4.17), one needs only to know the value
performed, the value to be analytic inside F, if /(z) is continuous on F so that Cauchy's theorem holds, then the values of f(z) interior to F can be determined if we know only the values of /(z) on F. Analyticity is, indeed, a powerful condition. Since /'(a) is known to exist, we may hope that /'(a) <<an be obtained from (4.17) by differentiating underneath the integral. If this were
of /(z)
on the boundary
F.
After the integration
is
of /(z) is
known
in the interior of F.
Thus,
if
f(z) is
known
possible,
we would obtain
() d*
r (z
a)
' v (4.18)
Let us prove that (4.18)
is
correct.
We
have
dz
f(a
/(a
+ +
=
ft)
h)
- /() = - /(a)
Since /'(a)
lim
Ji->0
-^
r J^ 2iriT
_
(z
f(z) dz
a)(z
_
h)
(z
^-^ we need only show that
to obtain (4.18).
a) (2
a)
h)
a)
Consider
'.
a)(z
ft)
(z
(z
a)*(z
h)
For
ft
sufficiently small it is easy to see that

a) (2
all z
IS
uniformly bounded for

turn yields (4.18).
By
on F, so that as h > (4.19) holds, which in mathematical induction let the reader show that
(4.20)
Equation
(4.20) derivatives. It
embraces Cauchy's integral formula for /(a) and all its is important to note that analyticity of f(z) is strong enough to guarantee the existence of all derivatives of /(z). In realvariable theory the existence of f'(x) in a neighborhood of x = a in no way yields any information about the existence of further derivatives of f (x) at x as a.
Problems
1.
145
C.
Let f(z) be analytic within a circle C of radius R and center be an upper bound of |/()| on C. Show that Let
a, f(z)
continuous on
2. If /(z) is analytic for all z it is said to
Prob.
to
show that an
a constant
entire
bounded
if
be an entire function. Use the results of bounded function must be a constant, /(z) is said to be exists such that |/(z)| < J\f for all z. Hence prove the first
theorem of Liouville that a nonconstant entire function assumes arbitrarily large values (in absolute value) outside every circle with center at z = 0.
3.
Consider the polynomial

/(z)
aoz
aiz*"
a 2 z"- 2
an
Show
that
I/WI
there exists an 7? such that, for z\ > R, \f(z)\ > M. for all z, and consider be the polynomial of Prob. 3. Assume /(z) 5^ = l//(z). Why is g(z) an entire function? Use the result of Prob. 3 to show g(z) that g(z) is a bounded entire function. Since g(z] ^ constant, use the result of Prob. 2 to deduce that a z exists such that /(z ) = 0. This is the fundamental theorem of algebra (Gauss). Deduce that /(z) has n zeros. 6. Prove Morera's theorem: If /(z) is continuous in a simply connected region R and if y/(z) dz for every simple closed path in R, then /(z) is analytic in R. 6. Prove (4.20) for n = 2. be a sequence of functions analytic inside and on 7. Let n (z), n 1, 2, 3, the simple closed curve T which converges uniformly to <p(z}. Show that <p(z) is
Hence show that for any positive

4.
Let
/(z)
()
<f>
analytic inside T.
4.10. Taylor's Expansion. could be written as infinite
In real-variable theory certain functions

series, called
Taylor's series or expansion.
For example,
+
I
+
I
**'
jr-.
2!
+
I
+.+
I
**'
n\
\ = / Lj
**
,
n\
00
""
V
n-O
n (-i) ^ 2n+i
LI
(2n
1)!
In
(!+)-,
-++
T2
T3
+ LC
1V
~1
J-"
+"n
n-1
The
function /(x)
/(O)
e~ l/xt x
,
0, /(O)
0, is
such that
=/(0) -/"(O) =
/<>(0)
146
ELEMENTS OP PURE AND APPLIED MATHEMATICS

this function has
However,
no Taylor-series expansion about x

if
0.
We
shall find,
however, that
f(z) is analytic at z
a,
a Taylor-series
expansion will exist for f(z) at z = a. Remember that analyticity of /CO at z = a means differentiability of /CO for all points in some neighborhood Before proving this result the student should review the of z = a.
and theorems involving infinite series (see Chap. 10). The and uniform convergence of series, and the theorems regarding term-by-term integration and differentiation of a series, apply equally well for an infinite series whose terms are complex.
definitions definitions of convergence
We now proceed to the development of Taylor's theorem. Let f(z) be a function analytic in an open region /?, and let zo be an interior point
00
of R.
There
exists a
unique power
series
} a n (z
n
ZQ)
such that
n=0
(4.21)
for all z in
some neighborhood
of z
The
series (4.21) for

all z
/CO con-
verges to /CO for
inside a circle
surrounding z
ference of
and the circum-
larities of /(z)
contains those singuwhich are closest to

zi is
ZQ.
point
said to be a
if
singular point of /(z) analytic at z = z\.
/(z) is
not
We proceed to the proof. Let C be the circle mentioned above. C has

the property that there one point on C at which
analytic.
at
is
at least
/(z) is
not
Moreover
/(z) is analytic
FIG. 4.9
every interior point of C. Now be any interior point of C, and construct a circle F with center ZQ
let z
containing z in
its interior,
Let f be any point on
F.
interior to C (see Fig. 4.9). From Cauchy's integral formula
_df
z
_
2
7r
(f
so)
(z
(*
.)/(f
(4.22)
*.)]
Z
147
Since
r
2o
<K <
(see Fig. 4.9),
we have
Equation
(4.22)
(Z
2o)/(f
___ 2
( >)
LZJ?V
n-0
becomes
00
The uniform convergence

integration, ^
of the series
y
n=
\n+i
>
^ ^^ e variable of
summation.
and z Hence
fixed,
enables us to interchange integration and
oo
= ^
a n (z
20)"
To show
uniqueness, assume
/(*)
=
n
=
60,
for all 2 inside f.
For
20
we have a =
n
)
so that
a(2 for all 2 inside C.
>
6 n (2
2 )"
(4.23)
But
00
(4.23) implies
(Z
2o)
>
a n (2
2o)
n~ 1
(2
2o)
148

Y
,
for all z inside C
which in turn implies
a n (z
so)-
= =
for all z inside
with the possible exception of
ZQ.
Hence
lim
2
Zll
Y
^*
H
3= 1
a n (z
2o)"~
liin
Y
*-^
f)
6,,0
1
w
5-0)
Z~2o
so that
?>i.
By mathematical
.
induction the reader can show that
on
6n
n =
4.16.
0, 1, 2,
Q.E.D.
defined
cos
Example
The
function
./(z)
by
-f /r*
/(z)
is
= K
//
sm
?/
easily seen to
be analytic everywhere.
/'(z)
We
er
have
=7: nj"
~
dx
cos y 4- 2e* sin y
/(z)
so that
by mathemat)(;al induction / (u) (2) =

00
/(z)
and / lw) (0) =/(()) =
1.
Hence
Z2
We define /(z)
to be
e* s= e x c iv .
=
j
e T (cos
sin
iy)
We note that,
ez
multiplication of the series representing
reduces to e x By direct can be shown that e z e*i e****. An easier way is the following: Let the reader
if
z is real, /(z)
p*i
and
it
show that
a.
-jdz
f"~ z
e a ~* for
any constant
Then
__
(
Q
"*
so
2
that
e*e a
is
= =
0,
and we have
so that
independent of z. Let ~ e ze a z ~ e. Now let

e*e*i
2 -f Zi
e*+*i.
From
this
result
|
we havpe*"
Let the reader
cos y -\- i sin y, y real. show that this result of
FIG. 4.10
Euler's also holds for y complex. Example 4.17. Let us define Ln z as follows.
than
0,
r(cos
sin 0)
re*
Let z be any complex number other from Example 4.16, TT < ^ IT. We
evaluate
Ln
along any curve T not passing through the origin or crossing

1
the negative x axis (see Fig. 4.10). We can replace T by the path from x followed by the arc of the circle with radius r and center at z = until
to
= r
2.
we reach
This yields
T
r
149
Ln2 =
= = Ln
2 is single-valued
f
/
Ji
In r
dx x
-f-
h
iO
e ire"? d<f>
Jo
re ttf>
T~
In
\z\
-f i
Arg
and analytic everywhere except at 2 =0,

2
since
-7
-.
For
real
and
positive,
Ln
becomes the ordinary log e

z
x.
It
is
easy to show that

/
d*
Ln
r/2
2
_
=
fc
I
'
dn
'
z2
z
1 )
dz n
z
Lnz _
1)2
'
(n
sn
__
1)!
j^+i
'
so that
Ln
_
~
(z
^T
1)3 ~
"
Why
If
we had not imposed
does the series expansion for Ln 2 converge only for \z ir < 6 ^ TT, then Ln the condition
1|
<
1?
would not have been
single-valued.
Let the reader show that for this case
In z
= f*Q = l n
z
\
-f t '(Arg z -f 27rn)
where n
integer.
is
integration
path of integration r encircles the origin. If the a clockwise fashion, n is negative; otherwise n is a positive Let the reader show that
the
is
number
of times the
in
performed
Ln(-l) -TI In 2122 = In 2i {- In 22 Ln xijr<> = Ln xi + Ln x>
-f*
2
zirifi
x\
>
0,
xz
>
Ln 2 is called the principal value of In z. We imagine a cut exists along the negative a x axis which forbids us from crossing the negative x axis. We call the point z branch point of In 2. If we wish to pass from Ln z to In 2, we need only imagine that as we approach the cut from the top half of the z plane we have the ability to slide
under the cut into a new
z plane.
In this new Riemann surface, or sheet, we have
ln (1) 2
If
= Ln
2iri
we now swing around the
origin
and
slide into
a new surface,
4rt
we have
ln (2 > 2
= Ln
This process can be extended indefinitely.

ln<*> 2
is
On
each Riemann surface

2*ki
- Ln
2 -f
a single-valued function. 1/(1 Example 4.18. The function f(z) please, has for its only singularity the point
/(z)
2), z 7* 1,
/(I) defined in
any way we
1.
The
Taylor-series expansion of
about
must converge
for
|z|
<
1.
Indeed
f(z)
(4.24)
n~0
converges for
|z|
<
and can be used to represent 1/(1
z) for
|z|
<
1.
Let the
150

1
reader show that
d"
nldz* \l 1
z)
\l
zj
Uo
n =
z
0, 1, 2,
...
The
series expansion of 1/(1
about the point
i/2 should converge for

i
since the point
from
1
We
= ?/2 write
I
is
\/5/2 units
-z
i/2
nb !
The
circles of
:
(
2]
*
=
1
convergence,
,
and
overlap (see Fig. 411).
In this shaded region of overlapping, (4.24) and (4.25) converge to the same value of 1/(1 z). Equations (4.21) and (4.25) are said to be analytic continuations of
each other.
Problems
Obtain the Taylor-series expansion of sinh 0. same for cosh z s (e* -f e~ f )/2 about z
1.
~j-
z s= (e*
e~*)/2 about
2=0. The
1
2 -f sinh
Show
that
cosh 2
z,
sinh z
cosh
z, -7-
cosh z
sinh
z.
2.
Show
that
Ln
00
(1
+
n
(-1)"
2)
w
(z /n\) converges for all
z.
B.
Show
that
Multiply the series
^ n-0
n (z /w')
and
00
I
4. If
to obtain
e*e*i
one defines tan"

tan"" 1 z
e 2rtt*
1 by tan"
= f
>
,
what
difficulties
occur?
How
n an
can one make

5.
a single-valued function?
1 if
Show
that
is
an
integer.
If e +a
*,
show that a =
2irni,
integer.
6. Define w \fz as that function w such that w* = z. If z = re**, w? r also. that p - \/7, ^> - r/2. Since z - re *+ 2T) show that ? 0/2 show that w is double-valued. Construct a Riemann surface so that
(
,
pe i<p
show
For
0,
is
single-
valued.
7.
Is the origin
a branch point?
z
If
w - Ln
z,
show that
e-.
Hint:
Ln
In
\z\
-f i0,
"
<aU!+*.
8.
IP
151
e" "'.
1
Define
sP,
a complex, by the equation

that for this case
-T
00
z"
.
How can one make
single-valued?
Show
as** 1
9.
Let /(*) be analytic for
|z|
<
JR,/()
Y
n-0
a*
n.
Show
that, for r
< R
n-0
be analytic in a simply connected region 7? bounded by a simple closed be an interior on r, so that Cauchy's theorem applies. Let continuous path T, f(z)
10.
Let
/(z)
00
point of
radius
so that f(z)
^ a n (z
n=
n
( >)
.
Let
be a
circle
with center at
z<>
and
it
is
r,
inside
r.
Show that
f r
|o
\Qi\*r*
|a 2
r 4 -f
|a
|'
if
assumed that |/(zo)| *= 1/00 theorem, which states that |/(zo)|

1
all
R>
|/()| for all
Hence prove the maximum-modulus z in /if implies 2 on T if/(z) 5^ constant.
4.11.
that,
if
exists.
An Identity Theorem. Analytic Continuation. We have seen a function f(z) is analytic? at a point 20, a Taylor-series expansion If one desires, then, one could define the class of analytic func00
tions as the totality of series of the

radii of convergence.
form
N a n (z
n=
n
)
with nonzero
of each other.
Some of the series would be analytic continuations Thus one could start with a particular analytic function
f(z)
Now
H a n (z ZQ) which converges for all z such that \z 2o| < r 7* 0. n-O choose a point, z\ inside this circle. Since /(z) is analytic at z\, we
t
can find a series expansion for/(z)

00
in the
form
Y
n=0
b n (z
Zi)
which
converges for
\z
all z
such that
ri
zi\
<
This new region of convergence may extend beyond the original circle of
p an analytic continuaAll of them represent the original tion of its predecessor, and conversely. One f(z), which has now been extended to other portions of the z plane. might naturally ask, if a point z = f is reached by two different paths of analytic continuation, do the two series representations thus obtained
convergence (see Fig. 4.12). This process can be continued.

series is
Each
152
converge to the same value in their common region of convergence? We cannot answer this question until we prove Theorem 4.2. THEOREM 4.2. Let f(z) and g(z) be analytic in a simply connected open region R. Assume f(z) = g(z) for a sequence of points z\, zz, zn in R. having z as a limit point, z t i = 0, 1, 2, n,
.
.
Then /(z) s g( z ) in R. The proof proceeds

/(zo)
lim /(zn)
n
zo,
lim g(z n )
n
>
as follows: First note that f(z n ) = g(z n ) so that = 0(z ). Moreover, since /(z) and 0(3) are
analytic at
g(z)
=
fc-0
b t (z
and
/(ZQ)
0(20) implies ao
/>o.
Hence
(Z n
Zo)
y
Ar-1
. .
fr
(2 n
So)*"
(Z n
So)
/
Ar-1
for
n =
1, 2, 3,
This implies
for
n =
1, 2, 3,
....
oo
Hence
lim
a t (2 B
zo)*"
lim
b k (z n
which implies ai = 61. By mathematical induction the reader can show This shows that /(z) s= gf(z) for some that a n = 6 n n = 0, 1, 2; neighborhood of ZQ. This neighborhood (a circle) extends up to the
.
. .
.
nearest singularity of f(z) or g(z).
Now
let f
construct a simple path To from
z$
boundary
p.
of
(see Fig. 4.13).
to f lying entirely in /. Call the shortest distance
be any point of J?, and Let F be the
from F to
F,
radius of convergence of f(z) about z = 20 is ^ p. Why? Now choose a point Zi on F interior to the circle of convergence of /(z) and
The
Since /(z) and g(z) are identical in a neighborhood of z\ ZQ. prove in exactly the same manner as above that /(z) = g(z) for some circle of convergence about z\ whose radius is greater than or equal to p. Let the reader show that z = f can be reached in a finite number of steps. When f is interior to one of the circles of convergence,
g(z)
about
we
easily
/(f)
153
It is important to note that at 0(f)> which proves the theorem. each point zo, Zi, 22, Zk the actual given function /(z) and its derivatives are used to obtain the Taylor series expansion of /(z). Analytic continuation is not used since we are not at all sure that the value of
,
FIG. 4.13
/(z) at z
would be equal to the value at z = f obtained by analytic That this is true for a simply connected region requires continuation. some proof. This is essentially the rnonodromy theorem, whose proof we omit. The formal statement of the monodromy theorem is this:
00
Let
be a simply connected region, and
let f(z)
= ^ a n (z
Zo)
w0
have a nonzero radius of convergence. If f(z) can be continued analytically from z along every path in 7?, then this continuation gives rise to a function which is single-valued and analytic in R. We now state some consequences of the identity theorem (a) The identity theorem holds for a connected region.
:
Let zi, z 2 z 3 be analytic at z = z zn sequence of points which tend to z as a limit such that/(z n ) = Then f(z) = in a neighborhood of z ZQ. 2, 3, ....
(6)
Let
f(z)
be a
0,
1,
Let /(z) be analytic at z f(z) ^ constant. A neighborhood, N, of z zo can be found such that /(zi) ^ /(z ) for z\ in N, z\ 7* ZQ. (d) Let /(z) and g(z) be analytic in an open connected region R. z in #. It can be shown Assume / (n) (zo) = ^ (n) (ô), n = 0, 1, 2, .
(c)
,
that
/(z) ss gr(z) in 72.
Problems
1.
2. 3.
4.
Prove Prove Prove Prove
(a).
(6).
(c).
(d).
154
5.

Consider f(z)
sin
1
1.
-*
\z\
<
1.
Show
that f(z) has an infinite
number
of
Does this contradict (6)? zeros in the region |z| < b. Show that, 6. Let ?(x) be a real-valued function of the real variable x, a ^ x if it is at all possible to continue <p(x) analytically into the z plane, the continuation is
unique.
7.
Use the
Hint: Assume /(z) and g(z) analytic for z real, a results of Prob. 6 to show that
6,/(x)
^(3)
g(x).
><
n-0
is
is
the only possible definition of e*. a ^ aLlw Define 8. Consider z

.
and returning
to
z,
ft as the operator of continuation by starting at the path of continuation encircling the origin. Show that
Hint'
9.
Ln
Let
In
|z|
-f-
t'0.
After encircling the origin In 2

00
* In
|z|
+
2o)
^0
n
2iri.
/(z)
be analytic at
Zo
so that /(z)
=*
y a(2
n-O
converges for
|z
2o|
<
/2.
0^5^
2r.
Show that/(z) has at least one singular point on the circle z = Zo -f Re* e Hint: Assume /(z) analytic at each point of the circle, obtain a circle of convergence at each point, apply the Heine-Borel theorem, and extend the radius of convergence, a contradiction.
,
4.12. Laurent's
Expansion.
generalization of Taylor series is due Let /(z) be analytic in to Laurent.
an annular ring bounded by the two circles KI, Kz with common center
z
a.
Nothing
is
2
said of /(z) inside

(see Fig.
4.14).
KI
or outside
Now let z be any point in the annular

Ci and a such that z is interior to the annular ring FIG. 4.14 Moreover lying between Ci and C 2 C\ and C 2 lie in the annular ring between K\ and K*. From Cauchy's integral formula and theorem
ring,
circles
and construct
Cz with centers at z
(4.26)
This result can be obtained easily by using the method found in Sec. 4.8B.
Now
(f
O)
(2
O)
__
(f
0)[1
/(f)
(2
o)/(f
O)]
Since
~~~
155
CL
<
<
1 for
f on
C^ we
write
(z
a)/(f
a)
n0
<*
and interchange the order
of integration
series.
and summation because
of the
uniform convergence of the
This yields
(42?)
-B^8^n
For the second integral
c,
-*',*...
_
2
7c, (f
a)
(2
a)
(z
o)[
(f
o)/(
a)]
Since
<
<
1 f or
on
t'i,
we
write
(f
a)/( 2
a)
Zv
Interchanging integration and summation yields
o.
2.
Ci
CO
(r
a)-'/(f) df
00
n =
a_ n (2
a)
00
1, 2, 3,
Hence
f(z)
= Y
n=0
a n (z
a)
+ V
n-1
2 fc
a)~
=
where
Si(z
a)
Sj (z
00
a)
+
a)
n
= Y
and
.
.
a n (z
a)
Y
n-l
a^ n (z
a)~
S*(z
a)
Since
(2
a)~
(w-f !)
/(2)
n~ l
(z
f(z) are analytic in the
annular ring
between KI and
an n
,
0,
1,
K^ we can choose any path of integration to calculate the 2, provided the path F encircles the point z * a
.
156

Hence we can write
exactly once.
/(z)
>
a n (z
a)"
(4.29)
/(f ) df
(f
n-O
^ -
U,
+1 1, +2 J,
a)
Equation (4.29) is the Laurent expansion of /(z) valid for all z in the annular ring between K\ and 2 We leave it as an exercise for the reader to show that &\(z) converges
for all z inside 7f 2
and that
$2(2) converges for all z outside K\.

is
The
common
Example
all z
region of
convergence
the above-mentioned annular ring.
4.19. Consider /(z) = l/(z l)(z 2). Certainly /(z) is analytic for such that 1 < |z| < 2. Let us find the Laurent expansion for/(z) in this region. We wish to write /(z) as the sum of two It is not necessary to find the a n of (4.29). We write series, one series converging for |z| < 2, the other for |z| > 1.
1
(-l)(s-2)
z-2
oo
11
n+l L, 2
z-l
ac
1111
for
|z|
21-Z/2
Li n = 1
zn
zl-l/z
, _
V ^L- V
2
n^()
The
first series
converges for
\z\
<
and the second
>
1.
Let us check this
answer by using
(4.29) to find the
er r,.
where T
|z|
is
2.
We
any simple path enclosing the write, for n ^ 0,

1
origin
and lying between the
circles
|z|
1,
__^_+_A_++^+ ^^
2
+_!_ ^
MSO^
l ;
IIence
_L.
^ ^^--^L,..
. A
Why?
find A, multiply (4.30) by f - 1, and then let f -^ 1. ** To find C, multiply (4.30) l/2 n+1 easy to see that n+1 Hence have Cso that C - 1
To
We obtain - 1 =
by
f,
A.
.
It
is
and
0-A+JS +
^
let r -^
We
l/2
53
=
1
Let the reader show that a n
for
<
0.
We had previously stated that z is a singular 4.13. Singular Points. point of f(z) if /(z) is not analytic at 20. If, moreover, f(z) is analytic for some neighborhood of 2 with the exception of 2 we say that 20 is an
,
isolated singular point. Zo| verges for \z
157
<
<
In this case the Laurent expansion of f(z) conr, where r is the distance from ZQ to the nearest
We distinguish singular point of /(z) other than z itself. 3 types of functions which have isolated singular points.
00
now between
Case
1.
The
series f(z)
a n (z
Z O ) M is
such that a n
0, for all
w-0
L-i
n <
at z
0.
We need only redefine f(z) at z to be a and/(z) becomes analytic A singularity of this type is said to be a removable singularzo.
00
ity.
Thus
f(z)
= Y
n~0
(z
/n\) for z
00
^
n
0, /(O)
2 can be
made
analytic
at z
by
2.
defining /(O)
lim
*-+o
T ^ n n=0
(z
/nl)
1.
Case
case
All but a finite
number
/(z).
of the a n
<
0,
vanish.
In this
we say
that
ZQ is
a pole of
We
write
'
(z
'
*)"
be a pole of order n.
If
and
zo is said to
ZQ is said to
be a simple pole of
easily verify that
is
/(z)
The reader can

if
|/(z)|
becomes unbounded as
zo is
a pole.
3.
Case
case
An
likewise called a nonessential singular point. infinite number of the a n n < 0, do not vanish. In this
,
A pole
is
we say
that zo
an essential singular point.
For example,
has an essential singularity at

essential singularity is
Theorem
4.3,
An important property of an 0. due to Picard, which we state with-
out proof.
THEOREM 4.3. In any neighborhood of an essential singularity a single-valued function takes on every value, with one possible exception, an infinity of times.
Let us consider
e 1/z at z
as an example.
Are there an
infinite
number
answer
of z in
is
any neighborhood of z = 2Tnt = 1, we have "yes"! Since e
for which e l/z = e 60 ? 1/z +* rni = e e 50 so the

;
The
equality
158
holds
limit
if

l/z n
2wni
50, or z n
infinite
e 60
.
1/(50
2irni).
3, etc.,
and we have an
sequence of z n
Let n = which tend to z
1,
2,
=
is
as a
zero.
and such that e 1/Zn
Let the reader show that the same applies

of z
to e
l/*
=
is
i.
The
exceptional value stated in Picard's theorem
no z in any neighborhood reader show this.

There
for
which
e 1/z
0.
Let the
We shall see in Chap.

role in the
development
all z
5 that the point at infinity will play an important of differential equations in the complex domain.
of infinity is
\z\
t
First
is
we say that the point

and investigate
an isolated singular point

0.
if
f(z)
analytic for
1/t
such that
/(I//) at
> H >
=
0.
by
The
o>
.
then replace z in f(z) is nature of f(\/t) at t =
We
defined to be the nature of f(z) at z
=
t,
Example
4.20.
.
(a) /(z)
1/z,
/(I/O
so that,
if
we
t,
define
analytic at z
t
(6) /(z)
1/z, /(I//)
/() =0,
(c) /(z)
/(z) is
00
\/t
which has a simple pole at
** 0.
We
00
say, therefore, that /(z) has a simple pole at infinity,
= N
7J-0
>
Zl n-O
?
Since /(I//) has an essential singularity at
we say
that f(z)
lias
an
essential singularity at z
= w
Problems
1.
Find the Laurent expansion of
f(z)
l/(z
-f l)(z
2) for 1
4. o\
ôr
<
|z|
<
2.
^ or
2.
1
Find the Laurent expansion of

|z|
/(z)
-^
^pry?
< M ^
<
8. 4.
6.
<
2; for
|z|
>
2.
Show that
Find all Find a function

Define cosh
z
the coefficients in the Laurent expansion (4.29) are unique. i. the roots of e*
/(z)
(e*
which has a simple pole at
0, z
1,
and
>
6.
+ +
~*)/2.
Show that
cosh (z
=
*)
an =
fl
+
JO
/
Y
n rl
rt~
>"*
cos
cos
9)
for
|z|
>
0.
7.
Let
f(z)
have a simple pole at

z
.
ZQ,
/(z)
=
Z
^ + ZQ
lira
>
a(z
/
Zo)
n
.
We call
n-0
a_i the residue of /(z) at z
8.
Show
A-
that o_i
z
.
(z
zo)f(z).
2-+ZQ
Let/(z) have a pole of order

-j
at z
Show that the
residue a_i
is
given
by
ffl
Find the residues of f(z)
*V(c
+ *)< at its poles.
10.
11. Let/(z,
159
Find the residue of /(z) - e^'X'- 1/*). t)
~l+z+z*B,tz~
Show that the Laurent expansion
of f(z,
t)
for
|*|
>
is
/(Z,
t)
where
,/
= (-!)./(-
cos (w0
sin 0)
12.
Let
/(z)
be analytic in the
f(z
Assume
/(z)
2ir).
By
infinite strip given by a < use of Laurent's theorem show that
Im
<
a,
>
0.
13.
z
oo
Let /(z) be an entire function (analytic everywhere) with a pole of order n at and show that Obtain the Laurent expansion of /(z) for ^ |z| <
.
<*>
/(z)
-f Qiz
a n zn
14.
Let
z 2,
,
.
/(z)
. .
at
.
zi,
.
n.
be analytic everywhere with the exception of a finite number of poles >. The order of the pole at z is a,, z zt and a pole at z 1, 2, Consider
,
<^(z)
(z
z,)i(z
z 2 )s
(z
z*)*/(z)
and show that/(z)

15.
is
a rational function, the quotient of two polynomials.

17,
The result
of Prob. 13 is useful.
Let p(z) have simple poles at the finite points z oo Consider z*p(z) is analytic at z
.
f.
Also assume that
and show that P(z) has a pole
at
most
of the order 2 at z
oo.
Hence show that
A
z
\
_J*_
z
17
C
z
where A, B,
4.14.
C are
constants.
Residue Theorem.
lated singular point of /(z).
region
<
\z
3o|
< R
Contour Integration. Let z = z be an isoFor /(z) single-valued and analytic in the we have the Laurent expansion
Let F be a simple closed path encircling

\z
lying in the region
<
*o|
<
ft.
Then
160

00
/(z)
dz
<
Y
ao
a n (z
n
)
dz
J!
since (n
y r
n
(z
zo)
dz
for
?*
1,
and
(p Y
=
z
ZQ
2wi.
The
inter-
change of integration and summation can be justified. We leave this as an exercise for the reader. The constant a_i is called the residue of
/(z) at z
Let the reader prove

4.4.
Theorem
4.4.
be a simply connected open set, and let T be a THEOREM in Let /(z) be single-valued and analytic in R R. closed path simple number of isolated singular points. Then finite of a the with exception
Let
(f)
/(z) dz
2iri
(sum
is
of residues of /(z) inside T)
(4.31)
The
definite integrals.
residue theorem (4.31) discuss
highly useful in the evaluation of real
We
some examples.
dx
/
Example
4.21.
Let us evaluate
r-
We
deal naturally with
= r4-.,
Now f(z) has a simple pole at z i. To apply the residue theorem, we look for a path containing z = i in its interior. At the same time we desire that part of the simWe ple closed path be part of the real axis. choose as T the straight-line segment exR to x ** R and the tending from x =
upper semicircle
Since /(z)
1/(1 -f
2
)
\z\
=R >
(see Fig. 4.15).
has a "simple pole at
it
the residue of /(z) at z
is
lim^ 1
z-+i
-rJ
lim
^
rfx
(see
Prob.
7, Sec. 4.13)
Hence
f*Rie**de
Jo
i
+
Jo
iw
\l
_ "
de
Jrl
2i
"
(4.32)
Now
since
\R*e**
e
f7o
1
M* M
e
R*e** 9
</?/"' K fl
-f R*e**
fl
9
\
^ R* = R* we
-f
1|
1,
>
1.
If
allow
to
become
infinite, (4.32)
becomes
dx
since
lim R*/(R*
+a
1)
0.
The method used above
is
161
This method can be used
known
as contour integration.
/
to advantage to evaluate integrals of the type
f(x) dx.
80
The
choice of the closed
contour of integration is not as part of the contour.
always apparent.
One does not always pick a semicircle

dx, a positive.
Example
(z
4.22.
2
Let us evaluate
2
)
Instead of dealing with

that
sin z)/(z
+a
we
consider /(z)
e is
= =
lt
ze"/(z
-f
i
).
Remember
cos x -f
sin x
which introduces the term
sin x.
is
much
easier to handle
than sin
a,
z.
As the con-
tour of integration let us use that of Example 4.21 with R > = ai. We apply the residue theorem and obtain pole at z
since f(z) has a simple
T J-Kx +o
/
xelt
;
o 2
j dx
-f
" f ze dz -T* 2 2 ./cz

/
+a
i
/<we*
I
(a
.
27T*
2at
\ = 1 /
tire
fl a
where C
is
the upper semicircle of Fig. 4.15.
On
will
C, z
1
/te', dz
flie'' de,
so that
Z
= -f^rA 2 Z H- a 2
*
le We ^X? a /t + 4^'
z
,
see that
it
be
difficult to
determine lim
fl-oo
JC z*
f -f
.
a2
We abandon the semicircle and choose

(
as our contour of integration the rectangle with vertices at

ft -f
72,
0),
(/?,
0),
(/2,
#0, (-R,
xe
>
-R +
+
r
/?).
Then
>
riz
J-R x* +
o2
Jo
^w}^î_dy r
(ft
dx
?//)
fl
xe tf dx
/ftft
B
3"
2 "_,
i~
fl
so that
x2
a2
efo
""
"
and
f
/
T sin x ~~~jl
sT
TC
"
by equating the imaginary parts. Example 4.23. As an illustration
of the residue
theorem consider
/(Z)
(2
2o)"
A
^>(z)
Ot(z
2o)*
Oo
^
2 )*VC0 9 that there
We say that z = z is an nth-order zero of /(z). We can also write /(z) * (z Let the reader show ^(zo) ^ 0, tp(z) analytic in a neighborhood of z
.
exists a
neighborhood of
such that
5^
for all z in this neighborhood.
Then
(z)
n(z - z - Zo) (z
w
)
-V(2)
(z
zo)V(z)
We
see that z
is
an (n
l)st-order root of /'(z)

-f (z
* 0.
Moreover
g(z)
/(z)
(z
- ZoMz)
162
so that z

Z Q is
a simple pole of g(z), since v(z Q )

ZQ for
9* 0.
path F surrounding
which
<?(&)
for all z inside
Hence for any simple r we have
closed
Similarly, let /(*)

(z
a* (*
so)* so that
^>(z)
analytic in a neighborhood of
*
^(z
a-m
4.5.
5^ 0.
/'(z)//(z)
w/(z
-f v'(z)/<(>(z).
is
called the order of the pole at z
2,,.
The reader should now be
able to prove
Theorem
THEOREM 4.5. Let f(z) be analytic in a simply connected set R with the possible exception of isolated singular points. Let C be a simple closed path in R enclosing a finite number of these isolated singular
points which are poles, f(z) j
on C.
Then
(4.33)
where is the number of zeros of /(z) inside C, the order of each zero counted in determining JV, and P is the number of poles, the order of each pole counted in determining P.
Problems
1.
Show
that
x*dx
-oo (Z*
0*)
2.
3.
x*dx Evaluate - x 4 -f 5z 2 -f 4 Integrate e*/2 around the rectangle with vertices at

f
R,
Ri indented
at the origin,
and show that
oo
dx
TT,
see Fig. 4.16.
-r
Or
R
let
FIG. 4.16
4.
5.
Prove (4.33). Let /(*) - aozn

1
-f
"' 1
-f
-f On,
and
dz
be a
circle
\z\
such that
1/00
>
1 for
\z\
>
0.
r.
Show that ~~.

j) f-jj-
n.
From
(4.33) state a
theorem
concerning f(z)
6.
163
Consider
e*
cos B
sin
(l/2i) (*
sin
1/2).
/
Use
7.
this result to evaluate
Integrate
b
e~**
2 + cos Jo around the rectangle whose sides are x
=.
db
6.
Show
-
that cos 9
?(z -f l/),
ft,
#, y
0,
>
0,
and show that

1
cos 2bx dx
e-**
dx
Then show that

/
e~ z dx
=
(
e~** uos
2bx
dx)
from
8.
(6.78).
For
<
<
f
2 show that
111
f
-^~~
2
dx =
TT
^2
sin
~\
9.
Show
that
(1 ~
.
~f- 3*)
Jo
10.
11.
-h
~- dx #2
Jo x4
= v
In 2.
For a
> >
show that f
0, 6
^
+
a4
2\/2a
For a
>
show that
r(o -f 26)
i& 3 (a -f 6) 2
12.
For a
>
>
show that
_
?>
. _^_JL^
2
)
/^
\
6
_ CL\
a /
a2
b*
4.15.
The Schwarz-Christoffel Transformation.

in the
Let us consider a
closed polygon
w plane.
We
assume that the polygon does not

intersect itself (see Fig. 4.17). wish to find a function
We
F(w) or w = f(z) which maps the polygon into the real axis of the Let PI be mapped into z plane. As we (xi, 0), Pz into (rr 2 0), etc.
z
move along the polygon in the w plane, we move to the right along
the x axis in the z plane. Now if such a transformation exists, then dw arg dz.
Q
FIG 4.17
f'(z)
<Lr
dz
and arg dw
arg/' (2)
Along the x axis, arg (h

arg
arg
0, so that
dw - arg/' (2)
along the polygon.
Hence
arg
dw = A
arg
f'(z)
164
along the polygon, where A represents an abrupt change in the value of arg dw. This occurs, for example, at PI. As we turn the corner at PI, Now con1 < a < +1. arg dw changes abruptly by an amount ai^r,
sider f'(z)
=
A
(z
zi)-
ai
,
real,
so that arg /'(z)
arg
(z
zi).
Thus
arg/'(z)
= aiA arg (z = ai[argz>Il (z = -ai(0 - TT) =
Zi)
zO
iri
arg f<Zl
(z
Zi)]
This suggests that the transformation we are looking for
satisfies
dw
The reader can
A(z-
xi)*(z
(2
z n )- a
(4.34)
easily verify that
A
It
arg
dw = A arg/' (2)
1, 2,
.
,
(4.35)
can be shown rigorously that

w(z)
= A
(z
xi)*(z
-"
(*-
x n )-n dz
+B
(4.36)
is
the required transformation.
A and B
are constants in the Schwarz-
Christoffel transformation given

(4.36).
by
It
can also be shown that
the interior of the polygon

n
maps
into the upper half plane of the z

axis.
Since
7 a, ffi
2,
the reader
can easily verify that w(<x>) and
w(oo)
(4.34)
exist.
By
integrating
around the closed path of Fig. 4.18, allowing the radii of the small semicircles to tend to zero, and allowing the radius of the large semicircle to become infinite, the reader can verify = tt?( oo ) not neglecting the fact that 1 < a t < + 1 i = 1 oo that w( )
,
2,
. ,
n.
If
we
z
When
desire that x n be the point at infinity, we define z = z n 1/f = x, f = . Moreover dz = (1/f 2 ) df so that (4.36) becomes
-
(f
Oi)-(f
ai)a
>(*
o,)
(f
an-
Jo
(z
a 2 )-a '
(4.37)
since
165
^
i-i
at
2.
The a
1, 2,
. ,
are constants.
Equaomitted
tion (4.37) is exactly of the
form
of (4.36)
with the term x n
>
Example
4.24.
We
Two
into
(
of the vertices of the

a, 0)
and Q
consider the polygon of Fig. 4.19. *>i ir/2 ir/2 polygon are at into (a, 0) of the z plane. At P, a\ ~
+001.
,
Let us
,
map P
so that
at Q,
(4.36)
can be written
w(z)
A
yo
(z
+
z*
a)-l(z
a)~* dz
+B
\
M
a2
The transformation
dit,
a sin
w,
dz
rot-
oi cos w, yields
,
sin" 1
i
B
a,
rt
From
(z
the conditions
a,
(z
=*
7T/2)
we have
2
sin" 1 1
a sin
10
(4.38)
If we let 10 = ir/2 *#, then 2 = a ir/2 -f- iR, we see that 2 Similarly if we let w = tion (4.38) unfolds the polygon. For z = j 4- t//,
oo
as
ti?
/^
-|-
The transforma-
w
v
-{-
w, (4.38) becomes
t;
-f iy
x
V
= =
a sin (u
a cos
i/
w)
t;
a sin u cosh
KI cos a sinh
a sin w cosh
sinh
Hence x 2 /(a 2
sin 2 u)
2 y*/(a? cos w)
so that the straight lines
M
v*
Uo
^
,/
into hyperbolas in the z plane. ellipses in the z plane.
map
Similarly the straight lines v

is
map
into
Example
4.25.
The
Schwarz-Christoffel transformation
very useful in solving
certain problems in two-dimensional electrostatic theory.
First let us note that for
an analytic function,
(see Prob.
/(z)
w(z, y)
-f-
iv(x, y),
we have V 2 u
and V 2
t;
0,
the electrostatic potential, then V*v 0. The 1, lines of force, w(2, y) =* constant, are at right angles to the equipotential curves, u But for the analytic function, w constant. ^> we know that the v(x> y)
Sec. 4.6).
If f(z, y) is
constant at right angles curves w(x, y) * constant intersect the curves v(x, y) (see Prob. 1, Sec. 4.6). Thus, to solve a two-dimensional electrostatic problem, we need only find w = /(z) * u -h iv such that v(x y} satisfies the electrostatic boundary
t
conditions.
Once
this
is
done,
Vv yields the
electric field.
Moreover
du?
m
Now
origin.
let
- i^.
d2
It
us consider an infinite line charge q whose projection in the xy plane is the 2 2 is easy to show that V w - 0, u - u(r), r - (z y)i, has the solution
166
u(r)

2q In
r.
If
we
consider
2qi In
z,
we have
i2q In r
If
q,
u
so that v
u> *
it>
2gi In
(re**)
2q$
z
,
2g In r
(z ZQ).
is
the required potential.
2#t In
similar line charge,
the charge were placed at placed at ZQ yields

2
)
then
w
The
field
2<7?
In (2
due to both charges
(ran
be obtained from
(z
w *
2qi In
2î In
(z
2o)
=
If
z
2<?i
In
ZQ
(4.39)
we
consider a point on the x axis,
x,
then
In
x x
ZQ
-z
for the x axis.
Let the reader show that 2<n In

(4.3
))
is real,
so that v
Hence
will yield the electric field for
an
infinite
infinite line
satisfies Laplace's
charge placed at ZQ. Remember equation and satisfies the boundary condition v
grounded plane (the x axis) due to an that the imaginary part of w of (4.39)
when y
shall
0.
Now we
consider a
more complicated example where we

formation.
at an angle
infinite line
make
semi-
use of the Schwarz-Christoff el trans-
Consider
two
infinite grounded planes intersecting

^>.
We find w(z) for an
charge q placed at ZQ First we find the (see Fig. 4.20). transformation which maps the polygon AOB into the line v(x, y) = 0, which is the u axis. We need only
*
FIG. 4.20
= AoW'*" 1 dw and z = Aw*'*, w = Bz T/*. ^>)/T <?/*, so that dz (w The charge at ZQ maps into WQ = BZQ*'*. The complex function for an infinite grounded plane with charge at WQ has been worked out above.
=
1
changed.
We map
into
w =
apply the Schwarz-Christoffel transformation (4.36) with z and w inter= 0, is easily seen to be 0. a, at z
It is
w
so that
W
is
- U
+ iV
2qi In
% Z
**
""""
(4.40)
ZQ
V(x, y)
the required potential function.
167
(4.40)
As a
special case let
v>
*, 20
r &-
Equation
becomes
+ iV
= =
2qi In
LZ_
Z T" Tot
2gz[ln (z
2<^'[ln
\z
t)
In (z
+
(2
r t)]
t>
)]
t>o|
arg
Hence
V =
=
2q[ln
\z
ir
\
In
\z
ir
\]
g In
For
t/
0,
F =
g In
0.
Problems
electrostatic problem is solved by the transformation (4.38)? the rectangle of Fig. 4.21 with two vertices at infinity into the real axis of 1 Show that w the z plane. (a/V) cosh" z.
1.
What
2.
Map
3.
Find the
electric field
due to a charge
q placed
midway between two
infinite
grounded planes
(see Fig. 4.22).
(w)
B(o, a)
(2)
-1
1 7T>
o c
FIG. 4.21
FIG. 4.22
B(o, h)
-1
C
FIG. 4.23
the polygon of Fig. 4.23 into the real axis of the z plane, and show that 1 (&/r)(Vc* - 1 + cosh" z). 5. Consider a closed curve C given parametrically by x - /(O, I/ 6. *>(0, a ^ * Consider the transformation z x -f iy Show that under this /(to) -f tV(to).
4.
Map
transformation the closed curve
C of the z plane maps into the real
axis of the
w plane.
168
4.16.
The Gamma Function. The Beta Function. It was Euler who obtained a function of the real variable x which is continuous for x = n, a positive integer. We positive and which reduces to nl when x
first
consider
e-'t*1
dt
(4.41)
The
t
existence of the integral depends on the behavior of the integrand at first write and at t = <x
.
We
=
T(x)
f
l
1 e-'t*" dt
+
>
I"
like
e-tt*- 1 dt
x~ l
For x
well
>
we have
that
Jo
/
that e~
t
x~ l
behaves
x
for
near zero.
It is
known
x~ l
dt exists f or
since
lim
x ~i
ô
dt
lim
*-+o
- x/
"
z
>
To
investigate the second integral,

e -tl*-\
we note that
ij
-</ 2
(<r-'/2^-i)
e-/2j*-i
Hence
Since
/
for
^
1
there exists a constant

/
A such
e^t^
1
that le"^" 1
<
Ae~' /2
Ae~ ^
dt exists, of necessity
dt exists.
We now inte-
grate (4.41)
by parts and obtain
Jx
t
'"* <-00
+
'
f"
Jo
/ /
- dt e-iV <r
x
t 1
>
(4.42)
<-o
-if x Jo
Thus T(x
F(n
er'Fdt
r(x
1)
+
=
1)
xT(x).
If
is
a positive integer, x
1)
n,
we have
1)
nF(n)
n(n~
l)T(n
and,
by repeated
2
applications,
we obtain
p(n
since T(l)
1)
n(n
l)(n
2)
ir(l)
n!
(4.43)
J* e~* dt The gamma function
1.
of a
complex variable
e-'t'- 1 dt
z is defined
by
(4.44)
t*~~
is
defined as ^~
t.
of In
By
where Ln t is the principal value ', the same reasoning as above one deduces that T(z) exists for
1
eln
*'~ l
c ( *~ 1)Ln
169
We
can write
T(z)
Jo
e-'t*- 1 dt
+
Ji
e-'t*- 1 dt
j_^
t
V(_lUfc+-l ^
/C
'
converges uniformly on
(0, 1) for
Rl
>
0,
we can
interchange the order of integration and summation.
Hence
t/:
/""
V^
c~
l
Now
t*-
dt exists for all
z,
and
n,
>
(_ rA
. . .
i)*
,v
,
converges for
all z
k~0
Hence T(z) defined by = 0, 1, 2, = at z n At analytic everywhere except w, (4.45) defined a is has the 2 = simple pole. r(s) by (4.45) analytic ft, r(z) continuation of T(z) as defined by (4.44).
other than z
is
0,
1,
2,
The function
. . .
<p(z)
= T (z)T( -z)
.
.
has simple poles at z
0,
1,
2,
3,
and
is
analytic elsewhere.
1,
at z
0,
2,
and
is
I/ (sin vz) has simple poles elsewhere. It can be shown that analytic
The function
(4 46)
'
Now the right-hand side of (4.46) never vanishes. Hence, if a zo exists such that r(z ) = 0, then, of necessity, F(l ZQ) could not be finite so ft and zo = 1 + n, Hence 1 z = that 1 ZQ is a pole of F(z). = = n! a Thus contradiction. ?^ n) T(z) has no zeros. F(ZO) T(l 0,
We state
without proof Legendre's duplication formula,

(4.47)
i)
170
ELEMENTS OP PUKE AND APPLIED MATHEMATICS

result is Stirling's approximation to n\
An important
torn
large.
It is
n\
V2irn(~
(4.48)
This result
will
be obtained in Sec. 10.25 by use of the Euler-Maclaurin

defined
sum formula. The beta function
by
B(p,
is
q)
=
fc
V>~ l (l
O'-
dt
(4.49)
closely related to the

if
gamma
q
function.
The convergence
of (4.49)
exists
Rl p
>
and Rl
>
0.
We
choose
One can show with some
labor that
The
substitution u
(1
- OA
v
-
or
1/(1
+
l
w) in (4.49) yields
9)
up
(T
du
Jo
Thus
r(*)r(l
e'
z)
=
Jo
I
~du +u
I
< Rlz <
The
substitution u
yields
To
evaluate
//
^
-*
J
closed rectangle
"i
^t
dt
one applies the theorem of residues to the

/
with vertices at
#,
S,
= S
27ri,
ft
and S
real
and
pole of e"/(l
+
<
The positive, / the complex variable of integration. in. The residue of e') inside this contour exists at t
eO at
id
is
By letting R and S tend to infinity and using the fact that < Rl z < 1 one can obtain T(z)T(l - z) = T/sin ** [see (4.46)]. By analytic con-
tinuation
of I/sin
it
171
follows that (4.46) holds throughout the
domain
of definition
irz.
Problems
1.
Show
2.
that r(i) - VTProve that (2n)\ = 2*n\T(n

(4.45)
)*-*.
3.
4.
From
show that
jr
lim
*
(z -f
n)V(z)
=*
l)"/n!,
n a positive
integer.
Show that
/2
.
/T
for
sin 2 ""
cos 2 "
0dO = ?R(p,
q]
Rl p
>
0,
Rl ?
>
0.
l l Integrate t*~ e~ around the complete boundary of a quadrant of a circle indented at the origin, and show that
5.
for
6.
<
Rl
<
1.
Show that
REFERENCES
Ahlfors, L. V.: 1953. "
Complex Analysis," McGraw-Hill Book Company,
Inc.,
New
York,
Churchill, R. V.: "Introduction to

Hill
Complex Variables and Applications," McGraw-
York, 1948. Copson, E. T.: "Theory of Functions of a Complex Variable," Oxford University Press, New York, 1935. Knopp, K.: "Theory of Functions," Dover Publications, New York, 1945. MacRobert, T. M.: "Functions of a Complex Variable," St. Martin's Press, Inc.,
Inc.,
Book Company,
New
York, 1938. "Functions of a Complex Variable," Intel-science Publishers, Inc., New York, 1943. Titchmarsh, E. C.: "The Theory of Functions," Oxford University Press, New York,
Phillips, E. G.:
New
1932.
Whittaker, E. T., and G. N. Watson:
"
Course of Modern Analysis," The Macmillan
Company, New York,
1944.
CHAPTER
DIFFERENTIAL EQUATIONS
General Remarks. A differential equation is any equation involvderivatives of a dependent variable with respect to one or more ing
6.1,
independent variables.
Thus
+
+
x
= &
(5.4)
are classified as differential equations. Equation (5.3) is called a partial differential equation for obvious reasons. The others are called ordinary differential equations. One may have a system of differential equations
involving more than one dependent variable [see
(5.5)],
*L
(5 5)
'
In addition to their own mathematical interest differential equations are particularly important since the scientist attempts to describe the behavior of certain aspects of the universe in terms of differential equations.
We
list
a few of this type.
dx
-
= Acoso)t
(5.7)
(58) (i} -* }
-0
a
(5-9)
(5.10)
172
173
The order
is
of the highest derivative occurring in a differential equation
called the order of the differential equation. Initial 5.2. Solution of a Differential Equation.
and Boundary Con-
Let a differential equation be given involving the dependent variable <p and the independent variables x and y. Any function <p(x, y) which satisfies the differential equation is called a solution of the differditions.
ential equation.
satisfies
For example,
-r
it is
easy to prove that
<?(x, y)
e* sin
VV =
It is
ax 1
0-
We
say that
e* sin
is
a solution of
dy*
VV =
important to realize that a differential equation has, in For example, y" = admits any general, infinitely many solutions. function y = ax + b as a solution, where a and b are constants which can be chosen arbitrarily. To specify a particular solution, either initial
0.
conditions like
y
or
2,
T/'
when x
= 3
boundary conditions
y
like
=
is
when x
and
4 when x
must be given
y the solution.
\
In the first case in addition to the differential equation. is the solution, and in the second case y = ?x A full study of a differential equation implies the deter-
elements which
mination of the most general solution of the equation (involving arbitrary may or may not be constants) and a discussion of how conditions must be imposed in order to fix uniquely the additional many
Without attempting arbitrary elements entering in the general solution. an exact statement or proof, at the moment, we state the fact that "in
the most general solution of an ordinary differential equation n contains exactly n arbitrary constants to be uniquely determined by n initial conditions.
general' of order
'
Problems
1.
Verify that the following functions arc solutions of the corresponding differential
equations:
(a)
...
= z2 9
e*
y'"
+
.
xy"
+|
-
i
,, 1
)
*(!
e*)
(6)
(c)
u-x*-y
y
d zu
+x +
w+*Txdj
(y
du du - 0/ , 2(1
-*
=
x}y'
(y*
x 2)
2.
Verify that y
ae x 4- be**
is
a solution of the differential equation
y"
3i/'
2y
the
initial
Determine the particular solution which

for
satisfies
conditions y
initial
**
0, y'
3
1
0.
y'
3.
Find the solution of

1.
3xe*
which
satisfies
the
condition y
when x *
174
5.3.
The
Differential Equation of a
Family of Curves.
straight lines in the plane is characterized
where a and 6 are arbitrary constants. select one member of the family, that
straight line
all
The family of the by b, equation y = ax To fix these constants means to
is,
to
fix
our attention on one
differential equation y" = OJs among called the differential equation of this family of straight lines because b satisfies this equation and, conevery function of the form y = ax
the others.
The
= is a member of the family y = ax b. versely, every solution of y" The differential equation y" = characterizes the family as a whole without specific reference to the particular members. More generally, a family of curves can be described by
/(x, ai, a 2
. .
. ,
a)
a n ) = 0, in which n arbitrary conor implicitly by F(x, y, ai, a 2 The differential equation of the family is obtained by stants appear. successively differentiating n times and eliminating the constants
,
.
between the resulting n

results is of order n.
relations.
The
differential equation that
Example
5.1.
To
find the differential equation of the family of parabolas
~ -
ax
a
26
+ +
bx*
we
differentiate twice to obtain

y'
2bx
y"
The
tion.
last
equation is solved for b, and the result is substituted into the previous equaThis equation is solved for a, and the expressions for a and b are substituted into ax + bx*. The result is the differential equation
y
xy'
\x*y"
The
elimination of the constants a and b can also be obtained
by considering the
equations
xa
tt
+ x*b + (-r/)l + 2x6 + (-y')l 2b

4-
(-!/")!
(a, 6, 1) is
as a system of
trivial,
homogeneous linear equations m a, 6, 1. The solution and hence the determinant of the coefficients vanishes.
x
I
non-
xz 2x
2
-y'
-y"
Expansion about the third column yields the result above.
Problems
Find the
1.
differential equations
whose solutions are the families
2.
y y
Cie*
C*r*
Ci cos 2x -f C* sin 2x
3.
175
*(Ci + C 2z) y Find the differential equation of all circles which have their centers on the y axis. 5. Find the differential equation of all circles in the plane. 6. Find the differential equation of all parabolas whose principal axes are parallel to the x axis. 7. Find the differential equation of all straight lines whose intercepts total 1.
4.
Ordinary Differential Equations of the First Order and First Degree. Let y be the dependent variable, and let x be the independent The most general equation of the first order is any equation variable.
6.4.
If y' enters in the equation only linearly, that is, involving x, y, and y'. the first in the only equation is said to be of the first degree. Such power, an equation can be written in the form
under suitable restrictions on f(x, y) there always exists a unique solution y = <p(x), such that 2/0 = ^(#o) and
shall see later that
We
The
present
discussion of (5.11) will be restricted to the simplest cases at

:
(a) f(x, y)
a(x)0(y).
(fr) f(x, y) is
homogeneous
of degree zero, that
is,
f(tx ty)
y
f(x, y),
0.
(c)
Exact equations.
Integrating factors.
(d)
(e) f(x, y)
= -p(x)y +
q(x).
If
Case
(a):
Separation of Variables.
dy
M(x)
.
.
then M(x) dx
+
9
N(y) dy
y)
0.
Consider
F(x
dx |* M(x)
+ f
N(y) dy
constant
(5.13)
We wish to integrals in (5.13) are indefinite (no lower limit). that y as a function of x given implicitly by (5.13) satisfies (5.12).
The
have
dx
show
We
^ + ^^ = dx
dy
dy dx
8
- dF/dX
dF /dy
5*0
dy
But
I?
*&
"<*>
that
%--'
RD
Con "
176
versely, let y
y(x) be
any solution
dy(x)
of (5.12), so that
_ _M(x)
dx
Consider F(x, y(x)}
dx f* M(x)
+ f
y(x)
N(y) dy.
We
have
Hence any solution of (5.12) from (5.14) so that F(x, y(x}} constant. can be obtained from (5.13) by solving implicitly for y in terms of x.
Example 5.2. ables, we have
We
solve y dx -f
(1
-f
x 2 ) tan"
x dy
0.
Separating the vari-
dx
(1
1 Integration yields In tan" x
dy
y
_ ~
x*)
=
tan- 1 x
C\
In y
In
1
C2
so that y tan -1 x
1
- C
or
Cjftan- x)'
Problems
dy =_0 2
y(x*
VxeW dy
+
1)
d#
= -
6. For what curves is the portion of the tangent between the axes bisected at the point of contact? 6. Find the general equation of all curves for which the tangent makes a constant angle ^> with the radius vector. = 4, and 7. Find the function which is equal to zero when x 1, and to 1 when x
whose rate
8.
9.
of
change
if
is
inversely proportional to
its
value.
Find
r(x)
ax
v^7 ^.
angles for
10.
Find the family of curves intersecting the family of parabolas y* ** 4px at right all p. These curves are called the orthogonal trajectories of the system of
parabolas.
The
area bounded
is
variable ordinate
tion of the curve.
11.
by the x axis, the arc of a curve, a fixed ordinate, and a proportional to the arc between these ordinates. Find the equa(sphere) of liquid evaporates at a rate proportional to its
Assume that a drop
area of surface.
12.
Find the radius of the drop as a function of the time.
tank
Brine containing 2 Ib of salt per gallon runs at the rate of 3 gpm into a 10-gal with fresh water. The mixture is stirred uniformly and flows out Find the amount of the salt in the tank at the end of 1 hr. at the same rate. 13. It begins to snow some time before noon and continues to snow at a constant rate throughout the day. At noon a machine begins to shovel at a constant rate. By 1400 two blocks of snow have been cleared, and by 1600 one more block of snow is
initially filled
cleared.
What time
before noon did
it
begin to snow?
Assume width
of street
constant.
Case
(6).
177
We
=
n
t
if f(tx, ty)
say that /(z, y) is homogeneous in x and y of degree n 2 For example, f(x, y) = x 2 f(x, y). y is homogeneous
+
i/
of degree 2 since /(to, ty)
= tV
t*y
(z
2 )
f(x, y).
We
(5 15)
'
now
consider
=
Tx where
/(to,
ty)
/( *> y)
<
/(x,
n
y).
<)
We
let
T/
to,
so
that -p &X
x-j uX
Moreover /(x,
to)
x /(l,
=
Tx
(1 '' )
5 16 )
-
If
n =
0,
that
is, if
/(x, y) is dt
homogeneous
dx x
/(I,
of degree zero,
then
/(I,
t)
-t
<
*
t
(5.17)
and the variables have been separated.

y
xt(x) satisfies (5.15).
We
if
can solve for
t(x),
and
In particular,
dy dx
= M(x,
N(x,
y) y)
and M(x, ?/), N(x, y) are homogeneous of the same degree, then M/N is homogeneous of degree zero, so that the substitution y = to yields an equation in t and x with variables separable.
Example
5.3.
Consider
.
dx
x> y)
(x 4- 2/)/(z
T/)
is
homogeneous
,
,
of degree zero.
Let y
1
te,
so that
_ x
fcr
-f- /
tan~ l
tan- x
1
-?
In (1
( 1
\ In
+ +x ^)
t
In x -f In In
Cx
Problems
^
2 S
dy
6tX
=
X
yi_
~~"
^
^
d!x rfy
'
y 4-
x*
_ ~
+
x
dx
178
4.

ax
+y + y T
Hint: Let x
* -f
a,
6,
and
find a
and
6 so that
5.
Discuss (5.15)
(c):
if
/(I,
in (5.17).
Case
Exact Equations.
We
consider
_
or
d* M(x, y) dx
(5.18)
is
tf (*, y)
N(x,
y)
dy
=
<p(x, y)
(5.18)
We say that Eq.
exact
if
there exists a function

y)
such that
(5.19)
d<p(x, y)
= M(x,
dx
+
y)
N(x,
y)
dy
is
If (5.18) is exact,
then
d<p
and
<p(x,
constant
a solution of
(5.18).
From
the calculus
so that for (5.18) to be exact
we must have
|f
= M(x,
y)
(5.21)
Further differentiation yields
ay
dy dx
If
ay
dy
dx dy
dx
(5.22)
we assume
continuity of the second mixed partials, of necessity
dx
Equation
(5.23)
is
a necessary condition that (5.18) be exact.
Conversely, assume
=
dy
-T
ox
We show sh that a function p(x, y)

Consider
exists
such that
d<p
M dx + N dy.
(5.24)
and
t/o
are arbitrary constants**
Then
179
^ = M(x,
**
dy
y)
Jxo
r -^
dx
N(XQ, y)
-r.
= =
N(x, N(x,
y)
ij)
y)
N(x,
y)
Hence
(5.24) yields the required function v?(j, y).
seems familiar, there is a good reason, since the same material was covered in Chap. 2, Vector Analysis. Let f = M(x, y)i + N(x, y)j. dx + N dy. If f = V<p, then dtp = dx + N dy. But Then f dr = f = V
-r
dN =
dx
dM = -r
dy
>
so that
._
__ N
(5.25)
is
exact
Applying (5.24) yields

<f>(?,
y)
(In
+ln
I)
dx
dy = constant
Integration yields
<?(j, y)
*
In
x In
a:
a;
In
|a?
+
1
y.y
a:
l+xiny
\ny-\-x
\-}-\ny**c
x In (xy)
c 0.
We
The reader can check
chose the lower limits to be 1 rather than zero since In x easily that
d[x In (xy)}
-f In
is
not defined at x
(In
a-
1)
d*
Problems
1.
(xe* -f
\
2 cos
o 2
i/)
dx
/
2x sin y dy
2.
**'
4-
2/)
(x
v
= o
;
3. sin y e wn
x
dx
-f (ze
x Bin w
cos y
2 cos y sin y) dy
Q
is
Case
(d): Integrating Factors.

is,
It
may
readily turn out that (5.18)

is so.
not exact, that
-r
dy
ox
y)
Let us assume that this

such that
Perhaps
one can find a function n(x,
dx
+ uNJy =
(5.26)
180
is

exact.
now
We call p(x,
y)
an integrating factor
of (5.18).
flii
The
soluii/f
ax N In general it is very difficult to find an integrating factor. There are two Let us cases, however, for which an integrating factor can be found. determine the condition on such that \L = n(y) is an integrating and factor. Of necessity
tion of (5.26) is also a solution of (5.18) since in both cases -~
*&
and
so that
dp
_M +
,,
,
dM = __
t
dN __
"
nay
If
5=
= " T/
'
"
(5.27)
Tf
is
a function of y only, then (5.27) can be solved for
?/,
for in this case
<M
M(?/)
_dM
-
XP
f /
dx
dy
dy
Example
5.5.
Consider
-ydx + xdy =
(5.28)
We
have
1,
-- =
1
1,
so that (5.28)
is
not exact.
2
However,
dN/dx
- dM/dy __ ~
__
so that an integrating factor exists, namely,
Multiplying (5.28) by
1/V
yields
The reader can

stant,
- dx
-f
- d^ =0
2
(5.29)
easily verify that (5.29) is exact.
The
solution of (5.29)
is
x/y
con-
which is also a solution of (5.28). For an integrating factor of the type n(x), one needs of necessity
--
dM/dy - dN/dx
Problems
1.
ss <p(jc)
(5.30)
2xy dx
(x
2.
(2/2
3x 2 )
<fy
xy*)
dx
-f x*y
dy
3.
181
Prove the statement concerning
(5.30).
Case
(e):
Linear Equations of
the First Order.
The equation
(5.31)
j|
is
P(x)y
q(x)
The expression called a linear differential equation of the first order. "linear" refers to the fact that both y and y occur linearly in (5.31). The functions p(x) and q(x) need not be linear in x. If q(x) = 0, (5.31)
f
is
said to be
The
solution of the
homogeneous; otherwise it is inhomogeneous. homogeneous equation
j|
is trivial
p(x)y
=
Hence
(5.32)
since the equation
is
separable.
= A
exp
/p(x) dx]
A is a constant of integration, fp(x) dx is an indefinite integral. Now we attempt to use (5.32) in order to find a solution of (5.31). We
where
introduce a
new
variable z(x)
by the equation
z
y
or
z
is
= =
exp [-fp(x) dx]
y exp Jp(x) dx
where y(x)
a solution of (5.31).
Then
p(
=
Jx
df 6Xp j P
^ dx + yp exp J
+
But
q(x)
p(x)y from (5.31) so that
-J?
p2/)
exp
/
pdx
py exp
exp
p(x) dx p(x) dx] dx
Hence
so that
y(x)
z(x)
q(x)
(exp
+C +C
J
exp
p(x) dx]
\J
q(x)
(exp J
p(x)
dxjdx
(5.33)
The reader can
easily
show that
(5.33) is
a solution
of (5.31).
182
Example

6.6.
Consider
-f-
dy ax
y cot x
x l csc x
Here p(j)
y(x)
cot x, ?(x)
*
/
j* cscz so that (5.33)

x* esc x
becomes
= exp
f
/
cot j
dxj
o
(exp
cot x dx
dx
-f
fe lnn- fa 4.
Example
5.7
We now
investigate (5 IW) in
dj] -f
more
detail.
We
have
l/(x)
- C exp |-/p(jr) - i/i(*) -f

j/i(x)
(
exp [-Jp(x)
rfx][J(/(x)
(exp Jp(x) dx) dx]
We
notice that
C exp ~/p(x)
0.
dxj
is
the general solution of the homogeneous
equation
-f-
p(x)y
Moreover
j/a(x) is
a particular solution of (5.31) obtained
from
(5.33)
by choosing
5.1.
In other words
we have Theorem
5.1.
THEOREM
tion
is
The most
general solution of the inhomogeneous equa-
the
sum
of a particular solution plus the general solution of the
corresponding homogeneous equation. This important result is valid also for linear equations of higher order and is discussed later. In simple cases a particular solution can be found by inspection. For example, consider
te
+ y-*
=
ax
5 34 )
-
We
look for a particular solution of the form y o
b.
Then
aj
6
6
= =
x
1
.
holds
if
0,
a =.
so that
Hence y
is
This method of obtaining a particular particular solution of (5.34). solution is called the method of undetermined coefficients. The general
solution of the corresponding
homogeneous equation,
<#-f
~+y=
0,
is
*=
ce~~*,
so that
y
is
the general solution of (5.34).

Problems
8.
183
x -r ox
* c08 x
4.
Change
+ p(x)y
if
g(x)y" to a linear equation
by the substitution
"",
P* 1.
What
1?
Review Problems
2.
A body
falls
because of gravity.
There
If
tional to the speed of the body, say, kv.

fallen as
8. 4.
is a retarding force of 1 riot ion proporthe body starts from rest, find the distance
x 1 cos (xy) dy - x*y) dy t-**(2xy 6. Brine containing 2 Ib of salt per gallon runs at the rate of 3 gpm into a 10-gal tank initially filled and containing 15 Ib of salt. The mixture is stirred uniformly and flows out at the same rate into another 10-gal tank initially filled with pure water. This mixture is also uniformly stirred and is emptied at the rate of 3 gpm Find the amount of brine in the second tank at any time (.
-f-
a function of the time. y) dx + x* dy [sin (xy) + xj/ cos (xy)] dx

(x
5.
- 2*V)
cte 4-
<T*'*(3x
6.6.
An
Existence Theorem.
We
-
consider the equation
5-
f(x, y)
(5.35)
/(x, y) is suitably restricted in a neighborhood there exists a unique function y = y(x) which 2/o) satisfies (5.35) such that y = t/(xo). The restriction we impose on is the Assume a that constant ^ QO exists such that /(x, y) following:
if
We
wish to show that
of the point PO(ZO,
for all points P(x, y), Q(x, z) in
some neighborhood
of
O (XO,
yo)
we have
(5.36)
!/(*,) -f(x,y)\
<M\z-y\
is
A function /(x,
An immediate
y) satisfying (5.36) is said to
obey the Lipschitz condition.

^
consequence of (5.36)
2/0),
the following:
If
exists in
dy
neighborhood of PO(X O
then
is
uniformly bounded
in
that neigh-
borhood, for [from (5.36))
lim
;/(.) -f(x,
I
y)
<M
yo),
Conversely,
if
is
continuous for a closed neighborhood of /V#o,
then /(x, y) satisfies the Lipschitz criterion for that neighborhood. Remember that a continuous function on a closed and bounded set is
uniformly bounded over the set. We assume further that /(x, y) continuous so that the integrals of (5.37) exist.
is
184
The proof of the existence of a solution of (5.35) is based upon Picard's method of successive approximations. Define the sequence of functions
yi(x), y*(x),
. .
i/nGr),
...
as follows:
*
/ Jxo
f( x
2/o)
dx
+
dx dx
2/0
2/200
=
/,*/(*>
yi(*})
2
2/0
y z (x)
+ .................
[*f(x, Jxo
(j))
</o
(5.37)
?/
n -i(x)
=
/
J/nCr)
Jxo *
Ja-o
*/(r, 2/n-2(x))
f(x, ?/n-iOr))
dx
^+
2/0
The
obtain
y/,(a-),
1,
?/)
2,
.
,
n,
are obtained in a very natural

initial
manner.
integrate,
In /(j,
we
replaco y by the
constant
?/
integrate,
and
z/o. ?/i(x ) replace y inf(x, y) by */iU), and obtain i/z(x). This process is continued indefinitely. The next endeavor is to show that the sequence thus obtained converges to a Let us note that function t/(x) which we hope is the solution of (5.35).
t/i(j)
such that
We now
y n (x)
//o
(?/,
|/
(2/2
y\)
'
'
(//n
l/n-l)
Hence the investigation
of the
convergence of the nequence hinges on the
convergence of the series

2/o
(2/1
2/o)
(2/2
yi)
'
'
(2/
//-i)
(5.38)
for
Let A' be an upper bound of f(x, y} in the neighborhood of PoCr which the Lipschitz condition holds. Then from (5.37)
2/o)
A> -
(5.39)
Also from (5.37)

\y t (x)
(r)\
[f(x,
,)
/(ar, y.)] rfx
from the Lipschitz condition.

|i(i)
Applying
(5.39) yields
J/I(JT)|
<
-WA'
j
f*
|*
ioi rfx
<
" tK TT
185
and by mathematical induction that

1
~
in
(5.40)
Hence each term
of the series (5.38)
is
hounded
absolute value by the
terms of the converging series
Since the series for M]T rof converge?; uniformly in any closed and bounded set, the series (5.38) converges uniformly for those x in the region We have for which the Lipschitz condition holds.
<>
lim y n (x)
n
//(x)
and the convergence
is
uniform.
From
/(J",
y*(x)
T
/ Jxo
2/-iGr))
dx
y<>
we have
y(x)
lim y n (x)
lim
Jr
*f(Xi //n-i(:r)) dx
c/x
+
+
y
i/o
jj
lim /(x, 2/_i(x))
because of uniform convergence. The Lipschitz condition (5.36) also guarantees continuity of /(x, y) with respect to y, for
lim
since 3/|s
|/(x, 2)
/(x, y)\
y\
>
as z
y.
Hence
f(x, i/(x))
dx
)
+
*
i/o
and
/(x, y(x))
y(x
2/0
so that y(x) satisfies (5.35) and the initial condition. Q.E.D. must now show that y(x) is unique. Let z(x) be a solution of (5.35) Then such that Z(XQ) y*.
We
/(x, ^(x))
186

yields
(
and integration
x *(*)) dx
>
y*
Hence
z(x)
\z(jc)
y(x)
[/(*, 2(2:))
/(s, t/(*))]
-y(x)\
<M
-
(5.41)
\z(x)
-y(z)\dx
Let
by applying the Lipschitz condition. Then y(x)\. \z(x)

\:(x)
L he an upper bound
xo|
of
y(x)\
< ML\x -
and, applying (o 41) successively,
we obtain
\z(x)
y(x)\
|z(ar)
y(x)\
< M"L
L
""
<>
a Since
.
n
.
is
4l 4 r the nth term of

4l
V /
-
;?
/^
,
-,
u- u which
is
known
i
to
converge,
we have
,
-*
w!
for
any
fix( k d
.r.
as small an w< please.
Hence the difference between z(x) and y(x) can be made l"his means that z(x) s= y(x). Q.E.D.
f
Problems
1.
2.
8.
Show that Show that Show that
/(x,
!/)
x?/ satisfies
the Lipschitz condition for
|x|
< A <
(5 40) holds.
/(J,
//)
J"
sin
?/
does not satisfy the Lipsdutz condition for
all x.
4.
Consider ~
j/,
y(0)
1.
Obtain the sequence
(5.37),
and show that
hm
-*
j/nU)
e*
6. 6.
CoiiHider
- x
-f
f
t/
,
j/(0)
Obtain y
(x),
y t (x), y s (x),
j/*(x)
from
(5.37).
(Consider the system
g-.ru.,,*>
Impose suitable restrictions on /(x, y, 1} and ^(j, y, f ) in a neighborhood of the point and ^(ir, Vo, *), and obtain a sequence of functions j/i(x), Vi(x), y.(x),
.
a sequence of functions
lim
n
z n (x)
if
187
lira
Zi(x), z*(x),
t/(x)
*(),
such that
y(x)
j/(x),
z(x) t
)
where
yo,
and
z(x) satisfy (5.42).
Show
that y(x) and z(x) are
unique
5.6.
y(x
z(x
2 o-
Linear Dependence. The Wronskian. A system of functions 2/n(#), o ^ ^ ^ 6, are said to be linearly dependent y\(x), 2/2(2;), cn over the interval (a, 6) if there exists a set of constants r jt r 2
.
not
all zero,
such that
n
c^(x)
(5.43)
x on (a, 6). Otherwise we say that the y(x) are linearly independent. Equation (5.43) implies that at least one of the functions can be written as a linear combination of the others. Thus, if c\ ^ 0, then
for all
Linear dependence will be important in the study of linear differential Let us find a criterion for linear dependence. Assume the equations.
y,(x) of (5.43) differentiate
times.
Then
n
y(x)
0,
1,
2,
(5.44)
by successive differentiations. The system (5.44) may be looked upon as a system of n linear homogeneous equations in the unknowns r,, i = 1,2, . n. Since a nontrivial solution exists (remember not all c vanish),
.
we must have
\y?(*)\
= o
or
W(y
/,(*)
t
,y,,
(5.45)
Determinant (5.45) is a necessary condition that the ?y,(j) be linearly dependent on a <J x ^ 6. This important determinant is called the If W(yi, ?/ 2 Wronskian of y it y^ yn //) ^ 0, the # are
. .
linearly independent.
Let us now investigate the converse.
We take first an
easy cae.
Let
188
for

result
for a < x g b. The same b. Assume yi(x) ^ a g x Then 6. would be obtained if we assumed y*(x) -^ for a g x
2/12/2
y\
2/22/1
and i~
dx
~ =
)
so that
2/ 2
cy\.
which shows that
y\
and
are linearly
\2/i/
dependent. The proof for the general case is not so easy. We assume that (5.45) holds for a ^ x g 6. Furthermore we assume continuity of the derivatives, along with the assumption that at least one of the minors of the last
row
of (5.45) does
not vanish for a

1/2(3)
2/2(2)
6.
For convenience we assume

2/n(2)
2/3(2)
0(2)
.n
2/3
show that under these conditions the y are ^ g over the range a ^ x ^ 6. First expand (5.45) about linearly dependent the first column to obtain
for a
6.
We now
=
Hence
is
a solution of the linear differential equation

*~ l
n~ l
pi
dx n
~l
+ -r
y[(x)
(5.46)
Moreover,
if
we
replace y\(x)
by y^x),
by
,
by
7/J(x), etc.,
in the first
column
same.
of (5.46), the
determinant vanishes since two columns are the

y*(x).
we
Hence (5.46) is also satisfied find that y\(x), 2/2(2), 2/3(2),

. . .
y n (x) are solutions of (5.46).

, .
.
With the same reasoning The

. ,
reader can verify easily that any linear combination of y^ t/ 2 yn Now we fix our attention at a point 2 is also a solution of (5.46).
,
XQ
b.
We
have
2/2(20)
2/1(^0)
so that the system of

n
homogeneous equations
/^ Ct^'(#o)
=0
c,-.
0, 1, 2,
(5.47)
f-1
has a nontrivial solution in the
Consider a set of c not
all
zero which
satisfies (5.47),
189
and form
n
y(x)
^ c*^x
(n
5 48 )
-
Equation
(n
.
.
~ 2)
(5.48) is a solution of (5.46).

(#o)
2/
as well as y
" 1)
Moreover y(x Q ) =
(xo)
0, y'(x
0,
0.
It
will
1
be shown in
initial
Sec. 5.7 that Eq. (5.46) has a unique solution
when n
condiso
tions are imposed.

initial
Now
=
is
y(x)
=
=
certainly satisfies
(5.46)
(n
and the
)
conditions y(xo)
that y(x) of (5.48)
y"(xo) identically zero for a

?/'(o)
n
= ^
=
x
~ 2)
i/
(x
0,
b.
Hence
J
for a
c#
(x)
b.
Q.E.D.
Problems
1.
2.
Show that sin x and cos x Show that sin x, cos x, e

e tx a*
are linearly independent. are linearly dependent.
Assuming
e**/ 2
i,
show
that
3.
1
7/1
cos x
sin x.
,
Consider yi = x 2 ^ 2 - x|x|, -1 ^ x ^ 1. Show that Tf (y lf y 2 ) for x ^ 1. Does this imply that y\ and ?/ 2 are linearly dependent? Show that 1 ^ x ^ 1. and yz are not linearly dependent on the range Does this contradict
the theorem derived above?

4.
Let
i/i
(x)
and y 2 (x) be solutions

y"
of
+
1?
p(x)y' -f q(x)y
=
=
and hence that
for a
b.
Show
that
-^
+
A
p(x)TT(?/i,
|/ 2 )
W(y\,
y>t)
exp
p(x) dx]
for a: = x then TF = for all x on a ^ x ^ Show that if determine the constant A ? Show that if for x = #0 then 7* a g x ^ 6. 5. Let 2/1 (x), yz(x) be linearly independent solutions of
b.
How does one ^ for all x on
y"
for a
P(x)y
Show
that
(5.49)
6.
Let y z (x) be any solution of
(5.49).
-f
(:
Show
that W(yi, y* y t )
2/ 2 (x),
. . .
for
6.
6.
Let x ^
yi(x),
6) of
y(x) be
linearly independent solutions (on the
range
(5.50)
190
If y(x) is

any solution
of (5.50),
show that
CkVk(x)
k^l
for
b.
6.7.
Linear Differential Equations.
The
differential equation
is
called
an nth-order linear
y"(zo)
differential equation.
(n
about
tf'(zo)
a solution of (5.51) subject to the initial conditions i/(xo)
What can we say = 2/0,
? Assume y^x) a can written as a system of n We note that (5.51) be solution of (5.51). of 1 new first-order equations by the simple device introducing n follows: Define as variables. y z y*, yn
(
2/J,
2/'o',
- !)
2/
(zo)
n - 1)
2/
(5.52)
dx
equation of the system (5.52) is (5.51) in terms of 2/1, 2/2, . . . y n (x)] is a solution of (5.52), then Conversely, if [i/i(x), y*(x), yn Now (5.52) is a special case be solution of seen to a is (5.51). y\(x) easily
last
,
. . . .
The
of the very general system 1
=
3J
P(x, y
l
,
y*,
>
2/
1, 2,
(5.53)
As in Sec. 5.5 it can be shown that, if the/* satisfy the suitable Lipschitz 1 y*(x) of conditions, there exists a unique solution y (x) y*(x),
1 . .
.
(5.53) satisfying the initial conditions y*(x The Lipschitz condition for the /* is
n
>
yl,
=
n
1,
2,
w.
!/*(, 2/S
""
)
2/
>
2/
2 1 /^(^, 2 , ^ ,
z n )|
<
Af
V
t-i
|i/*
2*|
(5.54)
for all
1
x in a neighborhood of x
Xo,
Af
fixed.
The exponents
are superscripts, not powers.
If p(x), Pi(x), f
. . . ,
191
= 1, 2, n of (5.52) are continuous in a neighborHence (5.51) has a then is (5.54) XQ, easily seen to hold. the n above. to initial conditions stated solution subject unique The reader can show easily that if 2/1 Or), yz(x), n y (x) are linearly
hood
of x
independent solutions of the
homogeneous equation
and
if
y(x) is
any particular solution

n
of (5.51), then
y(x)
<W,(*)
(*)
(5-56)
is
d
n
the most general solution of (5.51). Let the reader show that the are uniquely determined from the initial conditions on y and its first 1 derivatives at x XQ.
In general it is very difficult to find the solution to (5.51), and it is necessary at times to use infinite series in the attempt. This method There is one case, however, will be discussed in a later paragraph.
which
is
the simplest by
solving (5.51) to
constants.
We
far. Naturally, one expects the difficulties in be alleviated to some extent if the p (x) of (5.51) are study now this case. The homogeneous equation
t
pt = constant:
1, 2,
(5.57)
can be solved as follows: Assume a solution of the form y

stituting into (5.57) yields
e mx (m n
emx .
Sub-
piin*-
+
1
p 2m
n -*
+
2
pn )
Hence
if
m is a root of the polynomial equation Z + Pl*"- + P22"- + + /(*)

e mx is
Pn
(5.58)
then y
from
(5.57).
One
a solution of (5.57). dk v
replaces -p[
Equation
zk , k
(5.58) is easily
2,
. . . .
obtained
If
by
0,
2,
.
1,
n.
the n
roots of (5.58) are distinct, call solution of (5.57) is
them
mi,
mn
then the general
T
w* are
distinct,
(5.59)
The reader can show that
if
the
then
192

show that
1
t\
First let the reader
ra 2
mn
(5.60)
W=
Next
let
exp
x }
mk\
/
ml
*i
the reader notice that
F(u)
is
a polynomial of degree n certainly vanishes for the n

If
in u.
The polynomial equation F(u) =

roots u
1 distinct
ra 2
ra 3
. ,
mn
F(mi) were zero, then
Why?
Continuing with this line of reasoning, the reader can show that as a = one finally obtains consequence of assuming
a contradiction, since
ra n 5^ ra n _i.
separately.
of the roots of (5.58) are equal must be treated Before attacking this problem we shall find it beneficial to introduce the operator
The
case for which
some
d jdx
(5.61)
The notation
sf(x)
means 3- f(x) = ax
*/(*)
f'(x).
Similarly,
s[sf(x)}
[/'(*)]
f"(x)
and
for
s"
s ~. We
scalar a.
define
(s
+ a)f(x) =
sf(x)
af(x)
f'(x)
af(x)
any

(5.62)
if
193
a and b are constants.

(s*
Equation p 2s
n~ 2
(5.57)
can be written
Pn-is
pis"(s
+
2) (
p n )y
(5.63)
or
m-i)(s
If
m
a
e ax sy
m n )y
e ax (s
(5.64)
using the result of (5.62).

s(e
ax
is
constant,
we have
y)
+ aeaxy =
=
e
x
a)y
Let the reader show by mathematical induction that

s n (e ax y)
($
+ a) n y
,
(5.65)
Now
w*
let
of multiplicity
us assume that (5.58) has the distinct roots mi, w 2 3 a* so that (5.64) can be written i, a 2
,
.
,
/()y =
(s
rai)*
^ - m
(s
)'
ak
We
note that,
if
y(x) satisfies
e -mk*( s
nik)
y(x)
(*- m k )**y = = 0, then 2/(#) also
(5.66)
satisfies
(5.66).
Now
- mk
ak
)
y(x)
s ak [e- mkx y(x)}
from
(5.65), so that any y(x) which satisfies (s Hence satisfies s ait (e~-mkx y} 0, and conversely.
k)
ak
y(x)
also
so that
y(x)
e m "*(d
C*x
C^-iz"-
(5.67)
It is easy to verify that (5.67) is a solution of (5.66).
If
ak
1,
then
Cie y(x) Equation (5.67) contains a k constants of integration. the same reasoning to the remaining roots yields n constants of Applying We omit the proof that the solutions thus obtained, integration.
.
mkx
namely,
are linearly independent.
Example
if
5.8.
The
differential
1.
equation y"
admits the solution y

is
em *
or
The most
y
general solution
Cie* -f
If
C 2e~*
If
Ci
^,
C 2 = ~y, then
t/
sinh x.
Ci
C2
?,
then
j/
cosh
x.
It is
easy
to verify that sinh x and cosh x are linearly independent. can also be written in the form
The most
general solution
Ai sinh x f
cosh
a:
Example
5.9.
We
n,
0, 2/'(0)
wish to solve y" -f n 8 i/ subject to the initial condition if m* -f n* real. c w * is a solution of y" + n*y or
194

in.
m
From
Hence the solution
is
y
(x
Aeni*
+ Be-*'*
(x
*
0,
0)
we have
A + B, and from n = (An Bn)i

~
**
,
0,
?/'
n)
we have
or
B
n*y
Hence
yl
=
sin
5",
and
j/(x)
is
(*>"*
e~ nt *)
sin nx.
Let the reader show that y

?/"
nx
+B
cos nx
also a general solution of
0.
Example
5.10.
Consider
6 Jg+J*_ dx
rfr
6 4
S
<&r 8
4*-0 dj*
-
(5.68)
In operational form (5.68) becomes

(s
6
+* 4
6*
4* 2 )s/
or
.
e
l) (s* -f
+
1
4)y
0.
are
m
y
0, 0, 1, 1,
\/3
The zeros of /(m) - m*(ra - l) 2 (w 2 Hence the general solution of (5.68) is
+ 2m +
4)
(A
-f
Bs)
+ e-(C +
-f
Dx)
or
y
It
- A + Ex +
(C
/>*)*
+ Fexp[(~l + c-(G cos V3 x + F sin V3

a
1
+ E exp
[(-1
\/Zi)x]
-v/3^>]
has been explained before that the most general solution of an inhomogeneous equation can be written provided
:
(i) particular solution is known. (ii) The general solution of the homogeneous equation is known. The second part has just been considered. It remains to study meth-
ods by which a particular solution can be found. Here any guess can be made, and, if successful, no further justification is needed. Quite
often a particular solution can be determined by inspection. The involves finding certain undetermined coefficients. For example: (a) If p(x) of (5.57) is a polynomial, try a polynomial of the
degree.
(6)
(c)
work
same
If p(x) If p(x)
= =
ae rx try a sin coz

,
Aerx
& cos
(*>#,
try
sin <ax
+B
cos
<#x.
few examples should make clear what we mean.

(a)
y"
y'
+y
6
-4-
""
2x 2
0,
We assume a particular solution of the form y

y"
-f-
bx
+ ex*.
Then
c 2,
+ 2cz, +y
**
2c
a
y
60.
2e**.
2c so that of necessity 2c -f a -f bx -f ex* == 2z* and Hence t/ 4 is the general A sin x 4- 5 cos x -f 2x*
solution of y"
(b)
** 2x*.
y"
Assume a
y
particular solution of the form
a -h &z 4-
cc s *
Then
j/'
-f-
2r^ >r
t/"
4ce lz
and
1.
This yields 3c
2,
0, 6
of necessity 4ee la a The general solution
bx
is
cc 1 *
2e f *.
(c) y" + form y = a
4j/'
195
in the
2y
x
2 sin x
3e* 4-
2x.
We try a particular solution
sin
+ 6 cos x + ce* + d + /x
-f ce* -f
Of necessity
a sin x
6 cos
3c
4a cos x 26 cos x
46 sin x
2ce*
+
2d
4ce*
4/
2fx
2a sin x 2 sin x - 3c*

2,
ls
2x
0,
e*, etc., yields Equating - -3, 4f - 2d - 1, -2/ - -2, so that a - -^, The reader can verify that y sin x 1. /
coefficients of sin x, cos x,
3a
6
46
cos x
-36
c
- -^,
"~ e x
-f 4a -1, d ? +x
|,
particular solution of
(c).
Although in many cases a particular solution is easily obtained by it is important to have a formula The problem is to find a particular solution of the valid in all cases.
the method of undetermined coefficients,
equation
g+* 3+
+..*+
which
satisfies
"->
g+
-*
PW
(5-69)
Let g(x) be a solution of the homogeneous equation
+-2 +
= f<-(0) =
-0
0<-(0) -
(5.70)
the
initial
conditions
0(0)
0'(0)
g"(0)
We
prove that
y(x)
=
fc
g(x
t)p(t) dt
(5.71)
is
a particular solution of
y'(x)
(5.69).
Differentiating (5.71) twice yields
g(x
x)p(x)
* g( *
j*
(x-t)
since g'(0)
0.
Further differentiation yields
i}
/;
dx
P (t)
dt
196
since
(n

~ 1)
(0)
=
l)
1-
If
these values are substituted into (5.69), one
obtains
yW(x)
+ aiy^
p(x}
*vo + ^po +
ai
(x)
a n y(x)
The
expression
(*
vanishes since g(x) satisfies (5.70).

t, but since g(x) know that g(x) satisfies (5.70) at x
The
t.
derivatives of g(x) in (5.72) are
evaluated at x
satisfies (5.70) for all
We have shown that

=
1,
x we certainly (5.71) is a
are
particular solution of (5.69); the at , constants.
2,
n, of (5.69)
Example
yields
gr(0)
5.11.
Consider y"
g(x)
the solution
0, gr'(O)
gr(a:)
= Ae x + =
sinh x.
x
sin y Be~*.
x. We first solve y" y We now impose the initial

0,
0,
which
conditions
1.
This yields
e"*)
A +B =
A
A - B =
1,
so that
A
y
Thus
^-(e*
particular solution of y"
^, sin x
B = -^.
is
\(^
^ l
e-t*-) sin tdt

t
~
The complete
solution
PX
rx
\ 2 Jo
e~
sm
dt
~- p~
2
f o Jo
/
sin
is
= =
Ae*
Aie 1
-f
Be~*
-f
Bif" 7
- ^ sin x -f - | sin x
=
\e
\e~*
Example
5.12.
it/'"
3j/"
+
y'"
ty'
2y
3j/"
e x sec x.
The
solution of
+
-f
4y'
2y
is
2/
=x
^(x)
Ae x
1,
e*(B sin x
+ C cos x)
If gr(0)
0, 0r'(0)
0,
^"(0)
we must have
A
A
which yields
4-
-f
C *
o
1
+B
2B -
A
B 0,
-f
A j
1,
C -
-1.
Thus
**
[e*-*
e*-* cos (x
t)]<*
sec
dt
e*
sec tdt
e*
I*
(cos x -f sin
a;
tan
t)
dt
a;
e* In (sec
+ tan x)
xc* cos x
+ c* sin
x In cos
The
y
general solution
=
is
197
e*[A
+ B sin x +
cos z -f In (sec x
+ tan z)
We
x cos
+ sin x In oos #1
Example 5.13. Method of Variation of Parameters. particular solution of (5.69) for constant coefficients. tion of
Equation
(5.71) is a valid look for a particular solu-
+ pi(x}
To
simplify things,
pt(x}
p " (x)y
p(x)
we
shall discuss the general third-order linear differential equation
S+
3
Pl(x)
S+
P2(X)
Tx
pi(x}y
P(X)
(5 ' 73)
Let 3/i(.c), 2/2(2*), 2/a(a;) be linearly independent solutions of the homogeneous equation derived from (5.73).
We
tion.
know
that y
i
^
=i
yl
is
the most general solution of the homogeneous equa-
The method
of variation of parameters consists in attempting to find a par-
ticular solution of the
inhomogeneous equation by varying the

A,,
i
1, 2, 3,
1, 2, 3,
that
is,
by assuming that the
are not constant.
Assume
(5.74)
uiyi
uzyz
u z yz
We
shall
impose three conditions on
-5-^ i
1, 2, 3.
Two
of these conditions will be
Differentiating (5.74)
and making use
of (5.75) yields
3
(5.76)
Differentiating again
and making use of
(5.75) yields
3
-7
dx
Finally
: z
>
Ui
Lf
-j^ dx*
we have
3
-~ = We
multiply (5.77)
-T-* -f
Y -j1 -{
by
p*(x)
(5.78)
by pi(x\
(5.76)
by p z (x),
(5.74)
and add these
results to
(5.78).
If y(x) is to
be a solution of
(5.73), of necessity
198

.
Equations (5.75) and (5.79) are three linear equations in the unknowns
Solving for
~i i
1, 2, 3.
-~
yields
2/2
1/2
/
2/ 2/3
"
"
du\
~dx
p(x)
2/i
2/2
y*
(580)
2/2
2/3
2/3
2/3
,
2/2,
y(
//
2/2
2/2
vi
The Wronskian W(y\^ Hence
yz, #3)
does not vanish since
y\,
2/2, 2/a
are linearly independent.
.()
i,
2/2,
and
in general
r^ Ut(X)
"
Ja
,,
^dx
2/2,
(5.81)
1/3)
where
2/4(2;)
?/iCr),
?/ B
(^)
2/2(x).
The reader can
verify that
),
y.+2)
(5.82)
i:
is
a particular solution of (5.73). 2 x. (l/x }y Example 5.14. We consider y" -f (1/J")?/' 1 /x are linearly independent solutions of #" x, 2/2(0;) 2/i(x)
It is easy to verify that

-f (l/x)y'
(1/x
)?/
0.
We
have
-2/a
particular solution
is
is
(x /4)(x)
x 4 /8)(l/a:)
x 8 /8.
The complete
solu-
tion
* Ax
h isO
Problems
1.
Ly"
-f ^2/' -f
(I/O?/
0, L, 1?,
constants.
Discuss the cases R*
~|
0.
2.
3.
4.
y" - y * x y"" - 22/" + y - y' - * + 1 2/'"
5 sin 2x
5.
199
y"'
- e* 4 sin x 5j/ a particular solution of y" -f p(x)y' -f ?(aOy ** nOc) and 1/2 is a particular r 2 (x), show that 1/1 + ?/ 2 is a particular solution of solution of y" -f p(x)y -\- q(x)y
6.
7.
y"
If
+
is
y
4j/'
2 sin x
t/i
y"
+
10.
p(a;)y'
+
**
(*)y
- n()
cos 2 x
+ r*(x).
8. 9.
y"
]/"
+y
-
tan
-1- i/
a:
2#'
y"
4y'
+ 4y =
y"
2xe*
1
11. Solve y'"
+x
-f sin
z by the variation-of -parameter method.
6.8. Properties of Second -order Linear Differential Equations. consider
We
(a)
If p(x)
and
of
g(x) are continuous

(5.83)
on a
cit/
6,
there exists a unique

2/o,
solution
y'(xo)
y(x)
y' Q
,
subject to the initial conditions y(xoV
6.
Moreover -^ ctx
is
"ii
is
continuous since ^-~ QfX
exists.
We now show that if y(x)

infinite
number of zeros on the interval a
a solution of (5.83) then y(x) cannot have an ^ x ^ 6 unless y(x) = 0. The
proof is as follows: Assume y(x) vanishes infinitely often on the interval a ^ x ^ 6. From the Weierstrass-Bolzano theorem there exists a limit We can pick out a subsequence xi, x$, xn point c, a ^ c ^ 6. which converges to c such that y(x n ) = 0, n = 1, 2, From
. .
the theorem of the

y'(tn)
mean
y(x n )
1, 2,
.
y(x n -i)
. . .
(x n
a?n-i)y'(fm)
y'(c)
so that
0,
Xn-i
{n
n,
n =
a:
Hence
lim y'({ B )
n
*
since the
n also
approach
at
c.
Moreover
y(c)
y(c)
= =
=
c as
a limit and since y'(x)

f(x n )
is
continuous
satisfies
lim
n *w
0.
is
But
y(x)
=0
(5.83),
and
0.
0, j/'(c)
0.
Since y(x)
unique,
we must have
y(x)
(6)
Q.E.D. Let 2/1 (x) and
y*(x)
Let
t/i(ci)
2/1(^2)
=
0, Ci
be linearly independent solutions of (5.83). and 2/1(3) 5^ for a ^ ci < x < c 2 ^ fe. We
c
show that
1/2(0)
<
<
c2
that
is,
the zeros of î(x) and y*(x)
separate each other.
Assume
y<t(x) j*
for c\
<
<
c2.
Then
!/2(c) 5^
has no singularities for c\ ^ x 0? Moreover <p(d) =

^>'()
c2
Why
=
0.
is
it
true that
2/2(^1)
0,
^>(c 2 )
From
the theorem of the
mean
for Ci
c2
But
200
for a
Since yi(x) and y*(x) are linearly independent, we know that W(yi, t/ 2 ) ^ ^ x ^ 6. Hence ^'(f) cannot be zero, a contradiction. y*(x) must
.
be zero for some x, Ci < x < c 2 Q.E.D. (c) We can write (5.83) in the form
<K*)V-0
(5.84)
We
multiply (5.83) by exp
^* p(t) dt}
|]
and write
& [exp (/;

so that K(x)
p(t)
dt)
q(x)
exp (// p(0
eft)
^ An
exp f
p(t) dt,
Q(x)
=
is
q(x)
exp
/"*
p(t) dt.
important differential equation
the Sturm-Liouville equation
K(x)
|_
Qjjj
CLX J
Xg(x)i/
=
0, arid let yi(x,
(5.85)
where X
is
a parameter.
Assume K(a) = K(6) =
solution of (5.85) for X show that
XO be a
Xi,
2 (x,
X 2 ) a solution of (5.85) for X
X2
We
q(x)yi(x, Xi)y 2 (x, X 2 ) dx
Xi
X2
(5.86)
We
have
(5.87)
subtract.
Multiply the first equation .of (5.87) by y 2 and the second by This yields
2/1,
and
dx
[_
dx
if
CLX I
integrate (5.88) over the range a g x ^ 6. orthogonality property (5.86) will be discussed in greater detail in Chap. 6 dealing with orthogonal polynomials.
Equation
(5.86) follows
we
The
(d)
Let yi(x) be a solution of y"
+ Gi(x)y =
We
0,
and
tion of y"
2/i(a)
+ G*(x)y
(a)
let y*(x)
be a solu-
0.
2/ 2
=
a.
ft
GI
<
Assume further that yâ) = ?/ 2 (a) = a > 0, G 2 We show that y*(x) vanishes before yi(x)
.
vanishes, x
>
The proof
is
as follows:
have
y{'
+ Gi(x)yi =
0,
2/2'
201
+G
2 (x)2/2
so that
2/22/1'
~
"
2/12/2'
jz
(y*y(
y&*) dx
c
+ +
=
(G\
(
~~
(72)2/12/2
=
=
o
Gi
c
#2)^12/2
d T~ X Ja f
I
f
I
(2/22/1
2/12/D
Gi)yi(x)y t (x) dx
Ja
re
2/22/1
~
a
)
^
Ja
a/3
#1)2/12/2
dx
>
a/3
=
Jo
/
(G,
- GJy^dx
?^
(5.89)
Let
be the
(5.89)
first
zero of y$x), c
2/i(c)
a,
and assume
2/2(2;)
for a
c.
From
and
we have
2/ 2
(c)2/((c)
= g
x
(02
G02/12/2
dx
x
(5.90)
Now(? 2 (x)
for a
~
g
(?i(x)
c.
>
for a
Hence
y<i(c)y((c)
^ c, ?/i(x) > for a ^ > from (5.90), so

^
< c, y 2 (x).> that y[(c) > 0.
But
a;
c *^
ar<c
x<c
since
result
Ci
> and x < c. This is a contradiction. Q.E.D. The same would have been obtained if 2/1(0) = 2/2(0) = a < 0. Let the reader show that, if y\(c$ = 0, y\(ci) = 0, y\(x) T for < x < c 2 then y^(x) = for some x on Ci g x ^ c 2
2/1(2;)
. ,
Problems
1.
Consider y"
p(x)2/'
+ g(x)2/
0.
Let
?/
uv,
and determine w(x) so that the
resulting second-order differential equation in v(x) does not contain T2.
Consider Legendre's equation
(1
x2)
S^
i
2x
fx
+ n(n +
n
=*
l)y
=
/3,
(5 91)
*
Let yi(x,
a),
2/ 2 (x,
/3)
be solutions of
(5.91) for
a and n
7^
/3.
Show that
t/i(a?, 0)2/2(0;, |3)
dx
3.
4.
Prove the second statement of Give an example of (6).
(d).
we have
Equations in the Complex Domain. Up to the present discussed differential equations from a real-variable view. Greater insight into the solutions of differential equations can be obtained
5.9. Differential
202
if

of
view.
we study the differential equations from a complex-variable point The reader may recall that the Taylor-series expansion of
/(*)
=
1
X2
about x
1/(1
converges only for \x\ < 1. In a way this is puzzling since x z ) has no singularities on the real axis. However, the analytic
continuation of /(x), namely, /(z) i. The distance of z = at z =
=
i
1/(1
z
z 2)
+
=
), is
known
and
the Taylor-series expansion of 1/(1 convergence equal to unity.
from z about z =
i
to have poles is 1, so that
has a radius of
The
without
simplest first-order linear differential equation may be considered If p(z) is analytic at z = zo, the solution of difficulty.
^ + p(z)w =
is
(5.92)
w(z)
= WQ exp
first
I* p(t) dt
and w(z)
is
analytic at z
zo.
The
non
trivial case is the linear-second order differential

ft 111
equation
5 93 >
-
~+
fiitj
P(z}
^ + *W W =
z
This equation
is
most important to the physicist and engineer.
More-
over, the methods used for solving it apply equally well to higher-order In attempting to solve (5.93) we must obviously consider equations.
the coefficients p(z) and g(z). = ZQ. q(z) are analytic at z

are differentiate in
Let
zo
be a point such that p(z) and
Remember
this
means that
p(z)
and
q(z)
some neighborhood
of z
ZQ.
point z
of this
type
is
said to be an ordinary point of (5.93).
Let
R be the smaller of the

and
q(z)
two
z
radii of
.
convergence
of the series expansions of p(z)
about
= z We shall now prove Theorem 5.2. THEOREM 5.2. For any two complex numbers w
|
wj there
exists a
unique function w(z) satisfying (5.93) such that w(zo) z Moreover w(z) is analytic for |z < R.
WQ, W'(ZQ)
w'
We
Let
begin the proof by removing the first-order derivative in (5.93).

uv,
w =
u and
undefined as yet.
,
Then
du dv
,
-r-
dz
= u -ydz
2
v -T->
dz
d u

.
du\ dv
(d*u
du
If
203
we
set
pu
-r =
0,
we
see that
u(z)
Thus the
substitution
w =
exp
-%
f* p(t) dt\ reduces (5.93) to
^+
w =
is
,/(*),'
(5.94)
Let the reader show that J(z) is analytic for \z the reader can also show that if v(z) is a solution
v
z
\
<
It.
Moreover
of (5.94)
then
exp
I"
-^
I* p(t) dt\
(5.94) to
Next we attempt to reduce

such that
an integral
V'(ZQ)
equation.
Assume
v(z) satisfies (5.94)
V(ZQ)
VQ,
v' Q.
Then
or
-^ az
V'Q
= J 2o
/
J(r)v(r) dr
Integrating again yields
vo
v' 9 (z
zo)
= -
I
J
20
yo
J(r)v(r) dr d{
where
^>(f)
JMvM dr.
Note that
<p(2
0.
We now
Jzo
integrate
by parts and obtain
and
()
1*0
P,(
20)
+ Jzo f
(r
2)-/(f)''(D
df
(5.95)
The reader can show that

(5.94).
if v(z) satisfies (5.95) then v(z) also satisfies (5.95) is a Volterra integral equation of the first kind. It is a special case of the integral equation
Equation
v(z)
= A (z)
k(z, f)v(f)
df
(5.96)
To find
a solution of (5.95),
(sfce
we apply
Sec. 5.5).
imations due to Picard
the method of successive approxWe define the sequence VQ(Z),
204
1/1(2),

.
v n (z),
...
as follows:
(r
(5.97)
S(
20)
(f
Now
so that the convergence of the sequence

00
\v n (z)
hinges on the convergence
of the series ^0(2)
+
-
\Vk+i(z)
v k (z)].
We
can write
v k (z)
J Zo
(f
w*_i(r)]
df
(5.98)
We choose as our path of integration the straight line joining z o to z so - 20), ^ t ^ 1, that f = ZQ t(z
with f
ZQ
t(z (z
ZQ)
and
df
ZQ) dt
Let
be the
circle of analyticity
ZQ,
of J(z) with center at
and
let z
be an interior point. We construct a circle S with center at ZQ interior to C and containing the given
point z in its interior (see Fig. 5.1). z are analytic Since J(f) and f
FIG. 5
1
is,
\J(f)(f
*)\
<
M for
all z, f in
and on /S, /(f)(f bounded by some constant and on S. Hence

inside
z)
,
is
that
'(r-
where M
is
any upper bound
of v$(z) in
and on
*S.
Similarly
205
(' yo
i*
ir
2.1
ôi
Jo
r
~
, **
By
mathematical induction the reader can show that
Thus the
v k (z)\
series representing v n+ i(z) is

n+l
bounded by the
k
series
yM
k
\z
z,\
fc-O
which
in turn is
bounded by the
series of constant
terms
/z
}
m*J
^
7 ^ K
I
since
*-0
that the latter series converges to e MR so test the series representing v n +i(z) converges that from the Weierstrass
R >
\z
zo|.
We know
Since each term of the series representing v n +i(z) is analytic, v n +i(z) converges to an analytic function t>(z) (see Prob. 7, Sec. 4.9). We now show that the limiting function, v(z\ satisfies (5.95). From (5.97)
uniformly.
lim
n
*
v n +i(z)
= =
vQ
+ +
v' Q (z
ZQ)
+ +
lim
n
*
/ *o J
(f
v(z)
ô
ô(z
ZQ)
lim (f
It is possible to take the limit process inside the integral because of the uniform convergence of v n (z) to v(z). Next we prove that v(z) is unique. Let u(z) also satisfy (5.95). It is u(z) satisfies easy to verify that r(z) = v(z)
r(z)
yo
(r
*V(f)r(r)
*
is
(5.100)
Since w(s) and v(z) are analytic in and on S, the function r(z) by some constant K, |r(f)| < K. From (5.100) we have
bounded
|r(*)|
<
MK ^
\df\
= MK\z -
206
ELEMENTS OF PUBE AND APPLIED MATHEMATICS

this inequality to (5.100) yields
Applying
|r(f)| |df|
< M*K
|f
,|
\df\
2!
Continuing this process yields

\r(z)\
< KM*
'
n\
""
!
for all integers n.
Since lim
n
*
*' g
<go
'
0,
we can make
so that u(z)
\r(z)\
as small as
we please.
This
is
possible only
if r(z) s=
v(z).
Q.E.D.
Example
point.
is
5.15.
00
We
c nzn .
consider
is
An
analytic solution
w" zw known to
w
exist.
=* 0.
Certainly 2
easiest
is
an ordinary
The
way
to find this solution
to let
The
cn
are to be determined
by the condition that w
satisfy
n-O
w"
zw'
** 0.
We
'
have
00
M
nCn2!n
W "
*
so that
A
n-l
~1
W"
00
""
A
n-2
n ^n
00
"
V* / n(n
n l)c n z
~~
V*
/
V*
nCnZ*
>
cnzn
n^2
n-l
if
-0
the coefficients of z n , n
A power
. .
series in z
can be identically zero only
0, 1, 2,
vanish.
Hence
(n
2)(n
l)c n +2
(n
l)c n
=0
n -
0, 1, 2,
...
We
obtain the recursion formula
cn+t
=^2
c 2 /4 c /(2
n =0,1,2, ...
-
We
note that
c2
c /2, c 4
4)
c /2 2 2!,
__ ~
C6
""
Co
Co
6
Ci/3,
(2-4-6)
23!
cjn
/2
nn!.
Also
ci
d "
c 8 /5 C
- d/(l
5
-3-5),
C7
C(
"7
(1
7)
ci/(2n
1)!!,
where
(2n
(2n
1)!!
l)(2n
l)(2n
3)
The constants CQ and w zw' of w"
=
207
The
general solution
c\
is
are arbitrary constants of integration.
n0
Problems
1.
(2n
1)!!
Show
Prove
Solve
that,
if
v(z) satisfies (5.95),
then
t>(z )
VQ
V'(ZQ)
tv
Also show that
v(z) satisfies (5.94) if v(z) satisfies (5.95).

2.
(5.99)
by mathematical
z*w
f
induction.
3.
4.
Solve
w" w"
zw
=*
for w(z) in a
IP
-h 1/(1
z)w' -h
in a
Taylor series about 2=0. Taylor series about 2=0.
Let z a be an isolated singularity of either 6.10. Singular Points. =* a by a circle, C, of radius p, p(z) or q(z) in (5.93), and surround z
such that p(z) and g(z) are analytic < an ordinary point of (5.93),
for
\ZQ
<
a|
\z
a|
<
p.
Now
let zo
be
<
p (see Fig. 5.2).

is
From
of of
Sec. 5.9 there exists a solution of (5.93)
which
analytic in a neighbor-
hood
Wi(z)
p(z)
of z
Call the solution Wi(z,
=
and
Wi(z, ZQ)
q(z) 9
a or a point on the circle C. In Fig. 5.2 C' is the circle of convergence. Now let F be any simple closed curve through ZQ lying inside C and surrounding z = a (see Fig. 5.2). We choose a point z\ on F, z\ inside C". Since w>i(z, ZQ) is defined at zi, we can compute Wi(z\, zo), w((zi, ZQ). Since z\ is an ordinary point of (5.93), there exists a unique function Wu(z) such that Wu(z) satisfies = M>I(ZI, ZQ), w(i(zi) = M((ZI, z ). w u (z) is an analytic (5.93) and Wn(zi)
z
about z = zo which may be the point
The Taylor-series expansion converges up to the nearest singularity

ZQ).
continuation of Wi(z ZQ). Its domain of definition is the interior of the circle
9
C" (see Fig. 5.2). This process of analytic continuation can be continued, and the reader can show that
in a finite
tions
number of such continuawe can reach z Let w*(z) be

.
the analytic function which is the analytic continuation of Wi(z), both Wi(z)
and w*(z) analytic

of z
ZQ.
in a
neighborhood
We
and look upon

leave
write w*(z) == Awi(z) A as an operator associ-
ated with analytic continuation. We it as an exercise for the reader to

that,
if
FIG. 5.2
show
Wi(z)
and
w z (z)
are lin-
early independent solutions of (5.93) for some neighborhood of z then Ate?i(z) and Aw 2 (z) are also linearly independent.
o,
Since
is
a singular point, we cannot expect necessarily that
208
hw\(z)

SB Wi(z).
Let us
now attempt
Aw(z)
to find a solution w(z) of (5.93)
such that
\w(z)
(5.101)
If
Wi(z) and w^(z) are linearly independent solutions of (5.93) for a neighborhood of z = 20, we have
w(z)
The
last
equation of (5.102) implies that AciWi
c\Kwi and that
In other words,
is
a linear operator.
Let the reader deduce this
fact.
From
(5.101)
and
(5.102)
which
in turn implies
X)
+
if
c 2a 2 i
=0
=
if
.-
Cia 12
+
-
c 2 (a 22
X)
nontrivial solution in
ci, c 2
exists
and only
n
Equation (5.104)
roots or
is
i2
o a 22
X
X,
(g
a quadratic equation in
so possesses
two
distinct
two equal
1.
roots.
^> 2 (z) be the functions of (5.101) corresponding to X 2 that is,
,
Case
Let
<f>i(z),
the distinct roots
Xi,
A^r=
It is
X,v?,
1,
(5.105)
an easy task to show that <f>\ and <p z are linearly independent. ie a = \z Let us note the following: Let z a\e and
(2
a) a
(z
=
a)
|z
alV*'
6
The
analytic continuation of
around F increases
by
2ir
so that
We
choose
ay,
1, 2,
so that
e** =
Xy(
X,,
=
j
1, 2.
Hence
2
(5.106)
A(*
a)i
a)*
1,
209
Combining
(5.105)
A[(z
and
(5.106) yields
a)-^(z)] = A(z
a)-<A^(*)
Why?
=
= ^
(z
- d)^\j9j (z)
a)-><pj(z)
a
><ft(z),
= (zThus the functions

inside
1,
(5.107)
a)~ Fj(z) = (z with a possible singularity at
a.
= 1, 2, are single-valued From Laurent's expan-
sion theorem
we have
(z
a)- ^(z)
=
n=
00 ao
b n (z
a)"
(z
d)-
a
*<p<L(z)
c n (z
a)
or
=
Thus both
Case
2.
(2
a)
a"
Y
n=
oo
c n (2
a)
(f>\(z)
and
^2(2) have, in general, a
branch point and an essential

of a
singularity at z
=
if
a.
is
The reader
\i
referred to
.
MacRobert, "Functions
Com-
plex Variable,"
X2
In this case
<p(z)
(z
a)"
[t0,(2)
^
j
In (2
a)]
(5.109)
where Wi(z) and w^(z) are analytic at z = a. An important case occurs when the functions <0i(z), <p*(z) have no essential singularities. In this case we can write
*,(*)
of (5.108)
(z
a)"fc(*)
1,
(5.110)
where
$j(z) is analytic at z
a; #/(a) 5^ 0.
Now
=
so that
<f> 2 <f>{'
^1^2'
p(^)(^2^{
<Pi^ 2 )
Thus
and
j
-T-
(^2^1
/
x
^1^2)
p(z)
= - ^7
-i
p(z)(<f>*<P\
dW(<pi, j dz
^w/
(5.H2) ^ '
'
<pz)
210

of (5.110) to (5.112), let the reader
Making use
show that
+ P*M
(5.113)
with p*(z), g*(z) analytic at

(5.109).
z
a.
The same
result occurs for
<p(z)
of
We
a and
notice that p(z) of (5.113) has at most a simple pole at = a. This suggests the q(z) has at most a double pole at z
5.1.
following definition:
DEFINITION
is
said to be a regular singular point of

f
w"
if:
(i)
p(z)w
+
2
q(z)w
(5.114)
ZQ is
(z
not an ordinary point.

zo)p(z) is analytic at z
zo)*q(z) is
(ii)
(iii)
(2
We now
Let w(z)
analytic at 2 = 20find a solution of (5.114) in the neighborhood of a to attempt
regular singular point.
To
The transformation
z'
=
a
simplify matters, we assume that z = 0. ZQ transfers the singularity to the origin.
z a u(z),
a an unknown constant,
z u'(z) z
w =
z*u
we have w' =
az a
~l
u(z) undefined as yet.
For
u,
w =
"
u"
2az-
u'
a(a
If w(z) satisfies (5.114),
then u(z) must satisfy
z*u"
[2az
p(z)z*]u'
NOW
Zp(z)
z 2 q(z)
+ azp(z) + z*q(z)]u = = PQ + piZ + P2Z + = qo + q\z + q*z +

[a(a
1)
2
'
' '
(5.115)
Equation (5.115) becomes

zu"(z)
P(z)u'(z)
Q(z)u(z)
(5.116)
provided a
is
chosen as a root of the indicial equation
a(a
with
P(z)
Q(z)
1)
= 2a + zp(z) = 2a = a(pi + P& +
ap Q + q + p + p& + p& 2 ) + 0! + q& +
(5.117)
'
'
'
Conversely,
if
u(z) satisfies (5.116), then w(z)
zu(z)
will satisfy (5.114)
provided a satisfies (5.117). The existence of a solution of (5.114) hinges on the existence of a solution of (5.116). If u(z) satisfies (5.116),
u(0)
= w
then a double integration of (5.116) yields
211
zu(z)
[P(0)
l]u*
+
2
[* Jo
I]u
[2
P(r)
+
(z >
(T
z)(Q(r)
P'(T))]I*(T) dr
and
With
u(z)
[P(0)
+\j B
P(r)
MO dr
-
B(Z, r)
it
+(r -
*)[$(T)
P'(r)]
We leave
To do
to the reader to
satisfies (5.116).
show that, if u(z) satisfies (5.118), then u(z) The reader can also show that if we define u(Q) = UQ
z
so that (5.118) holds for then u(z) of (5.118) is analytic at z = = w this, the reader must show that lim u(z)
.
0.
z->0
Now
P(0)
=
If
2a
i
+
=
po
2,
and a\
a2
=
1
of (5.117).
then P(0)
1 po if <*\ and a 2 are the roots so that (5.118) becomes
1*00
i ^ z
Jo
B(z, r)u(r) dr
(5.119)
If we attempt to prove the existence of a solution of (5.119) by Picard's method of successive approximations, we might expect trouble at z = 0. Let our first approximation be UQ(Z) = uo, and define
1
Let the reader show that lim Ui(z) = i/ so that, if we define = 0. Continuing Ui(z) becomes continuous and, indeed, analytic at z
,
this process yields
u n (z)
with Mn(O)
write P(r)
=
1,
B(z, r)Wn-i(r) dr
. . .
(5.120)
= w
=
1
n =
0,
2,
We
=
1
define
0.
u n (0)
(r
and the
1,
reader can show that u n (z)
is
analytic at z
r)
+ rf(r)
2 for
=
and B(z,
Since P(0)
we can
P'(r)].
r/(r)
z)[Q(r)
We
"
can certainly pick a small
\B(z, T)|
< R <
all 2, r
with center at z = such that inside and on the circle. Moreover

circle, C,
I
\Ul(z)
UQ(Z)\
P(r)
+
(r
(r
z)[Q(r)
P'(r)]\ dr
-rf(r)
If
z)[Q(r)
P'(r)]) dr
it is
we
let r
te,
<
1,
the variable of integration,
easy to
see that
\Ui(z)
UQ(Z)\
<
A\z\
A =
constant
for all z inside C.
212
Since

Ui(z)\
\u?,(z)
\ z Jo
f
AR
/
T)[UI(T)
UO(T)] dr
we have
Continuing,
ui(z)\
|r|
\dr
we obtain
\u n (z)
u n -\(z)\
< A
(ir
Since the series A\z\
Y
n=l
(R/2)
n~ 1
converges uniformly inside and on C,

)
remember R < 2, the sequence {w n (z) converges uniformly to an analytic function u(z). As was done in Sec. 5.9 for z = o an ordinary point, it can be shown that u(z) satisfies (5.116) and (5.115). It is then trivial to show that w(z) = z*u(z) satisfies (5.114).
Example
p(z)
1/z,
5.16.
q(z)
zw"
+ w'
l/z and
w =
zp(z)
or
w"
(l/z)w
z
(1/2)10
=
is
1,
z 2 q(z)
so that z
= 0. =
In this case
is
a regular
singular point.
satisfies
We know
that a solution exists in the form

analytic at z
00
z a u(z),
where a
a quadratic equation and u(z)

is
=0.
One
00
of the simplest
ways
of determining u(z)
to
assume
w'
u(z)
c r,z n ,
w(z)
c n z n+a .
The
series for
n=0
w(z]
is
n=0
coefficient of
substituted into zw"
-j-
w =
0,
and the
each power of z
is
equated to zero
no
More
specifically,
we have
oo
w'(z)
Y
n=0
c n (n
a)z+
a- 1
w"(z]
Y
n=0
c n (n
+ a)(n -fa-
l)z
n +a -*
00
^ c n z n+a satisfies
and hence w(z)

00
y
n=
zw"
00
-f w'
10
if
and only
00
if
Y
n=0
c n (n
)(n
+
of z
- D^^- +
1
Y
n=0
c n (n
a)z
n+a ~ l
Y
n=0
c n z n+a
(5.121)
The lowest power

coot(a
1)
-1-
which occurs
1)
in (5.121)
is
a~ l
.
The
coefficient of z
a~ l
is
c [a(a
].
If (5.121) is to
be
satisfied,
we must have
C [a(a
Co is to
1)
(indicial)
be arbitrary so that a must satisfy the quadratic
equation
a(a
1) -f
or a =
2
213
The
~ coefficient of zn+a l
0.
is
The
roots of the indicial equation are
a =
0, 0.
(5.121)
c n (n
+
be
a)(n
+-!)+
+
a)(n
Cn (n
a)
C H -I
1, 2, 3,
If (5.121) is to
satisfied,
c n (n
we must have
+-!)+
(^qf^yi
c n (n
a)
c n -i
(5.122)
or
cn
n =
1, 2, 3,
...
1, 2,
.
Equation have
(5.122)
is
the recursion formula for the c n n

,
Since a
0,
we
cn
.,
,
=
Ci
^
_ Co
-
n -
1, 2,
so that
Ci
_ -
Co
C2
_ -
c3
_ -
C
7
_
zw"
Co
_
10
Co (37)2
and by induction
cn
c /(n!) 2 .
Hence a solution
of
10'
is
w(z)
= A
n=
(
Co
= A
We
postpone the discussion for finding a second independent solution of
zw"
00
-\-
w'
w ^
|z|
Zz
,
n
,
n=
(n!)
NO z
converges for
2 2 g(2;)
<
This
is
exactly the
region of analyticity of zp(z)
1,
z.
The reader can find a proof in Copson, " Theory of Functions of a Complex Variable," that, if zp(z) and z q(z) are analytic for \z\ < R,
2
00
then
w"
00
p(z)w'
q(z)w
has a solution w(z)
= ^
n=
c n z n+a
and the
series
N
n=
c n2 w
converges at least for
|z|
<
/J.
The
roots of the indicial
eguation need not be equal.

Example
is
5.17.
zw"
(z
l)w'
w =
00
0.
The reader can

1
"
1
easily note that z
a regular singular point.
Let w(z)
Cn^* "",
so that
Cn (n -h
a)^"^- 1
n-0
00
w"(z)
V
n-0
c n (n -f
a)(n
l)z
w +a ~ 2
.
Substituting into
214

zw"
(z
l)w'
+w oo
yields
c n (n
)( n
- 2)z+-i +
Y
,
c n (n
<*
l)*
n +a
(5.123)
The
smallest power of z occurring in (5.123)
is
z*" 1 whose coefficient
must be equated
to zero.
Thus
ro(a
and a
2)
satisfies the indicial equation a(a We shall see 2) =0, so that a 0, 2. that the larger of these two roots produces no difficulty, the smaller of these two roots doGH produce a difficulty. ~ in (5.123) must he sot equal to zero. This The coefficient of z n+a n = 1, 2,
l
leads to the recursion formula
c(n
C
)(n
2)
r n -i(n
=-n^~2
cn c n ~\/(n r w _i/n, so
"-1,2,3,...
2)
If
we
try a = 0, we have 2 and obtain r n =
and
c
,
C2
r2
becomes meaningless.
We
try
that
c\
n/2 =
r /2,
Ct/4
Co/4!,
and by induction
rw
n I) (c /w!).
Hence
(-!). =
is
Az*e~*
a solution of zw"
It is
(z
I)t0' H- to
0.
not very
difficult to see
that a second solution cannot be obtained
by the method of series solution used in Examples 5.16 and 5.17 when the roots of the indicial equation differ by an integer. When the roots do differ by an integer the larger of the two roots presents no difficulty.
ao
Let w(z)
00
= y
n=0
c n z n+a
be a solution of (5.114).
00
Then
w'(z)
<x)*
n+ ~ l
w"(z)
= y
n=0
c n (n
+ a)(n +
l)z
n+a ~*
and substituting into

c n (n
(5.114) yields
a)(n
l)*+*~
_|_
pfy
nÔ
nÔ
q(z)
cn
2+ =
2^ =o
(5.124)
Since zp(z)
215
po
+ piz +
+
p&*
z q(z)
+ q& + q& +
2
we have
[c n (n
a)(n
-!)+ cn (n +
a)(p
Pi
+
$!*+
+
Of necessity
a(a
1)
Cn(?0
O^-
+
2
ap
+
+
<?o
indicial
equation
The
c n [(n
coefficient of 2 n
+1)
must be
zero,
which implies
go]
a)(n
(n
a)p
+
+
n-l
c.[(
a)p n -.
+ g-J
cn
,
n ^
(5.125)
Equation
(5.125), the recursion

. . .
formula for the
will
determine
cw
n =
1, 2,
in terms of Co unless
F(a, n) zz (n
=
for
(n
If
1
+ a)(n + + a)(n +
QJ,
i
a
a.
1)
1
+ (n + a)p<> + + p + ô =
)
some
integer n.
we have a
po,
ai =
= =
(n
are the roots of the indicial equation, a ?o, so that
i,
F(a, n)
n(n
+ a) +a
(ft
<*i)
i)
Since a
ai
^ ai, F(a, n) 5^ f or n ^ 1. The only difficulty would occur if = negative integer. To obtain a second solution when the roots
by an
integer,
of the indicial equation differ
we turn
to the
method
.
of
Frobenius.
...
Method of Frobenius. in terms of Co and
We
a.
The
use (5.125) to determine ci, 02, specific value of a is not inserted.

.
cn ,
The
series
10(2,
=
n-0
a ) 2"+
satisfies
5 126 )
-
determined from (5.125) does not satisfy (5.114) but

d*w(z, a)
+
,
P(z)
dw(z. a) dz
+
,
?(*)(,
=
where a\ and
2
C (a
i)(a
a 2 )2 a
~2
(5.127)
c n (a) of
are the roots of the indicial equation.
The
(5.126) are well defined for the larger of the
two
roots, say, a\.
Now let
216
Co

<* 2 )
= A (a
z,

dw(z, a) dz
a)
to
= A(a The change

replace Co
of c
ax)(a
atfz~*
(5.128)
. .
.
to
A (a
since these coefficients
a 2 ) applies depend on Co.

2 ).
also to the coefficients

If
i
ci, c 2 ,
by A (a
z
We
not necessary to differentiate (5.128) with respect to a.

2,
it is
Since a and
are independent variables,
we have
il
Evaluating at a
_ f
yields
_JfM
_|_
p(%)
+
is
q(z) (
=
)
(5.129)
Equation (5.129) shows that

Example
Cl
\OQL /
) J
aâ-i
5.18.
Returning to Example 5.16, we have
Co
'
(1 -f a)
C2
=
(2
Ci
~
2
Co (1 -f
+ a)
a) (2
+ a)
Cn
'
'
'
2>
'
Co
'
(1 -f
a) (2 "+)""
."
2 (n -f a)
so that
*,
a)
+ ^
To compute (T
J
?!
(1 H2
)
(2
2
)
(n
+ + a) ^
2
.1
we need
to
compute
i
AT
da 1(1
Let y
+ a)
-
(2
a)
(n
1 2 a) J
(1
a)-*(2 -f a)-*
2 (n -f <*)~ so that
In y
- -2
In (*
and
&=
dot
-5
1
217
where F(n)
n=0
The second
solution of
zw"
w'
w =
is
Example
Cl
5.19.
Referring to
Example
Co
5.17,
we have
C2
* ~
Co
C2
_ ~ ~
"n
Ci
_ ~
'
_
...
(a
l)a(a
1)'
(a
- !)( +
1)
2)
We
replace TO
[y2
a
by Aa and
^
a
obtain
r
Z H
T 1
y3 -__-__
7
(a
l)(a
-|-
1)
+ ~ 1)n
(
(^=T)Ti "+"!)(
compute
l
+2) ...
(a"
+ ^^2) +
'
'
To compute
\OCK /
a0
>
we need
to
AT
da L(
Let y
-"!)(
+
1
!)(
+
2)"
2)
1
(a
w , 2
2)J a .
1
,
(a
1)-K
l)'
^+
-
...(+ n
n-2
2)-
so that
In y
In
1)
In (a
+ k)
n-2
n-2
dy
_
If
kj
(n
-2)1
n =
3,
=0.
Hence
n-2
w =4
The second
solution of zw" -f
(z
1)
w + w =
f
is
w(z)
- 5
6-* In 2
z*
z*
where F(n)
-(-!)"
218

Problems
1.
Derive (5.113).
2. 8.
4.
Show
that
if
u(z) satisfies (5.118) then u(z) satisfies (5.116).

0.
Derive (5.125). w Solve zw"
S N-0
zn+l
nl(n
00
1)!
[V _
ln Z
5.
z n+l
2
1!2!
n-O
2, nl(n
. JL
Solve
2 2 (1
( 2!3!\1
in
2 2
+n ^ + ^3/
1 ]
z)w"
-f-
2(1
Zz)w'
f
for
10(2)
the neighborhood of
2
0. 0.
2=0.
6.
7.
Solve z(l Solve 4 8 ip
/'
z)w" + 4zw
(1
f
+ z)w H- w + l)w
J
for 10(2) in the
for
if;(2)
in the
neighborhood of neighborhood of 2
To 5.11. The Point at Infinity and the Hypergeometric Function, determine whether the point at infinity is an ordinary or regular singular = l/t and investigate the point t = 0. We have point, we let z
dw _ ~ dwdt^ __ ~ ~
Ih
dw
~di
llidz
=
az*
/4
_^
dt 2
2p
dt
so that
w"
p(z)w'
q(z)w
becomes
Hence
oo
is
an ordinary "point
2i
(i)
if
is
analytic alytic
at
=
(5.131)
(ii) (i
-4
is
analytic
at
For
this case a solution
can be found in the form
Again z = point and if
oo
is
a regular singular point
if
oo
is
not an ordinary
2t
(iii)
219
/
~
is
analytic
at
(5 132)
'
1 (iv) 72 *
l\ # \7 I
v/
is
analytic
at
This implies
MOothat
/A
Pit
pzt*
'
'
If,
moreover, we desire that the origin also be a regular singular point

p(z)
we must have
Example
that
5.20.
po/z,
<?(z)
<?o/z
We
but one regular singular point at
look for the differential equation (of second order) which has In this case z * is an ordinary point so z = 0.
and
n(*> - 2
VW-S+S+--In order that

PO
2
= =
'
be a regular singular point, we must have

'
Pi
0,
= =
00
01
'
tfn
-;
Hence
g(z)
and
p(z)
2/2, so that
now the following problem: We look for the differential which has exactly three regular singular points at z = 0, 1, equation all other points are to be ordinary points. Since p(z) has at most simple = = z we know that at z z(l poles 0, z)p(z) is an entire function. 1,
We
consider
Hence
2(1
2) P (2)
n-0
"
(5.133)
for all
z.
Since z
=
From
is
to be a regular singular point, condition
(iii)
must be upheld.
(5.133)
220
(0
y
must be analytic
at
MO;
0.
This
is
possible
if
and only
if
an
0,
>
1.
Thus
and
z(l
2)p(z)
p(z)
+
<s
ai-s
r-A_
l
(5.134)
With the same type
of reasoning the reader can
show that
Let the roots of the indicial equation at z = <*> be a = a, a == 6. and also impose the condition that the indicial equations at z = 2 = 1 have at least one root equal to zero. Now at z = we have = lim zp(z) = c from (5.134). Also q<> = lim z 2 q(z) = pvB. The 7>o
We
*-o
s-o
indicial equation at 2
=
a(a
is
1)
ca
+ \ivB =
If
is
\i
to be a root of this quadratic,

if
we pick
is
the reader show
we must have iivB so that desire q(z) The other root is a = 1 0. c. Let = 1 that, if one of the roots of the indicial equation at z we
zero, the other is
+A
and
(5 - 136)
At
=
2t
oo
we have
p(l/t)
2t
M - iî)
lim
t-^Q
ct
2t
tA/(t
t*
1)
A/(t
t
1)
and
Similarly g
po
~
I
+A
oo
B, and the indicial equation at
is
a(a
or
If
1)
+ +
(2
(1
+ c +
c
6,
A)a A)a
+B = +B =
A
the roots of this equation are a and
we must have
-1
+c-
ab
221
B, so that
A=a + b +
(c
\z
is
c.
Our
differential equation is
d?w
dz*
l-c + a +
z
1
b\ dw
/ dz
z(z
ab
1)
Equation (5.137)
the famous hypergeometric differential equation.
Its solution is written in the
form
(after Paperitz)
oo
w(z)
= P
( I
a
c
z\
c
(5.138)
\1
The top row denotes the
regular singular points, and the other rows contain the roots of the indicial equations at each singular point. Note that the sum of the roots is unity.
The operator 6 =
by
series
z-r-
due to Boole
is
very useful in solving (5.137)
methods.
The
reader can show that
9 has the
following
properties,
e n (z<f>(z)) =
where 6V =
z a (e
+
n
a)v
B(O^),
etc.,
and (0
)V = /^
r
{) a
+
n~ r
BV.
The
reader can show that (5.137) can be written in the form
6(6
+c-
l)w
z(6
a) (8
b)w
(5.140)
We
solve (5.137) or (5.140)
by
series.
Let
W =
Then
>
Cfc*+
Qw =
*=o
(6
c*6z*+
=
fc=o
c*(fc
a)z
k+
+
+
V)w
= 7
ffo
00
fc
(fc
b)z
9(0
6)w
Y
*%
00
ck (k
+ b)(k +
a)z
z(B
a) (6
b)w
= y
c*(fc
+ a + b)(k +
a)2^
+1
(5.141)
222
Also

9(9
+c-
l)w
=
ib-O
c*(k
<**)(k
+c-
l)z
k+a
(5.142)
Equating (5.141) and

c*+i(/c
(5.142),
we obtain the
recursion formula
l)(fc
c)
c k (k
a)(k
b)
along with the indicial equation
a(a
+c+
b)
1)
For a =
we have
(k
+
Co
a)(k
so that
î
Ci
(a
C2
1)(6
1)
(a
l)q(6
1)6 Co
2!
2(c
+1)
(c
l)c
and, in general,
(
+^~
1)
(c
Cn
- TT 7 7 " 7 ^
"
a(b
1 )
b C
_
where F(a) is the solution of (5.137)
r(o ~
n)r(b
T(c
n)
n) _^ w!
4.
gamma,
is
or factorial, function of Chap.
formal
w(z) W(Z}
- A ~
Li n-O
n)F(6 + V r(a + T(fTnT~
n) 2n
T (
a, 6, c
We
cannot be negative integers. Why? define the hypergeometric function F(a,
6; c; z)
by the equation
n) i"
,
n)T(b
+
)
,
Problems
1.
r(c
+
z
(5J44)
AA .
2. 8*
Solve Derive (5.135).

w?"
2w'
for 10(2) in the
neighborhood of
differential
0.
Let w(z) be a solution of Legendre's
equation
Show
that
223
-1
w(z)
oo
- P (1 {0
(O
-f
z\
|
-n
4.
6.
Verify (5.139).
If c is
not an integer, show that a second solution of (5.137)
is
w(z)
~ ,-c
T(n
n-0
6.
7.
T(n
c)r(w 42 - c)
c) z
n\
What
Show
is
the interval of convergence of (5.143)?
that
by expanding the left-hand sides in Taylor-series expansions. 8. Show that when c = 1 the second independent solution
of (5.137)
is
r(a)r(b)F(a,
b; 1; ,) In
r
where
sr
V
Li
n=*l
/
/
[
\a
_ -- _ --1
2\
I
4-
7
1
-f
+
;
7
1
n)
5.12. The Confluence of Singularities. Laguerre Polynomials. In the discussion of the hypergeometric function and its associated differwere distinct. It ential equation the regular singular points 0, 1, when consider be useful to two or more what happens turns out to
regular singular points approach coincidence, a process usually referred " " The reader is referred to Chap. to as the confluence of singularities.
XX of Ince's text on differential equations for more details and for a very
useful classification of linear second-order differential equations according to the number, nature, and genesis of their singularities by confluence.
We consider Example 5.21

Example
5.21.
by way
of illustration.
Rummer's
Confluent Hypergeometric Function.
geometric function
w(z)
*Fi(a, b; c; z)
1)
'
'
(o
c(c
n0
for
\z\
+ * - 1)W + 1) + 1) (c 4- n
-
1)
(6
Consider the hyper-
+n-
1) af
n\
(5 '
fi
<
1,
which
satisfies
2(1
z)w"
[c
(a -f b -f l)z]w'
- abw -
(5.146)
224

let z'
Now
=
g
bz,
and then replace
z'
by
z.
We
obtain
fa, b;
c;
fc
1)
(q
l)b(b
(c
=
for
\z\
c(c -f 1)
+ 1) +n -
(6
1) g
,.-.(6 147)
*
1)6
SI
which converges
< -
6.
2^1 satisfies
(l
If
Q w" + (c
V
n=
|z|
+ +
fr
tf
g)
aw -
(5.148)
we
let 6
>
oo
we
obtain (formally) the series
F ,. A _ fi(a,c,*)
.
q(q
c(c
+ 1) + 1}
(fl
.
(c
+ n - 1) 2" + w . 1} -,
,.
(
14Q ) 5 149
-
which certainly converges

satisfies
for
<
1.
Moreover
it
can be shown that
iFi(a; c; 2)
zw"
+
.
(c
z)w'
- aw -
(5.150)
oo obtained formally by letting fr Equation (5.150) is Kummer's confluent hyperis an geometric equation. It has a regular singular point at z = 0, but z = irregular point, that is, z = oo is neither an ordinary point nor a regular singular point. If c is not an integer, the other solution of (5.150) is
zl
~f
iFi(a
r; z)
(5.151)
If r is a negative integer or zero, (5.149) becomes meaningless, while if c is a positive If c = 1, both solutions coininteger greater than 1, (5.151) becomes meaningless. The second solution can then be obtained by the method of Frobenius. cide.
now consider the function iFi(a; c tion of iFi(a; c 1; z) will terminate if a the coefficient of z m+1 is
We
z).
The
series representa-
is
a negative integer,
w, for
(c
l)(c
+ 2)
if
(c
Similarly higher powers of z have zero coefficients.

2) is
Hence
iFi(
n, c
a polynomial of degree n
co
is
a positive integer.
(c
We
define
(c
D(c
2)
/C" I
+ n)
iFi{
_n
1; g)
as the associated Laguerre polynomial, can show that
n a
positive integer.
The reader
p + fr.M-oSa+.vw..
(6 153 )
.
225
We show now
that
we can
write
n
(e-*z+<)
(5.154)
Let
v(z)
e-*z n+c so
that
~
z
<r\(n
+ c)zn+c~ l
i
z n+c ]
and
dv j-
(n -f c
z)v
Differentiating
times with respect to
z yields
If
we
let
d v u = T~ we have
>
"
C)
(n
1}l"
(5 155)
*
Now
it is
let
w(z)
= e^~ w(g) =
c
dn
z~
-^
=
z n+c ). (e~ z
If
is
a positive integer,
easy to see that w(z)
is
a polynomial of degree n.
u(z)
From
w(z)e~
and the
satisfies
fact that u(z) satisfies (5.155) let the reader
show that
+
Since (5.156)
is
(c
"
0)
nw =
(5>156)
exactly the
same
as (5.153),
we must have
(e~*z
Lf(z)
Let
z
= Kw(z) =
Ke*z~ c
n+c
)
0.
From
(5.152) the reader can easily

(c
show that
(*
norm -
1)(c
2) -
+ n) ~
Let the reader show also that

e lz~
2
=
=
1
(c
D(c
2)
(c
n)
so that
n\
This proves (5.154).
226

associated Laguerre polynomials have the interesting and impor-
The
tant property
e-*x cL%(x)U*(x) dx
m^
(5.157)
To prove
(5.157),
we need only show that

er xx cx m
f*
If (5.158) holds,
Dn
c)
(x)
dx
f or
m<
(5.158)
is valid, for L*(x) is a polynomial of degree a (5.157) simply linear sum of integrals of the type (5.158). be obtained by integrating by parts m times after can Equation (5.158)
then (5.157)
is
m<
n and
replacing
U(x)
in (5.158)
by
(5.154).
Problems
1.
2.
3.
Show Show
that iFi(a; that
c; z) satisfies (5.150).
L nc) (*)
(
satisfies (5.153).
Show that 14Prove

(5.158).
(0)
4.
6.
Show
that
r(c)
dx
T(c
+n +
1)
/. Hint: Evaluate
6.
e~*x x L% /./_
(x) dx.
Show
that
}
n>L^ (z)
(2n
zJL^^z)
(n
-\-
n ^ 2
W
0)
dx
WW -LSIM
is
called the ordinary Laguerre polynomial.
7.
Show
that
L(z)
r-O
5.13. Laplace's
Equation.
We
discuss
is
Laplace's equation. matical physics. We consider
This equation
of
now a method for solving some importance in mathe-
V2 F =
in rectangular coordinates,
(5.159)
V/.C-
^î/
VXfc>
Let us look for a solution in the form

V(x,
y, z)
X(x)Y(y)Z(z)
(5.160)
227
This attempt at finding a solution of (5.159) is called the method of separation of variables. Applying (5.160) to (5.159) yields
^=
division
1
For
7*
we have upon
1
by V
d*X
dx*
X
Thus
+ Y
d2 F
dy*
+Z
d*Z
dz*
-J^ YW + Zd^
==
ld*X
ld*Y
ld*Z
(
The
equality in (5.161) cannot hold unless both sides of (5.161) are conu(x)
starit, for if
flu
v(y, z),
then
=
.
and u
.
SE
constant.
Hence
~ V-J-T = X ax
2
constant
A-
M
(5.162)
or
jj^
solutions of (5.162) are
k*X =
The
or
or
X X X
Similarly
= A k cos kx + B k sin = A k ek * + B k e~kx = Ax + B if k =
kx
(5.163)
and
or
or
Y = Ci cos ly + DI sin Y = Cic^ + jDic-^ = F * Cy + D if

Z
/?/
(5.164)
Finally
or
^f + +
(
.
fc
)Z
=
and
I
(5,165)
2
2 solution of (5.165) depends on the magnitudes of k 2 2 signs preceding k and Z
The
and the
The
choice of the sign preceding the constants depends on the nature
of the physical
problem.
We
illustrate
with Example 5.22.
Example
5.22.
dimensional semi-infinite slab of width o. 0, as kept at constant temperature T
We consider a two0. For steady-state heat flow we have V*T The edge given by x 0, Q y < ois is the edge given by a: a, # < co.
228

at a steady temperature given
The base of the slab given by y ^ x ^ a is kept 0, For the steady-state case we have by T /(x).
d*T
a?
If
,d*T_ ~
"ay*
we
let 2T
^"(a:)F(j/),
we obtain
1
as above
d*X
ld*Y
we have X T when
-j-
to be negative, ary condition necessitates, however, that

If
we choose our constant
Ake kr + Bke~ kx x = and when x

.
Our bound-
a for
all y.
if
This cannot be achieved for we choose
Ake kx
BkC~ kx unless Ak
Bk
0.
However,
_-= X
dx*
= A k cos for -f #* sin kx. Since sin (rnrx/a) vanishes for x then provided n is an integer, it seems proper to consider
nirx v = B n X n sin a
.
and x
where
fc
rwr/a.
It follows that
d*Y
dy*
so that
nV *
a*
*
Y = Cn e (nir/a)v + D n e~ (nv/a}v
t/
We
do not expect the temperature to become

0.
infinite as
becomes
infinite
so
we choose Cn
Hence
r(or, y)
= B n D*e-<*'**
sin
~
(5.166)
where n
The final boundary condition is T(x, 0) =/(z). Equation is an integer. (5.166) cannot, in general, satisfy this boundary condition, unless, by choice, we pick V*T is a linear partial differential equation, and it is sin (nirx /a). (x)
Now
an easy thing
to
show that
00
T(x, y)
T A ^ n=0
n a)v sin n e-< */
(5.167)
is
also a solution of
twice term
by
term.
V 2 !T To
satisfy the
provided the series converges and can be differentiated boundary condition T(x, 0) f(x), we need
00
f(x)
=
n -
Y
n=0
L*
^sin
(5.168)
Can the infinite set of constants

This
is
An
0, 1, 2,
be found so that (5.168) holds?

6.
the subject of Fourier series and will be discussed in Chap.
Problem
for y
1.
229
for
Find a solution of V 2 F
6,
such that
V -
0,
0,
y
2.
F
the
o,
V -
for z
-f
Problem
By
method
of separation of variables find a solution of
d*V
dx 2
"*"
a*F
ay
2
67
a*
Assume 7(s,
Problem
3.
y,
Do
X(x)Y(y)T(t).
the same for
+ ~^ as
2
^
ay
2
- 4 ^?c 2 a* 2
We
the
find
now
a solution of
V2 F =
method
is
of separation of variables.
by use of In spherical coordinates Laplace's
equation
'
3V
I
.4-4-
ait, ,
R
/I
_
.
J. -L-
___
division
1
*tr
Assuming
F(r,
sin 2
0, <p)
=
2
'
JB(r)9(0)^(^),
we obtain upon
/ sm
I
_
by
d (
TT~ \ \
d#\
"^7~ )
/
sin
rf
c?6\
twv
)
~l
Let the reader show that of necessity

T-J
constant
Now
physically
we expect and
V(r,
desire that
B, <p)
7(r,
0,
2r)
Let the reader show that this implies that the constant be chosen as the square of an integer, that is,
Thus
$>
= An
1
cos n<p
+ B n sin n<p.
= "
1
Equation (5.169) now becomes

d { sm 3 V
.
fi
d ( 2 dfl\ V*
^J
1
eSO
de\
3 j
'
+
,
n2
/c
(
SETS
and
this implies that
d ( 2 , r
RTr(
dR\ = co^tant = ^TJ

.
fc
r^ + 2r^-*.0
To
solve (5.171),
(5.171)
we assume
1)
a solution in the form
m yields r [m(m
2m -
fc]
0.
Hence rm
is
This a solution of (5,171)

JB(r)
.
rm
230
provided k = m(m
is
m(m
1)
1).
The
(m+1) is a solution of (5.171) for Similarly rmost general solution of (5.171) for k = m(m 1)
fc.
R(r)
= Cm r-
+ D m r-<+
(5.172)
need not have guessed at a solution of (5.171), for it is immediately The series r = is a regular singular point of (5.171). method of Sec. 5.10 could be used to obtain (5.172). Equation (5.170)
obvious that
We
now becomes
sin 6
~
(sin
0,
^J +
sin
[m(m
1) sin
- n
]9
(5.173)
If
we
let
fji
cos
dp
=
M2)
d6, (5.173)
can be written
~
(1
[m(m
2^0 +
[m(m
1)
J-5L-J
9 -
(5.174)
Equation (5.174) is called the associated Its solution in Paperitz's notation is

oo
Legendre
differential equation.
(5.175)
Problem Problem
4.
6.
Deduce
If
(5.175).
<?,
is
independent of
that
is,
0, (5.174)
becomes
(5.176)
(1
2M
+ m(w
H-
1)P
with 6 replaced by P. For m an integer show that the solution of (5.176) in the Also show that 0, written P,(M), is a polynomial of degree m. neighborhood of n
^-0*)P(M) ^M -
for
5*
The
Pm (/*), m
more
is
0, 1, 2,
great deal
to say about such polynomials in Chap. 6.

00
are called Legendre polynomials. We shall have a A solution of V 2 for
V -
F(r, 0)
V(r, B)
(A mr
B,,r-<-+'>)P,
(cos 9)
(5.177)
We have seen that the solution of Laplace's equation in spherical coordinates led to Legendre polynomials. The solution of Laplace's equation in cylindrical coordinates yields the Bessel function. In cylindrical coordinates
V2 F
becomes
231
,_
W
Assuming
V(r,
6, z)
3*F = . Q
(5 178)
'
,_
R(r)Q(B)Z(z) yields
Rdr\
If
dr
dz*
9
we need
an integer
v
(5179) *' l
we
desire F(r,
0, 2;)
F(r,
+
y
2ir, z),
9
so that B(^)
1
d02-
= A,
cos
^+B
i
sin
(5.180)
Similarly
d *z
7
so that
TT ~
^2
/
7 ^ rea * or a P ure imaginary
Z() = C**If
fc
+
if
D*e-*'
(5.181)
is
is real,
Z(^)
is
exponential,
(5.179)
and
is
a pure imaginary, Z(z)
trigonometric.
Equation
now becomes
If
we
let z
fcr,
/?
w, (5.182)
becomes
This
is
Bessel's differential equation.
We
see that z
is
a regular
singular point.
Problem Problem
z
1
6. 7.
Solve (5.182) for k Solve

(5.183)
for
and
an integer.
v
the cases
integer,
integer.
Hint: Let
4s,
-T-,
and write
(5.183) as
(02
oe
-J-,,2)
w + xw a
Let
10
x*
o rxr
and show that
Wi(x)
Ax v/
'
(~x)
r-O
If p is
not an integer, a second solution
is
232

the Bessel function of the
first
We define
kind of order
to be
An
important recurrence formula for the J r (z)

,
is
+l (z)
J,(z)
(5.185)
To prove
(5.185),
we note that
/A"
V (-l)-(s/2)*
r-O
LI r!l>
r)
rv LI
oo
(-:
r\T(v
+r+
2)
\
r=0
r-O
Z / 4j
V
r=l
1
'
+
r\T(i>
r"+
\)
^2/
IT(v)
Ll
+r+
(-2
r\T(v
1)
However,
?! j (g) Jr(Z)
z
_ -
2j; /*v
W
^
lT(v
+
1)
V
Li
ao
/4)--
+r+
1)
4.
v
r-1
2J
Equation (5.185)
Problem
8.
is
seen to hold since v/T(v
1)
Show
that
/,_,(*)
- J,(g) -
2J' t (z)
(5.186)
Problem
9.
233
From
(5.185)
and
(5.186)
show that
\J v (z)
Problem
10.
-J'v (z) =
\i
Show
that
(2 j
Problem
11.
sinz
Show
that,
if
7*
ft,
>
X
1,
(' - 0)
JoV,(rf)J,(0)
dl
= -
[j
v (ax)
^^1 _ /
)[/,(ax)]
2
2a 2 f*t[J,(at)]*dt
(* -
-f
Problem
12.
From
the results of Prob. 11 show that
tf,(at)J,(0t) dt
provided J(a)
J(ft)
0,
5^
j8,
>
1.
Also show that for this case
f*t[J,(at)]*dt
=[/v+i()P
5.14.
Hermite Polynomials.
The
$ -,* +
arises in
(5.187)
quantum mechanics
oscillator.
in connection with the one-dimensional
harmonic
We
shall see that the
Hermite polynomials defined

2
by
Hn
satisfy (5.187) for
(t)
(~l)VV2^g!_
n.
(5 188)
.
verify that
Hn
any nonnegative integer

a polynomial of degree n.
(t] is
From
The reader can easily (5.188) we have
so that
= n^B _i(<)
1.
(5.189)
Problem
Show
that
(5.190)
234
Problem
2.

From
(5.189), (5.190)
show that
~? -
f + nH n
0.
From
(5.189)
we have
and, in general,
dr
Hn
dP
(f)
n(n
1N 1)
(w
+
,
and
=_H_
(0
(5.191)
From
Taylor's expansion theorem arid using (5.191)
we
obtain
^n- 2 C)"~We now

look for a generating function
00
<p(z, i)
in the sense that
v(z,
t)
//(/)
(5.193)
If v?(^,
powers then formally we have
of z will yield the
can be found, then the Taylor-series expansion of <p(z, Hermite polynomials. If <p(z, f) does
t)
in
exist,
assuming that one can differentiate term by term.
From
(5.189)
we have
n=l
n-1
Integration yields
^>(z, t)
=
where
M(Z) is
an arbitrary function of integration.

I
Thus
_|_
p'(z)]
(5.194)
235
From
(5.193)
we have formally
n=l
n=0
if //B+2(0
z m JH "
V
Li
so that
=
w-0
tJ/ " +2(
tHn+l(i)]
00
n-0
<n
eta
+ !)#) rr
(p
=
Making use
of (5.194) yields
M "(z)
Since z and
t
[M'(*)l
+
we
(^
f)fjL
(z)
+ zt =
must
-1
satisfy //
(5.195)
are independent,
find that p(z)
0.
Now
/i(z)
2 2 /2 satisfies (5.195).
The
function
(5.196)
^(2,
/)
<-/*+*
There is no can be shown to be the generating function for the n (t). trouble in differentiating the series expansion of <p(z, t) term by term since <p(z, t) is analytic for all 2, t in the complex domain.
Finally,
we show
that
JS
Jjt
t}dt
=
n\
if
7*
ifm = n
5 197 )
'
We
consider
1=1 J
by parts
-*>
e-^H^HnW dt
/7mp-V
^C-D-H-W^r/*
Integration
jdelds
fôo
rf<
(-l)-i n
tO
Hn -i(t)~^^-dt wW
Why?
236
Further integration by parts yields
If
m>
n, let
the reader deduce that 7
0.
/*^ dt If m = n,
n!
REFERENCES
Differential Equations," McGraw-Hill Book Company, Inc., New York, 1942. " Partial Differential Equations of Mathematical Physics," Dover Bateman, H.:
Agnew, R.
P.:
"
Publications, New York, 1944. " Cohen, A.: Differential Equations," D. C. Heath and Company, Boston, 1933. Goursat, E.: "Differential Equations," Gmn & Company, Boston, 1917. Ince, E. L.: "Ordinary Differential Equations," Dover Publications, New York,
1944.
Kells, L.
Inc.,
M.: "Elementary Differential Equations," McGraw-Hill Book Company,
New
York, 1947.
Miller, F. H.: "Partial Differential Equations,"
John Wiley
&
Sons, Inc.,
New
York,
1941.
Petrovsky,
I.
lishers, Inc.,
G.: "Lectures on Partial Differential Equations," Interscience PubNew York, 1954.
CHAPTER 6
ORTHOGONAL POLYNOMIALS, FOURIER AND FOURIER INTEGRALS
SERIES,
A function f(x) defined over the be thought of as an infinite dimensional vector. = x Let g(x) be defined also over f(xo) is the component of f(x) at x In vector analysis one obtained the scalar, dot, or the interval (a, 6). inner product of two vectors in a cartesian coordinate system by multiplying corresponding components and summing. Obviously we cannot sumf(x)g(x) for all x, a ^ x ^ b. The next best thing is to define
6.1.
Orthogonality of Functions.
(a,
interval
b)
may
S(f,g)
as the scalar product of /
f' f(x)g(x)
If S(f, g)
dx
0,
if
(6.1)
and
r&
g.
we say that / and
g are
orthogonal on the range
(a, b).
Generalizing,
/ Ja
p(x)f(x)g(x} dx
(6.2)
we say that / and g are orthogonal relative to the weight, or density, function, p(x), on the interval (a, b). In Chap. 5 we noticed that 6.2. Generating Orthogonal Polynomials.
important classes of polynomials such as the Legendre, Laguerre, and Hermite polynomials arose in connection with the solutions of various In this section we shall show how to generate differential equations. orthogonal polynomials. The various theorems proved here will apply
to every type of polynomial generated. Let (a, b) be any closed interval,
p(x)
We
oo
proceed as follows: a ^ x ^ b ^ >, and
let
be any real-valued function satisfying the following conditions:

(i) \ /
(ii)
(iii)
f\ P(X) /
for a
[' p(x) dx Joe

b
>
for a
< g
< <
b
ft
The moments
Ja
of p(x), say, ^n, defined
by
x p(x) dx
n =
2,
0, 1, 2,
...
call p(x)
exist
and are
finite for
n =
0,
1,
....
We
a weight, or
density, function. 237
238

proceed to construct a sequence, or family, of polynomials,
We now
such that
P O (X) s
i,
/MZ),
/>,(*),
p n ( X ),
'
P(X) =
and such that
b
Z"
(TnX"-
(6.4)
f yo
P (x)P m (x}P n (x) dx
3*
(6.5)
Condition
(6.5) states
that
P m (x)
and
P n (x)
are orthogonal to each other
relative to the weight factor p(x). coefficient equal to unity. apply
the family
{Pn (x)\.
We
P n (x) has its leading mathematical induction to generate have already defined Po(x) = 1. Let
Note that
We
Pl(z)
ffi
To
fulfill
condition (6.5),
we need
fp(x)(x
<n)dx
(6.6)
The
limits of integration are omitted with the understanding that they remain fixed throughout the discussion. Equation (6.6) yields
[see
(ii)
and
(iii)
of (6.3)].
This choice of
o-i
yields PI(X) orthogonal to
Now assume that we have constructed the sequence of orthogonal Po(x). Pk(x) satisfying (6.5). We know polynomials P (x), PI(X), P (x),
2
. . .
that k
is
at least
We now
show that we can extend our constructed
set of polynomials to include the polynomial
P k +\(x)
Let
while preserving
the important orthogonality condition (6.5).

k
Pk+1 (x)
where
desire
cr
,
x*+'
+
+
1
cr
r (x)
(6.7)
0, 1, 2,
fc,
are
fc
undetermined constants.
We
(6.8)
Jp(aOP.(x)P*+i(x) dx
0, 1, 2,
With the
aid of (6.7), (6.8)
becomes
I
However, for
x k +*p(x)
p(x)P,(x)P (x) dx dx+^Cr r0 f

r
(6.9)
we have fp(x)P(x)P r (x) dx =
provided
fc,
ORTHOGONAL POLYNOMIALS, FOURIER

r
SERIES, FOURIER INTEGRALS

.
239
of
fc,
by our assumption on the
set Po, PI, Pi,
P*(#).
Hence
necessity
C
~ _
fs*
+1
p(x)
dx ) dx
_ - 
2,
.
,
( (6.10)
is
of c s exists [see (iii) of (6.3)], and the denominator of c from zero and is a linear combination of various moments of We leave this as an exercise for the reader. p(x), each of which exists. It is a trivial procedure to reverse the steps taken to derive the c a s = 0, of (6.10) are substituted into (6.7), one fc; that is, if the c 1, 2, P is shows that k+i (x) orthogonal to P r (#), r = 0, 1, 2, k, easily The principle of finite mathematical induction states relative to p(x).
The numerator
different
that a sequence of polynomials Po(#), Pi(aO, Pz(x)

exists satisfying (6.5).
Pn(%),
Problem
\P n (x}
\
is
1. Prove by mathematical induction that the sequence of polynomials unique relative to the interval (a, b) and the density function p(x).
For the interval
(0, 1)
and
for p(x)
the orthogonal polynomials are
the well-known Legendre polynomials. For PI(X) = x v^ we have
We
generate
now
PI(#), P*(x).
""5 """T"^" Jo
so that l\(x)
|.
T.et
l\(x)
x*
+
=
a^Pi
A P
From
P
we have
/
Pi dx
x 2 dx
do
dx
so that ao
-J.
From
we have
Thus
(x
^)jc
2
dx
a\
(x
2 a-
dx
0,
so that ai
1.
P,(a:)
(x
i)
+I
Problem 2. For the interval (0, o) and for p(x] == e~* generate Li(x) and These are the Laguerre polynomials. Problem 3. Construct the Hermite polynomials HI(X), Hi(x) for the interval
(-00,
oo),
An interesting result concerning orthogonal polynomials is the followThere exists a unique set ing: Let Q(z) be any polynomial of degree n.
240
ELEMENTS OF PUBE AND APPLIED MATHEMATICS

CD, Ci,
.
.
of constants
cn
such that
n
Q(X)
J C P (x)
r
Cn
discussion.
The constants depend, of course, on the family of polynomials under The proof is by induction. If Q(x) is of degree zero, say = then Q(x) = aPo(x). Assume the theorem true for all polyQ(x) a,
nomials of degree g k. Now let Q(x) be any polynomial of degree k k+1 a ^ 0. Then Q(x) aix Ofc+i, 1, Q(x) = aox k. our is of a By assumption degree ^ a<>Pk+i(x) polynomial
k
Q(x)
P k+ i(x) =
cr
so that
Q(x)
= Y
T (x)
c k +\
00
Problem
unique.
4.
Show
that
r ri r
0, 1, 2, 3,
],
in the preceding line are
Problem Problem
5.
Show
If
6.
Q(x)
for that $ P (x)x nP m (x) dx = > n. is a polynomial of degree < n, show that
{p(x)Q(x)Pn(x) dx
Problem
7.
Show
that the conditions

k
fp(x)x
P n (x)
dx
xn
1, 2,
(6.11)
yield a unique polynomial
P n (aO =
-f o*,,^"
Hrfx
and that
m 7* n if P m (x) is generated^ in the same manner. Equation (6.11) could have been taken as the starting point for developing orthogonal polynomials. & F* +< find a linear transformation x = rx -\- s such Problem 8. For a 7* 6=s -f> find a linear when x = a, x = 1 when x = 6. For a? that into f transformation which maps x = a into x = 0, x = + + oo Problem 9. Show that JxP B _iP n p dx JP^p dx.
for
<
5=0
>
6.3.
Normalizing
7*
Factors.
Examples
of
Orthogonal
Polynomials.
The constants
JPJ()p(a:) dx
n =
0, 1, 2,
...
(6.12)
are called the normalizing factors of the
Pn (x).
It follows that

{<p n (x)\
241
We
define the orthonormal set of functions
by
.
<p n (x)
=
Tn
\/pW
Pn(x)
n =
0, 1, 2,
(6.13)
The
<p n (x)
are not, in general, polynomials.
They
possess the attractive

j
.
property
^ dx
if i 7*
.
^.
The {<p n (x)} form what is known as a normalized orthogonal system of functions associated with the family of orthogonal polynomials {P n (x)}.
We now
list
a few families of orthogonal polynomials.
Example
6.1.
Let a
0, &
=
1
with
p(ar)
1.
We
choose
-f
P n (x) From
/
4- a,jr
a 2x 2
x k P n (x) dx
=
^
for k
< n we have
yo
fc
Îb
+2
k 4
j-
T =0
,
for k
0, 1, 2,
We
have
can solve these n linear equations for the a t
1, 2,
n, as follows:
We
+
.
^
is
<"+...+ +2
of necessity
"
-f
1
(k
l)(fc
+2)
+
A;
1)
frhere Q(k)
2,
. .
a polynomial in k of degree at most n.

1,
Since Q(fc) vanishes for
0, 1,
(see
2)
(k
-n +
1)
Lemma
1,
Sec. 6.4).
Thus
- n + 1) + (k 'k+n + l^(k+2)---(k+n + l)
fe
If
we
set k
l,
we
obtain
C(-D(-2)
1-2-3
242
so that

C - (-l) n
.
Thus
t~\
(0
l + ai 4. + l^fc + 2^
...
a + ^ +r+
'
A;
4. ^
...
4. +
fc
n . (-l) fe(fe
+n+
1
(A;
-
1)
.
-n
(r
(* -h 1)(* -f 2)
(fc+n
To
solve for o r
we multiply the above by
+r+
. .
.
and then
n)(-l)
2
set
A;
1).
This yields
(-l)(r + D(r+2) (-r)(-r -f- l)(-r + 2)
(r
(-1)1
(n
r)
r!r!(n n
r)!
Hence
Pn (x)
^ r0
^ r-0
" 1)r
(r) (
is
The Legendre polynomial with
leading coefficient unity
U;We now
determine
/
F^(x)p(x)
c/x.
We
have
Pn (x)
2
dx
I*
aw
a H x n f\(x) dx
n
7=0
^w
ar
yo
n (~l) n!n! (2n + D!
J '^
r
Qr
r0
from
(a) above.
n+r +
n!yt!
_ ~
1
Thus
2
n)\n)
6.4.
^ /"^ (2n
(2")!
-f 1)!
(2n
.
2n
1)!
H- 1
The Zeros
the zeros of
interval.
of the Orthogonal Polynomials. We wish to show that P n (#) of Sec. 6.2 are real, distinct, and lie in the fundamental We first state and prove two lemmas.
If
LEMMA
1.
r is
a root of P(#)
0,
then x
r is
a factor of
P(x)j P(x) a polynomial.
The proof
is
as follows:
We have upon division

constant
=
x
or
If
Q(#) H
-x
r
J?
P(x)
P(r)
Q(x}(x
-r)
+R
r).
0,
then
R =
so that P(x)
Q(x)(x
Q.E.D.
243
LEMMA
real,
2.
If
i
+i
+
-
then a
b is also a zero of P(x).
b is a zero of a real polynomial, P(x), a, 6 It is easy to see that
P(a P(a
Since P(a
ib)
ib)
= =
U(a, b)
+
-
iV(a, b) iV(a, b)
U(a,
b)
ib)
0,
we have
U = V =
so that
P(a
ib)
0.
the general theorem stated above. Let P n (x) be a real = If a b x is a of P n (x), then zero j* 0, ib, orthogonal polynomial. 2 2 s P n (x). This 6 is a factor of (a a) ib)] (x [x (a ib)][x
We now prove
positive for all x in our for all complex zeros of n (x).
factor
is
fundamental interval
(a, b).
Now
y
let
x\,
x2
. ,
This is true x = XN
.
be the real zeros of

Certainly
P n (x)
=
(x
n.
odd multiplicity lying on the interval Assume N < n and let

of
(a, b).
Q(x)
xi)(x
x,)
(x
Ztf)Pn(z)
Let the reader deduce that Q(x) > ZArorQ(z) < for all x on 2, We have, however,
. . ,
for all x
(a, b)
on
(a, 6)
except for x
=
.
xi,
except for x
i, 2:2,
,XN.
p(x)Q(x) dx
since (x
x\)(x
=
Ja
0^2)
p(x)(x
*
*
(x
b
xi)
is
(x
- a*)PCc)
b
d^
(6.14)
XN)
polynomial of degree
or f
Ja
N<
<
w,
(see Prob. 6, Sec. 6.2).
But f p(x)Q(x) dx > ya
p(x)Q(x) dx
from the nature of (?(#), a contradiction to the theorem is proved.
(6.14).
Hence
and
We obtain 6.5. The Difference Equation for Orthogonal Polynomials. now an equation involving P n _i(#), P n (x), and P n +i(z). We have
P n+ l(x) = X n+l + n +lX n + P n (x) = X w + (Tn^- + xP n (x) = n +l - n }x n + Pn+l(x) ~ Pn+i(z) xPn(x)
<T
'
'
'
SO that
(<T
ff
'
'
'
and
since x n
= P n (x)
(r n
xn
~l
.
Hence
P n+ l(x) - xP n (x) is
(*+,
(T n
)Pn(x)
= P n+l(x) 1.
(x
'
a polynomial of degree at most n
From
n-l
a previous theorem
P-M(Z)
(X
<r n
+!
(T n
)P n (z) =
Y
r0
Cr
P r (z)
n-2
'n^!
+ Y
C rPr(x)
(6.15)
244

(a, 6).
multiply (6.15) by p(x)P n -i(x) and integrate over the interval Using the orthogonality property and the fact that
We
fxP^l(x)P n (x)p(x) dx = SP*(X)P(X) dx =

(see Prob. 9, Sec. 6.2),
7*
we obtain
y*
c n _i7_i-
Thus
n-2
Cr
r (x)
(6.16)
r-0
is
r s
= 0, g n
for To show that c r = 2. a polynomial of degree at most n need n only multiply (6.16) by p(x)P 9 (x) 2, one 1, 2, Hence 2, and perform an integration over (a, fe).
. . .
P n+1 (x) -
(x
er
n+1
<r n
)P n (z)
+ -- Pn-i(x) B
Tn
1
n ^
(6.17)
Equation
polynomials.
(6.17) is the difference equation satisfied
Using
t/i
(6.17), it is
possible to
by the orthogonal show that the zeros of P0r),

2
< x n are the zeros Pn+i(x) interlace in the sense that, if x\ < x < of P w (x) and if < y* < < y n < yn+i are the zeros of P M +i(a;), < y n < x n < n +i < b. We omit < X* < then a < yi < xi <
y<t
z/
this proof.
6.6.
The Christoffel-Darboux
Identity.
From
(6.17)
we have
(6.18)
P
so that
tt
+!(0
(t
<Tn+l
<Tn)Pn(t)
^
Tn-1
P-l(0 =
Pn (OPn+i(z) -(x
-
(t
l(0
dividing
upon multiplying (6.17) by by 7^ yields
P n (t)
and
(6.18)
by
P n (a;).
Subtracting and
..
Tn
nil
-
(6>20)
We
have also
Pi(x)Po(Q
To
Pi(QPo(g)
(s
<rj
To
en)
^ *
(x
QPo(g)P,(Q
To
(6.21)

If
245
we
let
1, 2, 3,
k iu (6.20), add, and
make use
of (6.21),
we
obtain
P k+l (x)P k (t) " P
W (QP(X)
V
n-0
Pn(x)P n (t)
-0
Equation
kernel,
(6.22)
k (x; t),
is
the Christoffel-Darboux identity.
We
define the
by the equation
Kk ( X
VA r p
n-0
X ^
r \p
'Wf' in
W
(f\
(6-23)
Problem Problem
10. 11.
Evaluate Kk(x; x) by L'Hospital's rule. d are distinct zeros of Pjb(), show that If x = c, x
k (c',
d)
0.
What
if
dl
Problem
12.
Prove that
f*
6.7.
k (x-, t) P (t)
dt
(6.24)
Fourier Coefficients and Partial Sums.
We may
redefine the
orthogonal polynomials so that

p(x)pm(x)p n (x) dx
*
6 mn
if
HI
(6 ' 25)
1
by simply
= (l/7n)Pn(x), n = 0, 1, 2, ... (see Sec. 6.3). letting p n (x) Now let us consider a real- valued function of x whose Taylor-series expanWe have sion about x = exists.
6 26 )
-
We
see that f(x) can be expanded as a linear combination of terms from
the sequence of polynomials

1, x,
x2 x8
,
. ,
xn
f(x)
=
n-0
(6.27)
It seems logical to ask whether a given function f(x) can be expanded in terms of the infinite sequence of polynomials
po(aO, Pi(a0, p(*),
. .
Pn(x),
(6.28)
246
If this is

the case,
we may
write
/(*)
=
n-0
To determine
the coefficients c n n
,
0, 1, 2,
we multiply
(6.29)
by
p(x)pk (x) and integrate.
This yields
p(x)p k (x)f(x) dx
=
ja
c n p(x)pk(x)p n (x)
dx
(6.30)
n-0
(a, 6)
Assuming further that the

yields
series
expansion converges uniformly on

00
p(x)p k (x)f(x) dx
= y
n-0
cn f
p(x)p k (x)p n (x) dx
ck
(6.31)
The
ck , k == 0, 1, 2,
If
I
of (6.31) are defined as the
"Fourier"
coeffi-
cients of f(x).
p(x)f*(x)
dx
exists,
then from the Schwarz-Cauchy
inequality for integrals

2
|c*|
we have
b
Ja
I" P (x)f*(x) dx l
J&
P (x)pl(x) dx
(6.32)
Thus
c*,
given by
ck
I p(x)pk(x)f(x) dx
2 p(x)f (x) dx exists.
0, 1, 2,
(6.33)
exists provided
Ja
Thus one can speak
of the Fourier
coefficients of f(x) regardless of the existence or nonexistence of the expansion of f(x) in the form given by (6.29). If the ck k = 0, 1, 2, . . n, of (6.33) exist, we can form the series
,
s n (x) is called
f(x).
With the
the nth partial sum of the Fourier series associated with aid of (6.23) and (6.33) we have
(6.35)
247
The
difference
Fourier series of /(x).

.(*)
between f(x) and We have
s n (x) is called
the nth remainder in the
- /(x) - (*) = b f(x)K n (x; t)p(t) dt K n (x; fa f' = f' K n (x;t)p(t)[f(x) -f(t)] dt
>
t)f(t)p(t) dt
(6.36)
JO,
since f
K n (x; t)p(t) dt
[see (6.24)].
Now
Jo.
so that
fn
(^ (pn+l(x} Pn (0 ja
p n +l(t) Pn (x)]
f(X}
f(t)
C
P (t) dt
(6.37)
The
reader should explain the apparent difficulty at

lim
n
00
> oo
x.
If
R n (x) =
the Fourier
6.8.
series,
Y
n-O
c n p n (^),
converges to/(x).
Bessel's Inequality. orthogonal to Pk(x), fc = 0,

b
We
1, 2,
show
. .
first
,
that
R n (x) =
have
f(x)
s n (x) is
n.
We
Ja
[/(*)
s n (x)]p k (x)p(x)
dx
[ Ja
f(x)p k (x)p(x) dx
n
Ci
pt(x)p k (x)p(x) dx
i-O
c fc
t-0
c*
=
n
(6.38)
We
show next that

f'f*(x)
P (x)
dx
fe
t-o
t|
(6.39)
The proof
is
as follows: Clearly
[/(x)
s(x)]V(x) dx
so that
l*j*(x)p(x)
dx-2
f(x)Sn(x)p(x) dx
f*
sl(x)p(x)
dx
(6.40)
248

n
However,
f(x)s n (x)p(x) dx
ck
f(x)p k (x)p(x) dx
-I
n
fcÔ n
fc
and
s*(x)p(x) dx
= Y Y
c^c*
Pj(x)p k (x)p(x) dx
so that (6.39) follows as a consequence.

n
Since (6.39) holds for

.
all n,
the
sequence sequence
tn
ef,
n =
0,
1,
2,
is
bounded.
Moreover, this
tn
is
monotonic nondecreasing.
This implies that lim

n
> oo
exists.
Let the reader deduce that

80
f*(x)p(x)
dx^
cl
(6.41)
Formula
Problem
(6.41) is BessePs inequality.

13.
14.
Why
is it
true that lim ck
0?
n,
Problem
If f(x) is a
polynomial of degree
show that
dx
Problem
15.
For
(a, 0)
such that a
^ a ^
/8
assume that
^n
f
/
g(x)pn(x)p(x) dx
Jot
exists.
Let f(x)
g(x) for
a ^ x ^
/3,
/(r)
otherwise.
Show
that lim d n
0.
6.9. A Minimal Property of the Partial Fourier Sums. polynomial Q(x) of degree g n such that
We
look for a
/= f [/(*) -
Q(x)]*p(x)dx
ORTHOGONAL POLYNOMIALS, FOURIER SERIES, FOURIER INTEGRALS

shall
249
f(x).
be a minimum.
Let
s n (x)
be the nth partial Fourier sum of
Then
Ja
P [/(*)
[/(*)
(*)
(*)
Q(x)]*p(x) dx
2 s(z)] p(*) dx
2 ["
ya
The second
s n (x)
integral vanishes
is
from the
results of Sec. 6.8 [see (6.38)] since
Q(x)
a polynomial of degree
will
n.
The
Ja
/
first
integral has a
fixed value.
is
Hence /
be a
minimum when
[s n (x)
Q(x)]*p(x) dx
is
a minimum. This obviously occurs if a highly important property of s n (x).

Problem
16.
we choose
Q(x)
s n (x).
This
Let
is
Q n (x) be
to
a polynomial of degree n with leading coefficient unity.
/b
Ql(x)p(x) dx
17.
be a minimum, show that Q(x)

\
=
a
P(x).
Problem
to unity,
Let {P n (x)
of degree
be a family of polynomials with leading coefficients equal

rb
P n (x)
n such that
Ja
P*(x)p(x) dx
is
minimum.
Without using
the result of Prob. 16 show that

b
Ja
P.(x)P,(x)p(x) dx
if i
*j
(
Problem
18.
Show
that
-yj +1
<
7* for the
fundamental interval
1,
1).
Pl+i(x)p(x) dx
xP;(a!)p(x) dx
<
Pl(x) P (x) dx
6.10.
Complete and Closed Sets

is
of
orthogonal polynomials function f(x) we have
said to be complete
Orthogonal Polynomials. A set of if for every continuous
lim
dx = I* R*(x)p(x)
(6.42)
where
R n (x)
is
defined
b
by
(6.36).
From
2
Sec. 6.8
we have
n
[ Rl(x) P (x) dx Ja
so that (6.42)
is
ff (x) P (x) dx - Lj y Ja
00
c|
equivalent to the statement

b
f Ja
f(x) P (x) dx
Lj
y d
(6.43)
We shall prove in Sec. 6.11 that the orthogonal polynomials generated above are complete for any finite range (a, b).
250

6.1.
all
DEFINITION
implies f(x)
the vanishing of
A set of orthogonal polynomials is said to be closed if the Fourier coefficients of a continuous function f(x)
if
0.
b
In other words,
f(x)
is
continuous and
if
Jo.
I f(x)p n (x)p(x) dx
n -
0, 1, 2,
(6.44)
then f(x)
Problem
s
19.
0.
Show
that a complete set of orthogonal polynomials
is
a closed
set.
/b
*
.
.
x nf(x)p(x) dx
forn
0, 1, 2,
and conversely.
Completeness of the Orthogonal Polynomials for a Finite Range. (a, 6) can be reduced to the interval l^zglifa and b are finite. The famous Weierstrass approximation theorem states that a continuous function on a closed interval can be approximated arbitrarily closely by a polynomial (see " Courant-Hilbert, Mathematische Physik," vol. 1). In our case we wish 1 g x g 1 to within to approximate a continuous function f(x) on VVô, where * is an assigned positive number and MO is the first moment,
6.11.
By a linear transformation the fundamental interval
/i
f
is
P(X) dx.
The Weierstrass approximation theorem
states that
there
a polynomial Q(x) such that
!/(*)
Q(x)\
<
-1 ^
(6.45)
We
denote the degree of

1
Q by
m so that,
dx
from Sec. 6.9 for n
m,
I J-l
and
[f(x)
^
-l
[/(*)
Q(x)]* P (x) dx
[f(x)
Sn(x)] p(^)
dx<
P (x) dx
Expanding
[/(x)
s n (x)]*p(x)
dx as
in Sec. 6.8,
we have
Jb-O
But
Y
t-o
c|
c|
<
f or
sufficiently large so that
t-o

00
251
Since
J ~l
/
f*(x)p(x) dx
and
Y
o
cl
are fixed constants whose difference can
be made as small as we please, we must have

00
f^f*(x)p(x)dx=
This completes the proof
follows that for f(x)
[see
(6.43)].
1 =
cl
As an immediate
[
corollary
it
continuous the relations
x nf(x)p(x) dx
0,
imply f(x) = 0. 6.12. The Local Character of Convergence of the Fourier Series off(x). We are now in a position to examine the Fourier remainder R n (x) [see Let us assume that the p n (x) are 1 g x ^ 1. (6.36)] for the range < <x>, uniformly bounded on this range. This means that |p n (z)| < a constant. Let 6 be any small positive num1 g x g 1, for all n,
n =
0, 1, 2,
ber.
Then
for
-1 g
/"so-
x*
f
\
U-1
Mn(,
&+
[xo+8
fl
*>(*,
7xo-5
Odt+
yxo-h
/info
*
J
(6.46)
where
XQ
[see
(6.37)].
o
For the intervals
"
is
2
-1 g
5,
g ^g
the
function
well behaved.
Hence
lim
n
>
oo
n (x,()dt = r*~\ ~
1
l
n_
lim f
y*o+
p n (x,
t)
dt
(see Prob. 15, Sec. 6.8).
Hence
lim
n
>
# n (zo)
I!
We
need not worry about lim y n+i/y n since
n
*
<
=
y n +i/Vn
<
(see Prob.
18, Sec. 6.9).
Whether lim
n-n
f(t) in
R n (x<>)
is
zero or not depends entirely on

t
the behavior of
the neighborhood of
If,
for example,
252

constant, for
all
t
A =
n
near
XQ,
then
\R n (xo)\
for
sufficiently large.
$ 6M 2 A5 M o
it
Since
can be chosen arbitrarily small,
follows
that lim
n
R n (xo) =
0.
For a complete discussion of orthogonal polynomials the reader is urged to read G. Szego, "Orthogonal Polynomials," American Mathematical Society Colloquium Publications, vol. 23. 6.13. Fourier Series of Trigonometric Functions.
In the early part of the nineteenth century the French mathematician Fourier made a tremendous contribution to the field of mathematical physics. A study
of heat
motion
(see
Example
22,
Chap.
5) led
Fourier to the idea of

series.
expanding a real valued function f(x) in a trigonometric

f(x)
ao
+ +
fli
cos x
61 sin
to
+ a cos 2x + + bi sin 2x +
2
oo
=
At the moment
is-ao
+ X
n-l
a n cos nx
+ Y
n-l
6 n sin
nx
(6.47)
We
let us not concern ourselves with the validity of wish to determine a, n = 0, 1, 2, and 6 n n = 1, 2, From were valid. we have (6.47) trigonometry
. .
(6.47).
.
.
if
nx sin mx = [cos (n sin nx cos mx = ^[sin (n cos nx cos mx = ^[cos (n

sin
m)x m)x m)x
cos (n + m)x] + sin (n + m)x] + cos (n + m)x]

if
.-
so that
-*
sin
nx
sin
mx
dx
TT
if
n n
7*
m
(6.48)
= m
/: r
sin
nx cos
mx dx =
mx ax =
7
/;
provided
If
cos nx cos
if
.ii
n n
5^
==
m m
m and
n are
integers.
multiply (6.47) by cos mx and integrate term by term (we are not concerned at present with the validity of term-by-term integration),
we
we obtain by use
of (6.48)
cos mxf(x) dx
m= m=
0, 1, 2,
...
(6.49)
Similarly
bm
r* - / sin mxf(x) dx T y ~T
i
1, 2, 3,

The
a's
253
and
&'s of (6.49)
are called the Fourier

[if
"
coefficients" of f(x).
These
the integrals of (6.49X.exist] regardless of the We can possibility of expanding f(x) in the series given by (6.47). The replace the interval ( TT, v) by the interval (0, 2x) if we so desire.
coefficients
can exist
results of (6.48)
and
(6.49) hold for the interval (0, 27r).
Example
series
6.2.
We
1
shall see later that f(x)
x t for
v ^ x
^
by
ir,
has a Fourier-
development.
am
We
*
calculate the Fourier coefficients given
(6.49).
,
[
/
x cos
mx dx
cos
(
ir
(x
I
sin rax *
irJ-T
TT
5 2
[os mir
mir)]
m =0
-*
my-r
5^
If*. sm mx dx \
I
xdx sin
-;/.: x
Hence
f(x)
mx =
2
cos
m
2
for
m even m odd
m
2(sin
for
-|
sin
is
2x
sin
graph
sin
4x
(6.50)
Since the right-hand side of (6.50)
periodic, its
is
given by Fig.
6.1.
We note
FIG. 6.1
that /(ir/2)
x/2
2(1
+J -
).
This checks the result obtained
from
provided the series can be integrated term by term. Example 6.3. The function f(x) given by
f(x)
/Or)
will
-a:
-TT
x
or
^T
The Fourier
coefficientl of f(x)
i
be seen to have a Fourier-series expansion.
254
fln
iry-ir
fen
cos
nx dx
+ T./0 f
x cos nx dx
n -i[(~l) 7&V
1]
/.
a;
sin
nx dx
=
a;
d#
Thus
Z/ L
00
^ w2
cos (2n
cos
00
l)x
I)
2
r
H
^ =
(2n
l
(-!)"
sin
(6.51)
For x
the right-hand side of (6.51) becomes
n-1
ao
Is
V /
n-l
/.^
1
7?:
?T
TT4
I)
"
"S"?
(^7i
In
complex-variable theory
it
can be shown that
(n
If
we
allow z to tend to zero,
we
obtain
VI
00
TT
l^
71=0
limit process can
-^
r~rro (Zn -r I)*
~5~>
^ ne desired result.
The
be
justified.
TT
For x
?r
and x *
the right-hand side of (6.51) becomes
T Z/ n-1
(2n
I)
4
7T
'
^ =
(2w
1
I)
27T 2
Notice that^
r)
ated at either end graph of the right-hand side of (6.51)
"^/W . The right-hand ?L^Z . = T, yields the mean of f(x) point, "#
JL
side of (6.51)
when
evalu-
at these end points.
The
is
given
by
Fig. 6.2.
2r
FIG. 6.2
3r
a;

Example
6.4.
255
Let }(z) be analytic for
\z\
>
0.
Then
/(*)
a nz n
(6.52)
where
that
can be chosen as the
circle
\z\
** 1.
On C we have
= e%
ie** d<p, so
00
/(*)
y
27rjo
a nz
a"
For
on the unit
circle
|z|
we have
= c* and
(6.53)
If
we
define
g'(^)
=s f(e t9 ), (6.53)
becomes
(6.54)
1
r 2*
2ir
Jo
Example
6.5.
We can
A
employ the
results of Sec. 5.7 to evaluate the Fourier coeffi-
cients of f(x).
particular solution of
y"
is
4- n*y
- /()
(6.55)
given by
y(x)
f*f(t)g(x
0, 0(0)
di
where 0(x)
is
a solution of y"
-f
n2y
0, 0'(0)
=
dt
1.
Thus
(6.56)
sin n(x
t)
is
a solution of (6.55) with y(Q)
0, y'(Q)
0.
Evaluating (6.56) at x
2ir
yields
so that
6.
/(0 sin nt
dt
~ $|57)
initial
An
y(0)
analogue computer can be used to solve (6.55) subject to the
0, y'(0)
0.
256
The height of the ordinate &tx = 2ir graphical solution can be obtained for y(x). Differentiating (6.56) and evaluating yields y(2ir), which in turn yields b n of (6.57). at x 2ir yields
f(t)
cos nt dt
y'(2ir)
(6.58)
Problems
Find the Fourier
x <ir:
1. f( x )
series for the following functions defined in the interval
TT
<
2. f(x) 3. f(x) 4. /(x)

5. /(:r)
= = = =
< x ^ 0, f(x) - 1 for < x < <x < e* for -TT < z < cos x for <x < cos a for ^ a 5^ 0, /(x) = cos x otherwise
for -TT
ir
|s
for
--n-
ir
ir
TT
ir
|a:|
6.
Let f(x) be an even function, that

bn
is,
f(x)
= f(x).
Show
that
ir
f(x)
TT
sm nx dx =
7.
Let/Or) be an odd function, that
is,
f(x)
f(x).
Show
that
an
7T
/"*
J -TT
/(x) cos
nx dx
=
of
8.
Show that any function can be

Find the Fourier
series of /(x)
written as the
sum
an odd function and an even

TT.
function.
9.
|sin x\,
IT
^ x ^
6.14.
Convergence
of the Trigonometric Fourier Series.
We wish now
to investigate the convergence to f(x) of the Fourier series
iô
+ y
l
a n cos nx
+ V
b n sin
nx
(6.59)
an
1 f = /
* J
7T
cos
-
?ii
d<
n =
0, 1, 2,
...
-ir
/"*
bn
1 = _
/() sin
First let us consider
J -TT
Some preliminary
discussions are necessary.
lim
r ~
F(t) sinktdt
(6.60)
we feel that for very large k the function F(x) sin kx will be about as often as it is negative (with the same absolute value) positive since sin kx will oscillate very rapidly for large fc. Since the integral
Intuitively
~* /F(f)
,*
sin kt dt represents
an
area,
we
shall not
be surprised
if
lim
&
f* F(t) sin ktdt """"
(6.61)
257
It is easy to see that Certainly much will depend on the nature of F(x). w ^ x ^ TT. (6.61) holds true if F(x) has a continuous first derivative for
Integration
by parts
\
7
yields
j
f*
/
F(x) sin kx dx
EI/
J -IT
F(x) ^~ cos kx #
fc
+
.
y /C
f* F'(z) cos y _.
fcx
dx
From
it
the fact that
jF'(z) is
bounded on the closed
interval
TT^X^TT
follows immediately that (6.61) holds true. Actually we can weaken or make less stringent the conditions on F(x) in order that (6.61) hold true. Nothing need be said about F'(x). Let 2 be on the interval TT ^ x ^ TT. now and F(x) [F(x)] integrable
We
define
s n (x)
by
cos
'
fcx
+
A-l
kt dt
6 A sin
fco:
(6.62)
ak
= =
1 /"* cos I * J -* F(t)
bk
1 ^"
/"*
J ~T
F(t) sin
fc<
s n (x) is
called the nth partial Fourier

series.
sum
of F(x).
Note that
s n (x) is
finite
trigonometric
(F(x)
Moreover
s n (x) is
continuous.
From
(*)]
[*(*)]*
2F(x) Sn (x)
we have
sn
)P<fc
/* y-ir
[F)]
ctt
One can
easily
show
(see Sec. 6.8) that

n
r " F(o.(o ^
^+ y
,
(oj
+T
From
"
-(aj
the fact that f ~ 7T

J
[F(t)
s n (t)] 2 dt
we deduce that
258

left-hand side
1
/"*
/ J -r
The
is
monotonic increasing with n and
is
bounded by
the constant*"
[F(i)]*dt.
Hence
This
is
Bessel's inequality [see (6.41)].
Since the series of (6.64) con-
verges, of necessity,
lim a*
fc-oo
lim 6*
fc-*
lim bk
*-*<>
is
precisely the statement (6.61).
simple class of functions which are both integrable and integrable square is the set of functions which have a finite number of bounded discontinuities in the sense that
if
a:
c is
function then lim

JB-+C
/(a;)
and lim
X
C
/(a;)
a point of discontinuity of such a both exist but are not equal. We
X<C
write
X>C
lim /(*)
x
e
= /(c-0)
=/(c
lim /Or)
X
*C
+ 0)
x>c
A function which has a finite number of bounded discontinuities of the type described above is said to be sectionally, or piecewise, continuous. Now let/(z) be sectionally continuous for TT ^ x ^ ?r, and assume that = f(x). We make use of the 2?r) f(x) has the period 2v, that is, f(x It is not necessary, however, that periodicity of f(x) in (6.67) below. = /( TT), since the value of f(x) at one point does not affect the value /(IT) In most cases /(x) is defined only for the of the integral [see (6.67)].
interval
IT
at other values of x
IT. We*easily make f(x) periodic by by the condition f(x + 2ir) = f(x).
defining f(x)
The nth Fourier
partial
sum
of f(x)
can be written as
s n (x)
-^
f(t) dt
f(t)
cos kt cos kx dt
sin
j /_'/(0 [j
cos
Jb
x)]
<

It is
259
important to note that

continuous.
s n (x) is
possible to
s n (x) is a finite trigonometric series and that As long as the Fourier coefficients exist, it is always construct s n (x). Thus s n (x) exists independent of the possible
development of f(x) as a Fourier series. We desire to show that, under suitable restrictions concerning the
derivative of /(#),
first
lim 8n(x)
n
i[/(s
+ 0) + f(x x) x)
-j-
0)]
(6.65)
From
e wci-)
x)
cos k(t cos
_
__
i s i n fry
i
sin ^(1
_ _
x) x)
the reader can show that
/(x + if JIT
.)
*LfrL+ 2 sm (w/2)
(6.67) v '
The last integral results from the fact that the integrand has period From (6.66) the reader can deduce that
:
2*-.
v j _ T z sm (u/z)
so that
du
/ (x)
Gin
(in
JL
2 _
1 /"*
/
and
.(x)
- /(*) =
[/(*
+
!
- /(x)]
/(x)
7T~-
/(x
v J -r
M -+-u-^ 7/n\ sm
w) -
sin (w/2)
/ ( v
Now consider x fixed,
and define
~
will
M
if
2 sin (w/2)
/'(x) exists, for in this case
be sectionally continuous
lim F(u)
*
/'(x)
Hence lim f F(u) /-*
sin (n
+ ?)u du =
(see Prob.
2 of this section).
260
if
TT g x g ?r and is sectionally continuous for /(x) has a period 2w, then, at any point x such that /'(x) exists, the Fourier series of }(x) given by (6.59) converges to/(x). It may be that/'(x) does not exist at the point x but that
We have shown that, if f(x)
lim u-0
;i
/(*
u)
f( X
0)
= f(f
+ Q)
u-,0
= l/(.+u)-/(x-o) W
W<0
do exist separately. We call f'(x + 0) and f'(x 0) the right- and lefthand derivatives of /(x), respectively. Now let the reader show that
f(x
+ u)~ f(x +
w
/(
T Jo o
TT
- + )-/(-0)w
and/'(z
j-^
- !
0)
o 7 7o\ Sln 2 sin (u/2)
T/ w
.
u
7T-'
sm
T~AV; s (w/2)
n(n
It follows that
if
f'(x
0)
0) exist
then
0)]
lim 8n (x)
n
= Hf(x
0)
+ f(x -
(6.68)
We formulate
THEOREM
and
let /(x)
6.1.
the above results in the following statement: Let f(x) be sectionally continuous for TT
?r,
be periodic with period 2w.
At any point x such that
/(x)
has both a right- and left-hand derivative the Fourier series of /(x) will 0) converge to the mean value of /(x) at x defined by |[/(x /(x 0)]. It should be emphasized that a sufficient condition for /(x) to be
written as a Fourier series has been given. There are no known necessary and sufficient conditions for /(x) to be developed in terms of a Fourier
Study of the Lebesgue integral yields greater insight into the development of Fourier series. References to this line of study are given at the end of this chapter.
series.
.
Problems
1.
From
the identity
2 sin
cos ku ^ z
sin (k -f
?)u
sin (k
i)w
deduce that
n
Lj
fc-i
V /
n,
cos ku
- -
+
,
sin (n -f i)u *
n 2 sin (w/2)
.
.
Hint: Let k
1, 2,
and add.

2.
261
Under the
restriction that F(x)
and
[F(x)]* be integrable we have shown that
lim
n-*oo
/ /-
F(t) sin nt
lim
n _>,c ./-*
I* F(0 cosn* F(t) cos (t/2) sin nl d*
For the same F(x) why

lim
n _eo
3.
IT
is it
true that lim

n _>oo
/ y-T
0?
Show
that
./
f* F(0 -
sin (n
+ ?)t dt -
0.
Let f(x) have a continuous derivative for v ^ x ir, so that x ^ w. Show that the Fourier coefficients of /(x) satisfy
|/'(x)|
<
Af for
|o*|
< ?M
1, 2, 3,
What
4.
further restriction can be imposed

2
upon
f(x) so that
TT
|6*|
< 2M/kt
T.
Let/(x) and
[/(x)]
be integrable for the range

n
Consider the
finite
trigonometric series
n dk cos
fcx
Sn (x) =
-|ao -f
^
k=l
2^
6* sin
kx
k=l
a
Show
that
j -if
<*fc
[/(x)
S n (x)] 2
^
J -7T
/"* y -TT
/
rfx is
minimum
rfa:
A:
for
= ~
7T
/(^) cos
fcx
=
=
0, 1, 2,
...
.
b*
TT
/()
sin kx
dx
1, 2, 3,
6.
6.
Let/(x)
TT
sin (1/x),
If /'(x) is sectionally
x ^ 0, /(O) = continuous for
1.
TT
Is/(x) sectionally continuous? ^ x ^ IT, show that /(x) is continuous
for
7.
<
<
is
TT.
If /(x)
a continuous function such that /(x

00 00
+ T/3) = /(x),
show that
its
Fourier series has the form
-jr
nl
8.
41
y an
cos 6nx -f
y n n=l
sin 6nx
0(x).
Let (a n b n ) be the Fourier coefficients of /(x), ja n 0n! the Fourier coefficients of Find the Fourier coefficients of
,
,
MX) 9.
/(^ -t)g(t)dt
into a
Let/(x) be continuous on the closed interval a = x x\, Xa, x n = 6. Now write

,
. .
^ x ^
6.
Subdivide this interval
//
i
(x) sin
ax dx
/ ^W
/(x) sin
ax dx
n
Jxi-i
i-i
n
"
**
/ Lt t-1
Jxi-i
[/(*)
""
/fo-0]
sin
ax dx
+ Y
L~t
*'
Jxt-i
/(x t .i) sin ax dx
t-1
262

the fact that f(x)
is
From
uniformly continuous deduce that

f(x) sin
..
/6
l
ax dx
~
x
6.
Extend
this result for f(x) sectionally continuous
on a
6.16. Differentiation
We
and Integration of Trigonometric Fourier Series. have seen that under suitable restrictions the trigonometric Fourier
converge to /(#). of a Fourier
00
series of /(x) will
Now we
series.
term differentiation
series
are concerned with term-byLet us return to the Taylor-
expansion of f(z).
00
If
n-0
LJ
>
a n z n converges to/(z) for
^
r.
\z\
<
r.
we
know
that
n
V
=
l
a n nz n
will
converge to/' (z) for
\z\
<
In the case
of Fourier series, however, a simple example illustrates that the new Fourier series obtained by term-by-term differentiation may not converge The Fourier series of /(x) = x, IT < to/'(x) even though f'(x) exists.
?r,
is
given by
2(sin x
^ sin 2x
+ +
sin
3x
-j
sin
4x
+
)
Term-by-term
differentiation yields
2(cos x
cos 2x
cos 3x
cos 4x
This series cannot converge since cos nx does not tend to zero as n
becomes
infinite.
Certainly term-by-term differentiation of a Fourier series leads to a new Fourier series. If this new series converges to/'(x), we shall wish to
make certain that /'(a;) has a convergent Fourier we have seen that a sufficient condition for this is
/'(
series.
From
Sec. 6.14
continuous and that /'(x) have periodicity 2ir. Let the reader show that, if f(x) is sectionally con?r) =/'(TT). Furthermore if /'(x) has periodicity tinuous, then f(x) is continuous.
the reader can
6.2.
that/'(x) be sectionally It is not necessary that
2?r,
show that/(
2?r.
TT)
/(TT) is sufficient
to guarantee that
:
/(x) has periodicity
We state
THEOREM
Let f(x)
and prove now the following theorem be continuous in the interval TT g x ^ TT,
/(ir) = /(TT), and let/'(x) be sectionally continuous with periodicity 2ir. At each point x for which f"(x) exists the Fourier series of /(x) can be differentiated term by term, and the resulting Fourier series will converge
tof(x).
The proof
is
as follows:
From
00
Sec. 6.14, f'(x) can be written

00
/'(x)
aj
+ Y
nl
a' n cos
nx
+ Y
n-l
b' n
sin
nx

with
a' n
1 = fl"
263
f'
I
/'(x) cos
nxdx
nx dx
0,
1,2,..
.
.
.
J
/
IT
&n
1 -
/"*
/'(*) s in
n =
1, 2, 3,
IT./-*
Integration by parts yields
a' n
= =
/(x) cos nx ~ 7T
|
* J -v /(x)
sin
nx dx
f'IT
T
since /(
TT)
J -7T
sin f(x) sir
nx
rfx
= nb n
/(?r)
by assumption.
b' n
oo
b n is the nth Fourier sine coefficient
of/(x).
Similarly
= -na n
oo
so that
/'(x)
=
2,
~~
na n
sin
nx
+ Y
nl
nfr n
cos nx
(6.69)
n-l
The Fourier
series of (6.69),
however,
is
the Fourier series obtained by
term-by-term differentiation of
00
00
/(x)
-â
+ X
fln
cos nx "^
L,
nx
This proves the theorem stated above. We turn now to the question of term-by-term integration of a Fourier series. The reader knows from real-variable theory that integration tends to smooth out discontinuities, whereas differentiation tends to introduce discontinuities. As an example, consider the function /(x)
defined as follows
:
/(x)
=0
=
x
for-oo<z^0
for for
1
/(x) /(x)
=2
^ <
x x
g <
1 oo
and at x = 1. Moreover /(x) is disconf(x) does not exist at x = = tinuous at x 1. However, the Riemann integral of /(x) defined by
is
continuous for
does not
exist.
oo
discontinuity of /(x)]
/'(O)
x < At any point x y 1 [x = 1 is the only we have F'(x) = /(x). Thus F'(Q) exists, whereas Let the reader show that F'(l) does not exist.
<
264
term.
We find that very little is required to integrate a Fourier series term by We state and prove the following theorem:
6.3.
THEOREM
If s-a
Let /(x) be sectionally continuous for
?r
TT.
+ Y
n-l
a n cos nx
n-l
2&
oo
sin
nx
is
the Fourier series of /(x), then
oo
/(x)
dx
(x
TT)
+ y
sin
nx
nl
nl
(6.70)
(cos
nx
cos
/ITT)
whether the Fourier series corresponding to /(x) or not. converges Equation (6.70) is not a Fourier series unless a = 0. The proof is as follows: Since /(x) is sectionally continuous and hence
Equation
(6.70) holds
Riemann-integrable,
we note
F(x)
that F(x) defined

/Cc) dx
by
(6.71)
|aox
is
continuous.
Moreover F'(x) =
If
From (6.71) it can easily verify that F'(c - 0) and F'(c 0) exist. follows that F(TT) = F(w) = âw. F(x) can be made periodic by
continuity of /(x).
c is
/(x) âo except at points of disa point of discontinuity of /(x), the reader
defining F(x)
for
|x|
>
TT
by the equation F(x

development
2w)
F(x).
From
Sec. 6.14, F(x) has a Fourier-series
0)
+ F(x -
0)]
- Â Q
+
cos nx
An
cos nx
sin
nx
or
F(x)
- $A +,
An
J5 n sin
nx
(6.72)
since
F(x
0)
= F(x
0)
from the continuity of F(x).
Integration
by
parts yields
An =
F(x) cos nx dx
sm nx
1
/"*
/
~
3
f*
F"(x) sin
mr J/ _ T
^ ao
]
nx
WK J
[j"(^)
sin
TXJJ
dx
_1
[' f(x) nwj.. r
mnxdx= -i n

Similarly
265
Bn =
(l/n)a w
We now
00
write
00
(%)
= iô
/
L~i
- 6
cos nx
/
L-4
- an
si sn nx
00
From
F(ir)
= â Gir we deduce
that AQ
7r
/ ^ ^V =
l
- 6 n cos
TITT.
Using
these results along with (6.71) yields (6.70).
Q.E.D.
Problems
1.
Differentiate
3, 4, 5, 9, Sec. 6.13, 2.
and integrate the Fourier series which admit these processes
for those functions of Probs.
1, 2,
Sum
the series
1
-I +1_I+ 5 33 73
-T
3
1-
+_T+11_
1
t-
+ f
'
'
'
(2/t
j),
3. It
/' (x) is
= /( TT), and if can be shown that if f(x) is continuous for TT ^ x ^ TT, f(ir) TT ^ x ^ TT, then the Fourier series of f(x) consectionally continuous for
TT
verges uniformly and absolutely for

oo
TT.
Multiply
oo
fW
by
iao
+
n
/ =1
an cos rue
-f-
y
n=
1
6 n sin
nx
/(^)> integrate term by term (this uniformly), and show that
is
permissible since the
new
series
converges
dx
This identity
6.16.
oo
is
due to Parseval.
Integral.
is
If f(x) is defined for x on the range not periodic, it is obvious that we cannot f(x) a trigonometric Fourier series since such series, of represent f(x) by We shall show, however, that under certain be must periodic. necessity, conditions it will be possible to obtain a Fourier integral representation
The Fourier
<
<
oo
and
if
of/(x).
THEOREM
interval
oo
6.4.
fr),
Let f(x) be sectionally continuous in every

for the infinite
finite
(a,
and let/(#) be absolutely integrable

that
is,
/
range
x,
<
x
x
< <
oo,
oo
,
J ~oo
its
|/0*OI
dx
= A <
oo.
At every point
oo
<
such that f(x) has a right- and left-hand derivative, f(x)

Fourier integral as follows:
is
represented
by
\\f(x
+ 0) + f(x -
0)]
da
f(t)
cos a(t
x) dt
(6.73)
266

proceed to the proof in the following manner: The result of Prob. 9, methods of that section, enables us to state that
We
Sec. 6.14, as well as the
i[/(x
0)
+ /((x which
())]
lim - I
a-*
oo
dt
(6.74)
7T
Ja
at
any point x
for
f(x) has a right-
and left-hand derivative,
<
<
b.
Now we
investigate the existence of
/_/<'>
For a
^T^hr
(6.75)
<
x we observe that
sin a(t
dt
<
for
\f(t)\dt
The convergence
such that f or a
of
/ 7oo
|/(OI dt
shows that
any e/2
>
an
exists
^ A
f(t) sin a(t
,
x)
dl
<5
>
a number
independent of a. Similarly one shows that for any e/2 exists such that f or b ^ B
f
f(i) sin
A
independent of
differ
a.
rr
side of (6.74j can be
a(
Thus the right-hand

lim a
>
made
to
from
dt
oo
7T
e > provided This implies immediately that
by any arbitrary
a and b are chosen sufficiently large.
*[/(*
0)
+ f(x x)
0)]
Urn ax 7T /""oo
J
sm
f(t)
<*(*
I
~
X
*)
dt
(6J6)
Now
i[/(
cos p(t
dp
=
=
Jo
^
t
x
/""
so that (6.76)
a
may
be written
0)
+ f(x -
0)]
lim ->
TT
f
f(t) dt
/
_,
?
cos
/*(*
x)
dp
yo
(6.77)
Before
we pass
to the limit as a
we wonder
if
we can interchange

the order of the double integration.
267
Let us
cos n(t
first
consider
f(t)
x) dt
Y
x a parameter and
a,
fixed.
We show that G (M)

x)
is
continuous.
For
fj.
MO
we have
(t
x)
cos M o(^
r)]
/y
/(J)lcos M(
cos MO(
cos no(t
x)] dt
f(t)[co8 n(t
ip
x)
a;)]
dt
|/00
dt,
and the
I
last integral is less
than 2
j
\f(t)\ dt.
Since
we
are given that
|/(/)| dt exists,
T can
be found such that these integrals can each be made
less
than ê for any
>
0.
is
obtained after
x)
M,
e is
chosen.
x)
From
cos n(t
p.
cos
/IQ(
(fj,
/xo)
sin
ji(t
x)
between
/i
and
we note
that the middle integral
is less
than
Since f
\f(t)\
dt
is
= A
is
finite
number, we can
po\
find
6
>
so that the
middle integral
also less than e/3 for \p

5
<
<
e/3A.
Hence
for
any
>
there exists a
>
such that
|G(M)
-GG*o)|
<
for
\fjL
/x
<
/x
5.
This
JJLQ
is
the definition of continuity, so that G(fj)

all p.
is
continuous at
and, in fact, for
Hence
x) dt
H(a)
dp
f(t)
cos p(t
exists,
and
dH = -7
ttOf
/**
/
f(t)
00
cos n(t
x)
dt.
By
/.(
considering
/(<)
cos
x)
dn
let
the reader show that -r-
-3
Since X(0)
H(0), of necessity
COS M
268
Allowing a to tend to infinity enables us to rewrite (6.77) in the form given
by
(6.73).
If f(x) is
continuous at
x, (6.73)
may
be written
f( x )
da I / * JO J-
f(t)
cos a(t
x) dt
(6.78)
From
cos a(t
x)
= Ke^'-o
e-*<*-'>)
one readily obtains
}(x)
^
ZTT
^
/
da
e
j^ /(Oe*<-'>
da
7 -
dt
= _L
Equation
(6.79)
j _
f(t)e-*< dt
(6.79)
oo
can be written in the symmetric form

*
=
=
"75=
g(a}
We say that g(a)
is
the Fourier transform of the real function f(x), and
f(x) is called the inverse Fourier transform of g(a). more rigorous treatment of the Fourier integral requires the use of the Lebesgue integral.
Example
and/(x)
6.6.
We
e~ 0x for x
consider the function f(x) defined as follows: f(x) = for x < Fourier's integral certainly applies to this function, 0, ft > 0.
/
g(a)
|/(x)|
dx
exists.
From
(6.79)
= -4=
-"-* dt = -4=
TTT^-
ft
cos
ax
-f
Q sin ax
sin
'
From
i
7T
JO
r
o
cos ax
+
>
I
ax
the definition of /(x) one has for x
~
1
TT
;o
[
aX
4-
sin
ax
,
COS ax _
a_ sin ax
ORTHOGJNAL POLYNOMIALS, FOURIER SERIES, FOURIER INTEGRALS

sothat
,1
j.
269
v JL
f 20 s^-yD "Jo FT**

(
a -Bx
cos ax aa; j
2
1 ,
p* -f-*
T ~** e
2
/"
-asinax,
"
681) ' (6 81)
Jo
Let the reader obtain (6.81) directly by contour integration. Example 6.7. Suppose /(x) is an even function. Equation (6.78) can be written
o
/(x)
/*
oo
oo
da
oo
f(t)
COS
/
COS aX
eft
=
If
O TT
/*
oo
cos
ax dx
f(t)
cos at dt
;o
Jo
(6.82)
we wish
to solve the integral equation
e~
= f*
cos a^/(0
rf/
for /(x),
we apply
(6.82)
and obtain
/(x)
2
7T
/"
JO
e~ a cos
rfj
TT!
X2
Notice that /(x) is an even function and that this function for the application of the Fourier integral formula.
has the necessary properties
Example
6.8.
Let p
is
-^
aop
and assume Z(p) such that Z(p)e

n
lfjlt
simple example
Z(p)
-f a\p
n~l
++
= 0(0
r
/
Z(iu>)e^
t
.
A
etc.
a n -\p
a n where p 2
,
d2
-,-->
We
consider the equation
Z(p)0
t
(t)
(6.83)
We assume that the input O (0 is given, and we output that (6.83) will hold. Let tf(w) and (w) be the Fourier transforms of
desire to find the
(0 such
t
(0
and
(0, respectively.
Then
i
=
27T
ff
! () = ~7^:
(6.84)
2r J V VJ
i
6-*'e (0 d
e
li
and
r
/
Q,(Z)
/=
=
"H
(u)
du
'
eo(0
^/-.
H *^
dw
" //oMd
Z(p)
)_
elt
tto
]_
^.() d"
Assuming that ^(p)
may
be placed inside the integral yields

Z(iu)e
ttu>
HoM du
**
e ttu
d<*
270

full
Since the two integrals are equal for the
range of
t,
it
appears logical that
Hence
0.(l)
Z(p)
is
called the operational impedance,
and
its reciprocal,
Y(p),
is
called the
transfer function.
We now
8
fl
have
-
(0
-4^ J-" V2r f
c"jSr,(
Making use
of (6.84) yields
^ =
where
y(t
Too
Too
JTT
-*
Bi(T)F(?w)6UU
oc
(t
r)drrfco
f y-oo
e,(r)j/(/
-r)</r
(6.85)
r)
ZTT
oo
F^)^'-^ dco
Equation
We
(6.85)
have assumed that the order of integration could be interchanged. can be written
(0
9.0
r)y(r) dr
(6.86)
Let t (< T). y(r) is appropriately called the memory function because of the term the reader compare (6.86) with the particular solution of a linear differential equation with constant coefficients given by (5.71).
No attempt
at rigor has been
made
in obtaining the results of this
example.
Problems
1.
Suppose that f(x) of (6.74)
is
an even function.
Show that
x
?[f(x -f 0) -f f(x
0)]
r
I
da f
f(t)
cos at cos ax dt
If /(.r) is
odd, show that
?lf(x -f 0) -f f(x
0)]
? f
"
rfa
f" jf(0
sin a* sin
ax
dt
2.
for
Find the Fourier transform g(a) of the function /(x) defined as follows :/(x) for x > a. < 0, /(x) = I/a for ^ x ^ a, /(x) Find lim g(a).
3.
/(x)
Find the Fourier transform <r* for x ^ 0. Show that
for /(x)
denned as follows:
/(x)
=*
for
<
0,
for x
* cos ax
-f-
sin
ax
-w
< _
>
ve~ x
for

4.

lim
ar-
271
Consider g(a)
/ J-
e~ tat f(t) dt such that
f(x)
0.
Show
that
g(a)
la
6.17.
Nonlinear Differential Equations.
We
discuss the nonlinear
^)
which can be written as the system dx di
di/ -j.
(6-87)
= =y y
= -x is
(6.88)
rf(x, y)
The
solution of (6.87)
f or
= A
cos
(t
B),
^=
-Asin(t
+
A
B)
The method
and J5 in the hope that an of Kryloff-Bogoliuboff is to vary be found. This is essentially the to solution (6.88) may approximate
variation-of-parameter method discussed in Chap. We write
5.
x
y
= =
r cos 8 r sin B
and obtain
dx
-7-
dr
-j-
cos
.
r
.
sm
-dB
6 -rr dt
.
dt
dt
dB dr dy = __ _ sm<,_ rcos 0_
Equations (6.88) can now be written

-77
cos B
sin B
r sin
-77
=
=
r sin B
dt
-r(Zt
at
r cos
-77-
r cos
dv
M/(^ cos
r sin 0)
0,
r sin 0)
dr
so that
-77
n sin 0/(r cos
0,
-r
For the range
<W j-
(6.89)
= -r -
n cos 0/(r cos
0,
-r sin
0)
of values
(r, 0)
such that
cos
0,
fj,f(r
r sin 0) <3C 1
272

first
one has to a
approximation
(6
M)
Integration yields 6
do
t.
We
replace
of (6.89)
by
+
0)
so that
~
Since
interval
-^-
sm
(0o
t)f(r cos (0
t),
-r
sin (0
(6.91)
<C
en
1,
the value of r will not change appreciably over the

[r is
27r). Integrating (6.91) on this basis (t, t stant on the right-hand side of (6.91)] yields
assumed con-
r(t+2ar)-r(t)
=M
t
&& (0o+0/fr
^ f(r cos
^,
cos (0
+0,-rsin
d^
(6.92)
I"
sin
r sin ^)
=
where
MF(r)
F(r)
=
\fr
r 2v
I
sin
\l/
f(r cos ^,
r sin ^)
r sin ^) <i^
(6.93)
The
periodicity of sin
integration.
Thus
- -UK
t
-r(t
f(r cos ^,
introduced the
new
limits of
27r)
r(Q
a?
"S^W
r(t) for
t
represents the average change of

-rr
ranging
from t to
dr
27T.
Since
<K
1,
the average change of
r(t)
can be replaced
by
-^r itself,
at least to a first approximation.
This yields
~ F(r)
r(t).
(6.94)
The integration of (6.94) yields the first approximation for same method applied to the second equation of (6.89) yields
-
The
-f
ZiTTT
/
I
cos
o
\f/f(r
cos
\I/.
r sin ^)
d\I/
(It
and
with
G(r)
=
I
+ ^;<?(r) 1
^-,
<
(6.95)
*cos^/(r cos
rsin^)d^
(6.96)
OETHOGONAL POLYNOMIALS, FOURIER
273
tions,
Before applying Fourier-series methods to obtain improved approximawe discuss an example.

6.9.
Example
Van
der Pol's equation
is
Here f(x,
y) =
(1
x z )y, and
f(r cos t,
r sin
*
^)
=
r2
(1
r 2 cos 2
^)r sin ^
so that
F(r)
P* sin
^(1
cos 2
tf)
d^
nr
- (l
Equation
(6.94)
becomes
whose solution
is
r(0
r===2
(6.97)
At
0, r(0)
For
5^
we have
lim r(0
Since
r2
x 2 -f
37
j
2
2/
>
we note
that to a
first
approximation the motion in the phase

-f
plane
x,
resembles a spiral motion into the limit cycle circle x 2

0,
2 *
r2
4.
From
(6.95)
we
obtain G(r)
so that
0o -h
t,
which yields nothing new.
To
Let
x (t)
obtain an improved approximation to (6.87)
we proceed
as follows:
r(t)
cos ^(0
fux(r)
a n (r) cos n
sn
*and let us attempt to make (6.98) a solution of (6.87). r(t) and 0(i) will be taken as the first approximation given by the solution of (6.94) along
with
4,
(6.95).
We
shall
....
Terms involving
dx
dr
n (r), n = 2, 3, attempt to find (r), a n (r), 2 From (6.98) we obtain will be ignored. /*
sm
d6
-TT
\^
M
dt
L^
00
ttn
n sm nO -j.
dd
dt
Zjn
n$ n cos n0 j-
(6.99)
274
mi

dr
-TT
da da The term M TT = M -rdr dt

neglected.
at
F(r) da M -7^ T"

2ir
1S
dr
tne order of M
j and so
is
The same reasoning

da n
M
dt
__ ~~
applies to the terms involving
"Wdt
da n dr _ ~~
dp n dr
__
da n nrj Zx dr
ju
,
dp n
__
M dp n
<
Differentiating again yields
dt 2
= -2 ~ -.7
dt dt
sin
r cos
n
-2
sin n^?
(6.100)
Terms involving
>
have been omitted since
Moreover
at
irr
G(r)
d<
27T
when we
d r
2
2 neglect terms of the order of M
Substituting x(t) of (6.98) and
of (6.100) into (6.87) yields

00
M(r)
-F(r)
7T
sin
-C?(r) cos
7T
ju
n2
l)/3 n
~~q
(n
l)
cos nd
sin M0
nf(r cos
0,
-r
sin 0)
(6.101)
n-2
In the term p,f(x, x) we have replaced x by r cos 0, x by 2 neglecting terms of the order of M Since the left-hand side of (6.101) is a Fourier series,
-
r sin 0,
again
the
we expand
right-hand side of (6.101) in a Fourier

00
series,
00
/(r cos
0,
-r
sin 0)
(r)
+ V
n-l
a n (r) cos nB
+ V
n-1
6 n (r) sin
n0

with
Oo(r)
275
= =
H~
1 TT
^ Jo
/ /
{*
f( r cos
~~~
0>
r 8 ^ n 0)
^
dd
a n (r)
P*
Jo
cos nOf(r cos
0,
r sin 0)
n =
1, 2, 3,
...
&n(r)
i p* sin = / * Jo
ndf(r cos
0,
r sin 6)
dd
Equating
F(r)
coefficients of cos
nO and sin nO in (6.101) yields
= /p*
Jo
sin B f(r cos
6,
-r
sin 6) dd
G( r )
= P*
/
cos 6f(r cos
0,
r sin 0)
d0
yo
a (r) a n (r)
= =
JZTT
r~2
ir(n
0n(r)
-7-5
Jo
rr
*/( r cos
0,
-r
sin 0) d0
(6.102)
cos
710
L)
JQ
r 2ir
/
/(r cos
0,
r sin 0)
dB
n - 9 J,
sin
~
tJ,
4,
TT
1)
nOf(r cos
0,
-r
sin 0) dB
TT(n*
JQ
The
definitions.
values of F(r), G(r) given by (6.102) agree with their previous It can be shown that x(t) given by (6.98) satisfies (6.87)
2
/u
with accuracy of order

Example
6.10.
for
<
-
<*>
In Example
6.9, f(x, x)
(x
l)i, so
that
s
(r
r
\
J
r8
sin &
sin
36

(r)
(r)
- -
n -
2, 3, 4,
*(r)
/3(r)
g
n is
=0
2, 4, 5,
Thus the improved
first
approximation
x(t)
r(0 cos
(tfo
-M
sin 3(d
with r(0 given by
(6.97).
Problems
1.
The
^
differential equation of
s
tf
a simple pendulum
is
&
-f-
(g/l) sin
0.
Take
sin a
/6,
and show that the period

0,
a;)a:
of oscillation
depends on the square of the
amplitude. 2. Solve x
3.
+ x + iub\\
4H- ^(sign
1,
for the
1,
Solve
0,
A(
for the
improved first approximation. improved first approximation.
276
4.

2 = 0, M Solve x -h x -h M( /3x )x 1, for the improved first approximation. that a limit cycle occurs and that the radius of this limit cycle is r = \/4a/30.
Show
6.
Consider the differential equation

'x
-f
Mx 2
(6.103)
written as the system
dx
-dt
=y
(6.104)
---,
such that, at
t
=
,
= x,
i/
i/o,
ZD.
Tin solution of x
1
4- x
is
x(t)
= A
-77
-f
B
B
cos
(/
-f
C)
/f
gin
-f-
0),
cos
(/
-f
Tins
suggests
the
trans-
formation
x
y
z
w
= =
7
/
cos
sin
cos 6
(6 104)
in
first
an attempt to find an approximate solution of approximation

e
(h
Let the reader slum that to
= WT
dt
and
iu(0
~~
o
"
~
r
Wltil
^ +
ô)
REFERENCES
Carslaw, H. S.: "Introduction to the-Fouiier's Series and Integrals/' Dover Publications, Inc.,
New
York, 1930.
Chin chill, R. V.: "Fourier Scries and Boundary Value Problems," McGraw-Hill Book Company, Inc New York, 1941. Conrant, R., and D. Hilbert: "Methoden dcr Mathematischen Physik," Springer,
Veilag OHG, Berlin, 1931. Franklin, P.: "Fourier Methods," McGraw-Hill 1949.
Book Company,
Inc.,
New
York,
Minorski, N.: "Introduction to Nonlinear Mechanics," J

Inc.,
W. Edwards,
Publisher,
Ann
Sneddon, I. Company, Inc., New York, 1951. Stoker, J J.; "Nonlinear Vibrations," Interscience Publishers, Inc New York, 1950. Szego, G.: Orthogonal Polynomials, American Mathematical Society Colloquium,
,
Arbor, Mich., 1947. N.: "Fourier Transforms/' McGraw-Hill Book
vol. 23, 1939.
CHAPTER
THE STIELTJES INTEGRAL, LAPLACE TRANSFORM, AND CALCULUS OF VARIATIONS
Functions of Bounded Variation. In an attempt to define arc length of a curve one is led to consider functions of bounded variation. Let us consider a simple curve, F, given parametrically by x = f(t), Two distinct values of i are assumed to yield two <p(), a ^ I ^ /3. y distinct points on F, so that as t varies from a to 0, the point P with coordinates x = f(t), y <p(i) moves continuously from one end of the curve to the other without retracing its motion. We now subdivide the
7.1.
interval (a, 0) into
=
tk
to
<
=
ti
<
tz
<
'
<
tk
<
k+ i
<
'
<
Jn-i
<
in
=
=
<p(4),
For t Pit on
we have the point

0, 1, 2,
.
.
Pk
with coordinates x k
f(tk), yk
F,
A*
n.
The
straight-line distance from 7V_i to
Pk
is
given by
The sum
total of these straight-line arcs
is
Now
if
?(fc-i)]
}*
(7.1)
for
all
manner
of subdivisions of
ft
a constant
exists
such that
71
*"'
(7.2)
sity,
< \/2 A. Since the set of numbers {S n is bounded, of necesa least upper bound (supremum), L, will exist for this set. We define L as the length of arc of F. For a discussion of the supremum see Chap. 10. Conversely, one easily shows that if the {S n are bounded for
then
<S W
}
278
all

subdivisions then a constant
divisions.
A exists satisfying (7.2) for all subinequality of (7.2) leads to the following definition: Let f(x) be defined on the bounded interval a ^ x ^ I). If a constant exists such that for all possible finite subdivisions of (a, b) into
The
XQ
<
Xi
<
x2
<
'
'
xk
<
<
x n -i
<
xn
we have
n
fc-1
T W
/(.r*)
-/(A
,)|
< A
(7.3)
we say that /(x) is of bounded variation on a ^ x ^ b. A bounded monotonic nondecreasing or nonincreasing function is always of bounded variation. If f(x) is a monotonic nondecreasing function,
then
!/(**)
/(**-i)|
[/(**)
/(**_,)]
/(&)
/(a)
Thus
(7.3) is satisfied for
A >
is
f(b)
/(a).
Another example
of a func-
tion of
bounded variation
the following:
Assume
f(jr)
has a continuous
derivative for a
/>.
Then
A-i)/'(fe)|
~ -/to-i)| = |to
since |f(x)|
< M(x k -
.r,
<
Jf for a
b.
Thus
n
I/to)
/to_0| <
- ^-i = M(b -
a)

Continuity of f(x)
variation.
is
For example, consider f(x)

Since lim /(x)
x->0
not sufficient to guarantee that /(a*) is of bounded = x sin (l/:r), x 5^ 0, /(O) = 0,
^x g
2/7T.
= =
lim x sin ^ x-0

0.
lim
a
|x|
/(O)
/(x) is continuous at x
for
Moreover /(x)
/
(
is
easily seen to be continuous
7^ 0.
Let us subdivide
0.
2\ -
/
into
(
'
0,
7T/
^ -----, (2n + l)r
~2
2n?r'
2\ '
).
TT/
Then
THE STIELTJES INTEGRAL
279
Since
fc
Lj =
V / ^
00
2fc
~T~
diverges, no constant r-y 1
exists satisfying (7.3) for all
modes
of subdivision.
fundamental result concerning functions of bounded variation is the following theorem A necessary and sufficient condition that /(x) be of bounded variation on a ^ x ^ b is that f(x) be written as the difference of two positive That the condition is sufficient moiiotonic nondecr easing functions. follows almost immediately from previous considerations concerning Now let us assume that f(x) is of moiiotonic nondecreasing functions. bounded variation on (a, 6). Let x be any number on the interval (a, 6). Let us subdivide (a, x) into
:
Xo
<
Xi
<
X2
<
n
'
'
'
<
Xk-l
<
Xk
<
'
'
'
<
Xn
= X
Then
)l
< A
(7.4)
Some
of the
terms of 8 n are such that/(x r )
/(x r _i), whereas other terms
are such that f(x 8 )
<
/(x_i).
We
Kn =
write
Pn +
n
T
where
P n is
sum
of
pn - Nn =
sum of terms of 8 n for which f(x r ^ /(x,_i) and A M is the terms of S n for which /(x ) < /(x __i). One easily shows that
the
)
fc
f(x)
/(a) so that
Sn =
Sn
/(x)
/(a)
-/(X) +/(a)
+ 2N +2P
n
U
n
'
Since S n < A for all methods of subdividing the interval (a, x), we know from real-variable theory (see Chap. 10) that a least upper bound exists We call this least upper bound, F(a, x), the total for the set [S n \. The suprema (least upper variation of f(x) on the interval (a, x). bounds) of {N n and {P n are written as N(a, x), P(a, x), respectively. From (7.5) we have
}
V(a,x) =/(*) -/(a) 7(a, x) = -/(x) + /(a)

so that
/(x)
/(a)
P(a, x)
'
2P(a, x)
(7.7)
AT(a, x)
From the very definitions of P(a, x), JV(a, x) we note that they are monotonic nondecreasing functions of x [see (7.6)]. /(a) + P(a, x) is monotonic nondecreasing, which proves the theorem.
280
Problem 1. Let f(x) = sin x for ^ x ^ 27r. Write f(x) as the difference of two monotonic nondecreasmg functions of x for this interval. Problem 2. If f(x) is of bounded variation and continuous for a ^ x ^ b, show that P(a, x) and N(a, x) are continuous for a ^ x ^ b.
An important generalization of the RieThe Stieltjes integral is defined the Stieltjes integral. integral as follows: Let f(x) and g(x) be real-valued functions of the real variable
7.2.
The
Stieltjes Integral.
is
mann
x for a a
x
#o
b.
Subdivide the interval
(a, b)
into
<
Xi
<
Xz
<
<
x k -i
<
xk
<
fc
<
=
1, 2,
.
=
.
.
and let 5 be largest form the sum
of the
numbers x k
n
x k -i,
n.
Now
)]
(7.8)
where
is
any number such that
j>-i
{*
j^.
If
lim
7? >
8n
exists
OO
independent of the choice of the & and the method of subdivision, provided 5 > 0, we call this limit the Stieltjes integral of /(x) relative to g(x) on (a, b), written
b
Ja
f f(x)dg(x)
(7.9)
In the special case g(x)

If f(x) is
x, (7.9)
if
reduces to the
bounded and
x,
g(x) is a
Riemann integral. bounded monotonic nondecreasing

the following inequality,
function of
then S n of
(7.8) satisfies
m[g(b)
g(a)]
k [g(x k )
g(a)\
k=l
where
0:^-1,
k is
the
AT*
is
the
are
m
a
and
M
b.
infemum (greatest lower bound) of f(x) for x k -\ ^ x g supremum (least upper bound) of /(#) for x _i g x g x^, the infemum and supremum of f(x), respectively, for
fc
^
n
The supremum
of the
sums
nik[g(xk)
g(x k -i)] can be

of the
*-'
called the lower Darboux-Stieltjes integral, L,
and the infemum
sums ^
k \g(xk)
g(xk-i)]
can be called the upper Darboux-Stieltjes
THE STIELTJES INTEGRAL

integral, U.
If
281
that the
Stieltjes integral exists
these two integrals are equal, and write
we say
Riemann-
= [/=
f Ja
f(x)dg(x)
This definition is easily seen to be equivalent to the one given above. ~ U. If f(x) is continuous in (a, 6), it is a simple matter to prove that L Now if g(x) is a function of bounded variation, it can be written as the It follows immedifference of two monotonic nondecreasing functions. diately that (7.9) exists if f(x) is continuous and g(x) is of bounded
variation.
g(x)
= OforO ^ x < -5-, Let f(x) be continuous for ^ x 1, and let g(x) x ^ 1. For any subdivision not containing x = g we have dg(x] = 0. 1. Thus S n is any The subdivision covering x = ^ yields dg(x) /(), where
Example!. 1.
Ifor-g-
number near x =
Problem
3.
\.
Since
hm
7J
/() =
i/(x)
/(g-),
2
we have
f(x) dg(x]
1
/(--)
./O
Let/(z)
+ i,
x for
Show
that
f(x) dg(jr)
=1
^
x
Problem
4.
If f(x)
and
<7'(^)
b
are continuous for a
h,
show that
f Ja
f(x] dg(x]
f f(x)g'(x)dx Ja
The last integral is a Ricmann integral Problem 6. If f(x) and g(x) have a common point
Stieltjes integral off(x) relative to g(x)
of discontinuity, show that the does not exist provided the range of integration
covers the point of discontinuity. Problem 6. If h(x) is nondecreasing, f(x) and g(x) continuous with f(x)
b
g(x),
show that f
Ja
f(x) dh(x)
Ja
[*
n
g(x) dh(x).
Problem
7.
Let
Sn =
Y
i
g(h)[f(x k )
/(arfc-i)],
Xk-i
^ & ^
xk
Show
that
n-l
with #o
a, x,t
6.
Assume
g(x) of
bounded
that
variation, /(#) continuous,
and
continuous at x
a and x
6.
Show
Problem
a(x)
8.
/3(x) -f
Let /(#) = g(x} H- *^(a;) be continuous for a Show that ^T(^) to be of bounded variation.
fc,
and assume
da(x)
P
Ja
fir(a;)
d|3(a:)
Ja
T h(x) dy(x)
+ i Ja f* g(x)
dy(x)
Ja
h(x)
282
Problem
00

9.
Consider the sequence of continuous functions, /(x), n
1, 2,
Assume
fn(x) converges uniformly for a
6,
and
let g(x)
be of bounded
variation for this interval.

00
Show
that
00
f
Jo,
Y
lm*i
V
1*4
f
Ja
/oo
i
f(x] dg(x), arid
under what conditions
would
7.3.
this integral exist?
The Laplace Transform.

t
real variable
defined for
0.
Let Let
g(t) g(t)
be a complex function of the be of bounded variation on the
finite interval
is
^
t,
continuous for
all
The function e~ zt with z R, R arbitrary. so that the integral
iy
(7.10)
exists for all
complex
z.
It
may
lim
be that, for a given value of
z,
f*
e~ zt dg(t)
(7.11)
exists.
If this is
the case,
we
write
Jo
Equation
(7.12)
is
6" dg(t)
Jim f*
<r
dg(t)
(7.12)
(7.12) is called an improper integral, arid the right-hand side of called the Cauchy value of the improper integral.
Those values
of z for
which
(7.12) exists define a function of
2,
written
(7.13) f(z) is called the Laplace-Stieltjes transform of g(t). consider now the region of z for which /(z) of (7.13) exists.
We
First
is
we
investigate three special cases.

is
Let
g(f)
du, so that g(t)
monotonic increasing, and hence
arbitrary.
Since dg(t)
,
.
,
=
/
et
dt,
of bounded we have
,
variation for
72,
fR
/
e -(*+*v)t e *' dt
-.
fR
Jo
e e<-xt
Jo
cos yt J dt
for
fR
e
xt
Jo
sin yt J dt
Since
e*
xt increases
beyond bound
F
any
fixed x,
we leave
all z.
it
to the
R
e~ zt e et dt fails to exist for
reader to show that lim
As a second
THE LAPLACE TRANSFORM

example,
let g(t)
z.
283
/ JQ
e~~
du.
Let the reader show that lim

#
<
yo
er** dg(t)
exists for all
Finally, let g(t)
t,
so that
f
lira
/
R
e~ zt dg(t)
R
cr zt dt
lim
=
=
lim
z
-*&
.
provided x
Rl
>
0.
Hence
e~ z
'
ctt
/(z) exists for
Rl
f
/
>
Zi)i
0.
Let us consider
exists,
now
a general case.
IIJQ.
We
assume that
e~~
dg(i)
exists
with z such that
XQ
Further, let us assume that a constant
e-"
tor
dg(()
< A
(7.14)
0.
Define h(u) by the equation

h(u)
"
|o
c-'- dg(t)
e 1* dh(t).
(7.15)
so that dh(u)
p- z
"
</ST(M)
and
^(0 =
B
Then
(7.16)
e- dg(t) =
Integration by parts (see Prob.
K
[
7,
|o
e-f
"
dA)
Sec. 7.2) yields

dg(t)
c~ 2t dg(t)
e~ (z
~z
)R
f*
cr*<*
(z
f* A(0csince
"
o)
dt
If
Rl
>
111 2
then
lira ^-ôo
e- (M8) * f
70
B e- 20< dg(t)
0,
lim
R-*
oo
and
r
f-'
dg(t)
< A
for
all
R.
Moreover
h(t)<r
/f
*- zo)t
dt
lAWIc-^-'^'rf^
<
A/(x
),
for x
>
Allowing
to
become
infinite in (7. Hi) yields
(2
20)
for
Rl
>
Rl
20.
Thus
f(z)
r-"
rfj/(/)
(7.17)
exists for
2-0
Rl
>
Rl
20.
We
have shown that,

is
if
(7.17) converges for

2
#o
XQ.
+
y
iyo,
then/(2) of (7.17)
well defined
f or
+
js
iz/
provided
XQ
>
There
<
<
oo
,
be singularities of /(z) on the and in the half plane Rl 2 < x
may
line
iy,
284

of f(f) is defined as
The ordinary Laplace transform

F(z)
L[/(0]
erf(t) dt
(7.18)
provided the improper integral exists. If the Laplace transform of also exists, one can integrate by parts to obtain
f'(f)
W(*)] = JO L ^"/'(O
jLF/*'^)]
dt
e-'/(0
+
/(O)
70
e-/(0
d*
/y Xty jgx / v'*
zZJ/Yrtl
provided
lim e-f(t)
=
\f(f)\
(7.20)
Equation Rl z > 0.
(7.20) will certainly hold
if
is
bounded
for
and
if
Further application of (7.19) yields

L[/"(0]
= =
zL[f'(t)]
z*L(f(t)]
~ /'(O) - zf(0)
-/'(O)
/(/) is
(7.21)
the Laplace transform of f(t), we say that of F(z), written f(t) = L" 1 ^^)]. transform Laplace
If F(2) is
the inverse
Example
7.2.
We
find the Laplace transform of
sm
at.
We
have
F(z)
e~ zt sin at dt
Integration
by parts
yields
zi
/e~
)
sin at dt
a 2 -f
^.-~ 2
z
(~~z sin at
a cos
at}
t=o
If
Rl
>
0,
we have
r
I
oo
e~ zt sin at dt
a
a 2 H;
Jo
22
Table
7.1 lists
11. 12.
7.3.
Laplace transforms for some simple cases of /().

7.1.
Problem Problem
Example
Derive the result* of Table
Show
= aL\f(t)] -f that L[af(t) bg(t)] bL[g(l)]. Let us consider the differential equation
of (7.22)
(7.19)
subject to the initial conditions y(0) = i/o, 2/'(0) = t/oAssuming that the solution and its derivatives are such that their Laplace transforms exist, we can apply
and
(7.21)
and the
result of Prob. 12 to obtain
z*L[y(t)\
so that
,,,
rr /A1 L[y(t)]
(z
.
(z
-f4)(z
2/o
w -1) o
zy*
rr
y'
+ 3zL[y(t)] -
- --+
Q
3y Q
4
-h
4L[y(t)}
2-1
3/05
mi
L[<pi(t)]
+
,
4 2/o
+
5
2/o

From Table
(7.22)
is
285
7.1
we
see that
<f>i(t)
e" 4*,
<f> z (t)
e*,
so that the suggested solution of
y(Q
(7.23)
It is to be noted that the easily checks that y(t) of (7.23) is the required solution. Laplace-transform method for solving (7.22) introduces the initial conditions in a natural manner.
One
TABLE
7.1
Problem
13.
Solve
1.
-j-|
2^
<
/"
= l~3a; by
0.
the
Laplace-transform
method,
0, 7/'(0)
Problem
14.
Let /(Q
for
Show that
"
*) dt
6~^/(
*
05)
d<
e-
e~ rf
provided the integrals
exist.
286
Example

7.4.
Let,
us attempt to solve the
wave equation
---\
-^
~
t)
subject to the boundary conditions y(x, 0)

for
t
=
t)
~
~
for all x,
and
y(Q,
f(t)
0.
We
assume
from x
y(,
~
t)
Inn y(x, a?-* *
for
0.
Physically,
we have
an
elastic string
to x
<, initially at rest.
At the
t
move in such a manner that y(Q, t) = /(/), f(t) a given to If we multiply the wave equation by e~ xt and integrate from
constrained to
origin the string is function of time.

t
oo
f
we obtain
~
8
f*
y(x,
0*-"
dt
-*
z*L\ii(x,
t}}
/ provided we assume T-^ "X J
y(jc,
t)er
zt
dt
=
=
'
--f>
e'^
dt.
JQ
Thus
Lf?/| satisfies
,L(y]
/,(//]
(7.24)
A solution
of (7.24)
is
t)c-
dt
- Xe
t/(ar,
/e )
Be-<">*
(7,25)
where
^4.
and
B can be functions of z.
0.
Since
tends to zero as x becomes infinite
we choose A -
At x
we need
f
From
Prob. 14
e'" dt
we have
2/(a;,
"
Oe""
rt
dt
c~w / c
"
/"
/(O*"*
Equation
for
t
<
wave
- a;/c) for t ^ a?/c provided f(t - /c) (7.26) suggests that 2/(z, /) - /(/ x/c (see Prob. 14). It is a simple matter to show that/(* x/c) satisfies the equation and the boundary conditions. Of course one needs the fact that f(t) be
7.5.
twice differentiable.
Example
We wish
to find the function f(t) such that
ftt)e-dt
(2
1)-!
00
(7.27)
Let us assume that f(t) has the Taylor-series expansion.

tion let us
a nt n
Without
justifica-
nt'o
assume that term-by-term integration
is
permissible.
Hence
n0
Now
for
\z\
>
we know
1
that
^ "
2
x/inri
Vi -
^ *
(i/2)
2
Wl
V ^ Û
(2m)!

Comparing the two Laurent
series,
287
if
we
-
see that a n
=*
is
odd and,
if
2m,
80 that
jjjoam'
oo
^-j~j
QV
where
J"
? 28 )
-
We
note that/(tO
==
f
kind.
~f~T
(~\
Jo(t),
(0
is
the Bessel function of
order zero of the

of integration
first
One can
and summation, and show that
start with/(2) of (7.28), justify the interchange (7.27) results.
Problems
1.
Solve
^r*
(
sin x
with
j/(0)
0, j/'(0)
=
=
0.
2.
Solve
-~ 2
4//
3e zx with y(0)
= -
0, y (0)
1.
3.
Solve 2x
2z,
2/(z,
0)
1
1, t/(0,
<
t
1,
for y(x,
t).
Am.
4.
y(x,
t)
for
<
x* y y(x,
if
t)
x 2 for
>
x2
By
the inversion formula (see Sec. 7.4) solve for/(Z)
Ans.
5.
f(t)
sin a* (see
Table
7.1).
From
Prob. 4 show that

r
/
oo
e~~
zi
cos a< CM
yo
6.
22 T~T~I 2
(2
a2
9 2 2 )
+ o ?T
Find
f(t)
such that
I* e-J(t)dA 7.4.
Z
.
The Inversion Theorem.
Let 0(0 satisfy the requirements which

T
00
enable one to write
0W
(see Sec. 6.16).
1 = o-
/ zrj -
dy
J-oo
*
I
^(0 cos
y (^ ""
dt
(7.29)
We
assume that
t
f(w)
dw converges
t
absolutely,
and
choose ^(0
e-**f(() for
0,
flf(0)
for
<
0.
Since
=
we have
2arJ-*
i
/
o~
dv
J.
g(t) sin
v(w
f)
dt
iw
r-
-i r+-*]' Z*JJo
O
288

assume
"
dt
Now
exists for
Rl
z
IV
>
0.
Then
F(z)e* dz
iy
= =
x+iv ( Jx~iy
e
"
e> dz f JO
e-'f(t) dt
(7.31)
on letting
become
infinite
x + iv, v a new variable of integration. On letting y and comparing (7.31) with (7.30) we see that
/<) = 0=
If F(z) is
F(z)e
wz
dz
(7.32)
in
the Laplace transform of f(w), (7.32) enables one to find /(it?) terms of F(z). This is the Laplace-transform inversion theorem. Equation (7.32) can often be evaluated by the calculus of residues.
Example Then from
7.6.
Let
F(z)
=
wt
l/(z
1)
(7.32)
I-
with x
>
0.
We consider U)
dz around
the path given
Fig. 7.1.
Let the reader
show that, as the radius of the semicircle becomes infinite, the integrals of e wz /(z + 1) tend to zero along BC, CDE, EA. The resiThus due of e m /(z + 1) at z = -1 is e~ w
.
f(w)
=
2~^
I2irt~"1
*~~
7.5.
The Calculus
of
Variations.
The
calculus of variations owes its
beginning to a problem proposed by Johann Bernoulli near the completion

of the seventeenth century. Suppose two points to be fixed in a vertical What curve joining these two points will be such that a particle plane. sliding (without friction) down this curve under the influence of gravity This is will go from the upper to the lower point in a minimum of time?
FIG. 7.1
the problem of the brachistochrone (shortest time). A problem of a similar nature is the following: What curve joining two fixed points is such that its rotation about a fixed line will yield a minimum surface of revolu-
THE CALCULUS OF VARIATIONS

tion ?
289
This is the soap-film problem. A third problem asks the following What curve lying on a sphere and joining two fixed points of the sphere is such that the distance along the curve from one point to the other is a minimum? This is the problem of geodesies. Let us obtain a mathematical formulation of these problems. Let the particle P move along any curve given by 1. Brachistochrone.
question:
y(x) (see Fig. 7.2).
The speed
of the particle is given
by
2gy
or -y
\/2g
ds
y*.
Hence
dy
2
T~(2/T dx
The total time of descent is given by

7>
= -!_
(y'Y'
dx
(7.33)
FIG. 7.2
To
solve the brachistochrone problem, one

(7.33) a
must
find the function y(x)
which makes
2.
minimum.
Minimum
is
x axis
this
If the curve y(x) lying above the Surface of Revolution. rotated about the x axis, the surface of revolution generated in
is
manner
S =
27T
y ds
27r
(y'Ydx
(7.34)
To
is
solve the soap-film problem, one
must
find y(x)
such that S of (7.34)
a
3.
minimum.
Geodesies of a Sphere.
ds*
In a Euclidean space
we have
dx 2
<p,
+
=
=
dy
dz z
sin ^,
2
For a sphere x
ds 2
r sin
cos
z/
r sin
cos
0,
so that
r 2 (d#
sin 2
d^
2 )
r2
sin 2
(^j
dd 2
If
<^?(0)
is
of the sphere joined
any curve on the sphere, the distance between two points by ^ = <p(8) is given by
L =
dO
(7.35)
290

attempts to find
<p
To
find the geodesies of a sphere, one
<?(6)
such that
of (7.35) is a
minimum.
more general
1
Formulas
f(x, y, y')
(7.33) to (7.35) are special cases of a
case.
Let
mine y
be a function of the three variables x, = y'(x), such that y(x), and hence y'
?/,
'.
We wish
to deter-
=
will
n f(x,y,y'.) dx f j 71
(7.36)
be an extremal (minimum or
maximum)
subject to the restriction that
y(xi)
//,,
yfa)
2/2.
For
(7.33), (7.34), (7.35)
we have
f(x,
!/,
y')
=
<p,
2wy[l
(2/')
P,
/(*,
2/,
2/0
A/T+sin 2
z(2/')
dx with
6,
respectively.
Let us see how a problem in the calculus of variations differs from an extremal problem of the ordinary calculus. In the latter case we are given the function y = y(x). For each real x there corresponds a unique Thus y = y(x) maps a set of real numbers into another real number y. The relation y = I/a:, < x g 1, maps the set of real numbers.
interval
< x ^ 1 into the interval y ^ 1. A simple problem in the ordinary calculus is to find a number x which yields the minimum or Now (7.36) may also be looked upon as a maximum value of y y(x). mapping. For any function y(x), (7.36) defines a real number /. Thus
a mapping of a function space [the space of y(x)] into the realOur problem is to select a member of the function space which yields a minimum or maximum value for / of (7.36). To resolve this question, we reduce the problem to one of the ordinary calculus. Let us assume that there exists a 7.6. The Euler-Lagrange Equation.
(7.36) is
number
space.
function y(x) which class of functions
makes I
of (7.36)
an extremal.
We now consider the

(7.37)
Y(x, X)
y(x)
\n(x)
an arbitrary differentiate function such that r$x$ = 0, and X is a real parameter. We have Y(x\, X) = y(xi) = T/I, r?(x 2 ) = = 2/2. For X = we have Y(x, 0) = y(x). As we vary y(x%) F(# 2 X) X and rj(x), we obtain a family of curves passing through the two = yields the desired given points PI(XI, y\}> Pi(x^ 2/2). Moreover X = The value of / for any member of (7.37) is y(x). curve, y
where
77(2)
is
/(X)
Jx\
f **f(x, y
7(X)
+
is
Xn,
XT/')
dx
(7.38)
For any
fixed rj(x]
we know that
an extremal for X
0.
From
the

dl
calculus, of necessity,
291
/)/
=
x~o
r)/
0.
Assuming continuity
of
and
dy
dy'
we have
d\
51
^-r>dx
_
rj(xi)
fXt
/
J / 3f
^ (7.39)
(| J XI dx \dy'
=
0,
upon integration by
parts.
Since
77(0:2)
we have
it is a
simple matter to show that,

2
if
M(x)
is
continuous on Xi
??(x)
if
^ x^
then the vanishing of
yri
M(x)ij(x) dx for art)itrary
implies
is
M(x)
0.
We
leave this as an exercise for the reader.
solution, of necessity, y(x)
must
y(x) satisfy the differential equation
Hence
the required
_da;
\dy'J
dy
It
(7.41)
is the important Euler-Lagrange equation. written as a second-order differential equation in the form
Equation (7.41)
can be
a 2/
i/
I
./
*-*
j
{
_
dy
=n
dy 'fy'dx
If
dx~ y'
(7.42)
we
differentiate /
-1
-,
with respect to x along the curve y(x)
satisfying (7.41),
we obtain
~
dx
dij
a//'
dy'
dx\dy'
dx
by
makiiifi;
use of (7.41).
Thus
d
(7 43)
'
for
an extremal.
If/
is
explicitly
independent
If
of y,
one has a
first
integral
x,
of (7.41)
given by
-,
constant.
is
explicitly
independent of
=
j-
and
(7.43) yields the first integral,
y'
constant
(7.44)
292

the Euler-Lagrange equation from the following point = x* 2x, so that
dx)
One may obtain
of view: First let us consider the equation y(x)
y(x
(x
=
c/A
2(x
+
+
\ dx) X dx) 2 dx
Differentiating with respect to X yields
3(x
2 dx, so
=
dy
(3x*
2)
dx
dy,
th. differential
of y.
Now
we have seen that
(7.36)
can be looked upon as a mapping
of a function
space into a real-number space. We call this mapping a functional of y, written 7 = I[y], The first variation, or differential, of 7 may be
defined as
lim
OA
(7.45)
where 8y(x)
is
any variation
in y(x).
Applying
(7.45) to (7.36) yields
I[y
+ \8y]=
dl
\
'
f(x,
+ \dy,y'+\ dy')
dx
(7.46)
=
Jxi
/"'
Integrating
7 8y'
dx by parts yields
provided 8y(xi)
67
8y(x 2 )
0^
Equation
(7.41) holds, of necessity,
if
for arbitrary dy.
In the calculus it is necessary to examine the second derivative of y(x), and, at times, higher derivatives, in order to determine the type of extremal (maximum, minimum, point of inflection) encountered at the
fij
point x
it is
for
which
-^-
0.
Similarly, in the calculus of variations
necessary to examine the second variation in 7 to determine what type of extremal is obtained from the solution of the Euler-Lagrange Let the reader show that the second variation of 7 can be equation.
written as
527
'
5y
dx
(7 47)
-
THE CALCULUS OF VAKIATIONS

Example
7.7.
293
Equations (7.33) and (7.34) are special cases of

/
g(y)
vi +
(y')*dx
We have/ =
g(y)
[1
-f (y')
]l,
~
ax
0,
so that a first integral
is
obtained from (7.44).
Let the reader show that (7.44) yields
f ^L==^.
constant
From tan
we have
cos
l/\/l
</(*/)
-j-
(?/)
so that
(7.48)
a sec
Moreover
gr'(?/)
dy
a sec
tan
d0 from (7.48), and dx
cot
dy so that
dx
yielding
a sec ---77
dO
g (y)
\~
-6 +
Given
0(t/),
Jo
' (7.49)
^
g'(y)
one solves
0.
j as a function of
Then integration of (7.49) yields (7 48) for y as a function of 0. This parametric representation of x and y as functions of yields
/.
the required curve which extrernahzes In the brachistochrone problem g(y)

c
y~~%,
*
so that
?/
cos 2
,
(r/2)(l -f cos 20),

(7.49) yields
I/a
2
,
from
(7.48).
Thus
b
/(*/)
-|//
= (-2r*
b
cos 3 0)~ l
and
--
(1
re
2c
C
\
cos 2
0d0 =
re
c
(1
-f cos 20)
d0
Jo
x(o)
7/(0)
Jo
=
=
(20
sin 20)
(7.50)
cos 20)
Equation
y
(7.50) is the parametric equation of a cycloid
Example 7.8. Vanable-end-point Problem. = (p(x), and the functional

1
We
y, y')
are
given
the
fixed
curve T,
fx 2 = b
/ Jxi
F(x,
dx
where
If
\Ve wish to find the curve y y(x) joining the fixed point A(XI, y\) and B(b, <f>(b)), B is a point on F such that 7 is an extremal. The coordinate x = b is unknown.
we
consider the curve y(x) -f dy(x),
we have
fe y
r
4- *y,
2/
H- fy')
^
is
The upper
on y
limit has
^>(#).
changed since the end point of y(x) Let the reader show that
8y(x)
constrained to
lie
8y]
/[y]
Jxi
[F(x, y
by, y'
by')
F(x,
y, y')}
dx
By, y'
F(x, y
-f-
y') cte
(7.51)
294
From

(7.51) it
is
logical to define 57
by
y, y')
SI
= f
(~ dy + |^ By'} dx + F(x,
We
must compute
dx) -f dy(b
dx
(7.52)
Now
dy
at x
a.
by at x
b.
We
dx)
have
y(b
y(b)
+
SJT)
Sx)
<p(b
<p(b).
Thus
y(b -f
y(b)
dy(b
+
-
dx)
<p(b
te)
*>(&).
Applying
the law of the
mean one
easily
shows that
=
b
[v'(b)
y'(b)} dx
Integrating the second part of the integral of (7.52) by parts yields
-JL'K-(S)] *<+['+ 1 "-">]..."

If
6/
=0 for arbitrary
8z/,
of necessity
\F L
(^'
y')
IJ1 o^ Ja; = 6
=0
(7.53)
along with the Euler-Lagrange equation. Let us apply (7.53) to the problem of the
arbitrary.
minimum
2
surface of revolution with
<p(x)
We
have F(x,
y, y')
y\l
dF
]^,
fe')
^7
2 yy'[l -f fe') ]^, so that (7.53)
becomes
!?/[!
-f (y')*\*
6.
yi/'[i
+ (v'W-W -
)\*-i,
o
<p(x)
or
t/
at x
Hence, at their point of intersection, y(x) and
intersect
at right angles.
Problems
1.
Show
Show
Show
that the solution of the soap-film problem
is
a cosh
2.
3.
that the geodesies on a sphere are arcs of great circles.

(7.47).
Derive
4.
that the Euler-Lagrange equation for the functional
dx*
5.
-. dx
=
\dy'J
dy
Show
that there are no extremals or stationary values for the functional

T2
l[y]
6.
/ Jxi
y dx
Consider the functioniil
/
Jt\
f(xi, x%,
x,
xi t
x2
xn
t)
dt

Show
that the Euler-Lagrange equations are
295
Explain
f(Xi, Xi,
7.
why
it is
necessary that
t
Xn
XJl, XJ* 2
X.T rt ,
A/(:ri, 0-2,
XM
J'i,
i,
Xn
t)
Apply
(7 54) of
Proh 6 to
8.
In Chap. 3
we saw
that Lagrange's equations of motion could be written as
dt
\dqtj
dqi
motion.
For a conservative system, T

for a conservative
-f
V =
/tz
/
dt is
an extremal for Newtonian

h
constant 2 T dt
=
is
Show that New toman

to the
motion
system
is
such that
an extremal subject
condition
9.
-f
V =
constant
I[z]
Consider the functional
II
I x,
y,
z,
J
its
dy dx, the region of
S integration, S, having the simple closed curve

f{z]
as
boundary.
Show
that, foi
to
be an extremal,
z(x,
//)
must
satisfy
dF
dz
d ZF
_
=
dx Op
p r
dz = ~>
^ dx q
J>*F_ dy dq dz
in
with
r F
dy
7.7.
The Problem
of Constraints.
In the ordinary calculus one solved
Given the function of two variables, z = f(Xj y), at what point P(x, y) is z an extremal subject to the conWe Enow that if /(x, 2/JT.s continuous on straint <p(x, y) = constant? the closed and bounded curve C, ^(x, y) = constant, there will exist points on C at which z takes on minimum and maximum values. One way to solve this problem is to solve for y from <p(x y) = constant, obtaining = /(x, ^(x)), a one-dimensional proby = \l/(x), and then to extremalize z
problems
of the following type:
y
lem.
Another method
is
due to Lagrange.
For an extremal, -jdx
0,
so that
dx
-^~ -r-
0-
dy dx
This same equation can be obtained as follows:

X<p(x,
Consider
as
if
w =
/(x, y)
z/),
X a parameter.
Compute
two
and
partial
x and y were independent variables.
Setting these
296
derivatives equal to zero yields
dx
dx
dy
dx dy
^ = ^- + X^ =
dij
Eliminating X yields
dx
|
dy \ d<p/dy
constant,
Along the curve

dx
TT-
<p(x, ,
y y)
we have -^
of
+
X
-JT
~T-
0,
so that
~dx
dx
~r--j and Laqrange's method

d<p/dy
multipliers
yields
dy ax
-y
0,
the required equation for an extremal.

is
The
following:
simplest constraint problem in the calculus of variations We wish to extremalize the functional
the
/[?/]
j Ja
f(x,y,y')dx
(7,55)
subject to the constraint

/
Ja
<P( X , y, y'}
dx
constant
(7.56)
As
in Sec
7.6
we
let F(x, X)
y(x)
X^^x)
X 2T7 2 (#),
and we
desire to extremalize
/(Xi, X 2 )
Ja
f(x,
XIT?!
X 2 ?72, y
XirjJ
+ X^)
=
dx
subject to the condition

/(Xi, X 2 )
/
Ja.
<P(XJ
XIT?I
X 2 r?2,
y'
+
=
Xî
0.
X 2 77 2 ) dx
constant
/(Xi,
X 2)
is
to be an extremal at Xi
X2
Let the reader show that the Euler-Lagrange equation becomes
dx
'
\^dy
is
dy
X.
The
solution y(x, X) of (7.57)

7.9.
substituted into (7.56) to eliminate

I[y]
Example
Let us find y(x} such that the functional

ra
/
~ =
fa
/
y dx
is
an
extremal subject to the constraint
v +
1
(y')
dx
constant
b.
Since the
constraint states that the length of arc of the curve v(x] be a constant, this tvne of

problem
is
297
\
(f
<
X*>)
Vi +
_ J^L=,
2
e</')
A
d ?/
-
(f
A*,)
so that (7.57) yields
<fo L
__ VI +
(?/
or y"/[l
2 3
(?/')
1/X.
We
recall that
y" /[I
(y')*\l
is
tlie
y(x) has constant curvature,

circle is X,
and hence must be an arc

/
of a circle.
curvature, so that The radius of the
which can be obtained from

7.10.
If
\/\
-f-
(y')i
dx
=
is
b.
Example
the
(x
l
,
Riemanman
x2
.
.
metric (see Sec. 3 6)
extremahzed subject
1,2,
3, 4, is
to
 dx k
+ m **
dx a
~fc
~
'
Problems
1.
Find y(x) which exlremalizes the functional

fb
/[//)
rb
2
Ja
constraint
2.
(?/)
dx subject to the
I xy dx = constant. Ja Find the curve of constant length joining two fixed points with the lowest center
of mass.
3.
The area underneath
the curve y
f(x)
from x
a to x
is
rotated about
/b y dx
i
constant
c.
4.
Derive
(7.57).
REFERENCES
Bliss,
G. A.:
"
Calculus of Variations and Multiple Integrals," University of Chicago
Press, Chicago, 1938.
Carslaw,
II. S.:
"Conduction of Heat
"
in Solids,"
Oxford University Press,
New
York,
1947.
Modern Operational Mathematics in Engineering," McGraw-Hill Book Company, Inc., New York, 1944. Doetsche, G.: "Handbuch der Laplace Transformation," Birkhauser, Basel, 1950. Jaeger, J. C.: "An Introduction to the Laplace Transformation," Methuen & Co.,
Churchill, R. V.:
Ltd.,
London, 1949
Weinstock, R.: "Calculus of Variations," McGraw-Hill Book Company, Inc.,
New
York, 1952.
CHAPTER 8
GROUP THEORY AND ALGEBRAIC EQUATIONS
8.1. Introduction. The study of groups owes its beginning in an attempt to solve algebraic equations of degree higher than 4. The linear The solub/a. equation ax + b = 0, a 7* 0, has for its solution x = tion of the quadratic equation ax 2 + bx + c = 0, a ^ 0, is known to be
4ac).
We
note that x\ and x* are written in terms of a
finite
involving addition, subtraction, multiplication, The operations are performed on the coefficients of the quadtions. We say that the quadratic equation is solvable by radiratic equation. cals. The cubic and quartic equations are solvable also by radicals.
number of operations division, and root extrac-
Lagrange attempted to extend this result to algebraic equations of degree higher than 4. He was unsuccessful, but his work laid the foundation which enabled Galois and Abel in the early part of the nineteenth century In general, an algebraic equato grapple successfully with this problem. The equation tion of degree higher than 4 cannot be solved by radicals. 1 = can be solved by radicals, however. It remained for Cauchy x6
The theory of to systematically begin the study of group theory proper. groups plays an outstanding role in the unification of mathematics. Its applications in mathematics are widespread, and, moreover, it has served an important role in the development of the modern quantum theory of
physics. 8.2. Definition of
a Group. ^
We
consider
first
some elementary exam-
Let us consider the set of all rationale, excluding zero, ples of groups. note that the product of two subject to the rule of multiplication.
We
rationals is again a rational. If a, b, c are rationale, then the associative The unique rational 1 has the property that law, (a6)c = a(6c), holds.
1
a, f or all rationals a.
,
Finally, for
a unique rational, I/a = or 1 such that ocr 1 = cr*a = 1. Let the reader show that the four elements (1, i) possess these same 1, i, Let us consider the properties under the operation of multiplication. rotations in a plane about a fixed point. 90, 180, 270, and 360 Let us denote these rotations by AI, A%, A 3, and A 4 = E, respectively. By AiAi we mean a 90 rotation followed by a 180 rotation, etc. We
exists
any
rational a, there
298
299
note that A*A,A 270 rotation followed by a 180 rotation is A*. equivalent to a 450 = 90 rotation. Moreover A>E = EAi = Ai foi* E is the identity element in the sense that the i 1, 2, 3, 4.
E leaves a body A A = E, EE =
2
2
invariant.
E, so that
A\A* = A *A\ = Ey every element has a unique inverse. From
We
rotatldij
also note that
the fact that
the reader deduce a correspondence between the rotations discussed above and the four elements (1, The i) under multiplication. 1, f, examples above lead us to the formal definition of a group. A discussion of sets can be found in Sec. 10.7. Let G consist of a set of objects A, B, C, An operator, is B. For conassociated with every pair of elements of G, (A, B) = A B = AB. venience we call the operator <8> multiplication and write A The set G is said to be a group relative to the operator if: I. For every A and BofG,AB = C implies C is a member of G. This is the closure property under <S> II. For all A, B, and C of G,
let
.
(AB)C = A(BC)
This
is
the associative law.
III.
There
exists a
unique element, #, of G, such that
AE = EA = A
for all
inG.
IV. For every that
E is called the identity, or unit, element. A of G there exists a unique element, written
1
A"" 1 such
,
AA~ = A~ A = E
l 1
'
We call A~
One can
III'.
the inverse of A.
It follows that
is
the inverse of A"" 1
replace III and
IV by:
For every
B,
A
B.
and
B of G there exist unique X and Y of G such that

see that every element
AX By
and
YA 1?
choosing
= A we
from
.
Thus AEi = A, E 2 A = A. We show = jE 2 A#2 now that EI Now A(S 2 A) = A A = (AJE 2)A, so that A from (III'). Hence # 2 #1 from (III'). We show next that the idenWe have tity element for A is the same as that for B for all A and J5.
left identity,
(III').
has a unique right
AEA - EA A -
so that, from show that (III') implies (IV).
5#* - #BB - B. NowB(E B A) - (5#*)A - 5A, = A, which implies EB JS^. Let the reader (III'), EaA
A,
300
Example

=
x.
-
We
.
Let x and y be elements of a set such that x* - e, y 3 = e, yxy 8.1. consider the set of elements (x, y, y 2 = y y, xy, xy 2 e), e the unit element.
,
Let
y*,
us construct a multiplication table for these elements. 3 From x 2 s= e we note that x is its y y y = i/ etc.
.
We write x
own
inverse,
(xy*)x,
x2 y
,
and from y 3
we
note that
2
t/
is
the inverse of
z
y.
If
we
desire to
compute
we note
ey
that
(xy )x
(see
(xy*)(yxy)
xy*xy
xexy
xxy
=*
x*y
Table
8.1).
each row and column of Table 8.1 contains the six elements of our set with no repetitions. If x ^ e, y ^ e let the reader show that the six elements are distinct, and hence form a group.
t
We note that
TABLE
8.1
Problems
1.
2. |a t ,| 3.
Verify Table 8.1. Consider the set of square matrices, ||a l; ||, i, j = 1, 2, n, such that Show that this set of matrices is a group under multiplication. 5^ 0.
.
.
An
of
Example
4.
Abelian group is one for which AB = BA for all A and B of G. Is the group 8.1 an Abelian group? Show that the group of Prob. 2 is non- Abelian. finite group is one containing a finite number of distinct elements. Show that
replace (III)
we can
implies
and (IV) by
,
(III"):
AB - AC
implies
B -
C,
and
BA = CA
B =
C, for finite groups.

* ,
5. We define a a = a 2 a a a~*= a 3 etc. A group is said to be cyclic if a single element generates every element of the group, that is, an element a exists such that, n if x is any element of the group, then x = a for some positive integer n. Give an
example of a
6. 7.
cyclic group.
Show
If
that
A - (A"
)"
1
.
and
are elements of a group G,
show that (AB)' 1 = B" A"

1
1
.
Generalize
this result.
8.
Show that the
set of rational integers (positive
and negative integers including
form a group relative to the operation of addition. Do the set of rational integers form a group relative to the operation of multiplication?
zero)
8.3. Finite
Groups.
finite
number
of distinct elements.
ing finite groups and illustrate
group is a group consisting of a finite deduce now some theorems concerneach theorem with an example.
We
301
The order of a subgroup is a divisor of the order of the order of a group is the number of distinct elements H is a subgroup of G if is a group and if, furthermore, every element of // belongs to G. If at least one member of G is not a member of //, we say that H is a proper subgroup of G. The proof of consist of the elements E, A, B, F. Theorem 8.1 is as follows: Let Assume H a proper subgroup of (?, and If // s= G, there is no problem. Construct the set HI of elements let X be any element of G not in H. XF. Let the reader show that these elements are XE, XA, XB, BA~ is a member of H distinct. Moreover, if XA = B, then member is not a of // so that XA ? B. But since H is a group. of is distinct from Hence every element HI every element of H. If the = // of then and exhaust members HI (?, g 2/i, where g is the order of G H. If this is not the the order of h is and case, let F be a member of
8.1.
THEOREM
complete group. of the group.
The
not in // or HI. We now construct the set II 2 consisting of YE, YF. One easily shows that the members of 7/2 are distinct YA, and HI. If from each other and are distinct from the elements of If we then 3h. in exhaust continue the same G, g not, //, HI, HZ
.
manner.
elements.
Eventually we must exhaust
G
g.
since
has a
finite
number
of
Thus
nh, and h divides
Example
group
of
is
G is
The group of Table 8.1 consists of six elements. A subgroup of this 8.2. Another proper subgroup H(x, x* = e). The order of H is 2, and 2 K(y, y y* = e), 6 =3-2. Is it possible for G to have a subgroup of order 4?
6=23.
THEOREM
A,
8.2.
definition of a cyclic
2
. .
. ,
A
s
. .
Every subgroup of a cyclic group is a cyclic group. The group is given in Prob. 5, Sec. 8.2. Let G consist of = E. Let be a proper subgroup of G with elements
A\ A
Since 61
b
.
A 2&
b\
A = E
r
<
1),
<
<
>
6,
we have
qb
s,
<
b.
Then
yj 61
__
^
8
and
in
bl
~ qb
since b
H.
= A If s ^ 0, then A is a member of H, a contradiction, was assumed to be the smallest exponent of A such that A b is Hence s = 0, and 61 = qb = 2b, since A b A b = A 2b is in H. The
8
.
only elements of // are of the form

Example
8.3.
A mb
so that //
8,
is cyclic.
Let
be a cyclic group of order

(a,
so that
a 2 a3 a4 a5 a6 a7 a8
,
=
,
e)
are the elements of G.

IB
4 cyclic since a
(a
2 )
Consider the subgroup //(a 2 a 4 a 6 a 8 a 8 = (a 2 ) 3 a 8 = (a 2 ) 4

,
e).
We note that H
302
A criterion for a subgroup is the following: Let G be 8.3. group, and let S be a subset of G such that the product of any two elements of S is again an element of S. Then S is a subgroup of G. Certainly the closure and associative properties hold for S. Now
THEOREM
a
finite
AT be any element of S. Then A, A 2 belong to S. There can exist only a finite number of distinct elements of the type A k Thus A n = A m for n > m and A n ~ m = E belongs to S. Moreover AA n-- 1 = E, so that A n~m~ = A~ l belongs to S. Q.E.D.
let
Example 8.4. Let us consider the permutations of the integers (1, 2, 3). \\e obtain the six permutations (1, 2, 3), (1,3, 2), (2, 1, 3), (2, 3, 1), (3, 1, 2), (3, 2, 1). We can consider the particular permutation (2, 1) as being obtained from a subi-J,
/ (123\
In this way
we obtain
the six elements
123\
= /123\
\132/
Sl
fm\ = /123\
V213/
&4
A23\ = /123\
\231/>
/123\
/123
If we consider a triangle with vertices labeled 1, 2, 3, respectively, then $6 states that we interchange the labels 1 and 3 and leave label 2 invariant. Let us consider any The operation of 82 on f yields function of three variables, f(xi, x%, xa)
rs)
tfjfCri,
3*2,
/(.f i, jj, 0*2)
If
we
follow this
}yy
the operation
J'a, J^.t)
*S 6 ,
we obtain
$bf(f}, ft, xt)
2.
Nftjf(.r],
=
1,
/(o- 3 ,
x-2, j*i)
since
>S6
permutes
into 3, 2 into
and 3 into
Thus
and
it is
natural to define
'
*S 6J S 2
'
^Se,
written
1097
\Wi/"
^
1
can
'^
upon
1 ,
*|' \ol2/ \lo-6/
as follows: Starting with the right-hand side,
we see that
goes into
then,
1
moving
into 3.
tion of
3 goes into 2,
\
The left, we see that 1 goes into 3. Again, on the right-hand side, 2 goes into so that the end result is to leave 2 invariant.
to the
final result is
3,
the permutaleft,
>
and, moving to the 3 2 followed by 2
iclds 3
* 1.
The product
'
yields
Si.
It follows that Si plays the role of
and we leave it as an exercise to show that the ele1 ments Si, i 6, do, indeed, form a group relative to multiplication 2, Let the reader obtain a generalizaThe order of the group is 3! = 6 defined above. tion for the permutation group of order n\ often called the symmetric group.
the identity element of the group,
. .
We
consider
now
the function
f(Xi,
2,
Xa)
= Oi -
3- 2
)(j2
X.i)(Xt
0*i)
We
St, arid S& leave
note that Sif = /, Stf - -/, SV = -/, *S</ = /, Xt>f = /, Stf - -/, so that Si, It is / invariant. These elements are called the even permutations.
GROUP THEORY AND ALGEBRAIC, KQUATIONS

1
303
a simple matter to show that the product of two even permutations is again an even permutation. Hence, from Theorem 8.3, the set (S\, St $5) is a subgroup of the symmetric group of order 3!. Do (82, Sz, $e) form a group? These are the odd
t
permutations.
Any subgroup
of a
symmetric group
is
called a regular permutation group.
Problems
1. Show that the elements of Example 8 4 form a group. Construct the multiplication table for this group Is this group Abelian? Construct all the proper subgroups. 2. Show that the product of two even permutations is an even permutation. Con-
sider the cases of the product of
an even with an odd permutation and the product of
two odd permutations.

3.
We
can write S 4
Y
oo
= (m)
Do
the SOIlse tlmt
2 2
>
3 H
can be written
4.
*S 6
(1^)(2)
the same for $i, $2, Nj, #5

]
Show that the permutation group of order n contains a subgroup of order n!/2. 6. C is called the commutator of two elements A and B of a group if C = (AB)~ BA. For any element X of G show that A"" ('X is the commutator of X~ 1 AX and X~ BX.
1
}
8.4.
Isomorphisms.
Let us consider two groups G\ and
(7 2
If
one-to-one correspondence can be established such that

,1
<-->
A'
B
implies
<->
AB<-> A'B'
(7 2 are isomorphic belong to GV An isomorphism of two groups implies that the two groups are equivalent in the sense that we are using two different languages to describe It is apparent that any theorem obtained the elements of the groups.
for
all
A and B
in
6 we say that the two groups G and

T
,
to each other and write Gi
(V 2
A', B',
from the fact that 6

Example
Y i
is
a group will also hold for
(? 2 .
8.5. We consider a cyclic group of order 4 with elements A, A z A 3 along with a subgroup of the symmetric group of order 4' Let the reader show that the elements
,
A = E
4
1234\
form a
group with 82
/1234\
Y
/1234
It is
cyclic,
flj,
S.\
<S ],
S*
= E
4
S\.
a simple matter to
show that the correspondence

8,*-*
is
1, 2, 3,
an isomorphism.
We
leave this as an exercise for the reader.
An important theorem due to Cayley is stated as follows: THEOREM 8.4. Every finite group G is isomorphic to a regular permutation group. Let the elements of the group be written as E = Ai, A%,
304
.
.

.
An
Let
A k be any member
of
(?,
and consider the elements

3,
.
. .
A k Ai A k A<i,
9
AkA
AkA n
,
Since A* A
belongs to
(?, it
must be equal
Let
to an
A r and by A k we mean
\
r.
Similarly
A k A% =
Akt, etc.
Ak
correspond to
''
L)
for k
1,
2,
. ,
n.
We
wish to show that
(8.1) represents
an
iso-
morphism.
We
have from
(8.1)
l
2
J'2
'
'
'
'\
'
'
'
jn)
/I
2
' '
w\ /
VI
J'2
JM/VA-1
which establishes the isomorphism.
The isomorphism
of
Example
8.5
was established
of an
in this fashion.
is
an isomorphism of a group with itself. A simple n be automorphism is as follows: Let A^ i 1, 2, example be any element of G. For conventhe elements of a group (?, and let Let us construct the elements X~ A X^ i ience we choose X ^ E. 1, = A,E = 4 If is n. G Abelian, we have X~ A,X = ^ X~ 2, Let us assume that (7 is non-Abelian. Generally, then, X~ A*X ^ A,. It is a simple matter to prove, in any case, that X~~ A X T X"~ A J i ^ j, for if X~ A,X = X~ AjX, then
An automorphism
t.
'
a contradiction
2,
.
if
i 9* j.
Since the set
of
elements
X~ A
l
X,
=
of
1,
belongs
n, contains to G, S == G.
,
n distant elements and since every member We show now that the correspondence
<->
A
is
X- A,X
1
1, 2,
1
(8.2)
an automorphism.
We
have
<->
A^ ^^,
which proves the automorphism
of the correspondence (8.2).
Problems
1.
If GI
and
(?2
are isomorphic and
if
G\
is cyclic,
2.
Find the regular permutation group which
is
show that G* is cyclic. isomorphic to the group of Table
8. 1.

3.
305
Show that all cyclic groups of order n are isomorphic (see Prob. 1). 4. An automorphism of the type (8.2) of the last paragraph is called an inner automorphism. Show that the only inner automorphism of a cyclic group is the
i = 1, 2, n. This is called the identity automorphism, A, <-> A automorphism. Hint: If 6. Prove that the product of two automorphisms is an automorphism. A* <-> A( is an automorphism and A t < > A/ is an automorphism, then under the second automorphism we have A( <-> (A|)", so that A <- (A,')" is another corre(A )" spondence, called the product of the two automorphisms. Show that A < represents an automorphism. 6. Show that the inner automorphisms of a group form a group. 7. Show that the automorphisms of a group form a group 8. Find the inner automorphisms of the group given in Table 8.1.
trivial
t,
)>
8.5. Cosets. Conjugate Subgroups. Normal Subgroups. Let G be a group and H a proper subgroup of G. Let the elements of 77 be HI, 7/ 2 We consider the ele77 m and let A be an element of G not in H n A. The reader can quickly verify that ments HiA, H 2 A, A ^ H,. If H A = H,, then A = H~ 1 H3 H>A * 3 A for i ^ j, and Thus the set of elements H A i = I, 2, is in 77, a contradiction. This n, are distinct and do not belong to 77 if A does not belong to 77. set is not a subgroup of G since it does not contain the identity element We call this set a coset, written as HA If the elements of 77 and E. HA exhaust G, we can write G = H + 77A. If not, we consider an element B of (7, B not in II and HA. We construct the coset HE and omit the proof that the elements of 777? are distinct from the elements We can continue this process until we exhaust (?, if G of H and 77 A.
,
.
is
a finite group.
Thus
G =
Example
8.6.
77
+ HA +
IIB
+ HC
4!.
(8.3)
We
consider the symmetric group of order
Let
H consist of the
Now
2 3 4\
01 A >3 ) (1 2 1 4 o/
Note that
i
SA
H
or
5^ >S,A,
j,
and that S
A ^ S
for all
t,
j.
The elements /SA,

(
.
1, 2, 3, 4,
are
members
of the coset
HA.
The element 5 =
is
not a
member
of
HA.
We
consider
306

*****
_ /J234\ /1234\ _ ~ /1234\ \234lM2 41 3} \3 12 4/
5sfls "
^
&4/ *
V4231/ /1234\ /1234\ /1234\ _ _ ~ ~ Vl 1 2 3/ \24137 V1342/
V3412A2413/
/1234\/1234\ = /1234\
/1234W1234\ _/1234\ ~ V1234A2413/ V2413/

are
The elements &#,

for all
?,
1,
2, 3, 4,
j,
7*
S,.l for all
z, .;,
&#
G =
H + HA + HB + HC + ED
8.5.
members 7* S,# -f- HF.
of the coset
for
i 7* j.
HB.
Note that S
5*
5,
Continuing,
we can
obtain
THEOREM
if
The dements
X and Y belong to the same coset if and only

1
member of //, so that XY~ = HI, H in H. Then .Y //,7, and H,X = HJ],Y = H,Y for all f, with = HJHi. Thus every member of II X is a member of HY. From fly = 7 H^X, H,Y = HJI^X = II k X for all i, we have that every member of # F belongs to HX. Thus flX = 7/F. Conversely, if HX = HY, = H 2 Y so that XY~ = H^H^ then HI and ff 2 exist such that HiX a member of fl. Q.E.D. DEFINITION 8.1. If B = X~ AX, we say that B is conjugate to A,
XY~
is in II.
Assume
XY~
with 4, B,
1.
X in G. We note the following:

conjugate to conjugate to A, then A
is
Every element
If
-XjBJST-
itself,
is
1
.
E~ AE.
1
B is = implies A
2. 3.
(Jf- )-
^-
conjugate to B, since
B = X~
AX
We
If ^1
and
are conjugate to C, then
A and B
are conjugate.
have
A = X~ CX
1
B = F-VF = Y-*(XAX-i)Y - (A^
F)
B,
of G consisting of the elements E, A, Let us consider a subgroup Let .Y be a member of G not in PI. We form the elements
.
X~ EX =
1
E,
X~ AX, X- BX, ...

1
1
and designate
this set as
X~ HX.
1
Since
(X- AX)(X-*BX) 1
X~ (AB)X
l
is a subgroup of G. We have used the fact that // is a group, which implies that AB is in if A and B are in //. We call H and X~ HX conjugate subgroups. By considering Y^HY, etc., one can construct the complete set of conjugate subgroups of H. DEFINITION 8.2. If // is identical with all its conjugate subgroups, then
we have from Theorem
8.3 that the set
X~
1
HX
H is called
a normal, or invariant, subgroup of G.

If
307
Example 8.7. The even permutations of a symmetric group form a subgroup, H. X is any odd permutation, X~ 1 AX is an even permutation if A is an even permutation. Thus X~ 1 HX = H for all X so that H is a normal subgroup of G.
THEOREM 8.G. The intersection of two normal subgroups is a normal By the intersection of two subgroups HI, 77 2 we mean the subgroup. set of elements belonging to both HI and 77 2 written HI P\ H%. It is
,
obvious that the identity clement E belongs to HI C\ 77 2 If A and B 77 C\ to then AB to and 77 to HI 2 so that AB belongs HI belong 2 belongs to 77 1 Pi From Theorem 8.3, C\ 77 is a 2 of the finite l 2 subgroup
. ,
must show now that 77 C\ 77 2 is a normal subgroup if HI and //2 are normal subgroups. The set of elements X"~ (Hi C\ H^X belong to HI since any element of HI C\ 77 2 belongs to 77 and, moreover, HI is normal. The same statement applies to 77 2 so that every element of X~ (H l C\ H 2 )X belongs to //i Pi H 2 Thus H L C\ 77 2 is identical with
group G.
1
l
We
all its
conjugate groups so that
Pi 77 2
is
normal.
Problems
form a subgroup // of the symmetric group of 2 '^J ^j Find the right-hand resets II X of G. Find the left-hand cosets of G. Show that H is not a noi mal subgroup of G 2. Show that the subgroup //, consisting of the elements = <S, 2, 3, 4 of FAamplo 8.5, is a normal subgroup of the symmetric group of order 4' 3. If H is a subgroup of a cyclic group G, show that H is normal. 4. A group G is said to be simple if it contains no proper normal subgroups. Show that all groups of prime order arc simple Show that all simple- Abehari groups are of prime order. 6. Let and N be normal subgroups of G containing only the identity E in common Show that if i and N\ are any two elements of and A respectively, then MiNi = NiMi. Hint Consider C = Mi l N^ l MiNi, and show that C = E. l 6. Consider the set of elements E, Ai, A 2 of G such that A~ XA = for all X of G. Show that this set is an Abehan subgroup of (7, called the central of (7. Show that the central of G is normal. Find the central of the group given by Table 8.1. Find the central of the symmetric group of order 3'.
1.
The elements
3!.
order
XH
8.6. Factor, or Quotient, Groups. The set of rational integers form a group relative to addition (see Prob. 8, Sec. 8.2). The zero element A proper subgroup of this plays the role of the identity element.
group
the set of even integers including zero. The odd integers yield a coset of the group of even integers, so that 7 = 7 /i, where 7 is the group
is
of rational integers, 7
odd
integers.
7i is
the group of even integers, and I I is the set of obviously not a group relative to addition since 7 t
is
does not contain the identity element.
normal subgroup of
of 7
If
,
7.
If
we add any element

.
Let the reader show that 7 is a of 7 to any other element

.
of
we obtain another element of 7 We may thus write 7 + 7 = 7 we add any element of 7 to any element of 7 b we obtain an element 7i, so that 7 + 7i = 7, + 7 = Ii. Thus if Finally 7 + 7i = 7
X
.
308

abstract in the sense that
all
,
we
we denote
all
even integers by the single
element 7 and denote
that the two elements 7
odd integers by the single element 7i, we note I\ form a group relative to addition, with 7o
serving as the identity element.
We
Let be any normal subgroup with its cosets,
of the
generalize this result as follows: consider group G. along
We
,NA
(8.4)
N is normal, we have X~*NX ~ N, that every element of the NX belongs to N, and, conversely, every element of N belongs to X-WX. Thus NX XN, and NA A N, = so that 2, the right cosets of N are equivalent to the left cosets of N. Let us conSince
is,
set
X~
1,
r,
sider the product of
two cosets
1
of
N.
We
have
(NA )(NA
t
3)
= N(A N)A,
N(NA.)Aj = NN(A,A 3 ) =
Conversely,
with
N(A A
%
3)
another coset of N.
1
N(A A
3 )
= NN(A A
1
J)
= N(NA
)A,
(NA
)(NA,)
If we look upon a coset as a single element, we note that the set (8.4) forms a group. The element TV is the identity element for this group abstracted from the group G and the normal subgroup N. DEFINITION 8.3. The group whose elements are constructed from the normal subgroup of G and the cosets of is called the factor group, or
The order, or quotient group, of N, written G/N. of G/N is called the index of the factor group.
number
of elements,
THEOREM
8.7.
a normal subgroup of Let the reader show that,

is
Let 77 be a proper subgroup of G, written G such that TV 7/ C G, then H/N

if
N
1
H C G. If C G/N.
is
is
normal subgroup
of the
subgroup
//,
a normal subgroup of G, then A" 77 G. Thus provided
NC
H
andG/77 =
(N,
=
ly
N + NA + NAz +
. . .
,
+ NA.
NA
1
NA.).
Now
G =
with
N + NA + NA, +
(N,
+ NA, + NX +
.
+ NY
obvious that
G/N =
NA,,
,NA.,NX,
,NY).
It is
G/H C G/N.
DEFINITION
8.4.
The product
,
HK of two subgroups 77 and K of G is

ranges over
the set of elements h t k 3 where
hi
THEOREM 8.8. If 77 and K are normal subgroups of G, their product L = HK is a normal subgroup of G. First we show that HK is a subgroup of G and that HK ~ KH. Certainly the associative law holds since H and K are in G. Moreover kihjcr = h s since H is normal,
1
and k3 ranges over K.

so that kihz
309
h^ki
and
(/h/Ci)(/i 2 /c 2 )
(hih^)(kik^)
hk
77JL
The
identity element of the reader to show that

of
HK HK
l
is e,
the identity element of G. We leave it to ~ KII and that the inverse of every element
HK
is
again an element of
l
HK.
l
Finally, for
1
any element
1
of G,
X~ (HK)X = X- (HXX~ K)X = (X~ HX)(X- KX)

since 77
777
and K are normal. Thus 777v is identical with all its conjugate is normal. subgroups so that of G one understands DEFINITION 8.5. By a maximal normal group is not contained properly in any normal subgroup of G other than that
HK
itself.
THEOREM
8.9.
Let
and N% be normal maximal subgroups
of
(?,
their intersection, written
D = NI
P\
AV Then
G/N*
GYAT,
^ A/VZ>
^ AT
2 /7;>
(8.5)
intersection of two subgroups of G is the set of elements common to both NI and AY D is nonvacuous since the identity element obviously belongs to D. The reader should refer to Sec. 8.4 for the definition of an
The
isomorphism.
From Theorem 8.8 the product NiNz is a normal NiNz contains both NI and N z Since NI and A Since any subgroup of necessary that NiNz = G.
T
.
Obviously group. are maximal, it is

a normal group
is
normal,
it
makes sense
to speak of
/D.
Z
Now
-
Ni =
with A,
7*
D + DAi + DA +
NzA
lf
+ DA
.
. .
(8.0)
for i -^ j,
and the cosets DA, arc

i
distinct.
,
Let L be the
so that
set of elements belonging to N%,
1, 2,
r,
L = N*
NzAi
+NA +
Z
Z
+ NiA
We
show
first
that
2
G.
We
1
have
G = NiN
since ]V 2
NN
2
= N,(D
+ DA^ +
.
+ DA
r)
AÂ ~ A
is
~ This implies DA 1 A~ D, 7)^ t diction to (8.6). The correspondence of cosets, DA, <- A^ 2 yields the 2, r, with 7) isomorphism JVi/D
and hence to D.
.
The cosets A^ 2 A z = 1, 2, r, are distinct, for '~ A^ 2 which further implies that A A J 2 ^4 implies NÂÂj~ a member of A" 2 Moreover A A J is a member of NI since A, arid ~ belong to NI [see (8.6)]. Thus A A J belongs to both NI and A^ 2
N%.
t
,
^ ~
r
7)^4y,
->
a contra,
A^ 2 ^4 t
1,
larly JV 2 /D
^ G/Ni.
= G/N
2.
Simi-
Q.E.D.
310
Example
a6 a6
,

8.8.
We
consider the cyclic group
G of order
,
6 with elements
,
a,
a2 a8 a4
,
,
three proper subgroups of G are Ni(a z a 4 a 6 = e), AT 2 (a 3 , a 6 reader the show that Ar and A^ are maximal normal subgroups of G. Let Ns(e). = N* We have also have that JVi A^.
e.
The
e),
O
,
We
G G = G/tf = G7tf = tf,/D = AT /D =

!
(a (a
2
,
a4
e)
,
e)
+
(a
4
,
(a
2
,
a 4 e)a
,
(a
2
,
a4
e e)
3
,
8
,
+
,
e)a
+
,
(a
3
,
e)a*
(a
e)
+ (a, a + (a
4
3
,
a6)
a)
(a*,
a2 )
[(a
[(a [(a [(a
2 3
,
a4
6), (a,
a3
a')]
e), (a
a), (a',
]
a 2 )]
2 ),
3
(a
4
),
),
(e)]
< 2
G/Ni.
,
an isomorphism, N^/ D == we mean all elements obtained by multiplying elements of (a 2 a 4 e) with elements of (a, a 3 a 6 ). Note that 4 3 2 a 6 ) = (a, a 3 a 6 ) so that the element [(a 2 ), (a 4 ), (e)] is the unit element (a a e) (a, a
The correspondence
Similarly
(e)
(a
a4
2
e),
(a
<
>
(a,
a3 a6)
,
is
,
N\/D ~G/N>
,
By
(a
a4
e)
(a,
a3
a5)
of
G/N
1.
i.
Problems
Find the maximal normal subgroups of the cyclic group of order 12. Consider any two such maximal normal subgroups, and show the isomorphism (8.5) by constructing their cosets and finding their intersection. 2. Find the normal subgroups of the group of Table 8.1. 3. A group is said to be simple if it has no normal subgroup other than itself and the Show that any group of prime order is simple. identity element 4. Show that G/H is simple if and only if // is maximal Let D = H C\ N, 6. Let N be a normal subgroup of G, H any subgroup of G. H /D. is a group, D a normal subgroup of H, L/N L HN. Show that 6. Find the maximal normal subgroups of the symmetric group of order 24.
HN
8.7. Series of Composition. The Jordan-Holder Theorem. Let be a normal subgroup of G. One then obtains the factor, or quotient, group
G/N =
where
[N,
.
,
NA NA^
l9
.
,
NA
r]
NA
lt
1, 2,
r, is
a coset consisting of the elements
with Nj ranging over the group N.
Let
T =
N,Ai
be a
[N,
NBi,
NB
8]
normal subgroup
of
THEOREM
8.10.
G/N. We prove the following theorem: Every normal group of a factor group G/N
yields a
normal group of G; each normal group of G which contains Af corresponds The first part of Theorem 8.10 to a normal group of the factor group.
states that the set
H
is
N + NB +
1
+ NB
a normal subgroup of G.
Now
X~
Since
mal,
HX = X~
= X~
NX +
1
(N
AT^!
+ NB )X
8
is
normal,
we have X~
T.
NX ^ N for all X in G.
Thus X~ (BiN)X
l
Since
is
noris
(NX^-^NB^NX is in
is in
T and
hence
an

element of H.
proves that that G
311
(?,
HX an element of H for all X of which H is normal. It obvious that G D H D N. Now assume D H D N with both // and AT normal. From H = N + NA + NA + + NA G = N + NA, + NA + + NA. + NA, +1 + + NA
Thus X~
1
is
is
it
follows that H/N C G/N. We wish to show that H/N is a normal subgroup of G/N. From the fact that H is normal and that A belongs we have that A~ 1 AÂ 3 belongs to H. Thus to
%
~ (A- AtAj)N since N since N AÂ-M^j) = N(NA k AM*

l
is is
normal normal
Thus the conjugates

normal.
It
t
of
H/N
1
are
T
members
of
N(A~ A
l
A,)
may = NE = N.
be that
A~ A A =
3
H/N
so that ///AT
is
E, the identity element, so that
Q.E.D.
. .
DEFINITION 8.6. Let Ni be a maximal normal subgroup of (?, N* a maximal normal subgroup of NI, etc. We obtain a series G, JVi, N 2
.
,
k -i/N k are all simple groups the Prob. Sec. for of definition a 8.6) % /N l+ i (see 3, simple group. If were not simple, Theorem 8.10 states that a normal group would
. . .
E, called a series of composition. The factor groups G/N\, Ni/N^
exist such that
N 3
l
MD
.
maximal
relative to Af z
of composition of G. factors of composition of G.
JVt+i, a contradiction, since N l+ is assumed These simple groups are called the prime factors The orders of G/Ni, Ni/N z are called the
i
,
.
. .
THEOREM 8.11. (Jordan-Holder). For two series finite group G the prime-factor groups are isomorphic.
This means that
G, say
if
of composition of
we
consider two arbitrary series of composition of
G = G =
with prime-factor groups
//O, //l, //2, /Co,
i,
X-2,
H =E K =E
r
8
_,
Hi/Hi,
Hr-i/H r
then r
and a one-to-one correspondence,

}
i 4-4
can be set up such that

(8.9)
HJH^ ^ K /KJ+l
with
i
and j ranging from
to
r.
312
The theorem is evidently true if the order of G is prime, for in this case there exists only one normal subgroup of G, the identity element, and G/E G/E. The proof of Theorem 8.11 is by induction. Assume the
for any group G whose order, g, can be written as the product of n prime factors or less. We know that the theorem is true for n = 1. Now let G be any group whose order can be written as the prod1 prime factors, arid let us consider two arbitrary series of uct of n
theorem true
= KI, then G/H l 1 l and composition [see (8.7) and (8.8)]. If the set of elements of HI is a group whose order contains at most n prime
H
}
^G/K
We
factors.
By
hypothesis
H /H
T
l+ i
^ K /K
J+}
for
1.
assume,
of G.
therefore, that
HI and KI
8.9
are distinct
maximal normal subgroups
From Theorem
G///I
^ K./D,
i
G/Ki
^ H /D
l
(8.10)
where DI = HI C\ KI. Since G/H and G/Ki are simple, Ki/Di and Hi/Di are simple. Hence DI i,s maximal (see Now form the series of composition 8.6).
G, //
of necessity,
Pro}). 4, Sec.
7>n ;; 2| DI,
. ,
/> w
= E
1S
-
G,
A'i,
2,
. ,
Dm = E
IU
From
and the fact that DJDz^D^D*, D 2 /D 3 we see that the two series of (8.11) satisfy Theorem 8.11.
(8.10)
.
. .
^ D. /D
2
.
9,
etc.,
(Hi, H%, tion, as
HJ,
(Hi, DI,
,
.
do
the series (Ki,
2,
But the series D m ) satisfy Theorem 8.11 by assumpD TO ). Thus K r), (Ki, DI,
.
Theorem
8.11 holds for the
two
series (Hi,
2,
r ),
(Ki,
K
+
2,
so that with (8.10) it is seen that the Jordan-Holder theorem holds 1 prime for any group G whose order can be written as a product of n
r ),
factors.
This concludes the proof by induction. illustration of the Jordan-Holder theorem.

Problem.
Example
8.8
is
an
are u l v j
(i
0,
Construct the multiplication table for the octic group whose elements = 0, l)^with u* = 1, v z = 1, vu = u*v Find the different 1, 2, 3; j
series of composition and prime-factor groups for the octic group, and show that the Jordan-Holder theorem applies.
8.8.
ment
s of
Group Characters. a group G we can
Representation of Groups. If to each eleassign a nonvanishing number, real or complex,
written X(s), such that
X(s)X(t)
X(st)
of the
(8.12)
we say we call
that
a group character.
we have a one-dimensional representation From (8.12) we have

X(s)X(e)
group and
X(se)
X(s)

so that X(e) = 1, where group character is X(s)
e is
1
313
the unit element of the group G.

for all s of G.
a,
A
== e.
trivial
Example
define
8.9.
Let
G be
a cyclic group of order n with generator
an
Let us
X(a r ) by the equation
X(a r =
)
^2*,/
rt
)r
1,
2,
(8.13)
We have A"(a )A(a ) = ?<2,n/) V (2T,/). = f ,(2ir,/)cr+.) = A set of characters A\ A\ a character of the group
r
8
A(a r +'),
. .
so that (8.13) defines
X n -\
1
can be defined by
(8.14)
A'^(a
e<
""
ir
0, 1, 2,
Let us note that
(8.15)
?=1
r=l
(8 14) are
The group characters of

n1
orthogonal in the sense that (8.15) holds
Moreover
n-l
AVa-)A->') M=0
Let us
J <'"'"><M=0
o
If'
I }
(8^)
now
/i,
consider a set of n
.
elements that
</2,
fin
We
A n and a group G with X n matrices AI, A 2 assume that a one-to-one correspondence exists such
, .
.
implies
AA
t
<-> g g,
t
easy to show that the set ol matrices is a group, A, isomorphic say that the group of matrices, A, is a representation of the group G. Any matrix A = ||aj can be thought of as representing an affine (linear) transformation y l = a]x (see Chap. 1), so that a representation of a group implies that a group of afhne transformations is isomorphic to the group G. Let the reader show that, if g % <-> A t is a representation of G, then g t <- B~ A 1 B is also a representation
If su(;li is
the case,
it is
to the
group G.
We
||
of G, |B|
0.
Example 8.10
struct.
representation of the symmetric group of order 6

'
is
easy to con-
The
identity permutation
can be looked upon as the transformation
of coordinates x
x, y
y, z
z,
or
x
y
z
= l:r = Ox = Ox
+ + +
1
O//
I//
()(/
+ + +
02
Oz
\z
yielding the unit matrix
Ai
1
1
2 3\
'
(1
can be looked upon as the transformation of coordinates
314

x
y
z
= = =
ij
x
z
= = =
Ox
1X
4-
l/y
+
-I-
Oz
0,2
Oj-
+ 0/y + O//
1
-f
yielding the matrix
100
1
I.et
the reader obtain the matrices corresponding to the permutations
8.5),
Since every finite group is isornorphic to a regular permutation group (see Theorem it follows very simply from Kxample 8 10 that one can always obtain a representa-
tion of a finite group.
It
may happen
that a matrix
exists such that
B^^B
has the form
1, 2,
(8.17)
where
(A,), r
=
is
1,2,.
. ,
/c,
are matrices
If this is so,
the original
set of
representation matrices {B r (Ai),
said to be reducible.
One
is
easily
shows that the
(A 2 ),
. ,
(A n )j
(8.17) yields k new representations of G. If not, the representation given by (8.17) tions are possible. In this case the correspondence is written irreducible.
a representation of G. Thus It may be that further reducis
said to be
+B
where the sum
2 (A,)
(8.18)
in (8.18) denotes the matrix (8.17). Methods for determining the irreducible representations of a group are laborious. The reader may consult the references cited at the end of this chapter for detailed information on irreducible representations.
Problems
Derive (8. 16). 2. Find a representation for the group of Table 8.1 3. If the correspondence g <-> A, is a representation, show that X(g ) = |A| is a character of the group G. 4. Find a character for the group given by Table 8.1 other than the trivial character
1.
l
X(g
for all g % of G.
8.9. Continuous Transformation Groups. formation of coordinates given by
Let us consider the trans-
(8.19)

where
t
315
is
The transformation
a parameter ranging continuously over a given range of values. (8.19) will be said to be a one-parameter transfor-
mation group if the following is true: 1. There exists a to such that

*
y
= =
/Or,
//;M
<p(x, ?/; to)
This value of
t,
to,
leaves the point
(x, y)
invariant.
This corresponds
is
to the identity transformation. 2. The result of applying two successive transformations
identical
to a third transformation of the family given that if x 2 = f(xi, 2/1 O, 2/z = ^(î, yi' ti) then
; 9
by
(8.19).
This implies
za
z/2
= =
/(/Or,
/y;
0,
v>(z,
/y;
fi)
<K/(-^
t
/y; t),
<p(x, /y; /); Zi)
= /Or, /y; = ?(:r,
J 2)
//; / 2 )
where
3.
is
a function of
and
].
4.
The associative law must Each transformation has
hold.
can solve (8.19) uniquely for
a unique inverse. x and y such that
This implies that
we
?y
(f>(xi, 2/1
/i)
with
î
some
func^tion of
^.
Example
for a
8.11.
The
translations
j-j
/>,
//i
y H-
2/>
satisfy the
requirements
one-parameter group inverse transformation is obtained by replacing
The
identity transfonnation occurs for b

b bj r b
0,
and the
The
rotations
j*i
?/i
= =
jc
cos 6
sin
t/
sin
.r
//
cos
If
form a one-parameter group.

j*j
yields the identity transformation

Ji cos 0i
//i
sin 0i
t/2
2:1
sin
0i
+
(0
'
Vi
os
0i>
then
.v
x2
x cos
+
is
00
sin (0
0i
Hi
x sin
(0,
-f
2)
-f-
/y
cos
(0i
2)
The parameter
additive for two successive transformations

z
i/i
A third example is the group x = ax, a y. The identity transformation occurs for a s 1. The parameter is multiplicative for two successive transformations.
Infinitesimal transformations can be found as follows: Let
to
be that
value of the parameter
which yields tho identity transformation.
Then
(8>20)
^-M//,/)
y
Tf (8.19) is
<p(x,
/y; /o)
continuous
in
,
a small change in
will yield
a transformation
316
differing

from
(8.20)
by a small amount.
The transformation
*i-/(*,y;fe
yi
is
v(x, y\t*
+ +
e)
said to be an infinitesimal in the sense that x\
and
y\ differ
from x and
y,
respectively,
(8.20)
by small amounts when

(8.21) yields
e is
sufficiently small.
Subtracting
from
5x
by
If
= =
Xi
//i
x
y
= =
/(;r,
y;
//;
U
o
*>0r,
+ +
e)
e)
f(x,
?/; / )
/ and
(p
are differentiable in a neighborhood of
tQ,
one has
8x
(0"
= ^x
'
?^
^
(8.22)
except for infinitesimals of higher order,

Example
8.12.
5t.
For the rotation group of Example 8.11 one has
-^ ) \o6/ 0=.o
y,
(^ oU/ O-o
J
x,
so that (8.22)
becomes
8x
bt
by
bt
Let us consider the change in the value of a function F(x, y) when the point (#, y) undergoes an infinitesimal transformation. One has
8F
F( Xl
yi )
F(x, y)
dF ~
3x
dF
Sy
From
(8.22)
one obtains
The operator
""Os + 'D"
defined by
23 >
is
t
very useful. Equation (8.23) can be written as dF = (UF) dt. If corresponds to the identity transformation, we can replace 6 by 2,
t
remembering that
equations
is
small.
It is interesting to
note that
if
one
is
given the system of differential
= =
x
(8.25)

then the solution of (8.25), written
xi
2/i
317
= =
/(z, 2/;0
(8.26)
<f>(x,y;t)
is
(8.26) yields a
2/i
To show this, a one-parameter group additive in t. curve starting at the fixed point (x, y).
vary
(see Fig. 8.1).
let
we first note that As t varies, Zi
Now
us consider the system

#2
2,
2/2)
= =
Xi at
ti
=
=
(8.27)
dy*
/2)
2/2
2/i
at
/i
If
we
let
tz
ti
t,
fixed, (8.27)
becomes
Xz
,1*^
(2)
ctt 2
=
=
x\ at
tz
=
(8.28)
^2/2
^2) 2/2
2/i
at
tz
=
conditions as (8.25),
Since (8.28) has exactly the same form and

of necessity,
2
initial
f(xi,
2/1; t z )
/Cri,
2/1
'i
,g 29)
= x\, 2/2 = 2/iAt t ti we have x% same curve as given in Fig. 8.1, and for > t we obtain an extension of T to the point (# 2 2/2). Thus the product of two transformations belongs to the group, and the parameThe establishment ter t is additive.
1
,
It
i>
obvious that (8.29) yields the
of the inverse transformation
(x l9
yj at
is left
to the reader.
Let us now begin with a group transformation given by (8.19) and attempt to establish a system of
differential
and t. we have
2/i,
From
equations involving x\, the group property

22
2/2
o
FIG. 8.1
=/(x, y,p(t,
ti)
<P(X,
1/3(1, ti
= f(xi, = <P(XI,
2/1
h
(8.30)
7/1;
when
t
Xi
and 2/1 are replaced by the values as given by (8.19). choose as that value of the parameter which yields the identity element.
We
318
since /(zi, y^ 0) = Xi = f(x, y\ entiate (8.30) with respect to h, keeping x, y, and t fixed.
Of
necessity, 0(t, 0)
t,
t).
We
differ-
Thus
Evaluating at
t\
yields
dt
d<p(x, y,t)
dt
\dtj tl
!
From
(8.19),
^ = feliJl,
at
dt
j, so that
(8.31)
where
X(0
X(<)
1
LVflii/i.-oJ
(^
If
is
additive,
we have
&(t, ti)
and
(8.31)
becomes
(8.25).
In
any case
0&i, 2/0
i?C&i, 2/i)
so that the change of variable, u = J$/) dZ, reduces (8.32) to (8.25). Thus one can always find a new parameter such that the group transfor-
mation
is
additive relative to the parameter.

8.13.
Example
solution
is
We consider -~
x/(l
xt), y\
xj,
-~ =
1,
with
xi **
x,yi
**
y &tt
Q.
The
Xi
=<"+?/.
Let the reader show that an additive group
has been obtained.
Let us now The value of

^(zi,
t
consider an arbitrary function of x and i/, say, F(x, y). F(x\, y$ for t small can be obtained as follows: Since
t), <p(x,
2/i)
F(f(x, y,
0,
assuming that this
is
we expand F Thus possible.

y,
t)),
in a
Taylor series about
dF(xi,
2/1)
*i
F(XI,
d^
7,9
(8.33)
Now F(xi,
y t)
y).
Also

dF(xi,
dt
i
319
dt
dyi dt
dF
dF
provided the group transformation
is
additive.
Moreover
dt 2
From
one easily shows that

t-o
= U 2F(x,
y).
By
mathematical
induction
it
can be shown that
dF(x
l9
yi
dt n
= UF(x,
y)
Equation
(8.33)
can be written in the form
F(x l9
yi)
F(x, y)
+
x\
(UF)t
(U*F)
(8.34)
For the
special case F(XI, yi)
we have
%i(x, y>
f)
(Ux)t
(U
x)
Example 8
14.
For
(x, y)
y, ij(x, y)
x we have
-2,
so *U that
4.
Ux = -y
U*x
- -x
U*x
**
\
t
21
+4!
y sin
---)-H'~3! + 5!
/^,
i <
,
\
)
x cos
Similarly y\
x sin
-}-
y cos
/,
and the rotation group
is
obtained.
320

Problems
1.
Show
that the Einstein-Lorentz transformations form a one-parameter group
_ ~
V/c 2 x
Note that the parameter V is not additive. 2. Find the transformation group obtained by integrating
3.
If Sl(x, y) is
an invariant under a group transformation

for the rotation group,
ll(x, y)
=
z
to(xi,
y\\ show
that Vil(x, y) = 0. 4. Solve Ull(x, y)

for this group.
5.
and show that x z
-f y
is
an invariant
Given
(x, y)
y, r)(x, y)
=
=
/
x, find
the transformation group.
6.
The
differential
equation
~
(
-j-
remains invariant under the group trans-
formation x
txi,
tyi,
for all
/,
since
=
Xi
and -~ =
dx
^
dxi
Let
dxi
In
In
i/i
+ In
Vi 4- a,
In
The equation -- = /
becomes
I u, v, ~r~ j
=0, and F
( u, v,
~
J
is
invariant under the translation
MI, v
v\
+
( u,
^,
Thus F must be independent

separation of variables.
of
y,
so that FI
fly --
Integrate
^
^2
dx
_1_
j-
=0
can be integrated by
--
8.10.
Symmetric Functions.
x\, x^,
. .
A
,
function F(XI,
if
x%,
xn)
is
a sym-
metric fuiKition in
1,2,
o; n
any permutation on the subscripts
... ,n
leaves / invariant.
f(Xi,
The function
^10:20:3
X2
#3)
+
y
X\
X\
X
If
is
invariant under the symmetric group of order 6. Xi)(x Xn) we obtain product (x xz) (x
-
we expand the
(X
Xi)(x
'
'
'
Xz)
(X
Xn) xn
<TiX
n~ l
o- 2
xn
-2
<r 3 o:
n- 8
-lV

with
(7i
(7 2
(7 3
321
= = =
=
xi 4-
XiX 2
x + x + + XiX +
2
3
3
'
'
'
+ xn + XiX n + X X +
'
'
'
+ X n_lXn
(8.35)
ZxtXjXk
^j
Xn
;*
k 7*
(7 n
XiX 2 X 3
1, 2,
. .
'
The
(7 t ,
functions.
function.
true.
We
=
fundamental symmetric apparent that any function of the o-'s is a symmetric A few examples lead us to suspect that the converse is also note that/(x x 2 ) = x? + x\ can be written as
. ,
n, of (8.35) are called the
It is
3 ,
(Xi
+
^2
0*2)
with
(7i
x\
2,
=
,
XiX 2
The symmetric function
/(Xi,
X 2 X 3)
,
xfx
(xiX 2 x 3 )(#i
can be written as/(xi, x 2 x 3 )
+
.
x2
+
.
x*)
o- 3 <7i.
The Fundamental Theorem of Symmetric Functions. x n ) is a symmetric function (multinomial) in Xi, x<t, If f(xi, x 2 <r n x w ) = g(<ri, o- 2 then /(si, x 2 o: n ), that is, / can be written as a multinomial in the fundamental symmetric functions <7i,
8.12.
-
THEOREM
,
0*2,
o'n-
The proof
is
of the
theorem
is
by mathematical
induction.
The theorem
Let certainly true for a function of one variable since f(xi) = /(0"i). 1 variables. us assume the theorem true for a function of n Thus if
f(xi,
xz
. ,
. ,
Zn-i)
. . ,
let f(xi, X2,

.
.
symmetric, then / = g(<r lt (7 2 Xn] be any symmetric multinomial.

is
.
.
.
,
a n ~\).
Now
x^
Then
;
.
f(xi,
x n -i, 0) is a symmetric function in Xi, 0^2, x n -i, 0) = g((ffi) Q tion we can write /(xi, x 2 x2 x2 x n ((n)o = xi where vi = Xi
.
. . . ,
x n -i so by assump. .
,
(cr 2 )o,
(o- n -i)o),
+
-
+
.
+
=
0,
x n _!
+
1,
0,
etc.,
.
that
,
is,
(0-^)0
is
the value of
<r,
evaluated at x n
is
for j
2,
n.
Now if f(xi,
x^
==
a(xi
x<z
+
.
+
Xn)
x n ),
a multinomial of degree 1, that is, then the theorem is certainly true. We

,
xn)
assume the theorem true for any symmetric multinomial This is a double mathematical induction type of proof.
sider h(Xi, X 2
It is
.
. ,
of degree
<
<T n
k.
Now we
.
con_i).
3= /(Xi,
X2
. ,
. ,
Xn )
g(ffi,
0- 2
. ,
obvious that h
is
also symmetric.
Now
.
h(Xi,
X2
Xn-l, 0)
/(Xi,
X2
.
,
X n _i, 0)
.
(cTn-l)o)
so that x n
is
a zero of A(XI, x 2
is
factor of h.
factors of h.
h(Xi,
Since h
symmetric, of necessity Xi, x 2
x n ), which implies that x n is a x n _i are also

.
, .
Thus
X2
,
.
Xn)
XiX 2
'
'
X n 8(Xi, X 2
. ,
Xn )
ff n 8
322

s is
where
a symmetric function, and

,
l,
#2,
Xn)
g((Ti,
(T 2
.
,
<T n -l)
ff n
s(Xi
Z2
.
,
XH)
The degree
s(xi,
J*2,
.
.
of s is k
.
,
n < k, so that, by the induction hypothesis, x n ) can be expressed in terms of the fundamental symmetric
functions, yielding
2,
.
,
#n
00" 1,
0*2,
OVi-l
<r n /(Ti,
<T2,
<T n
This concludes the proof of the fundamental theorem of symmetric

functions.
Example 8
/(a?,,
15.
We
consider
x2
*,)
r?
a?i
s? -f
2ar,aj s
2x,r 8 -f 2r 2 o- 3
^\x\x.
3.r?r>2
With patience one can show that /

f(xi, x 2 , 0)
==
is
symmetric.
Let us consider
(ar,
x\
*l
2xix t
xtf =
[(r,)
2
]
The function
f(zi, X2, xt)
a\
should have the factor ^1X2X3.

4- J*i^3
We
note that
/
so
o\
3x 1X2X3(2; \xi
0*2X8)
3<r2<rji
that / =
<rf
3o- 2o- 3 .
Problems
1.
Show
that
(1
-f j-?)(l
-f xj)(l
arj)
+
-\~
<r?
2<r 2
+^ H?
2cr,r 8
2
o3
2.
Let
/3,
7 be the zeros of f(x)
xz
,
px
2
+
=
<?x
Show that
2
al+JH
~-~
2,
4.
72
P* 4- T
V~~
2p <y pq
-f
r
4pr
3.
Referring to Prob.
show that
2
/3
+
=
<*V
Xi
+
X2
X\
2
)3
72
q*
-f
2pr
Xn
4.
Consider
Sl
-f
X\
Express a* in terms of
Si, 82, s 3 .
8.11. Polynomials.
n
We
ckx
k
shall
be interested in polynomials of the type
p(x)
Y
fc-O
Co
+
.
.
Cix
dx*
'
'
'
c nx
(8.36)
The coefficients c i = The reader is referred

t,
0, 1, 2,
n, are
assumed to belong to a
field.
field F.
to Sec. 4.1 for the properties of a
If
a set
we can perform the simple operations of The and their inverses on these elements. addition, multiplication, zero element and unit element belong to a field and the distributive laws, The complex numbers a(b + c) = ab + ac, (6 + c)a = ba + ca, hold. form a field. A subfield of the field of complex numbers is the field of The rational numbers form a subfield of the field of real numbers. Let us consider the set of real numbers of the form real numbers. a + b \/2> where a and b are rational numbers. The sum and product The unit element of two such numbers is evidently a number of this set. = is is 1 = 1 + and the zero element We must + -\/2. \/2, show that every nonzero number has a unique inverse. From the fact if and only if a = b = 0. that \/2 is irrational we have a + b \/2 =
of elements belong to a field,
Assume a
[(
6) /a
2fr
2 26 2 + \/2 7^ 0. Then it is easy to show that [a/a \/2 is the unique inverse of a + b -\/2. Let the reader
]
solve
(a
V2)(rc
0.
y A/2)
\/2
for x
and
?/,
2b*
We
call this field
an algebraic extension of
the field of rationals, written R(\/2). sions of a field in the next section.
We
shall discuss algebraic exten-
If f(x) and g(x) are polynomials with coefficients in a field F, we say that g(x) divides f(x) if a polynomial h(x) with coefficients in F exists such that f(x) = g(x)h(x). An important theorem concerning poly-
nomials is as follows: Given two polynomials with coefficients in F, say, f(x) of degree m, g(x) of degree n, there exist two polynomials with coefficients in F, r(x) of degree < n, s(x) of degree m, such that
<
r(x)f(x)
s(x)g(x)
d(x)
(8.37)
is the greatest common divisor of f(x) and g(x). All other divisors of both f(x) and g(x) are divisors of d(x). The coefficients of d(x) are in F.
where d(x)
b(x)g(x)
We consider the set of all polynomials of the form a(x)f(x) + with a(x) and b(x) arbitrary. These polynomials have degrees (exponent of highest power of x) greater than or equal to zero. A conProof.
t
stant
a polynomial of degree zero. Let a(x) = those polynomials for which the degree of a(x)f(x) imum, but not identically zero, and let
is
r(x), b(x)
=
is
s(x)
be
b(x)g(x)
a min-
d(x)
r(x)f(x)
is
s(x)g(x)
Any now
divisor of both/(x) and g(x) that d(x) divides both /(x)
and
obviously a divisor of d(x). We show If d(x) does not divide g(x).

field)
then by division (always possible since the coefficients are in a

f(x)
q(x)d(x)
t(x)
degree of
t(x)
<
degree of d(x)
324
d(x)
0.
Hence qd =
qrf
qsg
=/
t,
and
(8.38)
From
the definition of d(x), (8.38)

of r(x)
is
impossible unless
t(x)
0,
so that
d(x) divides /(x), written d(x)/f(x).
Similarly d(x)/g(x).
Let the reader
show that degree

Example
that
1 is
<
degree of g(x), degree of s(x)

g(x) of f(x)
<
1)
degree off(x).
8.16.
Let f(x)
the greatest
= x 2 + 1, common divisor
x.
Then
g(x).
(x
(~x)x
1,
so
and
We
say that /Or) and g(x) are
relatively prime.
Problems
that the integers do not form a field. that the set of numbers x ly -%/3> x an(l y ranging over numbers, forms a field 1 is the greatest common divisor of f(x) = x z -f 1, g(x) 3. Show that x
1.
2.
Show Show
all
rational
(x
I)
2
.
such that r(x)f(x) + s(x)g(x} = x + I. Are r(x] and s(x) unique ? 4. Let f(x) and 0(:r) be polynomials with coefficients in a field Fi, with F\ a sub field of the field F. If f(x) and r;O) are relatively prime with respect to the fipld /<\ show that f(x] and g(x) are relatively prime relative to the field F. How does this apply to Prob. 3? 6. Do the set of numbers a -j- b \/2 + c \/3, a, 6, c rational, form a field? What of a + 6 + c V3 + d >/6 ? 6. Let F be any field. If we label the zero and unit elements and 1, respectively,
Find
r(x)
and
s(x)
V2
and
define
1+1
=2,
etc.,
show that every
field
contains the rationals as a subfield.
8.12.
The Algebraic Extension
of a Field F.
Let p(x)
in
polynomial with coefficients in a field F. We say that p(x) is irreducible F if p(x) cannot be written as a product (nontrivial) of two polynoWe say that p is a zero of p(x) or a root of mials with coefficients in F. Kronecker has shown that one can always extend if p(p) = 0. p(x)
=0
the
p(p)
field
F
i
in
0.
The
such a fashion that a new number p is introduced, yielding 1 = solution of x 2 involves the invention of the
number
p(p)
\/~~
THEOREM 8.13. Let p(x) be an irreducible polynomial = 0. If q(x) has coefficients in F, then q(p) =
Since p(x)
is
in
such that
implies that
g(x) are rel-
Proof.
atively prime.
From
irreducible, p(x)/q(x), or p(x) Sec. 8.11
and
A(x)p(x)
for
B(x)q(x)
some A(x), B(x). Thus A(p)p(p) + B(p)q(p) =0 = diction. Thus p(x) divides q(x). Two corollaries follow immediately from Theorem 8.13.
1,
a contra-
325
COROLLARY
such that p(p)
1.
p(x)
0.
is
that irreducible polynomial of smallest degree

leading coefficient of p(x)
is
=
2.
COROLLARY
p(x)
If
n~ l
we make the
unity,
xn
c n -ix
Co,
then p(x)
unique.
. . .
DEFINITION
8.7.
conjugates of each other. conjugates of each other.
The n zeros of p(x), say, pi, p 2 p n are called The zeros of x 2 2, namely, \/2, \/2> arc It follows from Theorem 8.13 that any one of
,
,
the n conjugates of p(x) determines p(x) uniquely, assuming that the leading coefficient of p(x)
is
unity.
THEOREM
8.14.
Let
with coefficients in a
field
be a zero of the irreducible polynomial p(x) 2 n~

F.
The numbers
if
p,
are lin.
.
.
early independent relative to F, since

n
-1
constants c,
=
1
0, 1, 2,
n-
1,
exist in
such that
c^p*
=
=
0,
then
t(x)
y
fc=o
c*a;* is
a poly*
nomial in
0, a contradiction to Corollary 1. the following: Given the irreducible polynomial = 0, one can obtain a field F\ p(x) with coefficients in F such that p(p) We call F\ an algebraic containing p such that F is a subfield of F\.
of degree
<
k=o n with f(p)
An important
result
is
extension of
F and
write F\
F(p).
The elements
T
of Fi(p) are of the
form
I
(8.39)
with
6; p 7 7^ 0, a t in F, b3 in F.
j=0 Let the reader show that the elements of the type given by (8.39) form n~ l c n -ip a field. By using the fact that p n one has CQ =
+
11
'
'
'
- ~ (Co +
Cip
+
2
'
'
'
+
'
"
Cn-lp
= - (Cop +
Cip
'
C n -2p
n~ 1
)
+
so that powers of p higher than
C n _i(Co
Cip
'
'
'
Cn-lp"-
n
1
powers.
P
3
For example,
if
+p+
2 6
can always be reduced to lower=0, then

1
= -(P
1)
-P-P
= -p 2
= -P
+p+
etc.
We
show next that the elements a
of (8.39) can actually
be written as
326

8
polynomials in
p.
The denominator
=
of (8.39) is
b3 p3
Let
h(x)
y-o
Since h(p)
Sec. 8.11
0, of
necessity h(x)
and p(x) are
relatively prime.
From
we have
A(x)h(x)
A(p)h(p)
+ +
is
B(x)p(x)
B(p)p( P )
A(p).
r
= =
A(p)h(p)
so that the inverse of h(p)
Thus
n-1
t-0
p.
a(p)
= A(p)~
t=0
by using the
Example
p
fact that p(p)
to eliminate higher powers of
\/2.
all
cases.
The field R(\/2) is obtained by considering x z - 2 = 0, p 2 - 2 * 0, This is not true for The same field is obtained if we consider p = -\/22 belong to the field of rationale. The elements of The coefficients of x z
8.17.
a -h b \/2, a and b rational. bp /2(\/2) are of the type a It is easy to show 3 = 0. Next we consider the polynomial equation p(x) = x 2 that p(x] is irreducible in the field R(-\/2) since \/3 = a -f & \/2, a and 6 rational, is
Let the reader show this. Now the coefficients of x* 3, namely, 1 and belong to R(\/2). Hence we obtain an algebraic extension of R(-\/2) by conb \/2) -f- (c 4- d \/2) \/3> a ^> c d sidering the set of numbers of the type (a This is the field /(\/2, \/3)> and its elements are of the form a -f- b \/2 -h rational. c \/3 d \/6, a, b, c, d rational. In a similar manner we could construct R(\/3 \/2).
impossible.
3,
>
It is evident that fl(\/2,
V3) - J8(V3 V2)

o:
be any number of the algebraic extension F(p) Then a is the zero of a polynomial f(x) with coefficients in F. We say that f(x) = is the principal equation of x = a. Let the conjugates of p(x) = be p = pi, p 2 p 3 Proof. pn
8.15.
THEOREM
Let
obtained from p(p)
0.
Since a
is
in F(p), of necessity,
ai
a
of
i
We
form the conjugates
defined
by
= =
+ +
ip2
flips
+ +
a 2 pl
2p3
+ +
'
'
'
'
+ +
an-ipS"
fln-lpS"
1 1
/o
.QX
Certainly f(x)
(re
ai)(x
x2)
(x
n)
has
as a zero.
We

need only show that the coefficients of f(x) are in F.
f(x)
327
Now
xn
Moreover 2ct,, S<x,a*, etc., are certainly symmetric in the p, i = i, 2, n, and so can be written as polynomials involving the fundamental
. . . ,
symmetric functions,
+ P2 4Plp2 + Plp3 +
Pi
PlP'2
"
4- Pn
*
'
'
Pn-lpn
(8.41)
'
'
'
pn
The elements
Thus the
Example
of (8.41) are
negative factors, as seen
simply the coefficients of p(x), except for some by expanding (x p2) pi)(x (# p n ).
coefficients of f(x) are in F.

8.18.
Referring to
Then
Example
8.17,
we
consider
a.
=
4
on
4 \/2.
4 \/2,
and
f(x)
(x (x
x2
ai)(x
3)
6.r
2
- 32 - 23
2)
(x
3 4- 4
V2)(x
-v/2)
The
coefficients of /(x) are in the field of rationals.
Example
of p(x) f(x)
8.19.
=
[x
x*
+
(I
[3
3x
Let us find the principal equation of a 1 -f- p 2 where p Let the zeros of p(x) be p = pi, p 2 p 3 Then 4- 2.
, ,
.
is
a zero
= x8
+ p*)][x - (1 + p )Jlx - (1 -f P + p 4- p -f p ]^ + [(1 4- PI)(!

2 2 2
2
3 )]
-f p
+
3
(1 4-
p )(l 4- p
2
)
From
ai
0"2
<T3
= = =
pi 4" p2 4" PS
=
P3pl
P1P2 4- P2P3
+
2
2
P1P2P3
we have
Pl
+ P2
4- P?
-0 -
(Pl 4- P2 4- P3)
2(pip 2 4" P2P3 4- P3pl)
2-3 - -6
Also
(1 4- P?)(l
+ P!)(! + P?) + pf)(l

-f-
+
2
2
<rj
2<r 2
4- a\
2o"io- 3
rj
8 (see Prob.
1,
Sec. 8.10).
2
Moreover
2 2
(1 -f
P )(l 4- P 2 ) 4- (1
P 3 ) -f (1 4- pi)(l 4- P 3 )
)
==34-
2(pf 4- P 2 4- P
4- (pip2 4- PIPS
psp2)
Hence
f(x)
x3
+2(-6) 2 8. 4- 3x
+9-0
We
2 )
2pip 2 pa(pi -f p 2 4- PS)
check that
3
1
2
+
2
)
satisfies
(1 4- P
4- 3(1 4- P
-8 =
3p)
We
have
/(I 4- P
2 )
since p 8 4- 3p 4- 2
0,
- P 6 -f 6P 4 4- 9p 2 - 4 - (-2 - 3p) 2 + 6P (-2 or p 8 = -2 - 3p.
+ 9p - 4 2
328

Problems
1.
Show that
1,
x s -f x
zero of p(x)
m
is
= n =
xs
+
1.
Hint: Assume x = m/n is a Show that of necessity n integers m lowest form 1 show that p(x) has no rational zeros Why By testing x =
=0
has no rational roots.
-f-
1,
m and
x4
p(x) irreducible in the field of rationals?

2.
The polynomial
is
p(x]
-f
x3
2x 2
-f
-f-
has no rational zeros.
How-
ever, p(x)
reducible
the
field of
rationals since
Is this a contradiction ?
2 x 3 -f x -f 1 (see Prob. 1). Let p be a zero of p(x) p Express 1 + p + P /1 as a second-degree polynomial in p n If a 4. Let /(x) = ao -h flnZ + n, integers a, t = 0, 1 2, 2 prime number p exists such that p does not divide a n p divides o for i < r?, /> does not divide c?o, then /(x) is irreducible in the field of rationals. This criterion is due to Eisenstein. Show that x n p is irreducible in the field of rationals, p a prime. Show the field of rationals. that f(x -f 1) = x* + 2x + 2 = (x + I) 2 + 1 is irreducible Why can one immediately make the same statement for f(x) x~ -f- 1 ? 4 2 <r Let the zeros of p(x) be p, Show 6. Consider p(x) = x -f- 3x -f- 9. p,<r,
3.
+p
that the principal equation of a = 6. Consider x 2 - 2 = z3 - 2

;
1 -f
Op
is/(.c)
[(a;
I)
81
2
] .
7.
A
is
polynomial
irreducible
is
0, and obtain the field R(\^2, \/2). Show that said to be separable if it has no multiple zeros
if
p(x)
8.
it is
separable.
(x
Consider f(x)
is
ai)(x
2)
.
(j
),
the
defined
by
(8 40)
If
f(x)
irreducible, then f(x)
[/(a:)]
If /(x) is reduci])lc in F,
then
Assume
f$x) is a function for
which /i(i)
r=
0,
so that f\(a\(x}}
is
is
zeio for x
pi, P2,
.
=
.
pi.
Why does p(x} /J\(ct\(x})1 =s so that f(a$ = f(a

2)
Hence explain why f(ai(x))

. .
zero for
j"
pn
f(a n )
0.
If
the a, are not distinct, show that
/W =
x
[/i (x)l
k
,
otherwise f(x)
fi(x).
8.13.
The Galois Resolvent.
a.
We
say that a
8.16.
If
is
Let f(x) be a principal equation of a primitive number of F(p) if f(x) is irreducible

i
in F.
THEOREM
is
a primitive
F(p)
number
of F(p),
then
F (a) =
that
is,
every number of F(#) belongs to F(p), and conversely. a n ) be the principal Let f(x) (x at) (x a\)(x Proof. = Define of a a\. <p(x) by equation
-
^-^Vx-a.'x-a,
The
p,
i
-.,
Then
1, 2,
n, are the
conjugate zeros of p(x).
Since f(x)
is
assumed
irreducible, /'(ai) ?^
(see Prob.
6,
Sec. 8.12).

Thus
pi
329
of
it
<f>(ai)/f'(ai),
so that pi
is
number
in F(cti).
Any number
pi,
Why? Since i is a polynomial in F(pi) thus belongs to F(ai). follows that any number in F(ai) is a number in F(pi). Q.E.D.
THEOREM 8.17. Let pi be a zero of pi(x), a\ a zero of pz(x), Pi(x) and can form the fields JP(pi), F(cri). If pz(x) pz(x) irreducible in F. is reducible in F(pi), we consider the irreducible factor of pz(x) having In this way we can form F(pi, a\) (see Example 8.17). (TI as a zero.
We
Let the reader show that F(pi, a\) = F(cri, pi). We show that an irreducible polynomial in F exists yielding a field F(r) such that F(T) = F(pi, <TI). Let Proof.
TI
T2
= =
api
Oipi
+ +
jSdi
/3CT 2
with a and
in F.
The
p,,
t
.
=
.
1,
.
2,
,
.
,
m, are the conjugates of

.
= 1, 2, = 0. n, are the conjugates of ^(x) 0, and the o-,, t Pi(x) We (;hoose a and so that the r,, j = 1, 2, ran, are all distinct. This can be done since, if ap + fay = ap k + fa then
=
.
t,
,-
fc
(8.42)
P^
Pk
There are only a finite number of ratios in (8.42), so that a and ft can be chosen such that (8.42) fails to hold for all i p^ A:, j ^ I. For i = k we have faj 7^ fa if <r3 7^ (TI. For j = I we have ap, ^ ap^ for i 7^ k. Next
i
we form
g(x)
= =
(x
x wn
n)(x - r - (SrOz- +
2)
1
(x
r mn )
(-I)
mn
rir 2
T mn
(8.43)
Any interchange of two p's leaves the coefficients of g(x) invariant, as does any interchange of two o-'s. Thus the coefficients of g(x) are in F. That factor of g(x) irreducible in F having TI as a zero generates F(TI)
with
TI
api
fai-
Since
TI
api
ry
+
T?
fai, F(TI) is
0*1)
a subfield ofF(pi,
(TI).
We now
F(n) =
show that any number

o-i).
of jF(pi,
is
F(pi,
(o
If
r;
is
in F(pi,
o-i),
belongs to F(n) so that of the form
+
n
1
(60
+
'
6ipi
'
+
1
+ + bm-ipf' )^ + (C + Ctpi + +
1
'
Cm-ipf- )^?-
;-=0
i=0
330
with the d l} in F.
replacing p\
The mn
,
1
. ,
other conjugates of p\ can be formed by
by
p2
p3
pm
and
<r\
by
cr 2
0-3,
<r n
in all possible
ways.
We
define (p(x)
by
(8.44)
Let the reader show that 771 = <f>(ri)/g'(Ti), g'(ri) 7* 0, since g(x) no multiple roots. Hence 771 belongs to F(r\). Q.E.D.
Example
8.20.
has
We form n =
No two
We
consider x*
\/2
+
-
\/3, r 2
_= \/2 -
=_(),
r2
\/3, r 3
- 3 = = \/2, = with_pi = - V2 + \/3, T = - \/2 <TI

4
\/3-
\/3-
of the T'S are equal. 0(x)

(x
Then
n)(x
n)(x
TI)(X
T4)
x4
lOo- 2 4-
The
is
coefficients of g(x) are in the field of rationale.
It
-f*
irreducible in F.
Thus
g(x)
generates F(\/2
can be easily shown that g(x} \/3)> which has elements of
the form
6(\/2
-f
\/3)
2 c(A/2 -f A/3)
d(\/2
-f
V3) 3 =
+ V2
?y
-h
?*
\/3
-f
w\/6
j, y, u, v rational.
Thus F(\/2
\/3)
/^(
V2,
\/3) (see Example 8.16).
A special case of Theorem 8.17 occurs if pi(#) =

The
field F(p\, p^)
p%(x)
and
p\ ?* a\
P2-
can be generated.
Continuing,
,
.
we can
adjoin to
all
the roots of p(x) = 0, obtaining F(pi, p 2 A single number r p n ). The irreducible polynomial exists such that F(r) = F(pi, p 2 p n ). It is a poly0. having r as a zero is called the Galois resolvent of p(x)
. .
,
. .
nomial of degree
n
n!, since
we need only
find constants {a*}
such that
and the other
T'S
obtained from the n\
permutations of
the
in
p^s
are different from each other.

8.17.
8.8.
If pi, p2,
. .
.
The
rest of the proof proceeds as
Theorem
DEFINITION
p n are the zeros of the irreducible
polynomial p(x) such that
F( Pl )
= Ffa) =
= F( Pn
is said to be normal and F(p) is called a normal then p(x) or p(x) In this case F(pi) = F(pi, p 2 extension of F. p n ) and p(x) is its own Galois resolvent.
,
. .
.
=0
Example
division
8.21.
Consider p(x)
-f 1
x8
2
3x
-f 1
=0.
3).
Let p be a zero of p(x).
x8
are
3x
pi, 2
By
of
(x
p)(x
-f
px -f p 2
The
other
two
2
roots
p(x)
- (-1
Vl2 -
square in F(p). Assume 12 4 2 that p 8 3p - 1, p = 3p

3
52
-f-
3c 2
-f"
2ac.
It is
a perfect 2 2 2 bp -H cp ) a, 6, c rational. 3p = (a Using the fact - p, we have 12 = a 2 - 26c, = -c 2 -|- 2ab 66c, = 2 is a rational easy to check that a = 4, b I, c
2 3p )/2.
We
show that 12
,
3/>
is
+
2
solution so that pi
2
,
p2
2,
which implies F(p)
F(pi)
F(pt),
and p(x)
is
normal.

Problems
331
2 = 0, p 2 (x) = x 4 Consider p\(x) = x* 2 = 0, with pi(rc), p z (x) irreducible in the field R of rationals. Find 7?(\/2, v^) 2. Find a Galois resolvent for p(x} = x 3 + 2x + 1. 2 3. Show that p(a*) = j 8 3s 2 ) j* + 2r(r* -j- 3s 2 ) is normal for r and s integers 3(r in is irreducible the field of rationals. provided p(x) 3 2 4. The discriminant of p(x} = x 3 Show that the px 9 is A = 4p 27</ discriminant of p(x) of Prob. 3 is a perfect square. 5. Show that 171 *>(ri)/0'(n), ?(z) defined by (8.44).
1.
Automorphisms. The Galois Group. Let us consider the field R(\/2) composed of all elements of the form a + b \/2, a and b rational. We consider the one-to-one correspondence between a + b \/2 and its b \/2, written a + b \/2 <-> a 6 \/2. Let us look conjugate, a
8.14.
more
closely at this correspondence.
If
u
then
(x
+y +v
=
\/2 \/2
*-+
<->
x u
y \/2
v
\/2
+
(x
y v/2)
(u
+
+
\/2)
(x
u)
+
<-*
(y (x
+ v) \/2 + u) - (y +
(x
v)
\/2
(7/
y -v/2)
\/2)
y \/2)(u
v -x/2)
(xu
2yv)
->
(xw
+ +
(xv
+
(x
yu) \/2
2yv)
- yV2)(u <->
',
(xv
yu) \/2
v -s/2)
A one-to-one mapping of a field into itself,

a =
f~ (a
l
written a
or a!
/(a),
a/3 <~>
),
such that a <^
a',
<is
a'0', for all
a and
of
it,
of the field,
imply a + ft <-> a' called an automorphism

/3',
0',
of the field.
From above we
morphism
attached to
all
b -\/Z is an automapping a + b \/2 <-> a R(\/2). Every field has at least one automorphism the identity mapping, <-, for all a of the field. Not
see that the
one-to-one mappings of a field into itself yield an automorphism. Witness the mapping x <- 2x, with x ranging over the field of real num-
For y <- 2y we have xy <- 2(xy) ^ (2x)(2y). Under an automorphism the zero element maps into itself, as does the unit element, for = a <-> a' + x = a', so that x = 0, and <-> a <-> a', x, imply a + = a <-> a', 1 <-> y, imply a 1 a *-* a'y = a', so that t/ = 1. We say that and 1 are left invariant under any automorphism. Let the reader show that the rationals of a field F remain invariant for all automorphisms of It is also a simple matter to show that the automorphisms of a field F. = fz (y) are automorphisms AI and A^ form a group. If a = /i(/3), we define AÂi as the automorphism a = fi(fz(y)) = /S(T). Let the reader show that under this definition of multiplication the set of autobers.
-
332

of
morphisms
form a group.
The
unit element of the group
is
the
identity automorphism. Let us return to the irreducible polynomial p(x) with coefficients in F. = F(pi, p 2 shall be interested in the extension field p n ) with = = 0. consider only those autopt i 1, 2, ft, such that p(p ]
We
,
We
p n ) which leave the elements of F invariant. automorphism is one of this type. Let the reader show that the set of all automorphisms of F(pi, P2, pn) leaving the elements of F invariant form a group. DEFINITION 8.9. The group G of automorphisms of F(pi, p2, p)
morphisms
of F(pi, p 2
The
identity
leaving
invariant
.
,
is
.
called the Galois group of p(x)

,
0,
or the Galois
group of F(pij p 2
p n ) relative to F.
is
THEOREM
8.18.
If
p(x)
normal
(see rfec. 8.13), the Galois
group of
p(x) contains exactly n automorphisms. First of all we have Proof.

P2
.
Pn)
= F( Pl = F( P z) =
)
^^
'
= f (p n
fc
,
since p(j)
is
assumed normal.
of the Galois
Jf
p(x]
fc
N
=
a^'
pi
ri
then a*
<-
A-
for
any
automorphism automorphism
be a zero of
group G.
TJ
Let
<->
correspond to a for any
of G.
Then Thus
N
fc=0
akp\
y
Jfc=0
a^
.
.
=
. ,
0,
so that
cr
must
q(x).
(pi <-> pi),

Y
.
(pj <~^P2J,
(PI <->
p n ) are the
We must remember that (pi *-* p t ) comonly possible elements of 6 pletely determines an automorphism of G since any element of F(pi, p 2 n-l
,
pn)
is
of the
form N
k*=0
b^pj,
with
?>*,
fc
0, 1, 2,
in F.
If p(#) were not normal, we could not make this statement. If p(x) is not normal, the order of G is less than or equal to n\ Why? Finally, we shall wish to use the faet that the Galois group G can be made iso-
morphic to a regular permutation group (see Theorem 8.4). THEOREM 8.19. Let p(x) be normal. If a is any element of F(p = pi) which remains invariant under all automorphisms of (?, then a is an ele-
ment
of F.
Proof.
We
know
that
all
elements of
if
F remain
Then
invariant under G.
We
wish to prove the converse

of F(pi),
p(x)
is
normal.
Let a
a\ be
an
ele-
ment
and consider
ai
its
conjugates.
bQ
333
and f(x) a n ) is the principal equation of (x ai)(x az) (x a = a\ (see Theorem 8.15), and the coefficients of f(x) are in F. But = a2 = = oi n since a\ is left invariant under G. Thus i
' ' '
f(x)
(x
n
oi)
xn
nax n
~1
n
(
l)
an
so that
na is in F, which implies that a is in F. Q.E.D. DEFINITION 8.10. If the Galois group is cyclic, the equation p(x)
7?
is
said to be cyclic.
THEOKEM
8.20.
If p(x)
dkX
is
cyclic
and normal, we can
by a finite number of rational operations and root extractions on elements of F(w), (addition, multiplication, etc.) The degree of p(x) is n, and the where w n = 1, w ^ 1, arg w 2ir/n. It can also be shown that F(w) can be coefficients of p(x] are in F. generated by a finite number of rational operations and root extractions on the elements of F. We omit proof of this latter statement. Since p(x) is normal, G is composed of exactly n elements. Proof. Moreover G is assumed to be cyclic, so that a single element generates G.
solve for the roots of p(x)
=0
We represent this element by the permutation P =

us consider the set of elements
y
1
Let
J.
= = -
PI
'2
Pl
p,
fc
+ + +
III+
P2 4- Pi
Wp<>
-r Pn
_L
=
l
Q>n-l
+ W"pt + ,'p, + -V:< +
"
+ W"~ p n + -'>p.
/0 Ar ^ (8 45)
'
The
P(f 2 )
in
2.
1,
2,
n, certainly
P2
+ wpt +
ri
+
=
Thus
2
raising
is
2 [P( 2 )] to the nth power and
w pi = 2/1^, since w n = 1.
n~ l
belong to F(p, w), p

considering
pi.
Now
as a parameter But [P( 2 )] n = P(?) since n then permuting the indices 1,2,
.
.
equivalent to first permuting the p's and then raising the new entity Thus P( 2 ) = 2 so that ^ is invariant under P of G. to the Tith power. 2 = is invariant From P (?) P[P(2)1 = P(?) = 2, etc., we see that
for all
elements of G.
The same
result applies to
7,
5,
J,
Now
2
tto(pl, P2,
>
Pn)
,
+
by
of
Ol(pl, P2,
Pn)W
+
n
is
'
'
'
a n _i(pi, p 2
. ,
Pn)^""
since direct expansion of 2 01, . . . , a w _i are in F so that

,
iy
2
=
a2
,
1.
We
. .
in /^(ty).
.
wish to show that a Under any permutation

,
G we
have a
<->
<-> aj, aj, ai
a2
<-^
a n _i
<->
a^.
Since
^ is
334

(?,
invariant under
we have
+
=
for all
a n ~\w n
aj
a[w
+
-
aX +
+
l
.
+
=
a'^w*-
(8.46)
such that
wn =
1.
Now
b,x
the equation
q(x)
=b +
1,
n
+
.
. ,
kn-i^- 1
has exactly n
for all
Oo, ai,
roots.
Equation
tinct zeros, namely,
w,
2
.
w satisfying w =
.
1 if
wn ~ = aj, ai =
(r,
(8.46) is of this
Thus
a[,
. . .
(8.46)
,
type yet has n discan only be true
a n -i
a^-i.
Hence
a n _i are invariant under
Hence
t,
2 is 1, 2,
in F(w).
.
.
.
The same
so belong to result applies to ?,
F by Theorem 8.19.
3,
,
nth roots of elements inF(w), w = e 2?ri/n We now look upon (8.45) as a linear system of equations in the This system has a unique solution provided unknowns pi, p 2 pn the Vandermonde determinant
i
&
The
.
n, of (8.45) are
D(w) =
w w
w4
(8.47)
wn
is
different
from
zero.

n-2
D(w) =
H
,
(w
w>) T* 0, j
>
Hence the
t ,
1, 2,
n,
with coefficients in F(w).

Example
It
is
can be expressed as linear functions of the Q.E.D.

that p(x)
8.22.
In Example 8.21
we saw
is
also cyclic since its Galois
group
r
of order 3.
x8 1 = 3x is normal. Let the roots of p(x) be
=0
PI, PI, pa.
Then
PI
4- pa H- PS
=
(8.48)
f2
PI -h
WPJ
f
^ =
with
Pl
+ W*PJ p2 + ?P3
w =
3
1,
w;
5^ 1,
w2
+
==
-f
that pipa -f P2P3 -h pspi
3, pip2p.<
=0. We must find = 1. Now

W' 2 )(P1P2 -f P2p.i
using the additional fact
=
==
P?
(pi
P2 P2
pi 4P.O
2
(W
Pa
-
-f (P1P2
P'2p.{
P3pl)(?
?# 2
2)
g+
~
8 2
^3
^)
= 9 - 2(p'] + P 2 4- Pj) - 3(P!P2 + P2P3 -f P'PI -f PIP. -f P = 2(p] + p2 -h p-j) 0(pi -j- p -f ps)(pip2 + P2pt 4= -27 = (& 4- ^) - 4gg - (-27)2 _ 4(9)3 = _ 2)18 7
3
+
i)
P?P 8 )
4- 27pip2ps
-^
-27 V3*
GKOUP THEORY AND ALGEBRAIC EQUATIONS

Hence
335
g = -27
|,
3
y-' 6
It is
= -27
so that
2
lL-..
s
Note that
l
gg and
p2
,
9.
The
cube roots of
omit.
must be chosen
9.
Note that
belong to
R(w) = J?(\/3
t).
now
a simple matter to solve (8.48) for
pi,
pa,
which we
sider p(x) 9 of x 4
Before concluding this chapter let us consider the following: We con= x 4 + 9, irreducible in the field of rationals. Let the roots = be p, cr. From p( p)<r( <r) = 9 we see that p, (7,
o-
3 3 4 Hence p(x) is normal. The automor3p /p = Tip p), phisms comprising the Galois group of p(x) are (p<-p), (p<(p <-><r), (p <-> o-), and we can represent (7 by the permutation group
3/p
/1234\ _/1234\ P *" P3 _/1234\ ~V3412/ \432iy ~\2143/ V1234/ = = This group is not cyclic. The with pi = p, p 2 = P4 p, PS = certain number of elements of leaves invariant a Gi subgroup (Pi, A)
Pl
_/1234\ ~
0",
o".
Let us see which of these elements are invariant under G\. PI F(p). 2 8 If a = a leaves all elements invariant. bp dp is left invaricp ant under P%, of necessity
bp
cp*
+
=
is
)
dp
=
0.
+ fe(-p) +
c(-p)
d(-p)
which implies that invariant under G\.

field
It is
Hence the elements a + 6p 2 are left easy to show that these elements form a subgroup of F(p) relative
F(p
2
)
of F(p).
Gi
2
called the Galois
Note that F(p)
D F(p 3 F.
+
2
The
principal equation of a
6p
is
2
= = =
so that a
[x
- (a + 6p )][x - (a + 6 P )][x - (a + - a) - 6(p + * )(x - a) + 6 pV [(x - a) [(x

2
2
ba*)][x
(a
6cr )]
2 2
]
satisfies a quadratic equation [of lower degree than p(x)] with coefficients in F. Thus we can solve a quadratic equation for p 2 2 obtaining p in terms of rational operations and extractions of roots of
6p
elements in F.
this in
Another square root yields p. Of course we know all advance since it is trivial to solve for the roots of x 4 + 9 = 0. Let us note, however, that Gi in the above example is a maximal normal subgroup of G and that E is a maximal normal subgroup of G\. The factor groups G/G\ and G\/E are of order 2 (a prime number). The fact that 2 is a prime number and that a group whose order is prime is cyclic
(see
Theorem
tant theorem, which
8.20 for the importance of this fact) leads to the all-imporwe state without proof.
If
THEOREM
tive to its
the Galois group of an equation p(x) = relacoefficient field F, a necessary and sufficient condition that
8.21.
G is
336
p(x)
position of
be solvable by radicals relative to G be entirely primes.
is
that the factors of com-
It can be shown that in general a polynomial of degree greater than 4 1 = 0, however, can cannot be solved by radicals. The equation x b be solved by radicals. Factoring, we have
(x
4 Considering x
l)(.r
+
x
a:
x*
J)
x3
x2
=0,
let
so that
upon
division
1 by x one has
if-
0.
One
solves for y
and then
for x
from x
yx
0,
Problems
1.
2.
3.
Solvo the quadratic x -f- bx + c by the method of this section. Show that the automorphisms of a field form a group. Show that D(w) of (8 47) is given by D(w) = IT(w - w>), j > i
2
4.
5.
Solve; for the roots of
.r
Find the polynomial with
coefficients in the field of rationals
having
P
as a zero.
= \/\/2 +
REFERENCES
Albert, A. A.: "
:
"Modern Highei Algebra," University of Chicago Press, Chicago, 1937. Introduction to Algebraic Theories," University of Chicago Pi ess, Chicago,
"
1941.
Artin, E.:
Galois Theory,"
Edward
Brothers, Inc
of
Birkhoff, G.,
and S MacLane:
"A
Survey
Arm Arbor, Mich., 1942 Modern Algebra," The Macmillan Com,
pany, New York, 1941. Dickson, L. E.: "First Course in the Theory of Equations," John Wiley
&
Sons, Inc.,
New
:
York, 1922.
"Modern
MacDuffee, C. C.:
New
Sanborn & Co., Chicago, 1930. Algebraic Theories," Benj. "An Introduction to Abstract Algebra," John Wiley & Sons, Inc., York, 1940
C.:
Murnaghan, F.
"The Theory
of
Group Representations," Johns Hopkins
Press,
Baltimore, 1938.
Poritrjagin, L.: "Topological
Groups," Princeton University Press, Princeton, N.J.,
1946.
Van
"Modern Algebra," Frederick Ungar Publishing Company, York, 1940. Weisner, L.: "Introduction to the Theory of Equations," The Macmillan Company, New York, 1938. Weyl, H.: "The Classical Groups," Princeton University Press, Princeton, N.J., 1946.
der Waerden, B. L.:
New
CHAPTER
PROBABILITY THEORY AND STATISTICS
It appears that the mathematical theory of probformation to the inquisitiveiiess of a professional gambler. In the seventeenth century Antoine Gombaud, Chevalier de Mere, proposed some simple problems involving games of chance to the famous French philosopher, writer, and mathematician, Blaise Pascal. It is to mathematicians Pascal and Fcrmat that probability theory owes its origin, though since their early works a great number of mathematicians have contributed to its development. Its applications range from sta9.1. Introduction.
ability
owes
its
An understanding of probability theory is tistics to quantum theory. necessary to undertake studies of the modern theory of games and information theory. It will be useful, however, to consider some elementary
combinatorial analysis before we attempt a definition of probability. Let us assume that we have a 9.2. Permutations and Combinations. collection of white balls numbered 1 to m and a collection of red balls
numbered 1 to and one white

Since there are
n.
In
ball?
how many ways can we choose exactly one red To each white ball we can associate n red balls.
white balls, it appears that there are n ways of In this example we note choosing exactly one white and one red ball. that the choice of a white ball does not affect the choice of a red ball, and conversely. The events are said to be independent. We state without formal proof the following theorem: THEOREM 9.1. If there are m ways of performing a first event and n n ways of w#ys of performing an independent second event, there are
-
performing both events.
The use
of
Theorem
Given a group
placed
of objects
9.1 enables us to solve the following problem: numbered 1 to n, in how many ways can we
order these objects? We have n choices for the object which is to be first in our order. After a choice has been made there are n 1
choices for the object that is to be placed second in the order. Conwe see that there are n(n 2-1 = n' ways of l)(n 2) If we wish to consider the number arranging or permuting the objects.
tinuing,
of
arrangements or permutations of n objects taken

1)
r at a time,
we
arrive
at the answer n(n
(n
1).
We
write
337
338
n
r

r
r
P = nP = P n =
n(n n(n
1 )
(n
2)
'
1)
(n
r)!
r)(n
(n
r
r
1)
1)
r)
1
l)(n
(9.1)
Example
1,2,
.
9.1.
,9, using
If
answer.
four-digit numbers can be formed from the integers any integer at most once? We have Pj == 9 /5! = 3,024 as our we were to use the integers as many times as we pleased, our answer would
f
How many
be9 4
can
6,561.
9.2.
Given 3 red flags, 4 white flags, and 6 black flags, how many signals using the 13 flags? Let us assume for the moment that we can distinguish between the red flags by numbering them 1, 2, 3, with the same statement concerning the white and black flags. It is then obvious that 13! different signals
Example
we send
the red flags can be permuted in 3' == 6 ways. Each permutaWe must tion, however, yields no new signal if the red flags are indistinguishable. divide 13! by 3! to account for this characteristic of the red flags. By considering the
could be sent.
Now
white and black
flags
we
arrive at the correct answer, 13'/3!4!6!.
The permutations
listed
of the integers
1,
2,
3,
4 taken two at a time are
below:
12 21
13 31
14 41
23 32
24 42
34 43
A particular arrangement of objects considered independent of their We see that there are 6 order or permutation is called a combination.
combinations of the integers 1 2, 3, 4 taken two at a time. Although 12 different permutations, they yield a single combination. If we wish to hire 3 secretaries from a group of 12, we are usually not Now let us see in how interested in the order of hiring the secretaries. we r from order of the choices can choose the objects among n, many ways
,
and 21 are
being immaterial.
Call
this
number
Cr
"C r
H
=
r\
C?
=
r
J.
Every
combination
will yield r!
permutations.
nl
Thus C r
= HP
so that
' v (9.2)
r\(n
r)!
Note that
n (?o
=
J
n!/n!0! so that 0!
is
chosen to be
1.
What
does
signify?
9.3.
among 52 cards in draw poker we are not Thus there are 52 6 combinations of cards which can be dealt. Let the reader show that 62 C 6 = 2,598,960. Let us determine how many full houses (three of a kind and a pair) can be dealt. If we consider the particular full house consisting of a pair of fives and three aces, we note that
Example
In obtaining 5 cards from
interested in the order in which the cards are dealt.

there arc
4
339
4
Ct ways combinations yielding three ares and a pair of fives. But there are 13 choices for the rank of the card yielding three of a kind, and then 12 choices remain for the choice of the rank of the pair. Thus there are 24 13 12 = 3,744 different full houses that can be dealt. Example 9.4. Let us consider a rectangular m X n grid. If we start at the lower left-hand corner and are allowed to move only to the right and up, how many different paths can we traverse to reach the upper right-hand corner? Ail told, we must move Once we choose any m blocks from among the m -f- n blocks a total of m -f- n blocks. for our horizontal motions, of necessity, the remaining n blocks will be vertical motions. Thus there are m4n ( w = (m -f ri)\/m\n^ different paths. Note that the answer is symmetric in m and n. n n a positive integer. In the product Example 9.5. Let us consider (x -f- y) r H will occur. Since a (x -f- y)(x + y} (x + */) we note that terms of the type x term from each factor must be used exactly once, of necessity, r + s = n. The term x r y 8 can occur in exactly n C r ways since we can choose x from any r of the n factors.
t
of obtaining three aces.
Thus
there are 6
24 different
'
'
'
i/
Thus
(x
y)
=
2^ ('*)
7
xr y n
-r
.
If
we choose x =
1,
we have
2n
^
r=0
=0
AJ
From
(1
+ x)
Y (") V/ w
<+->- lO")=
fc
Equating
coefficients of
a-*
yields
7-
Problems
1.
2. 3.
how many ways can an ordered pair of dice be rolled? Which number will occur most often when a pair of dice is rolled? How many handshakes can 10 people perform two at a time?
In
4.
How many
Ans. 3(> Ans. 7 Ans. 45 five-card poker hands can be dealt consisting of exactly one pair
(other three cards different) ? 5. Considering the grid of Example 9.4,
A ns.
show that the
l)mn
grid contains
1,098,240
(m
rectangles.
6.
-f-
l)(n -f 4
Consider a function of p variables.

Hint:
. .
How many
is
nth distinct derivatives can be

designate the horizontal lines Ans. n+ p~ l C p -i
formed?
The
,
grid of
Example
n
9.4
useful
if
we
by
xi,
2,
xp
1.
By
differentiating (1 -f x)
show that
(*)
= (* ~
j)
)'
n
8.
Show
that
((~l) r
=0.
340
9.

By
considering
(1 -f x)
(l
x)
(1
x z ) n show that
2k
10. In how many ways can the integers 1, 2, 3, 4, 5 be ordered such that 110 mtegei corresponds to its order in the sequence? For example, 21453 is such an ordering, while 21354 is not, since 3 occupies the third position in the sequence.
An,r'
'
'
Whereas the 9.3. The Meaning and Postulates of Probability Theory. psychologist, economist, political scientist, etc., can, with some measure of success, communicate their ideas to the layman, the mathematician,
unfortunately, realizes that he has no hope of describing his chief mathematical fields of interest with a reasonable prospect of being understood.
of hope prevails when we consider probability theory from most elementary viewpoint. It is rare indeed to find a man who has not evinced interest at one time or another in breaking the bank at Monte Carlo. However, one need only consider the vast number of persons who believe that someday they will discover an invincible system of gambling, to realize how little the layman actually understands
its
A modicum
the basic ideas of probability theory. the science of
two persons
common sense. If this using common sense can
is
Probability theory has been called the case, it is strange indeed that
differ so greatly
from each other
in
solving a problem involving probability theory. Let us now investigate the meaning of the word "probability." Webster's New International Dictionary states that probability is "the like-
lihood of the occurrence of any particular form of an event, estimated as the ratio of the number of ways in which that form might occur to the
whole number of ways in which the event might occur in any form." The same dictionary defines "likelihood" as "Probability; as, it will rain
1 in all likelihood."
that
it will
Let us consider the question, What To rain on Sept. 9, 1957, in Los Angeles?
is
the probability
some mathemati-
There is only one Sept. 9, 1957. cians this question is meaningless. cannot compute the ratio of the number of times it has rained on Sept. 9, 1957, to the total number of days comprising Sept. 9, 1957, rain or shine,
We
at least not before Sept. 9, 1957. After Sept. 9, 1957, the ratio would be zero or 1 depending on the weather. It is up to the meteorologist to give
us a precise answer.
Los Angeles.
Sept. 8,
1
it will or it will not rain on Sept. 9, 1957, in no front within 1,000 miles of Los Angeles on 1957, the meteorologist would predict no rain with a high degree
Either
is
If
there
By
permission.
From "Webster's New
tion, copyright^ 1934, 1939, 1945, 1950, 1953, 1954,
International Dictionary," Second Ediby G & C. Merriam Company.

"
"
341
But the word probability would not be used as a of "probability." mathematician defines probability. Let us now ask, What is the probThis question is, in a sense, ability that a five occur if a die be rolled? very much like the question asked above. Theoretically, if we knew the initial position of the die and if we knew the stresses and strains of the die along with the external forces, we could predict exactly which of the The same statement can six numbers of the die would occur face up. be made about the weather. Unfortunately for the meteorologist there
are too
many
of the weather.
variables involved in attempting to predict the exact state The hope of the meteorologist is to reduce the number
of relevant factors to a
minimum
in
an attempt to predict the weather.
The die problem differs from the weather problem in the following way: If we have the patience and time, we can continue to roll the die as often If after n throws we note that the number five has as we please. occurred r n times, we can form the ratio r n /n. One would be naive in
calling r n /n the probability of rolling a five, even if n is large. are some who would define the probability of rolling a five as
There
p =
hm n
*
(9.3)
oo
11
limit of a sequence cannot be found unless one knows every term of the sequence (the nth term of the sequence must be given for all n) To
The
compute (9.3), one would have to perform an iments, an obvious impossibility.
infinite
number
of exper-
Let us turn, for the moment, to the science of physics. Newton's second law of motion states that the force acting on a particle is proportional to the time rate of change of momentum of the particle. The No particle of Newton's second law of motion is an idealized point mass. such mass occurs in nature. This does not act as a deterrent to the The motion of a gyroscope is computed on the basis that ideal physicist.
rigid bodies exist.
The
close correlation
gives the physicist confidence in his so-called laws of nature.
between experiment and theory The math-
ematician working with probability theory encounters the same difficulty. He realizes that a die or a roulette wheel is not perfect. Man, however, has the ability to make abstractions. He visualizes a perfect die, and, furthermore, he postulates that if a die be rolled all the six numbers on " the die are It is, of course, impossible to equally likely" to occur. prove that the occurrence of each number of a die is equally likely.
With these
idealized assumptions
and
definitions the
mathematician can
The success of the gambling predict the probability of winning at dice. houses in Las Vegas is sufficient evidence to the professional gambler that
the idealized science of probability theory is on firm ground. The pure mathematician is not interested in games of chance, per se. Probability
342
theory, to the pure mathematician, is simply a set of axioms and defininow tions from which he derives certain consequences or theorems. The reader is urged to read consider the axioms of probability theory.
We
Sec. 10.7 concerning the union, intersection, complement, etc., of sets. shall find it advantageous to consider a simple example before treat-
We
ing the general case. If a pair of dice are rolled, the following events can happen as listed
below:
E:
(1,6)
(2,6)
(3,6)
(4,6)
(5,6)
(6,6)
The elements of are called all possible events. is the set of events. subset of events elementary E, say, FI, guaranteeing the occurrence of the number 1 on at least, one of the two dice.
is
the collection of
/-V
(1,1), (1,2), (1,3), (1,4), (1,5),
(1,6), (2, 1), (3,
1),
(4,1),
(5,
1),
(C>,
1)
Another subset of E is the set F 2 consisting of the events (1, 2), (2, 1), and (6, 6). The union, or sum, of F\ and F is the set of all events or elements belonging to either FI or F 2 or both, written F\ F2 F\ + F 2 In this example FI + F 2 consists of all the elements of FI plus the event The intersection, or product, of FI and F 2 written FI P F 2 = FiF 2 (6, 6). is the set of elements belonging to both FI and F 2 In this example FiF 2 is composed of the elements (1, 2) and (2, 1). If two sets FI and F 2 have no elements in common, we say that their intersection is the null set,
written
FiF 2 =
0.
The complement
is
of a set
is
the set of elements of
the complement of the set FI defined above? The complement of the full set E is the null set 0. Now let G be the set of all subsets of E including E and the null set 0. The elements of G are
in F.
E not
What
G is said to be a field of sets in the sense that the called random events. sum, product, and complement are again elements of G. Let us now attach to each element of E (these elementary individual events are also elements of G) the nonnegative number -$. There is no mystery as to the choice of the number -^. First we note that E is composed of 36 elements. The assumption that all 36 events are equally likely implies that any single event has a probability of -$ of occurring. If A is any
subset of
ment P(E)
E consisting of r events, we define the probability of an eleA occurring as p(A) = r/36. Thus P(Fi) = P(F = ^, = 1. We define P(0) = & = 0. Thus to each set A of G we
of
,
2)
343
have defined a
in
real
common, then P(A
nonnegative number. If A and + B) = P(A) + P(B).

.
B
:
have no element
be any colFormally, a field of probability is denned as follows Let which are called elementary events, lection of elements x, y, z, and let G be a collection of subsets of E. Assume that the following
. .
postulates or axioms are satisfied I. G is a field of sets.

II.
III.
G contains E and the null set. To each set A in G there corresponds

The number P(A)
1,
a nonnegative real number,
written P(A).
is
called the probability that an ele-
ment
of
will occur.
IV. P(E) = V. If A and
that
of
is,
G have no
P(A
one of the events of E is sure to happen. element in common, then
B)
= P(A)
P(B)
The
is
composed
single toss of a coin is a simple example of a field of probability. of the elements G con(for heads) and T (for tails).
H
=
tains the sets //, T,
E =
0.
(H, T),
0.
1
p(H, T)
1,
p(0)
p(E)
p(H) = J, p(T) = implies that a head or tail will cer-
We
define
tainly occur.
Events, such as tossing a coin, rolling dice, spinning a roulette wheel, yield finite probability fields since there are only a finite number of difIf 5 cards are dealt from a pack of 52 ferent events which can occur.
52 It is events which can occur. 6 different cards, there are exactly logical to postulate that the probability of any single event occurring
from among the 52 C & different events be given by p = 1/ 52 CV This is what is meant by an "honest" deal. It is important that the reader understand Postulate V. In rolling a die the event A = (1, 3) means that A occurs if a one or a three is face up on the die. The event B = (4) means that B occurs if a four is face Now A and B have no elements in common, that is, if A occurs, up. B cannot occur, and conversely. We say that A and B are mutually For a perfect die, p(l, 3) = f p(4) = exclusive events. so that Posy
,
tulate
states that
p(A
B)
one, three, or four occurs is |, rule for the reader is the following: RULE 1. If A and are mutually exclusive events with probabilities p(A) and p(B), respectively, then the probability that either A or
f -f i = 1- The probability that a the expected answer. A simple working
occurs
is
p(A
+B) =
p(A)
p(B)
The
p(B).
reader should give an example for which
p(A
B)
<
p(A)
344

Problems
1.
2.
What What
is is
the probability of throwing a seven with two dice? Ans. the probability of throwing a four, eight, or twelve with two dice?
Ans. -JFive cards are dealt from a deck of 52 cards. Find the probability of obtaining the following poker hands: three of a kind, a flush, a straight. 88 33 10 4 6
3.
-
4.
A
of
set of balls are
at
random.
6.
numbered from to 20. Two balls are drawn simultaneously What is the probability that their sum is 14? Hint: There are 20 C 2 = 190
1
Ans. $$ the probability that the sum of the two numbers is 14 if a ball is drawn and replaced and then a second ball is drawn? Ans. -j^ 6. Five coins are tossed. What is the probability that exactly three heads occur? What is the probability that more than two heads occur? Ans. 6-, ^
In Prob. 4
wrys
drawing two
balls.
what
is
7.
If
n coins are
tossed,
show that the probability that exactly

of dice are rolled,
heads occur
is
Cr /2".
8.
If a coin is tossed
and a pair
is
what
is
the probability that a head
occurs and a total of 5

9.
rolled?
Ans.
Show that
Postulates
IV and
V imply
p(0)
10.
p(A)
11.
Let the complement of A be denoted 1 - p(A). Let A and B be elements of a field G.
= by A so
If
that
A + A =
E.
Show
that
p(A)
9* 0, define
p A (B) by
PA(B)
is
called the conditional probability of the event
under the condition
Show
that
p B (A)p(B)
=
A and B
are point sets in a plane
:
Give a geometric interpretation of PA(B], assuming

9.4.
Theorem
of Bayes.
Let us consider the following simple example Assume that one throws a dart at a target whose area is taken to be 1.
We
assume further that the dart
is
sure to strike the target and that the dart is equally likely to strike any-
where on the
that if
target.
This means
A is any area of the target then
the probability that the dart strikes a point of A is simply the area of A, written p(A). Now let A and B be
FIG. 9.1
overlapping areas (see Fig. 9.1). Let us consider a second person

located in another
that a dart will be thrown at the target.

falls in
room who knows The probability that the dart

is
will
be given by p(A).
Let us now assume that after the dart
345
fallen
thrown our second person asks the following question Has the dart
:
in the area
B?
He
affect this person 's
How does this receives the truthful answer, "yes." opinion as to the probability that the dart has also
:
fallen in
fairly
it
A?
We
obvious that
can answer this question in the following manner It is if it is known that the dart lies in B then the only way
can also lie in A is for the dart to have struck the region A C\ J3, and the probability of this happening before it is known that the dart has fallen in B is simply the area of A B, written p(A C\ B). Since the dart is known to be somewhere in B, it appears that the ratio of the area
of
C\
to the area of
will yield the probability that the dart also

if
lies in
C\ B.
For example,
is in
C\
that the dart

write
C\
if it is
known
B is ^ the area of B, then the chance We that it is in B is simply ^.

-
P(B)
*
A
has happened
also say that
(9.4)
and
is
define
pn(A) as the probability that the event
if it
known
that the event
B has happened.
We may
ps(A)
is
the conditional probability of the event A under the condition B. It is to be noted that (9.4) is a definition and requires no proof. Experi-
Every time an observer learns that the dart

the dart
is in
mentally, however, one might attempt to verify (9.4) to some extent. is in JB, he records whether
for
A or is not in A. He is not concerned with those experiwhich the dart lies outside of B. The ratio of the number of successes to the total number of tries (the dart must be in B} yields a fraction lying between zero and 1. For a large number of experiments
ments
it is
reasonable to hope that this
number
is
close to the
number p B (A).
(9.4)
Since the roles of
and
can be interchanged, we have from

}
P(A)
(9.5)
Combining
(9.4)
and
(9.5) yields
one form of Bayes's theorem,
since
p(B C\ A) = p(A C\
that
occurs, whereas
occurs under
is called the a priori probability called the a posteriori probability that the hypothesis that occurs.
B).
p(A)
ps(A)
is
A group of 100 girls contains 30 blondes and 70 brunettes. Twenty9.6. the blondes are blue-eyed, and the rest are brown-eyed, whereas 55 of the brunettes are brown-eyed, and the rest are blue-eyed. A girl is picked at random.
Example
five of
The a
girl
at
If we pick a priori probability that she is a blonde and blue-eyed is -j^nr = -J. random and find out that she is blue-eyed, what is the probability that she is
346
blonde? Let x denote the quality of being blonde and y denote the quality of being We are interested in determining p y (x). Now p(y) = 3^^ == 0.4, since blue-eyed. 40 of the 100 girls are blue-eyed. Moreover, p(x C\ y) = -J-. Applying (9.4) yields
P(y)
Note that there are 25 blue-eyed blondes and 15 blue-eyed brunettes, so that the appearance of a blue-eyed girl means that the probability of the girl being a blonde is = In information theory one determines the ratio of the conditional probability to the a priori probability and defines the amount of "bits" of information as
.
the logarithm (base 2) of this ratio
In this example, /
(9.5) as follows:
.
Iog2
Iog2 -pf
1.
We
.
.
can extend the result of
Let
be a collection of
elementary probability events Ai, A*, n, mutually exclusive, so that 2,

. ,
An
with the
l,
1,
E = A + A,+
l
An = VJ A,
Now
let
be any subset of E.
Then
Let the reader deduce that

exclusive.
C\
%,
1,
2,
n, are
mutually
Thus
p(B)
= p(B
C\ .40
+
A.)
p(B C\ A.)
p(B C\
A n)
(9.8)
p(B
Applying
(9.5) yields
p(B)
p(A )pAl (B)

t
(9.9)
Substituting (9.9) into
(9. 6) "yields
Bayes's formula,
P(A,) = ~~
J
It is
p(A )p At (B)
t
important to realize that the event B need not be a subset of E For example, the events A x A 2 A n might be different urns containing various assortments of red and white balls. The event B could be the successive drawing of three red balls from any particular urn, each ball being returned to its urn before the next drawFormulas (9.7) to (9.10) would still hold. By B Al = Al B ing.
in the ordinary sense.
,
347
we mean the composite event
of choosing
AI and then drawing three
successive red balls as described above.
Example 9.7. Let us consider two urns. Urn I contains three red and five white and urn II contains two red and five white balls. An urn is chosen at random -1 (p(Ij) = p(I 2 ) = ^), and a ball chosen at random from this urn turns out to be red What is the a posteriori probability that the red ball came (pi(K) - |, pn(R) = y). from urn I? Applying (9.10) yields
balls,
?
1
_
.__a_j[
91
ff
Two balls are placed in an urn as follows: A coin is tossed twice, and placed in the urn if a head occurs, with a red ball placed in the urn if a Let Ao, AI, A 2 represent the events of the urn containing none, one, and tail occurs. two red balls, respectively. Balls are drawn from the urn three times in succession
Example
9.8.
is
a white ball
(always returned before the next drawing), and it is found that on all three occasions a red ball was drawn. What is the probability that both balls in the urn are red? Let B be the event of drawing three successive red balls. We are interested in com-
puting PB(AZ).
Applying
(9.10) yields
p(A
,
)p Ao (B)
p(Ai)p Al (B)
p(A<t}pAi(B)
p(A 2 = T, p A9 (B) = 0,p Al (B) = (^) 3 = ?,p At (B) = 1, Fromp(Ao) = ?,p(Ai) = we obtain pB(A 2 =3-. Let the reader show that, if B n represents the successive
)
Is this reasonable to expect? drawing of n red balls, then pB n (A>i) tends to 1 as n * We note that pAl (B) represents the probability of drawing three successive red balls from an urn containing one red and one white ball. We liken this problem to that of The event space for this finding the probability of tossing three successive heads.
.
case
is (H, H, //), (H, H, T), (H, T, H), (//, T, T), (T, H, H), (T, H, T), (T, T, H), The a priori probability of the event (T, T, T), involving eight equally likely events. note that, for a single toss of the com, p(H) Is it reasonable (H, H, H} is |-. -%.
We
to expect that section.
p(H, H, H)
p(H}p(H}p(PT)t
This question
is
answered
in the next
Problems
Three urns contain, respectively, 2 red arid 3 black balls, 1 red and 4 black balls, and 1 black ball. An urn is chosen at random and a ball drawn from it. If the ball is red, what is the probability that it came from the first or second urn? Ans. ^ %f Urn I contains two red and three black balls. Urn II contains three red and two black balls. A ball is chosen at random from urn I and placed in urn II. A ball is then chosen at random from urn II. If this ball is red, what is the probability that a red ball was transferred from urn I to urn II? Ans. y\
1.
3 red
9.5.
rewrite formula (9.5),
Independent Events. Events Not Mutually Exclusive. we have
If
we
p(A
Formula
the probability that
O B)
= p(A)pA (E)
both
(9.11)
(9.11) states that the probability that
and
A happens
times the probability that
will
happen is happen
348
if

happens.
necessity,
What can we surmise if p(A r\ B) = p(A)p(B)t Of PA(B) = p(B), so that the a priori probability of B happening,
p(B), does not depend on the event A. We say that A and pendent events. Two events are independent, by definition,
B
if
are inde-
set of probability
if
p(Ar\B) = p(A)p(B) A events, AI, A 2

,
. . . ,
(9.12)
Tl)
are said to be mutually

i
independent
p(A C\
t
A,)
= p(AJp(A,)
*j
(9.13)
for
i,
1, 2,
n.
If
die,
we consider, for example, we obtain the event space

(H,l)
(T, 1)
the tossing of a coin and the rolling of a

of 12 elements,
(H,2)
(T, 2)
(#,3)
(T, 3)
(ff,4)
(7',
(H, 5)
(T, 5)
(H, 6)
(T, 6)
4)
We
ability that a
can assign the a priori probability of head occurs and a six occurs
rolling of a die as completely
^ to each event.
is
taken to be
^.
The probIf we look
upon the
coin,
independent of the tossing of a

,
we note
that p(H)
=
,
p(6)
and p(77 Pi
6)
Assigning the a priori probability of the two events are independent.

Example
9.9.
is
equivalent to assuming that
A die is rolled n times. We compute the probability that a six occur The a priori probability of failing to throw a six on any given toss of the If we assume that each successive roll of the die is independent of the die is -^. Hence the previous throws, the probability of not obtaining a six in n throws is ()
at least once.
Tt
.
probability of rolling at least
1 six
m n tosses is
(-)"
For n
3,
<
-$,
while for
p > Example 9.10. The game of craps is played as follows: A pair of dice is rolled, and He loses if a two, three, or the player wins immediately if a seven or eleven occurs. twelve arises on the first throw. If a four, five, six, eight, nine, or ten is thrown, the player continues to roll the dice until he duplicates his first toss or until a seven occurs.
n
4,
.
The numbers two, three, eleven, twelve are disregarded after the first toss. If the We player duplicates his first toss before rolling a seven, he wins; otherwise he loses. compute the probability that the man rolling the dice will win. At gambling establishments an opponent of the roller of the dice (except the establishment) does not win The probability of winning on the first toss is if the player rolls a twelve.
p(7)
since there are 6
+p(ll) =
ways of rolling a seven, 2 ways of rolling an eleven, and 36 total two dice. The player can also win by rolling a four and then rolling a four before a seven. The probability of rolling a four is ^, and the probability of Thus the probability of rolling a four and then rolling a four before a seven is The same reasoning for the numrolling another four before a seven is -/g % = ^g.
possible throws of
. -
bers
five, six,
eight, nine, ten yields

-
49292

Example
9.11.
349
Let p be the probability of success of a certain p the probability of its failure. Assume that the experiment is performed n times, the probability of success remaining constant, while the result of each experiment is independent of all the others. Such a sequence is called a BerThe simplest example is illustrated by the repeated toss of a coin. noulli sequence. We determine now the probability of attaining exactly r successes in n trials. In the case of the coin problem a particular successful sequence would be the sequence H T T\L\ Tn -r if we were interested in obtaining exactly r heads. H\Hi There are obviously n C r different sequences containing exactly r heads and n r tails.
Bernoulli Trials.
experiment, q
'
n probability of obtaining any particular sequence is (-g-) heads in n tosses of a coin is given by show that r n-r = n
The
of obtaining exactly r
Thus the probability Cr /2 n Let the reader

.
p q
(9.14)
is
sequence.
the probability of obtaining exactly It can be shown that the
successes in n trials for the general Bernoulli

r
number
which makes
maximum
for a
given n and p is the greatest integer less than or equal to (n -\- l}p.
We now
A
.
consider events which
may not be mutually exclusive. Let E be an event space with subsets

AI,
2,
2,
.
.
An
The A
t,
l
f
n,
need not be mutually
exclusive (see Fig. 9.2).
Certainly
FIG. 9.2
since there
is
may
be overlapping regions of
iy
2,
Geometrically,
it
easy to verify that

VJ
Ai\J A 2
A* = AI
+A +A 2
3
- A
AiC\ A* - A 2 H A 3 n A + A C\ A 2 r\ A 3
3
I
(9.15)
In AI
Ai
nA
s
+A
we have counted AI C\ A 2 twice; so we substract 2 3 with a similar statement for AI Pi A 3 A% C\ A z In AI A2 we have counted AiC\ A^C\ A 3 three times, and then we have
2,
,
.
+A +A
A 2 C\ A$ three times in A 1 C\ A%, etc. subtracted AI A 3 to obtain (9.15). In general AI C\ Az
Thus we add
* <ssl
(9.16)
350
Example
1 to n,

9.12.
Balls
numbered
one ball to each urn.
What
ball corresponds to the number of having the ith ball in the ith urn regardless of the distribution of the rest of the balls. n. Then p(A t ) = 1/n for i 1, 2, , p(A t C\ Aj} represents the probability that both the ith and jth ball be in their proper urns. From (9.5),
. . .
n are placed at random in n urns numbered the probability that the number of at least one of the urn in which it is placed? Let A t be the event
1 to
is
p(A
n A,)
p(A,)pA,(A.)
Now pA.(At) l/(n 1), since, if it is known that the jth ball is in the proper 1 Thus that the ?th ball will bo in its proper urn urn, there is one chance in n We note also that there arc "C 2 different A* C\ A 1). l/n(n p(Ai C\ Aj)
}
.
Continuing,
it is
easy to see that
P -
n
i
W __
\2/ n(n -
+
1)
.
____ ^ W ____
n(n
l)(n
4-
2)
L_j__l
21+3!
n
*
__i 41^
_i-
4. ^
(__i)n+i L) (
_i
n!
Pn =
(e
l)/e.
We
random-walk problem.
conclude this section by considering the simple one-dimensional Assume that a person starts at the origin. A
coin is tossed, with the result that if a head occurs the person will move one unit to the right and if a tail occurs the person will move one unit to the The process is repeated n times. What is the probability that the left. final position is located at x = r? Let u be the number of moves to the right and v the number of moves to the left that can occur so that v = r, u v = n, so that the final position will be at x = r. Then u n u = (r + ri)/2, v There are C different u r)/2. (n ways in which one can move to the right, the rest of the moves being to the left. The r is thus n C r+n )/2/2 w This problem is probability of ending at x
similar to that of
Example
9.4.
Problems
1.
What
is
dice?
2. 3.
the probability that -a seven occurs at least once in n tosses of a pair of n Ans. 1 - (|)
Derive
(9.14).
Show that
P[AI r\ (A 2
uA
n
3 )i
P<A!
n AO
if
+
2,
P<AI
nA
8)
P(A,
nA
r\
A 3)
What does 4. Show
this
formula reduce to
Ai,
A and As
are mutually independent?
that the probability of having at least r successes in a sequence of n Ber-
noulli trials is
P =
pq
n~i
.
5.
Show that
>
( i )
(l
- p)~ -
1.
t-0

6.
351
A com
is
m
n
heads before n
1 tosses of
tossed in a Bernoulli sequence. What is the probability of obtaining tails appear? heads in the first Hint: If there are at least
m +
the coin, the
game
is
won.
^
1
m-\-n
/m+n-l\
(
r
)
-|
r<*m
7.
Generalize the random-walk problem to the case of two dimensions with p
for
each of the possible motions.
8.
A and B
What
is
taneously,
9.
what
have, respectively, n is the probability that
will
and n coins. If they toss their coins simulhave more heads than B? Ans. p = -%
the probability of getting exactly 2 sixes in three throws of a die?
10. Coin 1 has a probability of p of getting a head, and coin 2 has a probability of q of getting a tail. start with coin 1 and keep tossing it until a tail occurs, whereupon we switch to coin 2. Whenever a tail occurs on coin 2, we switch to coin 1, etc.
We
What is the probability that the nth toss will be performed on com 1? Hint: Let = P n p -f (1 P n )</, P\ = 1. Show that be the desired probability so that P n
\
Pn
PM-I
- Pn =
(p
q)(Pn
- P-i) =
- D(p - q) n+1 Ans P H - gJlJ

(P
1
+q -
In previous 9.6. Continuous Probability and Distribution Functions. discussions the probability event space consisted of a finite number of elementary events. A simple example illustrates the extension of this
idea.
We
is
one of the directions

there
consider an idealized spinner whose pointer can assume any ^ x < 2ir, x measured in radians. We say that
zero probability that the direction of the pointer be less than zero or greater than 2ir since we are concerned only with angles between zero
The direction of the pointer has been put into a correwith the real-number system. The set of all possible direcspondence tions is called a one-dimensional random, or stochastic, variable, usually In this example it makes very little sense to ask the denoted by
and 2w radians.
.
following question: What is the probability that a random spin yields ? the direction #o is just one possible event of an infinite number of different events which may occur. It does make sense to ask the follow-
ing question What is the probability that the random event be less than We define the a priori distribution function F(x) as or equal to x?
:
F(x)
for x
<
-
F(x)
F(x)
= P( g x} = = 1 for x ^
for
<
2*
(9.17)
JjTT
2?r
Figure 9.3 shows a graphic representation of F(x). For any x and y we note that (9.17) yields
P(xSy)
F(y)
F(x]
352
x + Ax) = F(x + Ax) - F(x) = AF. AF is the probability that lies between x and x + Ax. We also note that F(x) is a monotonic nondecreasing function of x with F( <) =0,
For y
+ Ax we have P(x ^
1.
F(+oo) =
FIG 9.3
For the more general case we consider a nonnegative function p(x) lie such that p(x) dx represents the probability that the random event We between x and x dx, except for infinitesimals of higher order.
further desire
p(x] dx
=
random
variable
.
(9.18)
p(x) is called the probability function of the distribution function is simply
The
F(x)
= P( ^
x)
J-OO
is
/"'
7>(x)
dx
(9.19)
Note that F(x)
is
nondecreasing since p(x)
nonnegative, with
F(-oo) =
dF(x)
F(oo)
p(x) dx
is
the probability that
lies
is
between x and x
p(x)
+
>
dx.
simple example of a probability function
= 7T
y 1
rj~
with
The nth moment

an
of a distribution
is
defined
by
("^
x n p(x) dx
n =
0, 1, 2,
...
exists.
(9.20)
provided the integrals

dF(x)
exist.
For p(x)
7T
^ A
j~~f~
a X ^ only
From
p(x) dx
we can
n ^n
/
/
write
n r k r!F(r} t v**'/
*'-'
n '^
">
1 *j
9 ^j
fQ91"!
^J/.î^l
Equation (9.21) is the Stieltjes integral of Chap. 7. The discrete case can be handled by use of this integral. Let x = 1 represent the occurrence of a head and x = 2 the occurrence of a tail when a coin is tossed

,
,
353
^0*0
Then F(x) = for x < 1, otherwise. with p(l) = p(2) = p(x) = = I f or 1 ^ # < 2, /^(x) = 1 for x ^ 2. We can consider that two From dF(x) point masses contribute to the probability function. for 1 < x < 2, dF = J at a; = 2, for x < 1, dF = 1 at x = 1, dF = dF = f or x > 2, we note that
for
<
=
1 1
dF = f
for x
for 1 for x
<
>
is
x
2
<
=
Geometrically (see Fig.
ing.
9.4),
we note
that F(x)
Discontinuities in F(x) occur at #
1,
2,
monotonic iiondecreasbecause point masses
F(x)
F(x)=Q
1
Fi(i
9 4
are situated there.

a.
To compute
i,
we note
that
=
1
,
Had we
chosen x\
x-i
we would have obtained
Note that
Example
#?/
|-
is
the
= (-l)i + 0)i =0 mean of x = 1 and x = 2.

01
9.13. TTi? Gaussian Distribution. Let us assume that a dart is thrown at plane under the following assumptions: I. If p(x, y) dy dx is the probability that the dart fall in the area bounded by x and x -h dx, y and y -f- rfy, then p(x, y) depends only on the distance of (x, y) from the = tan" (y/x). Thus origin and is independent of
the
p(x, y} dy dx
p(x, y)
q(r*)r dr dB
q(x
dx
q(x
2 -\i/
2
)
We
assume further that

p(x, y)
*
II.
p(x, y) is differeritiable. as x or y becomes infinite.
III.
1^
p(x,y)dydx =
1.
We
attempt to determine p(x,

p ( x>
y).
First
we note that
/_ oo
^ ^
^ /- - P X)
^ dx
'
dy
354
since PI(X
ELEMENTS OF PUKE AND APPLIED MATIIEM \TICS

x
+
<
dx,
<
oo,
<
<rj
oo)
p(x, y) dy
dx,
P (2
oo
<
^ ^
^ ^ =
y -f dy)
y
r
/
dx ^ p(x, y)
p(z, y)
dy
and
P(x ^
^ x
p(z,
dx, y
r,
+
oo
dy)
= P,P Z =
dy dx
?/) dt/,
S(//)
/oo
p(x, y) dx, so that
?Gr
Differentiating (9.22) yields
2
?/
(9.22)
and
yS(j/)
.
dy
f
,
,
o;/2(x)
2
dx
constailt
fl
(9.23)
From
(9.23), JB(a;)
= Ae
S(y)
= Be a ^ and
,
p(x, y)
g(x
2
?/
)
= (V<' i+ *
we choose
>
(9.24)
Condition II implies that a
is
negative
If
l/2<r
2
,
of necessity,
1/2*
from condition
III.
Thus
P(X, y)
^Trer^
o^-, f-d^DCjrt-l-yl)
9 25)
Equation
(9.25) is the
normal distribution of Gauss
For the one-dimensional case
0-
X/27T
where
represents a displacement from the origin
(a;
Thus <r 2 is the second moment of <p(x) relative to the center m. Example 9.14. Tchebyscheff's Theorem. Let be a random variable with a probaLet g() be a nonnegative function of 4, and let S be the set of bility function p(x). 5 will denote the rest of the real axis. The expected points such that g() ^ K > 0. or mean value of g() is denned as
E[g(&]
- [ J
"
g(x)p(x) dx
00
The
probability that </() be greater than or equal to
K when
is
chosen at random
==
/
is
simply the probability that
be found
in S, so that
P[g()
^ K]
p(x) dx.
Now
7*s
- [O g(x)p(x)dx+ Lg(x)p(x)dx JS JS
g(x)p(x)
dx^K
p(x) dx

since g(x)
355
and p(x) are nonnegative.

P\a(&
We
obtain Tchebyscheff's theorem,
6 K] 5
j-
(9.27)
What
If
difficulties arise
first
if
m is the
moment
g(x) or
for
irrational, </(x)
for x rational,
K =
^?
mean
of
and a 2
is
the variance of
defined
by
(x
>
m) 2 p(x) dx
let
the reader deduce the Bienayme-TehebyschefT inequality,
P(\t
~ w ^
A'V 2
.
ka)
^ ^
(9.28)
if
we choose #() =
Example
9.15.
7
2 (
7
?/i)
>
A'
Buffon, Needle Problem. A board is ruled by equidistant A needle of length a < d is parallel lines, two consecutive lines being d units apart. What is the probability that the needle will intersect thrown at random on the board one of the lines? Let x and y describe the position of the needle (see Fig. 9.5).
/?f
r.JfLj?.
FKI 9.5
If y ^ a sin x, our situation is favorable, while if d > i/ > a sin x, an unfavorable We assume that x and y are independent random variables Thus case occurs
Pi(x
^ =
dx)
=
7T
pz(y
rj
y -f dy)
in
=
'-f (/
and
a
p(x,
x),
y)
dy dx
is
(l/ird)
dy dx.
We
are interested
F(0 ^ x ^
?r,
?/
sm
which
defined
by
x
}
C TT
fa sm
Jo
Cv
ra
sm
Jo
"
p(x
>
y)dydx
=^d]o
d
Jo
2a
Example
probability that
P(XI) dx\.
x2
dx 2
is
be a random variable with a probability function p(x). The x\ and x\ -\- dx\ as the result of a single experiment is lies between x 2 and If we repeat the experiment, the probability that p(x z ) dxi. The joint probability that both results happen as the result of
9.16.
Let
lies
between
two experiments (assumed independent)
is
pCrOpOrz) dxi dx 2
(9.29)
Equation
(9.29) is a special case of the single
random variable (,
rj)
with probability
function p(x, y).
We
note that
r
/
-00 7-00 /oo
p(xi)p(x z ) dxi dx 2
356

ask the following question What is the probability that, as the result of two a constant? In Fig. 9.6 we note that this is just the xz ^ K,
:
We now
experiments, x\
=A- X
FIG. 9 6
probability that the point (x\ #2)

y
lie
above the
line x\
-\~
Xi
K, so that
P(XI -f x z
^ K) =
/ 7-
JK-xi
p(zi)p(:r 2 ) dx-i dxi
(9.30)
From
(9.30)
we have
Pfa+xt^K+dK)
so that
X!
f
y
oo
[" Â+d/v
oo
(9.31)
xi
x*
K +
(9.30)
dK) =
f
/
fK+dK-xi fK+
JK-JTi
/
i
[
/
dx^
(9 32)
oo
K+dK-xi
pCr 2 )
xi
by subtracting
(9.31)
from
Since
da: 2
~ p(K
x\)
dK,
note that the probability function for
xi -f Xz
= u
is
p(w)
/_
(9.33)
Problems
^(x) (9.26) [ Derive (9.28). 3. Find the four-dimensional joint probability function for the two-needle Buffon problem.
i
1.
Show
that
<
of
satisfies
1.
2.
4.
5.
Show that
Let
<r
&
(z
ra)
p(z) dx
a2
-m
2
,
a 2 denned by
(9.20).
= 0). 17 be random variables with Gaussian probability functions (m + 17 has a Gaussian distribution. 6. Find en, a 2 a 3 for ^>(x) of (9.26). See (9.20) for the definition of a t i = 1, 2, 3, 7. If is a random variable with a Gaussian distribution (m =0), find the proba2 Hint: Let u = 2 so that bility function for the random variable
and Show that u ~
,
,
.
.
./-co
P(u
P(\t\
-f

Then show that P(t ^ u ^
1
t
357
+ dt)
(l/<r
\/2irO
e~</
2<r2
eft,
so that
for
>
p(Q
for
g
Let u
8.
Let
be a random variable with probability function p(x).

.
= w() be
strictly increasing (or decreasing) function of
Show
that the probability function

is
for the
random
variable
is
q (u)
p(x(u))
du
where x(u}
the inverse function
Apply this result to Prob. 7. Consider a distribution of points in the plane with a density function given by each point moves in a direction 
tion in space and direction of motion

1
is
given by
(,-( 1/2(T2)
Show
that p(r,
v
6, <?, t}
satisfies
~+V

0)e0
9.7.
The
Characteristic Function.
Bernoulli's
Theorem.
The Cen-
tral-limit
Theorem.
function p(x).
Let J be a random variable with a probability Let us assume that the Fourier integral of p(x) exists.
c**p(x) dx
Then
(9.34)
t
is
called the characteristic function of p(x), with
real.
We
note that
<p(0)
00
p(x) dx
1.
For
real,
n a positive
2n x' p(x)
integer,
we have
y-oo
x zn e* xp(x) dx
f y -oo
dx
a 2n
If
we can
differentiate inside the integral, then
=
Hence, if we can find from (9.35).
Example
9.17.
<p(t),
x n p(x) dx
an
(9.35)
it will
be possible to find the nth
moment
Let p(x)
e~ x for x
0,
p(x)
-n
=0 otherwise.
-^
Then
=
/.'
"dt
d*<f>
=
t-o
(1
dt*
-2 -i
358
so that ai

1,
a2
2.
00
Since
__J_ =
we have
V
n=0
n!
^>
(n)
(0)
and a n =
r(n
n'.
This result
is
also obvious since
1)
=
yo
x n e'*dx
n'
Example
9.18.
Bernoulli's Theorem.
For a Bernoulli sequence of n events we have
P =
r
"p
a ~
P)
n-r
(9.36)
for the probability of obtaining exactly r successes [see (9.14)] The analogue of (9.34) for the discrete case is
2
Applying
(9 36) yields
(>inp >
-oo
c*dF(x)
(9.37)
=
Thus
a2
>(0)
[pc
-f (1
n(n
P)]
1,
2
n(n
l)p
= ipn, <^"(0) 2 = o er so that 2 -f np,

^>'(0)
w- 2
- I)/) - np Hence = wp(l - p) (see Prob

2
ai
4,
= m = p
Sec. 9.6).
Applying (9.28) with k
\-7j-y
np|
>
0,
yields
P(l
en)
^
is
^n
(9.38)
since p(l
p)
-J-
for
^ p ^
1.
Formula
(9.38)
equivalent to
(9 - 39)
In other words, the probability that Kormula (9.39) is a form of Bernoulli's theorem the frequence of occurrence, /n, differs from its mean value p by a quantity of absolute value at least equal to e tends to zero as n > however small e is chosen. This essentially means that the greater n is the more certain we are that /n differs
little
from
p,
where
is
the total
number
of successes in
trials.
Let us return to the characteristic function.

if <p(t) is
From
(9.34)
we note
that,
known, then
i
r
t
(9.40)
359
Hence p(x) is uniquely determined if the characteristic function is known. and 17 Equation (9.40) follows from the Fourier integral theorem. If are independent stochastic variables with probability functions pi(x), p*(y), respectively, it follows from the method of Example 9.16 that
p(u)
is
=
J
I
co
pi(x)pi(u
x)
dx
(9.41)
the probability function for the stochastic variable

is
y-
The
char-
acteristic function of p(u)
<p(t)
=
J
00
c ltu p(u)
du
1
x
J
00
e^p
<X>
(x)p 2 (u
x)
dx du
(9.42)
Now
<pi()
e**pi(x)dx
so that
?i(<WO =
=
00
f_
00
oo
f 7-00
^
c^ r+ ^p
(x)p^(y)
dy dx
oo
00
e ttu pi(x)p z (u
x)
du dx
(9.43)
by
letting
?/
?/.
comparison of (9.42) with (9.43) yields

(9.44)
provided the order of integration can be interchanged. Another interesting result is the following: If <pi(t),
<p n (f),
<pz(t),
.
,
a sequence of characteristic functions which converges to <p(t), obtained from a sequence of probability functions pi(x), p*(x), it may be possible that p n (x),
is
. .
. ,
...
r-*v(t) dt
ao
(9.45)
where
<p(t)
that (9.45)
and p(r) are limits hold, we must have
of their respective sequences.
In order
p(x)
lim p n (x)
7}
= Hm
n
oo
1
'
T
J
/
00
e~*
oo
7r
**R J/
f"
e-*v(0
oo
*
(9.45')
The reader is referred to Sec. 10.22 for a discussion of this type of problem. Let us consider now the following example, which will illustrate one
random
be a aspect of the central-limit theorem involving probabilities. Let the be to we shall consider momentarily specific, variable, and,
toss of a coin.
The random
variable
will
have the value x

If
if
head occurs and the value x
1 if
tail occurs.
we
toss the coin
360
five times,
1
or
1, i
we can record the numbers (xi, x^ #3, x^, x$) with Xi equal to = 1, 2, 3, 4, 5. The set (#1, #2, #3, #4, x$) represents a point
in a five-dimensional space.
five coins as often as
x\, xi), i
We
can repeat the experiment of tossing

set of 5-tuples, (x\, x\, x\,
x\, xf,
. .
. .
we
.
please
and obtain a
1, 2,
We may look upon the aggregate x\,

.
.
as a set of results yielding information about the random variable same statement can be made concerning the set x\, x\, x\, x\,
. ,
The
.
. ,
etc.
The set
of 5-tuples can also be looked
upon
as defining a
new random
For the more general case we let p(x) be the probability funcrandom variable and we consider the n-tuple of independent events (x\, x^ x n ). The probability that a point lie in the volume bounded by x\ and Xi + dxi, 0*2 and Xi + dxt, x n and x n + dx n is given by
variable.
tion for the
p(xi)p(x 2 )
'
'
'
p(x n ) dxi dx z
'
'
'
dx n
n
If
8n
is
the
random
variable
t,
an extension
is
of
Example
9.16 shows
ii
that the probability function for
>Sf w
given by
/>
l-l
x.)
n-1
=
f~^
'
f~^
p(jci)p(x$
'
'
'
p (u
^ x^ dxn-i 1-1
'
'
'
dx l
(9.46)
The
characteristic function
is
^(hi
C+**
by
letting
-**-> f
p(x,)
P(x n )dx 1
dx n
(9.47)
#1
#2
'
x n du
,
dx n and reversing the order

,
of integration.
Equation
(9.47)
becomes
(9.48)
with
p(x)
x/
<p(t)
=
2
<r
.
w p(x)e
2 o-
itx
dx.
Let us assume that the
first
moment
of
is
zero so that
==
is its
^ (0) = hood of t
If <p(f)
second moment. Thus ^(0) 1, ^'(0) ^7 has a continuous third derivative in a neighbor-
0,
then
with
\a(t)\
<
A^ 3
(see Sec. 10.23).

If
361
Tn
is
the
random
variable
characteristic function for
Tn
is
\l/
S n /<r \/X l e t = $ n (<A n (t)
the reader show that the

\/n).
Hence
with \a(t/a
Vn)\ <
At*/<r*n*.
From
In (1
+ +
z)
=
/
/3(z)
with
\p(z)\
<
Bz
for z small,
one has that
[2
1
\~|
)
o-
^^
"-7=
= -
\<7
V^/ J
o ^
(9.49)
From
(9 49) it follows
that
lim $ n (t)
e~* 2/2
The
e~ tz/z
probability function P(x) associated with the characteristic function

is
P
If
^=i T
~'^" X di =
77^z
1,
'^ /2
(9-50)
we accept (9.45'), we have shown that if 2, random variables with the same probability function
equal to zero and second
is
n,
are
p(x), with a
n
mean
moment
equal to
2
o,
then
T n = Y f/
t~i
a random variable whose probability function approaches the normal ~ / distribution (l/v ^") e a 2/2 as n becomes infinite. We say that the sequence of random variables obeys the central-limit law.
"
Problems
1.
2. 3.
Derive Derive
(9.49). (9.50).
Show
that the
characteristic
function
for
Cauchy's distribution function,
4.
Let p(x)
for
J-
^, p(x}
=0 otherwise.
sin
Show that
<p(t)
= -
g
is
6. If is a random variable with characteristic function p(t) t show that e~* ta <f>(t) = constant. the characteristic function for the random variable a, a 6.
Consider a sequence of 1,000 Bernoulli trials with p = ^. Show that the probaexperimental ratio r/n will differ from % by less than 0.01 is greater than or equal to fbility that the
.
362
9.8.
The x 2
Distribution.
tion of the
gamma
Application to Statistics. function (see Sec. 4.16) we have
From
the defini-
Jo
a*
/
I
Jo
/"
so that
&
r-r
Jo
e-^y*- dy
>
(9.51)
r(z)
The function
/(*/; a, 2)
=
-^j
~ al/
2/
~1
for
for
?/
>
^
(9.52)
=
/oo upon/(?/; a, 2) as a probability function.
T/
/(?/; a, 2)
r/;/y
1.
We
can look
Its characteristic function is
a*
(a
i/)T(z) Jo
(a
?/)*
(1
i//a)
Now
let
be a random variable with probability function

P(*)
= (~\
2 = ( l/V27ro:) e~ x/2 for x > 0, probability function for f is P(x) = If 1, 2, otherwise (see Prob. 7, Sec. 9.6). n are n indeP(x) pendent random variables with the same probability function p(x) given
The
above, the characteristic function for the
random
variable
(9.54)
is
the product of the characteristic functions for each random variable n [see (9.44)]. Now the characteristic function for P(x) 1,2,
. . .
2
t
,
is
-x/2
<S**
dx
Too
.-(J-i
363
The
characteristic function for x
is
(1
2^)~
/2
(9.55)
Comparing
(9.55) with (9.53),
we note
that z
probability function associated with the
random
so that the n/2, a = variable x 2 ^/(//; 1, w/2),

,
=
?2)
zr""<r""
for , for
/y
>
(9.,%)
=
The
distribution function for
/'(,'/)
is
^"
-""
(9-57)
The
distribution defined
by
K n (x)
is
called the x 2 distribution, principally
associated with K. Pearson.
The x 2 test of significance arises in the following manner: Let be a random variable with a known probability function p(x). Let us divide
the interval
<*>
<
x
<
oo
.
oo
into
parts, say,
oc
<
< x^
Xi
x^
m _i
<
We
have
with
T
>
P =
t
1.
Let
N be
the
number
of times
we sample
the result
=l
The expected of any sample being independent of the previous samples. number of samples which fall in the iih interval is given by NP,. If r is the actual number of samples falling in the ^th interval, then
l
(r,
certainly constitutes
some measure
and experimental
results.
of discrepancy between the theoretical K. Pearson found that
^yielded a practical
(9-58)
means
for
measuring the
(rt
l
reliability of the experi-
mental
results.
If
we
let y,
- NP )/\/WP
%,
then X
V*,
and
364
t-i
LI
m
V
/
I/,
VP* = -4variables
V VN t=i LI
?/ 4
mm
r*
VN V ^ =
LI
Vtf The
y%
VN =
lie
0.
Hence the
hyperplane
It
random
y%
t=i are not independent.
in the
\^Pi
0,
a subspace of the ra-dimensional Euclidean space.
t-i
can be shown that, as becomes infinite (N is the total number of or then the distribution of x 2 approaches m ~\(x) [see samples trials), The reader referred to Cramer, "Mathematical Methods of is (9.57)]. Thus Statistics," Chap. 30, for proof of this statement.
lim P( x 2
xS)
---
----*
(m ~ z
ê-v"dy
(9.59)
One can determine the value

X
2
of the integral of (9.59)
from a table
of the
distribution.
It is
important to note that
(9.59) is
independent of
the original probability function p(x).
Example 9.19. A coin was tossed 5,000 times and heads appeared 2,512 times. m = 2, Under the assumption that the coin is "true," we have p(H) = -, p(T) -%, N = 5,000, Pi - P 2 - |; n = 2,512, r 2 = 2,488. Hence
= (2,512 *2 "
0.115
2,500)
2^500
(2,488 "
2,500)
2,500
found that the probability that x 2 exceed 3.841 that there is no inconsistency in the assumption that the coin is true. The 5 per cent level is taken as a fairly significant level. In the tables one also finds that P(x 2 ^ 0.115) is about 0.73, which means that we have a probability of about 73 per cent of obtaining a deviation from the expected result at We are therefore not too worried about least as great as that actually observed. the fact that experimentally we obtained x 2 = 0.115.
it is
In a table of the x 2 distribution

0.05.
is
Since 0.115
<
3.841,
we
feel
Problems
1.
A
A
coin
is
tossed 5,000 times, with heads occurring 3,000 times.
Evaluate x 2 for
1,
this experiment. Would you be suspicious that the coin is "true"? 2. die is rolled 6,000 times with the following occurrences: the number of times
2, 3, 4, 5,
X2
=
3.
6 occurred, respectively, was 1,020; 1,032; 981; 977; 1,011; 979. 2.876. What is your opinion as to the "truthness" of the die?
variable
Show
*
that
If in
has the probability function p(x) = (l/\/27r)e~x and 466 values of x ^ 1,000 experiments one obtained 534 values of x < you consider that the experiment was biased?
A random
/2 .
0,
would
9.9. Monte Carlo Methods and the Theory of Games. The method of Monte Carlo is essentially a device for making use of probability theory
365
to approximate the solution of a mathematical or physical problem. A few examples will illustrate the method. Let p(x) be the probability function of a random variable, defined
,
on the range a
interval (a,
fe).
6,
with
Ja
p(x) dx
1,
p(x)
for
x outside the
The
expected, or mean, value of /(x) has been defined as
/=
A sequence
. .
f* f(x)p(x)
.
dx
of values xi, Xi, x n is chosen at random subject to the lie between x condition that the probability that the random variable dx be given by p(x) dx. For n large one hopes that and x
,
,
(x>)
(9.60)
rb
If
we wish
to find an approximate value of
F(x) dx,
we note
that
Ja
I" Ja
so that/(x) = F(x)/p(x). The choice p(x) = I/ (6
(9.61)
simple choice for p(x) is p(x) = 1/(Z> a). a) implies that one can construct an experiinterval
(a, 6)
ment such that

occurrence.
have equal likelihood of such an experiment can be devised. The toss of a single coin can be used to generate the number An infinite number zero if a head occurs, the number 1 if a tail occurs. of ordered tosses of a single coin, or an infinite number of ordered coins tossed simultaneously, would yield a sequence ao, ai, 2, an or 1 for all n ^ 0. with a n = This, in turn, yields the number
all
numbers on the
It is extremely doubtful that
with
able
1.
Mathematicians have constructed tables
numbers
to avoid the
cumbersome process
of obtaining a
of random random vari-
by experiment. N
Let the reader deduce a method for obtaining
by use
balls,
of a bowl, containing
an equal number
of red arid white
and a scoop with
N+
ordered holes.
The author chose 25 num-
366

25
bers from a table of
random numbers and obtained

x dx.
-%-%
%*
0.5030,
reasonably close to
We now
cerns three spinners (see Fig. 9.7).
The game to be played conconsider a less trivial example. If a pointer comes to rest in the area
III
If designated by p, ; we move from the &th spinner to the jth spinner. the pointer comes to rest in the area x i = 1, 2, 3, the game is over.
%,
The
p's
areas are to be unity so that x l

z's represent probabilities.
Y
;-i
l3 ,
1,
2, 3,
and the
and
We
we begin the game at spinner I, what is the probability, /n, game will end at spinner I? We can be successful as follows:
1.
ask the following question: If that the
Xi occurs
on the
first spin.
pn occurs?! times in succession, and then Xi occurs, n = 1,2, 3, .... 3. ^12 occurs followed by the probability, /2 i, that if we are at spinner II the game will end at spinner I.
2.
4.
5.
pa
occurs n times in succession, n

of (3)
1,
and then
(3) occurs.
Replace pn and/2 i Let the reader show that

/ll
and
(4)
by p i3 and/3 i.
(Xi
+ pnXi + P U XI +') + (P12/21 + P11P12/21 + PiiPi2/2i +') + (pia/ai + Pnpnfn + Pupnfai +

2
'
'
')
- Pn
show that
i
By
the reasoning used above one can readily
1, 2,
3
(9.63)
i=
1, 2,
367
From
(9.63)
one obtains
(Pll
1)/12
P21/12
P31/12
If
+ +
(p22
P12/22
l)/22
+ +
Pi 3/32
P23/32
l)/32
p,{2/22
(P,I3
= = ~^ =
we
solve for/i 2
we have
Pl3
so that
/i2/#2 is the inverse element of

Pll
3021
in the matrix
Pl3
??23
Pl2
P22
P21 P31
P32
P33
element
(see Sec. 1.3).

of
22

etc.
fzz/xz is the inverse
p ||A||, mate the elements

ties
for
Thus probability theory can be applied

of the inverse
to approxi-
matrix of a given matrix.
The quanti-
and the two-dimensional random-walk problem. Suppose that a particle located at (x, y) moves to one of the four positions (x + 1, ?/), (x 1, y), (x, = |. What is the probay 1), with equal probability, p 1), (x, y
1, 2, 3, are obtained by experiment. fl} i, j An analogy exists between the diffusion process of heat motion
,
bility P(x, y,
t)
from the origin

obvious that
y
that a particle will arrive at (x, y) after t steps if it starts For a particle to arrive at (x, y) in t steps, it is (0, 0) ?
it will
have had to arrive at one
1), (x,
1), (x
1, y),
(x
1)
1,
+
*
1,
y)
m t
of the four positions (x,

1
steps.
1)
1,
Thus
P(x,y;t)
= ^P(x,y - 1;<-
+
Let us subtract P(x,
P(x,y\t)
y\
P(x
t
+P(x,y + I;/- 1) + POr + y;
y;
1)J
(9.64)
1)
from both sides
of (9.64).
Then
%P(x,
y+l]t-\) -
1) P(x,y;t l,i/;J- 1)
2P(x,y;t
t
1)
ar
2P(x, y]
if
1)
l,i/;f
;
1)]
tg
x
1)]
(9.65)
In Sec. 10.13 one notes that,

f"(x)
f"(x)
2h)
is
continuous f or a
2f(x
/>,
then
linr
h)
+ f(x)
(9.66)
368
[see (10.22)].
2f(x
+
1)
1)
+ f(x)]
/(*
In the calculus of finite differences the expression [f(x Thus represents the second difference of /(#).
2)
Af(x
+ 2) - f(x +
1)
2)
(9.67)
Thus
(9.65)
may
be written
AJP)
(9.68)
which
may
be compared with the diffusion equation

(9.69)
A very fine subdivision
of space
and time must be used, however,
in order
to freely interchange (9.68) and (9.69).
One
traces the histories of a
large number of particles with initial lattice distributions to obtain the These histories yield an distributions after a given number of steps.
approximate solution to
(9.69).
with a brief discussion of the theory of games. simple example illustrates the basic factors encountered in the theory We consider a two-person zero-sum game as exemplified by of games.
We conclude this section
the square array given by (9.70).
(9.70)
X and Y choose a row and column, respectively, and the choice of each is
made without any
in the tth
The number express knowledge of the other's choice. and F, respectively) j'th column (the choices of If a tj < 0, then designates the number of units that Y must pay X.
row and
The total sum earned by and Y is zero, pays Y an amount \a%J and it is in this sense that we have a two-person zero-sum game. We assume that will attempt to earn as much as possible and that Y will
\.
attempt to hold his losses to a minimum.
game the
actions,
possible courses of action of
X and
and the objectives of X and F games seeks to analyze objectively the conflict of X and F and, moreover, attempts to determine an optimal course of action for each player.
that in this particular F, the consequences of these are fully known. The theory of
We see
369
The game given by (9.70) 6. the least he can gain is 4 units. Since 4 > 6, it
chooses row 1, very easily analyzed. If he chooses row 2, the least he can gain is will always gain at least is obvious that 4 units by choosing row 2, no matter what the choice of F. Since Y will always choose row 2, of necessity, Y will always choose knows that and Y will always column 2 to hold his losses to a minimum. Since choose row 2 and column 2, respectively, with probability 1, we say that and Y use pure strategies. Let us note the following Let f(x, y) denote the quantity in row x and column y. The smallest number in row x is designated by rnin f(x, y).
is
If
The
largest of these
numbers
is
written
U = max
x
min
y
f(x, y)
(9.71)
Thus
least
U =
U
min f(x Q
y
y)
^ min
y
f(x, y) for all x.
Let the reader deduce
will always earn at XQ by guarantees that Let us determine the maximum amount Y can possibly The largest number in lose if he plays wisely whatever the action of X. row y is designated by max f(x, y). The smallest of all such numbers
that the choice of x

units.
obtained by varying y
is
F =
Thus
min max
y
f(x, y)
(9.72)
V = max f(x,
X
yd)
^ max
X
f(x, y) for all y.
Let the reader deduce
that the choice of y y$ will enable F to hold his loss to an most V. For the square array given by (9.70) we have
amount
at
U = V =
and
it is
/(2, 2)
because of this that always chooses the second row and the chooses second column. Let us note that the element always = 4 is the minimum element of second row and the maximum the /(2, 2) element of the second column. It is for this reason that /(2, 2) is called
Let the reader deduce that the existence of a saddle element implies that U = V. In any case one always has U ^ V. The proof proceeds as follows: Let g(x) = min f(x, y), U = g(xd) = max g(x),
a saddle element.
y
h(y)
= max/Cc,
g(xd)
y),
V =
g(x)
h(yd)
= min
h(y).
Then
,
U =
= max
= max
[min/(x,
y
2/
g
The
reader
is
/(x
= min/(z y) ^ max/(x, y!) = h(y) = V

y)]
X
(9.73)
urged to verify every step of
(9.73).
370

consider a case for which
We now
U <
V, given
2
by
(9.74).
(9.74)
-1
Let the reader note the noncxistence of a saddle element with
U =
Thus
< V =
is sure to win 2 units per game if he always chooses x = 1, while can never lose more than 3 units if he always chooses y = 1. If Y were to notice, however, that 1, then it would be always chose x = for to Y choose 2. it for Can to y change his strategy pay expedient The so that he can realize more than 2 units per game on the average? answer is "yes"! Let us suppose that X and Y use mixed strategies in 2 chooses x = 1 with probability p and chooses x the following sense: = 1 Y chooses with and chooses with probability 1 y probability q p;
2 with probability
<?
The
2p
total expectation of
X is
B =
=
3p<?
q(6p
2p(l
5)
g)
+ (-1)0 -
p)g
4(1
p)(l
q)
(9.75)
For Op 5 = or p = f = we have J independent of q. Thus, no matter what the strategy of a unit per game by mixing his can be assured of earning of 7, X chooses row 2 if a six occurs on a die and otherwise chooses strategy. row 1. Let the reader show that Y can choose a mixed strategy such of a unit per game no matter what that he will never lose more than the strategy of X.
now reasons as follows: What mixed strategy should I use in order to guarantee a given expectation no matter what the mixed strategy or p > |, then E is a minimum for 5 > employed by F? If ftp = 0, so that E = 4 On the other hand, if p < f, is a 2p < q
.
minimum
f or
so that
E =
4p
<
Let us
a
now
consider the following
game
exemplified by (9.76), with
>
0, 6
>
0:
(9.76)

Let pi
of x
y
371
pz, 1
1, 2, 3,
(pi
respectively,
p 2 ) be the probabilities associated with the choices and let gi, g 2 1 (gi + #2) be the proba,
bilities
associated with the choices of y
1,
2,
3,
respectively.
The
expectation of
E =
g\ + + [1 - (Pi + P)][foi + = ?I[PI - P2 + (a + 5)(1 - pi - p + gj-pi + p + (a + 5)(1 - pi - p -
pi(gi
X is - g + p2(
2)
(72)
<? 2 )
5(1
(0!
g 2 ))]
2 )]
2 )]
5(1
pi
p2)
(9.77)
Let us examine
E
=
of (9.77).
X
3
pendent cannot
of gi
and
g
2
2.
For p\ = p 2 = | we have Thus a mixed strategy occurs for
E =
Q indesuch that
lose or gain.
gi
1.
g for
1
is
has a good strategy (pure) with q\ = g 2 = 0, Why is it obvious that the only good strategy
the mixed strategy discussed above? However, we can show that good strategies exist for Y other than q\ We can g 2 = 0, ga = 1. write
E =
- a pj(l + P2[-(1 +
obvious that
B)qi
-(!+
(1
+ %i +
E
will
+
a
)g
+
5)g 2
5]
6]
(a
+
if
d)( qi
g 2)
It is
be independent of p\ and p 2
the coefficients
of pi
q\
and pz are
g2
zero.
5),
The
solutions of these
two equations yield
d/2(a
no
loss for this choice of qi
exists for Y.
which in turn yields E so that Y can suffer and q%. Thus a good strategy which is mixed Let the reader show that, if gi = g 2 < d/2 (a + 6), then
E =
(1
pi
p 2 )[2(a
+
of
5)gi
6]
that an infinite
number
good mixed strategies

Problems
for all choices of pi exist for Y.
and p 2 so
,
2.
If
Generalize the results of (9.63) for the case of n spinners. Let f(x) be a continuous rnonotomc increasing function defined for ^ x ^ 1. a random variable be chosen from (0, 1), show that the probability that/() ^ y Q
1.
,
/(O)
Use this method to find given by p = f~ (yo), so that/(p) = j/ an approximate value of \/2 by use of a table of random numbers. 3. Let us consider the plane of a two-dimensional random-walk problem with
3/0
/(I)
is
boundary points at
value U(xi, y % ).
at (x y}
t
r. To each point (#, f/ t ) we associate a (xi, ?A), i 1, 2, Let V(x, y) be the expected value of a particle whose motion starts and eventually ends at one of the boundary points. Show that
.
with
the probability that the walk terminates at (x vy
i/ t )
if it
begins at
(x, y).
Also
show that
1,
y)
F(x
1,
y)
F(x, y
1)
V(x, y
1)]
and compare
this result
with
-^ +
^2 F
d*V - -
0.
372
4.

Show that the game of "paper, rock, and scissor" What strategies should be used by X and F?
is
exemplified
by the matrix
below.
REFERENCES
Cramer, H.:
"
Mathematical Methods
,
of Statistics,"
Princeton University Press,
Princeton, N J 1946. Doob, J. L.: "Stochastic Processes," John Wiley

Feller,
&
Sons, Inc
W.: "Introduction
to Probability Theory,"
John Wiley
New York, 1953. & Sons, Inc
New
York, 1950. Mood, A. M.: "Introduction to the Theory of Statistics," McGraw-Hill Book Company, Inc., New York, 1950. Morgenstern, O., and J. von Neumann: "Theory of Games and Economic Behavior," Princeton University Press, Princeton, N.J., 1947.
Munroe, M. E.: "Theory of Probability," McGraw-Hill Book Company,

York, 1951.
Inc.,
New
Uspensky,
J. V.:
"Introduction to Mathematical Probability," McGraw-Hill Book
Company,
Inc.,
New
York, 1937.
CHAPTER 10
REAL-VARIABLE THEORY
We desire to preface the study of the real-number introducing a brief view of our philosophy of mathematics and science. Historians are generally in agreement that in many ways Greek mathematics was the precursor to modern mathematics. One begins the study of geometry with a set of postulates or axioms along
10.1. Introduction.
first
system by
with some definitions of the fundamental entities in which one is interFrom this beginning one deduces through the use of Aristotelian To the novice logic the many theorems concerning triangles, circles, etc. the axioms appear to be self-evident truths. We do not hold to this view a postulate is nothing more than a man-invented rule of the game, the game in this case being mathematics. Actually the mathematician is not interested in the truth, per se, of his postulates. The postulates of a mathematical system can be chosen arbitrarily subject to the condition that they be consistent with each other. The proof of the self-consistency of the postulates is no easy task, if, indeed, such proofs exist. A discussion of such matters lies beyond the scope of this text. Finally, we should like to add that any theorems deducible from the We admit postulates are a consequence of the postulates themselves. this is a trivial and obvious remark. Too often, however, the scientist He is prone to believe that the laws of nature are disforgets this fact. covered. It is our personal belief that this is not the case. We lean toward the more esoteric point of view that the so-called laws of nature are invented by man. Newton described the motion of the planet relative to the sun in a fairly accurate manner by use of f = ma Mercury and f = (GmM/r*)r. Because of this one feels that these two equations are laws of nature discovered by Newton. On the other hand, by postulating that a gravitational point mass yields a four-dimensional Riemannian space and that a particle moves along a geodesic of this space, Einstein also obtained the motion of Mercury relative to the sun. It is well known that Einstein's predicted motion of Mercury is more accurate than Newton's predicted motion. Are we to assume that from the time of Newton to Einstein we had a "true" law of nature and that now we discard this law and accept Einstein's theory as the truth? It is
ested.
:
373
374
just a matter of time before a physicist will invent a new set of postulates which will explain more fully the physical results obtained by experiment.
Moreover
of nature.
10.2.
it is
not our belief that we continually approach the true laws
The
first
tem by
view.
The
Positive Integers. begin a study of the real-number sysdiscussing the positive integers from a postulational point of positive integers will be undefined in the sense that they can
We
be anything the reader desires subject to the condition that they satisfy We shall attempt to be rigorous, but the postulates set forth below.
First we do not feel qualinot be as rigorous as might be possible. attempt this task, and second it would require a treatise in itself to elaborate on the logical and philosophical aspects and implications of
shall
fied to
the material upon which
we
shall discourse
The
positive integers have been characterized
by Peano through the

1.
following postulates: TV- There exists a positive integer, called one, and written P b Every positive integer x has a unique successor x
f
:
There
is
no positive integer x such that

?/,
x'
1.
Pd'. If x'
then x
y.
Let 8 be any collection of positive integers.
If
contains the
integer 1, and if, moreover, any integer x of S is the complete collection of integers, /.
8 implies that
at least one
x' is in S,
then
The
postulate
Pa
guarantees that there
is
member
of our
set of positive integers so that
we may
(
all
we can talk about. The equal sign = ) of Pd means that x and y are identical elements in the sense that we may The replace x by y or y by x in any operation concerning these integers. some from the other P in P differs e is a respects postulates. postulate rule for determining when we have the complete set of integers at hand, and is used chiefly m deducing new laws which the integers obey. As postulated above, the integers could be any sequence (0,1, a*,
e
.
agree that there is something involved in the relation x = y
an
which the reader has encountered in calculus courses.
It is in
It is obvious that more will have to be said before we can identify the collection of integers defined above with the ordinary integers of our everyday working world. We shall accept as intuitive the notion and idea of a set, or collection, of The Peano postulates will make themselves clearer to the stuobjects.
this sense that the integers are undefined.
dent as he proceeds to read the
text.
The operation of addition (+) by the postulates
relative to the positive integers is defined
Aa Ab
= +V =
a'
a
(a
+1 + &)'
The
postulate Ab implies that a
is
an integer (closure property).
375
We
are
now
in a position to
deduce some new results concerning the

(a
.
.
positive integers.
THEOREM
10.1.
Addition
is associative
z,
+
.
6)
We let S be the
integers a
collection of integers x,y, Thus x is in S if (a 10.1 for all a and b.
+ c a + (b + c). which satisfy Theorem

=
a
6)
(b
x) for all
and
b.
We
first
show that
1
is
an element of
S.
Now
(a
6)
= = =
(a
+ bY +V + (b +
a*
1)
from from from
Aa
A Aa
b
so that
that (a
belongs to R. x = a b}
Now
(b
let
be any element of S.
This means
+
x
7
x) for all a
and
1
6.
Now
4
fc
(a
6)
= = = =
+ 6) + x] [a + (b + #)]' a + (b + x)' a + (b + x')

[(a
is
from
since x
is
in
/S
from from
Aa
^1 6
so that x' belongs to

set of integers,
S whenever x
Q.E.D.
is
in S.
From P
is
the complete
(see Prob. 1).
s= /.
THEOREM THEOREM
10.2. 10.3.
Addition
commutative a
If
Law
of Cancellation.
a.
+b = b+a a + b = a +
c,
then
/>
c.
We
proceed by induction on
First,
if
+
1
then
6'
= = =
c
c'
from Theorem 10.2 from A a from P d

x be any element of S.
c.
Hence 1 belongs to S. whenever x + b = x
Now let
This means that

f
then b
Now
assume x
#'
c.
Then
+ (b + 3)' b + x x + 6
6
a:'
= = = =
+ #' + x)' c + x x + c
c
(c
from Theorem 10.2 from ,4 b from P d from Theorem 10.2

since x
is
== c
in
/S
Thus x' belongs to S whenever x belongs
to S.
From P e S
,
s= /.
Q.E.D.
THEOREM
10.4.
If b
a be
a,
then b
=
c
c (See
Prob.
2).
In what follows
we
shall use the
symbol
(=>)
to
mean
c.
"implies."
Thus Theorem
10.4
may
b
written &
a=>6 =
Thus
Implica-
tion in both directions will be represented
by
(<=).
c
+ a = c + a <=>& =
376
that
The reader should realize that b = c=*b + a = c + a does not mean we have introduced the axiom about adding equals to equals. All we have done to the expression b + a is to replace b by c (permissible
Equality
(
from the definition
relations.
We
of equality of two integers). belongs to the class of relations, R, called equivalence note that
a a
a
a
c
=
b,b
b <=$ b
=
is
.
= a = c=*a
In general a relation a set of elements (a, b, c,

R\\
R
.
called
)
an equivalence
relation relative to
if
aRa
reflexive
R%
R-A
aRb^bRa
aRb, bRc
=^>
symmetric
aRc
transitive
R enables one to distinguish between various For example, we say that aRb holds if and only if a and b yield the same remainder when divided by 2. Thus any integer belongs either to the class of even integers or to the class of odd integers. The reader should check that the elements of the class of even integers
An
equivalence relation
classes of elements.
satisfy
R^ R^
R-*.
We
write
aRb
a
a
<=>
mod
2.
Now we
introduce multiplication by the two postulates given below:
M
Mb
-
a
f
Mb'
assumes that a b is an integer for all a and b. We shall omit the dot whenever it is convenient to do so. Thus Mb can be written ab = ab + a.
f
THEOREM
tion,
10.5.
c)
Multiplication
is left-distributive
with respect
to
addic.
a(b
ab
ac.
Let S be the collection of
prove this theorem by induction on ) such that integers (x, y, z,

.
We
aft
for x in
x)
ab
+
a
ax
S and
for
all
a and
b.
First
a(b
+
1
1)
is
ab'
afr
+
let
a?>
+
Ab Mb
is
a-l
from
b.
Thus
in S.
Now
f
x be in S.
We
have
a(b
x')
= = =
=
+ x) a(b + x) + a (ab + ax) + a ab + (ax + a)

a(b
from from
since x
in
S
10.1
ab 4- ax'
in S.
from Theorem from Mb

I.
so that x'
is
in
if
is
Thus S =
377
THEOREM THEOREM
4).
10.6.
10.7.
a (see Prob.
3).
Multiplication Multiplication
Multiplication
(b
is associative, (ab)c
a(bc) (see Prob.
THEOREM THEOREM
10.8. 10.9.
is is
commutative, ab
ba (see Prob. 5).
right-commutative,
+
b
c)a
ba
ca
(see Prob. 6).
DEFINITION
that b
is less
10.1.
a,
If
+
>
c,
we say
that a
is
than
written a
b or b
<
a,
respectively.
greater than b or We can state
four important ordering theorems regarding inequalities:
Oa
O Od
c
'.
Oi\
:
6ora>6ora<6 a>b,b>c=*a>c a>b=>a + c>b + c

a, b
given
=>a =
>
=* ac
>
be
(see Probs. 7
We leave these theorems as exercises for the reader A set obeying O a is said to be totally ordered.
To
we now postulate that the
postulates,
,
and
12).
place the integers in the realm of our everyday working experiences, integer 1 which occurred in the first of Peaiio's
be the adjective which reasonable, sane, prudent human beings attach to single entities when they speak intelligently of one book, one day, one world, etc. Of course the number 1 as given in Peano's postulates is a noun, not an adjective. B. Russell associates "one" with the class of all single entities. Trouble occurs, however, when one tries to define a class of elements.
,
will
successor of one, namely, 1' 1 1, will be called the integer written and addition will 2, two, again mean what we wish it to mean, namely, that one book plus one book implies two books. We now feel
free to speak of the class of positive integers 7(1, 2, 3,
.
The
n,
).
Problems
.
1.
2.
3.
4.
6.
6.
7.
8. 9.
Prove Prove Prove Prove Prove Prove Prove Prove Prove
Theorem Theorem Theorem Theorem Theorem Theorem
10.2.
Hint: First prove that a
-f-
-f
a for
all a.
10.4.
10.6.
10.7.
10.8.
10.9.
Ot>,
ordering theorems that 1 a = a.
Oc O d
,
that b'a
ba
-f-
a.
Show that 1 ^ all integers a. x ^ 1. Then show that S = /.

10. 11. If a'
12.
Hint: Let S be the class of
all
integers x such that
> b, show that a > b or a = 6. Using the results of Probs. 10, 11, prove
Oa
378
13.

Prove that every nonempty set of integers contains a smallest
integer.
First
define
what
is
meant by a smallest
integer of a collection of integers.
Also use the
results of Probs. 10, 11.
10.3.
The Rational
Integers.
An
extension of the positive integers
which includes the zero element and the negative integers is obtained in the following manner: Given any pair of positive integers, we postulate the existence of a difference function d which operates on the positive
integers a, b subject to the condition that
d(a, b)
if
d(.r,
//)
(10.1)
)
and only if a + y b + x. Equality as defined by (10.1 certainly is an equivalence relation. We note that the above definition depends only on addition of positive integers (Sec. 10.2). Let us see what properties are possessed by d. Obviously
d(a, a)
d(fe, b)
Moreover d(a
like b
c,
c)
d(a, b).
If
we
a of ordinary arithmetic, of necessity that addition be defined by

d(a, b)
desire that d(a, b) behave we are forced to postulate
dfcr, y)
d(<i
+
b
x, b
+
=
y)
(10.2)
We now
note that
d(a, 6)
d(c, c)
rf(a
c,
c)
d(a, b)
(10.3)
from (10.2) arid (10.1). Hence d(c, c) has the property element for the operation of addition ( + ).
of being a zero
We
What
define multiplication
d(a, b)d(x, y}
by the following
rule:
d(ay
+
1)?
bx, by
ax)
d(x, y)d(a, b)
(10.4)
of the
number
d(a, a
We
see that
d(x, y)d(a, a
1)-= d(xa
d(x, y)
d(a, a
+ x + ya, ax + + l)d(x, y)
ya
y)
(L
so that d(a, a
It
1)
has the unit property as regards multiplication.
now can easily be shown that the collection of elements d(l, x + 1) when x ranges over the set of positive integers will satisfy all the Peano The set of numbers d(a, b) contains the postulates outlined in Sec. 10.2.
positive integers as a subclass and in its totality represents the class of rational integers (positive integers, negative integers, and the zero let the reader show that the zero element d(a, a) has the element).
We
properties
d(a, a)d(x, y) d(x, y)
d(y, x)
= =
d(a, a) d(a, a)
nn uu
.
'
b;
379
x) is the negative of d(x, ?/), and conversely. may, = 0, d(l, a = a, d(a = a, 1) 1, 1) please, write d(a, a) = 6 a. The ordering postulates can easily be extended to d(a, 6) cover the new collection d(a, 6). say that
if
We say that d(y,

we
We
We
> >
d(o, 6)
if
d(x, y)
and only
if

d(a, b) d(a, b)
d(a, 6)
> > >
d(x, y)
d(x, y}
d(x,
i/)
=> d(a, 6) + d(u, v) > d(x, y) + d(u, v) => d(a, 6)d(z, w + z) > d(x, y)d(z, u + z) => rf(x, y)d(u + z, z) > d(a, b)d(u + z, z)
(10.7)
is the ordinary meaning of (10.7)? Let us note some properties of the rational integers as outlined above. Associated First we have a set of elements called the rational integers. with this set of elements are two operations called addition and multipliThe elements satisfy the following properties relative to the cation. operations defined above: 1. Closure properties: a + b, ab arc elements of our set when a, b are elements of the set. 2. Associative laws: a + (b + c) = (a + 6) + c, a(bc) = (ab)c. = a = + a, a-1 = = 1 a. 3. Unit elements: a +
What
4.
5.
An
is,
= ac = ab be. Distributive laws: a(b c) ac, (a b)c inverse element exists for each element relative to addition,
= ( a) a a = for all a. ( a) say that the rational integers form a ring with unit element also note that, if ab = 0, then a = or b = 0. Why?
that
We
1.
We
We
or b
does not imply a = give an example of a ring such that ab = 0. Such rings are said to have zero divisors. Let us consider the
six following classes: Into class one we place all integers which yield a remainder 1 upon division by 6. Class two contains all integers which Class y has the obvious property yield a remainder 2 upon division by 6. that it consists of those integers which yield a remainder j upon division
6. We represent these various classes by the symbols 1, 2, 3, 4, 5, 0. Addition and multiplication are defined in the ordinary way. Thus 2 5 = 10 = 4 mod 6, since 10 yields a remainder of 4 when divided by 6. 3 + 4 = 7 = 1 mod 6, etc. It is obvious that mod 6, but
by
2-3=0
neither
integers
10.4.
2=0 mod
modulo
6.
6 nor
3=0
mod
6.
We have constructed the ring of
can extend the ring of rational integers by postulating the existence of a rational function /?(a, b) where 0. a, 6 are any two rational integers, a postulate that R is to
The Rational Numbers.
We
We
have the following properties:
380

R(a,
R(a, R(a,
b) b)
R(x, y)
R(x, y)
*=>
bx
+
> >
ay R(ax, bx
ay)
(10.8)
R(a, b)R(x, y)
b) b)
R(ax, by)
R(x, y)
R(x, y)
<^bx
*=*
R(a,
bx
> <
ay
if
ay
if
ax ax
> <
For
all
We
leave
it
to the reader to
show that the

?>,
set of elements 72(1, b)

b.
has all the properties of the set of rational integers

considerations
practical
a further property not possessed R(a, b) = b/a. For of rational the integers. every R(a, b), b ^ 0, a ^ 0, there ring by exists a rational R(b, a) such that
7?(a,
we may wiite 7?(1, b) == The set of rationals has
and we
shall obviously write
b)R(b, a)
R(ab, bo)
/?(!, 1)
Thus every nonzero element has an inverse with
We
respect to multiplication. form field. the rationals a that say The reader should have no trouble showing that the integers modulo 7
field.
form a
The
inverse of 2
is
4 since
2-4 =
field.
mod
7.
The
rationals
form a totally ordered
We
feel,
however, that
the rationals are not complete in the sense that we should like to deal with numbers like \/2, e, w, etc. For the irrationality of \/2> see Sec. 10.5. We shall have to extend the field of rationals. This will be
done in Sec.
10.6.
10.6.
h,
Some Theorems Concerning the Integers THEOREM 10.10. Let /, g be positive integers. There exist integers r such that / = gh + r, ^ r < g. Our proof is by induction on /.
1.
Let/ =
Then
1
1
= 1.1+0 = 0-0 + 1
if if
g
g
so that h
1,
>
for
r
(r
Now
and
assume Theorem 10.10 holds

/
/.
Then
+ 1) Since r < g, we have r + 1 < g or r + 1 = g. If r + I < g, the theorem holds. If r + 1 = g, then/ + 1 = g(h + I) + and Theorem 10.10
/+
= gh + = gh+
<
holds. From P e the theorem an exercise to show that the ft,

,
is
true for
all
r of
Theorem
leave integers /. 10.10 are unique.
We
it
as
THEOREM 10.11. We now derive common divisor of two integers a, b.

(>0)
of the
a theorem regarding the greatest Consider the collection of integers
form ax
by
>
ax
0.
gers has a least integer, there exist integers xo,
Since every collection of positive inte2/0 such that
fa/o
>
is
381
the least integer of our collection.

divisor.
common
a
First
ds
+ r,Q<r<d
We now show that d is the greatest assume that d does not divide a. Then from Theorem 10.10. Thus
s
ax
by
ds
and (1 Xos)a + ( y s)b = r, a contradiction since r < d, unless r = 0, which case d divides a, d/a. Similarly d/b. Now any other divisor, Therefore d\, of a and b must divide ax Q + by Q (why?), and hence di/d. d is the greatest common divisor of a and 6, written d = (a, b). As an immediate corollary, if a and b are relatively prime, d = 1 and there
in
exist integers x, y
such that ax
If (a, 6)
I
+
1
by
= =
1.
THEOREM
Proof,
6c
10.12.
and
b)
ax
by
since
(a,
a/be, then a/c. 1, so that axe
fa/c
c.
But
ad since a/be.
10.13.
Hence a(xe
yd)
c,
which
in
turn implies that
a/c.
THEOREM
Proof.
The Fundamental Theorem
of Arithmetic.
An integer
N can be written
uniquely as a product of primes.
Assume
N
It is
p^
pr
=
t
?i02
,
q8
factor can
obvious that we can consider the p q} as primes since a nonprime be broken into further factors. Continuing this process into primes. Furthermore this can eventually reduces all factors of
}>e
done only a
finite
number
1,
of times since all

' ' '
primes are greater than
or equal to 2.
From above p\/q\qi
q&.
'
'
If (pi, #1)
Why?
Since
</ t
If (pi, qi)
then pi/q 2 q*
qs
continue this process until eventually p\/q^

is
^ l,thenpi from Theorem 10.12. for an i = 1, 2,

. . t .
=
.
q^
We
,
s.
assumed prime, we must have p^ = q We now cancel these In this equal factors and continue our reasoning in the same manner. way we obviously exhaust all the p and #,. Thus, except for the order,
%
the
number
N is factored
'
uniquely as a product of primes.
The \/2 is irrational. 10.14. Assume \/2 rational so that \/2 = p/q. From Theorem have p = pip z pr q = q\q% <?, with the p g, unique. Thus upon squaring we have
Proof. 10.13 we
'
THEOREM
'
'
'
'
'
'
2qiqiq 2 q2
qs q*
Pipip^p*
'
'
'
prpr
Since the prime factor 2 must occur an odd number of times on the left and can occur only an even number of times on the right, a contradiction
occurs.
Q.E.D.
Problems
1.
Show that
a,
elements
the collection of elements d(a b) satisfies the Peano postulates as the 6 range over the Peano integers.
t
382
2.

Trove Prove
(10.5).
3. 4.
(10.6).
Show
6.
that the set of elements R(l, b) has

that the integers modulo 7 form a
all
the properties of the set of rational
integers
6.
6. 7.
Show Show Show
field.
8.
that \/p is irrational for p prime. that \/2 4- \/3 is irrational. Consider the set of polynomials with rational coefficients.
Deduce theorems
for
these polynomials analogous to the theorems of Sec. 10.5.
10.6.
An
Extension of the Rationals.
The Real-number System.
The
1.
rationales
2.
They They
obey the two following rules: form a field.

are totally ordered.
the other hand, the rationale are not complete. Pythagoras realized that there existed so-called numbers, \/2> e ^c., which are not rational numbers. If we wish to include the \/2 into our number system, we
On
R. Dedekind gave a fairly satisfacfield of rationals. discuss an extension of the rationals We of irrationals. treatment tory which differs little from Dedekind's approach and which is due to
must enlarge the
Russell.
DEFINITION
.
10.2.
RusseM number
is
is
set,
ft,
of rationals
having
the following properties. 1 R contains only rationals and

2.
nonempty.
R
If
does not contain
all
the rationals.
a is a rational in R and if ft is a rational less than a, then ft is in /?. examples of Russell numbers are given as follows: 1. The set of all rationals ^1 is a Russell number. It will turn out to be the unit of our constructed field of real numbers.
3.
Two
2.
The negative
rationals
and
all
positive rationals
less
than 2 form a Russell set or number.
We
shall designate it
whose squares are by the
symbol \/2. DEFINITION 10.3. Two Russell numbers are said to be equal or equivalent if and only if every rational of Ri is contained in 7 2 and conversely,
,
with one possible exception.
The
two,
is
set of all rationals less than 2, which defines the Russell number, equivalent to the Russell number consisting of all rationals less
than or equal to 2. The only member of the second Russell number not found in the first Russell number is the rational two.
DEFINITION
the Russell
The Russell number Ri is said to be greater than 10.4. number R^ if, and only if, at least two rationals of Ri are not
2. 2y
members
of R We note that, given Ri and R
only one of Ri
= R^ Ri > R 2 R < R 2
,
can occur.
We must now define addition of two R numbers in such a way that the
383
Let R\ and ft 2 be two R numbers. Conresult will yield an R number. struct the set of rationals obtained by adding in all possible ways the leave it to the reader to show that rationals of Ri with those of ft 2
.
We
an R number. What property will the Is this Russell number needed set of all rationals less than zero have? Does every R number have a negative? The student should for a field? readily answer these questions.
this
new
set of rationals defines
We shall define It is a bit more difficult to define multiplication. multiplication for two Russell numbers. ft i, R% which are greater than We first delete the negatives of fti and R 2 the zero Russell number. Then we multiply the positive rationals of R with the positive rationals
.
of
Ri
in all possible ways.
To
this acquired set
we
adjoin the negative
show that the newly acquired An equivalent definition would be the following: set is a Russell number. Let C(Ri), the complement of fti, be the set of rationals not in fti. Show
rationals.
We
leave
it
to the reader to
that
C(Ri) C(R%) we mean the complete set of rationals obtained by the product of rationals of C(R\) with rationals of C(Rz) in all possible ways. We leave it to the reader to extend the definition for the other cases of R} and 7? 2 It is now an easy problem to show that the complete set of Russell numbers form a totally ordered field which contains the rationals as a subfield. Everything hinges essentially on the fact that we reduce our computations to the field of rationals. Let the reader show that the set of Russell numbers forms a totally ordered field. The field of Russell numbers has an additional property not possessed
is
a Russell number.
By
by the
(least
rationals.
To
exhibit this property,
we
first
define the
supremum
of
upper bound) of a set of numbers (Russell). DEFINITION 10.5. The number s is said to be the supremum numbers S: (x, y, z, .) if and only if: 1. s ^ x for all x in S. 2. If t < s, there exists an element y of S such that y > t.
. .
a set of
We
leave
it
to the reader to
show that
\/2
is
1 is
less
than
1.
Also,
the
supremum of the set of all rationals supremum of the set of all rationals whose
the
squares are less than 2. Let the reader show that a set of numbers cannot have two distinct suprema. Let the reader also define the infemum
(greatest lower
bound)
10.6.
of a set.
set, S, of
DEFINITION
Russell
numbers
x for
all
is
bounded above
if
a Russell number, N, exists such that
N>
x in S.
THEOREM
10.15.
A supremum s exists for every
set of
numbers which
has an upper bound.
384

is
Our proof
above by N.
as follows: Let
We
construct a
sist of all rationals
S be a set of Russell numbers bounded new Russell number as follows Let s conwhich belong to any Russell number of S. We first
:
show that
1.
s is
a Russell number.
obviously contains only rationals and is not the empty set. 2. Since contains rationals not in any of the Russell numbers of S, there are rationals not in s.
s
3.
Let a be a rational of
and
ft
a rational <a.
Since a belongs to a
ft
Russell number, say, Si of S, then to s from the definition of s.
ft
also is in Si (why?), so that
belongs
Thus
1.
s is
a Russell
is
strate that s
s
the
number (see Definition supremum of the set S.
10.5).
We
next demon-
Si, of
^ all numbers of S, for otherwise there is at least one element, S such that Si > s. This implies that Si contains a rational not
in
which is impossible from the construction of s. Let r be a Russell number less than s, and let ft, y be elements of This is possible since s > r. Now ft, 7 belong to at least 8 not in r. one set, Si, of S from the construction of 8. It is easy to see that Si > r.
s,
2.
From Definition 10.5, s is the supremum The set of Russell numbers thus 1. Forms a field.
(A)
2. 3.
of the set S.
Is totally ordered.
Satisfies the
property that a
supremum
exists for every set of
numbers bounded above.

in the sense that
unique they differ from the Russell numbers in name only. Thus the real-number system as set forth above is unique as regards its
construction.
Any
set of elements satisfying the three properties of (A) is
To show
this uniqueness,
we
let
S and S be two
first
totally ordered fields
with the supremum property. the unit elements.
We
match the zero elements and
0<->0
Then we match the
rational integers,
Then we match
the rationals,
385
Now consider any element, s, of S which has not as yet been put into We consider the set one-to-one correspondence with an element of 8. It is obvious that s is the supremum of all rationals of S less than s.
of this set.
The
rationals of
set of rationals of
will
S which correspond to the above-mentioned be bounded above. Why? A supremum S
We match s <- s. Thus every member of 8 can will exist for this set. be mapped into a number of S. We leave it to the reader to show that every number of S is exhausted (mapped completely) by this method. Under the above mapping we realize that
implies
->
<~>
(JT+~B)
(ab)
=
db
ab
Such a correspondence, or mapping, is called an isomorphism, and this sense that we say the sets 8 and S are equivalent. We can now prove the Archimidean ordering postulate by use supremum. Let r > 0, and consider the sequence of numbers
r,
it is in
of the
2r, 3r,
.
,
nr,
is an integer such that mr > 1. If this were the sequence constructed above would be bounded above and so a supremum s would exist for the sequence. From the properties of s we
We
maintain that there
not
so,
have
exists
nr for
all
n.
Now
t
consider
r.
<
s
s.
An
element pr
l)r
such that pr
list
>
Thus pr
>
or (p
>
s,
contradiction.
We
the Archimidean ordering postulates.
Any one
of the postu=3 == such
lates implies the existence of the others. => 3 integer n =5 nr 1. AOi'. r
>
>
(3 == there exists,
that.)
AO*: a A0 3 a
:
> >
a.
ft
> =
3 rational
r
3
>
a
r
3 rational
If
> >
r
0.
>
ft.
A0
then
(Eudoxus)
for every rational r
>
ft
it
follows that r
>
a,
ft
We now prove A0 2 from AOi. If a > AOi an integer n exists such that n(a
/3
>
est of
> 0, then a > 0. From > I or na > nft + 1. Now Let m be the smallso that an integer m exists such that m > ftn. 1, Hence Thus m > ftn ^ m all such integers.
ft
ft)
na
so that
>
nft
m>
nft
.>=>,
386

Problems
1.
If b is
a Russell number
5^ 0,
how does one
find the
number b' such that

1
Mri =
b- l b
1?
2. Extend the definition of multiplication of two Russell numbers for the cases for which both numbers are not positive. 3. Show that the Russell numbers form a field. 4. Show from the definition of the supremum that it is unique for a set of elements.
6. 6.
Define the infomum of a
set.
4
Prove AO* from
AO^ A0
Theory.
from AOs, AOi from
A0
4.
10.7. Point-set
For convenience, we
shall
consider
only
Any set points or elements of the real-number system in what follows. The field of real numbers can of real numbers will be called a linear set.
be put into one-to-one correspondence with the points of a straight line in the usual fashion encountered in analytic geometry and the calculus. All
the definitions and theorems here proved for linear sets can easily be extended to finite-dimensional spaces. DEFINITION 10.7. The set of points \x\ satisfying a ^ x g &, a, b If we omit the end points, that is, finite, will be called a closed interval. consider those x which satisfy a < x < b, we say that the interval is ^ x ^ 1 is a closed interval, open (open at both ends). For example,
while
if
< x < 1 is an open interval. DEFINITION 10.8. A linear set of points there exists an open interval containing the
oo
will
set.
be said to be bounded It must be emphasized
that the ends of the interval are to be finite numbers, thus excluding
and
+ oo
alternative definition would be the following set such that bers is bounded if there exists a finite number
:
An
of real
N<x<N
num-
for all x in S.
less than 3 is certainly bounded, then 2 x 2. < < 3, obviously However, the set of numbers whose cubes are less than 3 i unbounded, for # 3 < 3 is at least satisfied by all the negative numbers. This set, however, is bounded above. By this we mean that there exists a finite number such that x < if 3 = 2 does the trick. Generally speaking, a set S .r < 3. Certainly of elements is bounded above if a finite number exists such that x <
The
if
set of
numbers whose squares are
for
x2
<
for
all
x in S.
Let the reader frame a definition for sets bounded
below.
We shall,
number
in the main,
be concerned with sets which contain an
infinite
of distinct points.
The
rational
numbers
p
will
in the interval
<
<
of
form such a collection. DEFINITION 10.9. Limit Point.

I
A point
be called a limit point
every open interval containing of distinct elements of S.

if
a set S
p contains an infinite
number
For example,
let
387
S be the sequence
of
i
numbers
/iii
V 2'
It is easy to verify that
r
' ' ' '
\
)
origin
3' 4'
any open interval containing the

of
con-
is a limit point of elements of S. Thus does not belong to S. the set S. Note that in this case the limit point It is also at once apparent that a set S containing only a finite number of points cannot have a limit point. Let the reader show that a point q is not a limit point of a set S if
tains an infinite
number
at least one open interval containing q exists such that (except possibly q itself) are in this open interval.
no points
is
of
DEFINITION
10.10.
Neighborhood.
deleted neighborhood p of p is open interval containing that point. a set of points belonging to a neighborhood of p with the point p removed.
A A
neighborhood of a point
any
The
hood
set of points x such that of x = -nnr.
<
<
T&, x
-nnr, is
a deleted neighbor-
The
point of a set point of S.
definition of a limit point can be reframed to read: p is a limit S if every deleted neighborhood of p contains at least one
10.1
DEFINITION
point of a set
of
1.
Interior Point.
A point p is said to be an interior
if
a neighborhood
1
N p of p exists such that every element
Np belongs to S.
1,
then
1
or
Does p belong to S? If S is the set of points ^ x are not interior points since every neighborhood of contains points that are not in S. All other points of this set, howand
ever, are interior points. DEFINITION 10.12. Boundary Point.
A point p is a boundary point of every neighborhood of p contains points in S and points not in S. If S is the set ^ x ^ 1 then and 1 are the only boundary points. A boundary point need not belong to the set. 1 is the only boundary point of the set S which consists of points x such that x > 1.
a set
if
a set
is
10.13. Exterior Point. A point p is an exterior point of not an interior or boundary point of S. DEFINITION 10.14. Complement of a Set. The complement of a set S the set of points not in S. The complement C(S) has a relative mean-
DEFINITION
if it is
ing, for
is
it
depends on the
set
the set of real numbers
T in which 8 is embedded. If S for example, ^ x ^ 1, then the complement of S relative

y
of
to the real-number system is the set of points \x\ 1 ^ x ^ 1 1 x ^ 1 relative to the set
>
is
1.
The complement
ments). The the set of irrationals, and conversely.
the null set (no elecomplement of the set of rationals relative to the reals is
10.15.
DEFINITION
Open
Set.
if
set
is
confused with open interval)
every point of S
said to be open (not to be is an interior point of S.
388
For example, the set of points {x\ which satisfies either 6 < x < 8 is an open set. DEFINITION 10.16. Closed Set. A set which contains For example, the set points is called a closed set.
/
<
all
<
or
its
limit
V
is
2'
4'
is 0,
DEFINITION
to Si or 82
is
closed since its only limit point The set of 10.17.
which
it
contains.
all
called the union (Si VJ
points (or elements) which belong 2 ) or sum (Si 2 ) of the two sets
The shaded area below is S Si + 2 (see Fig. 10.1). The union, S = VJ S a of any number of sets,
Si, 82.
,
()
{S a \,
is
the set of
all
points {x}, x
in at least
one of the
Sa
S (JS2
l
DEFINITION 10.18. The set of all points which belong to both Si and /S>2 simultaneously is called the
intersection,
or
-
5i
Siy
nS
S%.
is
product,
82, of the
written
or Si
two
sets
area
Graphically, Si C\ Sz.
of sets
the shaded
The theory
cation
to logic
and its appliand mathematics
lish
was given great impetus by the Engmathematician, George Boole

(1815-1864).
FIG
10.1
2 belongs to Sz, and conversely. If Si If 82 is a subset of Si and if, that 82 is a subset of Si, written Si S%. furthermore, at least one element of Si is not in 8%, we say that 82 is a proper subset of Si, written
,
Two sets Si, 82 are said to be equal = 82, if every element of >S\ contains every element of $ we say
,
81
Si
D
+
8,
or
Si
Some obvious
(1) (2) (3) (4) (5) (6)
facts of set theory are:
A +B = B
+A
= A
(B
AB = BA
A + A = A C A +
(A+B)+C
A,
B,
C)
(AB)C = A(BC)
AA = A AB C A, AB C B
(7)
389
A C
C,
CC=*A +B CC
+
C)
(8) (9)
AB
A^C,B2C=*ABD<r
(I
A(B
(10)
A(B
C)
= AB + AC
We proceed to prove (10). Let x be any element of A(B C). Then x belongs to A and to either B or C. Thus x belongs to either AB or AC AC. Thus A(J5 so that x is an element of AB AC. C) (I ,4
Conversely,
AB
(I
A(
0),
AC C A(# +
A(B
^
C) from
(9")7
From
(7),
AB + AC C A (5 +
1.
C), so that
+
x
C)
= AB
AC.
Problems
What
are the limit points of the set
1?
Is the set closed,
open?
What
are the
2.
3.
boundary points? The same as Prob. 1 with the point x = ^ removed. Show that the set of all boundary points (the boundary
Prove that the
its
of a set) of a set
is
closed set
4.
of
S and
6.
limit points
set of all limit points of a set S is a closed set. The set Is S a closed set? is called the closure of S.
consisting
Prove that the complement of a closed set is an open set, and conversely. WT hy is a set S which contains only a finite number of elements a closed set? 7. Prove that the intersection of any number of closed sets is a closed set. 8. Prove that the union of any number of open sets is an open set. 9. A union of an infinite number of closed sets is not necessarily closed. Give an example which verifies this 10. An intersection of an infinite numbei of open sets is not necessarily open. Give an example which verifies this 11. Show that (A + ) (A + C) = A + BC. 12. The set of elements of A which are not in B is repiesented by A B. Show
6.
that
(A
B)
A(B - C) = AB - AC + (B - A) = (A + B) - AB
A(B - A) =
R,
A +
Show
is
(B-A}=A+B
AX =
0,
the null set
13.
that,
if
A + X =
0.
then
f(A).
of
The
null
set
(no
elements)
14.
If
~~
C S,
represented by
we
call
C(A) the complement
relative to S.
Show
that
& C(B) C C(A)

C(A}- C(B)
C(T+B) =
C(AB) = C(A)
C(B)
10.8. The Weierstrass -Bolzano Theorem. We are now in a position to determine a sufficient condition for the existence of a limit point.
THEOREM
10.16.
limit point
exists for
every
infinite
bounded
linear set of points, S.
The proof proceeds

place
all
as follows:
We
construct a
points which are less than an infinite
new set number
T.
Into
T we
of points of S.
390
T is not empty since S is bounded below. Moreover T is bounded above, S is bounded above. From Theorem 10.15 a supremum p exists for the set T. We now show that p is a limit point of the set S. Consider
for
any neighborhood
of p, say,
p-e<x<p+5
Since p
less
e
>0
6>0
than an
an
infinite
is a member t of T such that t > p e. Since t is e is less than number of elements of S (why?), p number of S. Thus an infinite number of points of S lie to
<
p,
there
infinite
the right of the point p 5 has On the other hand, the point p e. 6 only a finite number of points of S greater than it, for otherwise p would be a member of T, a contradiction, since p is the supremum of the
set T.
Thus the open
interval
p
contains an infinite
<
of
< p
number
elements of S.
Since
e,
are arbitrary,
every open interval containing p contains an infinite number of elements This proves the existence of a limit point p. of S.
Problems
1.
Show
that the limit point p of
Theorem
JO. Hi is the
supremum
infinite
of
all
limit
points of S.
2.
Prove the existence of a least or smallest limit point
for
an
bounded
unique
linear
set S.
3.
Show
Prove that a bounded monotonic increasing that the sequence
set of points lias a
limit.
0+0'
n =
1, 2, 3,
has a unique limit. We call it e. Consider the totality of 4. Let Si and $2 be two closed and bounded linear sets. distances obtained by finding the distance from any point si in S\ to any point 2 in S<2 s Show that there exist two points 5 J; s 2 of Si and <S 2 respectively, such that |s 2 is the maximum distance between the two sets. Define the diameter of the set, and show 5. Let S be a closed and bounded set. is the maximum distance between that two points *i, s^ of S exist such that \sz i|
.
any two points

6.
of S.
Consider the infinite dimension linear vector space whose elements are of the
00
form a
(ai,
a2
a,,,
.),
the a t real, such that

00
af converges, written
V
i-i
2 at
If
*=
(61,
6 2,
&n,
with
>
6?
<B
j*
oo,
then by definition
t-i
a
-f
391
, . .
b
.
=
.
(01
+
,
.
61,
a 2 H-
62,
a n -H b n
.)
xa n and xa. We can define the distance .). (xai, xa z two elements of this space (Hilbert] by the formula
, .
p(a, b)
between
p(a, b)
=
[
^ =
(&
l
~
)']*
Show
that p(a, b) converges.
Hint: Consider the
sum
V
wl
oo
(\a n
ao
oo
or
^ =
a*)
1
(^ n*=l
X
a,,/>,,)
and prove the Schwarz-Cauchy
inequality,
d
Also
(1)
-")'
show that
P (a, b)
(2)
P (a, b)
= =
t=* a
= ^
b
P (a, c)
P (b, a)
P (b, c)
(3) P (a, b)
Show
that the infinite hounded set of points

e,
P2
(i, o, o,
o,
0,
.) .)
(0, 1, 0,
gn
(0, 0, 0,
1, 0,
.)
cannot have a limit point.
By a
P
spherical neighborhood of a point

(pi, P2,
,
p M|
we mean the
which
satisfy
set of points
(xi,
1-2,
,*,...)
7.
Let
be a limit point of a set

S, say,
s\, s z , Sa,
. .
.
S.
,
Show
. .
.
ments from
sn ,
that one can pick out a sequence of elesuch that
Hm
n
>
sn
L
an infinite number of the s t Furan approach a sequential approach
.
in the sense that every neighborhood of L contains We call such thermore s n +i is closer to L than s
r,
.
toL.
392
10.9.
M
If
... be a Nested Sets. Let Mi, Af 2 n such that bounded sets and 2 M$ MI D D 3 D sequence We show that there is at least one point p which belongs n D First we choose an element p\ to all the sets MI, M%, n .... The set of points from MI, then p 2 from 71/2, n etc. p n from This set is bounded since MI is ) belongs to Mi. pn (pi, p 2 bounded. From the Weierstrass-Bolzano theorem the set has at least one limit point p which belongs to MI, since MI is closed. Similarly p is These points belong to a limit point of the set (p 2 PS, ) pn
Theorem
'
of
of closed
'
'
M
.
so that peAT 2
Finally p
is
a limit point of the set (p n p n +i,

,
)
. . .
.
so that
peM n
Thus p belongs
the diameters of the sets
M
.
to each 3f, i = tend to zero, then p
1,
2,
n,
is
unique
(see Prob. 5,
Sec. 10.8) for the definition of the diameter of a set. Some mathematicians believe it necessary to postulate the existence of
More generally they desire the followthe set (pi, p 2 ). pn Then there exists ing postulate: Let S = {8 a be any collection of sets. a set P of elements \p a such that a point p otP exists for each set /S of S, p This is essentially the axiom of choice (Zermelo). belonging to the set S %
. .
.
10.10.
set,
The Heine-Borel Theorem.

let
Let $ be any closed and bounded
be any collection of open intervals having the property that, if x is an element of S, then there exists an open interval T x of the collection T such that x is an element of T x The Hcine-Borel theorem states that there exists a sub collection T of T which contains a finite
.
and
of open intervals and such that every element x of S is contained one of the finite collection of open intervals that comprise T' Before proceeding to the proof we point out the following: 1. Both the set S and the collection of open sets T are given beforehand, since it is a simple matter to choose a single open interval which completely covers a bounded set 8. 2. 8 is to be closed, for consider the set 8(\, 1, 7, 1/X .), and let T consist of the following open intervals:
number
in
Tn
JL
It is
easy to see that we cannot reduce the covering of

,
S by
eliminating
any of the given T n for there is no overlapping Each Tj is required to cover the point l/j of S.
of these
open intervals.
393
Proof of the Theorem. Let S be contained in the interval This is possible since S is assumed bounded. Now divide this interval into the two intervals (1) ^ x ^ 0, (2) ^ x ^ N. Any element is in S, then lies in both x of S lies in either (1) or (2). If the origin The points of S in (1) form a closed set, as do the points of (1) and (2). S in (2). Why? Now if the theorem is false, it will not be possible to
N^x^N.
intervals
S in both (1) and (2) by a finite number of open which form a subset of T. Thus the points of S in either (1) or (2), or possibly both, require an infinite number of covering sets of T. Assume the elements of S in (1) still require an infinite covering; call
cover the points of
Do the same for Si by subdividing the interval these points the set Si. into two parts. Continue this process, repeating the ^ x ^ argument used above. In this way we construct a sequence of sets
S,
8*
D tin D
such that each S ^ is a closed set (proof left to reader) and such that From the theorem of nested sets as n > oo diameters of the S n * (Sec. 10.9) there exists a unique point p which is contained in every /S\, and ptS. Since p is in S, an open interval Tp exists i = 1, 2, which covers p. This T p has a finite nonzero diameter, so that eventuWhy? But by ally one of the /S,, say, S m will be contained in T p assumption all the elements of S m require an infinite number of the {T} This is a direct contradiction to the fact that a single to cover them.
.
T p covers them. Hence our original assumption was wrong, and the theorem is proved. Note that our proof was by contradiction. Certain mathematicians from the intuitional school of thought object to this type of proof. They 7 r exhibited, wish to have the finite subset of T\ say, TI, 7 2, such that every point p of S belongs to at least one of the T3 j = 1,
7
T
. .
2,
,r.
Problem. Assuming the Heine-Borel theorem, show that the Weierstrass-Bolzano theorem holds. Hint: If S has no limit points, it is a closed set. If p is a point of S and is not a limit point, a neighborhood N p of p exists such that N p contains no points Continue the proof. of S other than p itself.
now show that, if we assume the Heine-Borel theorem true for any linear point set, then the existence of the suprernum can be established. be an infinite bounded set of real numbers. can we dispense Let
A
We
Why
with the case for which

Since
set
contains only a finite
number
of
elements?
set
bounded above by an integer N, we can speak of the consisting of all numbers x such that x ^ every s of S, x ^ N.
is
T
if
The
and
is
bounded.
Is
closed?
Yes, for
if
tis a limit point of T,
394
t

So,
then we can find a neighborhood of t which excludes so, so that T in this neighborhood are less than SQ, a contradiction. Thus 7 and 7 is closed. Every member of T satisfies the t ^ SoeS, so that ttT first criterion for the existence of a supremum. Hence, if no member of T is the actual supremum of the set S, the second criterion for the existSoeS,
<
the points of
ence of a supremum must be violated for every member of T. Thus such that no member t every point teT is contained in a neighborhood These neighborhoods form a covering of T. of S is in this neighborhood. Assuming the Heine-Borel theorem, we can remove all but a finite number of these neighborhoods and still cover the set T. Let the finite
collection of neighborhoods be designated
by
1, 2, 3,
.
N:
at
<
<
bl
r. We assert that a Let a u be the smallest of the a, i = 1, 2, this. Then the to T. Let the reader neighborhood to verify belongs which a u originally belonged has the property that no point of S is in this neighborhood. This is a contradiction since those points to the left of a u (<a u ) are not covered by the neighborhoods N. Hence there must be a supremum of the set S. Q.E.D. 10.11. Cardinal Numbers. We conclude the study of point sets with a brief discussion of the Cantor theory of countable and uncountable sets. DEFINITION 10.19. If two sets A and B are such that a correspondence exists between their elements in such a way that for each x in A there
.
corresponds a unique y in B, and conversely, we say that the two sets are in one-to-one correspondence and that they have the same cardinal
number.
Thus, without counting, a savage having 7 goats can make a fair trade with one having 7 wives. They need only pair each goat with each wife. DEFINITION 10.20. A set in one-to-one correspondence with the set
of integers (1, 2, 3,
.
n}
is
said to have cardinal
number
n.
DEFINITION
10.21.
A set which can be put into one-to-one correspondis
ence with the Peano set of positive integers
said to be countable, or
denumerable, or countably infinite, or denumerably infinite. We note that the set of integers I 2 2 2 3 2 , . . n 2 is, countably infinite and at the same time is a subset of all the positive integers.
, ,
The
cardinal
number
of the positive integers is called aleph zero (Xo).

is
DEFINITION 10.22. An infinite collection which said to be uncountable, or nondenumerable.
not denumerable
is
A countable collection of countable sets is a count10.17. Let the sets be Si, $2, Sn This can be arranged since we have a countable collection of sets {$}. Since the elements of
THEOREM
able set.
. .
. ,
Si are assumed countable,
we may arrange them
as follows:
Similarly
Now
consider the collection of elements

01r,
011, 012, 021, 013, 031, 022,
2(-l),
0r,l,
we have a first element, a second sequence exhausts every element of {S}. This Thus the proof of the theorem is is done by a diagonalization process. demonstrated. We can now easily prove that the set of rationals on the interval ^ x ^ 1 is countable. Into the set S we place all fractions m/i,
This collection
is
countable since
this
element, etc.
But
^
The complete
m^
1, 2, 3,
There are a countable number

fractions.
of (0
of
S each containing a
finite
number
of
set of all such fractions yields the set of rationals
1), this set
being countable.
oo
Now
let
<*>
the reader show that
the set of rationals, {r}, for which Cantor showed that the set of real
is
<r<
is
a countable
set.
numbers
in the interval
not a countable set. Assume the set countable. ^ x ^ 1 can be arranged in a sequence
S}
Then the elements
of
S2
= =
O.an 012 013

O.a2l 022 023
'
'
'
01n
'
'
'
'
02n
'
'
Sn
0.0 n i
n2
0n3
"
0nn
'
'
where the a mn are the integers zero through
9.
The
Now
bl
Sj, j 1, 2, 3, consider the number s

. .
.
,
n,
are written in decimal notation.

bn
,
O.&i 62
where
nn
011
2
if
62
= =
.
022
2
9.
,
...
bn b
=
is
... among
the
-2 occurring
8 or
.
.
The number
.
certainly not
from every one of these Sj. But the collection {$,} was supposed to exhaust the real numbers on the interval ^ x ^ 1. Thus a contradiction occurs, and
any
of the s3 j
,
1, 2, 3,
n,
since
it differs
the real numbers are not countable.
396

Problems
that the set of algebraic numbers, those numbers which satisfy polynomial equations with integral coefficients, is a countable set. 2. Why are the irrationals uncountable?
1.
Show
3.
Consider the Cantor set obtained as follows:
From
the interval
delete
the middle third, leaving; the end points ^, ^. Repeat this process for the remaining The set that remains after a countable intervals, always keeping the end points.
number of such operations is the Cantor set. Since each removed set is open, show If the numbers that the Cantor set is a closed set. ^ x ^ 1 are written as decimal
expansions to the base
3,
spondence with the
set of reals
show that the Cantor set can be put into one-to-one correon ^ x 5s 1 when these numbers aie written as
decimal expansions to the base 2. Show that every point of the Cantor set is a limit point of the set. 4. Show that a limit point exists for a nondenumerable collection 8 of linear points.
The
set
rational integers N. number of 8. Why?

6.
need not be bounded. Hint' Consider the intervals N ^ x ^ N + 1 for the At least one of these intervals must contain a nondenumorable
that a limit point exists and belongs to a nondenumerable collection
Show
of
linear points.
Limits and Continuity. Let G 10.12. Functions of a Real Variable. be any linear set of real numbers. G may be an open or closed set, a finite We write G = {x}, set of points, the continuum, a closed interval, etc. x of Assume that to each of G there correis element G. where x any
{y} be the totality of sponds a unique real number y, x > y, and let H numbers obtained through the correspondence. This mapping of the set G into the set // defines a real-valued function, usually written
real
f(%)
mG
We
say that y is a function of x in the sense that for each x there exists a rule for determining the corresponding y. The notation f(x) simply means that / operates on x according to some predetermined rule. For
2 3 ^ x < 5, the rule for determining y given example, if y = f(x) = x x the set 3 5 simply is to square the given number x. of < x ^ any Consider Table 10.1. The set G consists of the numbers x = 1, 2, 5, 14,
,
TABLE
10.1
and the
set
respectively.
consists of the corresponding values y = 3, 8, 2, 0, The table defines y = /(x), x in G. The reader is familiar
with the use of cartesian coordinates for obtaining a visual picture of

3/
=/(*)
397
is
An important
One reason why
concept in the study of functions
the limit process.
the student of elementary calculus encounters difficulty in understanding the theory of limits is simply that the concept of a
limit rarely occurs in physical reality.
The statement lim x 2 =

X-+XQ
x\
is
quite confusing to beginners.
be
2 trivially true, for is not x

-
that the statement x
Xo is
is
the novice this statement appears to It must be understood XQ? xl an abstract entity invented by man. We
To
when x =
visualize a variable x which
orced to approach the constant XQ in such
a manner that the difference between x and XQ tends to zero. us to the following definition
:
This leads
DEFINITION
zero as a limit.
less
If
10.23.
77
is
An infinitesimal is a variable which approaches said to be an infinitesimal if \tj\ becomes and remains
e
than any preassigned

77 i
>
0.
and
772
for arbitrary
are infinitesimals, then eventually \TH\ > 0, so that \rii < e, ^ \rji\ 772] 772!
<
c/2,
771
|r/2
<
is
e/2,
and
772
also
an infinitesimal. Let the reader show that the difference and product of two infinitesimals are again infinitesimals and that the product of a bounded function with an infinitesimal is again an infinitesimal. Let x be a variable which m succession takes on the values 1, 3, ,..., as n becomes Certainly x is an infinitesimal since l/n > 1/n, For any value of x the sum S x -\- x -\- x -{'is infinite. infinite. On the other hand each term of $ tends to zero. Hence an infinite sum For another example, let x of infinitesimals need not be an infinitesimal. be an infinitesimal, so that # 3 /(l + x 2 ) n is also an infinitesimal for n = 0,
.
'
'
1, 2,
....
Now
an infinitesimal. An infinite sum of infinitesimals may Let the reader show by specific examples that the quotient of two infinitesimals may or may not be an infinitesimal. Let us return to the statement lim x 2 = #. To show that this
so that
or
is
also
may
not be an infinitesimal.
>0
statement holds, we must prove that x 2 x$ is an infinitesimal whenever 2 = \x an infinitesimal. Now is x #o \x \x x\\ XQ\ #o|, and x is an infinitesimal (by Since \x a: + XQ\ is bounded for x near XQ. 1 our choice), of necessity x 2 x\ is an infinitesimal, so that x x\ > 0, or x 2 * .TO, whenever x > XQ.
Let the reader prove the following results:
If
lim /(x) x*a
= M,
lim g(x)
398
then
(1)
(2)
lim [/(x)
g(x)}
M N
N
5*0
Ito [/(x)0(x)]
= MAT
M
N
of a function.
A knowledge of limits enables us to introduce the concept of continuity We consider the functional relationship y = /(x), and
).
we let x = x be a point of G with y Q = /(x we say that f(x) is continuous at x = x ?

any point
if
What
shall
we mean when
feel that,
of
which
is
close to x
the corresponding value y will
y
y =/(*)/
if x is then /(x) will be continuous at x = x be close to y$. Actually we desire yo to be an infinitesimal if y
Intuitively
we
XQ is an infinitesimal. DEFINITION 10.24. /(x)
is
if
said
for
to be continuous at x
any
>
there exists a
5(e)
>
such that
|/(X)
-/(So)
|
<6
whenever
x < 6, x in G. |x Let us look at the graph of Pig. For any c > we construct 10.2.
horizontal
lines
the
FIG. 10.2
c,
tinct vertical lines x

in the
XQ
+
6
,
5,
open interval XQ
) c,
<
between /(x
/(x
x = XQ ~ 6 such that, for every point x of G x < XQ + 5, /(x) has a numerical value lying we say that /(x) is continuous at x = XQ.
exist for every
c.
yQ
If
we can draw two dis-
The
distinct vertical lines

size of 6 will
must
>
0.
Note that the

6 will
maximum
have to
depend on
The
smaller
e is,
the smaller
The p"oint x will influence the value of 6. the the smaller 5 becomes. steeper curve, Two equivalent definitions of continuity are as follows: /(x) is conbe.
Moreover the
tinuous at x
(a)
(b)
X-+XO
if:
lim /(x)
/(x
),
x in G.
6
f(xz)
there exists a For any c > < e whenever Xi and X2 are

|
in
neighborhood of x such that |/(xi) G and belong to the 6 neighborhood
of XQ.
Functions are discontinuous for two reasons: 1. lim /(x) does not exist.
x *xo
2.
lim /(x) exists but

X
is
not equal to /(x
).
Example
10.1.
399
5.
Consider /(x)
1,
*
1)
2,/(2)
We
have
hm
x-+2
(x
However /(2) = 5 ^ 3, so that /(a;) is discontinuous at x = 2. If we were to redefine the value of /(x) at x = 2 to be 3 instead of 5, we would remove the discontinuity. In this example f(x) has a removable type of discontinuity.
Ol/x
Example
10.2.
Consider /(x)
2 1 /* 9 2 1/x
>
5* 0, /(O)
1.
We
have
lim
x->0
1
2 1/z
1
hrn
"T
_>() 1
7-37^. -T 2 1/T
z>0
Hence lim x-0
/(x) does not exist for all
j<0
manner
of
approach of x to zero
It is
obvious
that f(x) does not have a removable type of discontinuity at x ~ 0. Example 10.3. f(x) = sin (l/x), x ^ 0, /(O) = 2. Since /(x) oscillates between = 0. > 1 and -h 1 as x 0, lim /(x) does not exist and f(x) is discontinuous at x
x-*0
Example
is
/(x) discontinuous at x
is
10.4.
=
=
l/x,
x 5^ 0, /(O) since division
=
by
41
zero
Some authors
is
consider that \/x
undefined.
f(x) /(x)
(x
2
discontinuous at x
(x
2
l)/(x
1) is
1),
since hrn l/x does not exist. On the other hand z->0 2 is continuous at x = 1 even though x 7^ 0, /(O)
In this example
l)/(x
undefined at x
1.
^ x ^ 1, we note that /(x) is continuous everyExample 10.5. If /(x) = x 2 for and x = l? If a; =* c is a where on this interval. Why is /(x) continuous at x = 2 2 = \x r' so that |x -f c\ < 3|x c\ point of this interval, we have x c| 2 = 6. We have found a value of 5 independent c 2 < * whenever |x r| < e/3 |x We say, therefore, that /(x) = x 2 is uniformly continuous on the of the point x = c. 1. x interval ^ ^ Example 10.6. Let/(x) = l/x for a ^ x ^ 1, a > 0. It is easily seen that/(x) is c we have continuous for every x of this range. For x
|
__
Thus
ent of x =
1
J
1
if
-j
|x
c|
<
<
or
|x
c|
<
5.
Since 5
= a 2 e is independ-
c,
we have uniform
>
continuity.
On
at every point of the interval
But /(x)
the other hand /(x) is also continuous is not uniformly continuous on this
find
range since
as
a
c|
>
0.
For any
>
we cannot
a
1.
>
such that
< <
whenever
x
\x
<
d for all c
on the range
<
Note that the interval
1 is
not a closed
set.
DEFINITION 10.25. Let f(x) be defined over the range G. f(x) is said to be uniformly continuous on G if for every > there exists a
5
5(c)
such that
l/(*i)
-/(a*)!
in G.
<
whenever
\xi
#2!
<
5,
x\
is
and #2
THEOREM
10.18.
If
a closed and bounded set and

is
if
f(x) is con-
tinuous at every point of G, then /(#)
uniformly continuous on G.
400
Proof.
We
theorem.
First let us
base the proof of this theorem on the Weierstrass-Bolzano assume that f(x) is not uniformly continuous on
This means that there exists at least one there will exist Xi, Xi such that |/(xO such that for any 5 > We take 5 = 1 and obtain the pair of Xi\ < 6. /(xi)| > eo with |xi and obtain the pair (x 2 x 2 ). For numbers x\, x\. Then we take 6 = 5 = 1/ri we have the pair (x n x n ) such that \f(x n ) /(x n )| > e with
the closed and bounded set G.
-J-
\x n
xn X2
,
<
.
.
(Xi,
l/n = Xn
,
5.
.
By
.),
(
this process
we generate the two sequences

,
5 1, X 2
Xn
.
)
. . ,
,
ShlCC
IB
& dosed
xn the sequence (xi, x 2 .) has a limit point x = c belonging to G. We pick out a subsequence which converges = c. The corresponding points from the sequence [x n sequentially to x
set,
,
.
.
and bounded
have the same limit, x

be designated by
n {x'
=
\,
c,since|o;n
n \x'
}.
xw
<
is
I/GO I/OO
/(*n )|
- /Ml < o/2, |/($ n - /(c)| < a contradiction, -~/(Zn)l < c > Q.E.D.
)
o,
Since /(x)
Let these two sequences continuous at x = c, we have

l/n.
eo/2, for
sufficiently large.
Thus
since for all pairs x^, x' M |/(xn )
THEOREM
10.19.
If /(x)
and
0(x)
are continuous at x
a,
then
/(x) g(x), /(x)0(x), f(x)/g(x) with 0(a) The proof is left to the reader.
0, are continuous at x
a.
THEOREM
G, then /(x)
Proof.
10.20.
is
If /(x) is
continuous over a closed and bounded set
bounded.
There exists an x\ such that /(x) is not bounded. an x such that an x n such that /(x n ) > n, > 2 /(x 2 ) 1, /(xi) 2, The set (xi, x 2 has a limit point x belonging .) x, to G since (? is a closed and bounded set. There exists a subsequence Thus from .) which converges sequentially to x. (xj, Xg, x^,
Assume
>
continuity
lim /(x;)
Xn'
/(x)
But /(xn )
value at x
>
co
as x^
>
x,
a contradiction, since /(x) has a specific real
x.
G, then a point x of
continuous on a closed and bounded set such that /(x ) S /(x) for all x of G. From Theorem 10.20/(x) is bounded above as x ranges over G. Proof. Thus the set of values {/(x) has a supremum, say, S. Thus S ^ /(x) for all x of G. Choose Xi such that /(xi) > S 1, x 2 such that /(x 2 ) > x S such that S .... n I, /(x n ) > l/n, Why is this possible? The set (xi, x 2 xn We .) has a limit x belonging to G. pick out a subsequence {xn which converges sequentially to x, with x^ = x m Now/(x m ) > /S 1/m, so that
10.21.
If /(x) is
THEOREM
exists
lim f(xm)
lim
- = S (*-!)V /
}
401
From
S ^
continuity, lim f(x^)

n
> oo
/(z), so that/(s)
5.
m * Q.E.D.
oo
lim f(x m )
/(x), so that /(a)
S.
But
Let f(x) be continuous on the range a ^ x ^ 6. If there exists a point c such that /(c) = with a < c < b. < > 0,/(6) 0, /(a) T the Let be set of a of x 6 such that ^ ^ Proof. points /Or) < 0, and We speak only of x on the range if f(xi) < 0, x z < Xi, then /(z 2 ) < 0. a ^ x g Z>. T is not empty since x = a belongs to T. T is bounded above since x = b does not belong to T. Hence T has a supremum;
10.22.
call
THEOREM
itx
c.
Now/(c) =
0,
or/(c)
>
0,
or/(c)
<
0.
Assume /(c)
>
0.
Since f(x)
is
continuous at x
c,
we can
find a 5 such that
> 0. Thus/(z) > /(c)/2 > whenever |x - c| Let the < 5. But /(a;) < for x < c, a contradiction, so that/(c) g cannot occur, so that /(c) = 0. reader show that /(c) <
whenever
|jc
c\
<
5, 5
Problems
1.
\x\
For the following functions find a x z < 5:

\
5(e)
such that
\f(xi)
f(x 2 )}
<
whenever
(a) /(JT)
(b) /( X )
(r)
= =
2x*
sin
for
x
a: 2
for for
f(x)
-v^l"^
-1 g JT ^ 1 ^ j- ^ 27r - 1 g a; ^ 1
0.
2.
3.
is
is
< x ^ 1. Find an example of a function /(x) which is continuous on a bounded set, but /(a) not bounded. 6. Find an example of a function f(x) which is continuous on a closed set, but f(x) not bounded. 6. Prove Theorem 10.19.
4.
7.
Show Show
that g(x) = x sin (I/a*), x 5^ 0, /(O) = 0, is continuous at x = that y = sin (1/jr) is not uniformly continuous on the range
Discuss the continuity of f(x)
when x
is
rational, f(x)
when
is
irra-
tional, /(O)
8.
0.
Let f(x)
is
that f(x)
points.
(PJ #)
when x is irrational, f(x) Show l/q when x = p/q, (p, (/)=!. discontinuous at the rational points and is continuous at the irrational Hint: Show that there are only a finite number of rational numbers p/q with
9.
=* 1 such that > 0. l/q > e for any Prove Theorem 10.18 by making use of the Heine-Borcl theorem. 10. Prove Theorem 10.20 by making use of Theorem 10.18. 11. Let f(x) If f(x) and g(x) are continuous for g(x] for x rational.
all x,
show
if
that /(x)
12.
g(x) for all x.
Let f(x) and g(x) be continuous on the range a

g(x), h(x)
^ x ^
6.
Let h(x)
f(x)
f(x)
g(x)
if
g(x)
f(x).
Show
flf(x))
that
0(x)|
feW = iCfW
+ i|/(or) x,
Also show that h(x) is continuous for a ^ x ^ b. 13. If /(x) is defined only for a finite set of values of
at these points.
show that f(x)
is
continuous
402
exists such that, 14. If f(x) is continuous at x c with/(c) 0, show that a 5 for \x - c\ < 5, f(x) > 0, x in G. 15. If f(x) is continuous on a closed and bounded set G, show that a point X Q of G exists such that f(xo) ^ f(x) for all x in G.
>
>
10.13.
The
Derivative.
a limit point of G.
say, {x n }.
We
consider any sequence of
Let/(x) he defined on a range G, and let c be G which converges to c,
Next we compute
/(c)
c
(10.9)
and is independent of the particular sequence which to we represent c, say that /(x) is differentiable at x ~ c. converges this limit or first derivative by /'(c).
If this limit exists
We
The
y
definition
above
is
equivalent to the statement that for any e > there exists a 6 > and a number,
f'(c),
such that
f(c)
c
<
c\
whenever
It
it
0< \x
<
6,
x in G.
follows almost immediately that /'(c) exists then/(x) is continuous at
.1
c,
for
o
FKJ
\f(x)
10.3
~/
c implies /(a;)
>
c)
>
as
JT
>
/(c) as
a:
c.
The reader
is
well
aware
of the geometric interpretation of the first
derivative (see Fig. 10.3).
In Fig. 10.3,
PR =
A*
f(x
+
Q
is"
f(x)
the slope of the secant line

of the
L joining P
to
-/(a?)
the slope
called the
tangent line
is
defined as
/' (x),
and
RS =
f(x) Ax
is
differential of /(x).
Example
10.7.
Let /(x)
x 2 sin (1/x), x
0, /(O)
0.
To
see whether f(x)
is
differentiable at x
=0, we compute
.
lim
lim
= hm
x->Q
is
x sin X
=
=
by showing
Hence /'(O)
=* 0.
Let the reader show that/' (x)
not continuous at x
that lim f'(x) does not exist.
The reader can
verify that,
if
403
f(x)
and
g(x) are differentiable at x
c,
then
jx
[/(*)
0(*)]
f(c)
+ g'(c)
+
0(f)/'(c)
lr-e
f(c)g'(c)
(10.10)
The
following; differentiation rules are
known
to hold:
d (constant) ^ dx dx n dx d sin x y dx
,
n =0
>^
d cos x dx
.
cos x
dx d In x j dx
If y
.-
ex
1
-
Example
10.8.
Implicit Differentiation.
x.
/(M)
and u
<p(x),
we say u =
that y
MO,
depends implicitly on
exists at
Let MO
<P(XO),
and assume that
-^
exists at
-?
xo.
We
show that
dy dx
df
d<p
du dx
dy du dy dx
at x
Jo,
no.
From
A?/
/(w
-f
AM) -/(MO)
we have
A//
/(MO -f A?^) _
Ax
If,
/(MQ) y?(x
-f Ax) __
^(x
A// p^
) t
AM
Ax
Ax
^
AM
(lu.ll
as
Ax
0,
AM does not vanish

dti -7-
infinitely often, then eventually

A?/ ~
7^ 0,
and
lim
<
since the limit of a product
is
On
the other hand,
we cannot apply
-j-
the product of the respective limits, provided they exist. 0. For (10.11) if AM == infinitely often as Ax
this case,
however,
dx
= hm
A
=
Ax
o,
0.
But
for those values of
Ax
for
which AM
we have *H .
Ax
fMAx
so that lim AZ-+O
Ax
0.
Hence
dx
dy dx
still
holds
since both sides of this equation vanish.
Example
10.9.
The Rule of
Leibnitz.
The
=
derivative of a product u(x)v(x)

.
is
-j- (uv)
d dx
dv
-j
dx
h v -j-
du dx
2 3^ ax ax
If
we
differentiate again,
we obtain
ox
-r-r (MV) 38
= u -r-9 z
ax
4-
+ v -~ ax
z
Let the
404
reader prove

by mathematical induction
dn
(
or otherwise that
5?
(UV)
_ W "
d^ +
d "v
_L
+ Vl/ Sd?=
( n \ du dn
lv
_L
fn\
d* u d "~ 2v
dx*
d*- 2
-i.
'
'
with -77 dx
l}
w, -TT
dx
f.
(}
As an example
of Leibnitz's rule
we
consider the Legendie
polynomials P n (x), denned as P n (x)
1 - ^-. Til
i
(x 2
.
l)
>P
(x)
1,
n =
0, 1, 2,
(IX
We
have
n -W + 2*-in
/
dx
dx
(n
(1013)
Moreover
r^
,
^r*M
f/
4.
nP n -i(Jc)
dH
._
2"n! L
r 2 __
i \
dx n
(^
T2
IV*" 1 4- 2r>r ;
(r 2
dx"- 1
1 IV'" j
w + .g
1
+fJ
..
,,,
oinbining (10.13) with (10.14) yields
^ [(1
Equation (10.15)
is
- x)
^^]
W(TI
(10.15)
Legendre's differential equation (see Sec. 5.13).
From Theorem 10.21 we readily prove Theorem 10.23 due to Rolle. THEOREM 10.23. Rolle's Theorem. Let f(x) be continuous in the
interval a
^ =
6,
and
let f(x) possess
this interval.
If /(a)
0.
f(b)
0,
there exists a point x
a derivative at every point of = c, a < c < 6,
such that
/'(c)
Proof.
405
From Theorem
10.21 there exists at least one point x

b.
such
that f(c)
f(x) for a
Now
Ac) -lim
fc-o
# + *>--&-> 5=0
ft
since /(c
/O
/(c)
Moreover
/(c) a local Let the reader give a geometric; interpretation of Rollers theorem, and let him construct an example of a continuous function, /(#), /(a) = /(&) = 0, such that nowhere is f(x) = 0, a ^ x ^ b. Law of the Mean. Let f(x) and <p(x) be differentiable functions on the interval a ^ x ^ b. We show that a point x c exists such that
c,
Of necessity, /'(c) = 0. Q.E.D. The condition be weakened by assuming that /'(c) exist at x
or inf emum of f(x)
.
of the
theorem can
with
supremum
v (b)
*(a)]f (c)
[/(&)
f(a)] v '(c)
(10.16)
The
function
vanishes for x
/(a)]
/(*)[?(&)
*(a)]
- v (a)f(b) +
<t(b)f(a)
a and x b. $(x) was obtained by finding A, B, C = a, x = 6. Applysuch that $(x) = A<p(x) J5/(x) + C vanishes for x As a special ing Rollers theorem to \f/(x) yields the theorem of the mean. case, choose <p(x) = x, so that (10.16) becomes
/(&)
- /() =
(c)(6
a)
<c '(c)
/'(c)
<
<
(10.18)
provided
<p(a)
<p(b)
<p(a) -^ 0,
?^ 0.
Let us assume that /(a)
0,
0, so that
and
since a
lim
lim
;>_
=
(p'(c)
lim
f
_ ^ '(C)
<
<
6.
We
can rewrite (10.19) as

lim
^f( =
lim
f&
'
(10.20)
406

is
= 0, L'HospitaFs rule. We cannot apply (10.20) unless /(a) = = 0? If /' (x) and <p'(x) What can be done if /' (a) 0, /(a) *(a) = 0. are continuous at x = a, and if <p'(a) 9* 0, then (10.20) can be written
which
(10.21)
provided /(a)
Example 10.10
0,
<p(a)
=
x
0.
lim
sm
-x
z 3 /6
r"
lim -0
4
a* cos ---
+
4
5.r
Now g(x) =
able.
cos r
Reapplymg
hm
..
sin
-1
-h
# 2 /2 and h(x)
= 5x both
vanish at x
=0 and are difforonticos -~ x --1
(10.20) yields
x 7 x
+x
/Q
Inn *->o
,
.
- -sin x
-f
,
.
,.
lim
=
1
x --r- = hm hm sm
J^H-O
cos x ^r120
J^T 120
We complete this section with a discussion of the second derivative. Let f(x) be differentiate in a neighborhood of a: = c. The second derivative of f(x) at x = c is defined as
provided this limit
exists.
Now
f'(.r)
lim*^-----^
^-- so that
f'(c)
/.-.O
lim^
ft
/'(c
'
*)
= Um
A->0
and
f"(c)
lim
nm
The
im
/(c
h)
- f(c +
is
k)
f(c
ft)
+ /(c)
can be shown,
order in which
we take
these limits
important.
It
however, that under certain conditions
one limit process
is
necessary.
replace k by h so that only T e would thus have
we can
/" (c)
lim
f(c
+ 2k)-2f(c + h) + f(c)
(10>22)
We now investigate under what conditions (10.22) yields /"(c). - /(c), U(c + K) = f(c + 2h) - f(c + h),so that U(c) = f(c + A)
U(c
Let
+ A) -
C7(c)
/(c
2A)
2/(c
+ A) + /(c)
Applying the law
hU'(c)
of the
407
mean
h)
as given
by
(10.17) yields
h[f'(C
/'(c)]
/(c
2/0
2/(c
h)
+ /(c)
(10.23)
Applying (10.17) once more yields
hT(c) =
with c
in a
f(c
+
If,
2ft)
2/(c
ft)
+ /(c)
is
<
<
h.
To
obtain (10.23),
we assumed
that f"(x) exists

a:
neighborhood of x = c. we note that (10.22) results.
moreover, f"(x)
Problems
continuous at
c,
1.
Derive the results of (10.10)
2.
Show
that
if
x m/n ,
= m and n integers, then (IX -^

_____
x m/n
fl
~l
by assuming
wa
.n
for
any
cii
3.
Show
positive integer n. COS x i-
^ that hm
=
+X
1
/2
r^x.
4.
Let w(z)
2, 3, 4,
.
tan^ 1
,
From
(1
z 2)
-7-^ -f
dx
2x
~ dx
D ~
find
-^ dx n
/) 2
at z
for
=
5.
by the use
ax
(e
of Leibnitz's rule
e
Show that
-j
f(x))
aT
(D
-f a)
(n)
f(x)
with
^->
-r-v
fc-o
6. 7.
8. 9.
Find an expression for D [f(x} cos \x]. Prove Leibnitz's rule by mathematical induction. = constant If f(x) Qfor a x b, show that/(x) Show that (10.17) can be written as /(6) -/(a) =
n
for
(6
b.
a)/'(a
0(6
a)),
<
<
1.
10.14. Functions of Two or More Variables. We say that /(x, y) is continuous at x = #o, y = 2/o if for any > there exists a 5 > such
that
l/(z, y)
-/(zo,
2/0)
<
e
whenever
|x
2
|
+
x^,
t..
|y
.
2/o|
.
.
<
5.
In general
f(xi, #2,
#w )
ig
continuous at such that

n
(#?,
x^) if for
\
any
>
there exists a 6
/.(r\ | Jsft)
I
>
/*.
If J/2,
J/nJ
/f/yO 'rO J \<i) Jsty
s* V.
whenever
\Xi
x$\
<
8.
Theorems 10.20 and
10.21 can be
finite.
shown to be true
for
a continuous
function of n variables, n
408

of a function which is continuous in x and is continuous in not continuous in both x and y is as follows Define
:
An example
y but
is
xy
/(O, 0)
x2
7*
= =
Then lim f(x,

r->0
0)
lim
r->0
0= /(O,
0), so
that f(x, y)
is
continuous in x
at
(0, 0).
The same statement
applies to the variable
y.
However,
since lim f(x, y) does not exist.

x->0
This can be seen by letting y
= mx,
Since
V-0
0,
and noting that lim

*-() i/-o
/(x, y)
fTLX^
lim -^ 2 *-+o *
+
,
ra
, 2
x2
Vfli
m is
arbitrary, lim f(x, y) does not exist.
One
follows
defines the partial derivatives of /(x, y) at the point (x

:
2/0)
as
/iOo,
Z/o)
=
o
==:
lim
Ax
/AX
A?/)
(10.24)
A//
provided these limits
exist.
Further derivatives can be computed, and

d 2/
:
we
write
/u =
Example
10.11.
d 2/
UJU
d 2/
f /22
=
2
dy
x 3y
Consider
/(O, 0)
=
/>-><)
*+l
Then
/i(0, 0)
^
/
/i(o, y)
/2l(0, 0)
0,0
L MLIL^^T
/_*n
"
lim
o^
A
Ji_kft "-
o,
o)
A(o,o)-|
0,0
,. lim T A-Ô'1
0, '
0) y
dxdy
r-~V-
lim r
0,0
fc_*n
dy dx are continuous, then /i-2 Define Proof.
In this example,
a 2/
.
409
if fi%
0,0
==
dx dy
We
can show, however, that,
and
/2i,
0,0
/2 i.
U =
*(y
so that
If -f
f(x
/(*
+ +
Ax, y Ax, y)
A?/)
f(x, y
+
-
Ay)
/(x
Ax, y)
+ /(z,
y)
/(x, y)
A?/)
Ay)
/(a, -f
Ax, y -f
(7
/(x, y 4-
Ay)
*(y)
*(y
Ay)
we apply
the law of the
mean
to U,
we have
p.
Again applying the law of the mean to the variable x constant as far as x is concerned) yields
(y -f 0i
Ay can be considered as a
U = AJ
By
Arr
d 2/(*
+ ^ Ax,
B,
Ay)
dx dy
< ^ < < 62 <
interchanging the role of x and y one easily shows that
A. Ay A - Ax
6*
AX
>
^^
04
A '^)
<
and
<
Equating these two values of U, dividing by Ay
Ax,
finally allowing
Ax
->
0,
Ay
0,
we obtain
dy dx
dx dy
provided these partial derivatives are continuous. Example 10.12. Total Differentials. Let z = /(x, y) have continuous
derivatives.
z 4-
first
partial
Now
= = =
/(x -f Ax, y /(x
Az Az
+ Ay) + Ax, y + Ay) - /(x, y) - /(x, y + [/(x + Ax, y + Ay)

mean
Ay)j
[/(x,
y -f Ay)
f(x, y)}
If
we apply
the law of the
to both terms above,
we
obtain
Az
with
M* +
* A *>
^x
A ?/)
Ax
*/(* y
+
Oy
*y)
Av
0<î<l,0<02<l.
we have
df(x
Under the assumption

0i
of continuity of the first partial
derivatives
Ax, y _
2/
+
^2
Ay)
y) df(x, __ _ _____
-r-
Ay)
a/(x, y)
2
where
ei
>
0, c 2
>
as
Ax
>
0,
Ay Ax
>
0.
Hence Az becomes
,
A,
^M
3/M AJ
Ax
Av
(10 26 )
.
410
The

principal part of
is
defined to be
If z
f(x, y)
x, dz
do;.
Af ~
i/
1
,
ox
TT ay
0,
and Ax =
dz.
Similarly
Ay =
dy, so that
dz
+ fdy fdx dx dy
jZdx dx
dy %dy
/,
(10.26)
where dz
(10.25)
is
called tho total differential of z
If
x and y arc functions of
then from
^
A/
<VC*V'/) " "

d.r
A
A^
<V(,j[) AV "^
,
^
l
a//
A*
A<
*2
^/
A/
If
~ and
exist,
we
obtain
cte
_ '
df dx
df dy
since
>
0,
e2
as A/
->
0.
Remember
. .
that
if
>
of necessity
is
Ax
* 0,
At/-+0. In the general case,
if
u = /(x 1 x 2
,
z n ), the total differential of u
defined as
The
operator form of (10 20)
is
d[
\= dx-~\
}+dy-jt[
(10.29)
where the bracket can represent any differentiate function
of x
and
y.
In particular,
and
-
^=
ox dy
{
T~~{~~'
rf((fe)
rfa:
rfx
dy
-f
d?/
(10,30)
provided
dy dx
Symbolically,
Jt
we can
,
write (10 30) as
^-LaS^ + ai
,
[dz
d*
In general
Example
v.
411
10.13.
of coordinates given
Change of Coordinates. Let z = f(x, y), and consider the change x(u, v), y by x y(u, v), so that z depends implicitly on u and
From
(10.25)
^ Aw
d/(*,
//)
dx
A Aw
"" a/(j, y)
,
dy
Ay Aw
"^ Cl
Ax Aw
A Aw
//
Allowing Aw to approach zero yields
du
Similarly,
dz
dx du dx df_ dx dv
dy dy ay
_^ df_
dv
Symbolically,
where the brackets can represent any function
of x
and y with x and
//
depending on
In particular
any variable
Of course ~ and ~~ must, in general, be continuous. dz\ ~~ _ dx d_ (dz\ ~ '\~ I a-. fk~.l M i dx \dx) du î/
\
#//
/Â
*\~.
_ ~
d
d*z_
'dx 2
dx du
du dy\dx) d*z dy dy dx du
"i
/dz\ = ~ dx d /dz\ u \dy) du dx \dy)

dx
.
,d]/d_ (dz\
d 2 z dy
du dy \dy)
dx dy du
-f
dy* dn
r
Example
dz dr
10.14.
Consider
dz
=
dz
z(x, y},
cos
0,
sin 6
Then
dz dx
dx dr
d
_j_^ dy dr
_
dt/
dx
d dr
os
-.
,
dz
fdZ\ (dx)
+
.
Sm
dr
(dZ\ (dy)
'
osu ln ..,
dydxdr ^
~"
\_
dxdydr
ya r j
COS

dz
n
^. r
dO
sm
cos
dz
dx
dz ,,~
f_
r cog
dz n __
_=
d*z
=s
dy
-r
dz *,
r
dO*
dx
cos
sm
0\
d*z
r
sm
dy
+
,
72
a 2c
cos
~i
[a
-
2
r
ax ay
sin
-f 7
f)
Z
; 2
?*
cos
1
I
ay
412

Problems
1.
Let
T
i
=
=
2
,
x
v
=
=
e',
y
.
sin
r,
T/.
t.
Find
-j>
by two methods
,
* >
2.
Let u
xz
o
?/
o 2
,
-f
j find
dx dy dx --i and dy dv du du dv
dx du
rt
Hint
Tr
du 7 du
2x
O?/ - >
2?/
du
=
oZJ
2x
^ a#
2y ay
cos
^
2
etc.
<f>,
Why
=
r sin
is it
true that ?dt>
0?
If
3.
Let x
r sin
sin p, 2
cos
0.
V =
V(x,
y, 2),
show
that
,*!r
*!i
a?/
+ ^
*!r
d2 2
'
dV
4.
Let
/(xi,
X2
x n ) be homogeneous of degree
k,
that
is,
Differentiate with respect to
/,
set
1,
and prove a
result
due to Euler,
*/
6.
6.
If f(xi,
Prove (10.31) by mathematical induction. x n ) is homogeneous of degree k x2

,
.
.
(see
Prob.
4),
show by mathe-
matical induction that

k(k
1)
(k
I)
10.15. Implicit -function
Theorems
THEOREM
10.24.
r\ 77T
Let x
*\ T7I
yo satisfy F(x, y)
0,
and
let
us
that F. suppose *^
'
dx
and
dy
XQ\
are continuous in a neighborhood of x &

\y
=
=
, '
?/o,
say, for \x
<
I,
y<>\
<
1.
If
at x
XQ,
y<>,
there exists one and only one continuous function of the independent with ?/o = /(ZQ). In variable x, say, y = f(x), such that F(x, /(#)) = other words, if Xi is any number near XQ, there exists a unique ?/i such that
/(#!,
2/i)
0.
It is in this sense that
we speak
of y as a function of x.
Proof.
Assume
dF
>
at
P(x Q y Q ).
,
The same reasoning

'
applies to
the case
<
0.
From
continuity of
there exists a neighbor-
hood
SF
of P(x*>
2/0)
such that -^
> Q >
0,
fixed.
We
can decrease the
size of this
~~
l>
413
\y
2/o|
neighborhood, if necessary, so that it is bounded by \x XQ\ < < 1. In this new neighborhood of x = XQ, y = 2/0, given by
f$J?
IQ,
a;
|
XQ\
<
\y
yo\
<
AJ?
>
A//
/o,
we have
F,
ox
continuous and ^ oy dy
>
Q >
0.
Let
R >
2/
be any upper limit of

\x
dF
dx
2/o
in this
neighborhood.
For any x and

F(x, y}
satisfying
XQ\
<
?/)
IQ,
\y
<
IQ
we have
y)
F(x, y)
F(x
2/0)
F(z,
F(x*, y)
+ F(x,
F(x,
*/)
Let y
/-
t,
<
<
^
Then
'
F<V a. i (X, y 0+t
- IT X )-(
xo)
dF( 3
>
e ^'
Since eQ
>
0,
we
shall
e) larly F(x, 2/0 exists such that F(x, y)
have F(x,
for
|o:
<
0.
if \x - x < eQ/R. Simiyo + e) > < eQ//?. From Theorem 10.22 a We have shown that, for any x satisfying
\
a-
?y
\x
that y
for
We say 0. IQ, a number y exists such that F(x, y) a function of x and write y = /(x), so that F(x /(#)) = 0. Next we show that y is a single-valued function of x. Assume that,
XQ\
< eQ/R ^
is
bers
xo any number x\ satisfying x = ?/i and 2/2 such that /'Xî, 2/i)
|
< eQ/R ^
and
F(XI,
IQ,
7/ 2 )
there exist two
num-
0.
law of the mean to F(x
} ,
y-z)
F(XI, y\)
Applying the
yields
Since
>
2/2)
0, of
is
necessity
1/2
2/i>
that y
x,
/(x) is single-valued.
if
To
0,
show that y
F(x z
a continuous function of then
we note that
2/2)
F(x\, yi)
0,
_
^
rlJ?
F(x 2> 2/2) -xi), 2/2)
F(X!,
.
+ F(x
l}
2/2)
.dF(x lyyi
i
+e
__
2 (y 2
F^!,
2/1)
= _
y,))
flW
Since
and
is
oy
ox
bounded,
it is
obvious that
2/2
y\ as # 2
>
x\.
This
is
Theorem
conditions
1.
:
exactly the property of continuity. 10.24 is a special case of Theorem 10.25.

10.25.
THEOREM
Let F(XI, z 2
xn
z)
satisfy
the following
is
continuous at the point

first
P(a,i,
a2
. ,
an
ZQ).
2.
The
partial derivatives of
exist at
and are continuous.
414
3. F(di, 4.

a2
. .
. ,
an 2
,
0.
dF 2L
dz
at P.
By the method
hood
of Po(ai, a 2
. .
.
F(Xi,Xt,
Moreover 2 is For the case F(x,
used in Theorem 10.24 it can be shown that a neighbora n ) exists such that z = J(x\, x z x n ) and On) With ZQ = /(i, 2 ,X n )) = ,X n ,f(Xi,Xz xn a continuous function in the variables xi, #2,
.
>
/y,
2)
0, z
/Or,
//),
F(a,
if
fe,
c)
=
/(.r,
we have
/y)
f (a?,
so that
?y,
2)
/<>,
6, c)
=
F(a,
b, z)
F(x,
y, z}
F(a,
y, z)
+ F(a, y, z) ~
.
+ F(a, 6, z) ~
F(a,
6, c)
Applying the law of the mean to each difference yields
^ ^ ^ - a)
=
dF (
e ^x
a )>
y> z ^ 4. -h
^(^ b + ^_M oj
/
1
^(?y
ft),
g)
'
dz
If
6,
we have
lim
A^
^
fy
lim
7~Z~^
~~
air /a*
(10.35)
Similarly
Example
have F(l,
z as
1,
10.15.
0)
Consider F(x,
0,
y, z]
xe*
7*
yz
y.
At the point
(1,
1,
0)
we
and ~-
xe*
at
(I, 1, 0).
Thus
(1, 1)
F(x,
y, z)
defines
a function of x and
** f(x, y), for a y, z
neighborhood of
t
such that
=/(!,!).
xe
7~\~~
= xe' -f y, so that = = e* we use (10.35). Thus To compute oz ox ox ox Notice that we do not claim to solve for z explicitly in terms of x and y.
THEOREM
10.26.
Let F\{x,
u, v)
involving the variables are satisfied:

1.
(x, u, v).
= be two equations that the following conditions Suppose

=
0,
F%(x, u, v)
FI(XQ, UQ, VQ)
0,
^2(^0, Mo, VQ)
0.
FI and F% have continuous first partial derivatives for a neighborhood of (XQ; MO, ô). Of necessity FI and F% are continuous. 3. The Jacobian of FI and F 2 relative to u and v, written
2.
or
% 77T i
or
*\ JTf
du du
does not vanish at (x^ u$,
VQ).
dv
dv
KEAL-VARIABLE THEORY
415
Under these conditions there

tinuous functions
exists
one and only one system of con-
u
such that F(x,
VQ
<pi(x),
<? 2 (x))
=
2
0,
F 2 (x,
or
-
<f>i(x), <? 2 (x))
s=
with UQ
<PI(X O ),
^> 2 (Xo).
Proof.
If
./
7* 0,
then
Also
of (x
on
dv
^
is
0.
Without
loss of generality
we take
-^
0.
we note
;
that J
continuous, so that J
5^
for
some neighborhood
hood
of (XG; UQ,
VQ).
WG,
*>o),
and, moreover, -êd
for a neighbor/>
From Theorem
v
function of x and u,
10.25 we can solve for such that F%(x, u, /(x, u)) /(x, u),
as a unique
0.
Hence
by considering F as a function of .r and we note that FI is a function of x and

2
u.
From
F\(x, u,
v), v
/(x, u)
?^,
so that
dFi
di/
i
= constant
= constant
constant
"i
x = constant = constant
|x
constant
dFi
x = constant v constant
r- constant -constant L
i
r_
oifVdw
^rr /n OP %/ OV
dF 2/dv
Since
0,
we have
ifa **>/(*>"))
so that from
Theorem
10.24
we can
v
solve FI(X, u, /(x, u))
=
u, v)
for
<PI(X), <p\(x)
/(x, u)
/(x,
,
^(x))
.
.
=
,
(u, v),
of
Theorem
10.25.
==
f(u, v}, y
^/
(x,
i/,
w, v)
ss ^>(w, v)
0.
We
then Fi(x, y, u, v) s /(w, v) x = 0, can solve for u and v as functions of x and
i/
provided
l)u
IhT
dv
du
d<p
dv
d<p
dx du
dy
dx
dv
(10.36)
dy_
du
along with the condition that the
first
du
dv
du
dv
partials of x
and y be continuous.
If
cos
0,
416
y

r sin 0,
then
dx dx
d0
cos
sin
r
dr
cty
r sin
dy
d6
cos
dr
For
r 7^
we can
o
solve for r
and
uniquely
m terms of x and y in the neighborhood of

-TT
any point
ro
cos
0o, 2/0
=
2/
fo sin 9o.
Indeed,
(x* -f
)*
tan- 1 ^ x
<
TT
10.26.
mathematical induction one can extend the results of Theorem We state Theorem 10.27 but give no proof. x m ?<i, y>2, THEOREM 10.27. Let f = f (xi, x 2 ^n), = 1,2, n satisfy the following requirements: n has continuous first partial derivatives 1. Each /t i = 1, 2,
By
at the point P(a\, a 2 1 2. /t = at 7 f =

,
,
aw
.
61, 6 2
,
.
,
b n ).
1, 2,
n.
3.
at P.
exists
There
one and only one system of continuous functions,
which
a satisfy (2) such that <p t (ai, a 2 Example 10.17. For the coordinate transformation
.
.
771
6t
1, 2,
n.
we note
tion of
l,hat
F =
t
,
. .
.
fi(xi, x<2 ,
,
xn )
?y
0, so
that
we can
solve for x as a funct
7/1,
y2
y n provided
dF\
assuming that the first partials are continuous. For the system of linear equations y = a ax a
1 l
1, 2,
n,
we have
dx>
Kl
,
so that
\a]\
we can solve
for x*,
1, 2,
n, as
a function of y 1
2
,
n
,
.
.
t/
t/
provided
(see Sec. 1.2).
THEOREM
10.28.
Let u
/,(xi,
x2
x w ),
.
i
.
=
.
1,
2,
n,
have continuous first partial derivatives at P(xJ, #, ,x). A necessary and sufficient condition that a functional relationship of the form wn) s exist is that F(UI, u<t,
.
.
(10.37)
Proof.
First
417
assume that F(UI, u z
un)
0.
Then
5*
dF ~
V
2,
dF du
a
*
"
10 ...,n J-1,2,
(10.38)
Since
=
n
can be looked upon as a linear system of n equa-
tions in the
quantities,
dF a
>
du a
1.2.
.n, with
dF du a
for at least
one a of necessity,
z*.
(10.39) has been shown to be a necessary condition functional for the existence of a relationship involving the u^ i 1, 2,
(see Sec. 1.4).
Hence
dF
is
-
.
,
n.
Why
for at least
one a?
Conversely,
let
us assume that (10.39) holds, so that
dx l
a/2
dx<2
2 a/_
dx n
(10.39)
dfn
dx n
For the sake
of simplicity
we assume that the minor
of
uX n
does not
vanish, so that
3/1
d/2
<tf*
a/2
dXi
8X2
dXn_i
(10.40)
dx n -i
Now
let
1/1 1/2
= =
Ui
U%
= =
/i(Xi, X2,
Xn)
Xn)
(10.4
/2(Xi, X2,
n_l
/i i
= W n -l =
ff ^n
/n-l(Xi,
X2
Xn )
yn
418

(10.40)
From
and
(10.41)
we have
a/i a/i
6x2
a/2
dfr
(y\, y*,
\Xi, Xt,
.
. .
>
y*\ Xn)
dx n
dfn
1
From Theorem
tions of the
?/,
,
10.27
z
we can
2,
.
solve for the X T

.
1, 2,
n, as func-
n, so
-
that
i
Xi
?t (2/i,
2/2,
,
2/)
1, 2,
2/2,
(10.42)
and
Un = /n (Xi, X 2
3n)
,
^(2/1,
2/n)
along with Ui
1/1,
w2 =
2/2,
^n-i
2/n-i [see (10.41)].
From
so that
dF T
and w n =
1/2,
Thus
functional relationship predicted
0.
(? is
the
by the theorem.
y
Q.E.D.
z,
Example
10.18.
Consider
u - x
u,
*>
v,
2/>
+
1
z,
x
1
w =
2x.
Then
w\
z/
200
1
-1
-1
Tt is
obvious that G(u,
v,
w)
**u+v
=
wzzQ.
Problems
1.
Let x
r sin
cos
$>,
r sin 6 sin

in
terms of
x, y,
z.
3.
419
Show
that
Let u
=* xyz, v
xy
yz
zx,
***
z.
4.
For J
j&
in Prob. 3 solve for

v,
du
Hint: Assuming that
we can
solve for
x, y, z
in
terms of
u,
w since /
du
/i/l.
7* 0,
we have, upon implicit

,1ldx
.A/JJ
differentiation with respect to w,
_ ~
_ ~
/)/9
Thi
yz
,
xy
g
-. O . dw _ dx _ _ __
dv
(v
__
dx )- +
.
.
dy ).
)-
dz
dz <)?/ __ -!___
Solve this linear system for

6.
du
Let u
x -f
?y
-f
2,
x?/
,//2
-f-
2
2/
+2
2
-
Show that
Find a functional relationship between 3 2 rr a* 6. Consider a function of (x the Hessian of F by

1
,
u, v, w.
.
.r
M
),
say,
/(a;
x2
x n ).
We define
ay
Under the coordinate transformation
.
.
the function / becomes F(y l
z
,
n
).
Show
that
dy
dx
10.16.
The Riemann
\f(x)\
Integral.
f(x) defined over the range a
^ x ^
Let us consider any bounded function b. f(x) need not be continuous,

(a,
but we desire
<
A.
We
subdivide the range
6)
into
arbi-
trary subdivisions,
#o
<
x\
<
<
Xn
and form the sum

(10.43)
where
is
the
supremum
of f(x) for the interval x% -i
xt
The
sum Sn
obviously will depend on the manner in which we subdivide the interval (a, 6). The infemum of all such sums obtained in this manner is called the upper Darboux integral of /(#), written
&
(10.44)
420
Since
Sn
<=
A (b
a)
the inf emum
exists for all
bounded functions.
Similarly,
we can form
the
sum
sn
m^x,
ov_i)
(10.45)
with
the
infemum
of f(x)
for the interval x % -\

in this
^
is
av_i.
The
supremum
of all such
sums obtained
manner
called the lower
Darboux integral
of /(#), written
x)dx
(10.46)
The reader can easily verify that S ^ S. If S S, we say that /(x) is Riemann-integrable we write
(7^-integrable)
and
l
Ja
f(x)dx
for
(10.47)
We now
1.
investigate
Let/(;r)
constant
n
some conditions = c. Then

n
which
f(x) is jft-integrable.
Sn =
6'
Y
t=l
c(b
c(x
ov_i)
Y
T-l
fa
Xi-i)
c(fe
a)
a)
so that
2.
S = 8 = c(b Let/(z) = x for
a)
=
x
I Ja
cdx.
1.
We
1.
consider the subdivision
<
l/n
<
2/n
<
<
i
i/n
<
i
<
Then
Sn ~
-^
\"
1
2
+ l)_l/i Vf-*(n2^ 2
^
is
The infemum
be
^.
of all
sums obtained by equally spaced
divisions
seen to
Similarly
The supremum of all such sums is

for all
1
Let the reader prove that S
= S =
-g-
manners
of subdivisions (not necessarily equally spaced), so that
x dx
3.
^.
is
continuous function
always R-integrable for the finite range
(a, b).
Proof.
421
Since f(x)
is
continuous,
it is
uniformly continuous for

b
Hence
for
any
>
there exists a finite subdivision of a
6 such
that the difference between the

interval of the subdivision
supremum and infernum

than e/(6
a).
of f(x)
on any
is less
This yields
\S n
sn
<
(b
a)
= r-^~ d
$ n < e, |& necessary we subdivide further so that |*S Sn| < e. can this be done? One must recall the definitions and properties This is left for the reader. Hence of the supremum and infemum.
If
Why
\S
S\
<
3e.
Since
S
fixed
4.
S =
0,
Q.E.D.
can be chosen arbitrarily small, of necessity It must be remembered that *S and are
numbers.
increasing or decreasing function is R-iutegrable (see Prob. 10). 5. An example of a function which is not /Mntegrable is as follows:
f(x)
Any bounded monotonic
for x irrational, f(x)
for x rational,
:g
1.
Let the
reader
We
show that 0. 1, S list some properties of the Riemann
integral.
It is
assumed that
the integrals under discussion exist.
(1) (2)
(3)
fcf(x)dx Ja
b
[ Ja
f(x)dx
Ja
fa f(x)dx= ff(x)dx b = f f(x) dx r f(x) dx +

Ja
b
f
Jc
f(x)
dx
(4) (5) (6)
lif(x)
"
0,
then f f(x) dx Ja
<p(x)}
^
dx
for b
^
b
a.
[ Ja
b
(f(x)
+
dx
dx
b
ff(x) Ja
+
b
(
Ja
*(x) dx
[ Ja
\f(x)\
b
Ja
f f(x)
2
dx,bâ
<p\x) dx
(7)
^ f' v (x)f(x) a dx] [f
fa
f*(x)
dx
Proof.
b
l Ja
\fr,(x)
+ /(x)]
dx
X 2 f <p\x) dx Ja
+
for 6
2X f Ja
<p(x)f(x)
dx
( Ja
p(x) dx
>
a.
If
25X
= AX 2 + 2J5X + C ^ for all real values = has either two equal real roots or no C
y
of X, then
real roots.
422
Of necessity
B - 4 AC ^
2
0,
which yields
2
[f*
(8)
(9)
<p(x)f(x)
dx]
a|,
g I*
<p*(x)
dx
f' /
(x)
dx
(10.48)
Ja
f(x) dx
^ M\b
x
b
r/ie Firs/
Theorem of
the
= suprenium of f(x) for a fg x g 6 Mean for Integrals. If /(x) is continuous
on the range a
^
y
ft,
then
[ f(x)dx
(6
a)/(f)
fr
The proof
(10)
of (9) is left as
an exercise
for the reader (see Prob. 8).
['f(x)dx Ja
=
if
We
(a, 6),
should like to emphasize that, we can write

/
f(x)
is
/t'-integrable
on the range
f
Ja
f(x)dx
Ja
f f(t)dt
depend on the variable which is Of course 7 depends on the upper arid lower limits, Moreover / does depend on the form of f(x). b and a, respectively. Once f(x) is chosen, however, we need not use x as the variable of intesince the value of the integral does not
.
used to describe /(x)
gration.
for a
If /(x) is 72-integrable for
the range
(a, 6),
then
I
Ja Ja
f(f) dt exists
6.
Each value
of x determines a value of
t
f(f) dt,
so that
a single- valued function, F(x) can be defined by

F(x)
Ja
f'f(t)dt
(10.49)
We
could write F(x)
Ja
f(x) dx,
but confusion
is
avoided
if
we use
(10.49).
From
F(.r
(10.49)
we Have
X
+
-
A.r,)
Ja
r^
+
f(t)dt
and
F(x
Ax)
F(x)
[' Ja
"f()
dt
Ja
r/(t)
dt
dt
(10 50)
*
Since
/(.r) is
bounded
for a
6,
we have
F(x)|
|F(x
Ax)
^
>
^.
Ax
0.
(10.51)
Hence F(x)
is
continuous since F(x
Ax)
F(x) as Ax ~>
423
From
(10.50)
we note
that
F(x
[see (9) above],
Ax)
F(x)
= /() Ax
is
^
(x,
^
x
Ax
Hence
provided /(x)
continuous on
Ax).
dx
AS-+O
Ax
AT-+O
.. "X 7ff(f)dt a
f(.r)
(10.52)
We
have
*
can obtain (10.52) without recourse to the law of the mean.
We
W(v \**
x
1^
AT*"| LA^/y
F(^\ \Js)
j>/ ,_\
1 A
/*z-f
/
Az
//j\
jj
r/
^j
x + Az
[/(O
/(x)]
A
for
\t
If f(f) is
continuous at
x|
x,
we have
\f(t}
/(x)|
<
x\
<
8.
Choose
<
so that
F(x
Aa;)
F(x)
Ax
Since
c
/(a-)
r
:
can be chosen arbitrarily small, we note that
F'(x)
lim
We obtain the fundamental theorem of the integral calculus as follows Let G(x) be any function whose derivative is/(x), /(x) continuous. Then = F'(x) for a g x ^ 6. From Prob. 8, Sec, 10.13, we note that (?'(x)
F(x)
G(x)
C,
C =
constant.
Hence
For x
a we have G(d)
+C =
so that
G(x)
~G(a) =
For x
we
obtain
G(b)
-G(a) =
we
ya
( f(x}dx
(10.53)
Hence, to evaluate
tive
is
Ja
/(x) dx,
find
any function G(x) whose derivaJa

/
f(x)
the difference between G(b) and G(a) yields
/(x) dx.
424

Problems
n n
1.
From
n
(k
I)
fc
2k
we have
Y
0/2.
K*
*)
Afl
** so
that
^[(n
I)
n]
=
3
w(w
3
+
-
Consider
(A;
+ +
I)
/c
3A: 2
3A:
and show that

*-i
2.
/
fr
n(n
l)(2n -f
1)
Without recourse to the fundamental theorem
of the integral calculus

1
show that
x 2 dx
3.
-g
by making use of the result of Prob.

continuous for a
If /(x) is
6.
>
a,
and
if
Ja
f(t) dt
for all x
on
(a, b),
show
that/(.c)
0.
(a, 6), b
4.
If f(x) is
continuous on
>
a,
and
if,
for
any continuous function
^(rr),
fb
Ja
6.
/
/(j-)^(o-)
0,
show that
/(a-)
=
^
b 6,
on
/>
(a, b).
If /(x) is
continuous for a
>
a,
and
if /(.r)
on
(a, b),
Ja
= f f(x)dx =
2 for
show that/Cc)
6.
Let
/(a;)
= = 1
on
for
(a, b).
5, /(.T)
^ < x g
1,
and consider
a?
1.
Obtain a graph of FOr).
Why does F'(x)
not exist at x
= ^?
Does
this
contradict (10.52)? 7. Consider the interval

tional, /(x)
I/?
if
72-integrable
8.
<p(x)
on ^ x Prove the first theorem of the mean for integrals. If /(x) is continuous on 72-mtegrable on (a, 6), and <p(x) of the same sign on (a, 6), then
b
^ x f L = p/(?, p and g ^ 1.
Define /(x) as follows: /(x) = if x is irraShow that /(x) is integers in lowest form.
(a, b),
Ja
9.
( /(x)*>(x) dx
/(
Ja
^
6
*>(x) rfx
If /'(x)
and
b
^(z") are 72-mtegrable,
show that
f
Ja
f(x)<f>'(x)
dx
/(x)^(x)
Ja
r vW(x) dx
b
/(a)^(a)
Jo
f v(x)f\x) dx
(10.54)
Equation (10.54) represents an integration by parts. 10. Prove that any bounded monotonic function is -R-integrable.
10.17. Integrals with a
425
Parameter.
b
Let us consider the integral
F(t)
Ja
f f( x t)dx
,
U ^
ti
(10.55)
integrated with respect to x, what remains depends on the ^ i ^ t\- Of course F(t) depends also on a and b, but for parameter /, the present we assume that these numbers are fixed and finite. For
After f(x,
i) is
tQ
example,
is
a well-defined function of
for
>
0.
We now We desire
determine some conditions for which F(f)
will
be continuous
\irnF (t)
t-St
F(t)
l
Ja
'
f(x,
t}
dx
(10.56)
If
exists
i
and
is
at
a bounded /f-mtegrable function with respect to
x for
U ^
t\,
then
b
[f(x,t)
-f(x,l)]dx
= \t-t\
^ M\t -
(10.57)
From (10.57) we see /(#, t). by applying the law of the mean to/(x, t) that lim F(t) = F(t). A less stringent condition which does not imply
t->~t
the existence of -^-
and which enables us to prove the continuity

t)
of
F(t) is as follows: Let/(x,
so that for
\f(Xj t)
any
f(x,
T)\
> <
be uniformly continuous in t with respect to x 6 > 0, 5 independent of x, such that whenever \t 6. One notes immediately that t\ <
there exists a
\F(t)
F(t)\
\dx\
e\b
a\
Since
can be chosen arbitrarily small, we see that F(i) > F(t) as Of more particular interest is the possibility of showing that
c
> t.
dF(t)
dt
= ~
'
Let us assume that
is
continuous for a
a:
/
;
<i-
We
426
define 0(t)
ELEMENTS OF PURE AND APPLIED MATHEMATICS by
Then
f
/
G(t) dt
= f
/
f df(x J
/
t} J
\!
O*
dx
dt
f
I
f
/
Jto
Jto
Ja
7a
./Jo
P
/
[M
F(i
/(*,
*o)]
dx
(10.59)
= F(0 The interchange

integrand
is
of the order of integration
can be justified since the
continuous.
dF(t)
c?^
From
(10.52)
we obtain
~(
Example
10.19.
We
consider
F(t)
*">**
j
f'
(is
\t\
< T
in x
(10.60)
It is
|<|
obvious that
2
T
~-
t(>nn:r
(e
cos x
tosj
\Q
continuous
and
for
2S TT,
<
so that
^
-j7
/v Jo
/
cos x e1
COB x
dj
dt
It is easy to justify a further differentiation so that
d*!F_
_/""., C S a;e (oos*^,.

""
8a!
rf?
Jo
F(t)
/
sin 2 x
e*
08 *
dx
]
F(t)
+ /sin Jo
xd
\<
eto BX -
/
1
/
I
-o
7
*
cos x
e*
CU8 x
dx
Jo
Bessel's differential equation (see Sec. 5.13) for

z
n =
is
-f -j^ -j^ a z 2 oz
-f
0.
If
i<,
we have
-p
-f
-^-
w?
0,
which
is
satisfied
by F(t)
of (10.60).
Problems
1.
Show
that f J
1
dx
(
/6
1
cos /x dx
/"6
(1/0 (sin
6<
sin a<)
compute
x2
''
cos to
JO
(/x,
p a
posi-
tive integer.
3.
427
Show
that
sin
x dx
a;
~
4.
< a
a cos
+a
a
Given F(t)
= f y*(fl
/(*,
dt,
show that
for certain rost notions

5.
on
-l^-'--
<
^(/) ? ^(/).
By two methods show that

2
J
10.18.
a:
f'
(2x
dx
4< 3 4- 3/ 2
4/
Improper and
Infinite
Integrals.
The function
f(x)
or*,
is
>
0, /(O)
1, is
well defined on the interval
1.
Since /(x)
not bounded on
this range.
^
for
1,
we
are not certain that

e
it is
/Mntegrable on
However,
<
1,
we have
As
>
0, F(e)
>
2 and we define
r^. Jo V%
We
lim
r:2
r ^
*
v*
notice that /(O) could have been defined in
any way we please withri

({
out affecting the value of the improper integral f dx Jo %

/ 1
x -
Let the reader
show that the improper
integral
fails
to exist.
Practical Rule.
c
for all
>
0.
Let/(x) be #-integrable for the range a Define \l/(x) by
+ ^
e
6,
1.
If for
/
11
<
we have
\\l/(x)\
<
constant for a
b,
then
e-0 ^ a + >0
2.
lim
f(x) dx exists.
If f or
jit
we have
\$(x)\
> m >
/(x)
for a
f),
then
lim f
dx
fails to exist.
428

left
-r-
that lim
These results are fa p
as an exercise for the reader.

if
\i
One
/u
easily sees
1.
-o
-,
J a+t
(x
exists

6,
a)*
If f(x) is
continuous for a
b
x
C
^
~(
except at x
c,
b
<
<
we
define
Ja
f f(x) dx
lim I a
_>
f(x)
dx
e>0
lim f f(x) dx c+5 d (5-0 &>Q

./
(10.62)
provided these limits independently.

Example 10
However,
20.
exist.
It is
important that
Anf
and
approach zero
We consider
xY
a.
ra
Jo
-r=^=-y/a 2
The upper
<//O)
limit
may
give us trouble.
f(x)
bounded
for
= (a ^ x ^
*(a -f
.r)*,
so
x2 that
(a
x)*f(x)
(a
x)*
is
Since M
= i
/"a
the integral exists and, actually,
dx
_ ~
TT
Jo
Va^^P
g
x
The
integral
Ja
f(jr)
dx
is
called an infinite integral
and
is
defined as
follows: Let/(x) be 72-intograble for a
g X,
X arbitrary. We define
(10.63)
[~f(x)dx= Jo
provided this limit
exists.
lim
X-*
Ja
[*f(x)dx
For example,
r ^
i
yo
+
,
x-
r lim
x-+
7o
P r dx
1
v im tan" 1
j
v A
If
TT
Let the reader verify that

exists,
70
cos x dx does not exist.
Ja
\f(x)\
dx
we say that f(x)
is
absolutely integrable.
From
(10.03) \ve note that for
any
> <
for
an XQ
exists such that
Ja
f(x) dx
- P/Cr) Ja
f(x)
dx
e
for
X
(10.64)
or
^ x
dx
<
/
X
Ja
\
One
since
sees immediately that
if
Ja
\f(x)\
dx exists then
f(x) dx exists,
\[~f(x)dx J
-A-
J -A.
f"\f(x)\dx
*
/
simple test for the convergence or existence of

Ja
/
Ja
f(x) dx is as
follows: If a function <p(x) exists such that
\<p(x)\
dx converges, and
if
429
\<p(x)\
>
|/Cr)|
for x
a,
then
Ja
f(x) dx converges.
We
leave the
proof of this statement as a simple exercise for the reader. Another simple test for the convergence of an infinite integral
is
based
upon the integration-by-parts formula.

u(x) dv(x)
From
u(a)v(d)
= u(X)KX) -
Ja
t>(x)
du(x)
we note
that,
if
x-
lim u(X.)v(K) exists and
if
Ja
r(x) du(x) exists,
then
/u(x)
i
dv(x) exists.
10.21
t,
r
Example
lim
,
We
We
r
,
consider
dx.
The
origin
need not concern us since
sin
=
f
I
1.
have
sill
Jir/2
dx
=
,
/*
I
- a
COS
(
cos x)
X
/" /
/"
COS x
X*
JTT/2X
,.
,
^r X
J r /2
dx
~.
Now
TWT
i-
lim
X-+co
cos
^7
X =
arid
X ->
lim
x /"X cos --X2

S
dx exists since
x
dx
2
r exists,
omce
Jir/2
JTT/2X
/W2
Jo
exists,
**
we
see that
Jo
dx exists
Its value
is
We now
consider an infinite integral involving a parameter.
Let
<p(t)
be defined by
^(0
~
/
f( x
t)
dx
to
^ ^
t
(10.65)
We
for
assume that the integral
range
U ^
e
t\.
If
any
>
an XQ
of (10.65) exists for each value of our attention on a specific value of t, such that
on the
we
fix
we have
/v yX
/(x,
ds
<
X
t.
(10.66)
The value
o
of
there exists an
== t
range with respect to t. Let the reader show that
Xv (for a fixed e) may well depend on If, for any e > 0, XQ independent of such that (10.66) holds for all on the ^ <i, we say that the infinite integral converges uniformly
t
if
g(x)
t)
\f(x,
t)\
for
tQ
fa,
and
if
/g(x)
i
dx
exists,
then
Ja
f(x,
dx converges uniformly,
/
Example
for all
t
10.22.
We
/
consider F(l)
*
e~* cos xt dx.
Since e~ x *
<.
x*
\e~
cos
xt\
and
since
e~x dx
\/ir/2 exists,
F(0
exists for all
430

t) is
We now show that if f(x,
X
/
finite
but arbitrary, then

t)
<p(t)
X, uniformly continuous in t for a rg x of (10.65) is continuous in t provided
f(x,
dx converges uniformly.
t
We
have
[f(x,t
U) -f(x,t)]dx
+ /x
From uniform convergence we have
f(x,
t
"
/(*,
i
+ A<) dx >
t)
/(x,
dx
for
any
e/3
an
dx
such that
M) dx
that for any e/3
f(x,
From
Sec. 10.17
we note
>
>
exists
such that
[/Or,
A0 -
f(x, 0] cte
for |A|
<
5.
This
is
the property that
Ja
f(x,
t)
dx
is
continuous in
/,
finite.
Hence
\<p(t
A)
<p(0l
<
for |A| 5, d > 0, so that <p(t) is continuous. It is interesting to find a sufficient condition
<
Q.E.D. which enables one to write

dx
(10.67)
Let the reader

formly, then
first
show
that,
if
G(t)
7a
/*
/oo
./fc
^^
^
(10.68)
G(0
provided
^=
a;
is
continuous for
a,
<
<
<i
[see (10.59)].
Dif-
ferentiation of (10.68) leads to (10.67).
Example
10.23.
We
consider F(t) given in

/(x,
t)
Example
cos 2x<
10.22.
From
e-*
we have
~
vt
2x6"** sin
2a;<,
To show
that
JO
dt
- dx converges uniformly for
all
t,
431
Hence
we note
that
yo
dj(xt) dx
d
jo
2:ce-*
2
sin
=
=
Integration yields F(t]
oo
yo
sin 2xJ rfe- x2
= ~2/
g" xl cos
-2lF(t)
Ae~ iZ =
e~*
cos 2xt dx
At
we have
so that
x * cos 2xt dx e~ e ~"
'
/o"
Problems
/i
O SJKnw *' bh W that
3.
aH* -
dt exists for
<
^^
JO
/7T/2
V(l ~
In sin x
7=r_:
T 2 )(l
exists
frX)
Show Show
that
Jo
4.
dx exists
that 7r/2
tan"
r
/
(1
//>-'* sin x dx,
^
Evaluate this integral
.C COS ___
^j.
/oo
converges uniformlv for
all/.
by contour
6.
integration.
Show
Let
that
x sin
xt.
ex
dx
xe~ x d(
cos P*) exists.
Jo
7.
/(JT,
Jo
Show
that
/o" /-i
.
f(x
>
*^
dx,
*i
Consider F(y}
and show that
10.19.
Methods
of Integration.
We first
consider the special indefinite
integral
In the elementary calculus the reader was told to expand 1 (x 2)" in partial fractions, obtaining
1
(.r
I)"
Ax
(x
l)(:r
2)
x2
+B +1
(A
C
'
2
2
C)x
(B
- 2A)x + C -2B
X
, 9 L)
(10.70)
432
Since

(10.70)
1,
holds for
so that
all
C - 2B =
x,
one has
A =
I
-|,
B =
-|,
A + C = 0, B - 2A = 0, C = |. The integral (10.69)

dx
,
can be written
/dx
(
X2
_i_
f)TjT
_
~~
~~
f
/
x dx x2
"""
2 f
5
/
1
1
f
/
2)
= -
^r lu
In
+1 (x +
2
x2
+
1
~
x
(x
dx dx__
1)
tan" x \ o
In ^ o
2)
+
The
x
constant
Since x 2 results of Sec. 8.11 justify the expansion (10.70). 2 are relatively prime (there is no polynomial of degree ^
+
1
1 and which
divides both x 2
and x
2),
there exist
two polynomials P(x\ Q(x)
such that
Thus P(x) =
2
C, Q(x)
2).
(x
l)(z
To
= Ax B, and (10.70) results upon division by evaluate the integral
x
2
cto
(.T
+
__
1)(X
2)
one notes that

x
2
(x
~ _
x2
2
5
2
a:
"
l)(x"- 2)
5 x2
___ - 2
a:
x
so that
-Z
C!T
i tan-' x
$ In (x*
1)
+ f In
(z
2)
+C
If
the zeros of a polynomial P(:r) are known, one can evaluate
$$**
provided Q(x)
is
(10.71)
a polynomial.
A
i
One
i
writes
"
P(x)
with a k
r^ + ^=7; +
*
w^
+
j_
.
T=T +
k
~i~
+ ^~=T n
j_
lim
p(
fc
1,
2,
n.
One then
divides Q(z)
by
,
rk
and performs a
series of simple integrations for k
1, 2,
n.
If
433
a
A;th-fold zero of
P(x)
is
a polynomial such that x
r is
P(x)
we have
P( X )
=
(x
Thus
and
P'(r)
P'(x)
- r)*Q(oO (x - r^-WOr) +
Q(r)
(x
*
r)Q'(z)]
(x)
latter
= provided k > 1. For fc = 1, P'(r) ^ 0, so that P(x) and have no zeros in common if P(x) has no multiple zeros. In this case P(x) and P'(x) are relatively prime so that polynomials A(x)
exist such that
and B(x)
A(x)P(x)
B(x)P
(x)
(10.72)
To
evaluate an integral of the type
J
provided P(x) has no multiple zeros, we make use of (10.72).
C(x)
[P(x)]
Thus
A(x)C(x)
(P(x)]<-i
""
B(x)P'(x)C(x)
[P(xf]-~
and
f C( x} J fP(x)]"
-
f J [P(x)]"-
A^^)
1
rfr
"*"
__J
1
-"m
^KI(?)
[P(x)]"-'
Since
of the
m has
been reduced by
1,
we can
repeat this process until integrals
type (10.71) occur.

10.24.
Example
We
~
consider
z
/ " (X ) (x>
f Jo
dt
2
(<
+
=
~
l)"
1.
f Jo
dt
2
(<
l)"-
f Jo
/2 )
2 (<
"
2t di
l)"
since
(V
1)
(</2)(2<)
Integration
(t*
by parts
yields
1)'-"
I*
f*
dt
From
/i(x)
2(n
1)(
I)-z
tan" x one has / 2 (z)

1
^ tan" x
(2n
.
+ ^x/(x +
.
1).
Repeated applica-
tion of (10.75) yields
^W
T
i \
3)
2-4.6..
j.
(2n-2)
^^ * + R(X)
.
,
where
/2(x) is
a rational function of
434
If

F(x)
is
a polynomial,
it
can be written in the canonical form
F(x)
= X,X\
-
with X\j X%,

Since
. ,
Xm
X\
is
relatively
polynomials relatively prime to each other. X%, we have prime to X\

,
A(x)Xi+B(x)Xl
..
.
X
2 Y 1^ Y2 ^
=
1
so that
B(x)
*\
i
~Y +
,
A(x) ^
^\
Y^ Y3
2 2
Ym ^ m
Ym A w
prime to X\
X%
Continuing this process by noting that X\ one can write

y
is
relatively
'
'
'
F(x)
if f(x) is
X,
X\ The
evaluation of
XZ
also
a polynomial.
dx
F(x)
is
reduced to an evaluation of integrals of the type given by (10.73), which in turn can be reduced to the simpler form given by (10.71). Let R(x, y) be a rational function of x and T/,
y)
'~^r
y_0 t-0
(10.76)
2 2
MV
do:
2
To
evaluate
TB)
(10.77)
dx
with y #, one notes that the change of variable t B, = (2tdt)/A, x = (t 2 - B)/A, reduces (10.77) to an integral of the type discussed above.
Example
10.25.
= \/Ax
= Ax
To
evaluate
dx / ~^f^
(10J8)
we
let
P -
4- 1, 2< dt
dx, so that (10.78)
becomes
aad
V*i ^.2x^+1+ ^1^-1+ C Vx + +

*
to
1
435
We
can evaluate
fR(x,
V^nr^+~c) dx
Let x
(10.79)
provided
is
a rational function.
a,
satisfy
so that # 2 == the point (a,
A a2
+ Ba +
y
ft
C.
t(x
The equation
a.)
2
/y
ft) is
with
of this straight line with the
curve
of the straight line through the slope. The intersection Ax'2 Bx C is easily seen to
/
yield the coordinates
y
Since
ft
(B
+ 2Aa 2-_L~4
of
(1
'
80)
20t)t
x, T/, and da: are rational functions by the methods discussed above.
t,
one can integrate (10.79)
Example
10.26.
2
,
We
evaluate
/
/
**
0,
C = p
x + p v-^=^.
2
We
p.
have
2
?/
x2
2
,
A -
1,
and we choose
2pt
so that &
From
(10 80)
+
-
'-i-7.
so that
-P!--/i
]
x \/x 2
-^L^ +
p*
is
dt
t
[ P J
In
-P ^
^
*
>"P + r
The
integral (10.79)
a special case of the following type of integral.
Suppose R(x, y) is a rational function of x and ?/, with y depending If the curve f(x, y) = implicitly on x through the relation f(x, y) = 0. is unicursal in the sense that we can describe the curve parametrically by x = <p(t), y = \l/(t) with v(t) and \(/(t) rational functions of t, then
JR(x, y) dx
fR(v(t),
WW() dt
:
(10.81)
and
this integral
can be evaluated by the methods discussed above.
A
by
rational function of the trigonometric functions can be integrated the use of the following change of variable
=
"
X tan -
/I
COS X
rrr^
2<
(10-82)
436
For example,
elliptic integral of the second kind appears in a natural manner one attempts to find the arc length of an ellipse. Let x a sin <p, b cos <p, ^ v? < 2ir be the parametric representation of an ellipse. y Then ds 2 = dx 2 + dy* = (a 2 cos 2 <p + b 2 sin 2 <p) d<p 2 so that
if
,
The
L =
withe 2 = (a 2 6 2 )/a 2 kind is denned as
a
if
\/\
sin 2
(p
d<p
<
=
62
<
a2
The
elliptic integral of
the second
E
The
by
2 (k,
<?)
\/l
~ W smT7 d<p
\k\
<
(10.83)
first
period of a simple
pendulum
leads to the elliptic integral of the
kind, given
sn
|fc|
<
(10.84)
Extensive tables can be found in the literature for the evaluation of these
important
elliptic integrals.
Problems
Integrate the following:
/"
.
-\-
b cos cz
-f
for a
c
>
0,
<
52
bx -f
f or
ai
>
52
a2
<
y 10.
a sic sin ex
b cos cz
Let a and
be real roots of Ax*
-f
Bx
(a?
+C ft)
0.
Show
:
that
Bx
+C-
\!A
3:
and that
t
437
t.
Â
=
/
-~~
defines
a:
as a rational function of
Apply
this result to
evaluate / \/x*~~- 3x
11.
2 dx.
Let I m
fir/2
sin
x dx.
Show that
yo
L2P
(2p)M
with (2p)t
2
1
-
Jlptl
(2p 5
(2p
+
1).
l)!l
=246
(2p), (2p
1)!!
10.20.
Sequences and Series.

Sl, S 2 , S3,
A
-
sequence of constant terms

-
Sn,
(10.85)
simply a set of numbers which can be put into one-to-one correspondence with the positive integers. To completely determine the sequence, we must be given the specific rule for determining the nth
is
term, n
1,
2, 3,
We may
also look
upon the sequence,
{s n },
of (10.85) as a function defined only over the integers, so that/(n)
sn ,
n = I, 2, 3, .... DEFINITION 10.26.
The sequence
lim
n
* oo
of
terms
{s n
is
said to converge
if
number S
exists such that

sn
= S
e
(10.80)
Equation (10.86) states that

such that
Y
for each
^ N(e). |iS the greater is the corresponding N. the given e implies that the sequence becomes and remains within an distance of S.
sn
t
<
for n
> there exists an integer AT(e) In general, the smaller e is chosen, The existence of an integer jV for
e
1 Example 10. 27. It is easy to show that the sequence 2, l-J, 1-J-, 1/n, We have w - 1| = |l/n| < eif n > 1/c, so that N(c) = [l/], converges to the limit 1. where [l/e] is the first integer greater than l/.
.
.
|.s
In most cases we cannot readily determine the limit of the sequence even though the sequence converges. Cauchy obtained a criterion for the convergence of a sequence which does not depend on knowing the
limit of the sequence. Cauchy' s Criterion.
\s n+p
If,
for
any
all
>
0, 0,
an integer
jV exists
[s n
\
such that
sn
<
for
N and
p ^
the sequence
if
converges to
a unique limit S. This criterion is certainly necessary, for
lim s n
n
*<
S,
then \S
\s n+p
sn
< <
p
/2 for n
e f
^ N,
\S
0.
s n+p
<
e/2
forn
N, p
0,
so that
sn
orn ^ N, p ^
Hence
fies
Cauchy's
0.
criterion.
\SN I+P
Conversely, assume that a given sequence satiss n < 1 for n ^ NI, Choose e = 1, so that \s n + p
\
sjyj
<
for
0,
and
all
terms in the sequence
438
There are only a finite following SN, are within a unit distance of SN^ number of terms preceding SN V so that the sequence must be bounded. From the Weierstrass-Bolzano theorem at least one limit point exists for
the infinite set of numbers
exist, say,
|.$ n
{s n
}.
S and
\
+p
$n
<
T, for n
S <
*z
T.
We
^
0.
Let us assume that two limit points choose e = (T - R)/2 and note that
This means that after SN the terms
N, p
sequence are clustered within an e distance of each other. Let the reader conclude that, if S is a limit point of the set {s n j, then T cannot be a limit point, and conversely. Thus Cauchy's criterion guarantees
of the
that the sequence has a unique limit, S, with

1
Km
n
>
sn
S.
It
should be
oo
we showed that the sequence understood that by first considering e = we Then that bounded. deduced was only one limit point could exist.
Example
10.28.
If
we
return to the sequence of
Example
24,
we note
that
.P n(n + p)
.
n
[1/e].
if
>
l/, p
0, since
p/(p
-f n)
<
1.
Again
By applying the Weierstrass-Bolzano theorem it is very easy to prove that a bounded monotonic nondecreasing sequence of real numbers always As an example of the use of this result, we consider the converges.
sequence
n = 1,2,3, ...
We
show
first
that the sequence
is
bounded.
We
have from Newton's
binomial expansion
Sn
~
-
+
-h
I
JL
1 l
2) 42!~ ^ + 3! ^+ n) 1 l-l/*.i:(l-l/n)(l-2/n) 1 H- + + .... -h 2! 3|
"
'
'
+^
-L
so that
5n
<l +
l+^ + ^+
of the
<l + l+| + ^ + ^+
is less
'-
=3
>
s-i,
Every term
sequence
than
3.
Next we show that

ft
sn
so that the sequence is monotonic increasing. if a. and ft are any two numbers such that a >
First let us notice that,
0,
then from
we obtain
439
Now
let
a =
+
>
-) n/
l/(n
1)
n~
l
>
(a
ft
+
=
1/n,
n
fi
an
- na
>
ft)
aâ
n
> 1, so that - n(a - ft)]

T )
yields
Sn
=
(
_i (
-U:
1
~~
I/
_!
>
Thus the sequence converges

lim
n-+
( 1
to a unique limit, called
e.
+
U2
n/
2.71828
The
infinite series
Ui
'
'
+
.
Un
'
(10.87)
if
.
with u n well defined f or
n =
1, 2,
can be given a clear meaning

HI, s 2
we
.
,
reduce the series to a sequence.
We define Si =
n =
1, 2, 3,
HI
HI,
i.
...
(10.88)
If
the sequence
sn
converges to a unique limit $,

write
00
we say
that the series
converges to
S and
S =
If
w,
(10.89)
the sequence
fails to
converge,
general, one of three things will occur of a series:

1.
we say that the series diverges. In when we consider the convergence
2.
3.
The The The
series converges. series increases

series oscillates
beyond bound, and so diverges properly. and does not converge.

00
Example
10.29.
The
series
m m <
j
,
1,
converges to the limit 1/(1
m)
since
8n
) m' ^ j-0
.
. .
(1
ra +1 )/(l
wi)
->
7j (1
as
w->
oo.
The The
series
m)
since s n
+
1
]
1 -f
_|_
_|_
.
_|>
increases
.
beyond bound
n.
series 1
(
_j_
_j_
converge.
does not converge since (_i)n+i _|_ The terms of the sequence oscillate between
.
.
^[1 -f
1
l)
n+1
fails
to
and
zero.
n
If
we apply
.
.
the
Cauchy
criterion to the sequence s n
= ^ uiy n =
1,
2,
we note that a necessary and
sufficient condition for the con-
440

is
vergence of the series y u3

that
that for any
>
an integer
N exists such
"
u,
<
(10.90)
n-\-p
for
n ^
AT, all
>
0,
since s n + P
>
u jy
is
;=1 equivalent to the statement that for
= Y jI any e >
sn
"
?v
Formula
(10.90)
exists
an integer
such that
<
for
^ A
If
we
write
.7
with
Rn
find
Uj,
we note that
Af
the series converges

all
if
for
any
>
e
we can
for
If
an integer
such that
remainders,
R nj
=
for
are less than
n ^ N.
we apply
e
(10.90) for a convergent series with
p
e
1,
we note
that
for
any
>
an integer
N exists such
that
\u n+ i\
<
n ^ N.
Thus
a necessary condition that a series converge is that the nth term of the series tends to zero as n becomes infinite. However, the harmonic series
00
L^mJ
V /
i
diverges even though the nth term tends to zero as n becomes

oo
n-i
n-1
Zl
Yt
diverges
is
seen
by writing
---++--a+
We now
positive
1.
*)
(i
+ +
(i
i)
+ A) +
consider
some
practical tests to determine whether a series of

not..
terms converges or
Since u n
is
0,
we note that the sequence

If
sn
u}
j-i
n =
1.
2,
3,
...
monotonic riondecreasing.
a constant,
M,
exists
such that
sn
441
u3
<
M for
all n,
the sequence
is
bounded and hence converges.
Thus the
series
V
)
-^
converges since
n
=1
,.
;p
00
<! + >+;!-,-... =2
00
for all n.
2.
If v n
^ un ^
test
and N
w
vn
1
converges, then N
n
w n converges.
1
This
is
the comparison
of Weierstrass.
The proof
if
is trivial
and
if
is left
as an
exercise for the reader.

OO
Conversely,
00
un
vn
0,
and
vn
diverges,
then
for n
3.
/
n=l
u n diverges.
The
series
/
n
<
<
1,
a diverges, since \/n
>
l/n
1
,
2,
The Integral
Test.
2>
1
function defined for x
Let &(x) ^ be a monotonic nonincreasing Let the reader show that

.
^
From
(10.91) the reader can
^(2)
^(3)
^>(w)
(10.91)
deduce that
W
}
l_j
<p(n)
l
converges or diverges
according to whether
00
(p(x)
dx exists or not.
The
series
V
)
i
,
>
1,
is
seen to converge since
(p(x)
is
mono-
H=l
tonic decreasing
4.
and
lirn
ôo
Jj
xa
for
\
>
D'Alembert's Ratio Test.
Suppose that a constant d

00
exists
such that
a AT +1
f or
^ A we have
r
a n+ i/a n
<
d.
If
<
1,
nl
a^,
aAT +2
a n converges.
From
<
00
da N +\
rf
<
d 2aN
a^ +p
00
<
d p aAr, ... we note that

is
an
<
ajv
r
y
=
a^/(l
d).
Thus y a n
bounded and so con-
442

00
verges.
If
a n +i/a n
>
it
for
n ^ N, the reader can show that
^
n-l
diverges.
At times
may
be useful to consider
lim
TJ
?=! = d
^n
(10.92)
oo
If
<
1
1,
converges.
is
then a n +i/a n < d' < 1 for n ^ JV. Why? Thus the series If d > 1, the series can be shown to diverge. The case indeterminate since examples can be found for which both con-
vergence and divergence exist. 5. The Cauchy nth-root Test.

f or
00
Assume that lim \/a n =

n
*
fc
<
1.
Then
Since
^ N we
w
have \/a n
<
fc'
<
1,
so that a n
00
<
n for (fc')
n ^ N.
n-V
show
that,
if
L<
(fc')
converges, of necessity
n-l
) a n converges. L*
00
The reader should

00
lim \fa n
rl
fc
>
^
1,
then
QQ
__
/ an T?
^^J
diverges.
The
series
L.^J
^
l
,:TI
converges since ^/o^

6.
00
Raabe's Test.
We
consider the series^
^
n-l
an a n
,
>
0.
If
(10.93)
with lim n/(n)

n-
0,
then
y +4
n
1
a n converges or diverges according as
o-
>
or
or
1.
From
(10.93)
we have
lim
n n ~ \n~ a n+
i
(n
1)
=
J
er
Assume a
>
so that
<r
fc
>
(
0.
For n
^
I
we have
n fjL
or
[na n
_
(n
1)
> >
+
.
I)a n4-i]
n+i
(10.94)
Let n
AT,
]\T
1,
AT
2,
N+
1,
in
(10.94),
and add.
We
obtain
443
N+p-l
^
Since (2/k)NdN
is
00
a n+1
<
? (Na N
- (N +
p)a N + p ]
<
\ k
Na N
bounded
N + p-l
a fixed number, the series
V
n?N
a n+
is
for
all p.
Hence
an
is
bounded and so converges.

o
If
<
1,
then for
n ^
N
^
we have a n +i >
N
aAT '
aN+2
+ n +1 ^ N "~ ^ aAr4
n
-,,
.
Thus
"
^ >
so that
00
and
y
n-l
a n diverges.
It
can also be shown that N
ar,
diverges
if
As an example we consider
V
>
We
have
a W 4-i
Since
oo
n2
n2
o-
n2
lim n
^ "
and
>
the series converges.
The
series
V
y
i di diverges since
(7
1.
Of particular interest are those

negative terms.
series
with alternating positive and
We
consider
(10.95)
00
In order that
l)
n+1 a
converge, of necessity, a n
>
as
oo.
Let us assume further that a n+ i
a n for w
1, 2,
We show that
444

First let us note that
the series given by (10.95) converges.

S*n
= (i = ai
02)
(a 3
a4 )
(cu
+
as)
. . . ,
+
,
(a 2w ~i
a 2n )
^
a 2n -i)
~"
(a 2
as)
(&2n-2
a 2n
#1
Hence the sequence
82, 8*,
$ 2n ...
is
monotonic nondecreas-
Moreover ing and bounded, and thus converges to a unique limit S. lim $ 2n +i = S since lim a 2n -fi = ct2n+i, so that by $2n+i = Sz n
oo
oo
assumption.
Thus the
alternating series converges to a unique limit

00
8
If
0.
00
/
n
(~ l) M+1 a n converges but y

n
oo
a n diverges,
1
we say that the
series is
-1
If
conditionally convergent.
^
n~l
a n converges,
we say that the
alternating
series is absolutely convergent.
Problems and show that the
1.
Apply the
integral test to the sei les
TT->
j-r.
series con-
verges or diverges according as a

2.
>
or a
Show Show
that the series
^-f^ Z 3
7+4
--f
l)
n+1 - -f
converges.
00
3.
that a necessary and sufficient condition for the convergence of

n
e
y =
an
l
is
that for any
>
an integer
|r|
N exists such that

lim
W
oo 00
a n +i -f a n + 2 H~
n+ l
\r\
+
n
flm+i|
<
for
m ^
4.
^ ^
that, for
Show
<
__
1,
0.
//m:
|r|
|r|
<
n
|r
6.
Show
Show
i
,
that lim \l -7
n-4oo
*n\
so that
n
>
L4 n\
converges.
6.
that the series
"*"
^
T
if
+
-f-
1)0(0
1)
a(
!)(
"7(7 +
>
a
"^
2)/8tf
1)2'
T"(T -f 1)(7
+ DQ8 + + 2)3!
2) -r
'
' '
converges
7.
and diverges otherwise.

00
Show
that the series
n**l
>
__
n \/n
.
diverges.
8.
n Consider the convergence of

.
,,
w nl
1).
V >
|"(2^
l)!!4n +31 2 = with ^ &n-\- L\ (^fiW;!!

,
...
(2n)!!
- 2-4-6
(2n)
(2n
1)!!
- 1-3-5
(2n
00
445
y an n-l
9.
Assume a n ^ a n +i >
for
1,
2, 3,
and further assume that

oo
converges.
oo
Show
that lim na n n-+>
=
oo
0.
Why
does
n-l
n
tn
/ ^
n diverge?
n
10.
Let
n
y
=
1
sn
converge to S, y n=
cr n
converge to T.
Define <r n
=
(
/
1
*)
(
.;
/
1
^)>
and show that
hm
ST.
00
11.
Show
that the series
V
n=l
Lj
/
l)
n+1
is
conditionally convergent.
Is
it
possible
to rearrange the terms of this sequence so that the resulting sequence to TT or any other number?
12.
would converge
2
%
Consider the sequence
k\,
k^
ku
defined
by
k l+ i
1
\///l
1, 2,
.
-f k lt
. .
.
<
ki
<
1,
1, 2,
Show that k l+1 >
k>
and
<
fc,
<
for
Then prove that hm

l-^
oo
fc
1.
Consider the sequence of complex numbers, a n b n i, n = 1, the sequence ja n converges to a and the sequence {b n converges to sequence \a n -h ^n*J converges to a + 6i in the sense that for any N(e) exists such that
13.
2, 3,
6,
....
If
show that the > an integer
(a
bi)
(on -h
Ml
<
forn
^ N
to
14. Show that the convergence of a sequence can be vergence of a series. Hint:
made
depend on the con-
Sn
S]
(S 2
S)) -h
(3
S Z)
'
'
S n _i)
10.21.
Sequences and Series with Variable Terms.
Let us consider a
sequence of functions
/i(x),/,(x),
. .
.
,fn (x),
(10.96)
with /n (x), n = 1, 2, number x = c of the

of the
defined on the range a ^ x ^ 6. For any interval (a, b) we can investigate the convergence
. . . ,
sequence of constant terms

/i(c),/ s (c),
. .
,/(c),
(10.97)
If
the sequence of (10.97) converges,
we can
write
lim fn (c)
n
= A
(10.98)
A c is a constant which obviously depends on the number x = c. the sequence of (10.96) converges for all x on the interval (a, 6), we obtain a set of numbers [A x which defines a function of x on (a, ft),
where
If
\
446
for to

each x there corresponds a unique
lim fn (x)
n
*
Ax
a
We
x
write
b
f(x)
(10.99)
= Ax
Example n - 1, 2,
.
10.30.
.
.
We
x
consider
the
sequence
|/n (/)l
with fn (x)
=
.
x/(\
.
1.
At x it is
we have /,,(()) =
n
>
0, n
==
=
n->
1, 2, 3,
nx), so that
hm
n->
oo
/n (0)
0.
For x
obvious that
lim /n (.r) *
1.
lim
oo
r-^ * nx
'
0.
The
limiting function for this example is/(jr) = 0, wJ ), w = 1, 2, 3, /()! with/nCr) - 1/(1

1
^ x ^
.
If
JT
we consider the sequence I, we note that
hm
H
>
/(())
= hm
71
>
oo
oo
whereas, for x
defined
j& 0,
Inn fn (x) *
=
;
0.
The
limiting function in this latter case
is
This function is discontinuous at x by /(x) = OforO < x ^ 1 /(0) = 1 Let the reader graph a few terms of this sequence. Example 10.31. Let us see how rapidly the sequence \x/(\ -f nx) converges to as 0, the convergence occurs immediately since f (0) = x ^ 1. At x f(x) For x ^ we have for M 1, 2, 3, ....
}
:
fl
!/(*)
/(x)|
=
l
<
do.ioo)
> and arbitrary, provided (I (10.100) will hold since l/e > 1/e
have
\fn (x)
nx)/x
1
<
If
/x
Thus for n. > 1/c 1/cor n > A I/JT A is the first integer greater than 1/e, we
1
r
shall
f(x)\
is
can be found which
< * for n ^ N It independent of x for

its
is
important to note that an integer JV jWe say that the sequence ^ 1
converges uniformly to
limiting value f(x)
DEFINITION
10.27.
The sequence
if
{fn (x)\ defined for a

e
b is said
to converge uniformly tof(x)
for
any >
-f(x)\
.
an integer
N exists such that

(10.101)
\fn (x)
<
holds for
all x on (a, b) provided n ^ N Uniform convergence is essentially the following:
If
one imagines that
surrounds f(x) throughout the a circular tube of arbitrary radius e > of definition of then uniform the f(x), convergence guarantees that length
an integer can be found such that, for n ^ fn (x) will also lie inside In other words, all terms of the sequence the tube for all x on (a, b). from the Nth term onward lie inside the e tube throughout the length of the tube. The value of N, in general, depends on c. Since the curves = n are two-dimensional, the tube need only be /n (x), 1, 2, 3, two-dimensional. It is not necessary that /(x), and hence the tube, be
t
. .
.
continuous.
Example
for
10.32.
Let us consider the sequence
jl
x n \, n
that
1, 2, 3,
defined
|.
-J.
From
Prob.
4, Sec. 10.20,
we have
lim x n
if \x\
Thus
J(x)
447
.
lim fn (x)
n
>
lim
n
oo
(1
is
xn )
for
We
wish to deter,
mine whether the convergence

since
|z|
uniform.
our range of definition. choose n sufficiently large so that ( ) n In 3) for In /(ln 2 < < 1. If e ^
is
^ ^
= |x| n < (|-) n have |/n (o?) f(x)\ Hence we can make \fn (x) if we f(x)\ < < e. This can be done if we choose n > Thus the sequence 1, we can choose n ^ 1
We
[fn(x)\ converges uniformly to f(x) on the range J- ^ consider the sequence \nxe~ nT Example 10.33.
^-.
We
denned
for
^ x ^
I,
Let
the reader show that

f(x)
=
n
lim
*
nxe~ n *
=0
We show, however, that the sequence does not converge uniformly to f(x). note that
\fn (x)
First
we
-/(*)!
=nxe~*
^x ^l
the convergence were uniform, then for e 0.01 we would be able to find an integer arid for all x on such that nxe~ nx < 0.01 for n ^ ^ a: ^ 1. In particular Nxe~ Nx would be less than 0.01 for all x on If we choose x = we have
If
(0, 1).
l/N,
N e~ > 0.01, a contradiction. (l/N)e~ (l/N) ^ x ^ 1 verge uniformly to f(x) on the range
'
Hence the sequence
fails to
con-
The
following theorems will emphasize the importance of uniform

:
convergence
defined for a
Let (fn (x)} be a sequence of continuous functions If the sequence converges uniformly to f(x) on (a, b), then/(#) is continuous on (a, 6). The proof is simple. Let x = c be any point of (a, 6), and choose any
10.29.
THEOREM
6.
>
0.
From
ft)
f(c
/(c)
[/(c
h)
fn (c
+ h)] + [U(C +
h)
fn ( C )]
(fn (c)
/(C)]
we have
+
\
|/.(c
+ A) - /.(c)| +
|/m ( c )
/(c)|
(10.102)
From uniform convergence we note that an f(x) < e/3 forn ^ N and for all x on \fn(x)
to (10.102) yields
|/(c
integer
(a, b).
exists
such that
this result
Applying
h)
/(c)|
<
c, e
+
a
6
|/^(c
h)
- /*(c)|
h)
/AT(C)|
Since /N(X)
|A|
is
continuous at x
we have
\/N(C
<
/3 for
<
6,
5
6
>
for
0.
|&|
Hence for any
>
>
exists
such that
|/(c
h)
/(c)|
Q.E.D. Example 10.33 shows that f(x) can be continuous even though the convergence is not uniform. Uniform convergence is a sufficient condition for continuity to occur, but is not necessary.
8.
<
<
448

10.30.
THEOREM
defined for a
^
b
6.
Let \fn (x)} be a sequence of continuous functions If the sequence converges uniformly to/(x), then
f Ja
f(x)
dx
f Ja
lim fn (x) dx
_>
lim
__>,
f Ja
fn (x) dx
(10.103)
The proof
of (10.103) proceeds as follows: Define
R n (x) by
(10.104)
is
=
Since /(x)
ous, for
it is
/(*)
R*(x)
continuous from the previous theorem, R n (x) is the difference of two continuous functions.
b
also continu-
From
(10.104)
we have
Ja
b
f f(x) dx
f(x)
l Ja
b
fn (x) dx
+
=
f Ja
b
R n (x) R n (x)
dx dx
\
or
\[ Ja
I
dx
f Ja
fn (x) dx
l Ja
From uniform convergence we

t/(b
a)
>
0,
N and for
Ja
an integer all x on (a,

b
N
b).
b
exists
note that for any e > 0, and hence for such that \R n (x}\ < t/(b a) for
Thus
Ja
f f(x) dx
Ja
f fn (x) dx
r \R
n (x)\
dx
<
for
f
N.
This means that the sequence
Ja
fn (x) dx (Converges to
should be emphasized
f(x) dx, so that (10.103) results.
Q.E.D.
It
that
Theorem
10.34.
10.30 was
shown
to be true provided a
and
b are finite.
Example
We
f / JO
consider the sequence of

1
Example
1
10.31
We
\ dx i
I
have
Inn
1+nx
-.--.
x - 7 dx
= r hm
1 -
f
/
/\ 1
(
.--
n^^njo
1+nx/
/I
f(x)
dx
0,
which checks the
results of
Theorem 10.30
since the convergence was seen to be uniform. nx Example 10.35. Let the reader show that the sequence \nxe~ *\ does not converge s x ^ 1 but does converge to f(x) 2= 0. uniformly on the range
Now
f
so that
nxe~ nx dx
*
-^" n '
=
f
'^
|(1
- -)
=
lim
n
>
oo
f '^
nxe~ nx dx
=^ ^
j
f(x) dx
On
range
the other hand, the sequence \nx/(\ -\- n 2 x 2 ) does not converge uniformly on the ^ x ^ 1 but does converge to f(x) s (), and
Uniform convergence
sary condition.
is
449
it is
a sufficient condition to apply (10.103), but
not a neces-
THEOREM
which
is
10.31.
Let {/(#)} be a sequence defined over a
known
to converge to the constant /(c) at x
c,
^ x^ b ^ c ^ b.
Assume
further that the sequence {/(#)} converges uniformly to g(x)
on (a, b) with/^(x) continuous on (a, 6) for n = 1, 2, .... We show that the sequence \fn (x) converges uniformly to a function f(x] such that /'Or) = g(x) for a ^ x ^ 6, that is,
}
lim f' n (x)

n
> oo
f'(x)
(*X
lim fn (x)]
n
oo
(10.105)
Theorem
Since the sequence 10.30 that
n \f'
(x)}
converges uniformly to g(x)
we have from
g(x)dx
lim
n -+ x Jc
n (x)dx f'
lim [fn (x)

n __>*
fn (c)}
(10.106)
From
(10.106) the reader can readily deduce that
lim fn (x)
n->oo
= f'g(x)dx+f(e) Jc
and since
g(x)
is
Thus lim /n (^) =
/(x)
exists,
continuous,
we have
f(x) = g(x). From /'() = /;() let the reader show that the sequence
If
/n (x), n
oo
1,
2, 3,
is
with |B n (a?)| < e for n ^ ^V converges tof(x) uniformly. defined for a ^ x ^ J>, we say that the
\fn (x)
}
+ R n (x)
oo
series
N /n (x) converges at
n-l
a:
c if
the series of constant terms

00
Y
n-l
/n (c)
converges, a
b.
We
write /(c)
Y
n-l
/n(c),
where
/(c)
00
lim
^-
/4 (c)
ffi
If
^
n=l
/n(^) converges for all x

oo
on
(a, 6),
we
write
n
f(x)
= Y
n
^.1
/(*) =
lim
n
>
V MX)
,^, fc=l
(10.107)
It
is
convenient to express f(x) as a
finite series
plus a remainder which
450
obviously contains an infinite
number
of terms,
R *W
with
(10.108)
R n (x) =
10.28.
for
fk (x).
DEFINITION
f(x)
The series
e
fn (x)
is
said to converge uniformly to

exists
on
(a, b) if
any
>
e
an integer
for
such that
.r
\R n (x)\
<
N,
In terms of the Cauchy criterion we note that uniform convergence exists exists such that if for any c > an integer
\S n+p (x)
8 n (x)\
<
n
(10.109)
for
n ^ N,
all
>
0,
and
for all x
on
(a, 6),
with
s n (x)
fk(x).
results concerning continuity, integration, and differentiation of uniformly convergent sequences apply equally well to any uniformly con-
The
vergent
series.
To prove
these results, one need only change the series
into a sequence [see (10.88)].
Before constructing a few tests for determining the uniform converun gence of a series we prove a result due to Abel. Let Ui, Uz, be a monotonic nonincreasing sequence of positive terms, u3 +\ ^ u3 a n be any set of numbers, with Let ai, a 2 and m the Uj > 0.
.
maximum and minimum,

&1,
Oi\
-f-
respectively, of the set

n
&2, #1 HC&2
4" ^3)
tt <
We
show that
n
mu,
^ Y OM g Mui
n
(10.110)
Proof.
Let
~~
Si,
si
= =
ai,
+
,
02,
sn
= N
a t so that ai
-,
si,
a2
n
a3
6*3
$2,
aw
sn
$ n -i.
We write
Z^r\
djUj
/w
(Sj
Sji)U3
So ==
'
-f
(S n
n-l)Wn
Since u3+ i
451
u}
for j
1,
2,
1,
and since w n
>
0,
we note that
w2)
+ M(^
+
m(u z
MS)
V
L,
3 3
71
> =
u2)
u s)
which proves (10.110).

A. AbeUs
Test for
Uniform Convergence.
y
r/-l
a n w n (x) converges uni-
formly on
00
(a, 6) if
N a n converges.
n=l
2.
3.
w n (x)
|wi(x)|
> <
A;
and u n (x) ^ u n +i(x), a for all x on (a, &).

rt
fe,
1.
Proof.
Since N
a converges, an integer AT exists such that n-AT+1

0.
<
c//c
for all
>
From
(10.110), Abel's
lemma, we have
N+p
a n u n (x)
x)
Ui(x)
for all
>
0.
Q.E.D.
B. The Weierstrass
M
^
Test.
Assume
00
|w n (^)|
M
e
constant, for
00
n =
1,
2,
3,
.
,
x
(a,
6.
If
n
N Af n converges, then
\
Y
n
1
w n (x)
exists
converges uniformly on such that
6).
Proof.
For any
>
an integer
M
But
<
for all
>
Q.E.D.
C.
^ u n (^)'
n-l
n(^) is
uniformly convergent on
(a, b) if:
452
n
1.

/
(x)
<
'A
ao
constant, for
all
n and
for all x
on
(a, 6).
2.
^
|
y n + i(#)
v n (x)\ is
uniformly convergent on
*
QO
.
(a, 6).
n-l
3. v n (x)
>
uniformly as n
n
Proof.
Let
s n (z)
= }
(x)
\s n (x)\
<
M from
(1)
t-1
Now
= =
(Sn+i Sn)V n +l
SnVn+1
Sn+l
'
'
S n+pV n+p
n+p-1
- Sn ^
\
|i'
n +l|
+
n + p-1
Vr
kn
Vr+i\
Since
y w (a;)
uniformly as n
AÎ.
>
oo
?
we have
|v w+ i|
<
e/3Af,
|^ n +p|
<
n + p-l
e/3Mforn ^
From
(2),
V
r = n-f 1 2
1^
~ îl < e/3Mforn ^ ^
2.
For
A^ equal to the larger of NI,

\S n + P
we have
- Sn <
\
n^
N,
all
>
Q.E.D.
Example
10.36.
We
consider
for
<
R.
We
have
<p(j
a n v n (x) with wi-
(1)
a,
=
/nH
1)-
<
(2)
K -,!+I
00
x
Jn
>
Zv
00
+1)
~ R
n-1
00
00
453
^ n-l
con-
Since
\ n-l
n ~^ 8+l) converges, the Weierstrass
test states that
\v n+ i
vn
verges uniformly for

(3)
<
#.
so that
n~ x ^ n~ 5 ->
n~* ->
5*
uniformly
From
(C), <?(x) converges uniformly for
<
/2.
An important
type of series
is
the power series
P(x)
n > a nx L-t n-O
(10.111)
If
we apply the
ratio test,
we note
lim
that the series of (10.111) converges
if
a nx n
lim
(10.112)
or
\x\
<
We
call
the radius of convergence of the

if
series.
The word "radius"

00
comes
z
into play
we
consider the complex series P(z)

\z
= Y
n-O
\x\
anz n
+ iy, which converges for
<
00
R.
If
n
P(x) converges for

also converges for
<
/^,
it
follows that the series Q(x)
= }
n=
\a n \x
\x\
< R
end
R)
n
[see (10.112)].
The
R, x
ratio test fails to tell us anything concerning the

oo oo
points x
R.
The convergence
of
Y a n R n and Y a n n0 n=0
00
must be examined by the methods

00
of Sec. 10.20 or
by other means.
x n converges
Example
10.37.
(1)
y n\x n=0
converges only for x
0.
(2)
n=0
all finite x.
for
<
<
(3)
V }
xn
converges for
If
P(x)
=
n=
a n x n converges for
\x\
<
R,
it is
very easy to show that
a n x n converges uniformly for
x\
^ R\ <
fi.
We
have
for
\x\
/?i
n-O
454
that \a nx n

00
kn|/Zj,
1, 2, 3,
and since }
n-O
a *\R* converges,
the Weierstrass the series

gence.
is
Since each term of test yields uniform convergence. continuous, P(x) is continuous inside its region of converLet the reader show that P'(x) has the same radius of conver00
gence as P(x).
Why
is it
that P'(x)
= Y na nx n- lt!
n-l
series
A
If
result
00
due to Abel concerning power

00
can be stated as follows
Y
n-O
a n converges to
00
s,
then
Y
n-O
8.
a nx n
is
uniformly convergent for
1,
and lim
*-!
W n
a nx n
00
The
proof depends on the result
given by
(10.110).
Since
N a n converges, we know that for any n-O
>
AT,
is
all
an integer N exists such that |a n + a n +i + ^ a; ^ 1 we know that x w n p ^ 0. For monotonic nonincr easing sequence, so that
,
+
=
a n +p|
<
e f or
. .
n ^
.
0, 1, 2, 3,
^
Hence the
oo
ex"
[see (10.110)].
series is
g
1.
sothatPOr) =
Y
n-O
a nx n
oo
is
continuous on the interval
Hence
lim P(x)
X >1
P(l)
= Y
~*
n
an
s.
For example,
it is
known
that
to
(i+*).V(-i)^
n-l
V"V
V^
for
\x\
<
1.
Since
>
(_]_)n-fl -
converges,
we have
In 2
=
00
/_^]n-fl ----
s.
n-l
n-l
The converse
of Abel's
theorem
is
not true.
00
If
P(x)
= Y
nÔ
a nx n con-
verges to s as x -*
1,
we cannot say
that
Y
n-l
a n converges to
An
00
455
n n
example due to Tauber
is
as follows: P(x)
00
l)
1/(1
+ x)
and lim P(x) =

*->!
However,
^ w-0
}
l)
is
not convergent.
Problems
oo
1.
Show that
1/(1
-M
2 )
=
/^
(-l) n < 2w converges uniformly
for
<
1.
n-O
Integrate,
and show that

T 2n-fl
n0
,.
4
-^5rn
1
y (-1)-^ 2n 4^
00
2.
If
lim \/ch, w n
exists,
show that P(z] =
^rt
a n (z
zo)
converges for
|z
-2c|
3.
The series ^ n=0
?V N
(x) is
said to be absolutely convergent for a

ao
^z ^
if
nO
n-1
Z#
n (1
.
~t~
x $)
\x\
is
absolutely convergent
1.
for
|
a:
|
and that S(x)

00
is
not uniformly convergent for
4.
Show
that
Sm
Z^
)
n
.
zn
ir/2
H- 1
is

series
is
7r/4
<
3^/4.
By considering ^ 3ir/4.
5.
show that the
not absolutely convergent for T/4
<j
Show
that
/"
In
=
Jo
x x
rfx
V T ) Lt Jo n0
/
X n In
i
a?
j dx
n-O
Li
V )
(n
1 r
rr^ 2 I)
TZ
6
00
6.
Prove that the
series
V^ >
rrI
iT^
~r
w x
.
z-i is
all x.
7.
Prove that
o
I
x x
8.
Let S(x)
v^ >
w n (a;) converge uniformly for a
&,
and assume further
n-l
456
that lim
a->e
ELEMENTS OP PUEE AND APPLIED MATHEMATICS

eo
un (x)
Ln
for all n,
u n (x) not necessarily continuous.

OB
If
Ln
con-
n-1
^-*
verges,
9.
show that lim S(x) =

X
>fi
y^ L n n-1
.
.
Let a mn
for
1, 2, 3,
1, 2, 3,
and suppose a constant
K exists such that

N
00
00
for all
M, N.
Show
that
a mn exists and that
*mn
n=
(10.113)
lm
T/I
=1 n
Write the elements {a mn

00
as a square array,
and interpret
(10.113).
10. If P(z)
y
n-O
a n z n and
P(z
w) -
a=0
r-0
r
converges absolutely, that
is,
^ ^ n-0 r =
00
|a n
T
|
n~r
|0|
rj
|?i;|
converges, show that
00
P(z
w)
a s+rz'^
(10.114)
Apply (10.114) to E(z)

00
n=0
L^
fi
and show that
J57(
w;)
E(z)E(w).
11.
series
00
^ w n (^)
is
said to be
"boundedly convergent"
for the interval
nl
a
if
y u n (x)
converges for
all
x on
(a, b)
and
if
a constant
M exists such that
<
n^l
(a, 6)
M for
all
x on
(a, 6).
The
series is said to
be uniformly continuous on
8,
x except for the point c if the series converges uniformly on the intervals a c 8 ^ x ^6, however small 5 may be, 8 > 0. Show that if a series
is
457
uniformly convergent on a ^ x ^ b except for a finite number of points and if the series is also boundedly convergent then the series may be integrated term by teflm. 12. For what ranges of x do the following series converge uniformly?
V
n-l
13.
L, x*
+n
Y J_
2
n-1
Lf x*n*
Second
Law
of the
Mean for
Integrals (Bonnet).
Consider
n-l
/
f(x)<f>(x)
dx
}
y-o
Let
<p(x)
be positive and mono tonic nonincr easing on
(a, 6),
and consider the
set of
numbers
S Q =f(a)(xi Si
f(a)(xi
a)
a)
,=0
Let
A and B be the minimum and maximum values of the set S

show that
dx
Ja
t,
0, 1, 2,
n,
apply Abel's result of (10.110), and
If f(x) is
continuous, show that

b
f jo
f(x)<f>(x)
dx
^(a)
Ja
P/W ^
+
^
and
6
Consider
^>(x)
<p(b)
3* 0,
^(x) monotonic nondecreasing
positive,
and show that

(10.115)
dx
v(a)
P/(*) dx
^(6)
/W dx
A simple example shows that (10.103) does 10.22. Dini's Conditions. not necessarily hold if one of the limits of integration is infinite. Let us /n n = 1, 2, 3, consider the sequence j/n (x) with fn (x) (2x/n*)e~** = f(x) s Oforx ^ 0. ,withx ^0. It is easy to see that lim fn (x)
}
*,
>
By
for
f or
n (x) setting f'
one easily shows that the
maximum
value of fn (x)
occurs at x
= n/\/2
0.
so that |/n (a?)|
n ^
N=1+
=
lim
for
r
VÂ (l/^)
<
1/w
<
[1/e].
Hence the sequence converges uniformly to
its
limit f(x)
On
the other hand,

/
n-*w JO
/n (x)dx
or
lim
n
JO
ê-* ^
!/
"'<fe
=
"
/
lim
n
>
= =
I
yo
lim /(*) -
do;
dx
yo
458

state
We now
and prove a
result
due to Dini.
We
can write
(10.116)
n^\
if
n^ I
fulfilled
2> a,
:
the following conditions are 1. u n (x) is continuous for #

2.
lim v n (x)
yn
()
exists for
n = 1, 2, 3, n = 1, 2, 3,
u n (t)
dt
with
3.
Y
n-l
00
u n (x) converges uniformly for a
-Sf ,
X arbitrary but finite.
4.
2,
v n(x)
converges uniformly for x

(3)
a.
n-l
Proof.
From
and
f /y
(2)
we can
eo
write
oo
/X
I
V \ /
L-4
oo
/)/
/7 /V* t*nv"k/ ^**k

|
"""
V* \
Lf
nl
Hence
/V
y
Wnv*^)
^ dx
r lim
V y
^n\x) dx
/\^_r lim
00
V
y
00
To
prove- (10.116),
we must show
u n (x)dx.
of (2)
that lim
X~~>8 n-l
y n (X)
= Y
n-l
yn
(),
since
n-l
Lj
y yn() = Lj y
It is first necessary to
(4).
show that
n-l
Jo.
exists
by making use
oo
and
From
(4)
an integer
n-l can be found
Li
yn
()
such that
N
C
^ 4
for all
n-l
n-l
X
AT
From
(2),
lim
v n (X)
yn (oo)forw
1,2,3,
... ,tf,sothat
K(X)
sum
of
tfn()] the limits.
<
c/4 for
Zo, since the limit of a finite
sum
is
the
The
identity
N
n-l
N
n-l
N
n-l
n-l
n-l
459
shows that
that
for
any
>
we can
find
an integer
N and then
an XQ such
N
^n(oo)
<|
(10.117)
n-l
for
XQ.
By
the same reasoning
we have
N+P
V
n-l
for
i;
n (X)
V
n-l
X *z Xi and p a positive both XQ and Xi yields

n-l
fixed integer.
Choosing any
X larger
than
<
(10.118)
Now (10.118) holds independent of an integer so that for any c >

all
00
any
X since no X appears in (10.118),

such that (10.118) holds for
criterion for convergence, so that
exists
exists
>
0.
This
exists.
is
exactly the
Cauchy
^n()
Hence
for 6/2
>
an integer NI
such that
n-l
~Z" n-l
(10.117)
(10.119)
Choosing the larger with (10.119) yields
N of
00
and
00
(10.119)
and combining (10.117)
(10.120)
n-l
for
n-l
is
XQ.
Formula
(10.120)
just the statement that
lim
Q.E.D.
Example
10.38.
We
consider the Bessel function
n-0
and show that
/
e"*Jo(x) dx
I/ A/2.
The nth term
of the series c""/o(a;)
is
yo
460
u n (x)
e~*

nlnl
,
>
and we see that u n (x)
is
continuous for x
0.
Also
and
,(-)-
lim *(*) 3_no
"""
0.
j\j
2 2n n!n!

that e~*J
00
r
vn (
By
the ratio test

Finally
it
it is
easy to determine
o(a;)
n converges for
K*>
|z|
X,
X
^
arbitrary.
remains to show that
v n (x)
0.
If
we
write
n-0
n0
we cannot show uniform convergence
diverges.
since the series of constant terms in (10.121) However, through integration by parts the reader can readily verify that
M /o*
so that
y
0,
00
v n (x) is
a series of alternating terms with

.
|t>
n +i(:c)|
<
|t>
n (#)|
for x
>
0,
y n (0)
BS
0, 1, 2,
For such a
series the
remainder after n terms of the
series
v n (x)
has the property that
\Rn(x)\
\Vn+l(x)\
02n + 2 /;
? nT/J
1 S"l
(10.122)
Since the right-hand side of (10.122) tends to zero as n becomes infinite,

v n (x)
we note that
0.
n-0
/"* e
Jo
tf:c
V
n-0
2,
(^D n (2n)
2 2 n!n!
In the next section (Example 10.40) we shall show that
n-0
For x
*
1
we have
yo
e~ x Jo(x) dx
Problems
go
461
00
1.
Let S(x)
n-l
2.
y Li
*
,
>
a;
(x 4- n)
0.
Show
that f JO
S(x) dx
- i
2
n-l
y Li
1n*
We
wish to determine f(x) such that

1
s.
oo
Assume
f(x)
3.
/
f(x)
y
Then
a n :c n integrate formally,
,
make
use of (10.123), and show that
JQ(X).
justify
your work.
,
Consider fn (x)
= n
xe~ nx
n =
1,
2,
3,
show that
lim n >
/n (x) dx
oo
jo
4.
lim /n (#) rfa;, and determine which one of Dini's conditions is not fulfilled, M n*x 2 ), n == 1, 2, 3, Consider fn (x) = nx/(l and show that
+
/
lim
/n (z) dx
f
\
JO
li lim /n (x)
da;
Do
Dini's conditions hold for this case?
10.23. Taylor Series. such that f'(x),f"(x), We note that, for

.
JM câ^x^dorc^xâ^-d,
.
.
Let f(x) be a function denned on c ^ x ^ d n (x) exist on (c, d) with/< >(:r) fl-integrable.
Ja t*
/
/ (n) (0
x
* =
dt
(n
~ l)
(x)
(n
- l}
(a)
dx
f
/
/->(0
/<"- >(z)
"- 2
>(a)
yo
I
Ja
"-"(a)(a;
a)
dx
Ja
Ja
dx
- /<-(a)(* Continuing this integration process yields

X
a)
dx t dx
Ja
r
Ja
"V-HO
"'
V
'
dt
f(x)
- /(a) -
f'(a)(x
- a)
3!
a)r
so that
/(re)
V /W(
Ja
(x
)
^
'
+
(10.124)
x
-
.(*)
r dx Ja [
dx
r
Ja
f f^(t)dt
Ja
462
If

is
any bound
of |/ (w) (#)l
on the interval
*
(a, x),
we have
\R n (x)\
Ja
r\dx\ r\dx\ i Ja Ja
of
r M\dt\
Ja
if
\*
">
q|
(10.125)
Another form
R n (x)
1
can be obtained
we note that F(x) defined by
(n
(-*
1)!
Ja
yields
p>(x)
=
==:
fM(t)(x
1)"^ dt
F'(a)
=
==
/*
v*^/
7
(^71
oj
Q\"f
!
'
^*^
'
\^/
Ja
by applying the
results of Prob. 4, Sec. 10.17.
Integrating
FW(x) =
times over the range
(a,
/""(a;)
x) yields F(x)
= R n (x),
so that
(10.126)
The
If it is
inequality of (10.125) results immediately from (10.126). known that f(x) has derivatives of all orders and if
it
can be
shown that lim

series
R n (x) =
0,
then (10.124) yields the important Taylor-
expansion of /(#) about x
=
00
a,
/(*)
V/
oo
(r)
()
^r^
10.41).
(10.127)
must be emphasized that > as n f(x) unless R n (x)

It
(10.127) cannot be used as

*
an expression
for
(see
Example
special case of
(10.127) occurs
if
0,
with
f(x)
(r)
(0)
(10.128)
Equation (10.128)
origin.
is
the Maclaurin-series expansion of j(x) about the
for
463
Example \x\ ^ X,
10.39.
Consider f(x)
e*
X arbitrary.
For
\x\
with a we have
0.
All the derivatives of f(x) exist

(n
|/
>(z)|
\e*\
ex,
so that
The reader can
verify that
lim n_>flo
0.
ni
A simple proof of this statement

the ratio test
as
occurs
if
one considers the

the nth term, of
00
) p which is seen to converge by w! n*0 Thus |/? n (x)| necessity, must tend to zero.
series,
V Xn
Hence
for all z,
LJ
>
and
"
r-0 Example 10.40.
^ ^ since /
{r)
() -
for r
0, 1, 2,
Consider
/(a;)
(1
-h a?)~i.
The reader can
verify that
0, 1, 2, 3,
Moreover
1,00(3)1-
M.',
and
for
|o;|
<r
<
we have
Let the reader verify that lim
R n (x) =
0.
Thus
n-0
The
series of (10.130) converges for
x =
and diverges
for x
1.
The reader can
verify directly that lim

n
>
R n (l)
0.
Example
10.41.
Consider /(z)
g- 1 /*^ ^
0, /(O)
0.
We
have
To compute /
'(0),
we note that
x_>0
a:
3.^0
a;
It
can be shown that / (n >(0)

00
for
all
0,
1,
2, 3,
Hence the Maclaurin

is
series
V /
n-0
4-4
/ (a) (0)
xn
;
fl!
converges to zero for
values of x since every term of the series
zero.
Rn (x)
Returning to (10.124), we note that f(x) does not tend to zero as n becomes infinite.
e"* 1/*
- R n (x)
for all
n so that
does
The Maclaurin
series of f(x)
464
ELEMENTS OP PUEE AND APPLIED MATHEMATICS
not converge to f(x) for this example. We note that the convergence of a Taylorseries expansion of a function /(z) does not guarantee that the series converges to /(a;).
One must always
investigate the remainder,
R n (x).
can be obtained
if
Another form
a
of the
Taylor
series
we
replace x
by
hj
so that
<r)
(a)*
(10.131)
If
we allow a
to vary
by replacing a by
#,
we
obtain
/(*
+ A) -/<"(*)
r-0
*J
(10.132)
(r) Equation (10.131) is very useful if we know / (a) for all r and if we wish to find an approximate value of f(a + h). If only a finite number of terms of the Taylor series are used in approximating /(a + A), an estimate of the size of the error can be obtained from (10.125).
Example
10.42.
In Example 10.39
*,
laurin-series expansion of
\x\
^ X.
we
let
and note that \R n (l)\

7
we saw that \R n (x)\ ^ e*\x\ n /n\ for the MacIf we wish to find an approximate value of e, For n = 8 we have |# 8 (1)| < e/n\ < 3/n!.
e
3/8!
<
0.0001, so that
r
}
=
-^
2.718 yields a value of
accurate to three places.
Actually
2.71828
....
more than one variable is x n ) as a function of the n h n be any set of constants,
The
Taylor-series extension to a function of

difficult.
. , .
not very
variables x 1 x 2
,
Consider /(x 1 x 2 xn Let h 1 /i 2

,
. ,
and define
p(f)
l
by
= =
f(x
+
,
h l t, x*
2
,
.
+
,
h*t,
xn
/(u
n
)
u*
+ hn +M
t)
1, 2,
n
(10.133)
x as constants temporarily so that p(t) is We consider x x*, looked upon as a function of the single variable L Let us assume that = 1. We tp(t) has a Maclaurin-series expansion which converges for t
1
have
<"
n-O
n!
Now *
du" _ <b_dj_ ~
dt
df
du* ^T~~toT"
and, at
t
465
0,
-*
and
(
=
-^2 )
tt
h a W.
Continuing in this manner yields
For
we
obtain
x"
-
A) =
f(x\ x\
-^
For a function
of
'
dO.134)
two variables (10.134) becomes
f(x
+ h,y + k)= f(x, y)
where
*
r-O
Problems
1.
Show
that sin x
V
>
00
I)
n x 2n+1
n-O
00
Li
-775
(*n
TTTT + 1)1
holds for
all
values of
x.
2.
Show
that cos
Y* ) n=
_ l)a;2n
/0 N (/n;
.
i
^
00
holds for
all
values of
00
x.
3.
Show
that sinh x
v^
x 2n+1
75
(^Jw
7-=^-.
-t~
and cosh x
n0
Of X.
4.
xlv
1;!
) 755-^ hold for w v* w n=0

/
a;
2n
all
values
00
Show
that In
(1 -f x)
C^ 1 )*"" 1**
holds for
-1 <
a:
1.
466

Show that In ~-f~ - 2 > n-O
holds for
5.
-qrj
N<
1.
If tf
j-^~
>
0,show
Determine In 5 accurate to four places. terms in the Taylor-series expansion of sin x about x ir/6 are needed to determine sin 31 accurate to six places? Evaluate sin 31 accurate to six
that
6.
< x < 1. How many
places.
7.
8.
By integrating Show that

10
1/(1
x 2 ) find the Maclaurin expansion of tan"

ao
x.
np-
n-0
(2n -f 1)(2*
*
!)**+*
>0
x.
9.
what range
four terms of the Maclaurin-series expansion of In cos the series valid? 10. Find the Taylor series of cos 2 x about x ir/3. 1L lff(n) (x) is continuous on (a, x), show that
first
is
Find the
For
of x
/&.()
f (n) (a
-h 0(s
(x
a)
"
a))
by making use
10.24.
of (10.126).
Extrema
of Functions.
The Lagrange Method
One says
for
|A|
that f(x) has an extremum at a point x = c if an 17 - f(c) has the same sign for \h\ < 17. If /(c such that/(c h)
of Multipliers. exists
>
+ h) ^ /(c)
has a local maximum at x => c. If A) ^ /(c) for |h| < 17, we say that /(c) has a local minimum at x = c. /(c If an extremum of /(x) at x = c exists and if /(#) is differentiable at x = c, we have
<
17,
we say that
f(x)
(10.136)
or
= assume f(c) = (c) =/<-D( c ) = 0, (n) / (c) 5^ 0, and further assume that / (a;) is continuous in a neighborhood of x = c. Applying (10.124) and the result of Prob. 11, Sec. 10.23, we have
so that /'(c)
(n)
0.
Now
Since / (n) (c)
5^
(n)
and since
(c)
>
as h
0,
we can choose h sufficiently

/(c
small so that /
is
one-signed.
Hence
h)
/(c) will
be
one-signed provided
467
is
even
(h
can be positive and negative).
Thus a
necessary and
is
sufficient condition that f(x)
and the first that /'(c) = be of even order. If / (w) (c) > a maximum occurs. Why? For a function of two variables we have
/(*
have an extremum at x = c nonvanishing derivative of f(x) at x = c (w) (c) < 0, 0, a minimum occurs, while if /
+ *, + *)- f(x,
y)
2fxvhk
2 8 neglect the higher-order terms (A A fc,
,
If
we
.),
we note that/(#
+
z
ft,
flf
k)
f(x, y) will
be one-signed provided
0,
r)f
0,
and
(fxxh
2fxV hk
+/
yi,fc )
negative values of h and
does not change sign for arbitrarily small positive and k. Let the reader deduce that f(x, y) has an
ftf
extremal at
(x, y)
provided ux
r)/
0,
oy
0,
and
fxx
>
or/yy
>
0,
minimum
z
occurs,
and
if
fxx
<
or/^
<
0,
a maxi-
mum occurs. Why?

be extremalized under the a and bounded curve, closed <p(x y) and if /(x, y) is continuous at every point of the curve <p(x, y) = c, we know that there will be a point Po on the curve p(x, y) = c such that Remember that we restrict f(x, y) will take on its maximum value at Po. = on the curve lie c. The to same statement applies if ^(x, y) P(x, y)
Let us consider the function
f(x, y) to
condition
constant.
If p(x, y) is
lus
we consider the minimum value of /(x, y). Now in the elementary calcuwe would solve <p(x, y) = c for y as a function of x, say, y = ^(#),
substitute y
$(x) into z
/(x,
?/),
to obtain z
f(x, ^(#)),
and then
We would
set -=-
= _ -
ax
0.
We
also
have
df
dz
df
dfdy
~ v/dxl df\-d
/i
since
-^
+ -~
~-
0.
We
can obtain (10.138) by another procedure
due to Lagrange.
Consider the new function
U - f(x,
y)
+ X*(x, y)
and
2/,
(10.139)
We
differentiate J7 with respect to x
assuming that x and ^ are
468

is
independent variables, while X
dU =
considered as a parameter.
Setting
A dU = ,-
A 0yields
.
+x
dy
==
5+ 5 =
*dy
Eliminating X in (10.140) yields (10.138).
multipliers.
(iai4o)
This
is
is
Lagrange's method of
More generally, if y = /(xi, # 2 to the conditions ^(#i, x 2

. .
#n )
ct
,
to be extremalized subject
1, 2,
. .
#) =
m
.
,
m, we form
U =
and we
set
/(#!, #2,
#n)
+ /
X t ^>
(#i,
2,
#n)
dU
te
.
df
a~
/.-,,
1,2,
,rc
(10.141)
The
.
. .
elimination of the X t
#2,
,
,
. .
i i
^(#i,
xn )
ct
= 1, 2, = 1, 2,
?/.
.
,
m, along with the equations ra, yields the values of xi, #2,
x n which extremalize
10.43.
Example
We wish to
V
irx
2
(open top) having a
maximum volume
y
2
)
find the ratio of altitude to radius of a cylindrical glass have for a fixed surface area.
We
2irxy
+ irx =
2
constant
From
ira; !/
-f X(27ro;i/
+ trx
we have
Eliminating X yields y/x volume.
1.
It is
easy to show that y/x
yields a
maximum
Problems
1. Consider a cylindrical buoy with two conical ends. Let x be the radius of the Show that cylinder, y the altitude of the cylinder, and z the altitude of the cones.
x:y:z
2.
-;r-:
yields a
maximum volume
for
fixed surface area.
Find the maximum distance from the origin to the curve x 3 -{- y* 3xy = 0. 8. Derive (10.137) if fxx h* + 2fxv hk + fyy k 2 does not change sign for arbitrary values of h and &. 4. A rectangular box has dimensions x, y t z. Show that x y:z = 1:1:1 yields a minimum surface area for a fixed volume.
:
6.
469
Consider the set of values y Q y i} y z

,
y n and the polynomial
y(x)
aix
a 2x
+
.
+ a m xm
.
m <
n.
Show
that the set of
a*, i
0, 1, 2,
w, which extremalize
n
s l+k a l
fo
n
xj, fo
satisfy
}
t-0
with
S*
= ^
= ^
y-o
yyx*.
Numerical Methods. Let us assume that we wish to find a root 0, and let us further assume that /'(x) exists. We can plot a rough graph of y = /(x) and attempt to read the value of x at which the curve crosses the x axis, y = (see
10.25.
of /(x)
Fig. 10.4).
If we choose a point Xi not far removed from x, f(x) == 0, we note that
'V
the equation of the tangent line at (xi, /to)) is y -/(scO =f'(x 1 )(x-z l ). This line, L, intersects the x axis at the point x 2 = Zi f(xi)/f'(xi), /'(zi)
FIG. 10.4
5^ 0,
obtained by setting
2/
0.
This process can be continued, with

Xn+1
=
. .
Xn
- ~
f'M
,
(10.142)
If
the sequence
c,
Xi, X2,
xn
can be shown to converge to a
limit
then
lim x n +i
lim x n
lim y,
f(x n/ )
.
and
f(c)/f'(c) so that /(c)
=
c
0,
tinuous at x
c,
/'(c) 5^ 0.
if
Thus
= x =
near x
provided /(x) and /'(x) are conlim x n It is apparent that

.
>
difficulties will
occur
/'(x) is small
x.
Example
10.44.
For/(x)
we
have/'(x)
2x,
and (10.142) becomes

(10 143)
.
Xn+I
_
<
^
if
iL2
>
xi
2,
From
(10.143)
we note
that
if
<
>
2.
xn +i
xn provided x%
xn
2,
>
0.
Let the reader
deduce that xj +1
>
x\
Thus
we choose
(10.143) will yield a
470

decreasing sequence bounded below by zero. The sequence must converge 2 0. The computation may be arranged as follows:
mono tonic
to a solution of # 2
The
desired root to five decimal places
is
1.41412.
An iteration process may = <p(x). We shall assume
be used to find a root of x

that
\<p'(x)\
<p(x)
or
< A <
1, 2, 3,
1.
We
define x n +i
by
n =
with Xi arbitrary.
...
(10.144)
Thus
with
fn lying
between x n -i and #, by applying the law

xn
of the
mean.
Thus
Kfi -
=
\
\x n
a? n -i|
|^({)|
l)
<
'
'
\x n
x n - \A
t
(10.145)
NOW
and
.4
Xn
=
00
XQ
(Xi
(2
'
(#
n-i)
XQ
+ Y
k*i
|x*
Xk~~i
converges by the ratio test since l-^l ""

\
Xn
!L
'
Xn - 1
<
<
1,
from
(10.145).
Thus
n
lim x n
n
lim
w
<
Y
*W
(x
fc
x k -i)
exists.
From
(10.144)
and the continuity
of <p(x)
we have
lim x n
lim
and f
is
the desired root of x

10.45.
<p(x).
Example
We
find a root of
-J-
sin
-f 1, ^(a?)
^-
sin
-f 1,
The computation
is
arranged as follows:
471
We started with xi = and obtained the desired root, x decimal places. Had we graphed y = x and y = -J- sin x -h that Xi = 1.5 would be a good starting point.
1.4987, accurate to four

1,
we would have
noticed
It is often useful to replace a given function by a polynomial which approximates the given function to a high degree of accuracy. Such a polynomial is called an interpolating function. Let f(x) be a function defined for xo ^ x ^ x n and let us assume that we have evaluated f(x) x n obtaining the n + 1 values y% = /(x), i = 0, 1, at x Xi X2, A simple way of constructing a polynomial of degree n, 7i. 2, L n (x), which satisfies L n (x t ) = y^ i = 0, 1, 2, n, is due to Lagrange. Let us note that the polynomial
,
(x (x
- xi)(x - Xi)(x
=
Xi, #2,
x2) x 2)
,
(X
Xn)
?/o
has the value zero at x
x n and has the value

9
at x
XQ.
A sum
of
such polynomials yields Lagrange

(x
s interpolating
polynomial,
L n (x) =
xi)(x
x 2)
Xg)
(X
Xn)
2/0
(x
^n
x )(x
Xo)(x n
' '
'
(X
Xi)
X n -i)
X n _i)
(10.146)
(X n
(x n
One
i
naturally inquires
.
.
0, 1, 2,
n.
how closely L n (x) approximates /(x) for x ^ x To answer this question, we construct F(x) defined
t
,
By
F(x)
= /(x) - L n (x) ,
R(x
x )(x
xi)
(x
xn)
(10.147)
,
with
.
a constant. Let us note that F(x) vanishes for x Xo, Xi, x 2 n. Now let us choose x n since /(x) = L(x ), i = 0, 1, 2, xn any point x of the interval xo ^ x ^ x n other than Xo, Xi, X2, and determine R so that F(x) = 0, that is,
.
.
/(*)
- L n (55) -
R(Z
x )(f
*i)
- *) If
,
(10.148)
Up
to the present no restriction was placed on /(x).
we assume that
/(x) is differentiable at every point of
x n then
F (x)
is differ-
472

law
,
If we apply the entiable on this range. theorem) to the intervals (#0, #i), (zi, 2 ),
of the
(#t,
mean
If
(or Rollers
-
#), (#, x*+i),
(x n -i,
x), we note
(n+1)
that F'(z) will vanish at

/'"(x),
. .
.
n
XQ
points.
we
,
further
assume that f"(x),

that
(w+1)
(s) exist
(x) will
vanish at a point x
=
,
a polynomial of degree n,
obtain
we have
^
1)!
on x g x g n we note ^ s ^ x n Since L(x) is = 0. From (10.147) we

a?
.
F<+() =
^n+l since -r-^+i [(#
#o)(#
f (n +(s)
Xi)
- #(n +
(x
z
(n
x n )]
1)1.
Substituting
R =
/c-+i)()/(n
1)! into (10.148) yields
/(n+D/o
xO
(- x.)
.
(10.149)
Equation (10.149) holds for any value of x in the interval XQ ^ x although (10.149) was obtained by choosing x ^ x, i = 0, 1, 2, for one notes that/(x ) = L n (x ) is consistent with (10.149). is any upper bound of |/ (n+1) (^)l on XQ ^ x g xi, we have If
.
^
.
,
xn
n,
L n (x)| ^
The
inequality (10.150)
is
\x
| |
sxl
|x
xn
(10.150)
useful in finding an upper
bound
to the differ-
ence between f(x) and

Example
(1,
L n (x).
(0,
10.46.
The
third-degree polynomial passing through the points
5),
-3),
(2,
-1),
(3, 7) is
2)(*-3)
x(x
"*"
^
g(ar
x(x-2)(x-2)
l)(x
-3)
2-f
Example
10.47.
a;
3z 2
(-1) 4x"- 5
l)(x
-2)
3-2-1
=* 0>
Let LI(X) be the polynomial which coincides with sin x at x

7
sin
a;
r/6, T/3, T/2, |TT, |r,
ir.
Since
dx 7
Af
we have
"4
*f
*-/
0\
t*/
/|
=
we have
wi
For x
40 or
TTTT
(?)
() (i) (i) (j)

sin
<
Thus the use
of L(fir)
0.00005
QQ
i
(i)'
would yield a value of
40 accurate to four decimal places.
Let us consider a function f(x) defined on struct the polynomial Li(x\ which coincides with f(x) at x
473
h^x^h. We
=
con-
h, 0, h.
From
(10.146)
we have
4r
A'
i(tt\
+
[f(-h)
-ft)
and
y-/
t
L,(x) dx
=
^
[/(-A)
4/(0)
+ /(fc)]
J
/
(10.151)
We may
well inquire
is
how
the value of (10.151) differs from
f(x) dx.
This difference
= !
J-
f(x)
dx-
4/(0)
We
f
(lv)
note that
(x) exist.
Let us assume that f(x\ f"(x), /'"(x), and Differentiating <?(/&) with respect to A yields
<p(0)
0.
+ 4/(0)
|
[/'(A)
f(-ft)]
and
^'(0)
0.
Differentiating again yields
-f(-A)] - I
-/'(-A)]
so that <^"(0)
[/'(A)
-/'(-A)]
[/"(A)
+/"(-*)]
more
yields
0.
Differentiating once
"
"
/'"(-A)]
Now
/"(A) dA =
If
dh
ft
dh
x
(-I)A^'(A) dh
ft,
is
any upper bound
of |/ (lv) (^)l
on
we have
(10.152)
474

inequality (10.152) yields an estimate of the error
if
The
we use
Simpson's rule as given by (10.151) to approximate f
f(x) dx.
We
note that Simpson's rule is exact if f(x) is a polynomial of degree less than or equal to 3 since f (x) = 0. Since (10.151) depends only on the values of /(x) at the equally spaced points h, 0, /&, we can extend (10.151) to the interval a ^ x ^ b by subdividing (a, b) into an even
number
a,
of intervals
hj
2h, a
3A,
. ,
(n
l)h,
nh = b
applying Simpson 's rule to the intervals

(a,
2/0, (a
2A, a
4/0,
(a
(n
2)A, a
nA)
and adding.
d*
This yields
'/(x)
=
|
[/(a)
4/(a
h)
+ /(a +
+
3*)
2/01
+ +
|
[/(
+ +
2/0
+
-
4/(a
+ /(a +
+
(n
4A)J
[/(a
(n
2)/0
4/(a
1)/0
+ /(ft)] +
+ ^(a +.A) + 2/(a + 2/i) + 4/(a + 3fc) + 4/(6 - A) + /(&)] + ^ + 2/(a + 4A) +
[/(a)
(10.153)
...
with
iî^-^r^^l = Mhi nh = Mh\b || g

3
[
w m
-
t.
a) '
/1A1K ^
(10.154)
jgQ
any upper bound of |/ (lv) (x) on the interval a ^ x ^ b. The greater number of subdivisions chosen and hence the smaller the value of A, the more accurate becomes Simpson's rule for approximating an integral.
is
\
the
Example
\E\
10.48.
-
If
we apply Simpson's
C
-
rule to In 2
r2
/
fi
>
Ji
n ~
10,
we note
that
^^
Yon
1) 4
<
0.0002, so that
we can expect
to obtain a value of In 2
accurate to at least three decimal places.
ln2w
^( 1+ O
0.69314
o + o + O + T^Î^ + TjÔ"f r9"f 2)

0.69315 accurate to five decimal places.
In the tables one notes that in 2
We conclude this section

formula.
with a discussion of the Euler-Maclaurin sum Let us suppose that f(x) has continuous derivatives at least to
the order r on the interval
475
g
X
1.
If
we integrate by parts, we obtain
f*f(x)
dx
=
=
x/(x) I
/(I)
/o of (x)
x/'(x)
dx
dx
i[/(l)
/(I)]
/(I)]
+
x
/(O)]
x/'(x) ete
+i
/'(*)
dx
dx f* xf(x)
dx
(10.155)
i[/(0)
+/(!)]
(x
*)/'(*)
We define B
Bz(x)
ing
z (x) 2
such that B' 2 (x)

x).
4",
#2(1)
0.
Integration yields
^(x
Replacing x
^by
B((x) in (10.155)
and integrat-
by parts
yields
l
fQ
f(x)
dx
i[/(0)
+ /(I)] + fQ
f
B*(x)f"(x) dx
(10.156)
B s (x) such that B (x) = B 2 (x) + 6 2 with the stipulation = JB (1) = 0. Thus B (x) = z 3 /6 - x 2 /4 + b x + c, and that 5 (0) = = c ^2 we have upon integration A- From -82^) = BS(^) 0, 62
We now
3
define
by parts
l
fo
f(x)
dx
i[/(0)
+/(!)]
6 2 [f(l)
/'(O)]
dx J* Bt(x)f'"(x)
This process is continued so that a sequence of polynomials (Bernoulli) and a sequence of constants (Bernoulli) are generated. We have
B' k (x)
= **_,(*) + B 4 (0) = B 4 (l) =

/(I)]
6 4 _x
A;
S3
dx
and
6 2 [/'(l)
- /'(O)] +
bj/"(l)
B^,(x)/
(r)
(x)
(10.158)
was made
Bi(x)
In the generation of the Bernoulli polynomials and constants no mention of J5o, -Bi, 61, 60. For convenience we choose B Q (x) = 0,
x, 6
1,
61
0.
Let us see whether such that
it is
possible to find
two functions, <(x,
t),
<p(t),
~
(10.159)
r-O
476
If $(x, t) and <p(t) exist satisfying (10.159), we call them the generating functions of the Bernoulli polynomials and Bernoulli numbers, respec-
tively.
The
series
expansions are simply the Taylor series expansions
(see Sec.
10.23), so that b r
(r)
*>
(0)/r!,
r (x)
= 4l r!
ff dr
^)
For-
/t-o
mally we have
r-O
oo
B((x)t
B't(x)t*
I-
B' r (x)t
(x
l)^
(B.(x)
6.
t&(x,t)
t<p(t)
^
-
(10.160)
so that
Integrating with respect to x yields

$(*,*)
A(t)e*
t.
*(*)
+^
t)
with
A(0 an
arbitrary function of
Now
(0,
since
fi r (0)
0,
so that A(<)
<p(t)
^, and
Finally $(1,
=
-}/](e
Br(l)^
since JS^l)
1,
r (l)
0,
1.
Hence
[*>(0
1)
1,
and
10 161 >
-
One can now
consider
<p(f)
and
$(a;, t) of
(10.161)
and
justify the series
expansions (10.159) along with the term-by-term differentiation given in
(10.160).
477
One then easily shows that (10.157)

x,
feo
is
valid
and that B
(x)
=>
0,
BI(X)
1, bi
0.
We
*
omit proof of
is
this fact.
if
An
important
property of the Bernoulli constants
discernible
we note
that
- 2
t
_
.
2
* *
te
__ ____ + __ __- + +
.
.
*-'-!""
,
*
,
Hence
If
<p(t) is
we take
l
an even function so that &2r+i = for all r [see (10.159)]. 2s + 1 and apply (10.157) to (10.158), we obtain
+/(!)]
f f(x) dx
i[/(0)
W(D
+
-/'"(O)]
----B
2.
/'(O)]
^[/"
<2 ' +1)
+ iW/
W dx
(10.162)
If
we apply
g(x)
(10.162) to g(x)
f(x
1),
we
obtain
dx
f(x
l)dx =
*f(x) dx
and adding
(x)
Continuing this process for the intervals (2, 3), yields the Euler-Maclaurin formula,
(3, 4),
,(
!,
n)
dx
=
6 2 [/'(n)
+ i/(n) -
/'(O)]
(1
6i.[/
- 64[/'"(n) - /'"(O)] -(n) -/<- (0)]

dx
(10.163)
The
from (10.157) or
decreasing for
sign
Bernoulli polynomials and constants of (10.163) can be calculated It can be shown that if / (28+1) (x) is monotonic (10.161).
^ n and if the odd

1
derivatives of f(x) have the

n
same
on
^
1)
n,
then the true value of f f(x) dx always
lies
between
the sums of s and s
+
n-l
+ f(n
with
/(w) in (10.163).
terms of the series following ^/(O) For this case we need not be concerned
+/(!)+*
m+1
2 /m m-0
Example
10.49.
Stirling's
Bw(x - nW-(x) dx
For f(x)
In (x -f 1)
Formula.
we note
that
(x
478
for

x
2a
n and / (lrhl >(aB)
is
monotonic decreasing on
In (x
a;
n.
Integration
by
parts yields
(n
1) In (n
1)
n n
f
6,
1)
dx
In 1
64
+ In 2 + In 3
2)
4-
+ ln
Now
(n
(n
1)
+*ln
1)
(^ [n (l
1)
l)
(^fyy,
(n
----
(10.164)
1) In
(n
1) In
+ ^)] +
1) In
1) In
+
and, for large w, (n H- 1) In (n -H
Urn
n
* oe
(n
I) In
(l
(n
ft>
since
(n
1) In
(l ^
+
>
w) /
,
Neglecting those terms which tend to zero as n

(n
we note from
(10.164) that (10.165)
+ T)
ln
ln n!
where C is the sum of the constant terms in (10.164). In 2*. Thus with (10.165) to show that C ,
Let the reader apply (4.47),
In
v
n!
nn
n!
2am
ft
V2irnn n e-
V^m (-)
n
large.
(10.166)
Formula meaning
(10.166) is Stirling's formula for approximating w' for of (10.166) is that

'
The
true
lim
Problems
and x = 1, accurate to six 3 -f 1 1. Find a root of x* lying between x decimal places. In (x 2. Find a root of x 1) 4- 1, accurate to five decimal places. - 2, p(3) 3. Find a polynomial p(x) such that p(0) - 0, p(l) 1, p(2) 3,
=0
p(4)
4.
11.
Apply Simpson's
for
rule with 10 subdivisions to
approximate
--
Do
the
same
6.
Jo
V% ,
How accurate can you

sin
expect your answers to be?
x
2x*
Show that
Show that
64
6.
- -yiir, B^(x) (x* 2*In C [see (10.165)].
+ x*).
10.26. The Lebesgue Integral. It is rather obvious that not all functions are Riemann-integrable (J?-integrable). consider the interval 1 and define /(x) = 1 if x is irrational, f(x) = 2 if x is rational. g x
We
The upper Darboux

integral is
1
integral
is
seen to be
is
(see Sec. 10.16).
Thus f(x)
2, whereas the lower Darboux not fr-integrable on ^ x ^ 1.

is
However,
let
us consider the following: It
known th&t the
rationals are
countable (see Sec. 10.11), so that
interval
479
rationals
1,
and we designate the

fi,
7*2,
we can enumerate the rationals by

. .
on the
r3,
rn ,
define /2 (x)
x g 1 by /i(z) = 1 for x = /(r 2 ) = by / (z) 1, x 5^ ri, r 2 ,/(ri) a of functions we construct sequence manner,
We
define /i(x) on
2
*
2.
n, /i(n)
2.
We
Proceeding in this
/i(*),/(*),
,/(*),
. .
(10.167)
points,
with /n (a;)
except at x
=
=
ri,
r2 ,
rn ,
and at these rational
fn (x)
2.
It is
apparent that
lim fn (x)
/(x)
for
f or
2
}
x irrational x rational
Moreover the sequence \fn (x) is monotonic nondecr easing as n increases, and we write fn (x) /*/(z). The reader can easily prove that every function of the sequence \fn (x)
}
is
fi-integrable,
with
fn (x) dx
1 for all n.
We
define the Lebesgue integral of f(x) as

L(jf)
f JQ
is
f(x)dx
SE
lim
n
f w JQ
fn (x)dx
lim
n-
(10.168)
not /Wntegrable, it is Lebesgue integrable (Z/-inteof its Lebesgue integral is defined by (10.168). grable), More generally, we have the following situation Let C be the class of all J?-integrable functions on the range a ^ x ^ 6, and let f(x) be the of functions belonglimit of a monotonic nondecreasing sequence, {/n (#)
f(x)
Even though
and the value
ing to C.
We
define the Lebesgue integral of f(x)
by
(10.169)
L(/)
b
jo,
f f(x)dx
f n-t* Ja
lim
fn (x)dx
all
provided the limit
exists.
Let
C denote
the class of
is
which are L-integrable.
cally L-integrable since /(x)
Any = fn (x)
b
function which
such functions J?-integrable is automati-
/" f(x) and
lim
n-K
J"
f f(x)dx
f J*
f(x)dx
L-integrable,
a proper subset of C. Any function which is JB-integrable is and the values of the two integrals are the same. It can be shown that if /(x) is a limit of a monotonic nondecreasing sequence of
is
Thus C
functions belonging to C then/(x) also belongs to C. An analogous situWe define the irrational numation occurs in the real-number system.
bers as the limits of
of a
real
bounded sequences of rational numbers. The limit bounded sequence of irrational and/or rational numbers is again a number, rational or irrational.
480

extend the class
for
To
we
Ci
if
in order to
embrace a larger
is
consider the following:
function f(x)
class of functions, said to belong to the class
any
>
we can
g(x)
find
two functions,
h(x)
for a
g(x)
and
h(x), belonging to
such that
f(x)
and
If /(x)
belongs to Ci
(/)
we
define its Lebesgue integral

b
by
(10.171)
J*
f f(x) dx
= supLfo) =
geC
inf L(h)
h*C
for all g(x)
and h(x) satisfying
(10.170).
The reader can
easily verify
f(x) belongs to C then f(x) belongs to Ci and L(f) set Ci contains all Lebesgue-integrable functions.
that
if
<(/).
The
ideas contained above lead to the concepts of measurable funcand measurable sets. In most texts one begins with the definition of the measure of a set, and afterward the Lebesgue integral is defined. We omit a discussion of measure, but we do emphasize that the theory The of measure is of prime importance in modern probability theory. Lebesgue integral plays an important role in modern mathematical analytions
sis
The
with
its
applications to the Fourier integral, probability theory, ergodic

fields.
theory,
and other
REFERENCES
Burington, R.
S.,
and C. C. Torrance: "Higher Mathematics," McGraw-Hill Book
New York, 1939. Courant, R.: "Differential and Integral Calculus," Interscience Publishers, Inc., New York, 1947. Franklin, P.: "A Treatise on Advanced Calculus," John Wiley & Sons, Inc., New
Company,
Inc.,
York, 1940.
Goursat, E.:
"A
F.
Hildebrand,
Course in Mathematical Analysis," Ginn & Company, Boston, 1904. B.: "Introduction to Numerical Analysis," McGraw-Hill Book
Company, Inc., New York, 1956. Householder, A. S.: "Principles of Numerical Analysis," McGraw-Hill Book pany, Inc., New York, 1953.
Com-
Kamke, E.: "Theory of Sets," Dover Publications, New York, 1950. Milne, W. E.: "Numerical Calculus," Princeton University Press, Princeton, N.
1949.
J.,
Munroe, M. E.: "Introduction to Measure and Integration," Addison- Wesley Publishing Company, Cambridge, Mass., 1953. Newman, M. H. A.: "Topology of Plane Sets," Cambridge University Press, New
York, 1939. Titchmarsh, M. A.: "The Theory of Functions," Oxford University Press,
1939.
New
York,
Widder, D. V.:
Wilson, E. B,:
Advanced Calculus," Prentice-Hall, Inc., New York, 1947. "Advanced Calculus," Ginn & Company, Boston, 1912.
"
INDEX
A A
posteriori probability, 345 priori probability, 345
Bessel's equation, 231 Bessel's inequality, 247, Beta function, 170
258
Abelian group, 300 Abel's lemma, 450 Abel's test for uniform convergence, 451 Absolute convergence, 444, 455 Absolute tensors, 89 Absolute value of complex number, 123 Acceleration, 50, 52 Addition, parallelogram law of, 38, 123 of tensors, 89 of vectors, 38 Affine transformation, 313
Bianchi's identity, 106
Bienaym^-Tchebysheff inequality, 355

Bilinear transformation, 125
Binomial coefficient, 339 Binomial theorem, 339 Binormal, 53 "Bits" of information, 346 Bonnet, second law of the mean for integrals, 457 Boole, G., 388
Aleph
zero,
394
field,
Algebraic extension of a Algebraic numbers, 396 Alternating series, 443
324-326
Boolean operator, 6
dz
,221
Amplitude
of
complex number, 123
Analytic continuation, 150-151 Analytic function, 130 Angular momentum, 115
Boundary of a set, 389 Boundary point, 387 Bounded set, 386 Bounded variation, 277
Brachistochrone, 289, 293 Branch point, 149 Buffon needle problem, 355
Angular velocity, 46 Arc length, 52 Archimedean ordering postulates, 385 Arcs, rectifiable, 277
Argand plane, 123 Argument of complex number, 123

Arithmetic n-space, 84 Associated Legendre differential equation,
Calculus of variations, 288 problem of constraint in, 295 variable end-point problem in, 293
of, 375 396 Cantor's theory of sets, 394r-396 Cardinal numbers, 394 Cartesian coordinate system, 93 Cauchy, convergence criterion for quence, 437
Cancellation, law
set,
Cantor
230
Associated vector, 94
Automorphism, 304
of a field, 331 of a group, 304
se-
Axiom
inner, 305 of choice,
392
inequality
of,
391
integral formula of, 143 integral theorem of, 136
Bayes's formula, 346 Bayes's theorem, 344-346 Bernoulli numbers, 475-477 Bernoulli polynomials, 475-477 Bernoulli trials, 349
Bernoulli's theorem, 358 Bessel function, 232
nth-root test of, 442 Cauchy's distribution function, 361 Cauchy-Riemann equations, 148 Cayley's theorem, 303 Central of a group, 307 Central-limit theorem, 359-361 Character of a group, 312 Characteristic function, 357
481
482

Convergence, absolute, 444, 455 conditional, 444 of Fourier series, 251, 256 interval of, 386, 453 of power series, 453-454 radius of, 146, 453 of series, 439 tests for, 440-444 Cauchy's nth-root, 442 D'Alembert's ratio, 441 integral, 441 uniform, 446, 450 tests for, 451-453 Abel's, 451 Coordinate curves, 95 Coordinate systems, 40, 84 Coordinates, cartesian, 93 curvilinear, 62, 65 cylindrical, 65 Euclidean, 93 geodesic, 104 normal, 32 Riemannian, 105 spherical, 63 Laplacian in, 103 transformation of, 84, 411 Cosets, 305 Cosh 2, 150, 158 Cosine 2, 131 Countable collection, 394 Co variant curvature tensor, 106 Covariant derivative, 100 Covariant differentiation, 100 Covariant tensor, 89 Covariant vector, 87 Cramer's rule, 10 Craps, game of, 348 Criterion, of Eisenstein, 328 of Lipschitz, 183 Cross or vector product of vectors, 45 Curl, 59 of a gradient, 60 of a vector, 59, 83, 102 Curvature, radius of, 53 scalar, 106 Curvature tensor, 106, 108 Curve, unicursal, 435 (See also Space curve) Curves, family of, 174 Curvilinear coordinates, 62
curl, divergence, gradient,
in,
Characteristic roots, 24 Characteristic vector, 24 Chi-equared distribution, 362-364

Christoffel symbols, 96 law of transformation of, 98 Christoffel-Darboux identity, 244
Closed interval, 386 Closed set, 386, 388 of orthogonal polynomials, 249 Closure of a set, 389 Coefficients, Fourier, 245, 252 Cofactor, 9
Combinations, 338
Commutative
law, of integers, 375
of vector addition,
38
Commutator, 303 Comparison test for series, 441 Complement of a set, 387 Complete set of orthogonal polynomials,
249-250
Complex
functions, 125 continuous, 126 differentiability of, 127
(See also Complex variable) Complex-number field, 122 Complex numbers, 122
absolute value of, 123 argument of, 124 conjugate of, 124 modulus of, 123 vector representation of, 123 Complex variable, functions of, 125 analytic or regular, 130 derivative of, 127
integration of, 131-136 Taylor's expansion of, 145
Components, of a tensor, 89 of a vector, 41

Composition, series of, 311 prime factors of, 311 Conditional probability 345 Conditionally convergent series, 444 Confluence of singularities, 223 Conjugate of a complex number, 124 Conjugate elements of a group, 306 Conjugate numbers, 325 Conjugate subgroups, 306 Conservative vector field, 67
,
Continuity, 126, 398 uniform, 399
Laplacian
Continuous function, 398 Continuous transformation groups, 314315 Contour integration, 160-162 Contraction of a tensor, 90 Contravariant tensor, 89
65
Cyclic group, 300
Darboux
D'Alembert's ratio test, 441 integral, 419
INDEX
Definite integral, 131, 419-424 mean-value theorems for, 422, 457
483
wave, 172, 286
Differential equations, system of, 190
57 De Moivre, formula of, 125 Density or weight function, 237 Dependence, linear, 20, 187 Derivative, 402 co variant, 100 of a determinant, 8 of an integral, 142
(V),
Del
Differential operator, s
ax
192
Differentiation, 402
covariant, 100 of Fourier series, 262
of matrix, 13
403 408 rules, 61, 403 of series, 450

implicit,
partial,
50 Desargues' theorem, 40 Determinant, cof actors of, 9 derivative of, 8 expansion of, 9
of matrix, 5, 13
partial, 408 of a vector,
of vectors, 50, 61 Diffusion equation, 367-368 Dini's conditions, 457-459 Direction cosines, 43 Directional derivative, 56
Discontinuity of a function, 398 Distribution, chi-squared, 362-364

Gaussian, 353
minors
order
of,
10
of,
moment
of,
352
Vandermonde, 334
Wronskian, 187 Determinants, 5
multiplication of, 9 properties of, 7-10 solution of equations by,
Distribution function, 351 Cauchy's, 361 Distributive law, 376 Divergence, 58, 102 of a curl, 61
1
Diameter of a set, 390 Dice (craps), 348 Differential, 402 operator, 410 total, 409
Differential equations, 172
Bessel's, 231 in complex domain, 201
of a gradient, of series, 439
59
Divergence theorem of Gauss, 75 Dot, or scalar, product, 42, 88
definition of, 172
Eigenfunction, 24 Eigenvalue, 24 Eigenvector, 24 Einstein, Albert, summation convention

of, 1
degree
of,
175
175
exact, 178
first-order,
Einstein-Lorentz transformations, 320

Eisenstein, criterion of, 328 Electric field, 165
homogeneous, 177
hypergeometric, 221
integrating factors of, Laplace's, 226 Legendre's, 201, 222
tions)
1
Electrostatic potential, 76, 165
79
Elliptic integrals,
436
Entire functions, 145
linear (see Linear differential equa-
Equally likely events, 342 Equation, Bessel's, 231

differential (see Differential equations)
nonlinear, 271 partial (see Partial differential equations)
Euler-Lagrange, 290
exact, 178-179
indicial,
second-order, 199-202 separation of variables
integral,
in,
210 203
175
simultaneous, 190 singular point of, 207

solutions of, existence of, 183 general, 182, 191
particular, 182
Laplace's, 76, 78, 226 Legendre's, 230, 404 linear homogeneous, 17

principal, 326 wave, 172, 286 Equations, Cauehy-Riemann, 128 of motion, Euler's, 115
uniqueness
of,
185
Sturm-Liouville, 200
Hamilton's, 113
484

Fourier partial sum, minimal property
of,
Equations, of motion, Lagrange's, 110 solution by determinants, 10
248
of,
systems
of, 2,
4
linear, 17
homogeneous
Fourier remainder, 247 Fourier series, convergence

differentiation of, 262
251, 256
Equivalence relation, 376 Error, in Simpson's rule, 473-474 in Taylor's series, 462
Essential singularity, 157 Euclidean coordinates, 93
expansion
partial,
in,
252, 260
of,
integration
264 minimal property trigonometric, 252

of,
248
Euclidean space, 93, 107 Eudoxus, 385

Euler's equations of motion, 115 Euler-Lagrange equation, 290 Euler-Maclaurin sum formula, 474-478 Even function, 256 Exact equation, 178-179 Expansions, in Fourier series, 252, 260 in Maclaurin's series, 462 in orthogonal polynomials, 246, 251
in Taylor's series (see Taylor's series or
Fourier transform, 268 Frenet-Serret formulas, 52-53 Frobenius, method of, 215 Function, analytic, 130
Bessel, 232 beta, 170 of bounded variation, 277 characteristic, 357 of a complex variable (see
Complex
variable)
expansion)
Expectation, 354 Exterior point, 387 Extrerna of functions, 466-468
conjugate, 124 continuous, 126, 398

piecewise, 258 sectionally, 258
uniformly, 399
density, or weight, 237
Factor, integrating, 179 Factor group, 307-310 index of, 308

Factorials, 168-171
Stirling's formula for, Family of curves, 174
differentiate, 127, 402 discontinuous, 398 distribution, 351

entire,
145
of,
even, 256
expansion
145
477-478
extrema
of,
466-468
factorial, or
gamma, 168
Field, 122, 323,
380
of, 331 165 extension of, algebraic, 324-326 normal, 330 of probability, 343 of sets, 342 steady-state, 41 vector, conservative, 67 irrotational, 69, 73 solenoidal, 77 steady-state, 41 uniform, 42
automorphisms
generating, 234, 476 homogeneous, 177
electric,
hypergeometric, 222, 223

integrable, Lebesgue,
478-480
Riemann, 419-424
square, 246, 257
limit of,
397-398
variable, 407
memory, 270 of more than one

odd, 256
potential, 111 probability, 352
rational, 434 of a real variable,
First-order differential equation, 175 First theorem of the mean, 422
396
regular, 130
Flat space, 107
Force moment, 116 Formula, Cauchy's

Stirling's,
integral, 143
symmetric, 320, 321 transfer, 270 Functional, 292

Functions, orthogonal, 237
(See also Complex functions) Fundamental theorem, of algebra
interpolation, of Lagrange, 471
477-478
Fourier coefficients, 245, 252 Fourier integral, 265 Fourier partial sum, 245, 258
(Gauss), 145
of arithmetic, 381 of the integral calculus, 142,
423
INDEX
Galois group, 332 Galois resolvent, 330
theory, 368-372 Gamma function, 168-171
Helix, 53
485
Game
Gauss divergence theorem, 75 Gauss fundamental theorem of algebra,

145 Gaussian distribution, 353 General solution of differential equations, 182, 191 Generating function, 234, 476 Geodesic coordinates, 104 Geodesies, in a Riemannian space, 95 of a sphere, 289 Gradient of a scalar, 55 Greatest common divisor, 323 Green's theorem, 77
Hermite polynomials, 233, 239, 241 generating function for, 234 Hermitian matrix, 34 Hessian, 419
Hilbert space, 391 Homogeneous function, 177 Homogeneous linear equation, 17 Hyperbolic cosine, 150, 158
Hyperbolic sine, 150 Hypergeometric equation, 221 Hypergeometric function, 222 of Kummer, 223 Hypersurface, 95
Identity theorem, 151
Group, Abelian, 300
Impedance, 270
304
Implicit differentiation, 403 Implicit function theorems, 412-419 Improper integral, 282, 427
automorphism
inner,
of,
305
central of, 307
character of, 312 conjugate elements of, 306 conjugate subgroups of, 306 continuous transformation, 314-315 cyclic, 300
298 307 index of, 308 finite, 300 Galois, 332 octic, 312 order of, 301 quotient, 307 index of, 308
definition of,
factor,
Cauchy value of, 282 Independence, linear, 187 Independent events, 347-348 Index of factor group, 308 Indicial equation, 210 Inertia, moment of, 117 tensor, 116 Infemum, 383 Infinite integral, 428 uniform convergence of, 429 Infinite series, of constants, 439
convergence
test for,
of, absolute, 444, 455 conditional, 444
440-444
regular permutation, 303 representation of, 313

irreducible, 314 reducible, 314
uniform, 450-454 expansion in, 246, 252, 461, 465

of functions, 449 theorems concerning, 447-450 of trigonometric functions, 252 Infinitesimal, 397 Infinitesimal transformation, 315 Infinity, point at, 158, 218 Information theory, "bits" of information, 346 Integers, commutative law of, 375 positive, 374r-377
simple, 307, 310
subgroup
of,
301
invariant, 306
normal, 306
maximal, 309 symmetric, 302 Groups, intersection of, 307 isomorphism of, 303 prime-factor, 311 product of, 308
properties
rational,
of, 380-381 378-379
Integrable-square functions, 246, 257
Hamilton-Cayley theorem, 35 Hamiltonian, 113 Hamilton's equations of motion, 113 Harmonic series, 440 Heat flow, 227 Heine-Borel theorem, 392-393
Integral, Darboux, 419 definite (see Definite integral)

of, 142 436 equation, 203 formula of Cauchy, 143 Fourier, 265
derivative
elliptic,
486

Lagrange's method of multipliers, 296, 467 Lagrangian, 111 Laguerre polynomials, 224, 239, 241
associated, 224 ordinary, 226 Laplace transformation, 282 inversion theorem of, 287 table of, 285
Integral, improper, 427
429 Lebesgue, 478-480 line, 66 mean-value theorem, 422, 457 Riemann, 131, 419 Stieltje, 280 test for convergence, 441 theorem of Cauchy, 136 Integral equation of Volterra, 203 Integrals with a parameter, 142, 425-426 Integrating factors, 179 Integration, of a complex variable, 131136 contour, 160-162 of Fourier series, 264 of Laplace's equation, 78 methods of, 431-436 numerical, 474-477 by parts, 143, 424 of a real variable, 419-420 of series, 450, 458 term-by-term, 448, 458 Interior point, 387 Interlacing of zeros, 199, 244 Interpolation formula of Lagrange, 471472 Intersection of sets, 388 Interval, closed, 386 of convergence, 386, 453 open, 386 Invariant, 320 subgroup, 306 Irreducible polynomial, 324 Irrotational vector field, 69, 73
infinite, 428,
Laplace's equation, 76, 226 integration of, 78 solution of, 226 Laplacian, 59, 103
in cylindrical coordinates, 65 in orthogonal coordinate system, 65 in spherical coordinates, 103
in tensor form, 103
Laurent expansion, 154 Law of the mean, for differential calculus, 405 for integral calculus, 422, 424, 457 Lebesgue integral, 478-480 Legendre polynomial, 230, 239, 404 associated, 230
Legendre's duplication formula, 169 Legendre's equation, 230, 404 Leibniz, rule of, 403 Length of arc, 52, 95
L'HospitaPs rule, 405 Limit, 397-398 Limit cycle, 273 Limit point, 386 Line element, 93 Line integral, 66 Linear dependence, 20, 187 Linear differential equations, with constant coefficients, 191
definition of, 175
Isomorphism, 1585 of groups, 303 Isoperimetric problem, 297
exact, 178 existence theorem

first-order, 175,
of,
183
177
Jacobian, 62 Jordan curve, 131
Jordan-Holder theorem, 310-312
general solution of, 182, 191 second-order, 199, 202 indicial equation, 210
ordinary point, 202 properties, 199-201

Kepler's first law of planetary motion, 52 Kinetic energy, 111
regular singular point, 210
Kronecker, 324
systems of, 190 Linear equations, 2
Kronecker
delta, 3, 9
Kryloff-Bogoluiboff, method of, 271 Kuinmer's confluent hypergeometric

function, 223
homogeneous, 17 Linear independence, 187 Liouville's theorem, 145 Lipschitz criterion, 183 Ln 2, 148
Lagrange's equations of motion, 110 Lagrange's interpolation polynomial,
M test of Weier&trass, 451

Maclaurin
series or expansion,
471-472
462
INDEX
Matrices, 11
487
comparable, 12
equality of, 11 multiplication of, 12-13 sum of, 12
Matrix, characteristic equation
of,
24
column, 20
derivative
of,
13
5,
determinant of, Hermitian, 34

identity, 14
13
inverse of, 16, 29-30 multiplication by a scalar, 12 negative of, 12
orthogonal, 22 skew-symmetric, 14 spur of, 15

square, 11 nonsingular, 16 subdivision of, 32 symmetric, 14 trace, 15 transpose of, 14
triangular, 28 unitary, 22 zero, 12
Nonlinear differential equations, 271 Normal to a surface, 56, 71 Normal acceleration, 52 Normal coordinates, 32 Normal derivative, 56 Normal distribution of Gauss, 353 Normal extension of a field, 330 Normal subgroup, 306 maximal, 309 Normalizing factors, 240 Null set, 389 Numbers, algebraic, 396 Bernoulli, 475-477 cardinal, 394 complex, 122-124 conjugate, 325 primitive, 328 real, 382 triples, 81 Numerical integration, 474-477 Numerical methods, 469-478
Octic group, 312 function, 256 One-to-one correspondence, 394
Odd
Maximal normal subgroup, 309 Maximum-modulus theorem, 151 Mean, law of, 405, 422, 424, 457
Open Open
interval,
set,
386
387
Mean or Memory
Methods
expected value, 405 function, 270

of integration,
Operator, of Boole, 221 of continuation, 154, 207 differential, 192

vector, 57, 60 Ordered set, 377 Ordering theorems, 377 Ordinary differential equation, 172 Ordinary point, 202 Orthogonal curvilinear coordinates, 62 Orthogonal functions, 237 Orthogonal polynomials (see Poly-
431-436
Metric tensor, 93 Minimal property of partial Fourier series, 248 Mixed strategy, 370 Moment, of a distribution, 352 force, 116 of inertia, 117 Momentum, angular, 115 generalized, 113 Monodromy theorem, 153 Monte Carlo methods, 364-368 Xlorera's theorem, 145
nomials)
Orthogonal trajectories, 176 Orthogonal transformations, 22 Orthogonal vectors, 82 Orthonormal set, 241
Motion, equations of (see Equations) in a plane, 52 of rigid body, 46-47 Multipliers of Lagrange, 296, 467 Mutually exclusive events, 343
Paperitz, 221
Paraboloidal coordinates, 95 Parallel displacement, 108

Parallel vectors, 38, 108-109 Parallelogram law of addition, 38, 123 Parameters, integrals containing, 425
Navier-Stokes equation of motion, 117 Neighborhood, deleted, 387 spherical, 391 Nested sets, theorem of, 392 Newton's binomial expansion, 339 Nonessential singular point, 157
variation of, 197 Parseval's identity, 265 Partial derivative, 408 Partial differential equations, Fourier's method of solving, 226-228
ELEMENTS OF PUKE AND APPLIED 'MATHEMATICS

Partial differential equations, heat
tion,
equa-
Power
series,
convergence
of,
radius of,
368
453
uniform, 453-454
differentiation of,
Laplace's equation, 226 wave equation, 172, 286

Partial differentiation, 408 Partial fractions, 431-432 Partial sums, 245, 258 Particular solutions, 182, 194-198
454
expansions in, 462 functions defined by, 151

integration of, 455 solutions of differential equations by, 206, 212-217 Pressure, 119 Prime factors of composition, 311
Peano's postulates, 374

Pearson, K., x* distribution of, 363 Permutations, 337-338 Picard's method of successive approxi-
mations, 184, 203 Picard's theorem, 157 Piecewise continuous function, 258
Point, boundary, 387
Primitive number, 328 Principal directions, 118 Principal equation, 326 Probability, a posteriori, 345
priori,
345
of, of,
branch, 149
exterior, 387 at infinity, 158,
interior,
axiomatic definition
central-limit
218 387 x limit, 386 neighborhood of, 387 deleted, 387 ordinary, 202 set theory, 386-389
singular, 156, 157 of differential equation,
essential,
theorem conditional, 345

field of,
343 359-361
continuous, 351
343
of,
function
352
distribution, 351 Gauss, distribution of,

joint,
353
355
Pursuit problem, 54
207 J*
Quadratic forms, 21 positive-definite, 28 Quotient group, 307 index of, 308
157
nonessential, 210 regular, 210
removable, 157
Poker hands, 338

Poles, simple, 157
Quotient law of tensors, 90
Polynomials, 322 BernouUi, 475-477 Hermite, 233, 234, 239, 241

irreducible,
Raabe's
test,
442
324
Lagrange's interpolation, 471-472 Laguerre, 224, 226, 239, 241 Legendre, 230, 239, 404 normal, 330 orthogonal, 237
closed sets of, 249 complete sets of, 249 completeness of, 250 difference equation for, 243 expansions in, 246, 251 zeros of, 242 relatively prime, 324 separable, 328 Tchebysheff, 241
Positive-definite quadratic form, Positive integers, 374-377
Radius, of convergence, 146, 453 of curvature, 53 Random variable, 351
Random-walk problem,
350,
367
28
Potential, electrostatic, 76, 166 Potential function, 111
Ratio test of D'Alembert, 441 Rational function, 434 Rational integers, 378-379 Rational numbers, 379-380 Real-number system, 382-385 Recapitulation of vector differential for mulas, 61 Reciprocal tensors, 92, 94 Rectifiabte path, 277 Recursion formula, 202 Regular function, 130 Regular permutation group, 303 Regular singular point, 210 Relative tensors, 89 Relative velocity, 54
Power
series,
453
of,
Remainder
453
462
in Taylor series expansion,
convergence
INDEX
Residue, 158, 160 Ricci tensor, 106
489
Series, Taylor's (see Taylor's series or
Riemann
integral, complex-variable
theory, 131 real-variable theory, 419-424

surface, 149 Riemann-Christoffel tensor, 106 Riemannian coordinates, 105 Riemannian curvature tensor, 106 Riemannian metric, 93 Riemannian space, 93
Riemann
geodesies in, 95 Rigid body, motion of, 46-47 Ring, 379 Rolle's theorem, 404 Rule, Cramer's, 10 Simpson's, 473-474
Russell number, 382-385
Saddle element, 369

Scalar, 37
gradient of, 55 Laplacian of, 59, 103 Scalar curvature, 106

Scalar product of vectors, 42, 88
triple,
47
expansion) uniformly convergent, 450 Set, boundary of, 389 bounded, 383, 386 Cantor, 396 closed, 386, 388 closure of, 389 complement of, 387 countable, 394 denumerable, 394 diameter of, 390 infemum of, 383 limit point of, 386, 389 nondenumerable, 394 null, 389 open, 387 ordered, 377 orthonormal, 241 supremum of, 383 totally ordered, 377 uncountable, 394 Sets, Cantor's theory of, 394-396 field of, 342 intersection of, 388 nested, theorem of, 392 of, 388
un^|
Schwarz-Cauchy inequality, 391

Schwarz-Christoffel transformation, 163 Second law of the mean, 457
Second-order differential equations, 199, 202 properties of, 199-201 Sectionally continuous function, 258 Separation of variables, method of, 227 Sequence, 437
Simple closed curve, 131 Simple group, 307, 310 Simple mappings, 124 Simpson's rule, 473-474 Simultaneous differential equations, 190
Sine
z,
131
Singular points (see Point) Singularities, confluence of, 223
Sinh
2,
150
convergence 437
of,
Cauchy
criterion for,
Slope, 402
Space curve, 52
arc length of, 52
convergent, 437 uniformly, 446

Sequential approach, 391
Series,
439
for,
alternating, 443
comparison test
convergent, 439
441
of composition, 311
differentiation of,
450
curvature of, 53 Jordan, 131 tangent to, 52 torsion of, 53 unit binormal of, 53 unit principal normal of, 53 Spherical coordinates, 63 Steady-state vector field, 41
Stieltje's integral,
280
divergent, 439 Fourier (see Fourier series)
Stirling's formula, 170,
477-478
harmonic, 440
infinite (see Infinite series)
integration
of,
450, 458
Stochastic variable, 351 Stokes's theorem, 70 Strain tensor, 118 Stress tensor, 118
Maclaurin, 462 oscillating, 439
Sturm-Liouville equation, 200 Subgroups, conjugate, 306

series)
power
(see
Power
sum
invariant, 306
of,
439
normal, 306
ELE\
Rub
Su>
-act*'''
i
ITS
OP PUKE AND APPLIED MATHEMATICS

Transform, Fourier, 268 Laplace, 282 Transformations, affine, 313 bilinear, 125 continuous group, 314-315 infinitesimal, 315 Laplace (see Laplace transformatw orthogonal, 22 Schwarz-Christoffel, 163 Triangular matrix, 28 Trigonometric series, 252 Trihedral, 41, 53, 63 Triple scalar product, 47 Triple vector product, 48
.tors,
38
1
of a
t
t^
v
439
^pnvention,
l
fe,
.premum, 383 70 normal to, 56, 71 Symmetric functions, 320 fundamental theorem of, 321 Symmetric group, 302 System of equations, 4
orface,
Tan- 1
z y 150
52,
Tangent to a space curve, Tauber, example of, 455

465
for functions of
84
Taylor's series or expansion, 145, 461-
Uncountable set, 394 Undetermined coefficients, method

194 Unicursal curve, 435
of
variables,
464-465
remainder in, 462 uniqueness of, 147 Tehebysheff's theorem, 354 Tensor, components, 89 contraction, 90 contravariant, 89 covariant, 89 curvature, 89 density, 89 inertia, 116
iso tropic,
Uniform continuity, 399 Uniform convergence, Abel's of a sequence, 446 of a series, 450
Weierstrass
test for,
M test
for,
451
Union
of
two
sets,
388
Unitary matrix, 22
Vandermonde determinant, 334
91
Van
metric, 93
mixed, 89 Ricci, 106

Riemann-Christoffel, 106
strain,
stress,
der Pol's equation, 273 Variation, bounded, 386 calculus of (see Calculus of variatioi
of parameters, 197 Vector, 37 associated, 94 binormal, 53 characteristic,
118 118
of,
weight
89
24
81
Tensors, absolute, 89 addition of, 89 product of, 89 quotient law of, 90 reciprocal, 92, 94 relative, 89
column, 20
components
of, 41,
Termwise
differentiation
and
physical, 87 conservative, 67 contravariant, 84 curl of, 59, 83, 102 derivative of, 50
integration,
of, 58, 102 irrotational, 69, 73
448-450, 458 Theorem of the mean, differential calculus, 405 integral calculus, 422, 423, 457 Theory of games, 368-372
divergence
Torque, 116 Torsion of a space curve, 53 Total differential, 409 Totally ordered set, 377 Trajectories, orthogonal, 176 Transfer function, 270
length of, 37, 94 normal, 53 operator del (V), 57 parallel displacement

potential, 77 solenoidal, 77 space, 41
of,
108
tangent, 52
unit, 37, 81
zero,
37
INDEX
otor field (see Field)
-
Velocity, relative,
tors,
addition
of,
38
Volterra integral e&
j^
etJ
-ngle between, 42
Hfferentiation of, 50, 61

tquality of, 37 linear combination of,
Wave
39
orthogonal, 82
parallel, 38,
108-109
of,
scalar or dot product of, 42, 88
equation, 172, 4. Weierstrass approximat thuW ^" 250 "** Weierstrass test, 451 Weierstrass-Bolzano theorem, 389 L Work, 112 Wronskian, 187
1
It!
*'
'<-
38 product of, 47 triple vector product of, 48 unit, fundamental, 41 vector or CTORS product of, 45 elocity, 50 angular, 46
subtraction
triple scalar
Zermelo postulate, 392 Zero, Aleph, 394

Zero matrix, 12 Zero sum game, 368
Zeros, interlacing of, 199, 244 of orthogonal polynomials, 242

Elements of Pure and Applied Mathematics

Загружено:

Сведения о документе

Оригинальное название

Авторское право

Доступные форматы

Поделиться этим документом

Поделиться или встроить документ

Параметры публикации

Этот документ был вам полезен?

Это неприемлемый материал?

Авторское право:

Доступные форматы

Elements of Pure and Applied Mathematics

Загружено:

Авторское право:

Доступные форматы

PAGES MISSING WITHIN THE BOOK ONLY

International Series in Pure and Applied Mathematics

WILLIAM TED MARTIN, Consulting

ELEMENTS OF PURE AND APPLIED MATHEMATICS

International Series in Pure and Applied Mathematics

WILLIAM TED MARTIN, Consulting Editor

Stability Theory Advanced Calculus

CODDINGTON AND LEviNsoN

GOLOMB & SHANKS

Theory of Ordinary Differential Equations Elements of Ordinary Differential Equations

Introduction to Numerical Analysis

Pure and Applied Mathematics

Vector and Tensor Analysis

Introduction to the Theory of Differential Equations

Linear Algebra and Matrix Theory

LINEAR EQUATIONS, DETERMINANTS, AND MATRICES

the above consideration the reader can prove by mathematical

consider the case in

possibility for the existence of a nontrivial

[tion occurs for

ds a new equivalent triangular matrix [reader explain this. We thus obtain

Triagonalizing the matrix such that |fy| = 0. \\b]\\

we have reduced our

liowns than equations, for which a nontrivial solution exists.

and again we have more unknowns than

itions so that a nontrivial solution

of the coefficient matrix of the

ELEMENTS OF PURE AND APPLIED MATHEMATICS

1111 0007 000-3

considering the system

tions of linear equations.

rank of a matrix see

the above-mentioned text.

The column matrix X =

there exist scalars X 1

zero such that

equivalent definition of linear dependence

set of vectors (1.47) is a linearly

Eq. (1.48) implies

LINEAR EQUATIONS, DETERMINANTS, AND MATRICES

prove the following theorem:

sional space are linearly dependent The system of equations X a X a =

equivalent to the system of n unknowns X X 2 Xm

Such a system always has a nontrivial solution

Solve the system x

Solve the system

Solve the system

X so that the following

have nontrivial solutions, and

are linearly independ-

find soalars X],

using a Euclidean coordinate system. an n-dimensional space yields

The linear transformation x = a a y a ,i,a =

ELEMENTS OF ITRE AND APPLIED MATHEMATICS

desire that the

he the components of a Euclidean coordinate

(1.51), (1.52) yields

matrix form becomes

(1.54) implies in turn that

an orthogonal matrix. (1.54) column vectors of A, then Af A 2 =

say that the vectors are

For complex components

be the components of an orthogonal coordinate system we find