Chapter 8
Multivariable Differential Calculus
1 Introduction
Up to this point we have restricted our attention to problems involving
functions of only one variable that is, functions whose inputs and outputs
are real numbers. As well see, this background is essential for the proper
study of functions whose inputs consist of more than just numbers. Such
functions come up often enough to warrant the extensive treatment being
introduced in this chapter; because just about all systems well ever meet,
from electronic to biological and economic ones, are inuenced by many
(input) factors. To list a few examples,
The exact location of a space satellite is most strongly
inuenced by the sequence of thrusts provided by its
engines, as well as the winds it encounters, the air
densities it meets, etc.
The weight of a person is inuenced by the food
consumed, exercise levels, genetic factors, etc.
The cost of living is affected by the Federal Reserve
discount rates, consumer demand, and so forth.
To adequately predict the weather in any area requires a
great deal of input, from knowledge of the trade winds
and jet stream behaviors to an enormous number of
other measurements on temperature, pressure, humidity,
over many different regions.
There are so many factors that affect every phenomenon we want to predict
and control, that we must be very selective and consider only those which seem
very important, if we expect any success in our efforts. To proceed
systematically we start by introducing the following denition.
Denition 8.1: Function of
n
real variables, vector
A
function of n real variables
is a function whose domain (Denition
1.1 on page 2) consists of sequences of real numbers. Such
sequences are also referred to as (
real
)
n
-dimensional vectors
,
or (real)
n
-
tuples
.
If the range (outputs) consists of real numbers, the function is called
real-valued
.
x
1
x
2
...., x
n
, , ( )
1999 by CRC Press LLC
Figure 8-1 illustrates Denition 8.1.
Example 8.1: Energy as a function of current and resistance
If
I
represents electrical current and
R
represents electrical resistance,
then the heat energy generated per unit time,
W
(in
watts
) is described by the
equation
I
We can picture a two or three dimensional vector either as a point in 2 or 3
dimensional space, or as an arrow in two or three dimensions, with a specied
length and direction, as illustrated in Figure 8-2.
Which representation of a vector we choose depends on the particular
situation were in. Our
pictures
, even of three-dimensional vectors, on paper
are necessarily drawn in two dimensions - but
will be used to illustrate
the
general case
and suggest results
of a general nature. The
proofs of any such
results must be carried out algebraically
; the reasoning, however, is most
often motivated by the picture, but
not relying on the picture for its validity
.
The
fundamental idea
of our study of functions of
n
variables is to
convert
our questions and descriptions
to
questions and descriptions of
functions of
one variable,
i.e., to functions we are familiar with. To see how to do this, we
examine the
graph
of a function
f
that is, we examine the set of points of
the form
f
x
1
x
2
..., x
n
, , ( ) x
1
x
2
..., x
n
, , ( )
f
Figure 8-1
Function of n variables
W f I R , ( ) = I
2
= R
P P
1
P
2
, ( ) =
P P
1
P
2
P
3
, , ( ) =
Figure 8-2
x
1
... , x
n
f x
1
... , x
n
, ( ) , , ( ).
1999 by CRC Press LLC
Our picture will be for the case
n
= 2 (see Figure 8-3 ). Here the graph of
the function
f
is pictured as a
surface
whose height above the point
in the base plane is .
Before proceeding any further well introduce some notation to keep our
expressions from getting too complicated looking.
Denition 8.2: Vector notation
In our work with real valued functions of
n
real variables, (Denition 8.1 on
page 261),
n
-dimensional vectors
which are nite sequences of numbers,
(Denition 8.1 on page 261)
are denoted as follows:
etc.,
so that a point is denoted
1
by
and denote the
standard unit length coordinate axis vectors
, by
where the
j
-th coordinate of is given by
Also if
t
is a real number, (Actually, this
was already the case, because a sequence is a function, and we already have a
meaning assigned to and where
t
is a number, namely (see
Denition 1.2 on page 3 and Denition 2.7 on page 35),
1. There is a slight notational inconsistency, which shouldnt bother anyone
namely, is really
x
1
x
2
0 , , ( ) f x
1
x
2
, ( )
x
1
x
2
0
, , ( )
f x
1
x
2
, ( )
x
1
x
2
f x
1
x
2
, ( ) , , ( )
Graph of f
Figure 8-3
x x
1
x
2
... , x
n
, , ( ), x
0
x
01
x
02
... , x
0n
, , ( ), h h
1
h
2
... ,h
n
, , ( ), = = =
x
1
x
2
... , x
n
f x
1
x
2
... , x
n
, , ( ) , , , ( ) x f x ( ) , ( )
x f x ( ) , ( ) x
1
x
2
..., x
n
, , ( ) f x
1
x
2
..., x
n
, , ( ) , ( ).
e
k
k , 1,...,n, = e
k
e
kj
1 if j k =
0 if j k
=
x th + x
1
th
1
,..., x
n
th
n
+ + ( ). =
x y + tx
1999 by CRC Press LLC
The operations above have a geometrical interpretation that was provided in
Figures 2-5 through 2-7 starting on page 24.
The function of one variable that is obtained by restricting the inputs of the
real valued function, f, of n real variables to the line whose formula is
x + tu will be denoted by G, that is,
8.1
The function G is illustrated in Figure 8-5, the portion of the graph of f
from which it came appearing above the line x + tu, of Figure 8-4.
We can now make use of our one-variable results, by introducing the
concept of directional derivative.
Denition 8.4: Directional derivative
If the derivative (Denition 2.5 on page 30) of the function G
specied by equation 8.1 exists, it is called the directional derivative of f at
x in the direction specied by the unit vector u. This directional derivative
will be denoted by
.
e
1
1 0 0 , , ( ), e
2
0 1 0 , , ( ) = = , e
3
0 0 1 , , ( ) = .
D
e
i
f x ( ) x
j
with j i
x
i
D
e
1
x
1
2
e
x
1
x
2
x
3
x
2
and x
3
x
1
f x
1
x
2
x
3
, , ( ) x
1
2
e
x
1
x
2
x
3
, =
D
e
1
f x
1
x
2
x
3
, , ( ) 2x
1
e
x
1
x
2
x
3
x
1
2
x
2
x
3
e
x
1
x
2
x
3
+ 2x
1
x
1
2
x
2
x
3
+ ( ) e
x
1
x
2
x
3
= = .
D
e
i
f x ( )
D
e
i
f x ( ) e
i
D
i
f x ( ).
D
e
i
f x ( ) f
i
x ( )
D
e
i
f x ( ),
x
i
f x ( ),
1999 by CRC Press LLC
is called the partial derivative operator with respect to the i-th
coordinate. It is a function whose domain (inputs) and range (outputs) consist
of functions.
Exercises 8.5
Compute for the functions of Example 8.2 on page 266 and of
Exercises 8.3 on page 266.
As mentioned earlier, one can always proceed from the point x to the point
x + t u along segments parallel to the coordinate axes, as illustrated in
Figure 8-6.
Now to get to the details of computing any directional derivative from the
partial derivatives. We will illustrate the derivation of the general result via the
case n = 3. We rst rewrite the difference quotient as a
sum of function differences, in each of which the changes in the argument is
restricted to precisely one coordinate. Specically we write
8.3
D
i
D
i
f x ( )
x
x + t u
x
x + t u
in domain of a function
of two variables
in domain of
a function of
three variables
Figure 8-6
.
.
. .
.
. .
f x t u + ( ) f x ( ) [ ] t
f x t u + ( ) f x ( )
t
---------------------------------------
f x
1
tu
1
+ x
2
tu
2
+ x
3
tu
3
+ , , ( ) f x
1
x
2
x
3
, , ( )
t
-------------------------------------------------------------------------------------------------------------- =
f x
1
tu
1
+ x
2
tu
2
+ x
3
tu
3
+ , , ( ) f x
1
tu
1
+ x
2
tu
2
+ x
3
, , ( )
t
---------------------------------------------------------------------------------------------------------------------------------- =
+
f x
1
tu
1
+ x
2
tu
2
+ x
3
, , ( ) f x
1
tu
1
+ x
2
x
3
, , ( )
t
--------------------------------------------------------------------------------------------------------------
+
f x
1
tu
1
+ x
2
x
3
, , ( ) f x
1
x
2
x
3
, , ( )
t
----------------------------------------------------------------------------------.
1999 by CRC Press LLC
Most readers should not have much difculty applying the mean value
theorem (Theorem 3.1 on page 62) to each of the last three ratios above, to
obtain the result we present shortly in equation 8.7. The precise arguments are
presented in the optional segment to follow.
,
Look at the numerator of the second line of equations 8.3. It is
, 8.4
where
.
To be able to legitimately apply the mean value theorem we let
. 8.5
We see that the expression in equation 8.4 can be expressed in the simpler form
which, from the mean value theorem, Theorem 3.1 on page 62, is equal to
, where lies between 0 and 1 (assuming the hypotheses of
the mean value theorem are satised). But using equation 8.5 above, we see that
So
8.6
That is, the rst numerator in the nal part of equation 8.3 on page 268 is given
by the right side of equation 8.6. This gives the rst ratio of the nal part of
equation 8.3 as
.
In a similar fashion the remaining two ratios in the nal part of equation 8.3
may be written as
and
respectively.
f x t u + ( ) f x t u t u
3
e
3
+ ( ) f z t u
3
e
3
+ ( ) f z ( ) =
z x t u t u
3
e
3
+ =
G ( ) f z e
3
+ ( ) =
G t u
3
( ) G 0 ( ),
t u
3
G
3
t u
3
( )
3
G ( )
f z e
3
+ [ ] k e
3
+ ( ) f z e
3
+ ( )
k
-----------------------------------------------------------------------------
k 0
lim =
D
3
f z e
3
+ ( ). =
t u
3
G
3
t u
3
( ) t u
3
D
3
f z
3
t u
3
e
3
+ ( ). =
u
3
D
3
f x
1
t u
1
x
2
t u
2
x
3
3
t u
3
e
3
+ , + , + ( )
u
2
D
2
f x
1
t u
1
x
2
2
t u
2
x
3
, + , + ( )
u
1
D
1
f x
1
1
t u
1
x
2
x
3
, , + ( ),
1999 by CRC Press LLC
So we nd that under the appropriate circumstances allowing application of
the mean value theorem, Theorem 3.1 on page 62, we have
8.7
where the are numbers between 0 and 1. To obtain the desired directional
derivative, , we must take the limit as t approaches 0. Provided
that the partial derivatives at the indicated values above for t near 0 get
close to their values at t = 0 (i.e., at x), we would expect this limit to be
A precise statement of the result just derived requires at least a minimal
discussion of continuity for functions of several variables. All of the material
to be presented below is a natural extension of previously introduced concepts
related to continuity and closeness. We return from this detour at Theorem 8.9.
To begin we extend the denition of length and distance between vectors
from the two-dimensional case, Denition 6.11 on page 200, to n-dimensional
vectors in the following.
Denition 8.6: Length of vector, distance between vectors
The l engt h ( or norm) , of t he n- di mens i onal vect or
is dened
1
by
8.8
the (Euclidean) distance between
is dened to be
8.9
i
D
u
f x ( )
D
j
f
u
j
D
j
f x ( )
j 1 =
3
x
x x
1
x
2
,..., x
n
, ( ) =
x x
i
2
;
i 1 =
n
=
x x
1
x
2
,..., x
n
, ( ) and y y
1
y,..., y
n
, ( ) = =
x y
x
0
g x ( ) g x
0
( ) x
0
x
1999 by CRC Press LLC
small changes to the input, , yield small changes to the output .
More precisely, keeping in mind Denition 8.6 on page 270,
Given any positive number, , there is a positive number, ,
(determined by g, and ) such that
whenever x is in the domain of g and
we have
So, as seen earlier, for functions of one variable, we can often recognize
continuity of a function of several variables from its structure.
Now that we have available the concept of continuity of a function of
several variables, the above discussion yields the following result.
Theorem 8.9: Determination of directional derivatives
If f is a real valued function of n real variables (Denition 8.1 on page
261) all of whose partial derivatives (Denition 8.5 on page 267) exist at and
near (i.e., for all x within some positive distance from (see
Denition 8.6 on page 270) and are continuous at (Denition 8.7 on page
270) then the directional derivative (Denition 8.4 on page 265)
exists and is given by the formula
1. Whose value at x is
x
0
g x
0
( )
x
0
x
0
x ,
g x
0
( ) g x ( ) .
x
0
x
0
R f ( ) x
0
R f x ( ) ( ).
c
j
c
j
x ( ) c
j
x
1
x
2
,..., x
n
, ( ) x
j
= =
x
0
x
0
x
0
D
u
f x
0
( )
1999 by CRC Press LLC
8.11
Exercises 8.6
Repeat Exercises 8.3 on page 266 using equation 8.11.
In the formula just developed, a very important type of expression appears,
namely a number of the form
Thi s expr essi on i s cal l ed t he dot product of t he r eal vect or
with the real vector We see, rather
generally, that the directional derivative, is the dot product of the
unit vector u with the vector whose components are the partial derivatives of f
at . This latter vector and dot products are important enough to warrant
the formal denitions we now present.
Denition 8.10: Gradient vector, dot product of two vectors
Let f be a real valued function of n real variables (Denition 8.1 on page
261) all of whose partial derivatives (Denition 8.5 on page 267) exist at x.
The vector
is called the gradient of f at x. It will be denoted
1
by
The vector-valued function whose value at x is is denoted by
and is referred to as the gradient function, or, when there is no danger of
ambiguity, simply as the gradient, or gradient vector.
The dot product, , of the real n-dimensional vectors
1. It is also written
D
u
f x
0
( ) u
j
D
j
f x
0
( ).
j 1 =
n
=
x
j
y
j
j 1 =
n
x x
1
x
2
... , x
n
, , ( ) =
y y
1
y
2
... , y
n
, , ( ) = .
D
u
f x
0
( ),
x
0
D
1
f x ( ) D
2
f x ( ) , ... ,D
n
f x ( ) , ( )
f x ( ).
grad f x ( ) or Df x ( ).
Df x ( )
Df or grad f
x y
x x
1
x
2
... , x
n
, , ( ) = and y y
1
y
2
... , y
n
, , ( ) =
1999 by CRC Press LLC
is dened by the equation
1
8.12
=
y
j
y
j
x x x
2
=
x y x
j
y
j
..
j 1 =
n
=
D
u
f x ( ) u Df x ( ) = ,
D
u
f u D ( ) f or D
u
u D = =
D
u
f x ( )
D
u
f x ( ) u D ( ) f x ( ) = D
u
f u D ( ) f , or D
u
u D, = =
D D
1
D
2
,...,D
n
, ( ) =
f x
0
h + ( ) f x
0
( ) f x
0
( ) + h,
1999 by CRC Press LLC
which was essential to studying functions of one variable, can now be
generalized to functions of several variables in a natural way. From the
meaning of directional derivative we see from approximation 8.15 that
8.16
where u is the unit vector in the direction of h, that is
.
Substituting for u in equation 8.13 and substituting the result into
the right side of approximation 8.16 yields the desired extension of the
fundamental approximation for functions of one variable namely, the
following.
Fundamental multivariate approximation
If f is a real valued function of n real variables (Denition 8.1 on page
261) whose gradient vector (Denition 8.10 on page 272) exists at , then
8.17
(where the dot product symbol is also dened in Denition 8.10).
X
1
X
1
X
2
0 , , ( )
X
1
X
2
X
3
, , ( ) X =
Figure 8-7
X
1
b
d
a
X
1
Figure 8-8
First axis
Any other vector along
first axis
X
d a
2
X
2
2
X
3
2
+ + = b X
2
2
X
3
2
+ =
X
1
0 0 , , ( ),
u X
u
= =
G ( ) 0 =
G ( ) X
j
u
j
( )
2
j 1 =
n
X
j
2
j 1 =
n
2
X
j
u
j
j 1 =
n
( ,
, (
j \
u
j
2
j 1 =
n
( ,
, (
j \
2
+ = =
u u ( )
2
2 X u ( ) X X + =
2
2 X u ( ) X X because u is of unit length. + =
X u ( )
2
G ( )
2
2 X u ( ) X u ( )
2
X u ( )
2
+ X X + =
X u ( )
2
X u ( )
2
X X. + =
G ( )
X u =
P
Y
X ( ) Y
X Y
P
Y
X ( )
X
1
X
2
,..., X
n
, ( ) X
1
X
2
,..., X
n
, ( )
Y
i
0 = P
Y
X ( )
P
Y
X ( )
X Y
Y Y
------------ Y. =
Y
1999 by CRC Press LLC
If , we may write
Choosing , we know from the previous completion of the
square argument that the vector closest to X is
establishing Theorem 8.13.
It is evident that we can write any vector X as the sum of two vectors, one
of which is the component of X in the Y direction, illustrated in Figure 8-9.
That is, we can write
8.20
It would appear that the second vector in this decomposition has a zero
component in the Y direction which we easily verify (using equation
8.19), via
8.21
A decomposition such as given by equation 8.20 is called an orthogonal
decomposition, or an orthogonal breakup. Orthogonal breakups are
extremely important, because they produce zeros. Well see later on just how
useful this is in solving systems of equations. Were just starting to investigate
this concept, and we begin with a formal denition followed by a simple
operational characterization.
Y 0
Y Y
Y
Y
-------- Y u = = .
Y =
u Y Y =
X u ( ) u X
Y
Y
--------
( ,
j \
Y
Y
--------
X Y
Y
2
------------ Y
X Y
Y Y
------------ Y = = =
Y
X
X P
Y
X ( )
P
Y
X ( )
Figure 8-9
X P
Y
X ( ) X P
Y
X ( ) [ ]. + =
P
Y
X P
Y
X ( ) ( ) P
Y
X ( ) P
Y
P
Y
X ( ) ( ) =
P
Y
X ( ) P
Y
X ( ) =
0. =
1999 by CRC Press LLC
Denition 8.14: Orthogonality
The real n-dimensional vector X is said to be orthogonal (or
perpendicular) to the real n-dimensional vector Y if
(see Denition 8.12 on page 276).
We can see immediately from this result and formula 8.13 on page 273 for
directional derivatives, that precisely when .
This suggests that this gradient vector species the direction of greatest rate of
change of the function f at x, a result we shall soon establish, and one which
will evidently be critical in studying the behavior of functions of several
variables.
From equations 8.20 and 8.21 we know that
is a breakup into perpendicular components. It turns out to be important that
the converse also holds. We state these results in Theorem 8.16.
Theorem 8.16: Orthogonal Breakup
If X and Y are real n-dimensional vectors (see Denition 8.1 on page
261) then
8.22
(where is dened in Denition 8.12 on page 276) is an orthogonal
breakup i.e.,
8.23
(see Theorem 8.15 on page 278).
Moreover, if
8.24
P
Y
X ( ) 0 also written X Y =
X P
Y
X ( )
X Y X Y 0 = X Y Y X
D
u
f x ( ) 0 = u grad f x ( )
X P
Y
X ( ) X P
Y
X ( ) [ ] + =
X P
Y
X ( ) X P
Y
X ( ) [ ] + =
P
Y
X ( )
P
Y
X ( ) X P
Y
X ( )
X V
Y
V
Y
+ =
1999 by CRC Press LLC
where is a scalar multiple of Y, and is orthogonal to Y, then this
orthogonal breakup is unique i.e., must be the one given by equation 8.22;
so that we must have
. 8.25
We have already shown that equation 8.23 holds. So we need only prove
that latter part of this theorem. We rst handle the trivial case where .
In this case we must have
and then from equation 8.24 it follows that
.
This establishes equation 8.25 for the case .
If , then from equation 8.24 and the denition of we may write
. 8.26
Now take the dot product of the left and right sides of this equation with Y, and
use the assumed perpendicularity of and Y, to obtain
,
from which it follows that , and hence
.
Now substituting this into equation 8.26, we obtain the desired equation
8.25, proving Theorem 8.16. To state this theorem in English, any vector, X,
can be written in one and only one way as the sum of two vectors one of
which is in the direction of a specied vector Y and the other
perpendicular to Y. The component in the direction of Y is the projection
of X on Y. All of this is suggested by Figure 8-9 on page 277, but established
algebraically using the denitions of dot product and projection.
We never used the Pythagorean theorem directly in our proofs, but rather,
used it to suggest the proper denition of the length of a vector. With the
machinery we have built up, it is a natural corollary.
Theorem 8.17: Corollary Pythagorean theorem
For any real n-dimensional vectors, X and Y
8.27
(see Denition 8.12 on page 276 and Denition 8.6 on page 270).
V
Y
V
Y
V
Y
P
Y
X ( ) and V
Y
X P
Y
X ( ) = =
Y 0 =
V
Y
0 P
Y
X ( ) = = ,
V
Y
X X P
Y
X ( ) = =
Y 0 =
Y 0 V
Y
X V
Y
V
Y
+ Y V
Y
+ = =
V
Y
X Y Y Y ( ) =
X Y Y Y =
Y P
Y
X ( ) =
X
2
P
Y
X ( )
2
X P
Y
X ( )
2
+ =
1999 by CRC Press LLC
Furthermore
8.28
equality always holding in the trivial case X = 0, and in the nontrivial case,
if and only if Y is a nonzero scalar multiple of X.
grad f x ( ) + =
u
g
P
grad f x ( )
u ( ) = u
g
u u
g
grad f x ( ) and u
g
1 < =
1999 by CRC Press LLC
Hence
But because is in the direction, but has length < 1, we can
write where is the unit length vector in the direction of
and
Hence
That is, if u is any unit vector not parallel to the nonzero gradient vector,
and is the unit vector in the direction of then
,
establishing that under the given conditions, the gradient species the direction
of greatest rate of change of f. Note that is the direction of the
most negative rate of change of f. We summarize the various properties that
we have established about the gradient vector as follows.
Theorem 8.18: Gradient vector properties
Suppose the real valued function, f, of n real variables (Denition 8.1 on
page 261) has partial derivatives (Denition 8.5 on page 267) dened for all
values within some positive distance (Denition 8.6 on page 270) of the
vector x, and these partial derivatives are continuous (Denition 8.7 on page
270) at x. If the unit vector (Denition 8.14 on page 278
and Denition 8.10 on page 272) then (see Denition 8.4 on
page 265). If , is a maximum for
and a minimum for
.
From this result it should be evident that the principal nice places to hunt
for maxima and minima of functions of several variables are those values of x
at which . Finding such x involves solving a system of
(usually nonlinear) equations, and we have not yet developed the tools for
doing this. Furthermore, once we have solved these equations, to handle this
subject properly, sufcient conditions to determine whether the solution
corresponds to a maximum, minimum or neither must be developed. Since all
D
u
f x ( ) u
g
grad f x ( ). =
u
g
grad f x ( )
u
g
c u
G
= u
G
grad f x ( ) c 1. <
D
u
f x ( ) c u
G
grad f x ( ). =
c D
u
G
f x ( ) D
u
G
f x ( ). < =
grad f x ( ), u
G
grad f x ( ),
D
u
f x ( ) D
u
G
f x ( ) <
grad f x ( )
u grad f x ( )
D
u
f x ( ) 0 =
grad f x ( ) 0 D
u
f x ( )
u u
G
grad f x ( )
grad f x ( )
------------------------------- = =
u u
G
grad f x ( )
grad f x ( )
------------------------------- = =
grad f x ( ) 0 =
1999 by CRC Press LLC
of this depends on the linear algebra to be introduced in the next chapters,
we postpone any further discussion of this subject until the necessary tools are
available.
A useful corollary to the Pythagorean theorem, Theorem 8.17 on page 279,
is the Schwartz inequality or vectors.
Theorem 8.19: The Schwartz inequality for vectors
Recall Denition 8.10 on page 272 of dot product of two vectors. If X and
Y are real n-dimensional vectors, then
8.29
with equality only if one of these vectors is a scalar multiple of the other.
( ,
j \
2
f
2
a
b
( ,
j \
g
2
a
b
( ,
j \
.
X f
0
f
1
,..., f
n 1
, ( ) = and Y g
0
g
1
,...,g
n 1
, ( ) =
f
k
f a k h + ( ) = , g
k
g a k h + ( ), and h =
b a
n
------------, =
h f a k h + ( )g a k h + ( )
k 0 =
n 1
( ,
, (
j \
2
h f
2
a k h + ( )
k 0 =
n 1
( ,
, (
j \
h g
2
a k h + ( )
k 0 =
n 1
( ,
, (
j \
1
2
---------------
1
2
e
x
2
2
dx
1
2 x
----------------- x e
x
2
2
1
2
---------------
1
2
e
x
2
2
dx
( ,
j \
2
1
2
------
x d
x
-----
1
2
( ,
j \
x e
x
2
x d
1
2
( ,
j \
l n 2 ( )
2
-------------
1
2
--- e
1
e
4
[ ]
( ,
j \
0.1389 ( )
2
. = =
1999 by CRC Press LLC
Note that the more nearly parallel the two factors you choose, the better
the bound you get.
Exercises 8.8
Use the Schwartz inequality for integrals, Theorem 8.21, to nd upper
bounds for the following. If possible, use some numerical integration scheme
to determine how good these bounds are.
1.
2.
3.
e
x
x d
1
2
x
3
( ) sin x d
1
1.5
x d
x
0.5
1 +
--------------------------
1
2