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CAMBRIDGE

UNIVERSITY

F.

PRESS

GERRISH

PURE MATHEMATICS

This two-volume text-book on Pure Mathematics has been designed to cover the whole of
the mathematics required for Part I of the

London B.Sc. General Degree and

for any first-

year degree courses containing subsidiary pure


mathematics. It is the only book of its kind

addressed primarily
student.

It

the General Degree


most of the Pure Mathe-

to

also covers

matics required by the recently introduced

Diploma

Mathematics of the Mathematical

in

Association,

This book does not assume a complete mastery

work, and much of

of earlier

the pure mathematics


school

pupils

it is

suitable for

required by

preparing

for

grammar

scholarships

in

Natural Sciences, as well as for the mathematics


specialists,

However, though

aimed to supply a
students at these

real
levels,

Mr

cram book

goes a

little

lias

he has treated

subject in a serious fashion and this

sense a

Gerrish

need of examination

book

for examinations.

is

his

in

no

Thus he

beyond the requirements of the

examination syllabus.

By a natural division the subject-matter


conveniently into

two volumes which,

falls

despite

occasional cross-references , can be used inde-

pendently as separate text-books


I.

Calculus and differential equations, with appli-

cations to topics such as areas,

centres of gravity,

moments of

arc-lengths,
inertia,

and

geometry of plane curves,


II.

Algebra and convergence, trigonometry and

coordinate geometry of
sions, in

when

which

calculus

two and three dimenmethods are

illustrated

instructive.

Finally

the

book contains

many

sets

of

'exercises for the reader', often with hints for


solution.

Each chapter includes a Miscellaneous

Exercise for revision purposes.


also provided.

Answers are

8EDGLEY PARK COLLEGE


-K^

a_

1*

FER.

NAME

This boob

is

due for return on or before the

last

date

shown above.

8EDGLEV PARK COLLEGE.


PRE8TWICH,

MANCHE8TER.

PURE MATHEMATICS
VOLUME

Uniform with

VOLUME

(his

Volume

nt ALGEBRA, TRIGONOMETRY
COORDINATE GEOMETRY

PURE
MATHEMATICS
A UNIVERSITY AND
COLLEGE COURSE
BY
F.

GERRISH,
VOLUME

M.A.

CALCULUS

1
+

1
\

S
w
w

CAMBRIDGE
AT THE UNIVERSITY PRESS
1960

PUBLISHED BY
THE SYNDICS OF THE CAMBRIDGE UNIVERSITY PRESS
13outloy House, 200 Eustoti

American Branch: 32 East 57th

Road, London, N.W.


Stroflt,

New York

22,

N.Y.

CAMBRIDGE UNIVERSITY PRESS


1960

Printed in Great Britain at the Univernity Pf688t Cambridge


{Brooke Gruiditey, University Printer)

CONTENTS
page xv

General Preface
Preface to Volume

xvii

References and Abbreviations

xix

Chapter 1. Review of Some Facts, Definitions


and Methods
1.1

Numbers, variables and functions


1.11

Numbers,

p. 1

1,13 Functions, p. 3.

1.2

1.14

and variables,
The function \x], p. 5

1.12 Constanta

p. 3,

Simple inequalities
1,21 Fundamental results,
and bar monks means, p. 8

p. 6.

1.22 Arithmetic, geometric,

10

Exercise 1(a)
1.3

Quadratic functions and quadratic inequalities


1.31 Sign of a quadra tic function, p. 11.
inequality, p. 14

14

1.5

15

Graphs
1.41, 1-42

1.32 Cauchy's

Exercise 1(b)
1.4

Examples,

pp. 15, 19

Exercise 1(e)

1 J>

Types of function

20

1.52 Classification by
1.51 Classification by structure, p. 20.
properties, p. 22. 1.53 Inadequacy of graphical representation,
p.

1.6

27

Exercise 1(d)

29

Plane curves

30

1,61

Parametric equations,

p. 30.

1.62 Polar coordinates, p. 31

1.63 Polar equation of a curve, p. 32

34

Exercise 1(e)
Miscellaneous Exercise

1 (/)

35

CONTENTS

Vi

Chapter
2.1

page 38

some examples from previous work

Limits:

2.11 dt/fdx, p. 38.

examples, p, 39.
2.2

Continuous Functions

Limits,

2.

2.12 em x/x, p. 38.


2,15 Tangent, p. 40

The general idea of a

2.13, 2.14

38
Other

40

limit

2.21 Informal definition;, p. 40.

2.22 Formal

2.3

Some

general properties of limits

2.4

Otlier

ways

2.5

Limits

2.6

Continuity

definition, p. 41

41

in which a function can behave

when x

-> oo,

43

x -> - oo

45
45

2.61 Definition, of continuous function', p. 45, 2.62 Some


properties of continuous functions, p. 47. 2.63 Examples of
some continuous functions, p. 47. 2.64 Removable discon1

tinuities, p. 48.

2.65 Another property of continuous func-

tions, p. 48

50

Exercise 2(a)
2.7

Functions of n: some important limits


2,71 Sequences, p. 50. 2.72 a", p. 52.
1}... (m
2.74 a"/ti!, p. 54. 2.75

m(m

2.76 Further examples, p. 55.

p. 54.
p.

n+

ln\,m

2.77 Monotonic funct ions,

55

Exercise 2(6)

58

Miscellaneous Exercise 2(c)

58

Chapter
3.1

50

2,73 a n ,%, p. 53.


constant,
l)a n

3.

The Derivative. Some Applications

The derivative of a function of one


3. 12

3,11 Definitions, p, 60,

60
60

variable

A derivable function is continuous,

p. 61

3.2

The

62

rules of derivation

Hum, product, quotient function of a function


;

3.3

inverse functions

Derivatives of some well -known functions


3,31 x w

The

circular functions, p. 66.

3.32
p.
inverse circular functions, p, 66

3.4

155.

Implicit functions

65
3.33

The

and functions defined parametrically

07

a function defined implicitly, p. 67.


3.42 Derivative of a function defined parametrically, p. 68
3.41 Derivative of

Exercise 3(a)

68

CONTENTS
3.5

Vll

page 70

Derivatives of second and higher orders


3.51 Notation, p. 70.

>

1, p. 71.

3.52 Implications of the existonce of


3.53 Examples, p. 71

73

Exercise 3{&)
3.6

Increasing and decreasing functions

maxima and
7^

minima
3.61 Function increasing or decreasing at a point, p. 74,
3.62 Definition of 'maximum', 'minimum', p. 74. 3.63 If f{x)
there,
is derivable at a. maximum or minimum, then f'{&)

3,64 'Change of sign' test, p. 77. 3,65 'Second


derivative* test, p. 77. 3.66 Examples, p. 78

p. 76.

3.7

80

Points of inflexion of a curve


3.71 Definition and determination, p. 80.

3.8

A theorem
3.81

3.72

Summary, p.

81

81

suggested geometrically

The mean

and
3.82 J {x) =
3,83 Function increasing or decreasing
f

value theorem, p. 81.

constancy oif{x), p. 82.


throughout an interval, p. 83

3.9

Exercise 3 (c)

8*

Small changes. Differentials

85

3.91 Small changes, p. 85. 3.92 Differentials, p. 87,


3.93 Differentiate functions, p. 89

Exercise

87

3(c)

Miscellaneous Exercise 3

Chapter

4.1

4.

90

(e)

Integration

93

(A) Methods of integration. The logarithmic, exponential


and hyperbolic functions

93

The

93

process inverse to derivation

The problem, p. 93. 4.12 Some standard integrals, p. 94.


Some properties of indefinite integrala, p. 94. 4,14 Areas,
95".
4.15 Definite integrals; some properties, p. 96.

4.11

4.13
p.

4.16 Criticism, p. 98

99

Exercise 4{a)
4.2

Some

general methods of integration

100

4.21 Integration by substitution (change of variable), p. 100.


4.22 Definite integrals by substitution, p. 102. 4.23 Integration
by parts, p. 105. 4.24 Reduction formulae, p. 107. 4.25 Definite
integrals

by parts and

reduction, p.

OS

Exercise 4(6)

104

Exercise 4(c)

1 9

CONTENTS

Vlii

4.3

The logarithmic function

page 109

4.31 The integral dxj%, p. 109. 4.32 Investigation of ${t),


p, 110, 4.33 An application to integration, p. 114

114

Exercise 4(d)
4.4

The exponential and hyperbolic


4.41

116

functions

The exponential

function, p. Ilfi, 4.42 Logarithmic


4.43 The logarithmic inequality. Some

derivation, p. 120.
important limits (log xjx,

log

x, a3/ e % (l

+ as/w),

Euler's

constant y), p. 121. 4.44 The hyperbolic functions, p. 125.


4.45 The inverse hyperbolic functions, p. .130

119

Exercise 4(e)

Exercise 4(f)

124

Exercise 4(g)

128

Exercise 4(A)

132

(B) Systematic integration

134

of standard integrals

4.5

Revised

4.6

Integration of rational functions

list

134
130

4.61 Preliminary considerations, p. 136. 4.62 Digression On


partial fractions, p. 136. 4.63 Summary, p. 141.

4.64
for

4.7

${Ax + B)dx/[a* + bx + c),

${Ax+B)dxj(x*+bx-\-c) T',

4.65 Reduction formula

p. 142.

p.

144

Exercise 4(i)

141

Exercise 4(j)

If

Integration of some algebraical functions

145

4.71 Linear irrationalities, p. 145, 4.72 Quadra lie irrationalities, p. 146.


4,73 \{Ax + B) dxi^(ax l -f 6a? + c), p. 147.

4.74 fdxf(x - k) J(asc* +bx + c) f p. 149. 4.75 ^{ax* + bx+c) dxt


a trigonometric or hyperbolic

p. 149. 4.76 Direct use of


substitution, p. 150

150

Exercise 4(h)
4.8

Integration of

some transcendental functions

LSI

K ational fn net ions of s in x, cos x p 151. 4 82 Cir cular


functions of multiple angles, p. 164. 4.83 Hyperbolic functions
analogous results, p. 155. 4.84 jainm & cos" x dx by reduction
formula, p. 158. 4.85 Integrals involving other transcendental
functions, p. 162
4.81

Exercise 4(1)

156

Exercise 4(m)

163

CONTENTS
4.9

page 164

Generalised integrals
4.91

Tho problem,

first kind'), p. 165-

second kind'),
p. 169.

4,92 Infinite range ('integrals of the


4.93 Discontinuous integrand ('integrals of

p. 164.

p. 167.

4.94

4,95 Integration

by

The

parts

and

171

Miscellaneous Exercise 4(o)

173

5.

Differential Equations

177

Construction of differential equations


5.11 Elimination of parameters

5.12 Definitions, p. 178.

5.2

f{x)dx = $(b) <j>{a)


Ja
by (substitution, p, 170

relation

Exercise 4(n)

Chapter
5.1

IX

5.13

from a function,

Some

177
p. 177.

general conclusions, p. 179

Exercise 5(a)

178

First-order equations

180

One variable missing, p. ISO, 5.22 Equations whose


variables are separable, p. ISO. 5.23 Homogeneous equations,
p. 182. 5.24 liquations reducible to homogeneous type, p. 18!?.
5,21

5.25 Linear equations of first order, p. 183. 5,26 Equations


reducible to linear form, p. 187. 5.27 Clairaut's equation, p, 189

5.3

Exercise 5(6)

181

Exercise 5(c)

185

Exercise 5(d)

189

Second-order equations

100

5.31 Some simple special types, p. 190. 5,32 Linear secondorder equations, p. 192. 5,33 Linear second-order equations
with constant coefficients, p. 194. 5.34 Particular solution,
in the ease of constant coefficients, p. 199

Exercise 5(e)

Exercise 5

5.4

192

(/)

198

Exercise 5(g)

201

The operator

calculation of

p. 202,

5.43 Calculation of p.s,

Exercise 6
5.5

201

p.s.

5.41 Algebraic properties of -D, p. 201.

5.42 Shift theorem,

by symbolic methods,

p.

203

(h)

208

Simultaneous linear first-order equations with constant


coefficients

Exercise 5(i)

209

211

CONTENTS

X
5.6

Some

linear second-order equations with variable


page, 211

coefficients

5.61 Killer's 'homogeneous' equation, p. 211. 5.62 liemarks


on tho use of equivalent operators, p. 212. 5.63 Solution of
other equations by a given substitution, p. 213. 5.64 General
case: one integral belonging to the c.r. known, p. 215

Exercise 5
5.7

Some

210

{j)

5.71 Definitions, p. 217.


p,

217

geometrical applications
5.72 Orthogonal families of curves,

218

Exercise 5(h)

219

Miscellaneous Exercise 5 (l)

220

Chapter 0. Some Theorems


Calculus
6.1

Two

6.2

Rolle's

03?

the Differential
223

properties of continuous functions

223

224

theorem

6.23 Application to algebraic equations, p. 225

6.3

Lagrange's

mean

226

value theorem

6.31 Linear approximation

to f(x), p. 227.

6,33 Alternative

versions of the theorem, p. 228

229

Exercise 6(a)
6.4

The second mean value theorem


6.41 An algebraic lemma, p, 230. 6.42

230
Quadratic approximation

tof(x), p. 230

6.5

Theorems of Taylor and Maclaurin

231

6.51 Approximation to f{x) by a polynomial of degree n, p, 231..


6.52 Maelaurin'a form of the theorem, p. 232, 6.53 Closeness
of the polynomial approximation, p. 233. 6,54 Other

expressions for the remainder term, p. 234

6.6

Calculation of some nth derivatives

236

Elementary functions, p. 236. 6-62 Theorem of Leibniz


on the nth derivative of a product, p. 237. 6.63 Maclaurin
coefficients from a recurrence relation, p. 239

6.61

Exercise 6(6)

240

CONTENTS
6.7

Xi

Further applications of the mean value theorems

page 241

Turning points; concavity, inflexions, p. 241,


6.72 Closeness of contact of two curves, p. 243.
6.73 Approximate solution of equations by Newton's method,
6.71

p.

244

247

Exercise 6(c)

mean

248

value theorem

6.8

Cauchy'a

6.9

'Indeterminate forms': l'Hospital's rules

249

Exercise 6 (d)

252

Miscellaneous Exercise 6

Chapter
7.1

7.

252

(e)

Integration as a Summation Process

Theory of the

255
255

definite integral

7.11 'Area under a curve', p. 256. 7.12 The lower and upper
sums, p. 257. 7.13 Definite integral defined arithmetically, p. 258.
7,14 Properties; existence of an indefinite integral, p. 259

7.2

Definite integral as the limit of a single


7.22
7.23

Some

summation

definite integrals calculated as limiting sums, p. 262.


in a definite integral, p. 265

Formula for change of variable

266

Exercise 7 {a)
7.3

Approximate calculation of
7.32 Trapezium rule, p. 266.

definite integrals

266

7.33 Simpson's rule, p. 267

269

Exercise 7 (6)
7.4

262

269

Further areas
7.42 Area between two curves,

7.41 Sign of an area, p. 269.


p. 269, 7.43 Area of certain closed curves, p. 270.
7.44 Generalised areas, p. 270. 7,45 Area of a sector (polar
coordinates), p. 271. 7.46 Area of a sector (parametric

formula), p. 272

7.5

7.6

Volume of a

solid of

known

cross-section

273

Exercise 7 (c)

275

Length of a curve

276

7,61 Definition, and sign conventions, p. 276, 7.62 Cartesian


formulae for arc-length, p. 276. 7.63 Polar formulae for arclengbh, p. 278.

7.7

7.64 Derivative of s, p. 279

Exercise 7{d)

279

Area of a surface of revolution

280

7,71

Area of a conical

p. 281

surface, p. 280.

7.72 General definition,

CONTENTS

Xii

7.8

The theorems

Centroids.

of

Pappus

page 282

7,81 Contro of mass, centroid, p. 282. 7.82 Summary of


well -known results, p. 283. 7.83 Theorems of Pappus, p. 284

7.9

Exercise 7(e)

286

Moments

287

of inertia

7,92 Examples, p, 287.


p. 287.
of parallel axes, p. 290. 7,94 Theorem of
perpendicular axes (lor a lamina), p, 291- 7.95 Routh'srule,
7.91

Dynamical introduction,

7.93

Theorem

p.

292

292

Exercise 7 (/)
Miscellaneous Exercise 7

chapter
8.1

8.

293

(g)

fuethee geometrical applications

of the Calculus

296

Relations involving arc-length

296

Sign conventions, p. 206. 8. 1 2 Differential relations


(cartesiancoordinat.es), p. 297. 8.13 Intrinsic equation, p. 208.
8.14 Differential relations (polar coordinates), p. 300
8.11

8.2

Exercise 8(a)

300

Exercise 8(5)

303

(p, r)

304

equation
8.22 {p, r) equation from polar
8.23 Polar equation from (p, r) equation,

8.21 Definition, p. 304.

equation, p, 304.
p.

83

305

Exercise 8{c)

306

Curvature

307

8.31 Definitions, p, 307.

8,32

Formulae

for

k or p,

p. 308

312

Exercise 8 (of)
8.4

Circle

and centre of curvature

8.41 Osculating circle, p. 313.


p.

8.5

313

8.42 "Newton's formula for p,

316

Exercise 8 (e)

318

Envelope of a family of curves

318

and detonnination of the envelope, p. 318.


8.52 Examples, p. 320. 8.53 The evolute of a curve, p. 323.
8.54 Arc of the evoluto, p. 324
8.51 Definition

Exercise 8{/)

326

Miscellaneous Exercise 8(g)

326

CONTENTS
Chapter
9.1

Functions of Several Variables

9.

page 329

329

Introduction
9.11 Functions, limits, continuity, p. 329,
functional notation, p. 330

9.2

Sail

Economy

9.12

in

330

Partial derivatives
9,22 Other notations, p. 331.
9.23 Geometrical meaning of du/dx, dujdy, p- 331. 9,24 Partial
derivatives of second and higher orders, p. 332. 9.25 Partial
differential equations, p. 335
9.21 Definitions, p. 330.

Exercise 9
9.3

The

337

{a)

total variation of u(x, y).

Small changes

338

9.31 Total variation, p. 338. 9-32 Definition of different iable


function of (ar, y) ', p. 339. 9.33 Small changes, p. 340

9.4

Exercise 9(6)

341

Extensions of 'function of a function'

34-2

two functions of*, p. 342, 9.42 Total


application to implicit functions, p. 343.
9.43 Function of two functions of (, i}), p, 344. 9.44 Further
examples (1) Eider's theorem on homogeneous functions;
dHtjdy* = 0; (3) the wavo
(2) Laplace's equation dht/dx^ +
9.41 Function of

derivative

equation dhjjdx*

9.5

= (1/c 3

dhjjdt*, p.

348

Exercise 9{o)

346

Exercise 9

351

(d)

352

Differentials
9.51 Definition, p. 352. 9,52 Principle of equating differ etitial
coefficients, p. 352. 9.53 Invariant of the expression for the

353

differential, p.

9.6

354

Further implicit functions


9.61 Differentiation of equations, p. 354.
functions defined implicitly, p. 354

35"

Exercise 9(e)

see an do
1.1

9.62 Derivatives of

Exercise 9 (/ )

Akswebs to Volume
Index to Volume

35<

(1

xxi

XV

GENERAL PREFACE
This two -volume text-book on Pure Mathematics lias been designed
to cover completely the requirements of the revised regulations for the

Uni versity of London. It presents


a serious treatment of the subject, written to fill a gap which has long
been evident at this level. The author believes that there is no other
book addressed primarily to the General Degree student which covers
the ground with the same self-contained completeness and thoroughB.Sc. General Degree (Part I) of the

ness, while also indicating the

way

to further progress.

On

the
'

any examination is from above


so
that
those students who do not
constructed
been
book
has
the
f

principle that the correct approach to

intend to take the subject Mathematics in Part II of their degree


course will find included some useful matter a little beyond the
proscribed syllabus (which throughout has been interpreted as an

examination schedule rather than a teaching programme); while


those who continue with Mathematics will have had sound preparation. As it is the author's experience that many students who begin
a degree course have received hasty and inadequate training,
work has not been assumed.

a,

com-

plete knowledge of previous

Although written for the purpose just mentioned, this book will
meet the needs of those taking any course of first-year degree work in
which Pure Mathematics is studied, whether at University or Technical College. For example, most of the Pure Mathematics required
for a one-year ancillary subject to the

London

Special Degrees in

is included, and also that for the first of the


two years work ancillary to Special Statistics. The relevant matter
for Part I {and some of Part II) of the B.Se. Engineering Degree is
covered. The book provides an introduction to the first year of an
Honours Degree in Mathematics at most British universities, and
would serve as a basis for the work of the mathematical specialist in

Physics, Chemistry, etc,


1

the

Grammar

School.

Much

of the material

is

suitable for pupils

preparing for scholarships in Natural Sciences.

By a natural division the subject-matter falls conveniently into two


volumes which, despite occasional cross-r eferen ces can be used
independently as separate text-books on Calculus (Vol. I) and on
Algebra, Trigonometry and Coordinate Geometry (Vol. II). According
to the plan of study chosen, the contents may be dealt with in turn,
,

GENERAL PREFACE
up

two or even three courses of reading in Calculus,


Algebra-Trigonometry and Geometry taken concurrently. Throughout
it has been borne in mind that many students necessarily work without
much direct supervision, and it is hoped that those of even moderate
ability will be able to use this book alone.
A representative selection, of worked examples, with explanatory
remarks, has been included as an essential part of the text, together
or else split

with

many

into

sets of 'exercises for the reader' spread

throughout each

chapter and carefully graded from easy applications of the bookwork


to 'starred problems (often with hints for solution) slightly above the
'

ultimate standard required. In a normal use of the book there will

not be time or need to work through every 'ordinary' problem in


each set; but some teachers welcome a wide selection. To each chapter
is

appended a Miscellaneous Exercise, both backward- and forward-

looking in scope, for revision purposes. Answers are provided at the

end of each volume. It should be clear that, although practice in


solving problems is an important part of the student's training, in no
sense is this a cram-book giving drill in examination tricks. However,
those

who

are pressed for time (as so

many

part-time and evening

students in the Technical Colleges unfortunately are)

postpone the sections in small print and

all

may have

'starred' matter for

to

later reading.

Most of the problems of 'examination type* have been taken from


by the University of London, and I am grateful to the Senate for permission to use these questions. Others have
been collected over a number of years from a variety of unrecorded
(and hence unacknowledged) sources, while a few are home-made.
It is too optimistic to expect that a book of this size will be completely free from typographical errors, or the Answers from mathematical ones, despite numerous proof readings. I shall be grateful if
readers will bring to my notice any such corrections or other sugFinal Degree papers set

gestions for possible improvements.


Finally, I

the

way

thank the

staff of

in which they have

the Cambridge University Press for

met

my

requirements, and for the ex-

cellence of their printing work.

F.

DEPARTMENT OF PHYSICS AND MATHEMATICS


TEH TECHNICAL COLLEGE
KINGSTON -UPON -TH AMISS

GERRISH

xvii

PREFACE TO VOLUME

This volume deals with Calculus and some of its applications to topics
like areas and arc-lengths, centroids and moments of inertia, and the

geometry of plane curves.

which assembles ideas of


use in the sequel, should help the reader to decide what he is expected
to know from previous work. In the past he has probably regarded

The

discursive introductory Chapter

1,

Mathematics as a collection of techniques for solving 'problems';


now he has to be persuaded that there is a deeper aspect of the subject
a system of thought as well as a process of action. Although appreciation of the need for rigour comes only gradually, yet the ideas presented in Chapter 2 are fundamental to a genuine understanding of
Calculus. The third chapter employs these ideas in a re-examination of
the process (here called derivation) of finding the derivative of a
function, and many familiar results are systematically proved from

the definitions without appeal to graphical appearances.


The remaining chapters in this volume need not be read in numerical
order.

For example, the early part of Chapter

on partial derivatives

the rest of it can be read whenever required.


long chapter on integration is necessary
the
Part
(A)
of
only
Further,
in order to start differential equations (Chapter 5), and Part (B) can

may well follow Chapter 3

be taken later as revision.


In treating linear differential equations with constant coefficients,
method for finding the complementary function has been
direct
a
given as an alternative to the usual 'trial exponentials'; complex
on the symbolic
use of D for calculating a particular solution. However, the customary

numbers are

easily avoided until the formal section

methods can be employed without inconvenience by teachers who


prefer them. It may be felt, particularly by those who favour use of
not considered in
this book), that too much has been said about symbolic D\ but the
author's teaching experience does not confirm this.
The early parts of Chapters 6 and 7 will undoubtedly be found
the

now

fashionable Laplace transform (which

is

but they contain important matters which will repay careful


study. Chapter 6 leads up to Taylor's theorem, a result so often merely
stated with the remark that a proof is beyond the reader's range; the
difficult,

present treatment

may

dispel

this

illusion.

(The corresponding

PREFACE TO VOLUME

XVili

infinite series finds its

natural place in

Volume

II.)

Chapter

opens

with a descriptive introduction to Rieraann's theory of the definite


integral.

but

it is

No

rigorous approach can be

made

in a

hook of

this kind,

essential for the student to understand definite integration

as a limiting

summation of contributions from elements, and

foe

able

to use it thus.

Chapter 8 continues the geometrical applications, and concludes


with a discussion of curvature and 'envelopes' more comprehensive
f

than

is

usual at this level.

xix

REFERENCES AND ABBREVIATIONS


In a decimal reference such as 12.73(2),
12 denotes
12.7 denotes

12.73 denotes
12.73(2) denotes

(ii)

4.64 ex,
3

Ex. 12

(ii)

(6),

no. 6

wo

12),

section,

sub-section,
part.

refers to equation

(ii)

ex

chapter (Ch.

(ii)

in the

same

section.

refers to

worked example

(ii)

in the same section.

refers to

worked example

(ii)

in sub-section 4.64.

refers to

problem number 6 in Exercise 12

means

with respect

(6).

to.

matter in small type {other than 'ordinary' worked


examples) and in starred worked examples is subsidiary, and may be
omitted at a first reading if time is short.
In the

text,

'

In an exercise
refers to

n0t 6

a 'starred' problem

problem number 6 in the same Exercise


either

depends on matter in small type


in the text, or on ideas in a

or

is

later chapter;

above the general standard of


difficulty,

matter in

[...]

matter in

a hint for the solution of a problem,


is

explanatory comment.

REVIEW OF SOME FACTS,


DEFINITIONS AND METHODS
1.1

Numbers,

1.11

Numbers

variables

and functions

When we speak of a 'number', our meaning depends on the stage


which we have reached in the study of mathematics. In early arithmetic we are concerned with the 'natural numbers' 1,2,3,..., together with the number 0; later we deal with fractions or 'rational
numbers', and learn

how

to express a given fraction as a decimal

and conversely. When the need has

(either terminating or recurring)

arisen in algebra,

we meet

'signed numbers' like +2,

5, f

However, we soon find that these types of number are not adequate
for all mathematical purposes. For example, the theorem of Pythagoras shows that a right-angled isosceles triangle whose equal sides
are of unit length has hypotenuse of length x units, where x %

2. It

easy to prove (see below) that x cannot be a rational number; so


that, in particular, it cannot be expressed as a decimal which terminates or recurs. The length of the hypotenuse therefore corresponds
is

to a
'

new kind of number, which


number

irrational

is

denoted by

*J2

and

called

an

'

Suppose that the number x satisfying x 2 = 2 were rational; then it could be


written in the form x = pjq where p, q are natural numbers. Without loss of
generality we may assume that the fraction pjq is already in its lowest terms,
i.e. that p and q have no common factor. Then
p 2 /q 2 = 2, so that p % = 2q z and
hence p % is even (i.e. divisible by 2). Therefore p must be even, say p = 2r. Thus
4r 2 = 2q % q 2 = 2r z and by the same argument, q must be even, say q = 2s.
This shows that p, q have the common factor 2, contradicting the hypothesis.
Hence x cannot be expressed in the form pjq, i.e. it is not a rational number.
,

numbers geometrically. Take a line (for


convenience drawn 'horizontally across the page) and a point on it.
It

is

helpful to represent

'

Starting from O, there are

along the

line; let

two

directions in

us agree (as in

all

which we could proceed

graphical work) to take the right-

hand one as positive. Choose a point / on this part, and let 01 be taken
as the unit of length. Then all rational numbers can be represented
uniquely by points of the line. Our remarks above about
<J2 can now
I

GPM I

AND METHODS

FACTS, DEFINITIONS

be expressed as follows:

we

if

and lay

[1.11

construct a right-angled triangle with

hypotenuse along the line in fig. 1,


with one end at 0, then the other end will not fall on any point of the
line which has already been labelled with a rational number. In other
words, although every rational number can be represented by a point
sides of length 01,

off its

of the line, not every point on the line corresponds to a rational number.
To complete the correspondence between points and numbers we have
to admit irrational

numbers

(i.e.

those that are not rational).

o
1

-3

-2

/
h-H

ifl

-1

Fig. 1

number' includes all numbers like *j2,%/5, ...


which arise from the need to solve equations like x 2 = 2,
x z = 5,
whose solutions cannot be expressed rationally. However,
it includes more than these the number it, met at an early stage as the
length of the circumference of a circle with unit diameter, and accepted
on trust, is an example of an irrational number which is not a surd
(this can be proved, but not easily) others will be met in this book.
In practice the existence of irrational numbers causes no difficulty if

The term

'irrational

(called surds)
. . .

as near to them as we please by


means of rational numbers. For example, the square root process can

we are able to obtain approximations

be used to express ^2 approximately as a decimal to as many places


as required experiments with circular ob j ects show that n lies between
;

3-14

and

and later

3-15,

theoretical

work enables us

(12.74) to obtain

a decimal approximation as accurate as we please. It is easy to see that


between any two rational numbers there lies another rational number,

and therefore

infinitely

many rational numbers; and it can be shown

(but not here) that between


irrational one.

Thus the

any two

rational

numbers

lies also

an

packed

in-

'rational points' of the line are

definitely closely, yet 'between'

any two of these

lies

an

'irrational

point'.

number mentioned above are included under the


number ;f so that by 'number' we may mean
(i) integers (the numbers 0, +1, 2, ...);
(ii) rational numbers (those which can be expressed in the form p/q
where p, q are integers and q 4= 0; the integers are included, since any
All the sorts of

title real

integer p can be written p\ 1 )


t

The reason

for this curious

name

will

appear in 13.12.

FACTS, DEFINITIONS

1.12]
(iii)

irrational

AND METHODS

numbers (these consist of all the real numbers which

are not rational, e.g. ^2, $5, 3

- ^6, n).

We shall not attempt to discuss further the concept of

'

real number

a matter for a book on the foundations of mathematics. Here we shall


be concerned with developing the subject from approximately the
stage which the reader has attained prior to beginning General Degree

we continue to use numbers with the confidence which we


have shown in the past, noting the types of number mentioned in
(i)-(iii) above (especially the need for type (iii)), to which we shall refer
work. So

in the sequel.

1.12 Constants

and

variables

In algebra, letters are used to denote unspecified numbers. When


using them we learn to think of some (called constants) as representing
the same number throughout the work, while others (called variables)

many numbers (possibly in


some limited range). In some contexts the variables may be restricted
are regarded as successively representing

to take integral values only, or rational values only; in others they may

range over the real numbers.


All the values of x for which a ^ x ^ b form what is called a closed
interval. It would be represented in fig. 1 by the segment between a

and

b,

end-points included.

obtain the open interval a

When

<x<

the end-points are excluded,

we

b.

1.13 Functions

Throughout mathematical work we meet the situation of one


For example, in the kinematics of straight line motion, the distance moved may depend on the
time in a graph of y against x, the ordinate y depends on the abscissa x
the volume of a gas depends on the pressure to which it is subjected.
In all cases we understand that, when a definite value for one variable
is assigned, then one or more definite values for the other are determined. We do not imply that every assignment of the first variable
must give rise to a value of the other; thus there is no pressure which
will produce a negative volume. The choice may therefore be revariable being dependent on another.

stricted to those values for

which the variable to be calculated has

a meaning.

The variable whose value we choose to .select is called the independent variable, and the one whose value or values are determined
thereby is called the dependent variable. The relation is expressed by

FACTS, DEFINITIONS

saying that the dependent variable

is

AND METHODS

[1.13

a function of the independent

the independent and y the dependent variable, the


reader will know that we write this general relationship as y = f(x).
variable. If

is

Thus f(x) denotes some (unspecified) variable whose value depends


on that of x, much in the way that x denotes some (unspecified)
number. When we need to consider more than one function of x in the
same piece of work, we naturally use different functional symbols
such as

g(x), F(x),

<fi(x),

etc.

Although elementary work

concerned with functions of one

is

independent variable, yet many examples arise in which several


independent variables are present. For instance, the volume of a right
circular cone
if x,y,z,

write

...

depends on both the radius and the height. In general,


and u depends on them, we

are independent variables

u = f(x, y, z,

. .

.)

to express this functional relationship.

In elementary work the relationship between dependent and independent variables is almost always expressed by a mathematical
formula (valid perhaps over a limited range). However, the general
concept of 'function'
necessary

is

is

wider than that of 'formula';

all

that

is

a rule to relate the two variables. Thus one could define

y as a function of x as follows:
if x is

prime, then y

Further, a function
e.g.

0; if

is

not prime, then y

may need more than one formula to

the function whose graph

defined as
if

shown

is

x >

in

x <

or if

fig.

1+x

if

-1 ^x ^

l-x

if

< <

1.

specify

it;

2 would have to be

0,

1.

4 y
l

-l1

Fig. 2

In this book we shall be concerned only with functions expressible by


one or more mathematical formulae.

FACTS, DEFINITIONS

1.14]

1.14

The function

The symbol

AND METHODS

|jc|

called the modulus, absolute value, or numerical

\x\,

value of x, denotes the value of x regardless of sign.


[x

Its

if

graph

is

if

shown

x ^

0,

x ^

0.

in

fig. 3.

Thus
i

The

properties
\

xv\

x \-\y\

and

(y

Fig. 3

o)

\y\

are easily verified.

The important

result

+y\ <

\%\

(i)

\y\

(sometimes called the triangle inequality, for a reason which will be

can also be verified from the above definition. f For


both x and y are positive, each side reduces to x + y; if both are
negative, each side is xy;\ix,y have opposite signs, say x <
clear in 13.33)

if

and?/ >

0, then \x + y\ < \x\ + \y\.


By writing x y instead of x, it follows from

\{x-y)

+ y\ <

\%-y\ >

so

\x-y\

that

+ \y\,

H -\y\.

By interchanging x and y, and noting that


\*-y\

(i)

\y

x\ =

\x

y\,we get

> |y|-M-

These two results can be combined to give

\x-y\>\\x\-\y\\.

y in

Replacing y by

(ii)

(ii)

and noting that y\ =


|

\y\

gives

\*+y\ > \M-\y\\Finally,

by applying
|a;

and there are

(i)

twice

we have

+ 2/ + z| <

\x\

similar extensions for


t

+ \y\ + \z\;

any number of variables.

A neater proof is given in

1.21, ex. (iv).

FACTS, DEFINITIONS

6
1.2

Simple inequalities

1.21

Fundamental

AND METHODS

[1.2

results

In elementary mathematics much prominence is given to equations,


but in more advanced work inequalities (statements that one number
greater of less than another) become of increasing importance.

is

Some have

been given in

just

manipulating inequalities;

1.14.

many

We state here some principles for

of these are analogous to those for

equations, but there are important distinctions which should be


noticed.

The relation a >


that a b

is

6 (a is greater than 6) is equivalent to the

positive.

>a

either that b

We

or that

can interpret a < b

ab

is

negative.

(a is less

The

than

statement
b) to

mean

following results are

<
> b + x for any number x. ('We can add
subtract the same number on both sides of an inequality.') For
>
If a >

given for
I.

(a

similar ones can be formulated for

b,

then a + x

+ x) (b + x) = a b =

Corollary.
to the other

positive

number because a >

or

b.

term can be transferred from one side of an inequality


its sign is changed.

provided that

For example, if a + b > c + d, then subtraction of b from both sides


gives a > c + d b.
II. If a > b, then ax < bx according as x % 0.
For ax bx (a b)x which is positive if x is positive, and is
negative if x is negative.

Corollary 11(a). Ifa>b> 0, then Ija < 1/6.


Take x = 1/ab in II.
Corollary 11(6). If ar >br > Qfor r = 1, 2, ...,n,
a1 a2
('Inequalities

between

...an

positive

>

6 1 6 2 ...6 n

then

numbers can be

multiplied.')

For,

successive applications of II give

a1 ai aa

...an

>

b x a % a z ...an

>

b x b % a z ...an

>

...

>

6 1 6 2 ...6 W

Corollary 11(c). If a > b > 0, then a n ^ b n according as n ^


(where n is rational, and apla denotes the positive qth root of av in the
case when n is the fraction p\q with q even).
Proof. If n is a positive integer, the result follows from Corollary
II (6) by putting ar = a, b r = b for each r.

AND METHODS

FACTS, DEFINITIONS

1.21]

n is a positive rational number pjq, then we have a > b


a1/a < b llq would imply a < b, by applying to this the case just
considered, with n = q. Hence
> (b 1/a ) p
If n is a negative rational number pjq, then since 1/6 > 1/a by
Corollary II (a), we can apply the above to this inequality with index
If

llq

lla

for

+p/q to give the result.


The above corollaries may be false if some or all of the numbers are
negative. This is easily verified by numerical examples.
III. If a > b and c > d, then a + c > b + d. ('Inequalities can be
added.') For
(a

+ c) (b + d) =

{a

b) + (c d) =

positive number.

Observe that
(a) inequalities

a ob-d; for

cannot be subtracted: a
(a

>

and

> d do not imply

c) (b-d) = (a~b)~{c-d),

which

may

be

negative;

a > b and c > d do not necessarily


3, c = 2, d = 1.

inequalities cannot be divided:

(b)

imply a/c >

bid; e.g.

take a

4,

Examples
(i)

If a

< b+c and a, b, c are positive, prove


a

1+a

We have

+6
b

1+a
(ii)

If av a 2

. .

b+c
1+b + c

b+c

+b+c
b+c

b
1

n are positive

1+c

+ c'

1+a

>

!+_>!+
,

+b+c

+ r+ <-+:
+
b

numbers whose sum

1+c"

is s, then

(l+a1 )(l+a 2 )...(l+a n )> 1+a.


For
hence

(l+a1 )(l + a 2 =

+ (ax + a 2 +ax a 2 > l + (a1 +a 2 );


(l+a1 )(l+a2 )(l+a3 > {1 + (a1 + a2 )}(l +a3 > l+(a1 +a2 + a3
1

as in the previous step; and so on.


In particular, taking ax = a2 = ...
(1

+a) n >

+ na

= an =

(a

>

0,

a,

we

obtain

= positive

a result sometimes called Bernoulli's inequality.

integer),

AND METHODS

FACTS, DEFINITIONS

8
With

(iii)

the notation of ex.

(l-a 1 )(l-o 2 )...(l-o w <


)

so

ar <

),

Prove that

(iv)

\x

\x\

\x\

-\y\

sS \y\.

(\x\ + \y\)
+

Therefore

1.22 Arithmetic, geometric,

<

+ \y\*

x
\

For

(tja

G=

\{a + b),

a, b,

with

0,

only

a + b-2j{ab) p
Since

with

a,

write

J(ab),

geometric,

when a =
0,

H=

where equality occurs only

0,

^b) 2 ^

\x\

and harmonic means

Then A,G, H are called the arithmetic,


of a and b. We shall prove that

A^

+ \y\.

x+y

Given two positive numbers

A=

\x\.

denote positive numbers.

this section all letters

(1)

immediately that

(1.14) it follows

Similarly
these,

(ii).

+ y\ ^

definition of

Adding

1,

1/(1 +ar and the result follows from ex.

From the

In

T+s'

(l-ar )(l+ar = 1-a2 <

For

[1.22

(ii),

i.e.

b;

and harmonic means

if

b.

hence

A^

0.

jH is the arithmetic mean of 1 \a and 1/6, the preceding result


by 1 \a, 1 \b shows that > H.

b replaced

Examples
If a,

b, c

are not all equal, prove that


(i)

(ii)

Since

not

a2 + 6 2 + c2
2(a

>

+6 +c
3

3
)

bc + ca + ab;

>

bc(b

+ c) + ca(c + a) + ab(a + b).

ft
+ c ^ 26c, etc., result (i) follows by adding. The relation is >
because in at least one of the three separate inequalities the relation is

certainly

>

Alternatively,

a 2 + b 2 + c 2 -bc-ca-ab
Also 6 2 + c 2 be

be,

Adding the three such

so b 3

+ c3 ^

results gives

%{(b-c)* + (c-a) 2
6c(6
(ii),

+ (a-b) 2 } >

0.

+ c) on multiplying both sides by b + c.


with > for the same reason as before.

More

(2)

+an

and
is still

^{a x a 2

true that

a n)

A^

jg

their arithmetic

mean

their geometric mean.

*s

G, with equality occurring only

=
This

generally, if av a2 , ...,an are all positive,

a
a
A = + 2+

It

AND METHODS

FACTS, DEFINITIONS

1.22]

a2

...

an

when

the 'theorem of the means'; the following proof was given

it

by

Cauchy.

By

direct calculation,

<(^PJ

if

Applying this type of result twice,

with

occurring in the

second place

ax + a2

if

first

Similarly, if
all a's

is

a power of

4
1

we can prove

2,

...an

o 1 +g a +...+gn

<

^
is

step

by

step that,

(i)

not a power of 2, then it lies between two consecutive powers


~1
< n < 2 m Put k = (a 1 + a 2 + ... +an )/n, and apply (i) to

of 2, say 2 m

the numbers a x a 2
,

<,,

...

i.e.

an

m
n together with the 2 n

k^ < fa +

glg2

...

gm

<

^4.

numbers

+ --+g. + (--)*r .
a' +

<^ =
(

giving

are equal,

a1 a2
If n

a x a 2 a z a <

have

unless

= a 2 and a z = a4 and in the


Hence, unless a x = a2 = az = a4 we

place if a x

a3 + aA

^ + - +a")",

Jc:

AND METHODS

FACTS, DEFINITIONS

10

[1.22

Examples
(iii) Prove 9a 2 6 2 c 2 <(bc + ca + ab) (a 4 + b* + c 4 */ a, b,
By the theorem of the means applied to be, ca, ab,

c are not all equal.

${bc

+ ca+ab) >

By the same theorem applied to a4


(a4 + 6

^{bc.ca.ab)

ft

^(a2 6 2ca ).

c4 ,

4
,

+c >
4

^(a4 & 4c4 ).

Multiplying, the result follows.

>

If

= 3 and x > 0, find the greatest value of x3y*.


and y > 0, we can apply the theorem to the five positive numbers

If 2x + 5y

(iv)

%x, \x, \x, %y, %y, getting

unless fx

and y >

V**)MfyW<i(2a> + f&) = f
which case < is replaced by = Hence, provided that x >

%y, in

the greatest value of

0,

(fa;)

(!)

(f)

is (f) 5 ,

(fy)

>

(f)

and that of xPy 2

is

3 /(5 .2).

set of values as when y > 0. Hence


< 0,
the required greatest value is 3 8 /(5 7 .2). It occurs when \x %y; this together
with 2x + 5y = 3 gives x = j^, y =

If x

and y

x 3y % takes the same

Exercise 1(a)
Find

what values of x

for

-2 <

(i)

2x+l

<

x-2

(n)

1;

<

2-x

x-B

2 If a, 6 are unequal positive numbers, prove the following:


-2
3
2
(i) a a > a
-3 (a dp 1). [Consider left-hand side minus right-hand
side.]

The two

> am b n + an b m

a m+n + b m+n

(ii)

a x ,a 2

sets

ar

m<
< M (r =
o.

1, 2,

. .

m and n being positive integers.

...,a n ; b lf b 2 , ...,&

.,

of positive numbers are such that

Prove that

n).

a a
2+ -" +a "
m< ^+"
<M m< J/
b
b
/\b b
...+b
1

4 If

If a

5
ex.

<
>

r s w,

prove r(n +

r)

3*

...a \

;"n
...bj

and deduce that

n,

and n is a positive integer, prove (1 a) n <

<M.

(n!) 2

1/(1

> nn

+na). [Use

1.21,

(iii).]

In

nos. 6, 7,

6 If

<

[Method of
7 If s
no.

<

alt a 2

<

1.21, ex.
1,

(r

prove

.,

d n are positive numbers whose sum is s.


1,2, ...,w), prove (1 a x ) (1 a 2 ) ...

(1

an)

> 1 s.

(ii).]

(1

+ ax

(1

+ a2

(*

+ an) <

L 1 - 21 .

6.]

8 Prove

and

ar

a4 + &4
(a

>

2a 2& 2

+&

2 2
)

a 4 + 6 4 + c4 + d*

+ (c + d
2

2 2
)

>

4a&cd,

2(ab + cd)\

ex

>

(iii);

u86

'

+b +c >

6 c

be

ca

+ c) 2 >

10

(i)
(ii)

b+c

If a

12

(i)

+c

+a

ab

+ a a+b

If a,

b, c

> and 6 >

0,

>

(b

abc(a + b + c).

+b+c

+ c a) (c + a b) (a + b c).

prove that the least value of ax + bjx for x

If x, y are positive,

and m, n are
xm n

+ y)

m+n

>

is

mmn n

If p, q are positive integers, prove

apply

5s

(p + q) p+a

G to the m numbers a;/m together with the n numbers yjn.~\

13 If w, x, y, z are all positive and w + x + y+z = 1, prove wxyz z


and find the values of w, x, y, z for which equality is obtained.

14 Find the greatest positive value of x 2y zz*


(i)

[(i)

2 <J(ab).

positive integers, prove

(m + ri) m + n

sin^d cos 2 0
(i),

%( a

11

are the sides of a triangle, prove that

(x

[For

+ c) < i(6 + c).]


+ z) (z + cc) (a? + 2/) > Sxyz, where x, y, z are positive,

(i/

(ii)

Abe, so 6c/(6

Prove

abe
11

2 2

T1
9 Prove

[(b

AND METHODS

FACTS, DEFINITIONS

1.3]

Also prove

Consider

a1

x^z

a2

x* + y* + z*

(ii)

1;

x*

s$

1/1728

when

+ 2y 3 + Bz 3 =

1.

a9

and take
\x %

a3

a4

a6

&/

2
,

a,

...

Jz

2
.]

*15 Prove that the length of the shortest line which can be drawn to bisect
the area of triangle ABC is *J(2bc) sin %A, where A is the smallest angle.
.

1.3

Quadratic functions and quadratic inequalities

1.31 Sign of a quadratic function

We

consider the quadratic function y = ax 2 + bx + c. The reader


will be familiar with the general method of solving the corresponding

quadratic equation

by 'completing the

CMC 2

+ ox + c

and will know how the sign of & 2 -4ac


decides the nature of the roots. The expression 6 2 - 4ac is called the
discriminant of the quadratic equation and also of the quadratic
square',

function.
(a)

If b 2

where a <

>
/?,

4ac, the equation

and hence
y

has distinct roots, say a and

/?

a(x a)(x /!).

Thus y will be positive for some values of x, zero for x = a and x fi,
and negative for others. For example, if a > 0, then y > for those

12

FACTS, DEFINITIONS

AND METHODS

[1.31

values of x which give the factors the same sign, viz. x

and y <

when the

Similar results

have opposite
can be stated when a < 0.
factors

Therefore y is zero when x


all other values of x.

= b/2a, and

signs,

i.e.

< a or x > ft;


when a < x < /?.

has the same sign as a for

(c)

AND METHODS

FACTS, DEFINITIONS

1.31]

If b 2

<

lac,

13

then

x 2 + -x + a
a

AY
2a)

_ii2

b\ 2

lac-b 2

la

on completing the square, so


(/

Both terms

in the outer bracket are positive, the first being zero

when x b/2a; hence the


positive. Therefore

contents of this bracket are always

y has the same sign as a for

all values of x.

a<0
Fig. 6

If the quadratic expression ax 2 + bx + c


it is

said to be positive definite.


if

a >

and

62

<

is

positive for all values of

The work under

4ac, then

(c)

shows that

ax 2 + bx + cis positive

definite.

The two conditions imply c > 0, since a and b 2 are positive. Similarly
the two conditions c > 0, b 2 < lac imply a > 0. Hence the two sets
of conditions are equivalent. Conversely,
if

ax 2 + bx + cis positive

For since ax 2 + bx + c >

definite,

then a

>

0, b

<

lac,

and

>

0.

for all values of x, the equation

ax 2 + bx + c

has no roots; hence b 2 < lac. When x = 0, the hypothesis gives


These conditions imply a > 0, as above.
If the expression ax2 + bx + c

is

negative for

all

values of x,

it is

>

0.

said

AND METHODS

FACTS, DEFINITIONS

14

[1.32

to be negative definite. The reader should show that equivalent necessary


and sufficient conditions for negative definiteness are

a <

0,

<

b2

4ac

b2

or

<

kac, c

<

0.

1.32 Cauchy's inequality


If we are given two sets a x , a 2 , ...,a n b v b 2 ...,& each of
necessarily positive), we shall prove that
;

(a 1 b 1 + a 2 b 2

+ ...+a n b n

= a =
2

&1

<

+ (a 2 x + 6 2 2 +
For all x, y ^ 0; and we can have y =
ar x + br = for each r 1,2, ...,n, i.e. if
(a 1 x + 6J 2

Oi

It

only

if

there

(iii)

is

an x such that

_ _^

is then easily verified that the two sides of (ii) are equal.
Excluding this case, we have (after expanding the brackets in

rearranging) that for


(al

+ al + ...+al)x* + 2(a 1 b 1 + ...+a n b n )x + (bl + ...+bl) >

L31
'

4(0! &!

(iii)

and

all x,

this quadratic expression is positive definite.

i.e.

+ (a n x + 6) 2

. . .

(not

an

...

in which case there is = instead of


Consider the expression

n numbers

<{a\ + a\+...+al){b\ + b\+... + bl)

2
)

ax

unless

+ ...+ a n b n )* <

4(o

0;

Hence by the converse

result

+ ...+<)(& + ...+&),

which gives the result stated.

Exercise 1(b)

Find for what values


1

2x

-7x + 3.

4a;

+ 4a;+l.

of x the following expressions are positive.

2
5

7 (aj-l)"(3-).

2-x-Bx 2
(x

+ 2) (x*- 1).

8 x 3 -2x* -x +

3x*-2x + 5.

6 (x9

3.

1)

(x- 2) {x- 3).

^~
(+l)(a; + 4)

what values of x the function x 6x + 7 lies between 1.


Find the greatest value of 4 + 2x Sx 2 and the least value of 2a; 2 3x + 1.
12 Use equation (i) of 1.31 to prove that (i) if a > 0, then y has a least value,
viz. (4ac 2 )/4a; (ii) if a < 0, then y has a greatest value, viz. (4ac 6 2 )/4a;
2

10 Find for

11

(iii)

13

in either case this value

is

attained

when

a;

= b/2a.

Prove that the quadratic equation


(a 2

always has roots.

+ & 2 )a 2 + 2(a 2 + & 2 + c 2 )a; + (& 2 + c 2 =


)

FACTS, DEFINITIONS

1.4]

14 If a

>

>

0,

prove that x[x a)

AND METHODS

15

\{x b) has roots for any A. Can these

roots ever be equal?

Find the values of A

15

for

5a;

is

which the expression

+ 8a; + 14 + A(a;2 + 10a + 7)

a perfect square. Hence find constants A, B, C, D, p, q such that

5a;

+ 8a; +14 = A{x-pY + B{x-qY and

x2 +

10a;

+ 7 = C(x-p) z + D{x-q)*.

16 Prove (a 2 + b 2 + c 2 ) 2 < (a + b + c) (a 3 + 6 3 + c3 ) when a, b, c are not


[Apply Cauchy's inequality to the sets a*,
c*; a*, 6*, c*.]
*17

'If Z 2

+m

+ n2 =

andZ' 2 + m' 2 + w' 2

1,

prove

all

equal.

- 1 < ll'+mm' + nn' <

1.

Graphs

1.4

To

fix ideas in

a problem

it is

frequently helpful to sketch a graph

of the function concerned; thus in 1.31


illustrate

we used

sketch-graphs to

the behaviour of a quadratic function. The reader will

already be familiar with the general forms of graphs representing

such simple functions as x 2 x3 1 \x and the trigonometric functions.


In this section we propose to illustrate some considerations which are
,

useful in graph-sketching.

Examples

1.41
(i)

Sketch the graph of

x
z*+l'

There

0,

is one value of y for each value of x. Since y


the graph cuts the axes only at the origin.

when and only when

-i

Fig. 7

If we change the signs of both x and y, the equation is essentially unaltered;


hence the graph is 'symmetrical about the origin O '.
When x is large, y = x/x z = 1/a;, and this becomes small when x increases.
If a; is large and positive, y is small and positive, so that the graph approaches
Ox from above. Similarly, when x is large and negative, the graph approaches

Ox from

below.

FACTS, DEFINITIONS

16

AND METHODS

[1.41

It can be shown that the value of y is never numerically greater than


For by considering 1/y and applying the theorem of the means, we have when
x > that

= x+-

3*

lxx-\ =
\

2,

x)

with = only when x = 1/x, i.e. x = 1. Hence


< \, and = \ when = 1.
When # < 0, the symmetry about O shows that y > \, with y = \ only when
x = 1. The graph therefore lies between the lines y = \.
2/

(ii)

ce

xl

Sketch the graph of

x2
There is one value of y for each value of x except x = 2 there is no point
on the graph corresponding to x = 2.
The graph cuts the ?/-axis where x = 0, and then y = \. It cuts the a;-axis
where y = 0, and then a; = 1.
:

Fig. 8

When x has values near to 2 but just less than 2, the denominator is small and
negative, and the numerator is positive; hence y is large and negative. Similarly,
when x is just greater than 2, y is large and positive. This indicates the behaviour

= 2.
When x is large, y =

near the line x

x/x

and

yl=
9

Thus

for

x large and

positive,

x-1
1
-.
1 =
x-2
x-2

y 1

is

negative, y 1 is small but negative.


y = 1 as shown (fig. 8).
(iii)

small but positive; and for x large and


therefore approaches the line

The graph
x

Sketch the graph of

There is one value of y for each x except x


corresponding to these values. Writing

=+

x
(x-l)(x+l)'

the graph has no points

FACTS, DEFINITIONS

1.41]

we see that when x is

just less

than

AND METHODS

17

+ 1,

number near +
(small negative

=
when x

large negative

number) (number near + 2)

number.

+ 1, y is large and positive. The neighbourhood of x = 1 can be discussed similarly.


If we now apply considerations illustrated in exs. (i), (ii), we obtain fig. 9.
Similarly,

is

just greater than

Fig. 9

Remarks
the lines x = 2 and y = 1 are each approached indefinitely
curve, yet are never crossed or even reached. They are called
asymptotes^ of the curve. In ex. (i) the te-axis is an asymptote; for although the
curve does actually cross it at O, it also approaches Ox indefinitely closely
(without meeting it) as x becomes large (positive or negative). Similarly, in
(a)

In ex.

(ii),

by the

closely

= 1 and Ox are

asymptotes. The essential property of an


recede along it, the curve approaches it indefinitely
closely yet never reaches it; whether the curve may cross the asymptote at a
'finite' point is immaterial.
(/?) The graph in ex. (i) illustrates that the function can take values only in
the interval ^ < y s$ \, whatever value x may have. Those in exs. (ii), (iii)
show that the function can take any value whatever, with the exception of
y = 1 in ex. (ii). We may enquire whether these properties could have been
discovered without first sketching the graphs.
ex.

the lines x

(iii)

asymptote

(iv)

is

Find

that, as

we

the range of possible values of

Sx 2 + 2
2x 2 -2x + l'

and use
If &

this

is

information

to assist

in sketching the graph.

a possible value, then the equation

_
~

Sx 2 + 2
2x z -2x+l'

f See 18.12(2) for a general definition.


2

GPM I

AND METHODS

FACTS, DEFINITIONS

18

(2ft - 3) x 2 - 2kx + (k - 2) =

i.e.

must have roots

>

'6 2

4ft
i.e.

ft

>

i.e.

ft

>

4(2ft-3)(ft-2),

$s 2ft 2

-Ik + 6,

-7ft + 6

0,

Hence, applying the condition

(possibly coincident).!

lac''

[1.41

(ft-l)(fc-6).

This product will be zero if ft = 1 or 6, and will be negative if and only if the
factors ft 1, ft 6 have opposite signs, i.e. if ft > 1 and ft < 6. Hence we must
have 1 ^ ft
6, so the expression can take all values between 1 and 6 inclusive.
When ft = 1 or 6, the above quadratic equation satisfies the condition
'6 2 = 4ac' for equal roots; the root is then x = b/2a\ i.e.
l

- 2ft
X

When

ft

1,

and the

ft

~2(2ft-3)

= 1; and when

when x =

attained

ft

6,

least value 1

2ft-3*

f Hence the
when x = 1.
.

greatest value 6

is

y.

y \\
-i

Of

-*

Fig. 10

To sketch

the graph of

92.0
^
OX
-f"

2x*-2x+l'

from the above work that the graph lies entirely between the lines
and touches these at the points ( 1, 1), (f 6) respectively; these
are the turning-points on the curve.
The curve cuts Oy where x = 0, and then y = 2. It does not cut Ox since

we
y

see

first

l,

3# 2 + 2

>

6,

for all x. Since

2x 2 -2x+l

2{x-l) 2 + \>0

for all

the denominator can never be zero, and hence there


value of x.

When x is large,

== 3o? 2 /2a; 2

^
^

2x

a;,

one value of y for each

A closer approximation is

3a; 2
2

is

3a;

-2x ~ 2(x-iy

which shows that when x is large and positive, then y > f and that when x is
large and negative, then y < f Hence the graph approaches the horizontal
asymptote y = f from above when x is large positive, and from below when
x is large negative. It cuts y = f where x = J; see footnote f below. We can
;

now

sketch the curve.

ft = I the equation is not quadratic, but becomes


value of the function when x = 4.

t If

3a; J = 0.

Thus f

is

the

AND METHODS

FACTS, DEFINITIONS

1.42]

19

The preceding examples illustrate the steps to be taken before sketching the
graph of a function of the type (ax 2 + bx + c)j(Ax 2 + Bx + C):
(a) Find where (if at all) the graph cuts Ox and Oy.
(b) Find how the graph behaves when x is large (positive and negative), and
how it approaches the horizontal asymptote also whether it cuts this asymptote
(c) If the denominator has factors, there will be asymptotes parallel to Oy
through the points which make the denominator zero. Find how the graph
behaves when x approaches such points from both left and right.
(d) Find the possible range of values of y, and where the curve reaches the
extreme positions (if any) these are the turning points.
;

1.42 Further examples

The functions in the preceding examples were 'algebraic fractions', and the
steps (a)-(d) just indicated can be taken before sketching the graph of any such
function, even when the denominator is not linear
or quadratic.
now consider some simple funcyA

We

tions involving root extractions.

(i)

<]x.

Since this equation can be written x = y 2 we


can sketch the graph just as we would for y = x 2
but with the roles of x, y interchanged; i.e. we
regard a; as a function of y. See fig. 11.
,

(ii)

= J{l-x 2 ).

If we write this free of the root sign as y 2 = 1 x 2 ,


or better as x 2 + y 2 = 1, we see that the equation
is the condition for the point (x,y) to lie at unit
Fig. 11
distance from the origin. The graph is therefore
the circle with centre O and radius 1.
In each of these examples we have assumed that both the positive and
negative square roots are possible values of y. If we interpret y/x to mean
'the positive square root of x\ then only the upper half of each graph would
be required.

Exercise 1(c)
Sketch the graphs of the following functions.

2 x3

13

4 1/x 2

1/x.

x+1

x + -.
X

l)(x-2)

x-2'
10 fa.

(x-l)(x-2)

(x-l)(x-2)
12

11
1

14

2
V(* -i)

16 Prove that (x - 2)/{(x -

15

V(i-* 2

(x - 3)}

can take any value. Sketch the graph.


17 Show that (x 2 -2x + 4)j(x 2 + 2x + 4) lies between and 3. Sketch the
1)

graph.
18 Prove that {(x- 5) (5x- 13)}/{(2a;- 7) (4- 11)} has no values between 1
4, and sketch the graph.

and

2-2

AND METHODS

FACTS, DEFINITIONS

20

[1.5

Find the possible range of values of (x+ l)/(x 1 and sketch the graph.
x 2 ) j(ax 2 + bx + c) can take any value if b 2 > (a + c) a
( 1
2
21 Prove that (x + 2x + c)/(x 2 + x + 3c) can take any value if < c < 1.
22 Show that {(x a)(x b)}j(x c) takes any value if c lies between a and b.
*23 Prove that the maximum and minimum values of
2

19

20 Prove that

ax 2 + bx + c
Ax 2 + Bx + G
are the values of k (if any) for which ax 2 + bx + c k(Ax + Bx + C) is a perfect
square. [This is the condition for the line y = k to touch the curve.]
2
2
*24 If a
c, prove that (ax + bx + c)/(cx + bx + a) can take any value if
b 2 > (a + c) 2 [This implies b 2 > 4ac; use the conditions for positive definiteness.]
2

=(=

Show

be two values between which it cannot lie if


4ac < 6 2 < (a + c) 2 , and two values between which it must lie if b 2 < 4ac. [This
implies (a + c) 2 > 6 2 .]
also that there will

Types of function

1.5

by

1.51 Classification

structure

(1) Functions can be classified according to the manner in which


they are formed. If we start with a variable x and write down its
2
positive integral powers x = 1
x n and then combine
x3
,

. .

any constant multiples of these by addition or subtraction, we obtain


a polynomial function of x (in short, a polynomial in x) of degree n.
2
3
4
3
3a; 2# + fx + 5, 2x + ax + bx + 1 are polynomials in x of

Thus

degrees
If

we

4,

3 respectively, the latter having a, b as literal coefficients.

divide one polynomial in x

by another polynomial

in x,

we

an algebraic

obtain a rationalfunction ofx (i.e. a 'ratio of polynomials


fraction).

Thus

+V

are rational functions of

'

Zx , + 5x + ^j 2

x'

2x + ln

Notice that the term 'rational' makes no

reference to the coefficients of powers of x in the function

these can

be any sort of number. The rules of algebra show that rational functions of x are generated by applying to x and numbers the operations
of addition, subtraction, multiplication and division in any finite

combination.
Similar considerations apply for polynomial and rational functions

of several independent variables. For example,


variables, then Sx
(x

+ 3y)l(6x

(2)

Consider

2xsy+5y3

now

is

is

if

a rational function of x and

the equation

y are independent

a polynomial in x

3a;

and

y,

and

y.

2x3y + 5y3 =

0.

This can be

regarded as a cubic equation in y whose coefficients are functions of a;.

AND METHODS

FACTS, DEFINITIONS

1.51]

21

y as a function of x; for when a numerical value

It will determine

is

we

obtain an ordinary cubic for y which determines at


least onef numerical value of y. We say that the equation defines y as
assigned to x,

an

we were

implicit function of x. If

to solve the equation for y in

a; by a mathematical formula (which in fact is possible,


although not easy) we should have the same function y expressed as

terms of

an

of x.

explicit function

All the above types of function can be included under the heading
algebraic; that is, they can all be defined (explicitly or implicitly) by
polynomial equations in y whose coefficients are polynomials in x.

For example, the rational function y


(implicitly)

is

by

easily obtained explicitly

equation x 2 + y 2

1 ^ x ^

for

x/(x 2 + 1) can be defined

by the polynomial equation


x 2y x + y=

and

1;

0,

solving for y.

Similarly, the

y = + ^/(l x 2
graph by actually

defines the (two-valued) function

in 1.42, ex.

(ii)

we sketched

its

using the defining equation instead of the explicit expression for

On the other hand,

y.

the equation

y
defines y as a function of x

any formula involving

xy+l =

which cannot be obtained

explicitly

by

roots, powers, sums, differences, products or

quotients (this fact can be proved, but we shall not do so in this book).
This sort of example shows that consideration of implicit functions
will

be necessary.

We may
obtained,

wonder how information about the last function can be


and in particular how its graph can be sketched. It happens

in this case that the defining equation can easily be solved explicitly
for

x in terms of v:

= V +1
y

we choose values for y and calculate the corresponding


we shall be able to plot a graph of x considered as a function
see Ex. 1 (d), no. 10. A much simpler example of this method was

Hence,

ones for
ofy;

if

a;,

given in 1.42, ex.

(i).

In general, a polynomial equation in x and y can be regarded in two


ways: (a) as a polynomial equation in y whose coefficients are polynomials in x, which defines y as an algebraic function f(x) of x; or
f We shall prove later that every cubic equation has at
have two or three roots.

least one root,

and may

(b)

AND METHODS

FACTS, DEFINITIONS

22

[1.52

as a polynomial equation in x

in y,

whose coefficients are polynomials


which defines x as an algebraic function g(y) of y. The two

functions f(x), g(x) so obtained"]" are called inverses of each other.

Our
method above amounts to sketching the inverse function

graphical

of y when this is easily done. Consideration of inverse functions


thus seen to be useful.
(3)

Any

function which

is

not 'algebraic' in the above sense

called a transcendental function. It can be

proved (but not in

is

is

this

book) that log 10 a;, sin a? and the other trigonometrical functions are

and we

of this type;
(like

shall

meet others

later.

the examples just given) or implicit

defined

by xy =

sin y)

and as

They too may be


(e.g.

is

the function y of x

in the case of algebraic functions, they

can be associated in inverse pairs: thus 10x

and smx/x

explicit

is

the inverse of log 10 ic,

that of the implicit function y given

by xy =

sin?/.

numbers are

classified similarly: those such as


^5, *J2 + 3*J5,
that can be obtained as roots of polynomial equations in one
variable x with integer coefficients are called algebraic numbers; all others
(and this can be proved to include n) are transcendental numbers.

Irrational

^(2

+ ^3),

...

1.52 Classification

by properties

A different sort of classification (which may cut across the one just
given) can be

made by considering general properties which functions

may possess.
(1)

Oddness, evenness. Iff(x) is defined for pairs of equal and opposite


x, and f( x) =f(x), then f(x) is an even function: it is unby changing the sign of x throughout. The graph of y = f(x)

values of
altered
is

therefore symmetrical about the i/-axis


Similarly, if f(

is

x) =

f(x), then f(x)

'symmetrical about the origin'

For example,
sin a;,

tan

a;

a;

+ 3# 2 2,

is

(e.g. fig.

(e.g. fig.

12

(a)).

an odd function.
12

Its

graph

(6)).

cos x, tan 2 x are even; Xs + 5x, Xs /(#* +1),

are odd. Functions like x z + x 2 +

4:X,

3 sin a; + 2 cos a;, in

which some terms are even and others odd, are neither odd nor even;
also see Ex. 1 (d), no. 3.
(2) Periodicity.

If there

is

a positive

number p such that

f(x+p)=f(x)
t It is immaterial whether
discussed. The relation between

we write g(x) or g(y) when the functions are being


them is that if y =f(x), then x = g(y), and conversely.

1.52]

FACTS, DEFINITIONS

AND METHODS

23

and if p is the smallest such number, then f(x) is periodic,


with period p. Thus the period of sin a;, cos a;, isf 2n; of tana;, cot x is n;
for all x,

and of sin nx

is

2njn.

The graph of a

periodic function consists of an

X
(a)

(b)

Fig. 12

y*

'

~ 2n

E
d

\B
I

-7T

P-

'

7T

2n

3n

= cos x
Fig. 13

arc of a curve repeated infinitely often in both directions of the


a;-axis. Thus the graph of y = cos a; (fig. 13) consists of the curve

ABCDE, which represents the function for

<x<

2n, repeated over

subsequent intervals of 2n in both directions of Ox.


f The proof that 2n
given in this book.

is

in fact the smallest

number p

is difficult,

and

will

not be

AND METHODS

FACTS, DEFINITIONS

24
It is

known that

[1.52

no periodic function can be rational (unless, trivially, it


no periodic function can be algebraic. Such a function must
(a)

is constant); (b)
therefore be transcendental.

Many-valuedness. If

(3)

different possible values of f(x) corre-

spond to a general value ofx, then/(ic)

is

an n-valued function.

Examples
(!)

= ir;
3x + 4

single-valued because there is just one value of y corresponding to each value


of x except x = f (for which y is not defined).
2
(ii) The function y defined implicitly by x 2 +
y = 9 is two-valued because
there are two values of y for each x when 3 < x < 3, even though there is
only one when x = 3 and y is not denned when x > 3 or x < 3. (All this
follows because we can find y explicitly as ^/(9 x 2 ).)
3
2
(iii) The equation
y 6y + 1 ly = x gives three values of y for some values
of x; e.g. if x = 6, the equation can be written (2/ 1) (2/ 2) (2/ 3) = 0, so that
y = 1, 2 or 3 when x = 6. Hence y is a three-valued function of x.
Graphically, a line parallel to Oy will cut the curve (if at all) in (i) one, (ii) two,
(iii) three points, in general.
is

The

inverse circular functions.

1 ^ x < 1, then the equation cosy = x defines y (implicitly) as a


function of x, written y = Cos _1 #. Since x = cosy, the graph (fig. 14) can be
obtained from that ofy = cos x by interchanging the axes of x and y, and then
line parallel to Oy cuts
reversing the sense of Ox to restore right-handedness.
the graph (if at all) infinitely often. Thus y is infinitely many -valued.
When x is given, let y a be the smallest positive angle for which cos y = x;
a is acute if x > (fig. 15 (a)), obtuse if x < (fig. 15 (6)). It is called the principal value of Cos -1 a;, and is written cos -1 a;. Thus (using radian measure)
^ cos -1 a; < 77.
and one
All other angles having their cosine equal to x are bounded by
of the rays OP, OP' (figs. 15 (a), (&)). Those bounded by OP can be expressed as
(iv) If

OX

27T

according as
by OP' as

+ a,

4zr

+ a,

6n + oc,

we add complete
2n a,

47T

or

...

a 2n,

a 4tt,

positive or negative revolutions to a;

a,

or

...

2n cc,

All these are given by the expression 2mr


negative,
or zero). Hence -1,

&

Cos

itf cc,

a, where n

= 2nn

is

and those

....

any integer

(positive,

cos -1 x.

Each value of n determines a branch of the many-valued function Cos -1 a;.


The principal branch is shown thickened in fig. 14.
(v) For 1 ^ x < 1, sin y = x similarly defines a many- valued function
y = Sin -1 a;. The graph (fig. 16) is obtained from that of y = sin a; as described
in

(iv).

the principal value sin -1 x is the smallest acute angle y


or negative) for which sin?/ = x; thus \tj ^ sin -1 x < \tj.

Given

x,

= /? (positive

1.52]

FACTS, DEFINITIONS

Fig. 16

AND METHODS

Fig. 17

25

FACTS, DEFINITONS

26

Any other angle whose sine is x is one


In+ft,

27T+J3,

AND METHODS

[1.52

of either

...

or

-2n+fi,

...

or

nfi,

-4tt+/?,

....

which are included in 2mn + /?,


or

Snfi,

nfi,

2n/3,

which are included in (2m + l)nfi. These two expressions can be combined
into

mm +
(

1)"/?.

Hence

= nn + (l)n sin -1 x.
-1
x
vi) For any value oix, tan y = x defines a many -valued function y = Tan
whose graph, obtained from that ofy tana;, is shown in fig. 18. The principal
Sin

-1

Fig. 19

Fig. 18

value tan -1 x

tan y

is

x; thus

the smallest acute angle y = y (positive or negative) for which


\n < tan -1 x < \u. All angles whose tangent is x are given by

nn + y; hence

Tan -1 x = nn+ tan -1 x.


,

In Ch. 2 we shall consider functions which have the property of


continuity,

and

in Ch. 3 those that are derivable.

Homogeneous polynomials and functions.


Turning now to functions of more than one variable, we may
enquire whether there is a useful extension of the idea of 'degree of
a polynomial in x for polynomials in two variables x, y (which consist
of the sum of a number of terms like axv y*, where a is a constant).
The expression axp y9 is said to have total degree p + q in (x, y).
A polynomial each of whose terms has the same total degree n is
(4)

'

said to be homogeneous of degree n.

AND METHODS

FACTS, DEFINITIONS

1.53]

These definitions extend in the obvious


variables. Thus the polynomials

way

27

to cases of three or

more

x 2 + xy + 2y2

x-y + z,

2x* + Zx2y 2 - 5xy 2z

are each homogeneous in their variables, with degrees

2, 1,

4 respec-

tively.

Iff( x V) *s a homogeneous polynomial of degree n, then


>

f(te,ty)

t"f(x,y)

77

for all values of x, y, t.


Proof. Each term off{x, y) is of the form axpy^, where p + q = n and
a is a constant. The corresponding term of f(tx, ty) is therefore of the

form

a(tx) p {tyY

tv+vaxvyv

naxv y*.

Hence t n is a factor of/(te, ty), and the other factor is clearly f(x, y).
The theorem generalises obviously for more than two variables. It
can be used to extend the concept of homogeneity to functions other
than polynomials.
Definition. If/(te, ty)

function

is

f(x, y) for all values of x, y,

defined, then f[x,y)

is

for

which the

said to be homogeneous of degree

in (x,y).

For example, the functions

~ V*

x of
xy
+ y2

V
,

x*5 + x?y 2

y{x*-y*
+ 2z% tanf-)
*
'

are each homogeneous in their variables, with degrees

\yj
1,

- 2,

, 0,

respectively.

In 10.22 we

shall consider functions

having the property of sym-

metry or of skewness.
1.53 Inadequacy of graphical representation

We may

enquire whether a graphical representation of a given


always possible,
Consider first the function

function
(i)

is

_ x 2 -9
~ x-3'

Provided that x 4= 3, this can be simplified to give y = x + 3; but the


not the same as the given function because the first is not
defined when x = 3 (it takes the meaningless form 0/0), while the
second is defined for all values of x, and in particular has the value 6
latter is


FACTS, DEFINITIONS

28

when x =

AND METHODS

[1.53

The graph of the given function would have no point

3.

= 3; but for all other values of x, however near


would be the same as that of y x + 3. Thus the graph would
be the line y = x + 3 with the single point
V
(3, 6) omitted; and this situation cannot
/
corresponding to x

to

3, it

be represented adequately in a diagram.


(ii)

A more

complicated example

the function y of x defined

Its

is

by the rule:

when

is rational,

when

is irrational.

/-3

'graph' would consist of an in-

3
Fig. 20

packed row of points


along the #-axis y = 0, and another such row along the line y 1,
neither row making up a complete 'continuous' line. No adequate
diagram can be given, yet a formula can be obtained to give y explicitly
in terms of x: see Ex. 2 (c), no. 12.
definitely closely

Fig. 21

(iii)

Finally, consider the function

for all values of except x

between
cuts

Ox

inclusive, the

0.

sin(l/a;),

which

is

defined

Since the sine of any angle always lies

graph

at points for which Ijx

lies

between the

nn, where

is

lines

any integer

1.

It

(positive

where x = ljnn. Similarly, it meets the line y = 1


l/(2w + |)7r and y = - 1 where x = lj(2n ^)n. The curve
where x
oscillates between these lines, and does so more and more rapidly as x
becomes closer to zero. The curve does not cut Ox for x > 1 In or for
x < Ijn; and when x becomes large, \\x and hence also sin(l/a;)
becomes small. Hence the #-axis is an asymptote. The deficiency in
the graph (of which only the part for x positive is shown in fig. 21
or negative),

i.e.

the rest

is

easily supplied since the function is odd) is that it cannot

indicate clearly the behaviour of the function near x

0.

AND METHODS

FACTS, DEFINITIONS

1.53]

29

These illustrations should convince the reader that, although


graphical representation of a function

usually helpful,

is

has

it

its

and that any systematic study of the properties of

limitations,

functions cannot be based on graphical appearances only.

Exercise 1(d)
1 Classify the following functions as (a) odd, even, or neither; (6) periodic
or not, and state the period if it exists.
(i)

(v)
(ix)

sin a;;
a;

V(l-*

2 If an

cos 2x;

(ii)

+ cos(l/a;);

(vi) sin

(x)

);

is

a;

defined at x

sin a;;

+x

x + smx;

(iv)

cos x + tan 2 x;

(vii)

xj(l-x*);

odd function/(a;)
defined for

(iii)

2
(a; );

(viii)

\x\;

(xii)

tan" 1 a;.

(xi)

J(l

show that it must be zero there.

0,

);

values of x, verify that 0(x) =f(x) +f(x) is even


and that i/r{x) =f(x) f( x) is odd. Deduce that f(x) can be expressed as the
sum of an odd and an even function of x.
Iff(x)

is

all

4 Verify that the product of two even or of two odd functions is even; but
that of an even and an odd function is odd. State corresponding results for sums.
*5 Construct polynomial equations in x, y which are satisfied

by the following

algebraic functions y.
i-\
(i)

x+Jx;
i

(u)

i/

V(*+V*);

M
,---x

,.

iv

J(x+1) Jx

//

6 Pick out from the following functions those which are homogeneous in
and state the degree in each such case.

their variables,
(i)

(iv)

xt-Zx^ + Sxy*;

(ii)

1/V(3a^);

V)

x 3 + 3x 2y + Sxy + y 3 ;

(iii)

I +1+1+1
a;

y*

z2

J{x* + y*-z*) ;

(vi)sin(^;

\x/

(vii) ta,n(xy).

7 (i) Prove that every homogeneous function of degree n in (x, y) can be written
in the form x ng{yjx). [Take t = 1/x in the definition in 1.52(4); write

9(yM =f(hy/x).]
(ii)

of degree

Conversely, verify that every function of the form x ng(y/x) is homogeneous


n in (x, y). [Replace x, y by tx, ty in the function.]

8 If f(x, y), g{x,y) are homogeneous of degree m,

be said about:

(i)f(x, y) g{x, y); (ii)f(x, y)/g(x, y);

(iii)

respectively,

fix, y)

what can

g(x, y) ?

*9 If f(u, v) is homogeneous of degree n in (u, v), and each of u, v is a homogeneous function of degree
in (x,y), prove that when/(w, v) is expressed in
terms of x and y, it is homogeneous of degree mn in (x, y). [Let/(w, v) become
<f>(x,y); then <f>(tx,ty) =f(t m u,t m v) = (t m ) nf(u,v) = t mn $(x,y).]

10 Sketch the graph of the implicit function y defined


finding the inverse function x.

by y5 xy+

by

first
11

Consider the behaviour near x

why those in
(i)

arsina:;

(ii), (iii)

of the following functions,

cannot be fully represented by a graph.

(ii)

a;sin(l/a;);

(iii)

sin (!/#).

and explain

FACTS, DEFINITIONS

30
1.6

AND METHODS

[1.6

Plane curves

1.61 Parametric equations

In

1.5

possess

we have illustrated various properties which a function may

by means of sketch-graphs. Given two graduated coordinate

axes Ox, Oy, each such property of a function can be interpreted as


a geometrical property of a curve in the plane xOy.

By plane
coordinates

curve

we mean

the set of points in the plane xOy whose

some equation F(x, y) =

0. This equation can


be thought of as determining y (implicitly) as a function y =f(x) ofx;
or, if more convenient,
function x = g(y) ofy.
It may be possible to discover functions <fi(t), \Jr(t) of a third variable
t which are such that
l
(i)
x = <}>$), y = ir{t)
(x, y)

satisfy

equation F(x, y) = for all values of t (or, at any rate,


some range). Geometrically this means that the point whose
coordinates are <f>{t), i/r(t) will lie on the curve for all relevant values of t.
As t varies, this point will trace out the curve (or part of the curve, since
there may also be points of the curve not expressible in the form (i)).
will satisfy the

for all

in

We therefore say that equations


F(x,y)

0,

and

call

(i)

are parametric equations of the curve

the parameter. If each value of

gives just one

point on the curve, and if also every point of the curve can be obtained

from

(i)

by giving t just one suitable value, then equations (i) are called

a proper parametric representation of the curve. If rational functions

can be found, the curve

is said to be unicursal.
have used such a representation for some
simple kinds of curve; e.g. x = at 2 y = 2at are proper parametric
equations of the parabola y 2 = 4ax (see 16.12); and x a cost,
y = a sin t properly represent the circle x 2 + y 2 = a 2 Sometimes the
<j>(t), i/r(t)

The reader

will already

parametric equations arise naturally.

Example
The cycloid
The path of a point on the circumference of a circle which rolls without slipping
along a fixed straight line is a plane curve called a cycloid.
Let the circle of centre C and radius a roll along Ox, and let the tracing point
P start from O, so that the circle begins by touching Ox at O. Let the coordinates
of P be (x, y) when the circle has turned through an angle d. Since no slipping
as shown, we have
occurs, arc JVP = ON. After constructing

PK
x = OM = ON-PK = arc NP- PC sin d = a0-asin0,
y = MP = NC-KC = a-acos0.

FACTS, DEFINITIONS

1.62]

AND METHODS

31

Parametric equations of the cycloid are therefore

From

the definition

we

identical arches all lying

a(6 sin#),

cos#).

a(l

see that the cycloid is composed of an infinity of


above Ox, having height 2a (the diameter of the

G
j

/ l\

Q
Fig. 22

generating circle) and base of length 2na (the circumference of this circle).
The parametric equations confirm all this. An (x, y) -equation for the cycloid
could be obtained by eliminating 6; but it is
much less simple and less useful than the
parametric representation.

Sometimes (e.g. in the dynamics of the


pendulum) we require the equations
of the curve when placed base upwards (fig. 23).
The reader may verify that they are
cycloidal

Fig. 23

= a(6+8m0), y =

a(l-coad).

1.62 Polar coordinates

Although in elementary work the position of a point


specified

by coordinates!

this is not the only

(x, y)

P in a plane is

referred to perpendicular axes Ox, Oy,

way available.

If

is

a fixed point (the pole) and

OX is a fixed line (the initial line), we may join OP and consider the
angle POX = (measured positively in the counterclockwise sense from
OX, as in trigonometry) and the distance OP =

(fig.

24).

Then to any

unique point P in the plane;


but, unless we make some restrictions, a given point P will be specified
by many different pairs. For example, (c,oc), (c,a, + 2n), ( c,a + 7r)
give the same point, where in the last case we locate the point by first
given pair of numbers

(r,

6) corresponds a

OP through angle cc + tt, and then measuring off a


from O in the sense from P towards O.
to be positive and 6 to lie in the range 7r<6^n,

turning the radius


distance c along

it

If we restrict r

t Called cartesian coordinates after Descartes

who

introduced their use in 1637.

AND METHODS

FACTS, DEFINITIONS

32

then the numbers

[1.63

6 corresponding to a given point are unique.f In

r,

certain applications (e.g. to

complex numbers, Ch.

to have these limitations, but in geometry

it is

leave r

and 6 unrestricted. In either case we call

of P; r

is

the radius

13) it is desirable

usually convenient to
{r,

6) polar coordinates

the vectorial angle.

vector,

Fig. 24

Fig. 25

is taken for pole and Ox for initial line (and this is


// the origin
usually done, without comment), the relations between the cartesian

and polar coordinates of the same point


x

Hence

r cos 6,

P are seen

(fig.

25) to

r sin 6.

be
(ii)

polar coordinates are given, these formulae determine x, y

if

uniquely.

Conversely,

when x, y
r==

are given,

^X

we have

+ y 2^

= Tan -! V

>

(iii)

This last formula will not determine 6 uniquely, even if the restrictions
are imposed, for

it

gives two distinct values of 6 in the range

it <
we should require

6 < n;

the one for which


cos 6 sin 6:1
:

x:y:r.

(iv)

1.63 Polar equation of a curve

relation F(r, 6)

between polar coordinates corresponds to

some curve in the plane, and is called the polar equation of the curve.
As in the case of cartesian equations, it can be thought of in the form
r
r

= f(6)
= $(t),

or 6

g(r)

when

convenient, or even parametrically as

f(t).

^ 6 < 2n, or any range covering an interval of 2n, would serve


f The range
equally well for our purpose.

FACTS, DEFINITIONS

1.63]

AND METHODS

33

We now illustrate by a few examples how a curve can be sketched


from

its

polar equation. First observe that

= is unaffected when 6 is replaced by


6, the curve is symmetrical about Ox (for if (r v #2 lies on the curve,
so does {r x dj));
(b) if F(r, 6) =
is unaffected when 6 is replaced by tt 6, the curve
(a) if

the equation F(r, 6)

symmetrical about Oy;


(c) the locus r = c is a

is

circle

a 'half-line or ray through


'

with centre

and radius

c;

=a

is

O making angle a with Ox.

Examples
(i) The cardioid. Given a fixed point O on a fixed circle of diameter a, draw
any chord OP' and produce it to P so that P'P = a. The locus of P as P' varies
on the circle is called a cardioid (fig. 26). Since

the polar equation

is

= OP = OP' + P'P = a cos 6 + a,


r = a( 1 + cos 6).

The equation shows that


(a)

the curve

(b)

as 6 increases from
as 6 increases from

(c)

is

symmetrical about Ox;


to
\tt

\tt,

to

tt,

r decreases
r decreases

from 2a to a;
from a to 0.

Fig. 26

Fig. 27

More generally, if we take P'P =


a limacon, whose polar equation is
r

c>

a,

(ii)

Sketch the limacon r

c in

\a(l

0. If c

<

a, r

can take negative values;

+ 2 cos

symmetrical about Ox. As d increases from through the values


\ti,
to tt, r decreases from %a through a, \a, to - a. To plot the last point, we

It

ftt,

P is

= a cos 6 + c.

then r is always greater than


we illustrate with the case c = a.
If

the above definition, the locus of

is

AND METHODS

FACTS, DEFINITIONS

34

[1.63

face along Ox and rotate through angle tt counterclockwise, then mark off a
distance \a in the opposite sense, i.e. actually in the direction Ox. The curve is
completed by using the symmetry about Ox (fig. 27). It is seen to have a loop,
with a 'double point' at 0. The 'cusp' at
of the cardioid (the case c = a)
can be thought of as a loop which has shrunk to a point.
(iii)

The lemniscate

+ y2 2 =

(x 2

a 2 (x 2 y 2 ).

The given equation is unchanged by writing x instead of a;, or y instead


of y. The curve is therefore symmetrical about Ox and Oy. To sketch it, first
transform to polar coordinates by putting x = rcosd, y = rsin#:

a 2 (r 2 cos 2 0-r 2 sin 2 0),

r2

a 2 cos 2d.

i.e.

(r 2 ) 2

The polar equation shows that


as 6 increases from to \tt, r decreases from a to 0;
as 6 increases from Jtt to fit, cos 26 <
and so no part of the curve
in the region between the lines 6 = \ir, 6 = |7T;
(c) as 6 increases from fxr to n, r increases from
to a.
use symmetry about Ox to complete the curve (fig. 28).
(a)
(b)

lies

We

Exercise 1(e)
1
(ii)

When the graph of y = f(x) is given, how


= cf(x); (iii) y = f(x + c) be deduced?

are parametric equations of the circle x 2 + y 2


given by these equations?
3

(i)

y =f(x) + c;

^
1

2 Verify that

can those of

2at

a 2 Is every point of the


.

circle

tx cuts the curve x z + y z = axy at the origin and the


+ Z3 )). Hence write down parametric equations for

Prove that the line y

point

(at j(l

+tz ),

at 2 /(I

this curve.

4 A circle of radius a rolls along Ox without slipping. Prove that parametric


equations of the locus of the mid-point of a given radius are x = a(d J sin 6),
y = a(l cos 6), and sketch the curve (a trochoid).

FACTS, DEFINITIONS
Transform

AND METHODS

35

the following equations into polar coordinates.

5 x 2 ~y 2

a2

6 xy

8 Transform the equation r

7 (x 2 + y 2 ) 3

c2 .

a 2xy(x 2 -y 2 ).

a sin 26 into cartesian coordinates.

Sketch the curves given by the following polar equations. (Label the results
retain them for future use.) Negative values of r are allowed.

= acos0.
r = asin20.
r = asec# + &

= ad.
14 r = acos30.
(a > 0, b > 0).

9 r
13

16

10 r

17 Answer the questions in no.


18

11

r6

12 r 2

a.

15 rcos<9

and

a2 sin20.

= aeos 26.

graph r =f(6).

for the polar

A circle of radius a rolls without slipping on the outside of an equal fixed

with centre O. Show that a point P on the circumference of the rolling


has coordinates x = a(2cos#-cos20), y = a(2sin0-sin20), the origin
being O, Ox the line through the original position A on the fixed circle of the
tracing point P, and the 6 angle turned through by the the line of centres.
By taking A for pole and Ox as initial line, show that the locus has polar
equation r = 2a(l~ cos 6), and hence sketch the curve.
circle

circle

Miscellaneous Exercise 1(f)


1

+ a 2 + ...+a n = s,"prove l/a x + l/a 2 + ... + l/a n ^ n 2 /s.


If s n = 1 + +
... + l/n, prove that for n 5* 2,
If a 1

n + 1 s n+1
[Apply
3

A > G to f

(n + l)/n

f f

< (n+ l) 1/"

and to

<-n +

l.

their reciprocals.]

Prove

i(n+ 1) >

(i)

> (n+1)^"-

w!

(hi)

[Apply
(i)
(iii)

Jn\;

(ii)

(nl) 3

<

(ii)

l 3,

n"{|(w+

2
1)} ;

1).

A > G to
l,2,...,n;
l/( 1

2), 1/(2

3),

. .

.,

l/{n(n +

...,ra 3 ;

1)}.]

+ bti and t^ x, where a, 6, x, y are all positive, prove that


y Ss 2 V(a6). [_x 3yft 3 = a/t + bt > 2 V(a&) by the theorem of the means.]
5 Prove ab ^ {i(a + b)} 2 and deduce that abed ^ {(a + b + c + d)}\ with
equality only when a = 6 = c =
By giving a suitable value in terms of a, 6, c,
prove abc
(i(a + 6 + c)} 3
4 If a; 3?/

at 2

<Z.

eZ

*6 Prove
(a 1 b 1 c1

+ a 2 b i c i + ...+a n b n c n )*<

(a 2 +

...

+a 2

7 Find necessary and


all

values of x.

is

(6

+ ... + &) (c*+ ... +c 2

).

sufficient conditions for aa; + bx + c to be positive for


By expressing a;* - Sx 3 + 32x 2 - 64x + 48 in the form
2

(x 2 + Ax+fi) 2 -p,

show it

not negative for any value of x.

AND METHODS

FACTS, DEFINITIONS

36

Investigate the range of values

and sketch

x 2 -Zx-l

the

graph of

3x 2 -2x + 1
+ 8x+10
9
8'
x*-6x +
x*-8x-2
x 2 -2x + 3
2
2
can take all values if 1 < c ^
1 1 Prove that (cx + 3x 4) /(c + 3x 4x
12 Find the values of x for which (x 2 -x- 2)j(x 2 - 2) < 2.
13 Find the ranges of x for which (4a; 2 + 6x + l)/(x 2 + 3x + 2) > 4.
a;2+ 2
+6
14 Writing
(o*0)
/(a; =
x2 + 1
prove that there are two numbers such that/(x) is of the form
7a; 2

'

'

7.

A;

A;

(Ax + B) 2
D(x 2 +1)'
If these

numbers are k x k 2
,

<

(k t

k 2 ), prove

{{l-kr )x + a} 2
Prove also that ( 1 k t ) ( 1 k 2 ) = a 2 and deduce that for all x, k x < f(x) ^ k 2
Sketch the curve y = f(x) when a > 0, indicating its position with respect
to the lines y = 1, y = k x y = k 2
15 Show that for all k 4= 0, the line y = k meets the curve
.

y(x 3) (x+ 1) = a# + 6
between 3a and a.
Sketch the curve when (i) a = 3, b = 7; (ii) a =

if 6 lies

16 If (gkc + foe + c) + (a'x + b'x + c')


expressible as a rational function of y.
2

y^l =

"

if

a i/

+ 3,

7.

find the condition for

0,

x to be

^t

(B<A
if K < 0, then

a) 2

(a;

> 0, then <x ^y ^ fi; (ii)


y ^ a or y > fi.
a function of the form (Ax 2 + Bx + C)/(px 2 + qx + r) which has
= 5, a = 1, 6 = 2, = 2, conturning-points {a, a), (&,/?). Taking a = 2,
prove that

(i)

Deduce that y
struct the

if

is

example

in no. 10.

18 If u = ax 2 + 2hxy + by 2 + 2gx + 2fy + c, a 4=


two applications of 'completing the square' that
1,

ab-h2

u =-Jax + hy + g) 2 + --[y +
,

A=

where

and ab-h 2

4= 0,

show by

af-gh\ 2
)

abc + 2fgh a/ 2 bg 2 ch 2

Hence show that sufficient conditions for u to be positive for all x, y are
a > 0, ab h 2 > 0, A > 0. (Given that a, ab h2 are non-zero, these conditions
are also necessary.)
If ab h 2 = 0, show that sufficient conditions are a > 0, afgh 0, ac > g 2
.

19 If a

4= 0,

ab h 2

4= 0,

A=

in no. 18,

show that u

is

of the form

-{X 2 + (ab-h 2 Y 2 },
)

and deduce that u can be resolved


Write down conditions

into linear factors if A =


and ab h 2
u to be a perfect square.

sufficient for

<

0.

FACTS, DEFINITIONS

AND METHODS

37

circle of radius a rolls without slipping on the outside of a fixed circle


20
of radius 3a and centre 0. Taking
for origin and Ox along the initial position
of the line of centres, show that the coordinates of the point
of the rolling

circle

which was

initially

where 6

on the

fixed circle are

a(4 cos 6 cos 40),

is the angle turned through


(an epicycloid).

by the

a(4 sin 6 sin 40),


line of centres.

Sketch the curve

21 Answer the question in no. 20 when the small circle rolls inside the large
one. (The curve generated is a hypocycloid.)

38

CONTINUOUS FUNCTIONS

LIMITS.
Limits:

2.1

some examples from previous work

= f(x),

2.11 Given a function y

early

work

in Calculus

is

concerned

with the following process.


(a)

Let 8x denote any change (positive or negative) in the value


y. This change

of x, and let 8y be the corresponding change caused in


8y

is

calculated from the functional relationship y

= f(x), and will in

general depend on both 8x and x.


(b) Write down and simplify the ratio 8yj8x (which in general also
depends on 8x and x).
(c) Letting
8x approach zero, see whether the ratio 8yj8x
approaches a definite value (in general a function of x). If this is the
case, we call this value the derivative ofy with respect to x, and denote
it

by any one

of the symbols

fx
using whichever

is

Dx y,

By,

most convenient

We express the property in


when 8x tends

y',

to zero,

(c)

f'(x),

f{x),

for our purpose.

by saying that

8y/8x tends to dyjdx

and write

We also call dy[dx the limit of 8y/8x when 8x tends to zero,

lim-.
dx

and write
(ii)

sx-+o8x

The statements
2.12

(i), (ii)

are equivalent.

well-known limit

is

that of smx/x

when x ->

(angles here

being in radian measure). If sin re and the other trigonometrical ratios


are defined in the usual way by means of a right-angled triangle, and

it is

made about

area of a circular sector,


proved in any book on elementary trigonometry or calculus that

certain assumptions are

sin a;

<x <

tana;

the

when

'

'

< x <

\n.

(iii)

CONTINUOUS FUNCTIONS

LIMITS.

2.13]

39

It follows that
1

<

x
<

sin#

when

<x<

In.

(iv)
v

cosa;

'

When x decreases towards zero (or, as we may say, approaches


through positive values conveniently written x-+0 + ), cos a; increases towards 1, and so 1/cosa; decreases towards 1. Hence x/sina;

1, by (iv). This will also be true when x approaches zero through negative values (x->0-) because x/sinx is
an even function of x. We conclude that

also decreases towards

x
>

when

x ->

in

sin a;
i.e.

any manner;

in the limit-notation,

Urn t~~ =
a^osmx

1.

(v)'
v

Notice that in the above statements nothing is said about


(a) whether or not xjainx actually takes the value 1 for some value
of

a;;

or

whether or not x/sinx has a value when we put x = 0.


In fact for (6), a/sin x is not defined when x = 0, being of the form 0/0.
For (a), the inequality (iv) shows that a;/sina; > 1 however small and
(b)

x may be (and hence also for small negative x, since ar/sina;


is no value of a; for which xjs.mx = 1, and we say that
the limit 1 is unattained. The statement (v) means that when x becomes
close to 0, x/ainx becomes close to 1, and that we can make x/sina;
as close as we please to 1 for all values of x sufficiently near to 0.
positive
is

even): there

2.13 Another example

which

is

is

given by the function (1.53,

not defined when x

_ x*-9
~ x-S'

3.

(i))

For any other value of x, however

we have y = x + 3; and when x -> 3, we see that y -> 6. Yet


no value of y when x = 3, nor is there any value of x which

close to 3,

there

is

makes y =

6.

On the other hand, there are many functions whose limit is also
an actual value of the function. For example, if y = 3*2 then when
x -> 2 we see that y -> 12; and y = 12 when we put x = 2. Such functions (for which the limit is attained) form an important class which
2.14

will

be discussed in

2.6.

2.15

CONTINUOUS FUNCTIONS

LIMITS.

40

well-known geometrical example of a limit

is

[2.2

the tangent

a curve at a point P, denned as the position to which a chord


approaches when Q approaches P along

to

PQ

the curve. If the curve has an angle at P,


'

'

as in

fig.

29,

then the chord

PQ approaches

different positions according to

approaches

P from

case there

is

whether

and in this
no 'tangent at P' in the
left or right,

ordinary sense.

2.2

The general idea of a

limit

2.21 Informal definition


Fig. 29

The idea pervading the preceding

ex-

amples is expressible as follows.


If the values off(x) can be made as close as we please to the number I

by making x sufficiently
approaches or tends

to

close to the

number

or converges to the limit

We write either

j(x) ->

when
,

lim f(x)

or

a,
I

then we say that f(x)


when x tends to a.

x -> a

I,

but of course no sort of mixture of these two statements.

Remarks

By

x tends to a' we understand that x must be


side, i.e. through values less than a
(x->a) and also through values greater than a (x -> a + ). Iff(x) can
be made arbitrarily close to I only when x->a+ or only when
x->a then I would not be the limit off(x) in the sense envisaged.

(It was for this reason that we mentioned what happens when x ->
"(a)

the words

allowed to approach a from either

'

'

in the case of a/sin a; (2.12) before writing


(/?)

down

the statement

(v).)

We do not imply that f(x) must approach steadily down to the

I (as does #/sina: towards 1) or steadily up to it (as for sin xjx);


when x is close to a, f(x) may take values some of which are greater
when x -> 0, although
and some less than I. For example, x sin 1/x)
and is negative for
this function is positive for some values of a: near
others (cf. Ex. 1 (d), no. 11 (ii)). The essential requirement is that the
difference between f(x) and I can be made as (numerically) small as
we please.

limit

CONTINUOUS FUNCTIONS

LIMITS.

2.22]

Moreover,

(y)

small as

it is

not enough that

we please for some

(but not

we can make

all)

41

this difference as

values of x sufficiently near a.

Thus from 1.53, (hi) the function sin 1 jx) is zero for all values x = 1 jnn
where n is an integer (positive or negative, however large), and is as
small as we please if we consider values of x sufficiently close to these;
but this function does not have as limit when x -> because it does
not remain close to for all small x. In fact, the function oscillates in
value between + 1, and does not approach a limit when x -> 0.
(8) As in 2.12, no mention is made off (a), because the function may
not even be defined when x = a. Hence when we speak of 'all values
of x sufficiently close to a', we mean all x in some small interval
a 7j< x<a + 7j excluding a itself; this is conveniently written
(

<

We call such values of

a;

\x

a\ <

tj.

a neighbourhood of a. Clearly a number a has


one corresponding to each choice of tj.

infinitely many neighbourhoods,

2.22

Formal

We
more

definition

now

express the requirements of our informal definition

precisely.

Suppose we are given some positive number e as our


I; then we must be able to make

can

'standard of closeness' of f(x) to

e < f(x) l<e


x sufficiently close to a. That is, we must be able to
some positive number tj such that the above condition is satisfied
all x for which
< \x a\ < tj. Our final definition of 'limit' is

for all values of

give
for

accordingly as follows.
I when x tends to a if, given any positive number
however small, we can find a corresponding positive number rj

f(x) tends to the limit


e

such that
\f(x)

1\

<

for all

x for which

<

\x

a\ <

tj.

Remark. As a simple though useful deduction we have: iff(x)


x in some neighbourhood of a, where k is constant, then

1c

for all

lim f(x)

k.

x->a

Some general properties of limits


We now prove, directly from the definition

2.3

perties of limits

just given,

some pro-

which would be expected on intuitive grounds. The

results of 1.14 are required.

CONTINUOUS FUNCTIONS

LIMITS.

42
Iff(x) ->
(i)
(ii)
(iii)

(iv)

a and

&/(#) -> kcc

f(x)

g(x) ->

wAen

/?

where k

[2.3

-> a, then

a;

is constant)

+ g(x)-+<*+fi;

f(x)g(x)-**P\
l//() -> 1 /a provided that a

(v) f{x)jg(x) ->

4= 0;

provided that

a,/ft

/? 4= 0.

Our hypotheses are that


am/ number e x > 0, however

Proofs.
(a)

to

small, corresponds

a number

7j x

such that
|/(#)
(b)

a| <

number

to any

for all

ex

e2

>

0,

a;

for

<

which

\x

a\ <

n^,

however small, corresponds a number n 2

such that
\g(x)

In
small,

fi\ <

for

<

which

a\ <

\x

we have to prove that, given any number


we can find a number n such that

(i)

\kf(x )

Now

for all

e2

<

|&/(a;)- ka\

and we can choose


\kf(x)

fr au<

fr

\k(f(x)-a)\

<

\k\e1

which

<

<

whenever

Taking n = 7j x we have result


For (ii), we have
,

!(/(*)+?(*))

<

whenever

>

0,

a\ <

however

v.

\f(x)-a\

|&|

e x in the first place so that

ka.\ <

\x

n%

[a?

ex

\k\

\x

aj <
<

e.

a\ <

vx

',

Then

nx

(i).

-(+0| =

<|/(*)-a|

<

ex

+ ez

+ |fif(*)-^|

whenever < \x a\ < the smaller of v v tj 2


and to be the smaller of n v n 2 then

We can choose ex = e2

<

\f(x)

+ g(x) a fi\ <

whenever

<

\x

a\ <

w,

and this proves (ii).


For (iii) we write
\f(x)g(x)-ap\

(/(*)-) {g^)-fi)+a(g(x)-fi)+fi(f(x)-a)\
|

< \f(x) - a| |g(s) - p\ +


< eiGa+lalea+l^le!
.

\cc\

- /?| +

|/(z)

- a|

CONTINUOUS FUNCTIONS

LIMITS.

2.4]

43

whenever
< \x-a\ <rj, where rj is the smaller of ij v w 2
choose e x and e2 so that \a\ e2 < ^e, |/?| e x <
and also ex e 2 <
.

<

|/(#)sr(#)-a/?|

and

a*

|/(*)|

dition.

ot-f{x)

!/(*)- *|

f{x)

af(x)

M-l/(*)|

0,

Now
when

+ (f(x)-a)\ >

\a

< |a a| < y lf and


Hence
1

f(x)

proving

ex

<

<

rj,

ex

\cc\

f(x)

'_1

f{x)

< \

|a|

ex

under the same con-

<

\x

a\ <

rj

x.

so that then

\<x\,

>

ex

when

can also choose

requirement

|a|-|/(a;)-a|

also |/(#)-a|

|a|(|a|- ei

We can choose ex <\

We

e;

can

then

follows.

(iii)

If

< [a-a| <

whenever

We

\a\

e1 >$\a\, and

<

e if this is

not already implied by the

above; so that

<

<

whenever

\x

a\ <

tj 1}

(iv).

Result

(v) follows

from

(iii)

and

(iv)

a and

since f(x)

l/g{x)

if/?*0.

Other ways in which a function can behave

2.4

in 2.3, (iv), then the hypothesis means that/(x) is as


(1) If a =
small as we please for all x sufficiently near a. Hence 1 ff(x) will become

numerically large

x
is

large

and

positive.

for all values of

however
that

when x->a. For example,

small (positive or negative), x 2

is

\x\

big,

<

is

x 2 then when
;

small and positive, and so Ijx 2

In fact we can make 1/x 2 as large as we please

x sufficiently close to
shall have Ijx 2 >

given any positive number

K if x

we

1/JK.

let f(x)

We say that

<

\\K,

1/x 2 tends to infinity

i.e.

for all

x such

when x tends

to

0,

and write
-= -> oo

Graphically, the curve y


(1.41,

Remark (a)).

when

x ->

0.

1/x 2 has the line

for

an asymptote

CONTINUOUS FUNCTIONS

LIMITS.

44

In the general

case, the

[2.4

statement

when

f(x) -> oo

x -> a

means that, given any positive number


however large, a corresponding number tj can be found so that f(x) >
for all x for which
< [a? aj < 7j. Graphically, the line x = a is an asymptote of the
curve y =f(x).

Similarly,

...
j(x) -> oo

17

means

when

x->a

any negative number K however large, n can be


that/(x) < K for all x for which
< \x a\ < rj.

that, given

found so

The function 1/x is large and positive when x is small and


positive, and can be made as large as we please for all such x sufficiently
small. However, if x is small and negative, the function is large and
negative. All we can assert in this case is that
(2)

oo

when

and

- -> oo
x

when

x ->

In 1.53, (iii) we saw that sin (1/x) takes all values between + 1 in
any interval however small which encloses the value x = 0. Since 1 \x
can be made as numerically large as we please for all x sufficiently
small, it follows that the function (1/x) sin (1/x) can take any value
however large, whether positive or negative. However, this function
does not remain large for all values of x near 0; e.g. it is zero when
x = I /nn (n being an integer). The condition (1/x) sin (1/x) > K is not
satisfied for all

infinity

when x

sufficiently

->

near

(nor even

0,

so the function does not tend to

when x ->

or x ->

similarly it

does not tend to minus infinity.

We say that sin (1/x) oscillates finitely (between + 1


x -> 0,
(3)

and that

We

and

1)

when

(1/x) sin (1/x) oscillates infinitely.

also say that 1/x 2

1/x, (1/x) sin (1/x) are

unbounded near

because they can take arbitrarily large values in this neighbour-

hood. The function sin ( 1 /x)

is

said to be bounded near x

+ 1 and 1)

because it

for all small x


between two fixed numbers (namely
(and indeed for all x). Similarly, the terms 'bounded' or 'unbounded'
can be applied to the behaviour of a function in the neighbourhood
of any number x = a.
Any function which has a limit when x -> a is certainly bounded near
x = a; this follows directly from the definition of 'limit'.
lies

CONTINUOUS FUNCTIONS

LIMITS.

2.5]

If a function

is

bounded

interval, it is said to

in the neighbourhood of every x in

be bounded in

45

some

For example, sin (1/x)


and the functions in 1.41, (i) and (iv), are bounded for all x; that in
(ii) is bounded in every interval which excludes the number
2, but is
unbounded near x = 2.

Limits

2.5

when x

- oo,

this interval.

-> oo

If x becomes large and positive, the function Ijx becomes small


and positive; it can be made as small as we please for all x sufficiently
large. Similarly,

as

we

please for

smxfx can be made as small (positive or negative)


all x sufficiently large. We say that ljx and sinx/x

when x tends

tend to

to infinity.

when x -> oo if, given any positive number e however small,


a positive number N can be found so that \f(x)-l\ < e for all x for
which x > N. We write Km f(x) = I.
f(x) ->

Similar definitions can be given for 'f(x)-+l


l

f(x )

00

when x

oo

',

etc.

when x-> oo',

The reader should formulate them

for

himself.

Continuity

2.6

2.61 Definition of * continuous function'

The intuitive idea of a 'continuous curve' is that of a graph with


no breaks ('missing points') in it, so that it could be drawn without
raising the pencil from the paper. We should naturally say that the
function represented by this curve is a 'continuous function'. Thus
the curves and functions in 1.41, (i), (iv) and 1.53, (iii) are 'continuous'; but that in 1.41, (ii) is 'discontinuous' at x = 2, that in
1.41, (iii) at x = + 1, - 1, and that in 1.53, (i) has a different sort of
'discontinuity' at x = 3.
Taking these notions as a temporary basis, we observe first that
'continuity' is a property of each point of the curve rather than of a
complete piece of it: the curve in fig. 31 is continuous at most points,
but not at x = a x or x = a 2 while that in fig. 30 is 'continuous' even
'

'

at a point like

Q where

the direction of the curve changes abruptly

(cf. 2.15).
fig. 30 is the graph of y = f(x), we now list some properties of
which must be associated with the point P at which x = a and

If
f(x)

the curve

is

'continuous'.

CONTINUOUS FUNCTIONS

LIMITS.

46
(a) f(x)

broken

must be

defined at

[2.61

a (otherwise the curve would be

there).

must be defined in the neighbourhood of a (same reason).


(c) When x -> a and when x -> a + we must have/(x) -/().
Fig. 30 suggests other properties which we should expect a 'con(b)

f(x)

tinuous' function to possess; one of these will be mentioned in 2.65,

and others later (6.1) when they are needed, but (a)-(c) above are
sufficient on which to base a precise definition of 'continuity at a
point'.
Definition. f(x) is continuous at

x a

if lim f(x)

= f(a).

x->a

IP
S.

\/\

^/

y=/()

Fig. 30

y
j

Fig. 31

We can paraphrase this by saying that 'limits coincide with values '.
Using the formal definition of 'limit' given in 2.22, the definition
above can be restated as follows.
f(x) is continuous at x = a if, given any positive number e however
small, there is a corresponding number ij such that
\f(x)f(a)\

If we write x
\f(a

<

= a + h, we

+ h)f(a)\ <

for all

\x

a\ <

n.

can present these inequalities in the form


for all

Less precisely, by writing y


be expressed as

dy-+0

x for which

when

h for which

= f(x) and h =

Sx ->

0,

or

Sx,

lim 8y
&e--0

\h\

<

n.

the condition can

0.

(i)

CONTINUOUS FUNCTIONS

LIMITS.

2.62]

Iff(x)

continuous at each point for which a

is

f(x) is continuous in the open interval

a < x

<x<

b,

47

we say that

<b

Remark. To define continuity in the closed interval a < x ^ 6 in


a difficulty about the ends x = a, x = b has to be surmounted,

this way,

because the function

may

when x -+ a + and that f(x)

f( x )

2.62

Some

(1)

< a or for x > b. In


we can require is that
when x->b-.

not be defined for x

order to keep within the interval, the most


->/(&)

properties of continuous functions

The sum,

and quotient of continuous functions

difference, product,

is also a continuous function, provided that in the last case the denominator
is

non-zero at the point considered.

The

immediately from the definition of 'continuity


and the theorems on limits in 2.3.

results follow

at a point'

continuous function of another continuous function is


continuous.
(2)

itself

We are given that


u=
and that

g(x) -> g(a)

f( u )^-f(b)

when

x-+a,

when

u->b.

We have to prove that

when

f(Q{x)) ->f(g{a))

Given

>

0,

there corresponds a

\f(

Taking 8 as the

u )-f(b)\ <

x -> a.

number 8 such that


\u~b\ <

whenever

8.

V in the second hypothesis, there corresponds a

number tj such that


\u

Hence

b\ <

\f(g(x)) -f(g(a))\

and the

whenever

<

ja;

a] <

whenever

rj.

\x-a\<7],

result follows.

2.63 Examples of

some continuous

functions

n
(1) x isa continuous function for all values of x when nisa positive
integer; the same is true except at x =
when nisa negative integer.
The function f(x) = x is certainly continuous everywhere. Hence

by 2.62

1)

the product x.x.x ...x(n factors) is continuous everywhere.

CONTINUOUS FUNCTIONS

LIMITS.

48

Hence, again by

2.62 (1); the quotient ljxn

except where the denominator


It follows
(a) all

continuous everywhere

0.

polynomials are continuous everywhere;


functions are continuous everywhere except at the

make

points which

the

denominator equal

to zero.

sin x, cos x are continuous everywhere.

(2),

For

+ h) sin x =

sin (x

Hence, given

Therefore sin x

By 2

62

except

is

it

|2cos(a; +

^)sin^|

+ ^)| ^

<

2|sin-|A(

since

|cos(a;

<

\h\

since

|sin|^|

<

<

e.

%\h\.

we have

e,

|sin (x

i.e.

is

zero, viz. at

by repeated applications of 2.62 (1) that

all rational

(b)

is

[2.64

+ h) sinx\ <e whenever

continuous for any

x.

\h\

A similar proof holds for cos x.

follows that tan x is continuous except where cos x

when x =

(k

+ ^)n where k is any integer

0,

(positive, negative,

or zero).

2.64

Removable

discontinuities

In certain cases lim f(x)

We

not defined.

The new function

a.

'

while f(a)

I,

we may define
by means of two formulae)
:

is

a by 'com-

f(a) to
is

be

I.

then con-

For example, we can write

smaj

i;

continuous at x

/(0)
is

and be equal to

of the function

(defined

fix)
JX
'

then/(#)

exist

can 'remove the discontinuity' at x

pleting the definition

tinuous at x

may

when

=}=

0,

0.

make the function tana;


into a continuous function at x = \ir\ for when x -> \n + tan x -> oo,
and when x - \ir tan x -> + oo. Thus tan x does not approach any
limit when x -> \tt. The same remark applies to sin (1/a:) when x -> 0;

On

the other hand, no such attempt will

see 1.53,

(iii).

2.65 Another property of continuous functions


If A,

are points corresponding to x

curve y=f{x), with

below and

a,

on a continuous

above Ox, then geometrical

CONTINUOUS FUNCTIONS

LIMITS.

2.65J

49

must cut Ox somewhere (possibly


and B. We give a formal statement.
Iff( a ) andf(b) have opposite signs, then there is at least one number
between a and bfor which /() = 0.
This result can in fact be deduced from
intuition asserts that the curve

more than once) between

the definition in 2.61 with the help of


some deeper theorems on 'bounds' of a
function.

We

assume it because a
would deflect us too far

shall

rigorous proof

from the course in view.


If

we apply

the result to the con-

tinuous function g(x)

= f(x) - c, we

de-

Fig. 32

duce the

Corollary. If f{a) <

< f(b), then

between a and bfor which /()

there is at least one value

c.

Fig. 33

Fig. 34

This can be expressed also as follows when x varies from a to b, the


continuous function f(x) takes every value between {a) and f(b) at least
:

f
The reader should illustrate by a sketch.
The converse result, that 'if f(x) takes every value between /(a)

once.

and/(6) as x varies from a to


as

fig.

b,

then/fa?) is continuous,' is clearly false,

33 shows.

GPM I

CONTINUOUS FUNCTIONS

LIMITS.

50

[2.7

The result is in general false for a function which is discontinuous


< x < b: in fig. 34, the function takes no values between a, /?

in a

as x varies from a to

6.

Exercise 2(a)

Find

the following limits if they exist; if they

state the behaviour of the

do not,

function.
1

when x
xa
ax

/v.2

-> a.

_i_

X3 X2 + X

hen

(i)

-+ 1;

(ii)

oo;

^IZ^L when x
a? a
sin

a.

3a;

_ tan x sin x
7
sin 3 *
tan

2:

11

when

1-cosa;

*2
13 xBin -

(iv)

-+ 0.

-Wa+aOvA 1 -*)} when x -* -

sin 2*

cos -1 *
8 -7~
V( 1 a;2 )

when x -+ 0.
rt

when g

when

12 ajsin*

_^ Q

(i) tc

-> 0;

cos x

10

0.

a;

when

a?

-> 0.

sinoa;

x -*-oo;

whena;-0.

(iii)

(ii) a;

-> 00.

14 cos i

when x

-> 1.

when x ->

when

when

0.

(i) a;

-> 0;

0;

(i)

(ii)

(ii)

00.

-> 00.

a;

15

11

-sin- when
sec

17

(a?
-

(i)

-<;

(ii)

+ &) sec x when h


-

x->0.

sin 2 pa; sin 2 go;


-

16

when x

-> 0.

-> 0.

tan (a; + /&)-- tan a;


8

m( + *) + Bin( 8 -^-2ain a

fr

h2

at x =
19 J//(x) = *sin(l/x) {x # 0),/(0) = 0, prove thatf(x) is continuous
(and therefore for all values of x by 2.62 (1)). Verify that the graph of/(a;) lies
Sketch the
in the angles between the lines y = x which contain the a;-axis.
graph.
every20 If/(s) = * 2 sin(l/a;) (x =j= 0),/(0) = 0, prove that /(a) is continuous
graph.
where, and sketch the

2.7

Functions of n: some important limits

2.71 Sequences

Although we have considered functions of a continuous variable x


which can range over all values for which the function is denned, we
integral
shall also need to consider functions f(n) where n takes only
'

'

values.

integers

CONTINUOUS FUNCTIONS

LIMITS.

2.711

51

For example, f(n) may denote 'the sum of the first n positive
and is defined only when n is a positive integer.
'

(a). If f(n) is a one- valued function of n which is defined


for all positive integers n,f(n) is called a sequence, and its values

Definition

/U)>

/(2),

are called terms of the sequence.

greater than

...

/(3),

Even

if f(n) is

some fixed positive integer m,

defined only for

it is still

all

called a sequence.

Thus n 2 an sin {nl(n- 2)} are sequences, the latter being defined
for all n > 2; but tan \mt is not a sequence because it is undefined for
odd values of n however large.
Remark (a). A sequence is not completely specified when its first
few terms are given. For example, although the simplest sequence
,

beginning with

is

16

9,

4,

1,

n2 + (n - 1) {n - 2) (n - 3) {n - 4) <f>(n)

n2 yet
,

(where 0(w) is an arbitrary sequence denned for all n ^ 1) begins in


the same way. Sometimes even the simplest sequence is not obvious
thus
'

'

1,

3,

5,

could be continued as 9, 11, 13, 15, ... or as 11, 13, 17, 19, ... according
to whether it is interpreted as the 'arithmetical progression' 2n~ 1,
or as the sequence of odd prime numbers.
If f(w) has a meaning when n is not a positive integer, we may regard
the terms of the sequence as the values of a function/(a;) when x takes
positive integral values; e.g. sin2rar could be thought of as the value
of sin 2nx when x = n. On the other hand, some functions are defined
only for positive integral values of the variable;

a:!

is

an example.

We shall need to know the behaviour of certain sequences when n


becomes

large.

Definition

Accordingly

(b).

we give

the general

The statements
lim/(w)

f(n) ->

when

I,

-> oo

each mean that, given any positive number e however small, there
corresponds a positive number
(which need not be an integer)
such that
-

\f(n)

1\

<

for all

n>

N.

CONTINUOUS FUNCTIONS

LIMITS.

52

The terms

Remark (/?).

If there

is

infinity', 'oscillate'

when n -> oo. The reader should

formulate precise definitions like those in

f(n),

minus

'tends to infinity', 'tends to

are similarly defined for a sequence

[2.72

2.4.

a function/(a;) corresponding to the sequence

the fact that lim/(w)

does not imply that f(x) approaches a

n>co
limit.

For example, lim sin 2nn

because sin 2nn

for all in-

n->oo

tegers n, but sin


is

2nx
.j.

between +

oscillates

true.
]j

m y^ _ ^

ij

However, the converse

m y^) =

\%

n> oo

x> oo

For if \f(x) l\ can be made as small as we please for all numbers


x > N, then it will certainly be so for all integers > N.
We now consider some important sequences which will be required
later.

2.72 a"

< a <

First suppose

1.

Then

a > a 2 > a3 >

na n < a + a 2 +

and hence

...

...

+a n =

> an

a n +i

<

1a

by summing the geometrical progression. Therefore


an <

n(l-a)'

side can be made as small as we please for


Consequently a n -> when n -> oo.

and the right-hand


sufficiently large.

If

1 <

shows that
then a n =

a <
|<z|

0,

all

< \a\ < 1 and the above argument


and therefore an -> 0, when n -> oo. If a = 0,
and the limit is still zero. Hence

then we have

n -> 0,

for all n,

-l<a<l,

if

lima" =

0.

->
If a

>

1,

(1.21, ex.

then a

= 1 +6

(ii)),

Since nb can be

an

made

where
(1

>

0.

By

Bernoulli's inequality

+ 6)n > 1+n ^

as large as

we please

for all

sufficiently large,

so can a n Therefore
.

if

a >

1,

a n ->oc

when

n->oo.

CONTINUOUS FUNCTIONS

LIMITS.

2.73]

If a

< 1, the preceding shows that an

even values of

n,

and

is

and negative

large

is

53

and positive for


odd values, when

large
for

oscillates infinitely when a < 1.


= 1, then a n = 1 for all n, and so the limit when n -> oo is 1.
If a = - 1 then aw is +1 for even w and - 1 for odd n. Thus a n

n -> oo. Hence a n


If a

oscillates finitely

2.73
If

(between +1,

1) when n -> oo.

a//i

-1 < a <

1,

then a n ->

by

when n > oo. If a = 1, then a =


zero when n->oo. Therefore

-1 ^ a<

if

and hence
l)/w, and

2.72,
(

then

1,

lim
n>oo

If a

>

1,

then a

+ 6 where

f(n+l)

>

0.

certainly an jn
this also tends to

0.

tl

Writing /(w)

an [n,

=
7Sr ^i a ^n: (1+6)
>

n{l

if

+ 6) >

(n

1) (1

w >
Hence

and

for

+ lb),

+ 6,

i.e.

say,

\nb >

+ 6,

2+6

^ = iV,

say.

w > N, we have
an+1

n+ 1

so

>

^(

When n -> oo,

(1

If a

+ ^>^=2( 1 + i &

+ |6) w -> oo by

if

for

a>

2.72;

a**

^ ao

1,

2
)

>->^(l + i&)^.

hencef

when n -> oo.

< - 1, a n /n oscillates infinitely because it takes positive values

n even, negative values for n odd, and by the preceding case these

can be made as numerically large as we please.


t

An

alternative proof

is

given in the last part of ex.

(vi),

12.52,

CONTINUOUS FUNCTIONS

LIMITS.

54

[2.74

2.74 a n \n\

>

First suppose a

0,

and choose

N>
a

a a

a11
ss

2a; then for

n > N,

T'2"'N-l'N"'n

n\

a
a a
l'2'"'iV-l
\n-N+l

Since

(\)

If a

<

case. If

n ->

when n->co,

0,

this expression also tends to zero.

|an /w!|

= |a|
then an \n\ =

then

0,

TC

/n! -

for all n.

for all values of

2.75 wi(m
If

1)

...

(m /i + 1) an /nl,

when n - oo by the preceding


Hence

<*,

lim

a*

-*-<

0.

m constant

m is a positive integer, then the function is zero for all n ^ m +

1.

Ignoring this simple case, write


f{n)
Tf
If

a
a #=0,

17

m(m1)
-i

... (m-n+l)
'o.
'J

v
.

rrt-n

-a = -

w+1

/()

m+l\

/
1

and we can make the modulus of this as


all n sufficiently large.
If

\a\

<

then clearly

1,

\f(n+l)lf(n)\ less than (1

then for n >

+ \a\)
k

< k <

1,

1)|

<

fc

then k n ->

\(\

$(l

1,

n > N,

\a\

as

we

please for

and we can make

say. Writing

\a\),

|/(7i-2)|

when

close to

+ \a\) <

for all

N we have
<

Since

<

\a\

a,

71+1/

ti

<

-> oo

...

<

tr-"\f(N)\.

and so

also

|/(ti)|

- 0.

Hence
4*

if

- t1 < a <

1,

m(m-l) ...(m-n
+ l) a n = A
r
hm
0.
i

n->co

We

shall

1 <a<
\f(n)\ -> oo

1,

not need to consider values of a outside the range


but a similar argument would show that if |a| > 1, then

when n -> oo.

CONTINUOUS FUNCTIONS

LIMITS.

2.76]

55

2.76 Further examples


Prove thai for any

(i)

a> 0,Km$a=

1.

n-*co

If a

>

1,

then #a

>

1 (1.21,

Then

made as
when n -> oo.

Since a/n can be

tfa

1 -

flb

= 1 + 6,

so that 6

>

0.

+ 6) n > 1 + no > no
(1.21, ex. (ii)). Hence 6 < a/n, and so
a

by Bernoulli's inequality

Corollary 11(c)); let


(l

0<.tfa-l<-.
n
small as we please for

all

sufficiently large,

hence

If
< a < 1, then 1/a > 1, and so by the preceding case with I fa instead
of o we have 1/tfa -+ 1 when n -v oo, i.e. J^a
1.
If a = 1, then
= 1 for all n.
The function is not denned for all n if a < 0, and is zero for all n if a = 0.
The required result has thus been established.

If

(ii)

1 <

<

1,

prove *Aa limwra n

0/or any fixed integer

r.

-*

If r is negative, the result is evident from 2.72; the particular case r = 1


appeared in 2.73. We may assume 0<o< 1 in the following (cf. 2.72).
If r is a positive integer, let 6 denote the positive (r + l)th root of a, so that
< b < 1 and br + x = a. Then, as in 2.72,

nb n

< l + & + &2 +

>>

+ &n-i _

<

1-6'

na n/<r+1)

i.e.

Hence

nr+1a n <

and so
and

<

nra n <

this last expression tends to zero

l_ al/(r+l>*
1

(l_ al/(r+l))f+l'
1

n (l_ al/(r+l))r+l>

when n

-> co.

2.77 Monotonic functions


If f(n+ 1) > f(n) for all values of n, then/(n) is said to be a steadily
increasing function or to be monotonic increasing. If the property

n beyond a certain integer N, f(n) is monotonic


n > N.
two ways in which such a function can behave when n

holds only for

all

increasing for

There are
increases:

all

(i)

it

(ii)

it

(so

may increase indefinitely with n, i.e.f(n) oo when n -> oo; or


may remain less than some fixed number k, i.e. f(n) < h for
that the function

is

bounded, 2.4

(3)).

CONTINUOUS FUNCTIONS

LIMITS.

56

[2.77

In case (ii) it can be shown that f(n) approaches some limit I when
n->co, where I < k. Although a strict proof of this assertion cannot
be given in this book, the reader may convince himself of its truth by
the following geometrical illustration.

L
1

-i

P3

Fig. 35

Let the values

OPx OP2
,

points

be represented by lengths
along a fixed line OX. Since the

f(n),

f(l), f(2),

...

measured off
OPn
P move steadily to the right, then either
,

...

(i)

they will eventually

pass beyond any point whatever which one cares to select on the line;

some point K of the line which they can never pass.


Clearly any point to the right of K will have the same property; but
a point to the left of K may or may not. The assertion is that there is
some point L of the line, either to the left of K or coinciding with K,
to which the P's approach indefinitely closely, i.e. such that the length
or

(ii)

there will be

Pn L is as small as we please, for all sufficiently large values of n.


It should

may

be noticed that although f(n) < k for all n > N, we


= k. For example, 1 1/n < 1 for all n, but

yet have lim/(w)

1/n ->

< k

when n->co. Hence we must

allow

^ k and not merely

in general.

Similarly, if f(n + 1)

< f(n)

for all

(or

perhaps only for

all

n > N),
n > N).

then f(n) is said to be monotonia decreasing (perhaps for


n->co, either f(n) ->oo; or f(n) > k' for some constant

When

k'

where V ^ k'
results stated above are important because they enable us to
decide whether a monotonic function has a limit without our first
needing to know what that limit must 6e.f If the definition (6) in 2.71

and in
The

this

event f(n)

V,

were to be used to show directly that

Mm f(n) = we must know


I,

at

n->oo

the start; and this

is

not always the oase

(see ex.

(ii)

below). Rather,

we can define a number by the property of being the limit of a bounded


monotonic function, as in ex.

(ii)

and

4.43

(8).

Examples
(i)

Discuss lima" when a

>

0. (Cf. 2.72.)

n->-co

Taking/(n)
f

a",

The

then/(n+

first will

1)

af(n).

be basic in convergence

tests: see 12.32(5).

LIMITS.

2.77]
If a

>

1,

then/(ra)

some

infinity or to

function

is

relation

a" -> oo w&en

steadily increasing for all n, and so it either tends to


I. If f(n) -> I, then I > 1 (since /(l) = a > 1 and the

and

lim f(n +

1)

lim{a/(n)}

57

limit

increasing),
I

The

is

CONTINUOUS FUNCTIONS

al is impossible because
-> oo.

>

alim/(n)

and

>

al.

Hence

1.

w?^en a

If < a < 1, then/(w) is steadily decreasing for all n, and so either/(n) -


or/(n)
V, where as before we find V = aZ', so V = 0. Thus wAm
a" -> wAen n -> oo.

*(ii)

<

Prove &af ( 1

+ l/n) n has a limit when n

oo.

1,

oo

<a<

1,

Galling this limit e, show that

e *S 3.

(This example

been

>

may

be postponed until the binomial theorem

(12.1)

has

revised.)

We first prove that, for all positive integers n,

The

(r

+ l)th term in the expansion of (1 + l(n) n is


n(n-l)...(n-r+l)

which

is

'nr

r!

1/

2\

1\ /
1

(for r

1, 2,

n)

/
1

^\ -n)\ -n)-[ -^r)'

(a)

positive because each factor is positive. Similarly, the (r+ l)th term
+ l/(n + 1)) B+1 is (for r = 1, 2, . ., n + 1)

in the expansion of (l

(b)

which is positive. Each factor in

(b) which involves n is greater than the corresponding factor in (a).


Hence, apart from the first terms (which are both 1), the expansion of
(l + l/(n+ l)) n+1 is greater term-by-term than the expansion of (1 + l/n) n and
;
the (n + 2)th term of the first, to which there is no corresponding term of the
second, is positive. Hence the required inequality follows; it shows that
n
(1 + l/n) is a monotonic increasing function of n.
When n = 2, the function has the value 2; so for all n > 2, we have
21 < (l + l/ra) n
The expression (a) shows that the (r + l)th term in (1 + l/n) n is less than 1/r!,
and hence
.

111

2!

n!

< 1+ + + + ...+
,

1!

Since n!

=1.2.3...n>1.2.2...2 = 2"- 1

if

3!

n>

2,

therefore

= 1 + {1 (|)"}/(1 J) on summing the


1

g.p.,

CONTINUOUS FUNCTIONS

LIMITS.

58

[2.77

We have now shown that (1 + l[n) n is an increasing function which remains


less

than 3 for

<

all n.

Hence

+ l/ra) n tends to a limit, say e, when n

(1

-+ oo,

and

4, is

very

e s 3.

The number

e,

which we

shall

important in mathematics and

meet by a

different

approach in Ch.

its applications.

Exercise 2(b)

when n

State the behaviour of the following functions


1

n + (-l).

4 n{ i

oo.

2 {n + (-l) }/n.
rt

+ (-!)}.

n{2 + ( -!)}

+ (-l) n
n{l + (-2)}.
l

sinn7T

n 2 + (-l)"w.

8 sin^wr.

sin n

sin n

12 -+cosrwr.

11

10

Calculate the limits of the following functions


1

13

+ 2 + 3 + .+n

16

n 2 jcos

rr

-(n 2 -l)sin-.
n
n
3w

17

, 19

15

14

..

+ (~ 2 )"
3 n + 2"

3+5+

-> oo.

+ (2n+l)

-z

- cos

^|

where a >

lg #( a n + &n\

..

when n

where 6

0, 6

>

is

constant.

0.

<=+>:.

n n+l

20 Discuss the behaviour of nra n where r is a fixed positive integer and \a\ > 1.
for any a, however
oo. [By 2.74, a"/w! ->
21 Prove that ^j(n\) -+ oo when ra
large; so n! > a" for all n sufficiently large. Alternatively, use Ex. 1 (a), no. 4.]
*22

(i)

Iff(n)

is

monotonic increasing or decreasing, prove that


,

o(n)

/(l)+/(2) + ...+/(n)
=

has the same property.


If f(n) increases and has limit I, prove that g(n) tends to a limit
can be said iff(n) decreases and has limit 11

(ii)

What

I.

Miscellaneous Exercise 2(c)


1

lim

Prove

[Use the result

2 If n
that

>

= (1
= 1 + a where a >

1)

r=

+o;+ic 2 +

then
> %n(n

1,

+ a) n

n+1 + na: B + 2
*-(n+l)a;
-

...

+a;f" 1

-a;),
0.

<

/
/
>y

a;

1.]

Use the binomial theorem to prove

a2 and hence show that

<

^i(n+l).

2
-.

n 1

LIMITS.

Deduce that lim^i

1,

CONTINUOUS FUNCTIONS
and

lim$(nf ) where

state the value of

n-*-<x>

59
r is

a fixed

->oo

integer.

For convenience we write f(n) = u n in nos. 3-7.


*3 The values of w are denned for n = 1, 2, 3,
in succession by the
rence formula u n+1 = (w+a/ B ). Assuming a > 0, prove that
. . .

recur-

< u n < Ja, then u n+1 > Ja;


u n > Ja, then u n+1 >
and also u n+1 < u n
Deduce that ifu1 >0, then
(hi) u n > ^Ja for all n > 2, and u is monotonic decreasing;
n
(iv) u n -+ ja when n - oo.
What is the conclusion when ut < 0?
*4 Solve no. 3 by showing that
(i)

if

(ii)

if

W+V

W n+1 + Va

given that 4w n+2 - 5u n+1 + u n =


By writing the relation in the form

*5 It

w2 =

is

4.

prove that u n+1 u n


prove limw n = 3.

a/

n>

for all

Un+2-Un+l = l{u n+1 -U n ),


= 3(J) n_1 Hence express u n

1,

and that w x

as a function of n,

7,

and

7l--00

6 If u n

>

and lim (w n+1 /w) >

1,

prove u

-*>

oo

when n

- oo.

[Method of

n-*-oo

2.73.]

7 Iflim(w n+1 /w n )

where

-1 <I<

1,

prove limw

n->-co

Obtain results from nos.

10

6,

(a constant).
.

n ra n

0.

[Method of 2.75.]

n-*-oa

^.

7 by taking u n to be the following functions.

m(m 1) ... (m-n+ 1)


-

a"

(a,

m constant).

constant).

(a, r

Find the behaviour of u = (x 2 + 2y) j(y* - 2x) when x and y both tend to
(i) along the line y = mx; (ii) along the curve x*
+ y 3 = xy. [Use the parametric
equations x = t/(l + t*), y = t z /{l + t3 ) (Ex. 1 (e), no. 3) to express u in terms of t,
and observe that both x and y tend to when t -> 0, + oo, or oo.]
*11

*12 If m (x)
<fi

limfcos (ra!7ra;)} 2n , prove that


-*<

and
lim

is 1 if
<j>

m {x)

which

is

a;

is

is

<j>

m {x)

is

always

if x is irrational,

rational provided that


is sufficiently large. Hence show that
if x is irrational and 1 if x is rational. Write down a function
y

when x is rational and

when x is

irrational.

60

THE DERIVATIVE. SOME APPLICATIONS


The

3.1

derivative of a function of

one variable

3.11 Definitions

Let f(x) be a one-valued function defined at and near x a. Then


we can put 8x = h, and express the
corresponding change 8y caused by changing x from a to a + h as

in the process described in 2.11

8y=f(a + h)-f(a),

The

f(a + h)-f(a)

8y
8x

so that

(i)

h
can

definition given in 2.11

now be formulated more precisely as

follows.

If the ratio

(i)

tends to a limit

when h ->

called the derivative of f(x) at

is

a,

function f(x) is said to be derivable &tx =

in

and

we

a + h in

this limit

written f'{a).

The

a a+h
Fig. 37

Fig. 36

is

a.

a a+h

Writing x

any manner,

(i),

0' is equivalent to

so that

x-+a\

obtain another form of the definition:

f( )f(
JX
hm JX
xa
x-*a

The reader

will

know

'

a ')

Jl
= f'(a).
\

that the derivative f'(a)

(ii)

is

interpreted

geometrically as the gradient of the tangent to the curve y

the point (a,f(aj)

see

fig.

36.

= f(x)

at

THE DERIVATIVE.

3.12]

APPLICATIONS

61

If the function f(x) were not one-valued, the difference f(a + h)f(a) may
approach a limit other than zero when h - (fig. 37), so that the ratio (i) would
not tend to a limit. To deal with a many-valued function we must consider its
branches separately.

between a and b, we say that f(x) is


a < x < 6. We also say that/'(#) exists
for a < x <b, and call f'(x) the derived function off(x). Other notations
have been mentioned in 2.11, the chief ones being dyjdx and y'
Remark. If f(x) is defined only for a ^ x < b, there is no derivative
at x = a or at x b because h cannot tend to zero in any manner
without a + h or b + h passing outside the range of definition of f(x).
If f(x) has a derivative for all x

derivable in the (open) interval

Given/(ce), the process of calculating f'(x)

with respect

to

x (abbreviated to 'wo

depend on the function

called derivation oif(x)

is

The

a;').

details of this process

itself.

Examples
Iff(x)

(i)

where c

c,

hm
Remark in

For

0.

= ,.0
lim- =

c-c

Km
h

A-+0

see the

is constant, then f'(x)

f(x
JK '
J- + h)-f(x)
'

A
limO

0:

h^O

h-yOK

h-+Q

2.22.

We are not yet justified in asserting the converse of this result; see 3.82.
Iff(x)

(ii)

..

lim

x, then f'{x)

f(x + h)-f(x)
JK '
'

h->-0

lim
2.3,

3.12

and

(i),

(x

= hm

limc

cf'(x).

this last expression

1.

For

/(^+fe)-/(^)

c]hn

h-*o

= lim 1 =

limft-H)"

f(*+ h )-f( x )
h

h-*o

is cf'(x).

A derivable function is continuous

If f(x)

is

derivable at

x=

a,

then

n+K-m ^
We

+ h)-x
~
=

A->0

qf(g+ft)-o/(tt)
h->o

For

1.

If cis constant, d{cf(x)}/dx

(iii)

by

when

can therefore write

&^)_ / (a)+9>
.

where n (in general depending on both h and


h - 0. Hence
f(a + h) -f(a)

h{f'(a)

+ ?/}->

a) tends to zero

when

h ->

0,

when

APPLICATIONS

THE DERIVATIVE.

62

[3.2

Kmf(a + h)=f(a)

i.e.

ft->0

which shows that f(x)

The converse of

is

continuous at x

a.

this result is false, as the following

examples

show.

Examples
5 is continuous at x =
(i) f(x) =
+ oo when h -> + and to oo when h

which tends to
but {f(h) -f(0)}/h =
- Hencef(x) is not derivable at x = 0.

0,

(ii)

f(x)

a?

is

continuous at x

0;

but

so that this ratio does not approach a limit when h ->


not derivable at x = 0.
(iii)

is

Let f(x)

continuous at x

zsin (1/as),

0;

a;

0,

and/(0)

->

Then

is

(Ex. 2(a), no. 19)f(x)

hsm(l/h)
Bin(ljh),

0.

Consequently/^)

but

f(h)-f(0)

and when h

0.

this oscillates

between

Hence f(x)

1.

is

not derivable at

0.

In

all

these examples the functions fail to be derivable at a single

point (the origin); but continuous functions of x have been constructed which do not possess a derivative for any value of x. It should

now be

clear that derivability of

a function requires much more than

its continuity.

We also remark that, even if f'(x) exists everywhere, it may not be


a continuous function of x.

3.2

The

An example is given in Ex.

3 (a), no. 39.

rules of derivation

The following rules should be familiar to the reader from early work
in Calculus, but we formulate and prove them here for completeness.
Let u, v be functions of x which are derivable at x = a. Then
(1) the sum y = u + v is derivable, and has derivative u' + v'\
(2) the

product y

uv

is derivable,

and has

derivative vu'

+ uv';

and
(3) if v #=

derivative (vu'

when x

uv')jv

2
.

a, the quotient

u/v

is derivable,

and has

THE DERIVATIVE.

3.2]

63

A change 8x in x from a to a + 8x causes changes #t*,

Proofs.

and these

it,

APPLICATIONS

in turn cause a change Sy in y, given

8y

(1)

(2)

(u + 8u + v + 8v)-{u + v)

(u + 8u) {v + 8v)

8u + 8v;

-uv ~v8u + u8v + 8u8v;

v8u u8v

= u + 8u u
v + 8v
v

8y

(3)

8v in

by

'

v(v + 8v)

where we assume in (3) that the change 8x is such that v + 8v #= 0; by


continuity of v and the hypothesis that v #= when x - a, this will be
the case for

all 8x sufficiently small.


Divide both sides by 8x, and then let 8x ->

x=

at

a,

8u/8x

u'

Hence 8y/Sx tends

and

to a limit,

u'W,

(1)

0.

and by
given by

8v\8x

v',

and

m*'"*

vu' + wf,

(2)

Since u, v are derivable

3.12 8u

(3)

8v -> 0.

'

Function of a function. Suppose y = /(#) and x = 0(f); then


can express y directly in terms of t as y = f(<f>(t)) = g(t), say.
(4)

V 0(0
xo =

*s

derivable at

$K*o)>

Proof. Since

and

if f(x) is derivable at

w prove

that g(t) is derivable att

#=

is

<j>(t)

derivable at

write

=x

we

where

and

then as in 3.12

we can

8x

where

77

(depending in general on
8x

Similarly, as

y =f(x)

is

and

{f(t

<ft)

tends to

when

8t -> 0; so

+ v }8t.

derivable at x

=#

(i)

^ = {/'W + ^7i}^

(ii)

where 9/ x (in general a function of xQ and 8x) tends to when 8x -


and hence certainly rj x -> when & -> 0, by equation (i).f

From

(i)

and

(ii),

=
t
is

^ is undefined if

now

significant

0,

5a;

even

0;

if Sx,

+ to}
but

(cf.

given by

a,

we may then define rj x = 0. Equation (ii)


happens to be zero for some values of St.

2.64)
(i),

'

APPLICATIONS

THE DERIVATIVE.

64

| = {f'(x

so that

^f'(x

Hence

0'( o )

exists

and

+ Vi)

(*o)

is/'(a;

+ V}

when

)<f>'(t )

[3.2

St

->

0.

) <f>'(t ).

The reader may wonder why we give this elaborate proof instead of the usual
one in the elementary books, which goes as follows:

By

properties of fractions,

8y

St

~8x

8x

X
~Si'

(3.12 and 2.61,


Letting 8t-+0, then also 8x -+
theorem about products (2.3, (iii)), we have

dy

dy

dx

dt

dx

dt

(i))

and

so,

using the limit

This proof fails if a; is a function of t such that Sx vanishes infinitely


times in the neighbourhood of t i.e. as 8t -> 0. For example,

many

*
is

derivable at

and

0,

^ (<) ~^ (0) =

= W) =
0'(O)

^sin(l/<)

(*<>),

\0

(*

0)

0; for

when

<sin (lit) -*

(Ex. 2

(a),

no. 19).

However, there

is

no interval including

8x

vanishes infinitely

${8t)-$(0)

throughout which 8x

skl

4= 0;

for

many times in any interval - T <

St

<

T, however small

may be.
(5)

The

Inverse functions.

inverse x

We

a given function

g(y) of

= f(x) was defined in 1.51 (2).


= x with f'(xQ =# 0, and that g(y) is continuous
Then g(y) is derivable aty = y and
y = f(x

y
x

suppose that /(a;)

is derivable at

=y

where

).

g'ivo)

Proof.

at

As

t>
/'(*<>)'

in 3.12,

ox

=f'(x

Provided th&tf'(x

+n

ri

=1=

where
0, this

when

w->0

8x-+0.

gives

8x

*y

f'M+v

(iii)

the proviso will be satisfied for all rj sufficiently small,


and this will be the case for all 8x sufficiently small.

Asf'(x

4= 0,

THE DERIVATIVE.

3.3]

Since x

8y ->

0,

g(y) is continuous at

and consequently v -+

APPLICATIONS
y

^
i.e. gr'(i/ )

exists

and is

hence
0.

when
(2.61, (i)) 8x ->
Letting 8y -> in (iii),

\Jf'{xQ ).

some well-known

3.3

Derivatives of

3.31

The function xm

Case 1:

when 8y -+

65

functions

m is a positive integer n.

We have by summing the geometrical progression that


an-l + an-2Q + an-3^2 +

. . .

+ fcn-1

!-(?)"

= o-ix

if

1-*

a
a

Taking 6

x,

+ h) n xn
jr

= # + h, we get

-+

xn-l + xn-l +
71

Hence
Case 2:

+ (x + h) n ~2 X+...+ xn'x

(x + h) n

= nx
d

~x

h -+

-1
.

m ) = mxm~x

m is a positive integer.

when

(a;

m is a negative integer n.

y = xm =

x~n

ljxn ,

dy
dx

and so by the quotient

xn

nx
x^

= mxm ~ x
Case 3:

+xn-i when

(n terms)

11 - 1
.

rule

and Case

1,

= ~ nx_Hnl

m is a fraction pfq.

From y =

x^

we have ?/ = x?. Derive this relation wo x, using the


'function of a function' rule on the left-hand side, and Cases 1,2:
Q-1

qy

^.

= pxp -\

APPLICATIONS

THE DERIVATIVE.

66

dy

so

dx

= P xP
= v_x^
9-1
qy
q

= mx- 1
Conclusion.

..

= P xVl

HxPla) -a+1

For all rational values of m,

m)
-(x
dx K '

= mxm -

1
.

The function xm has not yet been defined


4.41 (6)

3.32

irrational; see

circular functions (angles in radians)

sin x,

8y

then
sin (x + h)

sin x =

2cos(a; + |A)sinA,

.siniA
8y

= 2cos(a; + iA) ^^coszxl


h
ox
.

so

17

Hence

^- sin x

dx

For y

dy
-r
dx

cos

tana;

The

when

h->0,

x.

^ cos * = - sin

Similarly,

3.33

for

(d).

The

If y

[3.32

x.

sina/cosa, the quotient rule gives

cosaj.cosa; sin#(

cos

5
2

sin#)

cos 2 x + sin2 x
cos a2 C

a;

sec2 x.

inverse circular functions

These functions and their graphs were discussed in 1.52(3),

exs.

(iv)-(vi).

(1)

Sin-1 a:. Since x

siay,

= cos v = J(lx
^
dy

2
).

-1
Assuming that we are considering one branch of Sin a; (say that
whose values he in the range nn \n ^ y 4, nn + \n) so that the
function is continuous, we have by 3.2 (5) that

dy^
dx

-V(i-*2 )'

THE DERIVATIVE.

APPLICATIONS
67
If we consider only the principal branch y = sin-1 x, then cos
y ^ 0,

3.4]

and we must choose the

positive sign of the square root:

t
1
x
(sin-*
*)

-7-

dx y
y

(2)

so on

V(l~*2 )'

'

Cos-1 a;. Since x

=+

cosy, dxjdy

-sin*/

= V(l - a2), and

any one branch

ay _
1
dx~ J(i- x zy
On the principal branch y = cos" 1 x, sin y ^
the negative sign:

0,

and hence we choose

^< C0S "'*) = -7(rriF)y = Tan-1 ^. From x =


Hence, on any one branch,
(3)

tan?/

we have

sec 2 ?/

= 1 +x2

and functions defined parametrically

Implicit functions

3.4

'

1+x2

dx

efc/<fo/

3.41 Derivative of a function defined implicitly

In all cases we shall assume that the given equation in x and


y
does in fact define y as an implicit function of x (see 1.51 (2)) and
that this function is derivable.! The method of finding dyjdx is
to derive both sides of the equation wo x, using the rules of 3.2 and
treating functions of y as 'functions of the (implicit) function'
y ofx.

Examples
(i)

If x n + y n

= an

then

nx-i + ny-^

dx

(ii)

If a sin mx + b cos ny

c,

If xs + 6x*y + 2y*

dy
am cos mx

dx
bnsinny

dy

0,

then

dx

(iii)

\y)

_
am
cos mx-bn am ny~ =
,

^
= -i-Y'
dx

and so

0,

so

then

5x* + 6iy . 3a 2 + Xs

^) + 2

5y*

(tXj

and
dx

^=

0,

CMC

5x*+lSx*y
6xa + 10y*

'

t Sufficient conditions can be given for existence


functions.

and

derivability of implicit

5-2

THE DERIVATIVE.

68

APPLICATIONS

[3.42

3.42 Derivative of a function defined parametrically

Given two functions x

${t),

y=

ijr{t),

we may

think of the

as leading to a relation F(x, y) =


defining y as an
implicit function of x. Assuming the existence and derivability of the

ehmination of

functions concerned,

we

require dyjdx;

can be found directly in

it

terms of t without performing the elimination, and it

is this form of the


which is particularly convenient in geometrical problems, where

result

the given equations are the parametric equations of a curve (see 1.61).

By

'function of a function'

dy

dt

dy

and so
andso

dy
dx

dx
dt

- dy l dx -

'

^' {t)

dx-dtlit-wr

Example
If x

a(d

sin 6)

and y

dy

dx

cos 6), find dyjdx.

a( 1

_
~

dy ldx

cot \d.

ddj dd

_
~

sin 6
a sii
a(l-c
cos0)
i

2 sin \d cos -J0


2 sin 2

This result gives the gradient at P of the cycloid (seel. 61, ex.). If!Fis the other
extremity of the diameter along
(fig. 22), then

NC

= \PGN = PTN,
P is cot PTN = tan TPK.

\0

and hence the gradient at


tangent at P. Since

TPN =

right-angle,

Therefore

PT

is the

PN is the normal at P.

Exercise 3(a)
1

Find from first principles the derivative of (i)

1/x;

(ii)

<Jx; (iii)

(iv) tana;.

Write down the derivatives of the following.

(i)

(i)

(a 3

-3) 10

sin" x;

(ii)

(ii)

V(a 2 + a; 2 );

sin mx;

(iii)

(iii)

1/(1 -a; 2 ) 4 .

sin" mx; (iv) tan" x.

= dsjdt and / = dv/dt, prove / = vdv/ds = ^d(v 2 )/ds.


Ifx = y 2 + 5y + 2, find dy/dx (i) in terms of y; (ii) in terms of x.

4 If v
5

6 Obtain the quotient rule (3.2 (3)) by applying the product rule to
(assuming that y so defined is derivable).

7 If u,

v,

u = vy

w are derivable functions of x, prove


d
du
dv

(uvw) = vw - + wu + uv
dx
dx
dx
dx

dto
.

8 If y =f(x), x = <f>{t), t F(u) are derivable functions, express the derivative of y wo u as a function of u.

APPLICATIONS

THE DERIVATIVE.

69

9 Deduce the derivative of cos a; from that of sin a: by using the relation
= sin (x + \n) and 'function of a function '.

cos x

10 Calculate d{amx)/dx

by writing 8y in the form

8y
,

sin ft

,.

and using

cosa;sinft sina;(l

lira

cosft)

cos

ft

lira

1,

0.

ft

ft

Treat cos a; similarly.


1 1 The following incorrect 'proof that d(sin x)/dx = cos x is sometimes given
by students:
'We have sin (x + ft) = sin x cos ft + cos x sin ft, and we know that when
ft

-> 0, cosft -> 1

and

sin (x + ft)
Criticise this

sinft -

sin x

ft;

hence sin(a;+ft)

and

cos a;

ft

-> sina:+ftcosa:, so

(sin(a;+ft)

sina;}/ft -> cosa;.'

argument.

Verify the following (x being in radians unless otherwise stated).

12

sec x = tan x sec


dx

14

d
cot x
dx

16

Deduce the

13

x.

d cosec x = cot x cosec x.


-

dx

cosec 2 x.

result of 3.33 (2)

from the relation cos -1 x + sin -1 x

\n.

Write down the derivatives of


17 sin-1 (5a;).

18 tan_1 (j-^i)

19 a?sin- 1 a;+V(l

-s 2

21 cos" 1 -

>

if (i)

20 sin" 1 a

).

0;

(ii)

<

if

(i)

{Put x

'

>

0;

(ii)

= tan $6.]
a

<

0.

22 tan"1 -,
a

0.

2fy using the relations

sec -1 a;

cos -1

^-^

cosec -1 a?

sin -1

or otherwise, prove that

23

dx

xj(x*l)

sec-1 a; = +

d
24 cosec-1 a:
dx
25

cot"
dx

(a?

>

xj(x2 l)
1

l+a; 8

(x

1).

>

1).

^-^

cot -1 a;

\ti

tan -1

a;,

THE DERIVATIVE.

70

APPLICATIONS

[3.5

26 If u, v are derivable functions of x, prove


u\
vu' uv'
d

tan- - =
v]
u +v
dx\
I

Find dy/dxfrom each


27
30 If y

is

28

a function of

"

33 x

(!)'

x, write

w+y =

down

*>*y-

in terms of x, y, y' the derivative of

x.

Find dyjdx in terms


31

of the following equations.

x2y 3 wo

ct,y

3at

1+t 3

of the parameter from the following pairs of equations.

v
,y
,

= acos^,

32 x

c\t.

Bat
1

fcsin^.

+ t3

34 Find the equation of the tangent at the point (at 2 2at) on the curve
= ax, and interpret t geometrically. Also give the equation of the normal.
,

35 Find the equation of the tangent to the curve x = a cos 4 6, y = a sin4 6


at the point 6. Prove that the sum of its intercepts on Ox, Oy is always a.

*36 Prove the result of 3.31, Case

1,

by using the binomial expansion of (x + h) n

*37 Prove that lim(a"1 bm )/(a b)

= ma"-1

for all rational values of

m.

b-*a

[If

m = p/q, put a = x ,b = y
a

limit

If

= s,

9:

x p yp
lim
+
y x x*-y*

px v ~ x
qx*- 1

....

then
limit

b'-a*

(a-b)

lim

sa8 - 1

....]

a2*

a'b* I

*38 If f(x) = ctan- x (l/a;) {x 4= 0),/(0) = 0, prove that f(x)


= 0. Also prove that {f(h) f(0)}/h tends to + \n when h ->
when h -> , so that f'(x) does not exist at x = 0.

*39

a:

sin(l/z) (x

/'()

Also show that f\x)


x ->0.

3.5

2a;

4=

sin ( 1/*)

is not

0),/(0)

- cos

continuous at

+ and to \n
,

0, *fcow *7ia*

1/*) (x 4= 0)

continuous at x

Derivatives of second

is

and

/'(0)

0.

because cos(l/:r) oscillates

when

and higher orders

3.51 Notation

The

derivative of a derivable function y

= f(x)

will in general also

be a derivable function, and will possess a derivative which is denoted

%
and is

J& y

>

D% D* y

called the second derivative of

D2f{x)>
>

y wo

x.

"

{x)
'

V "'

THE DERIVATIVE.

3.52]

APPLICATIONS

71

may possess a derivative. In general, the result of


n repeated derivations of y = f(x) wo x is denoted by
Similarly d 2yjdx2

(n)

When

Dy,

tf \

(*)>

the independent variable (as

t is

mechanics), the

first

few derivatives
y,

y,

etc.

is

frequently the case in

wo t are written

y,

but this notation beyond third order becomes clumsy.

3.52 Implications of the existence of


If dny\dxn exists a,tx

a,

and

is

/<n)

(tf),

~
a, then dn ~hf\dxn x

continuous at x

n>

and near
d^hjjdx11 - 1 is
existence near a also), and it is

must

exist at

a; for the function

a (which implies its


continuous at x
a by 3.12. It follows in turn that the lower deri~
vatives dn ~hfjdxn 2
dyjdx and the function y itself all exist and
are continuous at and near x = a.
derivable at

3.53
(i)

Examples
If y

- (a coa kx + b Bin kx), prove

d 2y 2 dy
-2 + - +
dx
x dx

0.

In cases like this it is easier to work with products than with quotients;
therefore begin by writing the given equation as

xy

and derive both

sides

wo

= a cos kx + b sin kx,

wo x:
y+x

Derive again

we

dy

= ak sin kx + bk cos kx.


dx

x:

d2y\
dy (dy
d\
+\
+ xr-^\
~
dx \dx
dx2


'

= ak,2 cos kx bk2 sin kx,


,

'

-+
d2y

n
2

- = -k xy,
dy

from which the result follows.


This result, which is a relation between x,

y, dy/dx,

d 2y/dx 2

is

called a differ-

As it does not contain the constants a, b, it could be regarded as


the result of eliminating these constants from the given equation by use of the
derivatives of y. The converse problem (of finding the function y in terms of x
when the differential equation is given) is more difficult; some manageable
ential equation.

cases are discussed in Ch.

5.

THE DERIVATIVE.

72
If x

(ii)

cos 3

t,y

dy

dy Jdx

dx

^y =
=
Calculate

(iii)

h sin

t,

APPLICATIONS

find d yjdx in terms of t.


sir 2 t cos t
36 sin

3a cos
c 2 1 sin t

= j^

jdx
j

dt

~ sec2 ^( "~ ^ a cos2 * sm


^

d2y/dx 2 ifyis

3a

a3

aty

x 2 + ay + (ax + y 2 )-f

Derive both sides of (a)

0.

(a)

wo a;:

2{x a
[

(a).

tt^2 sec * * cosec

wo x:

i.e.

by using

defined implicitly by the equation

Xs + 3axy + y s
Derive both sides

[3.53

dt I dt

(dy}j

ax+y 2

\ax+y 2 /

After some calculation, this reduces to


2

xy* a 3xy + x*y + 3ax 2y 2


(ax + y 2 ) 2
3
3
_ oXy y + 3axy + x* a
2 2

(ax+y

from the given equation.

d 2y
^
dx 2

Hence

0.

The result is explained thus: the given equation can be written


(x + y

and the second bracket

a) (x2 + y 2 + a2 xy + ax + ay) =

0,

is
2
K(* - V? + (* + ) + (2/ + ) 2}.

which
is

is

zero.

isolated point

d 2y/dx 2
(iv)
is

y except x y a, when the expression


or x + y a = 0. The 'curve' consists of the
the straight line x + y = a. It is now clear why

positive for all values of

Hence

either
(

= y = a,

a, a) and

0.

Derivatives of the inverse function. Ify = f(x) has derivatives,


= g(y) which also has derivatives, express

an inverse function x
d 2x

dzx

dy

d 2y

d3y

and there

APPLICATIONS

THE DERIVATIVE.

3.53]

We have by

3.2 (5) that

Hence

dy2

dx

1
_ (dyy

dy

\dx)

dy\\dx/

dx

\dx)

dx\\dx)

_^y/(dy\

iX

73

dy

\dx)

dx 2 / \dx)

=
~

Similarly,

dy*

~dy[dx*\dx)

_{ d^y(dy\~ 3

dx [dx 2 \dxj

dx

dy

_{(dy\- d*y__ (dy\-* (d*y\*\


\\dxj dx3
\dx)
\dx2) f
3

(dyy*
\dx)

'

\dx2)

dx'dxfj \dx)

Exercise 3(b)

d yjdx for

Calculate

the following functions y.

x3

s2 + 4

4 cos 2 a;
7 If y
8 If y

{x+l)(x-2)

sin a;

sin a;.

"* 2

6 cos (m sin -1 x).

(x 4= 0).

= a cos mx + b sin mx, find d2y/dx2 in terms of y.


= xf<J{a 2 x 2 prove that
),

(a

x)
dx2

9 If y

Vl 1

tan -1

x,

-*x

dx

prove that

+2
o
*'>B *I=
10 Ify = tana;, prove that y' = 1+y 2 Derive this equation twice wo x, and
hence obtain the values of y', y", y"' when x = 0.
(i+

Write down expressions for the first five derivatives of the following functions, and
by inspection try to write down a formula for the nth derivative.
11

xm for

12 sinx.
* 16

(i)

m a positive integer;
13

(ii)

Prove that the nth derivative of


ftn !) {( 1

m not a positive integer;


14 {ax + b) m

cos a;.

l/( 1

- *)-- + (

a;2

- 1 )"

(iii)

m = 1.

15 sin (a* + 6).

is

+ a;)-"-!}.

17 If tt, v are functions of x, obtain d2 (uv)/dx 2 d3 (ttt>)/efc3 in terms of u, v and


their derivatives (supposed to exist). Can you write down di (uv)jdx i without
further calculation?
,

THE DERIVATIVE.

74

Find dyjdx and d 2y/dx 2 when y


18 y 2

is defined implicitly

19 x 3 + y*

4ax.

APPLICATIONS

Find dy/dx and d 2yjdx2 in terms

[3.6

by

*20 x 6 + y6

Saxy.

of the parameter

from

Sax V-

the following pairs of

equations.

21 x

23 x

at 2 ,

22 x

2at.

a(cos0 + 0sin0), y

25 Ify

sinnd and

a:

acos0, y

6sin0.

6(sin0-0cos0).

sin 0, find dy/rife

24 x

x(t),

y(t).

and d 2y/dx 2 and prove that


,

/
*26 Writing
a, b for y
2/72!, y"'/3l and
1/3 !) d3x/dy s , express bt a 2 in terms of t, a,
,

r, a, /?

for dx/dy, (1/21) d 2x/dy 2 ,

Some easy work on partial derivatives of first and second orders


now be done, e.g. 9.11-9.24 (1), and Ex. 9(a), nos. 1-4, 6, 7, 10,

could

12-15.
3.6

Increasing

and decreasing functions; maxima and minima

3.61 Function increasing or decreasing at a point


If f(x)

is

defined at

and near x =

and

a,

if f(x)

< f(a)

for all values

of x just less than

a, while f(x) > f(a) for all values of x just greater


than a, then we say that f(x) is increasing atx = a.A similar definition
can be stated for f{x) is decreasing at x = a'.
(

Iff (x) exists when x = a and f (a) >


Proof.

We have

where n ->

when h -+

>

0,thenf(x) is increasing at x

a.

Hence

for all h sufficiently small (positive


have
the
same sign as /'(a), i.e. it will be
+
positive; and so f(a + h) f(a) will have the same sign as h. Thus, if
h < then f(a + h) < f(a) and if h > 0, f(a + h) > f(a). Therefore f(x)
is increasing at x = a.
Similarly, iff'(a) < 0, thenf(x) is decreasing atx = a.
The converses may be false; e.g. f(x) xz is increasing at x =
according to the above definition, yet f'(0) = 0.

or negative), f'(a)

rj

0.

will

3.62 Definition of
(a) f(x)

has a

maximum', 'minimum'

maximum value &tx = a if f(a)

f(x) in the neighbourhood of a;

i.e. if for

is

the largest value of

some sufficiently small positive

number n we have
f(a)

> f(x)

for all

for

which

<

[re

aj <

v.

THE DERIVATIVE.

3.62]
(6)

f(x) has a

minimum value a,tx

f(x) in the neighbourhood of a;

/(a) <f(x)

for all

75
APPLICATIONS
= a iff{a) is the smallest value of

i.e. if

< \x-a\ <

x for which

maximum

ij.

minimum

value oif{x), then a is


called a turning point or extremum oif(x), and /(a) is called a turning
If x

(c)

a gives a

or

value.

Remarks
Although in definition (c) we used 'point' for 'value of a;', we
are not implying any dependence on graphical illustration; but the
language is convenient and suggestive.
neighbour(/?) Since the terms 'maximum', 'minimum' refer to a
the same
=
necessarily
is
not
value
maximum
point
x
a,
a
hood of a
(a)

'

'

'

'

as the greatest value of the function, because the latter

is

relative to

the values of the function over the whole range of x for which

A function may have several different maxima,

defined.

may

not possess a 'greatest value'. There

is

it is

and may or

a similar distinction

it is no contrabetween 'minimum
diction that a function may have a maximum value which is less than
a minimum value; e.g. see 3.66, ex. (i).
(y) If f(x) is defined only for a < x < b, then the end-points x = a,
=
x
b of this interval are excluded from the title 'maximum' or

value' and 'least value'. Further,

'minimum' because they have no 'neighbourhood'. They may of


course correspond to greatest or least values of the function.

The above definitions and remarks are given and illustrated graphically in most elementary courses on Calculus, and the following results
obtained from graphical considerations.
{A)
(B)

We find possible turning points x by solving/'(a;) = 0.


We test each root x = a (to see whether it actually

gives a

turning point, and also to distinguish between maxima and niinima)


either by considering the sign off'{x) as x increases through a,
by finding the sign of f(a).
or

our purpose in 3.63-3.65 to establish these results directly


from the definitions (a), (b) above, independently of graphical considerations. For subsequent illustration we observe that, according
It

is

to these definitions,
(i)
(ii)

x and x$ have a minimum at x = 0;


Xs has neither maximum nor minimum at x
4,

0.

THE DERIVATIVE. APPLICATIONS


For in each case /(0) = 0; in {i),f(x) > for x # 0, but in
76

f(x)

<

for

and f(x) >

x <

for

x >

[3.63

(ii) we have
The reader should confirm

0.

this graphically.

3.63 Iff(x) is derivable at a maximum or minimum, thenf'(x)

In the proof of this theorem (and later in 6.21)

we

there.

require the

following

Lemma. If<j){x) > for all xjust greater than a, and if'<fi(x) approaches
a number I when
+ then 1^0.
For if I < 0, then since <f>(x) can be made as close to I as we please
for all x sufficiently near to (and greater than) a, there would be such
values of x for which <f>(x) would be negative, contradicting that

x^a

> 0.
The necessity for allowing I =

<f>(x)

<j>{x)

is

by the

illustrated

case

= (x l)i when x -> 1 +

There are similar results when

<f>{x)

<

and

x->a+

or

a;

Proof of the theorem

Suppose x = a gives a minimum of f{x). Then f(x) f{a) >


x sufficiently near a. Hence

for

all

/(*)-/()

xa

From

>

when

x >

a.

the hypothesis, this fraction has the limit f'(a) when x -> a
(ii) of 3.11). Hence in particular it will

in any manner (see equation

approach the value


f'(a)

>

when x->a +

/'(a)

and

so

by the Lemma,

0.

Similarly, since

nf(

)
'

n,

xa

we may

let

conclusions,

x ->

a and

)
'

<

when

x <

conclude that f'(a)

we have f'{a) =

a,

0.

Combining the two

0.

A similar proof and result holds if x = a gives a maximum.


Remarks
(a) The converse of this theorem may be false: a root off (x)
may
not give either a maximum or a minimum. For example, if f{x) = x3
then /'(a;) = when x = 0, but x = is not a turning point.
(/?) Not all maxima or minima may be given by f'(x) = 0: they may
,

77
APPLICATIONS
occur where f(x) is not derivable. For example, if f{x) = x$, then/'(0)
does not exist (3.12, ex. (i)); yet x = gives a minimum.
minima are to
(y) In view of (a), (/?) we may say that maxima and

THE DERIVATIVE.

3.64]

be sought

the values of x for

among

A root oif'(x) =

'Change of sign'

3.64

If

(i)
(ii)

<
>

f'{x)
f'(x)

then x

is

for all x greater

a minimum point

(see 3.52). Since


a,

by

(i)

(iij/'fo)

any x 2

for

increasing at x2

Thus in a

andf'{a)

a,

0,

and sufficiently near to a, while


than and sufficiently near to a,

i.e.

off(x).

implies that /(#) is continuous at and near x

<

for

any xx less than and

decreasing at xx

f(x2 )

is

i.e.

Corollary
(ii)' f'(x) >

1.

sufficiently

i.e.

> f{a).

neighbourhood of a, f{a)
a gives a minimum of(x).

sufficiently small

value of f(x);

f{xx ) >f{a). Since


greater than and sufficiently near a, f{x) is

hence by 3.61 f(x)

>

f'{x 2 )

for all x less than

Proof. Hypothesis

near

is zero or non-existent.

test

and near x

f'(x) exists at

which f'{x)

called a stationary point oif(x).

is

Replacing condition

(ii)

is

the smallest

by

for all x less than and sufficiently near to a, and

f'{x) < d for all x greater than and sufficiently near to a,


we could prove that x = a gives a maximum off{x).

Corollary

2.

Iff'{x) does not change sign as

increases through a,

= a is not a turning point.


For if f'(x) > on both sides of a, then in some neighbourhood of
a we have f(x) < f(a) for x < a and f{x) > f(a) for x > a; i.e. in this
neighbourhood these are some values of f{x) greater and some less
than f{a). The definitions (a), (6) in 3.62 are not satisfied. Similar
remarks hold iff'{x) < on both sides of a.
An example is f{x) = x3 f\x) = 3z2 > on both sides of x = 0,
then x

which is therefore not a turning point.


3.65 'Second derivative' test

If

(i)

continuous atx

f'(x )

(ii)

f'(a)

(iii)

f{a)

exists

then

x=a

f{a) <

a,

0,

gives

and

is not zero,

a minimum of f(x)

if f"{a)

>

0,

and a maximum

if

0.

Proof. If f(a)
see that f'{x)

is

>

0,

then by 3.61 applied to the function f'(x)

increasing at x

a.

Since f'(a)

0, f'{x)

we

increases

THE DERIVATIVE.

78

APPLICATIONS

[3.66

through the value zero: in the neighbourhood of a we have f'(x) <


for x > a. Hence by 3.64, x = a gives a
for x < a and f'{x) >

minimum.
If f(a) <

then f'(x)

0,

increases through a,

i.e. it

is decreasing through the value zero as x


changes from positive to negative. By 3.64,

= a gives a maximum.
Remark. If /"(a) = 0, the test is indecisive,

Corollary

1,

for

may give a
= for both

or neither. For example, f"{0)


x1 and x3 but x = gives a minimum of x*, and is not a turning point
of x3 When this happens we must revert to the more fundamental

maximum, a minimum,
;

test

by 'change of sign'

3.66
(i)

(3.64).

Examples
f{x)

= x+-.
X

f'(x)

and

f'(x)

when

1.

Fig. 38

As f(x)

is

easily found,

we can

test these stationary points

by using

3.65.

We have
/'(*)=-,,

and so r(l)>0, /*(-l)<0.

Hence x - 1 gives a minimum value


minimum, viz./( 1) = 2.

oif(x), viz./(l)

2;

and x - -I gives a

APPLICATIONS

THE DERIVATIVE.

3.66]

The maximum

than the

is thus less

minimum

value. Further, f(x)

79
has no

greatest value because it can be made as large as we please by taking x sufficiently


large, or sufficiently small, and positive; similarly /(*) has no least value.

Cf.Ex.

1(a), no. 11.

(n)/( * x)
It

lBx2 -Sx+5

fa--lte + S-

can be verified that

{X)i

-28(te-2)(2s+l)
(6xi -16x + S) 2

'

except when 5#a 1 6x + 3 = 0, i.e. when x = $ or 3. For these values the function
when x = f or \.
itself is not defined. We have f'(x)
For testing these stationary points the 'change of sign' method of 3.64 is
obviously better, owing to the evident complexity of the expression for f{x).
Since the denominator of f'(x) is positive for all x except \ or 3, we need consider only the change of sign of the numerator.

11

'J
l

-i

o
I*

13

-l

Fig. 39

When x increases through $ ,f'(x) changes from positive to negative, so that


= gives a maximum value, viz. /(f) = 1. When x increases through
f'(x) changes from negative to positive; x-=\ gives a minim um value
a?

/(-*) = !
Again the maximum

is less

than the minimum; and the function has no

greatest or least value, because it can be made as numerically large as we please


by taking x sufficiently close to \ or 3.
This function could also be discussed by an algebraic treatment as in 1.41,
ex. (iv). Its graph, sketched by the methods of 1.41, is shown (not to scale)
in

fig. 39.

'

THE DERIVATIVE.

80

APPLICATIONS

[3.7

Points of inflexion of a curve

3.7

3.71 Definition

A point

and determination

of inflexion off(x)

a point where f'(x) exists and has a

is

turning value.
Geometrically, a point of inflexion of the curve y = f(x) is one at
which there is a tangent which has maximum or minimum gradient.
Applying 3.64 to the function f'(x), we get the following theorem.

If

(i)

(ii)

/"(#) exists at

then x

and near x

a,

andf{a) =

0,

f"{x) changes sign as x increases through a,

is

a point of inflexion

off(x).

For, under these conditions, /'(a)

is

a turning value off'(x).

Remarks
(a)

The change of sign off"(x)

is essential: roots

minimum. If f(x) = x*, then


f"{x) = lx% is zero when x = 0, but does not
exist when x < 0; thus x =
cannot be a point
x

gives a

of inflexion:

it is

a cusp in this example.

The gradient at a point of inflexion can


have any value, for f'(a) is not mentioned in
(/?)

the above theorem:

it is

either a

maximum

of f"{x)

not always give points of inflexion oif(x). For example,


then f(x) = 12a;2 is zero when x = 0, but

if f(x)

may
= x*,

or

minimum

f'(a)

0,

value of f'{x). If it happens that


then x = a is a point of stationary
Flg< 40

inflexion.

Examples

= 6x 6 25x* + 9.
60x*(Zx z -5). Hence f"(x) =
when x = or VISince f"(x) does not change sign as x increases through zero, x =
is not a
point of inflexion. (It is in fact a minimum, by using 3.64.)
f(x) changes from negative to positive as x increases through ^/f and from
positive to negative as x increases through ^/f Each therefore gives a point
of inflexion.
(i)

Find

the points of inflexion of f(x)

We find that f"(x) =

(ii) If f"{x) is continuous, an inflexion occurs between consecutive maxima


and minima.
For at a maximum x^f'^Xy) < 0; and at a minimum x2 ,f"(x 2 ) > 0. By the
continuity of f"(x), it must be zero for at least one point x3 between xx and x t
(2.65), and changes sign as x increases through x 3 Hence x 3 is a point of inflexion.
.

THE DERIVATIVE.

3.72]

APPLICATIONS

81

Summary

3.72

The

= f(x)

points of a continuous curve y

can be

classified as

follows.
^singular points

points of greatest
or least value (3.62,

does
not exist are

f'{x)

Remark

(y))

/maxima

to

to

+)

(from

turning points
(iff'(x)

Points of/

/'(*)

y=f(x)
where

changes sign)

=
\mimma

{stationary

(from

points) are

stationary inflexions!
general inflexions
/
/'<*)

(if

turning
points of f'(x))

(points of
increase or

decrease) are

ordinary points

3.8

A theorem suggested geometrically

3.81

The mean value theorem

Given a continuous curve AB, at every point of which there is a


(cf. 2.15), fig. 41 suggests that there is a point P on the curve
between A and B at which the tangent is parallel to the chord AB

tangent
(even

if

AB is itself tangential to the curve at A or B or both). There

may be several such points P (fig. 42). If the curve is not continuous
the result may clearly be false; e.g. fig. 43 shows the graph ofy = -ljx
for

which every tangent has positive gradient but the gradient of

AB is negative.
Let y =f(x) be the equation of the curve, and let A, B, P correspond to x = a, b, . Then we are supposing that/(z) is continuous for
a ^ x ^ 6, and that f'{x) exists for a < x < b. The property can then
be expressed as follows.
tff( x )

continuous for

then there is at host one

a^x ^b

number such

w>=m.
6

and

iff'{x) exists for

a < x <

that

(a<l<b)

GPM

b,

THE DERIVATIVE.

82

APPLICATIONS

[3.82

This result (the first mean value theorem) will be established without
appeal to a figure in Ch. 6. Meanwhile we assume it, and use it to

make the following important deductions.

Fig. 43

Fig. 42

a^x^b

and f'(x) = for all x in


^ x ^b.
Let x v x % be any two numbers such that a ^ x x < x 2 ^ b. Then by

3.82 // f(x) is continuous for


a < x <b, thenf(x) is constant for a
3.81 applied to the interval

for

some number between x1 and x2

/'()

0, this

shows

that/^)-/^) =
# x2

value for any pair of numbers xx


is

constant for a

This theorem

^x
is

i.e.

0,

between a and

6.

so that f(x) takes the

satisfying a

^x<

Since

same

6; i.e. f(x)

s$ b.

the converse of 3.11, ex.

(i).

The hypothesis that /'(a) is zero for a < x < b implies (3.12) that f(x)
continuous for a < x < b. If we do not include continuity at x = a and x =
the theorem may be false. For example, if
f(x)
then/'(a;)

=1

= 0for0<a;<

(0

<x<

1),

1(3.11, ex.

(i)),

/(0)

is
b,

= /(l),

but/() is not constant for

<x<

1.

THE DERIVATIVE.

3.83]

APPLICATIONS

83

Corollaey. // f(x) and g(x) are continuous for a x < 6 and


f\x) = g'(x)for a < x <b, thenf(x) g(x) is constant for a ^ x < 6.
This is proved by applying the theorem to <fi(x) =f(x) g(x). The
result, which can be worded 'if two continuous functions have the
same derivative then they differ by a constant is basic for integration (4.11).

3.83 Function increasing or decreasing throughout


Definitions,

(a)

The function

an

interval

f(x) is increasing in the interval

a < x < b if for any numbers xv x2 such that a < xx < x2 ^ b, we have
f( xi) <f( x 2)- (&) If we have/(x1 ) >f(x 2 ), then f(x) is decreasing in the
interval a ^ x < 6. (c) In either case f{x) is said to be monotonic in
a ^ x < b (cf. 2.77).
,

The definition (a) should be compared with that of 'function increasing at


a point' in 3.61. The fact that/(cc) is increasing at the point x does not necesfor
sarily imply that f{x) is increasing throughout some interval containing x
details and an example the reader may consult Hardy, Pure Mathematics
(7th-10th ed.), foot of p. 233, and p. 236, penultimate paragraph.
Further, iff(x) is known to be increasing at each point of a < x < b, one may
be tempted to conclude that f(x) is increasing in the interval a < x < b. Although
this is true, it is not obvious from the definitions (loc. cit., p. 208, ex. 19). We
now give a proof of this property, assuming that/'(a;) exists in a < x < b. The
:

converse property

//

(i)
(ii)

is

of course always true.

f(x) is continuous for


f'(x)

>

thenf(x) is increasing for a


If a

Proof.
*i

< x ^ x2

^ xx < x2

s$

b,

fM _ fM =

a ^ x ^ b,
< x < b,
x ^ b.

throughout a

then by 3.81 applied to the interval


(aj>

^ ff{0

{Xx<i<

Since
> 0, and/'() > by hypothesis (ii), hence f(x 2 ) >f(x 1 ).
The result follows.
Corollary 1. Replacing condition (ii) by
(ii)' f'(x) <
throughout a < x <b,
we can prove that f(x) decreases for a < x < 6.
Corollary 2. Iff'{x) > Ofor a < x <b andf(a) ^ 0, thenf(x) >
for a < x ^ b.
For if a < x < b, then f{x) >f(a) > 0.
~~~~

Cobollaby

3.

Replacing condition

<x <b

(ii)

by

k (where f'{x) may


except when x
for a
f'(x)
x < 6.
or zero, or negative), then/(x) is still increasing for a
(ii)"

>

be undefined,

For the conditions of the theorem are satisfied by f(x)

in each of the intervals

a^x^k, k^x ^b (sincef'(x) is required to exist only for a < x < k,k < x < b).
6-2

THE DERIVATIVE.

84

APPLICATIONS

[3.83

Hence f(x) increases for a s% x < and for k < x < b and therefore for a ^ x < 6.
For example, f(x) = x z is increasing for all x, although /'(0) = 0.
The result can be extended to allow any finite number of points h where
f'{x) is not positive.

Examples
Iff(x)

(i)

Deduce
f(x)

is

>

2a;/7r /or

continuous, and

<x<
>

\tt,

if

f (a?) =
If

= 0, prove that f(x) increases for < x ^ \rt.


< x ^ ^tt, with equality only when x or \ir.

c/sina; (x 4= 0),/(0)

that sin a;

then cos a;

0,

sina;

a;cosa; =

cos a; (tan x x)

sin 2 x

>

and

sin 2 x

tana;

>

(cf.

2.12, inequality

(iii)),

so that

0. Hence f(x) is increasing for


<x
f'(x)
It follows that, if
then f(x)
<x<
sequently sin x
or when
2xjn. When x =

>

If

<x<

see Ex. 3
(ii)

(c),

\tt,

we now have 2x/n <

sin a;

< \tt.
< f(in), i.e. a;/sina; < \tt, and conx = \tt, the two sides are equal.
< x (cf. 2.12, inequality (iii)). Also

no. 19.

= a + b + x Z(abx)* for x
a + b 2 ^{ab), and deduce that for c > 0,

// a, b are positive constants andf(x)

that the least value off(x) is

a + b + c-3{abc)*

>

0,

prove

^ a + b-2j(ab)

with equality only when c = *J(ab).


If x > 0, f'(x) = 1 (ab)i aHL Hence f'(x) >
according as x ^ *J(ab).
Hence for < x < ^(ab), f(x) is decreasing; and for all x > j(ab), f(x) is increasing. The minimum at x = *J(ab) is therefore the least value of the function
for x ^ 0, and f(x) >f(J(ab)) for x >
unless x ^J{ab); i.e.

a + b + x- 3(abx)l

>a + b + J(ab) - 3{(a6)*}*

= a + b-2*J(ab).
a = 6 (1.22(1)), we

Since a + b 2y/(ab) >


unless
have a + b + c > 3(a6c)*
unless a = b = c. The example can be generalised to give a proof of the theorem
of the means (1.22(2)).

Exercise 3(c)

Find

the stationary points of the following functions,

them. Also find


1

2a;

any

and distinguish between

other points of inflexion in nos. 1-3, 6.

+ 3a; 2 -12a; + 7.

2 x & + 6x3

(x-l)(x-B)

9x
(a;-l) a '

5a;

+4

'

5 a cos x + b sin x (verify the results trigonometrically).

6 a cos 2 a; + 6 sin 2 a;, 6

>

>

0.

7 2 cos x + sin 2a;.

8 Show that (a? + 5) 2 (a; 8 10) has a minimum


turning points and its points of inflexion.

when x =

1.

Find

its

other

9 f(x) is defined by f(x) = 2a;(a;-l) if x > 1, f(x) = (a;- 1) (a;- 2) (a;- 3) if


1. Verify that f(x) andf'(x) are continuous for all values of x, and find the
turning points and inflexions off(x).

APPLICATIONS

THE DERIVATIVE.

3.9]

85

10 It is sometimes asserted that 'between two consecutive maxima of a


continuous function occurs a niinimum'. Show that this may not be true byconsidering the function f(x) in the interval 3n < x < Sit, where f(x) = cosx

< n),f(x) = 1 n < x < n).


= 4 cos 3 d 3 cos 6, we may put x = cos 6 and consider instead
3
<j>{x) = 4x 3x. Verify that <j>(x) has just two turning points, x =
but that
f(d) = cos 30 has infinitely many turning points, given by d = $nn for all in(x

11

n,

If f(6)

tegers n. Explain this apparent contradiction.

12

Show that

the stationary points on the curve xs + y a

Hence show that they are x =

0,

Bxy satisfy x %

y.

^2.

13 Post Office regulations require that the length plus girth of a parcel shall
not exceed 6 ft. Find the maximum volume if the cross-section is (i) rectangular
(ii)

circular.

AB, GD are cables of equal length. The strain which any section of AB
can stand varies as the cube of its distance from B, and the strain that any
section of CD can stand varies as the cube of its distance from D. The strain
that can be carried at A is four times that at G. The cables are now woven
together so that D coincides with A, and G with B. How far from B is the
weakest point of the composite cable?
14

15 A conical tent has a given volume. Find the ratio of height to diameter of
base for the area of canvas to be a minimum.

*16

Show

that y

(x %

2x + 4)/(x2 + 2x +

4:)

has three points of inflexion,


= x/{x 2 + 2x + 4).

on the line x + Zy = 5. [y 1 = 4f(x), where f(x)


The condition f(x) = is found to be x a -12x-S = 0, i.e.
which

lie

{x-2){x* + 2x + 4:)-\2x

The coordinates of the points of inflexion therefore

*-2 =
17 If f(x)

12/(tf)

0.

satisfy

-3(2,-1).]

when x
cos x 1 + %x 2 , prove that f'{x) >
cos a; > 1 \x2 . What happens when x = 0?

x + 0,
18 Using no. 17, show that sina; > x \x z when x > 0.
19 Extend the result of 3.83, ex. (i) to the interval \tt <S x
Hence prove that
^. _
sin x >
for
^ x ^ n.
for all

<

>

it.

0.

Deduce that

[Puty

= n x.']

value of x 2y 3 where x and y are positive and


method of 1.22, ex. (ii).)
21 lff(x) = xr 1 r(x 1) and r > 1, prove that for x > the least value of
and occurs when x = 1. Show that this is also true when r < 0. When
f(x) is
x > 0, x # 1, and r > 1 or r < 0, deduce the inequality xr 1 > r(x 1). Prove
a corresponding result when < r < 1.

20 Prove that the


+ = 1, is 2 2 3 /55
.

3.9

greatest

(Cf.

Small changes. Differentials

3.91 Small changes


If y

= f(x) is derivable at x =

a,

then as in 3.12,

;;

APPLICATIONS

THE DERIVATIVE.

86

[3.91

For small values of h we therefore have the

where 7) -> when h ->


approximation

0.

i.e.

/( + *)-/()

or (less precisely)

(")

4=

(J/U

(iii)

The approximation in (i) (iii) is in general correct 'to first order


h For tj is small when h is small, and so hr\ is small compared with h
but hrj may not be small compared with any power of h higher than

in

'

the

first:

see

Ex. 3

Referring to

By

fig.

no.

(d),

7.

PR =

36 of 3.11,

= PJRtan^ =

8x,

QR =

8y and

tan^ =

dyjdx.

The approximation is therefore equivalent to replacing the step RQ to the curve by the step RT to the
tangent; QT represents the error: cf. 6.42, Remark (/?).
Result (i) should be compared with that of 3.81 when b = a + h, viz.
(iii),

8y

JtT.

f(a + h)f(a)
J J

(a)

The

..

(a<<a + h).
.

=f(Z)

latter is exact, although the

(iv)

number is known only

to He

somewhere between a and a + h.


(b)

The approximation
while

a,

(iv)

(i)

assumes only that f(x) is derivable at


< x < a + h.

requires f(x) to be derivable for a

Examples
(i)

Calculate f(x)

= 6x-7,

f\x)

3a;

(ii)

(iii)

5.

Hence by

(ii)

above,

= /(2) + 0-015 x 5 = 6 + 0-075 =

f(x) = $x, a=
= ^. Hence

125,

/(126)

Then

1.

# g+^ #

6-075.

f'(x)

Jar*,

a small error Sb in

/(125)

5,

and

5 013
.

calculated from the formula S = \bc sin A. Find


S owing to (a) a small error 8A in A (measured in radians)

The area Sofa triangle is

the approximate error in


(b)

6,/'(2)

2*015.

Calculate ^126 approximately.

Take
/'(125)

7a; + 8 approximately when x =

and/(2)

/(2-015)

b.

(a)

8S

JO

A=

\bc cos

A 8A.

CLjCJL

(6)

8S

= ^-8b =
do

icBinASb.

(iv)

87
APPLICATIONS
suppose there were simultaneous errors 8b, 8c, 8A in b,c, A. The

THE DERIVATIVE.

3.92]

In ex.

(iii)

S is then, from first principles,


88 = U*> + $b) (c + 8c) Bin(A+8A)- \bc sin A
= %(b8c + c8b)sin A + \bccoaA8A
if we expand the brackets, use the approximations sin 8A = 8A and cos 8A =

error in

1,

and neglect all products of the expressions 8b, 8c, 8A.


The result shows that 8S is approximately what is obtained by adding together the approximate errors in S which would have been caused if the errors
8b, 8c, 8A had occurred separately. We return to this matter in 9.33.

Exercise 3(d)
1

Calculate tan 45 16' approximately.

[Use d{t&nx)/dx

= -^naeo^x,

x in

degrees.]

2 Give the approximate error in the volume of a sphere when calculated


from the formula V = %nra if the radius is in error by 8r.
~
3 Taking f(x) = xm , obtain the approximation (x + h) m = xm + mxm xh for
,

small h.

4 If 6 is a small angle in radians, prove tan (a + 6) = tan a + 6 sec 8 a.


5 If pv = RT where R is constant, find the approximate error in v due to
(i) a small error 8p in p only; (ii) small errors 8p, 8T in both p and T.
6 If y

= uv/w,

prove

y
[Consider

wy =

'

'

uv.]

*7 Find the function rj in 3.91 when f(x) is (i) x % ; (ii) x3 ; (iii) 1/x. Verify that
m does not when
is
ij/h tends to a limit when h -> 0, but that in general rj/h
a constant greater than 1; state the exceptional case in (ii).

3.92 Differentials
(1)

The symbol dyjdx

for the derivative, although of fractional

appearance, has been defined as a single indecomposable symbol to


represent lim dyjdx

and so

separated,

when

this limit exists.

The parts

far are meaningless alone.

dy,

dx cannot be

The most we have done

it in the 'operational'
towards splitting the symbol dyjdx is
form (djdx) y. We now define dy, dx separately, in such a way that the

to write

dy + dxis equal to the derivative of y wo x.


Ify= f(x) is derivable at x, then

quotient

Sy=f'(x)8x + vSx,
where

i\

is

(i)

a function of 8x (and usually also of x) which tends to zero


0. In 3.91 we deduced for small dx the approximation

when dx ->

8y=f\x)8x.

(ii)

THE DERIVATIVE. APPLICATIONS

88

[3.92

We now define dy by the equation


dy=f'(x)8x.
This equation also defines dx; for dx

we have f'(x) =

In this case

ex.

1 (3.11,

dx

and we may rewrite equation

(iii)

is

(iii)

dy when y

is

the function

so that

(ii)),

Sx

(iv)

more symmetrically as

dy=f'(x)dx.
shows that dx

(iv)

in general dy

4=

8y,

8y

and

in general

= dy.
dy = tan
8y

In
ijr.

(i)

dy + v8x

The approximation

#= 0.

7)

36 of 3.11,

fig.

PR = RT.

(v)

with the arbitrary increment 8x; but

is identical

because by

x.

PR =

Hence dy

is

dx

(vi)
(ii)

can thus be restated as

QR =

dx,

represented

8y, and by (v),


by the step to the

tangent.

On
is

dividing (v)

by

the quotient dy -t- dx.

two ways:

in

(a)

as

we see that dyjdx = f'(x), where here dyjdx


The symbol dyjdx can therefore be interpreted

dx,

Mm8yf8x\

(b)

as dy-i-dx.

No

confusion arises,

Sx->0

because the results are the same, namely, the derivative f'(x) of

V =/(*)
Definition,

dy is called the

differential of y,

and dx is the differential

of x.

In

(v), f'(x) is

the coefficient of the differential dx in the expression

Consequently, the derivative f'(x)


differential coefficient of y wo x.

for dy.

is

sometimes called the

In some books and examination papers the approximation (ii) is


is, differentials are confused with small
increments. By definition, relation (iii) and hence (v) are exact.
written dy =f'(x)dx; that

(2)

Invariance property. Suppose

now

that y =f(x) and x

are derivable functions; then

by

and so

= f'(x) <f>'(t) dt.

By

(v) applied to

dy
<f>{t),

dx

<f>'{t)

3.2 (4)

dt.

Hence we

dy =f'{x)dx.

still

have

<j>{t)

THE DERIVATIVE. APPLICATIONS

3.93]

89

Thus (v) is more general than it appears to be at first sight, for in


the argument leading to (v) x was the independent variable; we have
now shown that the same relation is true even when x is not the
independent variable in f(x), but is itself a function. We may summarise by saying that formulae in differentials are valid whether the
variable is independent or not. The technical convenience of differentials arises from this property, especially in geometrical applications of the calculus (Ch.

8).

Second-order differentials. Since d 2y/dx 2 (as defined in 3.51) is also a


composite symbol, we may enquire whether the part d 2y can be defined alone
in such a way that (Py-^-(dx) 2 = f"{x). It can, but we shall not do so here
because such 'second order' differentials lack the advantage which 'first
order' ones possess: there is no invariance property because in general
(3)

/dx\ 2

see Ex. 3

(e),

no. 22.

3.93 Differentiate functions


Definition.

The function y = f(x)

is differentiable

near x, and the increment 8y caused by changing


in the form
8y = A8x + e8x,

at

a;

if it is

defined at

and

xtox + Sx can be expressed


(vii)

where A is in general a function of x, but is independent of 8x, and e is in general


0.
a function of both x and 8x which tends to zero when Sx
In this case, (vii) gives 8y/8x = A + e. Letting 8x -> 0, the right-hand side
of this equation tends to A. Hence lim 8y/8x = A, so that the function f(x) is

and

derivable at x
f(x)

is

is its

differentiable at

derivative, f'(x).

a point, then

it is

We have therefore shown that, if

also derivable there.

if f(x) is derivable at x, then (i) holds, and equation (vii) is


with A =f'{x) and e = 1J. Hence f(x) is also differentiable at x.
It appears that, for the function /(x), the properties of being derivable and
of being differentiable are equivalent: one implies the other. It is thus customary to speak of differentiating f(x) wo x when we mean the process of calculating /'(a?), i.e. of deriving f(x). Strictly, to differentiate y =f(x) is to write
down the equation (v) for its differential dy; but (v) shows that we may pass
directly from differential to derivative on dividing by dx, and conversely, any
equation involving a derivative can be converted into one between differentials

Conversely,

satisfied

by multiplying by

dx.

In view of the equivalence of 'derivability' and 'differentiability', the


reader may wonder why the two concepts were introduced. When we consider
functions of more than one variable in Ch. 9 we shall define 'differentiable
function and differential in essentially the same manner as here, but we shall
'

'

'

find that 'derivability'

we

and

venience, which

is

no longer equivalent; and


by their great technical con-

'differentiability' are

shall justify the introduction of differentials

not so well illustrated by functions of a single variable.

THE DERIVATIVE. APPLICATIONS

90

Miscellaneous Exercise 3(e)


Calculate the derivative of

a;2 )* sin -1 a;.

cos

tan -1 (n tan x).

a + b cos x
4 sin -1 ,
b + a cos x

cos- 1 {2a;(l-a; 2 )i}.

6 tan" 1

sin -1

Show that each

(since).

(1

if

<

b.

^-.
1

a;

-1
2
x.
^/( 1 x ), and explain why the result is also the derivative of cos

2 8in-

/t
Sj

has derivative

of the functions

2tan-

ab

aJ

sin-f

ax

^>t-\
ab

a;) (a; 6)}.

Calculate the nth derivative of

x+

Prove

#3

10

-4

11

sina?sin3a;.

(a:-l)(a:-2)

the following properties of

12 If/(a;)

is

divisible

a polynomial f(x).

by (x a) m

then/'(a;)

Conversely, iff(x) is divisible by a; a


then in fact f(x) is divisible by (x a) m .

13

is

divisible

and /'(a;)

is

by

(a;

a) m_1

divisible

by

(a;

a) m_1

has at least one root between


14 If a, b are roots of f(x) = 0, then f'(x) =
a and 6 (Rolle's theorem for polynomials). [Suppose a, b to be conseewtfive roots.
Write f(x) = (a: a) m (x b) n g(x), where g(x) has the same sign for a < x ^ 6.
Verify that /'(a;) = (a: a) m_1 (a; 6) n_1 ^(a;) where ^(a), h(b) have opposite
signs, so that h(x) and therefore /'(a;) is zero for some x between a and 6.]

can lie between consecutive roots of


root of f(x) =
are consecutive roots of f\x) = 0, and if possible let
there be two roots a, b off(x) = between them. Use no. 17 to show there would
be a root x = c' off'{x) = between a, b, i.e. between a' and 6'.]
15

f'(x)

Not more than one

0.

[Suppose

a', b'

16 There is a root o f'(x)+Xf{x) =


between any pair of roots of f(x)
[Begin as in no. 14. Cf. Ex. 6 (a), no. 4.]

0.

Prove the following properties of a rational function h(x) =f(x)/g(x).


17 If g(x) has a factor (x a) m then the denominator of h'{x) (after h'(x) has
been reduced to its lowest terms) is divisible by {x a) m+1 but by no higher
power of x a.
,

18 A rational function whose denominator contains a first degree factor


x a cannot be the derivative of any rational function. In particular, 1/x is
not the derivative of a rational function.
19 If y

20 If y

=
=

(tan x + sec x) n , prove dyjdx


aa;sin(6/a;),

nyseox.

prove

-0

and

|* =

THE DERIVATIVE. APPLICATIONS

91

21 Transform the equation

into one in which

t is

the independent variable, where x

*22 Assuming that d y has been defined so that d y = f{x) (dx) 2 where
y = f(x) and x is the independent variable, show that if a; is a function of*, then
2

d2x

dP
and

d2y

so
in general.

=
If x =

= f(x) (dx) 2 +f'(x) d x


2

23 If y

cos (p sin -1 x), prove

24

tan0, y

If y

(l-a; 2 )^-a + ncosw0

y" xy' +p 2y

cos 0, prove that

and

(1

-x 2 )PiZx^- + (n 2 - 1)</ =
2

Taking n = 5, verify that the last equation


the form x* + ax2 + 6; and find a, b.
if

sin {(a;

y)

0.

aa;

da;

da;

26 Find dyjdx

0.

+ ^)g = 2(%-,)|.

and a;

sin n0/sin

f"(x) {dx) 2

prove

tanfcfl,

(l

25

x2

4=

is satisfied if

is

a polynomial of

}.

Investigate the turning points (if any) of

27

<

1+a?)a

a;) 8 *.

fit

30

CtX

28

(1

+6
+ ef

ca;

O COS iJ*

31

c+acosa;

a;(a;

sin(a;

29

+a 2 )-*-a;(a; 2 + & 2 )-*

+ a)
+ &)'

sin(a;

(6

> a),

32 If (a? 2/o) i3 a stationary point on the curve x*+y 3 9xy+ 1 = 0, prove


that at this point d 2y/dx 2 18/(27 a;8,). Prove also that the stationary points
are x = (27 3 ^78)*, and determine which is a maximum and which is a

minimum.
33 Prove that

8( \x

sin \x) > x sxa.x when x >

0.

[Use 3.83, Corollary

2.]

34 If sin a > 0, prove that a; sin a sin -1 (sin a; sin a) increases as x increases
from to $7T, a remaining constant. If < a ^ \ir and a is varied, show that
the expression takes its greatest possible value when x = \tt and a is the positive
acute angle such that cos a = 2/n.

35

= sin x + sin 2a; + J sin Zx, find the stationary points of f(x) in
Over what part of < x < n is f(x) (i) increasing; (ii) decreasing?
> for < x < n, and find where it attains its greatest value in

If f{x)

<x<

n.

Prove f(x)
this interval.

36 If f(x) = x*y0 axfiy where x > 0, y > 0, <z+fi =


and y is a parameter, prove that the greatest value off(x) is
x y. Deduce that xay^ < ax+fiy unless x = y.

and
< a < 1,
and occurs when

37 A horizontal ray of light from a source A meets the vertical plane surface
of a block of glass at P, and passes inside to a point B. If v lt v 2 are the speeds

THE DERIVATIVE. APPLICATIONS

92
before

and after entry, and a, ft are the angles of incidence and refraction show

that the passage from

A to B occurs in the least possible time if


sin a

vx

sin fi

v2

'

[Let

M,

N be the feet of perpendiculars from A, B to the surface; MP = x,

AM = a, BN = MN = c]
b,

right circular cone of height h, base radius r, and slant height I has a
38
constant volume V. Show that the combined area S of its base and curved
surface is a minimum when I Sr. [Express S in terms of V and the semivertical angle 6.]

39 Find the area of the largest rectangle which can be inscribed in the
x 2 /a 2 + y*/b 2 = I.

40 Prove that the length intercepted on the tangent to x 2 ja 2 + y 2 /b 2


the axes has one stationary value. Find it, and prove it is a minimum.

ellipse

by

93

INTEGRATION
Methods of integration. The logarithmic,
EXPONENTIAL AND HYPERBOLIC FUNCTIONS

(A)

4.1

The process

4.11

The problem

inverse to derivation

In Ch. 3 we considered the process of derivation: given a function


y =/(#), find dy/dx. We now turn to the inverse process: given /(#),
find a function y which is such that dy/dx = f(x).
We do not enter here into general considerations of whether the

problem always has a solution,

i.e.

whether a function y having the

required property exists; this will depend on f(x), as indicated in

y = <j>{x) is known to be a solution, then


be a solution for any choice of the constant c.
Further, every solution can then be written in this form; for if y = fr(x)
is another solution, then from <j>'{x) =f(x) and ijr'(x) =f(x) we have

However,

4.16(2).

<f>(x)

ijr'{x)

+c

if

will also

- <fi'(x) =

0,

so that

by the

corollary in 3.82,

ifr(x)

- <j>{x) =

c for

some constant c, i.e. \Jr{x) = <f>(x) + c.


The general solution y = <f>(x) + c is written

and

is

off(x)

an indefinite integral off(x) wo x, or a primitive function


wo x. In this expression the dx is not a differential, but in 4.21
called

we shall prove that it behaves like a differential when a substitution


is made for x (i.e. a change of variable), and that its inclusion in the
symbol is justified. At present,

J...

dx is to be regarded as a composite

sign for the operation of finding a function having the derivative


i.e.

by djdx. This inverse


and the function which replaces

the inverse of the operation symbolised

process

the dots

We

is

called integration

...

is

wo

x,

called the integrand.

understand always that x

which the integrand

is

continuous.

is confined to intervals

throughout

INTEGRATION

94
4.12

Some

For

standard integrals

we shall usually omit the arbitrary constant c in this


and in Answers to the Exercises. The results of 3.3 show that

brevity

chapter

f n 7
\x dx

jaec 2 xdx

xn+1

(1)

Some

jsiaxdx

sin x,

tajLX,

f,

Jvu- X*)

V rom ded

nJ^Y

jcosxdx

4.13

[4.12

dx

Jcosec

dx

=f=

1,

= coax,

a;cfa:

= cot

a;,

tan _1 a;,

sin -1 x

or

cos -1 x.

properties of indefinite integrals

If his constant, then

jkf(x)dx

kjf(x)dx.

have the same derivative kf(x) wo x (using 3.11,


ex. (hi) for the right-hand side), and hence differ by a constant at most.
As each integral implies the presence of an arbitrary constant, the
two sides have the same meaning. Similarly,

For both

sides

j(u + v) dx

(2)

because each side has derivative


(3)

= judx + jv dx,
u+v

(3.2 (1)).

//

jf(x)dx
(where a

4= 0,

<fi{x),

then

^f(ax + b)dx

^<f>(ax

+ b)

b are constants), because each side of the last equation

has derivative f{ax + b), by 3.2

(4).

shows that each of the standard integrals in 4.12 can


be generalised by replacing x by the linear function ax + b; (1) and (2)
show that if a given function can be split into sums or differences of
constant multiples of these standard forms, its integral is found by
integrating term-by -term ('integration by decomposition').
Property

(3)

INTEGRATION

4.14]

95

Examples
,. v

Cx 3 + 5x+l
f

(")

da;

~17\

r can ^ e decomposed by

*J(1

+x) <Jx

J{V(

,.

(iv)
1
'

(
y

v)
'

first

multiplying numerator and

J y/(l+X)+<JX

denominator by

(iii)

1\

f/

8
Jsin xdx

daj

f
I

a;

(l+a; 2 )

('rationalising the denominator'), giving

+ x) - V*} dx =

sin a; sin 3a;)

J"i(3

f/
II

dx

\.
ax =

J(

3 cos a; + i cos 3a;) + c.

dx

The results of Ex. 4 (a),

3a;

(2a;

+ 3) a

tan -1i x + c.
.

l+a;2/

J \x*

a
J 10 + 12a; + 4a;

dx

+ x)* - fx* + c.

f( 1

= itan~ 1 (2a; + 3) + c.
V

'

nos. 2, 3 are very useful.

4.14 Areas

An

elementary account of finding the area under a continuous

curve y = f(x) between the ordinates through x = a, x b (a < b)


proceeds as follows. (We suppose the part A B of the curve with which

we are concerned does not pass below

Ox.)

Fig. 44

PN is the ordinate through the point P(x, y) on the curve, the


AHNP is a function oix, say A{x). If Q is the point (x + 8x,y + 8y),
then area AHMQ is A + 8A, so that the strip PNMQ has area 8A,
If

area

which lies in value between the areas of the inner and outer rectangles
PNMB, SNMQ. Thus
8A

lies

between ySx and

(y

+ 8y) 8x,

INTEGRATION

96
S

When 8x ->

lies

by continuity

By
,

from which

When

of /

= /(#)

so that

and y + By (which tends to


definition, BA/Bx - dAjdx when

fixed)

is

hence

&4 jBx,

y), also

-> 0;

-4

jf( x ) dx

(f>(x)

+ c,

say.

PN coincides with AH, i.e. when x = a, the area AHNP is


=

Hence

zero.

between y and y + 8y.

then By ->

0,

lying between y (which


tends to y when 8x -> 0.

[4.15

<fi(a)

+ c,

(j>{a),

A=

<j)(x)

and

<f)(a).

To obtain the complete area, we make PN coincide with BK by putting


X

b:

area

To

AHKB =

<j>{b)

- 0(a).

we therefore
down an indefinite integral <fi(x) oif(x);
find its value when x = b, then when x = a, and subtract.

calculate the required area

(a)
(b)

write

This process

is

indicted

4.15 Definite integrals;

by the symbol

some

[0(#)]a-

properties

Although the difference <j>(b) <j>{a) arises in connection with areas,


can be considered independently as a number associated with the
function f(x) and two numbers a, b. It does not involve any arbitrary
it

constant of integration.
Definitions
(a) If f(x) is

a < x <

6,

continuous and

the symbol

f(x)

dx

if <j)'(x)
is

= f{x)

defined to

for all

mean

<fi(b)

x for which

<j>(a) and is

Ja

called the definite integral off(x)

wo x from a to

6.

(6) The numbers a, b are the limits of integration,^ and the interval
a ^ x ^ b is the range of integration.

f Here 'limit'

is

used in the sense of 'end', not in the technical sense of Ch.

2.

INTEGRATION

4.15]

97

Remarks

The

(a)

definition

P/(aO<fa
Ja
is

intended to apply even

when

= #6)-#0
<

and

a,

when f(x)

also

is

negative

in all or part of the range of integration, provided that the conditions


in (a) are satisfied throughout the range.

Although

(/?)

f f(x)
Ja

dx depends on the numbers

depend on the variable of integration

any other

a, b, it does not

which could be replaced by

x,

letter; e.g.
b

\
Ja

= m)?a =

[b

rb

so that

f(t)dt

f(x) dx,

Ja

f(t) dt

are the same symbol. This is not the case for

Ja

the corresponding indefinite integral, which

is

a function of the

variable of integration.

The following properties come immediately from the definition (a)

fa

f(x)dx

0.

(2)

f(x)dx
I

'
b

<3)

a and

f(x)dx
i

b.

Using
(4)

4.13,

we have

P kf(x) dx = k Cf(x) dx.


Ja

Ja
b

(5)

+ g{x)}dx=

Ja

Ja

For if fr(x)
y>(x)

{ {f(x)

= jg(x) dx,

+ y^(#)]a =

f(x)dx+(

g(x)dx.

Ja

then the left-hand side

<p{b)

+ xjr{b) <p(a) i/r(a) =

The reader should illustrate properties

l)-(5)

is

right-hand side.

by areas under sketch'

'

graphs.
7

GPMI

INTEGRATION

98

[4.16

Since the definite integral off(x) depends solely on the limits

we may replace
C

b (say)

a, b,

by a variable x and thereby obtain a function

f(t) dt

of x. (To avoid confusion, the variable of integration has been

Ja

altered

from x to

(6)

f(t)dt is

t:

see

Remark

above.)

(/?)

a continuous function of x for a ^ x <

&.

J*

For

f{t)dt
j

(f){x)

(j)(a), and

<j)'{x)

=f(x) for a ^ x ^ 6 by the

Ja

definition

Hence 0(#)
Thus

(a).

<x<

continuous for a

is

6 because it is

derivable (3.12).
/a;

/(0

(7)

a derivable function of x for a ^ x

*5

with derivative

<; 6,

Ja
/(*)
/*#

(8)

>

Iff(x)

for a

<x<

then

b,

f(t)dt is

an increasing function

Ja

< x ^ b.
For it has derivative f(x) which is
from 3.83, Corollary 2:
of x for a

(9)

Iff(x)

>0fora<x<b,

then

In particular,

positive; use 3.83.

P f(x)dx >

0.

Ja
(10)

Ifm

<f(x) <

M for a < x <

m(b-a) <

b,

{f(x)

m}dx=

m(6 a) <

i.e.

>

(4)

and

(5),

rb

f(x)

dx

Ja

Ja

(11) Iff(x)

then by

(9):

rb

rb

Similarly, writing

< M(b-a).

f f(x)dx
Ja

Replace f(x) by f(x) m in property

0<

then

mdx,

Ja

f{x)
f
Ja

dx.

M f(x) for/(#), we prove the other inequality.

g{x)for

a<

n
x

<

b,

then

rb

f{x)dx

>

Ja

Replace f(x) by /(#) -</(#) in

(9),

and use

g{x)dx.
Ja

(4), (5).

4.16 Criticism of 4.14, 4.15


(1) The discussion in 4.15 takes for granted that we understand what is
meant by 'the area under a curve'. More precisely we are assuming that, given

INTEGRATION

4.16]

99

is continuous for a ^ x < 6, there is associated with


the part of the plane bounded by the curve, the line Ox, and the lines
x = a, x b a definite number called its 'area'. Thus the work only suggests
what the formula for this area should be, when the term area under a curve
has been defined to agree as closely as possible with our intuitive ideas of area
as obtained from straight-line figures. The matter will be taken up in Ch. 7.

a function y =f(x) which

'

(2)

'

'

f(x) dx presupposes that, for all x for which a < x < b,


J a
indefinite integral <j>{x) off(x). If we cannot, then the symbol

Our definition of

we can

find an
might be meaningless. Also we have required/(a;) to be continuous for a < x < 6,
but later in this chapter we show how this restriction can be removed in certain

circumstances
(3)

In Ch.

(4.9).

we

shall

summation ;f such a

approach the definite integral as the limit of a certain

limit always exists for suitable classes of fungtions (e.g.

continuous ones). We then deduce that a solution y of dy/dx


continuous functions f(x) by proving that

y=

= f{x)

exists for

f(t)dt

Ja

We

such a solution.
should then be assured that an indefinite integral <f>(x)
off(x) exists, even if we cannot perform the inverse operation symbolised by
jf(x) dx to express this function in terms of those already known.
Meanwhile, we advance with the practical technique of finding a formula for
is

J*/(a;)

many

dx for as

types of function f(x) as possible.

Exercise 4(a)
Integrate by decomposition

2 cos 2 a.

5 cos's.

x
-7-,

sin 2 a?.

x*

4 tan 2 a;.
8

n
9

-.

1+ar

<rt

-.

10 sina;cos3a\

1+ic 2

V(l+a>)

1+x 2

l+x*

Write down the integrals of


11

(ax + b) n ,

4=

1.

12 cos(ac + 6).
1

13 sin(aa: + &).

15

16

5:

y(a z x 1 )

14

[In 14, 15 write x/a for

a* + x 2

in the standard integrals.]

(l+X*)(4:+X*)

By replacing xby a suitable linear function in the standard forms, integrate


17

-r-l

=.

x 2 + 6x + Q'

18

-r^

x* +

1
.

6x+l0'

19

t This is the origin of the sign

<J(2x-x 2 )'

J.

7-2

INTEGRATION

100

<

*20 Use 4.15(10) to prove 1-59

[4.2

<

3
\j(10 + x )dx

1-66.

J**

>

*21 If n

<

and

<

verify that

1,

joVa-*
*22 Use the inequality sin a;

<

dx

f*

<

0-5

J(l-x 2 < J(l-x in <

2 ")

<

and deduce

0-524.

< jx

(0

<

<J(ainx)dx

<

1-32.

J(sm.x)

1,

<

far)

to prove

fif

1<J
Some

4.2

general methods of integration

The purpose of these methods


another which

already

is

4.21 Integration

To

find jf(x) dx

by

known

we may proceed

c[x
g(t);

to reduce a given integral to

substitution (change of variable)

so that

Put x =

is

or can be found easily.

as follows. Let

= f^'

then by 'function of a function',

y =

Hence

jf{g(t)}g'(t)dt.

(i)

For a suitably chosen function g(t) it may happen that f{g(t)} g' (t)
is a simpler function of t than f(x) is of x, and may be recognised as a
standard form. We should then have y expressed as a function of t,
say y

i/r(t).

To

substitution x

g(t),

g'(t)dt.

restore the variable x,


g(t)

to get

we

should use the original

in terms of x.

shows that when we transform an integral by putting


substitute for x in the integrand, and replace dx by
The dx thus behaves like a differential (cf. 4.11).

Equation
x

(i)

we may

Examples
(i)

= $x(3x-2) 7 dx.

This could be calculated by direct expansion, followed by integration


term-by-term. The following is easier.

INTEGRATION

4.21]

Put

3a;

- 2, so that x =

2/

When

+ 2). Then

$(t

(<

i(i<

+ 2)<' =
9

101

+i

(<8

^< (4<+9)

8
)

+ 2<').
8

I ii(3-2)(12!r+l).

surds are involved, we usually choose a substitution which will


them or reduce them to a single term.

rationalise

(")

Put

dx

//

x-3 =

'

2
,

so that x

+ S. Then

dy

dx
~ = dy
^- =

d<
.*.

2/

da; dt

f*

_2*
=

+ 6* =

+3n

2*

<sJ(x-S)

2< 2

+ 6.

ff(^ + 9)

= f(*-3)*(aj + 6).
Alternatively, using the 'rule' at the

dx

JV(*-3)
(iii)

2
J*a:

Put t

end of

+3
2tdt

4.21,

r
(2
v

+ 6) <i< =

etc.

V(l+*3 )^.

1 + X3

so that

eft

3a; 2 da:.

\t*dt

The

%t*

integral

is

%(\+x*)*.

The 'rule' considerably reduces calculations in this example because some


of the factors in the integrand cancel out before the substitution is made for
x there. The reader should try it by the method of exs. (i), (ii).
The substitution t2 = 1 +x3 would also rationalise the surd and enable the
integral to be found. The one used was preferred because a; 2 is (apart from a
constant factor) the derivative of the expression 1 + x3 under the root sign.
The same method can be used for ^x n ~\ax n + b) m dx.
C

x2

Here the denominator prevents

direct integration. Putting

= 1 + x e would

dt

not help because this would give introducing surds.


6Jt<J(t-l)
2
Observe that x dx is almost the differential of x3 , and put t x3 :
I

integral

* dt

f -f
2
J 1 +t

= ftan" 1 * = itan" 1 (a3

Sometimes more than one substitution


which suggests the second.

is

needed: the

).

first

leads to a result

INTEGRATION

102
(v)

[4.22

dx

The reader should verify that putting


Put x- 1/t, so that dx = - (1/t 2 ) dt:
r

mtegraI

-J

x2 +

-(l!t 2 )dt

or

x2 +

does not help.

tdt

(wiwiwi = "J V(TW

u2 =

This suggests putting

integral

+ 12

so that

Cudu

udu =
f

tdt:

= \au = u

= -V(i+ 2 = -^V(^ 2 +i))

It is now clear that the single substitution x l/j(u 2 1) would have


reduced the integral directly.
Although the attempt to rationalise by the algebraic substitution t 2 = x 2 + 1
at the outset was useless, we remark that integrals involving *J(a 2 x 2 ) are often
reduced by a trigonometrical substitution. In this example put x = tan 6, so that
dx = sec 2 6dd:
C sec 2 Odd

integral

Now put t =

sin 6, dt

j tan2gsecg

fcos0

^dg.
7fl

cosddd:

xtegral

=
J

^=

= ~" V(* + U.

as before.
(vi)

JV( I-*")**-

is defined only for 1 < x ^ 1, so that an angle 6 between


\it always exists such that x = sin 6. This substitution is therefore legitimate,
and 6 = sin -1 * (principal value).

The integrand

Integral

J*cos0.cos0cZ0

ji( 1

= j cos 2 Odd

+ cos 26) dd =

(0 + J sin 26)

= \(6 + sin 6 cos 0)


= ^sm^x + x^l-x 2 )}.
4.22 Definite integrals by substitution

The method of substitution can also be used to evaluate definite


integrals.

For example, the

^(l-x^dx =
However,

result of ex. (vi) gives

[ftsm-^ + aVa-a*)}]} =

^(sin"1 1

- sin"1 0) =

unnecessary to change back to


Thus when x = sin 6, the values
when x = 0,1 are the same as the values of

for definite integrals it

is

the original variable of integration.


of

sm^x + x^il-x2

6 + \ sin 26

when 6 =

0, \n,

so that

[Em- + *V(1-* , )E=5


1

\tt.

+ 8*120]^**.

INTEGRATION

4.22]

103

In short, when we change the function by the substitution, we also


make a corresponding change in the range of integration. The work
is set out as follows.
Evaluate f

(vii)

*J(l

x 2 )dx.

Jo
Putting x

from

to

dx

Bind,

cosddd; and as x increases from

J{l-x*)dx=

=
(vm

x*J(x* +

saw in
integral. As x

Write
t

and

to t 2

sin20)]f

i(iTT-O)

(ua

reduces the

in.

l)

ex. (v) that the single substitution

<fi(x)
t

increases

where a

inclusive,

g(tx )

and

from

to

g(t2 ).

that g{t) steadily increases from

By equation

to

bast increases from

p. 100,

(i),

Jm*)}

so that

9'(t)

${g(t)}

jj(x) dx =

Then

l/ 2 ) decreases

= jf(x) dx, and suppose a <b. Let g(t) be a continuous


with a continuous derivative g'(t) in the range between

Suppose first
tx

[i(0 +

from 1 to ^/3, u
Thus, using the working of ex. (v),

function of

+ cos20)<*0

(l

dx

We

2/^/3.

6 increases

1,

Jo

Jo

f V3

....

cos0.cos0<20

Jo

to

Hence

\ti.

ftb)

dt

say,

f{t),

ft(t).

- <j>{a) =

<j>{g{t )}
2

- <f>{g{tx j\

= ^(y-^i)=

f{gng\t)dt.

Jfi

Secondly, suppose g(t) steadily decreases from b to a as t increases


from t2 to tx then the above working is unchanged.
Remark. If we use the substitution x = g(t) to transform
;

tl

into

( f(x)dx

where

when x a

and

f{g{t)}g\t)dt,

t2

when x =

b,

must be taken to ensure that g(t) steadily changes from a to b as t


from tx to t2 otherwise g(t) is not a legitimate substitution for x,
a steadily changing variable. For example, by direct evaluation
care

varies

+ 1

_i

dx
l

+x

=
i

[tan-1 x]t\

\n

INTEGRATION

104

The

substitution x

ljt,

which gives

_ C+ 1 -dt
"J-il + * 2 ~

dx
J-il + *2
f+i

is

not legitimate because

+1

as

will

g(t)

t increases from 1

matter

[4.22

in

does not steadily vary from

1/t

to +1. Also see Ex. 4

be taken up again in

'

to

nos. 29, 30. This

(6),

7.23.

Exercise 4(b)
Integrate each of the following functions by use of

{x+l)(x-5)*.

(a

+ 3) 3

substitution.

.
'

4 * (1 -**>'

7 cos x sin8 a;.

8 tan3 x sec 2 a;.

V(* + 3

(EiTT)(4a 2 + 1) 3
'

)'

+ c4 )'

V( 1

10 \ 2
9 + 4a;

(,=-9,-,.

13

14
(a:

tc

1+a: 2

V( -l)'

20 cos3 x

<J{x(2-x)}

19

tan -1 a;

17

<i=2f.
x6

15

+ l) 3

xj(x*-l)'

V(9-4z 2 )'

12 (9+a;2 )-*.

(9-a: 2 )-*.

11

'

sin* a;.

[Rationalise the numerator.]

22

hj^)- p*-m

Evaluate the following definite integrals.


f2

23

f1

Ac
24

=r.

J_lV(* + 5)

26

<J(x*

f1

+ 2x->)dx.

25

Jo

a;

Jo

V( 1

- 2

sin a; cos 3 a; da;.

Jo
ri*

27

Jo 9 cos

Some

x + 25
dx

of the properties

7r-

sin

[Put

P* ff

28

tana;.]

cos a; cosec 5 a;cfa;.

w 4.15 will be required in the following.

*29 The substitution

r+l
a;*

applied to

cfcc

appears to give

+1
(Za:

p&dt = 0.

J*

What is the value of the integral? Apply the change of variable process correctly.

INTEGRATION

4.23]

105

rn

Show that

*30

By

31

= \n by using the substitution t =

cos 2 a; da;

Jo
putting x =

\ir

show that
t,

[in
a;

sin 2 x da;

tj
=

rin

f
cos 2 x dx
2 Jo
tin
hence evaluate
cos 2 a; da;.

and

a;cos 2 a;da;.

Jo

IT

fin

cos 2 x dx

2j

Jo

Deduce that

sin a;.

f*
I

a;aa;

y
7T

Jo

Jo
ra

C+a
*32 Prove

f(x) dx

{f(x)

r+a

r+a

f(x)dx

+/( - x)} dx. Deduce that

f(x)dx=

s:
Cn

XBsin a: ,
dx
Prove
,
cos 2 a;
Jo l+<
.

.j

4.23 Integration

sina;

(1)

Jo

-a

/(a a;) dx. Use

i ff 2 sua x

this result to

show that

Jo

Jo

_
*34

ra
f(x)dx.

[a

ra
I

f{x)dx

0; (6) iff(x) is even, then

J -a

*33 Prove

(a) iff(x) is odd, then

Jo

J -a

n*

+ 3 cos
+ cosa;

a;

aa;

57T

by parts

Just as integration by substitution

is

by

'function of a function' rule, so integration

product formula.

the analogue of the


parts

is

that of the

From
-v- (uv)

dx

vu

+uv

we have by integrating both sides wo x that


uv

= jvu'dx + juv'dx.

If one of the integrals on the right

found. Supposing jvu'dx

is

is

known, then the other can be

known, we

juv' dx

may write the formula as

uv jvu' dx.

(ii)

Examples
(i)

Jxcosxdx.

Take u

x, v'

cos a;; then u'

\,

sin a;.

Jx cosxdx = x sin x jam x


= x sin x + cos x.

ldx

INTEGRATION

106

[4.23

Had we taken u = cos x, v' x, the integral on the right would have
\x 2 sm.xdx, which is more complicated than the given integral.
2

(ii)

J*c

been

sin3a;efcc.

Take u = x 2

v'

sin

3a;;

then u'

2x, v

= \ cos 3a;.

jx 2 sin Bxdx = \x 2 cos 3a; j( x cos 3a;) dx


= ia; 2 cos Bx + Repeating the process on the
u'

1,

isin

3a;,

7
Ja;(3a;-2) da;

x, v'

last integral, take

\x sin 3a;

(iii)

3a;&e.

x, v'

cos 3a;; then

and

jx cos 3a; dx =

Take u

\x cos

(cf.

sin

4.21, ex.

= (Bx- 2) 7

Ja;(3a;

3a; da;

jJ sin 3a; da;

$x sin 3a; + 1 cos 3a;.

= -^(2 9a; 2

cos

3a;

+ fa; sin 3a;.

(i)).

then u'

1,

-gz{Bx- 2) 8

- 2) 7 da; = ^(Bx - 2) 8 - 8 dx
J^(3a; 2)

= i x{Bx-2)*-^{Bx-2)*
= ^x-2f{21x-{Bx-2)}
= sh(Bx-2)*{12x+ 1), as before.
(2)

Taking v

x in equation

(ii),

we get

ju dx = xu jxu' dx

= xu jxdu,
where we have used the formula (i) in 4.21 for change of variable, x
being supposed a function g(u) of u. Hence, if the integral of
g(u) wo u can be found, then so can the integral wo x of the function u

now

inverse to x.
(iv)

Jain

-1

Take u =

a; da;.

sin-1 a;, v'

1;

then u'

1/^/(1

jsin^xdx = x sin -1 x

=x
by using the

substitution

sin -1

x or x
2

x+

sin 0.

2
),

x.

a; )

2
)

INTEGRATION

4.24J

107

dx

1+W
2J\
-1
= Jx2 tan a; Jx + tan-1 x
= \{x 2 + 1 tan -1 x \x.
*

dx

Examples

when the integrand involves a


function whose derivative is algebraic, we can get
containing only algebraic functions by taking this

transcendental

a new integral

that

(v) indicate

(iv),

function as u.

4.24 Reduction formulae

an

If the given integral involves n,

then integration by

integer,

may

reduce the integral to one of similar form but involving a


smaller value of n. The relation between these integrals, known as a
reduction formula, can be used successively until we obtain an integral
parts

corresponding to n
integral

may

or

some other small

or

value,

and

this last

be known.

Example
Consider c

x n cos axdx, s n

is

a;

n sinaa;<a;,

where a

is

constant and

a positive integer.
In cn take u x n v'
,

cobox; then u'

xn
am ax
a

n
a

nx"' 1 , v

(1/a) sin era.

s,

Similarly,
x'.n-1

cos ax ^

a sin ax +

n-1
c,

.n-1

na;'

cos ax

n(w 1)
o2

INTEGRATION

108
This

is

[4.25

a reduction formula for c which reduces the value of n by two at each

application, until either


c

is

= j cos axdx

(if

is

even)

or

cx

=j

cos axdx

(if

is

odd)

reached; and these integrals are respectively (see Ex. 4 (c), no. 2 for the latter)
1

To

calculate
c5

-smax

- sin ax,

1
-

a2

cos ax.

fx5 cos xdx we should use the formula thus:

= j x & cos xdx = a; 6 sin a; + 5a;4 cos a; 20c s


= x5 sin x + 5x* cos x 20(a;3 sin x + 3a; 2 cos x 6cx

Xs sin x + 5a;4 cos x 20a;8 sin a; 60a; 2 cos x

+ 1 20(x sin x cos x)

= a;(a;4 - 20a; 2 + 120) sin x + 5(x4 -12x 2 - 24) cos x.

A similar reduction formula can be obtained for s n : see Ex.


Further examples will be met later in this chapter.
4.25 Definite integrals

4(c), no. 12.

by parts and reduction

The methods of integration by parts and by reduction form ula can


be applied to definite integrals. Thus if /'(#), g'(x) are continuous,
jj(x)g'(x)dx

[f(x)g(x)-jf'(x)g(x)dxj
a
b

= [f{x)gW\l-

\
Ja

f'(x)g(x)dx.

Examples
(i)

x cos x dx

[x sin a;]*"

Jo

smxdx

Jo

(%7T-0)-l-coax]*"

tt-(0+1)

= in-l.
(ii)

If c

ft*

a;"

cos ajefa;, then as in 4.24, example,

Jo
c

[a;

n sin a;

f*

+ na;" -1 cos a;]*' n(n 1

Jo

The case n =

(i7T )
1

n(n l)c_ 2

if

n>

1.

has just been considered in ex.

(i).

a;"

-2

cos x dx

INTEGRATION

4.3]

109

Exercise 4(c)
Use integration by parts

to calculate the, integral of the following functions.

xsiax.

a;

2 xcosax.

cos *.

6 x{l-x) n (n

a;

7 cos- 1 <c.

9 x sin 3a? cos x. [Convert the product into a sum.]

u=

sin 2 a;

= 1 - cos 2

a;,

v'

sin a;.] (Cf. 4.13, ex.

JO

for

sn

_1
C a;sin a;

V(l-^ 2

f
* 19

17

Use integration by parts to

a;

tan- 1 x dx.

and substitution.
r

"
(8in la; ) 2d:r '

* 20

cos 3 xdx.

Jo

require both integration by parts

calculate

fin
15

JO

The following may

Hence

JV* sin ax dx.

x*(l-x) n dx(n-l, -2, -3).

16

*21

(iii).)

sec -1 a;.

Evaluate the following definite integrals.


[it
[I*
a;sin5a:<fo.
13
14
* 2 sin \xdx.

sinar.

-2).

12 Obtain a reduction formula


fx 5 smxdx.

^a

a;

10 sin3 *. [Put

*11

(c+l)(a;-5)

a;

-1

tan

* -1,

3
6

J^sin- 1 *^.

integrate

twice

wo

4.3

The logarithmic function

4.31

The

x.

integral fdx/x

Any systematic investigation of what functions can be integrated


must begin by considering the case n = - 1 of jxn dx, which was
excluded from the first entry in the list of standard integrals in 4.12.
We now take up this investigation.!
It is more convenient to begin with the definite integral
f'l

)-x d*
because

(i)

<

>>'

no arbitrary constant is involved; (ii) we can visualise this


= 1/x from x = 1 to x = t. We are

as the 'area' under the curve y

it

t If there is a function y for which dyjdx


cannot be a rational function.

1/a;,

then Ex.

3(e), no. 18

shows that

INTEGRATION

110

[4.32

taking for granted the existence of the integral (see 4.16 (2)); or equivalently, the existence of anumberwhich measures the 'area' (4.16 (1))

shown

We
case

in

45.

fig.

do not attempt to consider the


< because the integrand would

then be discontinuous in the range


The number 1 has been
t < x < 1.
chosen as the lower limit of integration
but any positive

for later convenience,

constant would do.

In view of 4.15, Remark (/?), the


definite integral under consideration is
a function of t only.

Fig. 45

We write

#) =

so that ${t) represents the 'area' shaded in


for

(i)

(*>0),
fig.

45,

and

is

not defined

^0.

4.32 Investigation of

We now

<f>(i)

obtain some properties of

<j){t)

which

will

supply enough

information for us to be able to identify the function.


(1)

is

I fx is

continuous (4.15
(2)

(i) we have 0(1) = 0.


positive throughout the range of integration,

From equation

Also, since

(6))

and increases

Functional law for

as

increases (4.15 (8)) for

(f>(t)

>

0.

<j>{t).

We shall prove that, for all rational values of n,


<j>(t

where in
Proof.

Putting x

= pjq(q even),
By definition,
=

zn ,

x varies from

nf(t),

(ii)

n denotes the positive qth root of IP.

~
we have dx = nzn x dz,

so that dxjx = ndz/z. Also, as


n
from
1 to t. Hence
steadily
to t , z varies

(j)(t

n)

= - 1, we have

nz = n z = n<p{t).
I

Taking n

Ji

=-

<j>{t).

(hi)

INTEGRATION

4.32J

111

Bounds for <f>(l + u).


and u
If x lies between 1 and 1 + u, where 1 +u >
lies between 1 and 1/(1 + u). Hence by 4.15 (10),
(3)

i.e.

- dx
x

lies

<j>{\

+ u)

lies

between u and
1

between

+u

#= 0,

then Ijx

u
u and -

(iv)

+u

The argument is easily followed by noticing that the shaded 'area'


46) lies in value between the areas of the small and large rectangles,
whose common base is u and whose respective heights are 1, 1/(1 + u)
(the values of y when x = 1, 1 + u).
Taking u = 1, then by (iv)
(fig.

<

0(2)

<

(v)

1.

Fig. 46

Fig. 47

(4) Range of values of <j>{x).


Given any x ^ 2, however large, we can find a positive integer n
such that 2 n ^ x < 2 n+1 Since <fi(t) increases with t (see (1)),
.

<P(x)

by

(ii)

and

(v).

the inequality

>

0(2),

710(2)

n -> oo (since 2n+1 >


> \n shows that <f>(x) -> oo. Thusf

When x -> oo,

<f>{x)

> \n

<j>{x)

-> oo

also will

when

x -> oo.

t Contrast Ex. 4(d), no. 20.

x),

and

(vi)

112

By
<j>{ljx)

equation
-> oo,

(iii), <j)(x)

by

-> oo

<j>(x)

<fi(x)

[4.32

ljx -> oo

when

with those of

results

x ->

(vii)

we have:

(1),

oo to + oo as x increases from
^(1) = 0, we can now sketch the

increases continuously from

Recalling from

that

(1)

form of the graph of y


(5)

The number

Since

<f>(x),

as in

fig.

to

+ oo.

general

47.

e.

continuous, steadily increases, and takes

<fi(x) is

and so

Hence

(vi).

Combining these

INTEGRATION
= (f>{\jx). When

all values,

it can take any given value just once. In particular, there is


a single value of x for which <j>{x) = 1. Calling this value e, we have

therefore

effectively defined it

by

re

#0 = ^=1.

(vhi)

The reader who has done any work on approximate integration may consider
the following way of estimating the numerical value of e. By using Simpson's
rule for 10 ordinates of the curve y = 1/x, equally spaced at intervals of 0-1,
we find (7.33, ex.) that
2

0(2)

=
J

Hence

x = 0-693.

= n<f>(2) = 0-693ra.
if n = 1/0-693 = 1-44. Thus <j>{x) =
x = 2"* = 2 1>5 = V8 == 2-8.
0(2")

We shall have 0(2") =

1 if

(Use of tables for 2 1 44 would give x = 2-71. In 6.53, example, we shall find the
value more accurately as 2-718282, and in 12.72 (1) it will be shown that e is an
'

irrational

number.)

(6) Identification

If x

ev ,

where y

of

<f>{x).

is rational,

</>{x)

we have by

<j){e

v)

y(j>{e)

(ii)

and

(viii)

that

y.

But if x = ey then also y = loge x by the definition of 'logarithm'.


Hence, whenever a; is a rational power of e,
,

(j>{x)

loge x

(x

>

(ix)

0).

A difficulty arises if x is not a rational power of

In this case logc x


is not defined; the elementary definition 'the logarithm of x to base e
is the power to which e must be raised to equal x' is meaningless
because irrational indices have not yet been defined. On the other
hand, <p(x) is defined for all x > 0. We may 'complete the definition'
e.

'

INTEGRATION

4.32]

113

of loge x when x is not a power of e by defining loge x to be <f>{x) then


;

(ix)

x > 0. The properties of logarithms proved in elementary


algebra are unchanged: (ii) is the index law; for the addition law, we
have by the substitution t = yu,
holds for

all

logc

(^),

[*dt
J

iT

[*

du
=

i/

loge x ~ loSel

loge -

Similarly,

we

On

log 10 a;.

get

--J

(4.15(3))

loge x + loSe V

hJ P)-

loge x - loge y.

If a; is a rational power of 10, say x


definition,

[Wdu

C*du

10y then
,

by the 'elementary

taking logarithms to base e and using


,

(ii),

= ?/loge 10,

loge a5

loge x

i.e.

the usual 'change of base' formula.

When x is not a power of 10,

this

formula can be used to define log 10 a;. In particular,


1
logl
e

_ loge e _ 1
-io^io-iogc io-

Logarithms to base e are called natural, Napierian,^ or hyperbolic%


logarithms. In future we shall write logo; for loge a;; and when any
other base (such as 10) is used, we shall indicate this explicitly
(as log10 a;).
(7) Derivative of log x.

Since

we have by 4.15 (7)

that

<f>'(x)

Cx dt

l/x, i.e.

-(log*)=i.

X)

(8) j*i<fo.

From

equation

(x)

X = log x +

(x

>

(xi)

0).

t After Napier (1550-1617), the inventor of logarithms.


J Because associated with the 'area' under the hyperbola y

\jx.

INTEGRATION

114
If x

<

0,

= y;

put x

[4.33

then

= log( x) +

Cdx
so

We can combine (xi),

dx
log

The results

of

the gap in our

+c.

[c|

(xii)

conclude the enquiry begun in 4.31, so that

(xi), (xii)

list

(xi)'

0).

into the single equation

(xi)'
%

<

(x

of integrals

is filled.

We shall continue to omit the

arbitrary constant c for brevity.

An application to integration
We can generalise (xii) as follows.

4.33

= f{x),

du

f'(x)

then

J^cte = log

Hence
Thus any

If u

(xiii)

whose numerator is expressible


as a constant multiple of the derivative of the denominator can be
integrated. We usually omit the modulus in Answers to Exercises.
fraction, rational or not,

Example
Since
tana;

sin a;

cos a;
tana;eZa:

= j-^- (cosa;)J

= log |cosa;| =

cos a;,

log

|seca;|.

Exercise 4(d)
Write down the derivative of the following (use properties of logarithms
the expression before derivation whenever possible).
1

log (2a;).

5 log sin 2 a\

9
log a;

2 log (a;2 ).

to

simplify

log(l/a;).

4 log sin a;.

+x
log1 x

8 log log a;.

6 log cot a;.


10 (log a;) 2

/dx

x = log(a;

12 Find d (log10 x)jdx. [Use the formula for change of base.]

).

INTEGRATION

115

Obtain and simplify the derivative of

sina;

14 log (tan x + sec x).

13 logtan^x.

15 log;

sin a;

16 log (1

+ sin 2x) + 2 log {sec (In x)}.


maximum value of (log a;) /a;.

17 Find the

18 Prove that log a; {x l)/^Jx


that log a; < (x 1)/Jx for x > 1.
* 19

is

>

a decreasing function for x

Prove that the nth derivative of loga;

is

l) n_1 (n 1) l/x n

Deduce

1.

*20 The result (vi) of 4.32 is not obvious from a figure'. Verify that y = l/a
for x >
has a graph generally similar to that of y = 1/a; for x > 0; but that, if
'

111a;
x dt

then

i/r(

x)

-**

when x

-> oo.

Integrate the following.

21

3aT

22

x*
25

6a;

26

7.

1+a:4

33

-7
.

3a; 2

30 -

29 tan 3a;.

-7a; + 5

sin 2a:

and deduce

a;

OT

loga;

(m

4=

28

cota;.

tan*
.

32
a;

loga;

J"coseca;da;.

1), and

36 tan- 1 a;.

31

-12a; + 7

l+tana;

Using integration by parts, calculate


34

1+a;2

"

2 -a;
3a;

24

1-a;"

3 + 5cos 2 a;

sec 2 \x
r~,
tan %x'

"
_
27

23

1+a;'

37

the integral of

35 lqg(x llx ), x

deduce jlogxdx.
(a;

log a;) 2 .

38

a;

>

0.

tan2 a;.

Evaluate the following definite integrals.


Ci*

39

40

tan2artfe;.

J3

Jo
42

7-

43

dx.

Joi+x
45 If u n JV"(log a;)"

ci!a;

dx

41

+ 3a;
44

f \ogUx)dx.

Jl
where n

is

ft" coax
,
dx.
Jo 1+sina;
:

f a;log(l +x)dx.

Jo
a positive integer and m

+ 1,

obtain

the reduction formula

n
xm+1
{l0 X)n
U
U =
-m-ri
m-Vl *
t

Hence

calculate

a;

(loga;) 8 d!a;

i:
*46 If
simplify

C=
aC +

"***.

f
J acosio + osina;

and

and 6C aS. Hence

S=

da;

f
J acosa; + fesina;'

calculate

cos a; (fa;
'o

3 cos a; + 4 sin a;*


8-2

INTEGRATION

116
*47 Find numbers A,

fi

which

for

7 since + 4 cos a;

Hence

[4.4

A(sina;

+ 2cosaj)+/t(cosa; 2sino;).

f7sina: +
calculate

<

-z

^-r

J sin* + 2 cos x

dx.

4.4

The exponential and hyperbolic functions

4.41

The exponential function

by 4.32 (4) x increases continuously from oo


to oo. Thus,f to any given x corresponds
+
just one value of y, and this value is positive. Hence for all x there is
defined a function y which is the inverse of x = logy, it is written
y = ex and called the exponential function oix.
It obeys the usual laws of indices; this is clear when x is rational,
and is true when x is irrational: putting y x = ex * and y2 = ex *, so that
xx = log^ and x2 = logy 2 then

(1) If x

to

oo as

logy, then

y, increases from

xx + x2

ex i +x *

so

= yx y2
ex i

Similarly
(2) e? is

log yx + log y 2

-j-

ex *

logy

is

ex increases from

to

oo

when x

continuous for

Proof. Write

log(/

ex

all values

and

let ex+h

0,

1
t

(2) also

>-Lj,
y + k'

so

A;

by
J

for

oo to + oo.

increases from

but that

of x.

v+kdt

+ fc)-log?/ =

then by

if

= y + k. Then

When & >

e^i.e35 *.

ex is positive for all x,

In particular we emphasise that


ex -
+ when x -> oo.
x
(3) c is

(6),

xx < x2 and y x y 2 are the


y x ^ y 2 would imply that
an increasing function of y. Thus

< y2

since

4.32

ex i~x *.

an increasing function of x:

corresponding values of ex then yx

xx ^ x2

ex i +x z

i-

by

log (yx y 2 )

>

7~} T =Z J v

0.

If /

4.15(10),

<

I'

< y + k we have

h>

y + k'

This assertion is based on the property stated in 2.65, Corollary.


already made it in 4.32(5) for the case x = 1.
f-

We

have

INTEGRATION

4.41]

When
1/*

>

h < 0, then also h <


from which

by

and ify + k<t<ywe have

(2),

l\y,

^>^ = m.

1*1 *r

J+*

Hence when h ->


(4)

of y

117

0, also

& ->

<

0; i.e.

is

continuous.

The graph of y = ex i.e. of # = log?/, can be obtained from that


logx by interchanging Ox, Oy and then reversing the direction
,

of Ox to restore right-handedness.

(5) Derivative

Ify

ex

x
of e

then from x

logy

we have

dy
dx

_
=

dx/dy

l/y,

and hence
(xiv)

y;

i.e.

(xv)

so that ex is

own derivative.
The corresponding result for integration
its

ex dx

is

ex .

(xvi)

Remarks
(a)

The property

only function which

(xv)
is

is characteristic

equal to

by starting from equation

its

(xiv),

of ex

i.e.

ex is essentially

own derivative. This

the

can be shown

which expresses the property

stated,

INTEGRATION

118

and solving

it

for

y in terms of

the equation

m is

where

x.

More

[4.41

generally,

we

will consider

~ = my,
To solve
wo y:

constant.

integrate both sides

and

write

this,

~
emx mc

as dxjdy

it

1.

1 Cdy
= logy +
mjy m

I] (my)

and

c,

= m(x c)

logy

hence

(xvii)

= A e

emx e~mc

00
,

where we have written A for the constant e_mc


interest
(/?) The law expressed by (xvii) is often called the compound
have
growth
We
called
function.
it
is
a
law, and any function obeying
therefore shown that every growth function is of the form Ae*
.

where A,

m are constants.

physical example is Newton's law of cooling: 'the rate of decrease of temperature of a body is proportional to the excess of this temperature above that
denotes the excess
(supposed constant) of the surrounding medium'. If
temperature, the law is expressed by dd/dt = led, where k is some positive
constant.

The function ax
Except for the case when a = e (see (1) above), ax has been defined
only when x is rational. Suppose now that a is any positive number,
and let x be any rational number pfq. (If q is even, there will be two
(6)

values

oiaPl*', let

y denote the positive value). Then by


logy

-log a

a;

4.32,

(ii),

log a,

(?

SO

exloea

We use this equation to define ax when x is irrational


ax

exloea

(a

>

(xviii)

0).

Then
(a)
(b)

ax > d for all x, by (2).


ax satisfies the usual index laws ax .av
ax .av

For
and, writing b
^ax )y

(e

log a
ex 108 a e v

exloga

xloe a v
.

ax+v

x+y^ log a

e^

(ax ) v

ax+v

e(a;l/)loga

aF.

bv

yloeb

ev xloSa
'

= axv

'

INTEGRATION

4.41]

(c)

^d

For

Hence

119

a* log a.

(ax )

(e*

log a
)

also

(log a) ex log a

(log a) a*.

la^da;

log a'
(d)

We can now extend the formula d{xm )ldx =

m (x >

m_1 to irrational

0).
ft

(e^iogx)

jf

em\ogx

rl

(a) =

For

x __

3.

<

>

function of a function

= xm x m
.

Exercise 4(e)
1

Sketch the graphs of

(i)

e~ x ;

= Ke^ + e - *);

(ii)

(iii)

\{e x e~ x ).

Write down the derivative of

e Zx .

e cos 3.

7 logfe*).

10

2*.

xe x
xx

11

e*

8 e

(x>

10 **.

e 8a! sin2a;.

e^ 10 *

2
.

0).

Write (fown the integral of


12 e 2 *.

13

16 e slna! cosa:.

x
14 Je
v

17 logfe 3 *

15

+ e~*

).

Using integration by parts, calculate


18

je x cosxdx.

e* sin x cos re da;.

19
J*

20

*21 Writing w n = x n eax dx, where n is a positive integer


constant, obtain the reduction formula
1

u n = -x

11

eax

Hence calculate fx* e

n _x .

m if emx satisfies
dx2

is

2x dx.

22 Find the constant

23 If y

n u

dx

a function of x, prove
d2

(d 2 y

dy

e x sin 2 xdx.

and a

is

a non-zero

INTEGRATION

120

[4.42

Write down the nth derivative of


eax .

24

25 xe x .

when y =

*27 Find dyjdx


r eax sin (bx

26 a*

eax smbx,

and express the

(a

>

0).

result in the

form

+ d). Hence write down an expression for the nth derivative of y.

28 Find constants p, q in terms of a and 6 so that

d
Hence

{eoa!

p sin bx + q cos 6a;)} =

e" x sin 6a\

calculate Jeoa! sin

29 Calculate Je * cos 6a; da; by integrating by parts twice.


30 Find the turning point and points of inflexion of y

= e~ x

*.

Sketch the

curve.

31 Find the values of x at the


of y = x 2 e~ x Sketch the curve.

maximum, minimum and

points of inflexion

What

32

is

the

maximum value of x n e~ x (n >

(x*
+ +

Xs

+-+

1+iC

2!

is

a decreasing function of x for x


ex

>

xn

2!

w!

> l + x + +...H

*34 If f(x) = xy x\ogx e v ~1 (x >


and deduce that for x > and x

-4 sin (log a;)

By writing x =

e',

+ \jn) n <

>

x n e~ x

e.

x n\
n\)

0),

when

>

0.

show that the greatest value of f(x)


-1
a^ < xlogx + e*- 1

4= e"

+ B cos (log x), where A, B are constants, prove that


dx2

*36

(1

Deduce that

0.

x*

is 0,

*35 If?/

3l

Prove that w" e -n

0)?

when x> n, and by putting x = n+ 1 deduce that


33 If n is a positive integer, prove that

dx

show that the equation

d
tfpt3 + Bx 2p!2 + x l = 24x 2
dx i

dx

becomes d3y/dt3

24e

2<

Hence express y

dx

(i)

as a function of t;

(ii)

as a function

of x.

4.42 Logarithmic derivation

The

rule for deriving a product y

First take logarithms:


=>

log y

uv can be proved as follows.

i
.
u + log v.
log
,

Then derive each side wo x, using the rule for function of a function
'

Ay
y dx
1

,,

Multiply
r J by
J w
*

dy
uv:

-frta;

1 du
u dx

v dx

du

dv

arc

dv

dx

'

INTEGRATION

4.43]

method is useful when deriving a continued product of


Thus if y = uvw,

similar

functions.

log y

Idy

du

Idv

udx

v dx

du
dx

dy
-fdx

Ex. 3 {a), no.

7.

log u + log v + log w,

y dx

and
Cf.

121

1 dw
wdx'

dv

dw

dx

dx

= vw-^r+wu^r + uv-z-.

Any function of the form

UjUz ...un

can be dealt with similarly.

Examples
(i)

eix x? cos x log sc.

logy

2* + 3 log a; + log cos x + log logs;.


1 eZy

dy

=e

= 2 +

sin

a;

cosa;

cos a; log a; 1

Although in 4.41

(6)

2-\

we have denned a x =

11

+ log

2s a; 3

dx

its derivative, in

a;

a; a;

tana: +

auog;
jga;)

e xloga

practice we usually derive this

and thereby written down


and similar functions involving

powers as follows.
(ii)

(iii)

(a

>

0).

logy

arloga,

>

0); cf.

ax

= xx

logy

(x

.'.

Ex.
.'.

*y

4.43

The logarithmic

'

'

^ = aa!logo

'

4(e), no. 11.


1

aloga;,

dy

dy

~^ = lo g a
dy

= loga;+
dx

inequality.

dy
1,

.*.

The logarithmic inequality.


Ifu=^0 and u > 1,

j- <log(l+u)<w.
(iv)

of 4.32, since

a;*(l

+loga;).

ctcc

Some important

(1)

This follows from statement

limits

INTEGRATION

122
(2)

^$JE

->

w/&ew

Put w = *Jx

in

a;

->

oo.

Then

(1).

if

log *Jx

so that
positive.

< Jxl <

yp in

(2).

Then when y
plogy

(log y)jyp ->

Hence

slower than
(4)

a;

a;

when

is

4= 1,

*Jx,

When x >

1,

(logx)/x

is

any fixed positive number.

-> oo, also

# -> oo, and so

\ogx
^

/->oo.

Thus

togra;

toncte

to

infinity

any positive power of x.

log a; -

a;

and

when x^-oo, where p

->

Write x

Put

x >

log# < *Jx and (logx)/x < 2/Jx.


Hence when x -> oo, (loga;)/a; -> 0.

(3)

[4.43

in

M>&ew
(2).

a;

->

When ?/ -> + then x -> 00 and


logy log a;
,

->o,
i.e.

2/log?/->0.

when x -> + w^ere p is any fixed positive number.


(5) xp log a; -
Put x = \\yp in (2). When ?/ -> + then a; -> 00 and
,

plogy

logx
->o,

\\yp
i.e.

yp logy ->

(6)

->

0.

w/&en

co,

for any constant m.

by 4.41 (2). If m > 0, put p = 1/ra in (3),


This is obvious if m 4,
which shows that (logx)/xllm -> 0, and hence (log a;) m/a; -> 0, when
a; -> 00. Put a; = e y then when y-^00, also a; -> 00, and so
;

ir
ey

Thus
(7)

(k>gg) w

e35 fends to infinity faster

TAe exponential

a;

than any positive power of x.

limit.

+-

n)

e*,

/or aZZ

a;.

INTEGRATION

4.43]

If n

>

and

n+x >

0,

then by

(1)

123

with u

njx,

x
rc

+a

n/

On multiplying by n we get

<log
wa;

n+x

When n -> oo,

na;/(n

x\ n

<x

+-

n)

+ c) -> x, and hence


log(l + f)'

a;.

nj

Hence for

all

sufficiently large,

K)"=
Since ex

when n - oo.

where ->
and hence

x\

|H

is

-> ex

when

w - oo.

jb

1,

(1+-)

lim |1
n-> 00

+ + + ...+ logn
n

Write

f(n)

Then /(n)

decreases as

/(n+l)-/(n

Euler's constant.

+--logn.
n

for

=
+log- =
n+1
n+1
+
1

<

1,

+log

/
\

logr log(r

1)

inequalities of this type corresponding to r

so

<0

< ^
r 1

then add, we obtain


+ + ...+-

n + 1/

in (1)

down

(ii).

= l ++ J+

n increases,

e in alternative

by(l)with = -l/(n+l).
Now put u =
1), where r >

If we write

e.

sometimes taken as the definition of

presentations of the theory. Cf. 2.77, ex.

(8)

x+ -> ex
,

(3)), e

lim

This result

continuous (4.41

In particular, with

is

< logn < l + i + i + .-.H


- <f{n) <

1.

n^-r,
1

2, 3,

. . .

n,

and

INTEGRATION

124

[4.43

Hence when n -- oo, f(n) decreases but remains positive. Therefore by


some limit y, where < y < 1. Thus

2.77,

f(n) tends to

The number

can be proved to be

y, called Enter's constant,

approximate value

is

0*577,215,664,9

irrational; its

....

Exercise 4(/)

Find

the derivative of

(x+l)*(2x + 3)*

(3*-5) 3

V(l-* 2 )'
3

(a?-2)*(3a; + 2)*(2a: + 5)

5 e

xe x tanx.

2(x>0).

0.

12 If y*

/&e

e x sin x (log x) a .

> - 1).
> e).
(x + n) has the value

10 (log a?)* (x

e*,

1 ) (x

+ 2)

^ = &/ /log
2

prove

. . .

logarithmic inequality to prove the following (nos. 13-17).

13 log x

< n{$x- 1)

14 e*

15

<

16

x* e** sin 2a.

8 (1 +X) 1'* (x

Prove that the derivative of (x +

when x =

J7se

e ".

9 \ogx
11

if

for all x,

eU*

<
a;

>

0.

and
if

e*

>

<

1/(1

x)

ifx <l.

1.

lim^=i.
a.-j.icc-l
l0g(a;

17

lim

+ y~ l0ga;

18 Calculate lim

W* +

-.

*)

+ W>-V-****

[This limit

is

d(logx)fdx.]

ft->0
J

19 Prove lim

1.

[This limit

is

the value of ,d(e x )fdx

when x =

x->

use no. 14.]

20 Prove lim
C-*0

Assuming
I

a* 1

log a (a

>

0).

35

the exponential limit, write

2\~"

down the
1\"

limit

when n

-* oo of

(n

+ 2) n

0; or

INTEGRATION

4.44]
/

24 Prove limllH
*25 Iff{x)

>

and

1
1

l\

-J
is

125

[Use the logarithmic inequality as in 4.43 (7).]

e.

<

continuous for
log/(a;)<fo;

<

<

prove

1,

log

J**

J J*

by first considering the case when

|*

f(x)dx

1.

[In this case, log/(a;) </(#)

1,

Jo

so
x

log/(aj)

Jq

<

dx

J^/(aO dr

log

j J*

For the general case, when f /() dx


Jo
-4$swmm<7 Eider's

limit, calculate

c,

apply the special case to $(x)

= f(x) /c]

lim 0(n) tdien $(n) is

n->oo
1

*26

n+1 n + 2
I

1-

"'

*27

2n

H
being any
+ ...+
n n+1
pn p

*28

*29

qn+1

4.44

2n+l

2n + 2

I-

3n"

positive integer.

^ + ...+, p and g being positive integers, and p >


pn

qn + 2

q.

The hyperbolic functions

(1) Definitions

and simple properties.

In the broad sense, log x and ex and any function involving these
are 'hyperbolic' functions, because log a; is the measure of an 'area'
under the hyperbola y = l/x, and ex is the inverse function. However,
the

name

is

customarily used for two special functions which are

defined as follows:

chx =

%(ex

+ e~x

),

shx =

\{ex

- e~x

(i)

).

These, sometimes written cosh a;, sinha;, are called the hyperbolic
sine

and

hyperbolic cosine of x.

The name

from the fact that these functions bear a relation


= a2 resembling that between the trigonometric or circular functions sin x, cos x and the circle x2 + y 2 = a 2
For example, just as the point (acoad, asin#) lies on the circle for all
values of 6, so does the point (achu, ashu) he on the hyperbola for
arises

to the hyperbola x2 y2

all

u\ this follows because


ch. 2

u-shz u =

%(eu

by expanding. The hyperbolic

+ e~u 2 + \{eu -e~u 2 =


)

functions possess

many

other pro-

perties analogous to those of the trigonometric functions.

Thus

INTEGRATION

126

[4.44

from the definitions we verify that ch( x) = cha;


an even function like cos a; is), and sh( x) = sha;

directly

(so

that

cha; is

(so

that

sha; is odd).

The reason

for the similarity of behaviour will

be given

in 14.68.

By analogy with the remaining trigonometric functions, we define


,
1L
tha; (or

tanh x)x

sha;

-=

cotha;

cha;

cosecha;

secha;

cha;

sha;

tha?

cha;

sha;

All the properties of these functions can be deduced from their


definitions

by expressing the functions

in terms of powers of

e.

The

reader should verify the following results.


(i)

chO =

(ii)

1,

shO

0,

char,
(iv) sh( x) = sha;,

=
(vi) ch2 a; sh2 a; = 1,
tha;,
(v) th(
x)
2
2

(viii) cosech 2 x = coth 2 x 1


th x,
(vii) sech x = 1
(ix) ch(x + y) = cha; chy + ahx shy,
(x) sh (x + y) = sh x ch y + ch x sh y.
From these can be deduced the 'double angle' formulae, the
(iii)

ch( x)

mulae for converting sums into products,


metry; see Ex. 4 (g), nos. 2-15.

etc.,

for-

exactly as in trigono-

(2) Graphs ofshx, chx, thx.


Despite their structural similarity to the trigonometric functions,

we

shall

now

functions
(a)

is

chx -I =

so that ch x
(b)

x ->

see that the range of possible values of the hyperbolic

quite different. Observe that

cha; sha;

oo,

\{ex

-2 + e~x =
)

\{(>\*

- erk*)*> >

0,

for all x\

e~x

>

0,

so that cha;

>

sha; for all x;

but when

the difference tends to 0;

from the definitions, as x increases from oo to 0, ch x decreases


from +oo to 1, and sha; increases from oo to 0; while as x increases
from to + oo, cha; increases from 1 to + oo and sha; increases from
(c)

to

+ oo.
With

this guidance

and the

results (i)-(iv) above, the graphs of

cha; and sha; can be sketched (fig. 49).


For tha;, we have from the definitions that

INTEGRATION

4.44]

127

As x increases from - oo to +00, e 2* increases from to + 00, so that


thx increases from 1 to +1, and remains between these numbers
for all x. Also thO = 0, and th(-a;) = -tha;, so that the graph is
symmetrical about the origin

(fig.

50).

Fig. 49

(3) Derivatives

From

Fig. 50

and

integrals.

the definitions,

d
cha;
dx

= \ ^L (ex + e~x =
)

2dx

\{ex -e~x )

sha;,

d^

dx
d_

dx

and

th

/sna:\

ch 2 a; sh2 a;

ch 2 a;

dx \chay
coth x

similarly

dx

The corresponding integrals

jahxdx =
Jsech2 xdx

tha;

johxdx =

Jcosech2 xdx

dx

sha;
cha;

similarly

sech 2 a;,

are:

(cha;)

cha;

Jthajda;

log cha;;

coth a; da;

log

sha;,

= coth x.

d_

Since

= cosech2 x.

cha;,

th x,

ch2 a;

'

|sha;|.

INTEGRATION

128

[4.44

and hyperbolic functions.


and Ex. 4(gr), nos. 2-15 with the

Relation between formulae for circular

(4)

Comparison of the results of

(1)

corresponding trigonometrical formulae will verify the following rule,


which can be used as an aid to memory for obtaining hyperbolic

formulae quickly.
Osborn's rule.

general

angles

In any formula connecting the circular functions


and not depending on properties of periodicity

of
or

each circular function by the corresponding hyperbolic

limits, replace

function and change the sign of every product (or implied product) of

two sines.

Thus from

tan x + tan y

_
*

"=

we may
J infer that

tan x tan y

th (x
+ y)
v
s

th x th y

r.

l+tha;th/

the sign in the denominator being changed because


tana;
is

an implied product of two

The
sin

(tt

tanw

cos x cos y

sines.

rule excludes the application to periodicity properties, e.g.

x) =

sin a;;

and to

special angles, e.g.


.

sm (x + \n) =
.

and

sin x sin y

also to limits, e.g. d{cosx)\dx

(sin x

+ cos x)
J

= - since. A complete

justification

of the rule will be given in 14.68.

Consideration of the integrals in Ex. 4 (g), nos. 40-49, will verify

that the general procedures for integrating circular and hyperbolic


functions are the same.

Exercise 4(g)
Prove the following formulae.
1

chas + sho;

2 sh 2x
3

ex,

chx ahx =

e~ x .

= 2shx chx.

ch2x = ch 2 c + sh 2 a; = 2ch 2 c-l =

4 th.2x

2tiiX
5

l+th?x

6 c\i(x-y)

8 Express as

ch.xch.y-shxah.y.

+ 2sh 2

cc.

ah(x-y) = Bhxchy-chxahy.

7 th(x + y)

th x + th y
-

sums

or differences

(i)

sha; sh?/;

(ii)

+ tha thy

shxchy,

(iii)

cha; ch.y.

INTEGRATION

129

sh+shD = 2 sh( + D)ch (->).


BhS-shD = 2sh$(S-D)ch$(S + D).
ch + chD = 2chi(S + D) chi(S-D).
ch S chD = 2sh( + D) sh $(S - D).
sh Zx = 3sha; + 4sh 3
14 ch 3a; = 4ch 3 3chx.
2t
1 + t2
If t = th \x, prove (i) cha; =
-; (iii) thx = -; (ii) ahx =
a

9
10
11

12
13

a;

a;.

15

16 Solve the equation 7 sh a; + 20 ch x = 24 (i)


(ii) by using the substitutions in no. 15.

2t
-.

1+T a

by expressing it as a quadratic

in e x ;

(cha; + sha;) n

17 Prove

and

(chaj + sha:)

(chy + shy)

chraj + shna;,

ch(x + y) + sh(x + y).

(l+thx\ n
= ch 2na; 4- sh 2nx.
1-th xj
;

19 If ch x cos x = 1, prove that th \x tan \x. [Express


20 Prove sin 2 x ch 2 y + cos 2 x sh 2 y = |(ch 2t/ cos 2a;).
If tan x

21

= th y,

Find (and simplify


22

sh(loga;).

in half-angles.]

th 2y.

if possible) the derivative of

24 cotha;.

23 cosecha;.

secha;.

26

prove sin 2a;

all

28 tan-

27 logth&c.

30 cha; cosaj + sha; sin a;.

31

x cbx

25 logsha;.

29 tan- 1 (th \x).

(cotha;).

32

(cha;)*.

= A ch nx + B sh nx where A B, n are constants, prove d 2y/dx2 = n 2y.


If y = tan -1 (sha;), prove d2y/dx 2 + (dy/dx) 2 tany = 0.

33 If y

34

Write down the integral of

36 sech 2

35 sh2a;.
e a! (tha;

38

3a?.

+ sech 2 a;).

37 thfcc.
39

^chbx.

Using the formulae of 4.44 (1) and nos. 1-15 when necessary, calculate

the integral

of

40 sh 2 a;.

41 ch 2 a;.

44 sh 3 a;.

45 cha; ch2a; ch3a;.

42 th2 a\

43 sha;ch3a;.

46

ch(loga;).

Using integration by parts, calculate

47

jx ch x dx.

50

By

51

Reconcile the result of no. 50 with the answer of no. 29

48

jx sech 2 xdx.

expressing sech x in terms of

e,

jx 2 sh x dx.

49

prove Jsech xdx

2 tan -1 (e x )

+ c.

by using

Tan- 1 a - Tan- 1 6 = Tan- 1 {(a - &)/( 1 + ab)}


to

show

i.e.

Tan- 1 (e x - Tan" 1
)

= Tan" 1 (th Jx),

by a constant.
by use of the definition;

that the results differ only

52 Obtain
9

J*cosecha;<ia;

(i)

(ii)

from no.

27.

GPM

INTEGRATION

130

[4.45

53 Sketch the graph of (i) y = cotha;; (ii) y = secha;; (iii) y = cosecha.


54 Prove that sh x x and x th x are increasing functions for all x. Deduce
that for x > 0, thar < x < ahx < chx.
55 Calculate

4.45

The

lira

shx/x and lim thx/x. [Use no. 54;

cf. 2.12.]

inverse hyperbolic functions

These functions bear the same relation to shx, chx, thx,


tan-1 a;, ... bear to sin a;, cos a;, tana;, ....

...

that

sin -1 #, cos -1 a;,

Since x

(1)

steadily

from

= ahy is a continuous function of y which increases


oo to +oo as y increases from oo to +oo (see

hence shy takes every value just once; i.e. to any given
value of x there corresponds a unique value of y, written y = sh-1 x
4.44(2)

(c)),

and called the inverse hyperbolic sine of x.


The graph of y = sh-1 x is obtained from that of y = sh a; as described
in 4.41

(4).

Fig. 52

Fig. 51

= sh -1 then shy = a; and so by 4.44(1), (vi),chi/ = +<J(l+x2 ).


Hence y = log{x + ^(x2 + 1)}, i.e.
ev = shy + chy = x + *J(l + x 2

If y

Also

a;,

).

sh" 1 x
This shows that sh_1 a;
is

is

log {x + V(z2 +

continuous for

1 )}.

all x, since

\og{x + J(x 2 +

a continuous function of a continuous function (2.62

= chy

1)}

(2)).

an even continuous function of y which into + oo and also


creases steadily from 1 to + oo as y increases from
to oo, hence ch y has the same value for two
as y decreases from
(equal but opposite) values of y, except when chy = 1. Thus to any
(2)

Since x

is

INTEGRATION

4.45]

>

given value of x

when x =

correspond two equal and opposite values of y;


1 the function y of x is not defined. The

and for x <

1, y
two-valued function y
by ch-1 #.

0;

is

denoted by Qh~ x x, and the positive value

The graph of y = ch_1 a;is the


curve

is

that of y

'thick' curve in

ev

chy, shy

= chy + shy =

ev

2
= x + <]{x
-l)
v

Ch" * =
1

i.e.

ch- 1 ^

and

Since x

= thy

or

The complete

= + <J(x2 1), and

= x*-(x2 -l) =
,/

1)

(a

1),

+log{x + yl(x2 -l)}

{x

1).

x^

for

1,

x + j(x2

- 1)}

log{a; + V(^

Thus ch_1 a; is continuous


(3)

52.

x<J(x2 l).

{x + <J{x 2 - 1)} {x - V(z2 -l)}

hence

fig.

= Ch-1 x.

From y = Ch -1 a; we have x =

Since

131

1.

a continuous

is

function of y which increases steadily


from 1 to + 1 as y increases from

oo

+oo, hence thy takes every

to

value between

x(

<x<

sponding

just once. Thus, given

there

1),

a unique corre-

is

th-1 x.

y, written y

th -1 x,

tht/

From
i/

so
t>2y

_ l+x

e2y
e2

v+V
1+a;

and

IT-lIogj^,
Fig. 53

th-i*

i.e.

which
(4)

is

continuous for

= ilogi^

all

|a;|

<

(H<1).

1.

The functions Sech_1 a;, cosech _1 a;, coth -1 a; are seldom used

because

Sech- 1 x

= Ch"1

They could be

cosech" 1 x

sh" 1

treated similarly; see Ex. 4

(&),

coth" 1 x

nos. 38-40.

th"1

INTEGRATION

132

and

(5) Derivatives

[4.45

integrals.

= sh -1 a\
From x = shy, dxjdy = chy = + A/(l + sh 2 i/) =
(i)

+ x 2 ), the posiHence

tive sign being chosen since ch y is never negative.

s sh
-1

~la;

=+

{aUx)

v(rb)

= ch
Since x = chy, dxjdy = shy = + yj(ch2 y 1) = + /(x 2 1), the posi-1
tive sign being chosen because the values of y = ch a; are not nega(ii)

a;.

and hence sh y

tive,

(hi)

not negative. Therefore

is

th-1 a;.

From x =

thy, dxjdy

The corresponding

seoh2 y

= 1 a;2

So

integrals are:

These should be compared carefully with the

last

two

results of 4.12.

Exercise 4(h)
1

Obtain the derivatives of sh -1 x, ch -1 x, th -1 x by using their logarithmic

expressions.

down the derivative of the following, stating any restrictions on the values ofx.

Write,

2 sh- 1 ^).

5 th-iftan^).

6 coth" 1

8 th -1 (sina;).

9 ch -1 (sec a;),

10 Calculate
J
r

11

Calculate

By writing x/a
f

12

dx
-rr

(a

4 th- 1 (2).

ch- x (2a;-l).

J^^+^J

dx

7 sh _1 (tanaj).

by the substitution x =
V(l+* 2

sh t.

x
v(* -i)
(j

>

(x

>

1)

by the

substitution x

cht.

0)for x in the integrals of 4.45 (5), prove that

- = sh- 1 - + c.

13

C
dx
I-:;

- = ch"
,

+c

(x

>

a).

INTEGRATION
dx
;

15

x2

,a

=-th~ 1 - + C
a

133

<o).

(\x\

by using

Calculate the integrals in nos. 12-14

suitable hyperbolic sub-

stitutions.

16

Show that the logarithmic form of no.


dx

V(a 2 + x2 )

and

12

is

log{a + V(a 2 + a 2 )} + c',

between the constants

state the relation


nos. 13, 14.

Give similar results for

c, c'.

Write down the integrals of


17

V(

}+25)*
*

21

24

18

v^

By

22

putting

2
)

dx

20

, ]
V( 4a;2 + 25 )'

- )'
V( 36 aj8
1

23

r..

V( 2 + 2a; + a;2 )

a sh and using ch a t

a:

19

-.

By putting a; =

}- 36
,
)'

V(4a 2 -9)

V(*

25

ix J{x 2 + a 2 )

J(ch 2t +

1),

J(2x + x*)

prove that

>

if a

0,

+ ia 2 sh" 1 (a/a) + c.

ach, calculate J(x 2 a 2 )dx (a

>

0).

[Contrast 4.21,

ex. (vi).]

By wsmgr a suitable hyperbolic substitution,


26
J*

V(9# 2 4) da.

27

+ 4)dx (answer in logarithmic form).

y/(9x 2

calculate the following.

< 1, what is the substitution to be used in no. 11? Show that the
log{ x + *J(x 2 l)} + c. [As ch$ is never negative, the substitution
required is x = chtf.]
*30 If a;

result is

-12
*31

(i)

(ii)

Evaluate

dx_

t/

J^" og by the substitution x

2
13y/(x -25)
x

Also evaluate this integral

substitution

= y.

by first reducing it to

*36 If c n = Ja"ch axdx and s n


integer, prove
n

34 ash- 1 *;.

x
= sh ax
a

fx

n ah.axdx,

n
a

by the

(i).)

the integrals of

33 th- 1 ^.

J12VOS 2 - 25 )

(This obviates the difficulty of signs indicated in

Using integration by parts, calculate


32 ch- 1 ^.

= 5 ch

*_i,

35

where a

xn
ch ax
a

Hence obtain a reduction formula for c n and for s n


37 Using no. 5, show that jaecxdx = 2 th" 1 (tan s)

aHh- 1

and n

is

*:.

a positive

n
a

c n _,.

if

|tana|

<

the result when |tana| > 1? Show that both results are given
arithmic forms log tan ( %x + \n) = log sec x + tan x
j

1.

What is

by the

log-

INTEGRATION

134

38

[4.5

Verify the results stated in 4.45 (4), and state for what values of x they hold.

Use these

results to

prove that

sech-ijc =
ax

(l)

cosech-ia =
ax

(ii)

-coth-^ =

(iii)

(0<a;<l);

xj(l x 2 )
1

(x

x*J(l+x 2 )

#= 0);

*39 Sketch the graphs of (i) cosech -1 c;

(H>1).
(ii)

Sech -1 a;;

(iii)

coth -1 a:.

*40 Prove that


(i)

(u)

sech-i*

log

cosech- 1 ^

Jlt^Z^J

log

if
I

(iii)

coth" 1 *

ilog

(B)
4.5

Revised

list

<

(0

<

>

1);

0,

log|

if

<

0;

(|a;|

J|i|J

>

1).

Systematic integration

of standard integrals

In section (A) of this chapter we gave some general methods of


integration (decomposition, substitution, parts, reduction formula),

and applied them to a variety of functions. In this section we approach


the subject from a different point of view by considering various types
of function and investigating what methods can be used to integrate
them. Although we cannot give rules which will apply for the integration of all functions, we shall see that certain classes of functions can

always be integrated by following a well-defined procedure. Our


classification of functions will be the 'structural' one outlined in 1.51.

The following resultsf have been obtained in


xm dx

i<fcc

(m

m+ 1

log|a|;

ex ;

section (A)

# - 1):
"

(i)

(ii)

F.
ex dx

jsinxdx = cos x,
f

The

(iii)

cos x &x

~ sm x

>

arbitrary constant of integration has been omitted for brevity.

a b
>

INTEGRATION

4.5]
2
Jsec xdx

2
Jcosec xdx

tan x,

jsh xdx = ch x,
jsech 2xdx

J*ch xdx

dx

j j(x*-l)
The

(v) a, b

sh x\

(vi) a, b

= coth x;

(vii) a,

tan_1 x;

JvuW^
lj(iTx*)

cot x;

Jcosech2 xdx

th x,

jiTx*

135

dx

8*11

(vm)

"1

(ix)

&

Bh lx
>

dx

Gh ~ lx

(aj>1 ^

J^cfe - log|/(*)|

result

includes the following:

Jtan xdx

= log

Jth xdx =

exs.

(i), (ii))

Jcosec xdx

Jcoth xdx

log ch x,

We shall show (see 4.81,

Jseco;cia;

jcot xdx

cos x\ ,

log sh x\ .
|

(xii) a,

(xiii) a,

that

log tan %x\


|

log |tan(|a? + Jtt)|

log sin x\

or

(xiv)

log |seca; + tana;|.

(xv) a, b

The reader should know all of these, and should be able to quote
when x is replaced by any linear function
px + q (p 4= 0). Thus by writing xja for x in nos. (viii)-(xi), we have
when a > 0:
the corresponding results

f.

dx

\~n~r

CI
J J{a* + x*)

dx

ah

2\

~1 x

= - tan -1 dx

(xvi)

sin"1 -;

g(a; + V(

(xvii)

+ a;2 )};

(xviii)a,6

INTEGRATION

136

and

if

< a<
C

^ ==Ch"

J V(^
Similarly,

[4.6

x,

-a 2

fcgfc + VO*

xby px + q in.

on replacing

a2s

because

= J- f
2a\x

- 02 )}-

(xix)a,&

(ii),

x + a/

Integration of rational functions

4.6

4.61 Preliminary considerations


(1)

All rational functions of the form Jcf (x) \f{x) (where k is constant)

can be integrated immediately as

by

fclog f(x)\,

4.33.

(2)
it

When

the function

is

not already of this form,

we decompose

into simpler rational functions. If the degree of the numerator

is

than that of the denominator, we begin by using 'long


division' to reduce the fraction to a polynomial together with a
not

less

'proper' fraction.

Examples
_^!_

(i)

x+\
x%

hence

= *_!+.

dx

\x 2 x + log

2xi -x 3 -Sx 2 + 5x-4

(u)

o
,
x3. -3x+l
.

so the integral of this function


a;

4.62 Digression

We may

on

x+V

\x

a;

3* 2 -3

=2x-l+-

+1

-3a:+r

is

-:K + log|a: 3 -3a;+l|.

partial fractions

suppose that, whenever necessary, the above division


Our problem is then to decompose a 'proper'

process has been done.


fraction into a

sum of simpler fractions, known as its partial fractions.

When the denominator can be factorised into

a product of linear and

INTEGRATION

4.62]

137

irreduciblej quadratic factors (repeated or not), the reader will

how this decomposition is made. We


a summary of the working rules; the theory is

know

give here, for convenience,

where there

(10.53),

is

full

in the Algebra section

formulation of the basis of 'equating

coefficients' (10.13).
1 (a)

For each simple linear factor xa assume a partial fraction


xa

(b)

For each squared linear factor

(c)

xc

'

==-rz

Ax + B

A.

or equivalently
.r

,
'

C2
C
+ 7 3 \s
(x c) 2
(x c) 3
,

b) 2 assume a sum

x -b) 2
(

For each cubed linear factor


<?i

and

+-

x-b

(x

(x

(x-b) 2

'

c) 3 assume

or equivalently

'

Ax2 + Bx + C
(x c) 3

so on.
(a)

For each unrepeated irreducible quadratic factor x2 + bx + c

assume a fraction

x
(b)

For each squared

assume a sum

+ bx + c'

irreducible quadratic factor (x2 + bx + c) 2

A x x + Bx
.

x2 + bx + c

and so

A 2 x + B2
.

(x2

+ bx + c) 2

'

on.

Thus, in general, for a factor of degree n

we assume a partial frac-

n 1

whose numerator

(cf. the equivalent forms in


is of degree
but in the case of a repeated factor it is usually better to
express such a fraction as the sum of n simpler ones, as first stated.

tion

Rule

1);

Having followed the above procedure for all factors of the denomin-

we convert the relation expressing the equivalence of the given


fraction and the sum of partial fractions into a polynomial equation,
by multiplying both sides by the given denominator. The constants
A,B,C, ... can then be determined either by (i) equating coefficients,
ator,

or

substitution of special values for x, or (most usually)

a
mixture of these methods. The following examples should revise
(ii)

and

clarify all that is necessary.


| See the definition in 10.52.

(iii)

INTEGRATION

138

[4.62

Examples

ABC

Simple linear factors.

(i)

x z +l
x(x 2 4)

+ 2= + 2'
x x
x+

0:

= A(x*-4:) + Bx(x + 2) + Cx{x-2).


1 = -4A,
so A = -\.

Put x =

2:

x2 +l

;.

Put

Put

a;

= -2:

a:

Hence

a;

SB,

so

B=

f.

8C,

so

C7

f.

15

+l =

a;(a:

5=

ABC

7cc-4

+2
+ 2) a?-l (a;-l) a
7a; - 4 = A(x - 1) (a + 2) + 5(a; + 2) + C(x - l) a
(a;-l) 2

3=1:
Put x = - 2:
coefficients of

a;

(a:-l) a

+ 3a?+l

^ a ,

(a;

o,

(a;-2) 3 (a;-3)

and we could proceed as

=
+ 2)

so

before.

so

x-1

2.

5=1.
C - -2.

so

= A + G,

lx~ 4
2a; 2

a;

Hence

(a;

= 35,
-18 = 9C,

Put

Equate

8(x + 2)'

S(x-2)

4x

Repeated linear factor.

/.

5
(--

-4)

+ 2*

CD

(a;-l) 2

a?

B
A
^
+ 7
^ + -
+-x-%'
(a;-2)
(x-2)
a

a:-2

The

following variation of the

method should

be noticed.

+ 3a: + 1 = A(x - 2) 2 (x - 3) + B(x - 2) (x - 3) + C(x - 3) + D(x - 2) 3


= 2:
15 = -G, so G = - 15.

2a; 2

Put x

Hence
^(a;-2) 2 (a;-3) + 5(a;-2)(a;-3) + jD(a;-2) s

=
=
=

2z 2 + 3a;+

+ 15(a?-3)

+ 18a; -44
(a; + ll).
2
4(a;-2)(a;-3) + 5(a;-3) + i)(a;-2) = 2a; + 22.
-5 = 26,
Put = 2:
and hence
A(x - 2) (x - 3) + D(x - 2) 2 = 2x + 22 + 26(x - 3)
= 28(a;-2).
A{x- 3) +D(x- 2) = 28.
/.
Putting x 2 gives J. = 28, and x = 3 gives Z) = 28.
2a;

2(a;-2)

.*.

a;

WAen

cw&ic or higher order repetitions occur,

method (equivalent

to repeated division).

it is

shorter to use the following

INTEGRATION

4.62]

Putting y

139

= x 2, the fraction given in ex. (iii) becomes


2y' + lly+15
2(y + 2)' + 3(y + 2) + l
=
3
y (y-i)

y*(y-i)

15+lly + 2y = - 15(y - 1) + 26y + 2y*

Nowf

ss

-15(y-l)-26y(y-l) + 28y

= - 15(y- 1) - 26^/(2/ - 1) - 28i/ 2 (2/ - 1) + 282/8


.

15
-

so the fraction

is

y*

28

26

28
h

yi

y-\

26

15

(x-2)*

(x-2)*

28

x-2 x-2

28

Simple quadratic factor.

x+4
(1V)

x(x* + 2)

_ A Bx + C
~ x + x* + 2

'

x+4 = A(x* + 2)+x{Bx + C).


4 = 2A,
so A = 2.
2
Equate coefficients of a;
= A + B, so B = 2.
Equate coefficients of a;:
1 = C.
2 2a;-l
s+4
Hence
2
(a; 2 + 2)
+2
_Ax + B Cx + D
xs
+ 2
2
+9
+ 4) (a 2 + 9) ~ 2 + 4
.'.

Put x =

0:

a;

(a;

a:

a:

but if we notice that the given fraction


have (more easily)

a function of *2 and put y

is

.4

a;

2
,

we

2?

+
+ 4) (2/ + 9) ~ ^+4 ^+9'
from which we find A = $ B = f as in ex. (i). Thus
(2/

x1
(a;

+ 4) (a; 2 + 9)

9
5(z 2 + 9)

5(a:

+ 4)

x* + x 3
(vi)

x3 -l

'

Here the fraction is not 'proper', so that first the division process must be
applied. It can be combined with the work for finding the constants in the
partial fractions as follows. Since the quotient is of first degree in x, it has the

+ + 1) of x3 1,
a;* +
A
Bx + C
T
= ax + o-\
+
#-1 x* + x+l
a^-1
x* + x* = (ax + b)(xi -\)+A(x l + x+l) + (Bx + G){x-l).
Equating coefficients of x* and of x* gives respectively 1 = a, 1 = 6. Put x =
2 = SA, so A = f
form ax + b;

so,

using the factors (a;


a;

1)

(a;

a;

.'.

t The following can also be obtained


(arranged in ascending powers of y).

by long

division of

1:

15+ lly + 2y 2 by 1 +y

INTEGRATION

140
Proceeding as in ex.

(iii),

first

[4.62

method, we find after a

little

calculation that

3(Bx + C)(x~l) = -(2x + l){x-l),


Wx + 3C = - 2x - 1.

so that

Equating

coefficients of

C = I.
Hence
3

x gives

xi + x
.

B =
,

x*-l

and equating constant terms gives

= x+l +

2x+l
2
3(a: + a;+l)

B(x-1)

Repeated quadratic factor.

but

= A
X-l

x+3
{X-1)(X 2 +1) Z

(Vll)

a+3

(-l)(a: 2 +l) 2

x-l

x+ 3

/.

Put x =

X*+l

I:

(X 2 +1)*

Write

easier to proceed as follows.

it is

Dx + E

Bx + C
1

f{x)
(a;

+l) 2

'

A(x*+l)* + (x-l)f(x).

4A,

A=

so

1.

x+ 3
1
_
+l) 2 ~ ix-l)ix 2 +l) z ~ x-l

f{x)

"

ix

_ -x 3 -x*-3x-2
~
ix + l) z
2

after

fix)

and
or

this

by

1.

We now have

either

by inspection

combining the fractions and then removing the factor x

= -x -x -3x-2,
z

can be put in the form iax + b) + icx + d)

division

by x 2 + 1.

/(*)

The given fraction is

+ 1)

= (- 2x - 1) + (- x - 1) ix* + 1).

therefore

x+1

2x+l

x-l~ x +\~ ix 2 +l)


2

(viii)

(*

We find

'

Case of linear factors with irrational coefficients.


(i) would apply to a case like

The method of ex.

xix*-2)

and we could express the

xjx + ^2)ix^j2)'

result in the

form

A+- B

x + y/2

C
x-^2

For the purpose of integration, surds can often be avoided by incompletely


decomposing the given fraction. Thus
1

xix*-2)

_A + Bx + C
x

x 2 -2'

INTEGRATION
141
and by the visual methods we should find A = \, B = \, C = 0. Then immedi4.63]

ately

dx =

2
J x(x 2)

Jlog

Exercise
Using

the results of the above

worked examples, calculate

x*+l
2

x(x

4)

4(0
the integrals of

lx- 4

2x 2 + 3x+l

(x-l)*(x + 2)

(a;-2) 3 (a;-3)'

X+4:

x*(x+l)

x*_

x(x 2 + 2)'

(a;

+ 4) (a; 2 + 9)'

'

x*-l

x+3

*7

(a;-l)(a; 2 +l) a

Express the following completely in partial fractions (using inspection whenever


convenient),

and hence

calculate their integrals.


a;

-l
2
CK +1

a;

11

7a;

20

2a;

18

'

2a?

21

3a;

*23

+ 22a; 2 + 7a; + 54
+ 3) 2

(l-2a;)(a; 2

+7

(aj+l)(aj+2)(2aj + 3)'
3a;

19

(x-l)(x + 2) 1

+ 12a; + 2

(a;+l) 3 (a;-2)'

+13

6a;

16
a;(a;+l)

a;(a;-3) 2
2

2a;+l
(a?-l)(4a;-l)*

15

a; 6

'

13

x(x+l)'

a;+18
17

(*-l) 2

2x3 + a; 2 + 4

2a;a;

a;+l
10

x-2
12

'

+l

x*-l'

(a;-2) 3

14

a;

+3

22

xJx^+Ty

2
2

-3a;-2
(a;+I) 2

x* + 4a;- 16

(a;-2) 2 (a;2 + 4)'


1

24
'

(2a;

+1) (3a;2 + 2)'

Express the following in partial fractions involving only rational

coefficients,

and

hence calculate their integrals.

25
(2a;

4.63
It

x+2
+ 3) (a; 2 -3)

Summary
will now be

4a;

26

+3

(a;-2)(a; 2 + 4a;-l)

clear that, provided

we can

27

2x* + x 2 -2
a;

-4

resolve the

'

denominator

and quadratic factors, any given rational function f{x)jg{x)


can be expressed as a sum of partial fractions of the types

into linear

A
(x-a) m

'

Bx + C
(a* + bx+c) m

'

INTEGRATION

142
for

m=

where x

1, 2, 3,

+ bx + c

[4.64

has no factors or else has linear

factors with irrational coefficients.

Integration of the

type yields

first

r~i1
\m(x a)-

>

if

oil

-4 log

or

1,

=f=

a\

la;

We examine the integrals of the second type in 4.64,

m=

if

1.

4.65.

be factorised as described above, we


remark that the method of partial fractions becomes powerless,
Thus it cannot cope with
If the polynomial g(x) cannot

"j*

'Zx

+ 5x* + x2 -2x-l
{x*-x+lf

although the expression for this integral


x* +
xP

is

dx

'

in fact

x+V

Ax + B
dx
bx + c
(1)

Constant numerator (case

A=

0).

Complete the square in the denominator, thus reducing the


tegral to one of the standard forms (xvi), (xx) in 4.5.

in-

Examples
dx
dx
_ r
x 2 + 6x-4~ J (x + 3) 2 -13'

f
Jx -a

Since

J
C

therefore

Hence the given

integral

dx =
x + a/
2a

^~ (

2a\x-a

xa
log
8

x+a

k-a
= log
(x + k) z -a*
2a ^Ix + k + a
dx

\x +

is
1

|aj

;log
e

2V13
dx

+ 3-Vl3|
^
+ Vl3|'
1

|* + 3

_lf

dx

dx
{x + 2)*

~.

Since

dx

)x* + a*

Hence the given

- tan

-1 x

integral

a'

dx

J (x + k)* + a*

- tan

+ 2\

-1,x + h

is

11
+2 . tan -1,
= tan -1
1

4 1|
t

li

2a;

+4

Hermite has shown how to find the rational part of any such integral

ff(x)
/

J 9(P)

without having to factorise

g(x).

dx

INTEGRATION

4.64]
Alternatively,

put x + 2

tan 6; the integral becomes

sec 2

4j

143

11

6j

In practice the middle step of the working in each example is done mentally.
(2)
.

Linear numerator (A

#= 0).

Express the numerator in the form

A (derivative
Hence

split

of denominator) + fi.

sum

the given integral into a

of the form

rf'(

of two integrals: the

J5|jf<fa-log|/(x)|
the second

is

covered by case

(1)

above.

Examples

Zx - 5

Write

Then we

find

A=f

fi

The

2a:

A(4a:

+ 2) +/t.

Hence the given integral is


4x + 2

j*

4J

13

+ 2a: + 41

dx

|*

2 J

2a;

+ 2a; + 4l'

last integral is

= tftan -1

= JjS-.^tan- 1

Therefore the given integral


log ( 2a;

is
8

+ 2x + 4 1 -

tan" 1

2x+ 1
7

(1V)

ii-te-ax*

^
2*-7 = A(-3-4tB)+/t;

Write
then A =

(i

W and
_i

the given integral

-3-4x

is

ii r

+
2 J 11 -3a:- 2a; 8 * ~2 J ll-3a=-2a; 8

The

'

last integral is

11

/*

dx

11

1
|

Therefore the given integral

s+f-W97

is

iloglll-Sa^l-^log

4a;

+ 3-V97

4a + 3 + V97

first is

INTEGRATION

144

Ax
xx +rD
B

4.65 Reduction formula for

As

in 4.64 (2), begin

by

finding

[4.65

^ /

...

2
n
J (x + bx + c)

numbers

A,

(i

for

dx
'

which

Ax + B =

X(2x + b)+/i.
Ax
B
r
2x + b
r
+
dx
dx = A f 2
dx + u
n
^ J (x* + bx + c)
J(x + bx + c) n
J (x* + bx + c)
_A
1
n-1 (x* + bx+c) n - 1+llUn

Then

'

dx

where

6aj + c) n

by completing the square,

jTsvJ;
{(a + i&) + C-i&*}
jjTZTTixirh.
2

+ B
= c 6 2 Writing the numerator of the integrand
!

jfc)

t = x + \b and
+ k) (l/k) t 2 we decompose the integral:

on putting
as ( ljk)

(t

A;

I f

_1
+

1*n ~ i1 H

on integrating by

2&(n -

parts.

1)

* 2cfe

J* 5 {(! +

2k{n-l)(fi + k) n - 1

2k(n-l)

Hence

2(n-l)k

2w-3

(P + k)"- 1

2(w-l)fc

Successive applications of this reduction formula will lead to u x which is


many cases un is more easily calculated by means
of a substitution, as in the following.
,

either (xvi) or (xx) of 4.5. In

Example
2x- 1
{x*

+ 2x + 5) i

dx.

2x -

Write

Then A =

and /* =

X{2x + 2) +/i.

3, so that the integral is


2x + 2

C
J

+ 2o; + 5)

^ -3

(a;

* 2 + 2a; + 5

/*

cite

a
2
J (* + 2 + 5)

3 f

J {(*+

<fo
2

1)

+ 4}

INTEGRATION

4.7]

Putting x +

145

2 tan 0, the last integral becomes

f 2sec 2

4
J 16sec

dd = - f coa
J

6dd

(l+cos20)d0
16
1

'

= ^g(^ + i sin 26) =


sin 6

Since

the expression

tan
16\
1

is

Hence the given

and

,,

V{(a;+l) 2 + 4}
f

-1t

*+l

integral

cos 6

+ sin 6 cos 0).


=

2(x+l)

-;

^+1)2 + 4}'
,

\
J

(x+l) + 4j

is

^tan- ,x+l
2

16

x* + 2x + 5

3x+ll

-A
16 tan

8(x* + 2x + 5)

3
x+1
Sx 2 + 2x + 5
x+1
-1
'

Exercise 4(j)
Integrate each of the following functions.
1

7^

A
4

+ 2) 2 +16'

^
5 4a;-a;
g:2

'

a:

+i
(a;

25) 2

2a;
(a;

*il

(a;

a; 2

*13

+^+ 3

(l+a:)(l+a; 2 )'
10

1
.

+ 2) 2 -16*

3a;

2a;-10'

_
2

(3a;

rr.

(3a:

-3a:-4

- l)(a: 2 + 2a; + 2)'

+ 4) 3

x2 + 2a; + 2'
6x + 5
- 18a; + 25'
3
8
a; + 7a; - 3a; + 4
4
+ 2 +l
+2
*
2
2
(a; + 2a; + 5)

9a; 2

a;

*12
'

"

t
1+a;

*14

a;

*15

1+a*'

l+a; 2 + a^*

Integration of some algebraical functions

4.7

4.71 Linear irrationalities

For functions containing roots of linear expressions, a rationalising


substitution can always be used.

Examples
(i)

xdx

C2ts dt

=
=

$t*-t2 + 2t-21og\t+l\
fa;*-a; + 2a;*-21og|a;*+l|.

INTEGRATION

146
C

....

To

both

Jt* + t*

>

put x

roots,

(since 6 is the l.c.m. of 2

and

3).

The

becomes
C6t6 dt

[4.72

dx

rationalise

integral

<

t*

t+1

6(i*

2a;*

dt

-* 2 + *-log|*+l|)

as in ex.

(i)

- 3a;* + 6** - 61og la;* + 1|.

jxT^Y) = frnwt-

where 2*~

so that *

= * 2+ 1}

2feft
:

+ l)

2 f|

by

- 1 <ft

partial fractions,

2{log|+l|+^
21oglV(2a;-l)

(iv);
V

^ =
Ja;^(a;-8)
f

3* 2 eft

J*

3 f
Jt*

The

-1

i\
dt
partial
by
3 y
+ 2]

-2 + 4

variable

fractions,

+ 2)

fI

-|Ti -ilog|

<

+ 2|.

tan

J(*-l)* + 3-V3

The

ilog( , 2 _ 2, + 4)

last integral is

+1

J(t + 2)(t*-2t + 4)

t+2

p1 /

1)

J eft

3 f

j6\<"-2< + 4

2J \

+8

+V(2a; _

x 8

where

,
f 3
( + 8)*'
J(*

+ l|

x is now restored by putting t

"73'

(x 8)*.

4.72 Quadratic irrationalities

For functions containing J (ax2 + bx + c), the substitution


ax2 + bx + c
is

not usually successful; but 'completing the square'

is

useful at

INTEGRATION

4.73]

some

stage.

proved that

We
if

by a few

illustrate

R(x, y)

is

147

particular cases; but it can be

a rational function of x and

*J(ax

where

y,

+ bx + c),

then jB(x, y) dx can always be reduced to the integral of a rational


function by means of a substitution.

i71
If

Ax + B

we remove the

factor

\a\

from under the root

sign,

we

obtain a

multiple of an integral of one of the types

Ax + B
aX
dx
)J(x* + gx + h)

Ax + B
aX
dx
)j(- x * + gx + h)

>

'

(1) Constant numerator (case A = 0).


Completing the square in the denominator reduces either type to
one or other of the standard forms (xvii)-(xix) in 4.5.

Examples
(i)

*!

2
JV(* + 4a;+13)

(i)

dx

dx

r
J J{( x + 2)* + 9}

- J_

= 3h-^ +2

"

dx

a; )

da;

V{W-(*+f) 2}

V3

6ar

+5

11

da:

J V{a?(3 + 2a;)}

J V(2aj +

3ar)

^2 J V(* 2 +t*)

da;

V{(* + l)
(2)

Linear numerator (A

Since dUf(x)}/dx
in the

=j=

-i9}

ch

4a;

V2

+3
'

0).

%f'{x)j<]f(x),

we begin by writing the numerator

form

\X (derivative of expression under the

root)

where A, /i are constants. The given integral is then


of two integrals the first is of the form

+ ji,

split into

the

sum

"*/'(*)

dx
p.V/(*)
the second

is

as in case

y/f(x);

(1).
IO-2

INTEGRATION

148

[4.73

Examples

+X
(

iv )

Jva-x + x
I

2,
%

dx.

1+ x =

Write

Then A =

and /* = f the
;

A(

integral

- 1 + 2x)

is

r_i (^-l)_

fd

dx
x + x2 )

dx

= V(i-^+^ 2 )+|
J V{(^-4) 2 +e

<v>

by

J7(lsi) *- - Jv,- wL+i

,to

/,/<*!'+->*'

'rationahsing the numerator'. Write


a;-

= ;

Then A = | and
1

2J

\l{2x* + x-Z)

(i)-(v)

A(4a; + l)+/t.

the integral

(4a;+l)

=
Examples

is

da;
_5 f
~l) J{2x* + x-Z)

5
4a;
+a;-3)-^ch-i

^V(2a;

4-

could also have been done by using a trigono-

metric or hyperbolic substitution. Thus, after the preHminary steps


in ex. (v),

we

Putting x + J

could proceed as follows.

| ch u, the integral

is

*f(cliM 1). shudu


x-1
If
= J_f|(
2
*
f shw
V2j
V2J V{(* + i) -ff}
5

J*(chw
~"~
v

4V2j

From w =

ch

-1

f (a; +

i)

ch -1

*,
l)<Zi*

= -^^(shw m).

"~4V2

+ we have
4a;

shw = V(ch 2 w-1) =

y{(^
2V2
B
5

this gives the result as before.

1
^)

~ 1 = iV(16 2 + 8a;-24)
}

V( 2a;2 + a;

- 3 );

INTEGRATION

4.74]

149

dx

k74

Jo{x - k) ^{ax2 + bx + c)

This can be reduced by the substitution x k

1/f

to the form

considered in 4.73.

Examples

J(a+i)V(i+*-* 2 )'

= 1/t, so that dx = - (1/t 2 dt and


l+x-x* = -(a+l) 2 + 3a: + 2 = -(x+ l) 2 + 3(a; + 1)-

Put x + 1

The

integral

is

J(i/).(i/<)V(- 2 +3-i)~

J V{f-(-f)

= - sin" 1 =

sin" 1

>

j = sin-
1

by using t l/(x+ 1).

x+1

J(x-l)J(4x* + l)

_
~
The

(x-l) + 2

J(x-l)J(4x* + l)
dx

JV(4a; +l)
2

first of these integrals is ^sh _1 2a;;

stitution

a;

1 =

1/t

JV(5<

dt
a

J(*-l)V(4z 2 +l)'

the second

is

reduced by the sub-

to

_ _ J_

dt

+ 8< + 4)""V5jV{( + t) 2 -^}


=

r-

ch _1

ch -1
2*V5

V5

^{ax* + bx + c)dx

4.75

By

completing the square, the integrand

forms

The

dx

\l(t* + W),

<J(k*-t

is
2

2
),

V(*

reduced to one of the

-^ 2

)-

integral can then be

found by a trigonometric or hyperbolic


substitution. For example, putting x = ash u we have
j*J(x

+ a 2 )dx = jachu.ach.udu

a2 Jch2 udu

\a2

+ ch 2u) du

J(

= %a2 (u + %sh2u) = \a\u + ahuchu)


= \a 2 sh- 1 (s/a) + \x J(x2 + a 2
).

'

INTEGRATION

150

We

could also rationalise

<J(x

[4.76

+ a2 by

putting #

atan#; the

would become

integral

ja seed, a sec 2 Odd = a2 Jsec 3 Odd,


but this

is less

easy to calculate.

Similarly, jj(a 2 x2 )dx is rationalised

veniently by x

= a th u) and j*J(x2 a2
;

by x = a sin 6 (or less condx


by
x = a ch u (or # = a sec 0)
)

4.76 Direct use of a trigonometric or hyperbolic substitution

The

substitutions mentioned in 4.75 can often be used directly.

Others are given in Ex. 4 (k), nos. 32, 33.

Example

By putting x =

2 tan 0,

[_dx__
dx
_
2

J a V(a

+ 4)

2 sec 2 Odd

1 f cosfldfl
lCi
~~

2
J 4tan 0.2sec0

V(a:

4sin#

"

4 J sin 2

+ 4)

4a?

Exercise 4(fc)
TFnfe down or calculate

(if possible

by more than one method) the integrals of

2a+l
X

V(*+i)'
1

1+^z"

V(* + 4)'

V(2+l)-V*'

V(i+*)-^(i+*)'

V(2*

+ 4a;-7)'

+2

a;

V(* +i)'

+7

V(6-a;-a;
a:

+l

17

V(* + 6a;+13)'
2

J (^l)

20

V(* +i)'

6a;+13)*
1

12

15

-^ 2

J{(x + B)(2-x)}'

3x-5
V(2B + 4a>-7)'

18

a;V(*

V(* +i)'
2

+ 4)'

21
a?V(2a;

3a;-2

xj{3x 2 + 2x-l)'
V(a

V(6a;-7-a; 2 )'

V(*

a;

2 )'

22

a;

16

19

11

14

2a;

2 + yfx

j/x-l'

10

x + Jx'

13

)-

23

(a;-l)V(* 2 + 9)*

26 V(* 2 -a 2 ).

+ a;)'
1

24
(a;+l)V(l

27

+ 2a;-a; 2

V(3a; -5a;).

INTEGRATION

4.8]

28 V(* 2 - 5* + 6).
* 30

* 31

*29 (3a+l)V(2a: 2 -6:r +

op+^+W
(^-t.4)V(^ + 9 )

32 If a

151

l).

p t=W(^+9).]

Pprt >M]

< fi, show that the substitution x = a cos 2 + fi sin a

will

convert the

integrals of
integrals

33 If a

J{(x- a) (fi-x)}, lM{(x-a)(fi-x)}, and JUx-a)l(fl-x)} into


of rational functions of cos 9 and sin 6.

> /?, show that the substitution x = a ch 2 w

sh 2 u will convert the


and J{(x-a)/(x-fi)} into

integrals of J{{x-a)(x-fi)}, l/y/{{x-a)(x-fi)},


integrals of rational functions of ch u and sh u.

4.8

Integration of

some transcendental

This class of functions


circular functions

and

very wide;

is

yff

functions

we

concentrate mainly on the

but see

their hyperbolic analogues,

4.85.

4.81 Rational functions of sin x, cos

( 1 ) The integral of any rational function of sin x and cos x can always
be reduced to the integral of a rational function oft by the substitution

For

sin x

coax

=
=

t&nx =

2 sin \x
cos 2
\x
2
,

2
cos 2 \x
2 sm 4x
2

sin

dt_

^L =

i sec

da;

This substitution

is

2 sin he
cos he
2

2t

f = -1 + Sf

sin 2 a; + cos 2 a;

cos 2 4a; sin 2 he


2

cos

r-|
2

|a;

sin2

,
= |(1
+ 2
.

a;

so

),

,
rfa;

especially useful for integrals of the

JcosecajcfctT.

taxi^x,

we have
=:

Jsh^
Hence

'

Examples
t

tz1 + *2
l

2(tt

dx

(i)

'

acoax + bainx + c'

Putting

2t

a;

cos a;

and

tan \x.

J^rr^ = j7 = Iog

J*cosec a; da;

log tan %z
|

<|

form

INTEGRATION

152
(ii)

fsecxdx.

Since sec a;

we have by

cosec (%n + x),

sec a; do;

As

and

[4.81

tan(7r + a;)

ex.

that

(i)

+ \x)

log |tan

cos $x + sin %x
+ \x) cos \x sin \x
1+ sin re
(cos \x + sin a;) 2
sin 2 a;
cos x
cos 2

sm.(\n + \x)

cos

\ir

since the last expression can be written in the forms


/

seca + tana;,

/l

/I-

+ sina;\

I,
V \1 sina;/
:

the result can also be given as


log sec x + tan x
|

1
\

log

+ sin x

| log

or

2dt
r
dx
_ C dt
_ f
j5 + 3cosa;" j5(l+* 2 + 3(l-< 2 ~ J 4 +
= |tan -1 ^ = | tan* 1 (| tan a;).

(iii)

(iv)

J 3 + 5cosx

J 3(l

+ * 2 + 5(l-* 2 ~
)

_
~

J{log|2 + |-log|2-*|}

dx
sin-cosa;+l
J
C

(v)

_
~~

The

|2

2+*

ilog

2-t

'

|2-tania;
f dt

2dt

J 2t-(l-t*) + {l+t*)

J("r+i)*

log|*|-log|*+l|

log

tan \x
tan \x +

log

-log|l+cota:|.

integral

a cos x + b sin a; + c

into

two

integrals

A (derivative
It then

4-* 2

+ tana;

Acosx + Bsinx + C
is first split

2 + </

J4\2-J

(vi)

+ sina;
sin a;

dx

by writing the numerator in the form

of denominator) +p (denominator)

+ v.

becomes

Alog\A coax +Bam.x + C\+ fix + v j-

dx

A cos x + B sin x + G

and the

last integral

can be reduced by

tan %x.

INTEGRATION

4.81]

153

Although always available, the substitution t

(2)

tan \x is sometimes

not the best one.


(a) If the integrand is an odd function of cos x, put u = sin x.
Let the given integral be Ji?(sin#, co8x)dx. Then R I coax is an
even function of cos x, and will therefore contain only even powers

= 1 sin2

of cos a;; using cos 2 a;

can be expressed as a rational

it

re,

function of sin a; only, say /S(sinx), and

jsdx =

js(sinx) cosxdx

= js(u) du.

Example
( vii)

J*sin

x cos 3 x dx

J*sin

x cos 2 x cos x dx

= ju2 l v?)du
(

%u3 \uh where u


= \ sin 3 x \ sin5 x.
,

(b)

If the integrand

cos a;,

an odd function of sin x, put u = cos a;.

is

Example

sin6 * sec*xdx

(vm)
J

smxdx =

8
J COS *

\(z6
J \w

J
Bu6

=
(c)

u=

//

integrand is

T^-du

w8

u + -4
w
-7
l

2_

Su3

where

du,

u=

sin a,

Jsec 6 * f sec 3 * + sec*.

an even function of

both sin a;

and cos a;, put

tana;.

By

writing sin a;

cos a; tan a; the integrand becomes a rational

function of cos a; and tana; which


COS a X

is

even in both; using


1

+ tan2 x

we have a rational function of tana;, say

= jT(t&nx)dx =

jlldx

T^tana;),

and

JV(t*) ^j^-2 .

Examples
C
(ix)

- dx =

J sin

a;

cos 2

dx = f 1+w

fsec 4 *
I

J tan *

tan x cot x.

2
T

du

INTEGRATION

154
Alternatively, the integral

is

dx =

(sec 2 #

2
2
J sin a;cos a;

or it

[4.82

+ cosec 2 c)cia; =

tana; cota;;

can be written
4

/*

X^

dx

2
J sin

cosec 2 2xdx

= 2 cot 2a;.

da;

2a;

sec 2 a; da;

2
2
2
J a + ft tan a;

2
2
2
2
J a cos a; + 6 sin a;

du

on dividing top
and bottom by cos 2 x,

Ja 2 + 6 w 2
2

= tan- 1
a&

\aj

1
/&
\
=
tan -1 - tana;
,

ab

C
(xi)

dx

J a + o sin x
cos 2 x + sin2 x = 1 to
The integral is
2

\a

can be reduced to the form of ex.

make

the

(x)

by

first

using

denominator homogeneous in coax and sin a;.

dx

2
2
2
J a cos x + (a

+ 62

sin 2 x

4.82 Circular functions of multiple angles


If the integrand consists of

a.

A cos m ax sin"

'

sum

of terms like

ax cosn bx

sin' bx

where the indices m,m', n,n', ... are positive integers and the multipliers a, b, ... are any numbers, then by the formulae of elementary
trigonometry each such term can be expressed as the sum of a number
of terms of the types

A cos {(pa + qb +

. .

.)

x],

ji

sin {(pa + qb

. .

.)

x);

these can be integrated at once.


Alternatively, if a, b,

...

are integers, the functions of the multiple

angles can be expanded in powers of cos a;

and

sin a;; here

m,m'

may

be positive or negative integers. If a, b, ... are not


integers but rational numbers, and k is the lowest common multiple
of their denominators, the substitution x = ky reduces this case to
the one just mentioned. The integral is thus reducible to the form
n,n',

...

already considered in 4.81.

In practice the elementary trigonometrical formulae can be used


a, b,
for larger values
for small values of the constants m,m',
the help of de Moivre's theorem (Ch. 14) becomes necessary (e.g. see

Ex. 14 (6), nos. 6-8), or


Ex. 4 (m), nos. 28-30).

else

a reduction formula

is

used

(see 4.84,

and

INTEGRATION

4.83]

155

Examples
J*sin 2x cos xdx

(i)

J*$(sin 3a; +amx)dx

= cos 3a; J cos x.


Alternatively, the integral is
2
J*2sina; cos a;<2a;

= 2 J*w 2 dw,

where

coax,

= $w8 = $ cos 3
This example

(ii)

jsinx

is

easy by either method.

J*(sin3a; sin a;) sin

1
- f{1

J(a;

cos2a; sin3a;da;

f
I

{sin 2 3a;

3a; cZa;

(cos 2x cos 4a;)} dx

cos 6x cos 2x + cos 4a;} dx

J sin 6a;

-J

sin 2a; + J sin

4a;).

The second method leads to complicated calculations.


(iii)

J*cos

sin 8 2a; dx

8 sin8 a; cos 6 xdx

= J*cos 2 x
8

J*

8 sin8 x cos8 a; dx

it 2 w 5 cZw, where w =
)

cos a;,

J*(

= fw* + w8 =

cos8 a; cos 6 a;.

The first method is much less direct.


4.83 Hyperbolic functions: analogous results

In addition to the standard forms


/.v

(i)

i
j
cosecharaa;

dx
= C - =

Jahx

J*-~

=
=
-\
r
(ii )

|*

j
i~
sechxdx

(vi), (vii)

and (xiii) of 4.5, we have:

dx
fisech

-=
J2sha;ch|a;
2

where

Aacfa;

thfa

th^x,

log|thr|.

,
= C dx
= C dx
= fsechHa
dx

Jchx J ch 2 %x + ah 2 $x Jl+th 2 c

2<^T

i1+T

where

= 2tan- 1 (th|a;)

th \x,

'

INTEGRATION

156

[4.83

Alternatively,
C

seen a; ax

2dx

)ex

e~x

= 2tan- 1 (e

C2ex dx
-r

Je *+1
2

2du

= r

)u*+V

u=

where

ex ,

a:

).

It can be shown (see Ex. 4(g), no. 51) that these two results differ
by a constant.
The substitution r th.\x (cf. Ex. 4(g), no. 15) will convert the
integral of any rational function of ch x and sh x into that of a rational
function ofr; but often the substitutions u = 8hx,u = ch.x,oru = thx
are more convenient, as in 4.81 (2).
Expressions involving powers and products of ch ax, sh bx, ... can
be dealt with by the formulae of Ex. 4 (g), nos. 2-4, 8.

In general,

the procedure for integrating hyperbolic functions is

As the

similar to that for circular functions.


shall

results are less useful,

we

not give further examples.

Exercise 4(/)
Integrate the following.
1

cosa;

1
.

cosa; + sina;

5,

^ sina; cosa;
sina;

+ sina;

L^.

+ cosa; + sina;
cota;

+ cosa;

-=

2cosa; + sina; + 3

5cosa; + 7

2 cos x + sina; + 3

1+cota;

io

5 3cosa;

*n

<J{(I + sin x) (2 + sin x)}

x+8hlx
1

+ cosa;

12 sin 6 a; cos 3 a;.

13 sin5 a; cos 2 a;.

14

15 cos 3 x cosec 2 x.

16 tan3 a;.

17 cosec 3 a\

_
19

20 sin 4a; cos

cos 2 a;
18

+ sm 2 a;

21 sina; sin 3a; sin 4a;.

sina; cosa;
-r-i
ir
sin2 a; cos-'a;

sin* x cos 2 x

6a;.

23 cos 3 x sin 2 2a;.

22 cos 2 x sin 5a;.

*24 Find constants E, a for which a cos x + b sin x R cos (x a). Hence give
a method for integrating l/(acosa; + &sina; + c). Apply this method to nos. 4, 5
above.
*25

(i)

If a + b

>

0,

show that
is

^tan-

^Itania;)

/(-

if

>

b,

INTEGRATION
and

is

b + a cos x + *J(b

2
)

157

sin x
if

a + booax

<
If a + 6 =
If a + b

(ii)

(iii)

0,

a change of sign of the whole

0,

what

is

<

6.

integral will lead to

(i)

the value of the integral?

dx
2
acos
sina; + csin 2 a;
a;
-ftcosa;
+
J

*26 Calculate f

*27 Use integration by parts to calculate


a;

cos

xsinx

(aa cos 2 a; + & 2 sin a aO a

*28

m 4= n, prove that

If

(i)

(m sin mx cos nx n cos ma; sin nx),

=
ma

cos mx cos nxdx

sin mx cos na;tfo;

-- (w sin mx cos na; m cos wra sin nx),


=
2
2
"

sin ma; sin nxdx

m -n

m -n

(m cos ma; cos nx+n sin mx sin na;).


7

What are the values of these integrals when m = n?

(ii)

*29 If

dx.

m and n are integers, prove that


2n
(i)

sin ma; cosna;da;

0;

/:
(ii)

are zero

if

*30 If m,

sin mx sinna; dx

and

cos ma; cos nx dx

Jo

Jo

m + n, and

7r

if

m = n.

n are integers, prove that


(i)

cos mx cos nxdx

and

sin ma; sin nx dx

Jo

Jo

m = n, when each is J7r;

are zero unless

sin ma; cos nx dx

(ii)

J
is

2ra/(m 2

2
)

or zero according as

m n is odd or even.

*31 If

f(x)

and

is

A;

^a

+ a1 cosa; + 6 1 suia; + a2Cos2a; + 6 2 sin2a;+...+a B cosna; + 6 n sinna;,

a positive integer not exceeding n, prove that

r2n
j

Jo

[2w

f(x)dx

= na

Jo

P2v
cos kxf(x) dx

= nak

Ifk>n, show that the last two integrals are

Jo
zero.

sinfca;/(a;)(fa;

INTEGRATION

158

4.84 Jsinm
(1)

[4.84

x cos" xdx by reduction formula

This integral

is

an important case of 4.82.

It

can be treated as

when m, n are not small;


or by using the substitutions given in 4.81 or by a reduction formula.
As the last method can be used to simplify the integral even when
m, n are not integers, we consider it here.
described there, using de Moivre's theorem
;

First

m + n 4=

we suppose

Write

0.

um,n Jsinm #
fsinm x

As

ooaxdx

write

so that

u'

^sinm+1
ra+

(m

a;

we can

coa n xdx.

u=

coan

= in 1
v

~1

x,

sinm # cos a;,

v'

cos71-2 a; sin a;,

m+l

'

and integrate by

um,n
mn

m+

t cos

71-1

x sinm+1 x +

1 )' cos n_2 x sin


sinm+1 x (n
v
.

Jm+1

= ^t cos w_1 x sinm+1 x +


=f=

TO
Jsin x( 1

m + \lj sin

1.

=
(i)

m+ 2 x

1-2

cos*

mx

J*sin

x dx,

(i)

m+

cosn-2 xdx j*sinm x cosn xdx

^m.n 2

and solving for um>

um,n
m_ =

^m,n*

we find that, provided m

cos n_1 x sinm+1 a; H


ra

m+

rc

um
n_ 2
m,n

=}=

sinm_1 x,

= (m l)sinm-2 a; cosa;,

v'

'

Q08 n x sin a;,

ooa n+1 x
^

we have, provided that w=(=-l:

(n

1
(n)
v

Similarly, taking

u=

xdx

The last integral is

cos 2 x) cosn ~ 2 xdx =

Putting this in

sinm+1 x,

parts:

m+ l

provided m

1),"

4=

=f=

1),

INTEGRATION

4.84]

and

um,n
mn =

m+n

159

SUl"1-1 X COS n+1 X -\

m 1U
m + n m_o2,n

If both m, n are positive, repeated applications of


reduce the indices of cos x, sin x by 2, respectively.

m
m
m

(lv)
v

'

(ii),

(iv) will

If
> 0, n < 0, then (iii) numerically reduces ftoJ/i. indices by 2.
If
< 0, n > 0, then (i) numerically reduces both indices by 2.
If
< 0, then 2 is numerically greater than and the integral on the
right of (iv) involves a higher power of sin a; than um n does. In this case the
formula can be reversed by putting
+ 2 instead of in (iv), and then solving

for

um

which now appears on the

Um,-n =

right.

We obtain (ifm + l,n=}= 1):

~ SmW+1 X COS"+
.

-r i

Similarly, if n

<

we obtain from

0,

wm

=-

(ii),

X+

m+n+2
m + I Um+% n
+ 1:

if4r

w+ +2 u
m> n+a
rT

sinm+1 x cos n + 1 a; +
~

w+ 1

(v)

w+

-^

vi)

m<

and n < 0, then (v), (vi) numerically reduce the powers of sin a;,
by 2.
When m and n are integers (positive or negative), the integral is reduced
eventually to one in which the indices of sin a; and cos a; are 1, 0, or 1; this
If

coscc, respectively,

is

easily calculated.

The preceding

discussion includes the cases

um,o = jsimm xdx,


Secondly, suppose

vm

u0n = Jcosn xdx.

m + n = 0. Ifm>0 the integral is


m xdx =
m_2 a;(sec 2 a;-l)da;
Jtan

jta,n.

= Jtanm ~ 2 x sec 2 xdx vm_ 2


1

tanm_1 x vm_ 2

m
This

is

If

if

m#

1.

the required reduction formula.

<

0,

then n >

formula similarly (n

0;

the integral

is

jcotn xdx,

and we obtain a

4= 1).

method for getting the reduction formulae.


obtain quickly the formula relating um n to any specified one

(2) Alternative

To

Mm n _ 2 , nm_ ijn um>n+2


deriving sin1* a; cosa a;, where

of the six integrals

we

begin

by

um+2in um _2>n + 2 um+2>n _2


,

p 1

is

the smaller of the

INTEGRATION
[4.84
two indices of sin x and q 1 is the smaller of the two indices of cos x.
160

For

^
and

x cos 3 x)

(sin?

p sin '1

x cos a+1 x q sin3,+1 x cosff_1 x;

after expressing the right-hand side in terms of the required

powers of sin x and cos x, the formula

obtained by integrating the

is

result.

Example
Find the formula relating wTO> n to um> _ 2
The index of sin a; in both is m, so p =
.

cosa; is

n 2,

(sin"1

-1

-*

dx

so q

m+ 1.

The smaller of the

x cos" -1 x)

= cos n_1 a;.(m + l)sinm a;cosa; sinm+1 a;.(n l)cos n-2 a;sina;
= (m+ l)sinTO cos n o? (n l)cos n-2 sinm a;(l cos 2 )
= (m + n) sin" a; cos" (n 1 cos"~ 2 sin"* x.
silL m+i x cos -i * = (m + n) w TO - (n - 1 w m _ 2
a;

a;

Integrating,

a;

a;

which gives um>

(3)

The

indices of

= n 1.

in terms of um> ,,_ 2 .

mx

definite integral

coan xdx (m,

siri

positive integers

Jo
or zero.)

By formula
umn=

f **

(ii),

m X CQ8n xdX

SlD.

JO
n_1
[1
m n cos

a;

sinm+1 #

Jo

m + njo

sinOT # cos w_2 a;<fa;

rc-1

...

Similarly, formula (iv)

In particular,

if

would give

um,n =

^Vu>

m=

we have

cos w #da;

Jo

and

if

n=

n Jo

if

coa n

~2

w>

xdx

(viii)

1.

(n

>

1);

(ix)

0,

amm xdx =
Jo

smm - 2 dx
Jo

(m >

1).

(x)

INTEGRATION

4.84]

By means
or

161

n can be reduced

of these relations the indices m,

the final integral

is

m,n both

ulx =

odd:

m odd, n even:
m even,

Pi"

sin a:

fl

cosxdx

[sin 2 a;]^

u 10 =

n odd:

to

one of the following:

sinar^ar

cosa;?a;

=1;

1;

=
J

m,n both

^=

even:

|^r.

J
If there

is

an odd index, the working

shortened by selecting this

is

(say n) for successive reduction: the integral


f**

sinm x
.

cosxdx

= T

becomes a multiple of

-sinm+1 x

Lra+1

Jo

Jo

m+ 1

which gives the result without further formulae.


Also, it is enough to remember the single reduction formula (vii);
it includes (ix), and also (viii) and (x) because u
= un m For,
mt<n
putting x = \n-y,
.

/0

sin"1 x cosn xdx

u.

cosm y sinn y{-dy)

smn y cosm ydy = un m

Examples
(i)

sin 4 a? cos'icefo?.

Jo
Selecting the

odd index

W4.7

7 for reduction,

= 1^*4.5 = A-|W4(8 = A-f -f4,l


=

6.4.2 f* ff
11.9.7

6.4.2

sin* x cos 6

and

6.4.2

9 7

ft

sm *]T

16

1155'

= =
=
4
= |Ma = |.^ =
4>

Jo

Sm x coaxdx =

11.9.7.5
(ii)

we have

M4,6 =

5.3.1.3.1

|m4

n_

10.8.6.4.2 2

Jtt.

3tt

512'

| | 4
.

INTEGRATION

162
(iii)
J

sin 8 x cos 2 x dx

sin 3 a; oos i xdx+

Jo

The

= n y in the last integral reduces it to


ain 3 y coa 2 y(

dy) =

sin3 ?/ coa 2 ydy.

Jo

Jin
Therefore the given integral
2

is

sin 3 x cos 2 a; efce

2.1
2

proceeding in this

way

4
15

5 3

Jo

By

sin3 a; C0B*xdx.

Jin

Jo

substitution x

[4.85

Pn

r\n

/w

for the general case,

we deduce the fol-

lowing rule.

To evaluate

sinOT a; cos xdx where m,

are positive integers or zero,

Jo
write

down

the expression

(m-l)(m-3)...(n-l)(n-3)...
(m + n) (m + n 2) ...
where

all three

reached; if m,
as

'

sequences of factors decrease by 2 until either 1 or 2 is


are both even, multiply the expression by \ir (zero counts

an even number).
(iv)

f x 2p ( 1

x 2 )" dx, where p,

q are positive integers.

Jo
Putting x

sin 6,

where

<

<

\n, the integral

becomes

[in

Civ
sin 2 * 6 cos 2

cos 6d6

sin 2 * d cos 2 + 1 Odd

Jo

Jo

2j9(2j?-2)...2.(2g+l)(2g-l)...

(2p + 2q + l)(2p + 2q- !)...!

4.85 Integrals involving other transcendental functions


Integrals of the types

^xm (swr 1 x) n dx,

OT

Jaj

(cos

_1 x) n dx,

Jaf^tan

-1

x) n dx

can be cleared of inverse functions by a substitution. For example,


n
m
1
t/ = sin- x in the first gives
jy 8m y cos ydy; and since
smm y cosy can be expressed in terms of multiple angles, this integral
becomes a sum of integrals like A jyn amaydy, B jyn cosbydy, each

putting

of which can be found

by a reduction formula

(see 4.24, example).

However, direct integration by parts is often successful: see 4.23 (2).

INTEGRATION

4.85]

163

Ex. 4 (w) includes some integrals of other transcendental functions


which can be calculated by a reduction formula. The results of
Ex. 4 (e), nos. 28, 29 are useful in applications.

Exercise 4(m)
Calculate the integrals of the following by using
1

cos 6 a;.

sin4

a reduction formula.

2 sin 5 a;.

x cos

5 sec

x.

sin3 x cos 4 x.

6 sin4 a; sec 7 a;.

a;.

Evaluate the following integrals.


r\*

r\n

cos 6 a:dte.

fin

sin 8 xdx.

Jo

Jo
sin4 a;cos 5 a;<fo;.

10

11

Jo

+ cos x) 6 dx.

(1

cos 4 \xdx.

sin8 x( 1

12

- cos a;) 4 dx.

f x*<J(l-x*)dx.

13

14

JO
ra
15

I** a;

Jo
xm (a x) n dx, where

V(*

m and n are positive integers or zero.

Jo
sin8 a;a5a;.

sin 3 a; cos 8 a; da;.

17

JO

Jo

= Jcos" xdx and s B = Jsin"


- 1 c B _ a and

a:<Za:,

sin x cos"- 1 a; + (n

sin 2 x cos 3 x dx.

18

JO

19 If c n

nc

ft*

f2?r

16

prove that
ns n

= (n- l)s_,- cos x sin"" 1

a;.

Obtain reduction formulae for the following integrals. (Some of these examples
have already been given.)

20 fx n e*dx. (Ex.
22

Jsh n a;cZa\

24

JV

4(e), no. 21.)

23 jx n sin ax dx. (Ex.

eh axdx. (Ex. 4 (A), no.

36.)

26 J>*sin B &a:da;.
28 If um

21 J*ch B a;<fo;.

25

Ja;

4(c), no. 12.)

B shaa;da;.

27 JV(loga;) B da;. (Ex. 4(d), no.

45.)

= J*cos m x sin nxdx, prove that


(m + n) um n = mum h B _ x cos m x cos nx,
__

and

calculate

cos 2 x sin 4a; dx.

Jo
n 2 obtain a formula relating um

29 Assuming m* #
,
. Hence prove that

J*sin

mx

sin na;da; with

um _t

(m 2 -n 2

sinm a; sin nxdx

= m(m- 1)

Jo

and

calculate

sin- 2 x aianxdx,

Jo
I

sin 4 x sin 5x dx.

Jo
30 Prove that
J*cos na; sec a; da;

= ^-jsin(n l)a; Jcos(n 2)a; seca;da;,

INTEGRATION

164
and

calculate

% n sin

[4.9

sin x

8a;

dx.

cos a;

If

31

2(n -

prove that

1)

um

*32 If

where

xm dx

J (x*+l)"'

m- 1

mto _

2>

_!

^2+1)w _

J^aJ"(l-a?)"(fa,

m and n are positive integers, prove that


m,n

(i)

= wn m

[integrate

by

parts,

2/

1-x];

m~+n+T Umn

~1

and use xm +\l -x)"- 1 = xm (l - x)"- 1 - m (l -x) n ].

um

Deduce that

Fir

33 Prove

[put

Wm>n

(")

(iii)

_
=

n'

a;

sin4 a; cos 2 a; da;

mini
(m + n +

= ^n 2

1)

[Put y

it

x.]

Jo
34 Prove

xf(sm.x)dx

= \n

*35 Write

down

the derivative of xn eax cos bx and of x n e oa! sin bx. Putting


cn

deduce that

(for

f(amx)dx.

Jo

JO

w>

n e ax cos 6a; eZa;,

sn

J*a;

= jx n e ax sin 6a;

cfa;,

0),

ac bs n + nc n _ x

x n e ax cos bx,

as n + bc n + n5_ x

a;

n e oa5 sin bx.

Prove also that


ac

bs =

e 0ir cos bx,

as

+ 6c =

e ax sin

6a;.

[See Ex. 4(e), nos. 28, 29.] (The pair of reduction formulae will determine
and s n when n is a positive integer. Also see 14.66, ex. (iii).)

4.9

Generalised integrals

4.91

The problem

cn

In our definition of a definite integral (4.15) we required the


integrand to be continuous, and we implied that the range of integration was finite. Expressions like the following are at present undefined:

C+^dx

J-i^'
For, the integrand of the

C1

p_ dx

dx

JoVU-*
first is

)'

Jo

+ x2

discontinuous at the value x

within the range of integration; that in the second

is

discontinuous

INTEGRATION

4.92]

at the upper end x

and

1;

165

in the third the range of integration is

infinite.

We now consider how a meaning may be assigned to such integrals,


which are called improper,

or generalised integrals.

infinite,

4.92 Infinite range ('integrals of the


(a)

Suppose that f(x)

continuous for

is

all

x ^

a,

and suppose that

X ->co.

when

dx-^l

f{x)

kind*)

first

/*O0

Then we define

f(x)dx to be

I; i.e.

rx

r<*>

dx

f(x)

Ja

provided this limit


integral
(6)

is

f(x)

dx

X->oo J a

If the limit does not exist, the infinite

exists.

not defined.

Similarly, if f(x)

is

continuous for

f
f{x) dx
J -co

provided this limit


(c)

lim

lim f f(x) dx
X->coJX

is

continuous for

all

f(x)dx,

both exist for some fixed

x and if

ra

f(x)dx
J oo

Ja
a,

then

we define

f(x)dx+

f(x)dx=

J -oo

J -co

f f(x)
J 00

dx by

r^dx.
Ja

This definition gives a result independent of a; for

we have

( f(x) dx,
Ja

["fWdx^

rf(x)dx;
Ja

f f(x) dx + [ f(x) dx
Ja
Jb
letting

we define

/*

and by

b,

exists.

Finally, if f(x)

x ^

all

X -> oo we obtain
b

f{x)dx+

Ja

Jb

( f(x)dx + f f{x)dx=(
f(x)dx.
J oo
J oo

similarly

Ja

Hence
f*>

_J(x)dx+J^f{x)dx =

fa

f&
/(a:)(fo;

J
/(o;)da:

J oo

/oo

+ f{x)dx.
|

Ja

f>b

f(x) dx

/(cc)cfo;

-J

INTEGRATION

166

[4.92

Examples
If a

(i)

>

0,

then

1/a:

continuous for

is

J a x*

If a

(ii)

>

0,

then 1/x

is

continuous for
[log*]^

(iii)

- dx does not

all

a;

log

a,

and

X log a

X -> oo.

when

oo
|

X -> cc.

1 dx exists and has the value 1 (a > 0).

-dx =

Hence

2X 2

2a 2

when

2a 2

Hence

x^ a, and

2a;2j

L
->

00

all

exist,

Ja x

cosxdx

[sina:]^

sinX.

When

->

oo,

sinX

oscillates

between

Jo

1.

Hence

cos xdx does not

exist.

J'
Jo
/X
(lv)

J,

(ftp

x /1

JS+IT Jx
=

(j-jpt)*-**-' "^* 1 *

iog

s^]r

=iog

log =

-> log 1

xfi" io8i

when

log 2

C" dx =

Hence

(a)

oo.

log 2.

evaluated the integral at stage (a) as logX log(X + l) + log2,


into
would have been necessary to combine the terms containing
oo, because neither log
nor log (X + 1) tends
log {X/(X +1)} before letting X
to a limit separately.

Had we

it

(v)

when

<fo

Jo o

-* oo, if

>

,af|*
-= Tl-tan- 1 =

La

+aJ*

0.

aJ0

Jo
Similarly

and hence

f
I

a 2

when

Hence
dx

da;

,X >-.1 7T

- tan- 1

tan -1
f
I

a* + aT2

_ n
~ 2a'

1 /

>

tt\

n
dx =

oo,

INTEGRATION

4.93]
Therefore

if

>

167

0,

n
+
= -.
2a 2a
a
it

exists

and

is

rx
xe~ x dx

(vi)

Jo

= [- xe - a>yf+
=

it

e~ x dx

Jo
-Xe-x +l-e-*]X

= -Xe-x -e~x +l.


When X -+co, e~x -+0 and X erx ->

(4.43 ( 6)) .

x e~ x dx exists and is

Hence

Jo
4.93 Discontinuous integrand ('integrals of the second kind')
(a)

f(x) ->

Suppose f(x) is continuous for a ^ x <


co when x -> b If

b,

but that/(aj) -> oo or

'b-h

when

f{x)dx-*l

we define

f /(#) da; to

be

I,

A->0 +

i.e.

Ja
J'bf(x)

[b-h
f(x) dx
A->0+Ja

= Km

dx

provided this limit exists. Otherwise, the generalised integral does

not

exist.

(6)

Similarly, if f(x)

is

<x<

continuous for a
lim

and if

/(a;)<fo;

h-+0+Ja+h
Ja+h
exists,
(c)

we define

f(x) dx to

be this

If f(x) is continuous for a

a<c<b

the integrals

/(a;)

dx to mean

<x<

f f(x)dx,

Ja
/(a;)da:

limit.

and

if for

f /(a;)<fc
Jc

both

b,

As in

a ^

a;

<

b,

discontinuous for a value x

we define

/(a;)

cite

to

mean

Ja
e

f(x)dx+ ( f(x)dx
I

Ja

Je

provided that each of these integrals

exists.

c satisfying

exist,

4.92(c), it

Ja
Ja
Je
that this definition is independent of c.
{d) If f(x) is

some

we

define

can be shown

c within the

range

INTEGRATION

168
Finally, iff(x)

(e)

is

[4.93

discontinuous for a finite

number of values of a;

in the range of integration, this range can be divided into adjacent

which

intervals for

in

Then

(d).

f(x) is discontinuous at only

f f(x)dx is defined to be the

sum

one of the ends, as

of the integrals over

Ja

each part, provided that

these exist.

all

Examples
f1 l

-dx =

(i)

Jh s x
C

Hence

1
r-

Jo 4X
[2-h

r2

Jo
f
(iii)

1
efcc.

Hence

j
|*00

2
Jo a

To

dx

f3

dx

consider

dx

| (a; _2)*]3 +Jk

=|-|A*^f

does not

Jl x*'

exist.

Hence

does not

Jo*

f
J

-1

exist.

*
,1C^dx
<fe;

J -1

h dx

* =

We consider the integrals


,

as

*_U

Jo* 2

J-l*

3.

We may consider separately the integrals


ndx r'dx

dx.

C+ 1 dx

when

exists and has the value + =

-> oo

which lies within

we must

#(*-2)

Ja* 2

(v)

2,

find whether the integral exists

Jo*'

so that

h->0 +

when

dx

J^^^__

=---h>.oo

2 -ft

-12-ft

exist

f2

(i

2.

The integrand is not defined when x =

\( x ~ 2)
the range of integration.
the integrals

and

dx does not
2)

ate

h^0 +

= 2-2jh^2 when

dx exists and has the value

(ii)

Hence

[_2^x]\

[log|a;|]l*

Jo

logh,

h^0 +

INTEGRATION

4.94]

and

rl

dx
-=[\og\x\]\.
Jh' x

Thus neither
However,

integral exists separately,

169

-logh'.

and so by

r+idx
(d)

does not

exist.

J I x

C~ h dx

fldx

l0g 'l - l0g


7

J-l"^ J*'^

T ,

=1 8
,

h"

and if a special relation is assumed between h, h', this expression may tend to a
limit when h and h' -> 0+ e.g. if h = kh' (k being a positive constant), the
result is log k. In particular, by taking h = h! we obtain log 1 = 0; Cauchy called
;

this the principal value of

J
verify that

(vi)

An

ri

dx

-la

written

f1

dx

For

f1
I

dx

J-i 2

J-i*

the reader can

dx

does not

J-l * 2

integral like

exist.

-r

J_ 5 V(a 2 -9)
interval of values of a; in the

is still

meaningless because there

range of integration for which the integrand

is

an

is not

denned.

4.94
(1)

The

relation

Application

When we

j /(*) dx

= <f>(b) - <f>(a)

to generalised integrals.

by this relation in 4.15, we


assumed that (i)f(x) is continuous and (ii) <j>\x) =f(x) for all x satisfying a ^ x ^b. If these conditions are not satisfied, the relation cannot
defined the definite integral

be used without investigation.

Thus
J i

'evaluated' as

which by

l/a^lx

4.93, ex. (iv) does

by an incautious

not

exist,

would be

application.

On

the

other hand, the relation gives


f3

which is correct by
at x = 2.

dv

4.93, ex.

(iii);

this is because

<f>(x) is

continuous

a^x

If conditions (i), (ii) hold for


< 6 except at x = c (a ^ c ^ 6), and if
is continuous for a < x < b, the relation is valid.
Proof. First supposing b is the exceptional value of x, we have by definition

<l>(x)

(4.93(a)),

f(x)dx

Jo

by continuity of <j>(x) at x =

lim {0(6 -A) -^(a)}

0(6)-$5(a)

ft->0+
b.

Similarly, the result follows if a

is

the exception.

INTEGRATION

170
If a

<

<

b,

[4.95

then by definition (4.93 (d)),


rb

f(x) dx

rc

f(x) dx +
Ja

Ja

rb
f(x)
Jc

dx

lim {0(c-/i)-0(a)} + lim {0(6)-0(c + fc')}


A'->0+

A--0+

=
=

{0(c)- 0(a)} + {0(6) -0(c)}


0(6) -0(a).

(2) Definite integrals found

by a special method.

Although, most of the definite integrals in this chapter have been

obtained directly from the definition in terms of the indefinite


integral

<j){x),

yet

we have given examples where the

has been found independently: Ex. 4


nos. 33, 34

depend

essentially

on the

fa

(6),

definite integral

nos. 31, 33, 34

and Ex. 4 (ra),

relation

/*a

f(x)

dx

f(a x) dx,

=
Jo

Jo

sinm a; coan xdx

proved by a substitution;

(ra,

positive integers)

Jo

was found in 4.84 (3) by reduction; also see Ex. 4 (ra), no.
nos. 26, 27 and Ex. 4 (o), nos. 79, 80.
Calculation of the definite integral

32,

Ex. 4 (n),

may clearly be possible without

knowing (j>(x) explicitly in terms of x, because by some device it


may be easy to find the difference <f>(b) <j>(a) between two particular
values of

<j>{x).

4.95 Integration

by parts and by

substitution

In suitable circumstances the formulae of 4.22 and 4.25 can be


extended to generalised integrals. At this stage it is best to treat each
example from first principles: an illustration of integration by parts
occurred in 4.92, ex.

(vi),

and the following will illustrate substitution.

Example
Find
'

dx
by using the substitution x = a + (6 a) t 2 t > 0.
4{{x-a)
(b-x)}
Ja
When x increases from a to 6, t increases from to 1. Since the integrand is
discontinuous at both ends of the range of integration, we consider (see 4.93 (c))
the transform of each of the integrals

|*

dx

Jay/{(x-a)(b-x)}'

Cb

)c

dx
<]{(.x-a){b-x)Y

INTEGRATION

4.95]

where a

<

<

171

Now

b.

Cc

dx

2(b-a)tdt

)a+h<J{(x-a)(b-x)}

J ti (b-a)tj(l-t*)

_
~

dt

/*'.

} k J(l-t*)*

where
so the integral

is

2[sin- 1 ]*j

when h

->

since then

tx

2sin- 1 < 2 -2sin- 1 <1 - 2 sin- 1 J,

->

also.

Hence

dx

sin -1i ts

T77

"Tr;

JoV{(*-)(6-^)}
Similarly,

ft

-A

da;

"777

^r

f.

tt,

2 sin" 1 U-2 sin- 1

where

When A -> +

the expression tends to

2sin- 1 l-2sin- 1 /a
since

t3

7r-2sin- 1 <g

77

-* 1. Therefore
,ft

da:

2 sin -1 1%

Consequently the given integral has the value n.

Exercise

4(/i)

Discuss the following improper integrals, and evaluate each that

rdx

r<dx
-rxt

Jl
5

_a .
e-*da;.

f 00

JO

of
9

-7-.

00
1,
j ,
sechada;.
10

Jo

dec
-.

* 2 -l

+4

o
8

xe*da;.

00
.

,
xamxdx.

_
12

flda;
11

da;.

f
I

Jo

J _oo

fcosK

Joe*

-.

exists.

dx

Jo *

Jl V*

00
<-

-rr~.

Jo$z

da:
a;

-co^+l

fid*

Jo x

xlogxdx.

17

-r-:

Jo ^jamx

19 Prove

dx.

a;

n loga:da;

Jq
Jo

r
dx
,
.
2
Jo a + 6 2a; 2
,

7T

= ttt

if a, 6

2a6

d*

t,
f*
20 Prove

Jo

Ifn> 1, prove

18

(a;

+aa )(a; a + & 2

have

= _
)

7r

2o6(a + 6)
B

/;

like signs.

(a?

+a

if aft

da:

)(a? 2

+ 6a

>

0,

and find

(n + 1) 2

"

INTEGRATION

172

- =
2ab

Prove

21

if

if

cr cos 2 x + b 2 sin 2 x

J o

>

ab

What

0.

the value

is

if a, b

have opposite signs?


C7T

*22 Prove

{Top

jQa + bcosx
What happens if 6 a >
f*

*23 Prove

ff

Jo
24 If a

>

v( a

>

>

[Use Ex.

0.

no. 25.]

4(Z),

")

0?

P = V(
a + fccosx
da;

lb

1
*

f -0
e
* cos

prove

0,

JT

= -,

log

,v

+ Jlb 2 -a 2

bx dx

Jo

if

+6

>

>

0.

and
a

)\
;

00

e- ax smbxdx

a2 + 62

Jo

[See Ex. 4 (e), nos. 28, 29.]

7r < a <

25 If

and a

it

prove

4= 0,

da!

2
Jo x + 2x cos a +

If

a =

0,

integer,

*27 If

um

sin a

(which

is 1

is

the limit of

CO

t*

_ a

dg:

-> 0).

/*

*26 If

g f
2
J o # + 2# cos a + 1

verify that the value of each expression

when a

a/sin a

a" e -aa! da; and a

Jo
deduce that u

>

prove w B

0,

(n/a) w_i. If

n is a

positive

n!/a n+1 .

f a; n_1 (loga;) m da; where m, n. are positive integers, prove that


Jo
- (m/n) m _ h . Deduce that wTOj = ( - l) m n!/n TO+1 [See Ex. 4(d),

wTO

no. 45.]

28

y putting y -

-, prove

da;

29 Calculate

j-

_
~

<

^+

2;c

cos a + 1

by putting x =

t* It

r1

>

do;
a;

+ 2a; cos a +

1*

0).

Jl (1+aOV*
f 00

30 Prove

da;

^ox
/
//
(x
3)V(*-l)

31

Show

00

7\

Jl

Jxdx

2
Jl (l+)

a;" da;

JoVC
/

33 Calculate

<

tan 6,

34 Prove

= i + hr.

co

-*

xm dx
if

Cb

<

2
,

<

<>

0.]

then integrate by parts.]

n and 2w w 2

da;
-;

4.95, ex.)

Fmd

a;

sin 6,

<

<

7r.]

JaVtt^-aM 6 -^)}
35

[Put

Put ~

if m is a positive integer. [Put x =

2
Jo (1+a; )"
6 ^ 7r.]

C^

32 Calculate

xdx

JaV{(*-)(&-*)}'

= n by

putting

are positive integers.

a;

a cos 2

+ b sin 2 0.

[Put

(Cf.

INTEGRATION

173

Miscellaneous Exercise 4(o)


For

general practice in integration, the reader

may

try

a random

selection

from

nos. 1-60 following.

2a? + 7

"

(2x+l)(x* + 2)
4

xdx
/: (a; 2 + l)(a;+l) 2

2
'!

15

a;

+ a:2 -2*

+l)(* 2 + a;+l)

da;

14

f
4
Jx a;(l+a; )

17

J *j(x + a) J(x a)'

f 1 a;da;

<

f_^_

J a;*V(l+*

19

da;

MSK

* 24

2 )'

dx.

x 4a; 2 x 3

Jo 1+V*'

23

(a;

dx.
f_=*L
-a; - 2x +1

fi^->.

dx

(a;

*25

a;V(l

-l)da;

+ 3a; 2 +

a;

4 )'

-11

26

sin -1 a; dx.

(a 2 -*; 2 )-* da;.

/15
l 5

3)V(* +

J8

30
a;V(l

1)

dx
xj{5x 2 -4x+l)'

32

a;da;
xd:
28 Jcot~
x*(l+x* )'

dx

29

cos 2a;

+ 2a;-a; 2

00

33

36

31

38

jx- 1 log (log a;) dx.

dx

Jo

Jo

e~ x sin
e-*
sm.Zxdx
Zx dx.

37

a;

log ( 1

a; )

dx.

J
*]tan

39

da;

V(6*-8-a; 2 )

(a;+l) 2 V(a; 2 +l)

a;

f
J

35

xdx.

40

Jo

sec 8 xdx.

JO
r\n

41 J"sina; cos x cos 2a;da;

cot x dx.

42

<

Jin
43

(i)

jam x log (sin

a;)

dx

*(ii)

sin x log (sin x) dx.

Jo
rt*

44

sina;(l

c 2 sin 2 a;)da;,

<

c2

<

Jo
45

aw.- 1 (*Jx)dx.

dx.

da;

a;

4
a;

xH&+\)

Ji

f
3
J ^(l+aj+^+a! )

11

da?,

+ 4)

"

Jra
2a; 3

l) 2 (* 2

da;

Jo(i+* 2
r

xz2 -5* +

(*-:l)(aj + 2)'

13

x2 dx
a

da;.

10

j*3

i"

46

dx
3 + 5cosa;'

INTEGRATION

174
C

47
An
49

rn
50

f* ff sin.ctsin.xdx
;
r-r-.
r-i2
2

Jo l-sin asin
sin* a; cos

+ 5cha;

sha;

xdx
ft" sins^xdx

*54

fi*

56

20 svnQdQ.

+ acosa;

sec i xdx.

Jo

r
f*'
f*<

58

tan7 xdx.

Jo
/*a

XAj(2ax x 2 )dx.

60

x\a x)~*dx.

Jo

Jo

and deduce

Calculate Jlogaida;,

jam. 6 log (1 e cos 6) dd

62 If a tan

and

6 + 6 a cos 2 0)

if

>

0,

>

T+ 1

63 Prove

J _j

according as 2rwr < a


denotes any integer.

ft

cos 2 0)

2#cosa+a;
=
a

Ja;

B+ *

(2n 1)7T

a86 8

<a<

n
(a-bcosd)dd
-
=

Write the integrand as


is

1 - / H
I

2a \

a positive

2)u n -(2n+l)au n _ 1 +x

fna*,

and

66 If I(m,n)

cos"*

7(4, 5).

where n

according
6
2a
2

integer,

calculate

cos nBdd, prove

Jo
(m 2 n 2 )I(m,n)

and calculate

Jo

Jo

nzr,

~&

a + 2aocos0/
2

[2a

x % ^{2ax a; 2 ) dx

0,

n - 1 (2ax-x*)l

r2a

Hence prove

a=

2nn, or

2
2
J o a + 6 -2a6cos0

J(2a x) dx where n

(n +

d<f>jab.

\n, -\it or

|_

65 If w

a 26 2

sinaaa;

< (2n+ l)7r,

b.

Cn

b,

+ 6 2 sin 2 0) =

+ & 2 cos 2 0) 2 ~

64 If a and b are positive, prove

<

0,

(a 2 sin 2

Jo

^- cos dj log ^- cos 6^

(a 2 cos 2

dd/(a* sin 2

Deduce that

6 tan <j>, prove that

(a 2 sin 2

b,

0<a<6.

+ cos a;)

cos*

/2a
2a

>

-,

(2

a>-l.

Jo

as a

dx

+ 2cosa; dx.

i" l

_^

a;aa;.

j~

52

a;

/lOg 2

Jo

61

<

Jo

55

59

Ja C Vl( a;-a )( 6 x )s

Jo

mm
57

sina; +cos a;

dx
- in 5 + 7cosa: + sina:

53

dx

48

C+i"
J

51

dx

J sin a; cos a;

= m(m 1) I(m 2, n),

1
J

prove
0.

x 3 *J(2ax x 2 ) dx.

INTEGRATION

175

nit

67 If I(m, n)

r\n

and J(m, n) ~

sinTO x cos nxdx

(m+n) I(m,n) =
and when m >

sinm a; sinnxc&r, prove

Jo

Jo

mJ (m l,n 1),

sin n7r

2 express 7(m, n) in terms of I(m 2, n

2coB n - 1
=-

68 Prove Jsinntf sec Odd

and hence evaluate

2).

sin ( w _ 2)

sec Odd,

f* ff cos50sin0
<*

69 If w B

x p( 1

JO

6'-

cos a

Jo

a; 5 n dx where n, p,

q are positive, prove that

(nq+p + l)u n = wgw^i.


Evaluate when n is a positive integer.
70 Obtain a reduction formula to express
j(x* + a 2 )*"- 1 dx. Prove

+ a 2 )'

(a 8

J"
If u n

*71

of n.

cfcc

tan" a;dx, prove u n + tt_a

n-l

Jo
when n is a positive integer.

Vn + Vn-t

Ca

is

a positive

+ V2)}.

1,

(a;-a) n

a)"- 1

r Sin*
.

-:

terms of

COBX.

(nl)\

n\

prove

integer,

{x-a)* n Hmxdx

(a;

in

and express u n as a function

= j(x a) n ainxdx, prove that if n >

*72 Writing n!/ B

If n

+ a 2 )* n da;

Ja4{7 V2 + 3 log ( 1

n*
I

a
J*(aj

a2

a 2n

a*

= (-l)-i(2n)!jcosa-l+ - + ...
(

73 If c

Jch ax cos bxdx,

74 Calculate
75

= J"sh ax sin ftxaa;, calculate c and * in terms of x.

J*ch ax sin bx dx,

If/X (x)=

Jan oa; cos bx dx.

f(t)dt,Ux)=
Jo

Jo

(n-

l)!/(x)

A(t)dt, ...,fn (x)=

/_!(<)

<ft,

prove that

Jo

(a?-*)-1 A.
J**/(<)

[Integrate repeatedly

by

The

parts.

result expresses repeated integrations as

a single integral.]
ra

/2a

76 Prove

{f(2a-x)+f(x)}dx. Deduce that

f(x)dx=
Jo

Jo
[2a

(i)

if/(2a-a;)

-f(x), then

f(x)dx

0;

Jo
r2a
(ii)

if/(2a

-a) =f{x), then

/(*)da;

Jo
(m)

f(ainx)dx

Jo

Jo

/(sina;)daj;

pa
/()aa;;

Jo

INTEGRATION

176
(i

Cn
/(cos x) dx

v)

fin

function of

11 Prove

/(cosa;)<fo according as/() is

or 2
J

an odd or even

Jo

Jo
t.

/(sin2a;)sina:<iC

Jo
78 Iff(a + x)

*J2

/(cos 2x) cos x dx.

Jo

= f(x) for all x, and w is a positive integer,


f(x) dx

=n

prove

f(x) dx.

Jo

Jo

rwt
/(cos 8 x) dx.

Simplify

Jo
79

(i)

By putting 6 =

\ti

<f>,

prove

log ( 1

+ tan 6) dd =

Jo

r1
(ii)

Calculate

'

80 Prove

ios(i+x)
I

Jo
f**

Jo

dx.

+ x2

/l+sinaA
log (\l

+ cosa;/

dx

0.

\n log 2.

177

DIFFERENTIAL EQUATIONS
Construction of differential equations

5.1

5.11 Elimination of parameters

from a function

If y is a function ofx, an equation involving at least one of the derivatives dyjdx, d 2yldx2
and possibly also x, y, is called a differential
,

equation for y. Before considering

equation

how

to solve or integrate such an

to find y explicitly or implicitly as a function of x), we


further examples (cf. 3.53, ex. (i)) of differential equations

(i.e.

give some
which arise from the process of eliminating parameters from a function. The results will be helpful when we turn to the problem of solving

a given differential equation, because they


solution to expect; see also Ex. 5

may suggest what sort of

(a).

Examples
Eliminate a from y 2 = 4ax.
To eliminate one unknown we must have two equations. The second one
obtained by deriving the given equation wo x:
(i)

2yy'

Eliminating

a,

4a.

we have
2xyy'

2xy'

i.e.

4ax

= y2

y.

Geometrically, the given equation represents


a parabola having Ox for axis of symmetry and
Oy for tangent at the vertex (16.11). The
differential equation, which is independent of a,
thus expresses a geometrical property common
to all such parabolas. Since y' = tan xjr, we have
= ycotf = y/y' = 2x = 20N; the property is
'the subtangent = twice the abscissa' (see 5.71).

Fig. 54

NT

(ii)

To
twice

Eliminate A,

cc

from x

= A cos (nt + a).

eliminate two constants

wo

we

require three equations; hence, deriving

t,

dx

= Ansm(nt +

at
12

is

<Px

cc),

2 = An
dt

cos (nt + oc).

GPMI

DIFFERENTIAL EQUATIONS

178

From the last equation and the

[5.12

given one,

'h
dsx

dx d 2x

dt 3

dt dt 2

'

Practice in forming differential equations satisfied by given functions has


already been offered in Ex. 3(6), nos. 7-10, and Ex. 3(e), nos. 19, 20, 23-25.
A few further typical exercises on elimination follow; the reader should do all
of nos. 110.

Exercise 5(a)
1 If y = a log x, eliminate a.
2 If x 2 + y 2 = a 2 prove dyjdx = x/y, and interpret geometrically.
2
2
2
3 If y = A cos nx + B sin nx, prove d y/dx = n y.
,

4 Eliminate

A and B from y A chpx + B shpx.

ax + a 2 prove y = xy' + y' 2


6 Eliminate c from y z = Sex + c3
7 If y % = 4=a(x + b), prove yy"+y' 2 =
5 If y

9
10
*1

*12

0; interpret geometrically.

= Aekx +B lx prove d yjdx 2 -(k + l) dy/dx + My = 0.


2
If y = (Ax + B) e nx prove d2y/dx 2 2n dy/dx + n y = 0.
2
2
2
2
ax
If y = e~ (A cos px + B sin pa;), prove d y/dx + 2a dy/dx + {a +p )y =
3x
2x
x
Eliminate A, B, O from y = Ae + Be + C
3
2
If (x -a) 2 + (y -b) 2 = 1, prove (1 + y' 2 = y"

8 If y

0.

5.12 Definitions
All the preceding differential equations involve functions of only-

one independent variable, and are called ordinary differential equations. In Ch. 9 we shall construct differential equations in functions
of more than one variable, called partial differential equations.
When an ordinary differential equation in y contains dnyjdxn but
no derivative of higher order, it is said to be of the nth. order. Thus in
exs. (i), (ii) and (hi) the equations are of first, second and third order
respectively.

an ordinary differential equation can be expressed as a polynomial in all the derivatives which occur in it (but not necessarily as
a polynomial in x or y), the degree of the equation is the highest power
If

DIFFERENTIAL EQUATIONS

5.13]

of the highest derivative which occurs. Examples

degree equations. In Ex. 5

(a),

179

(i)-(iii)

the equation in no. 5

is

are

of

all first-

first

order,

second degree; in nos. 7-10, second order and first degree; in no. 12,
second order and second degree. Had the equation in no. 12 been
written

+ y' 2 )% =

(1

purposes,

cf.

y" (as

8.32(1))

both sides before deciding


of first order and

5.13

Some

first

may

it

well have been for geometrical

we should have

to rationalise

its degree. Finally,

dyjdx

it

by squaring

y]xj(*Jy

+ x)

is

degree, although not a polynomial in x or y.

general conclusions

The above examples and Ex. 5 (a) all suggest that the result of
n parameters from a function is in general a differential
equation of order n: from the given function we obtain n further
equations by deriving n times, and from the total of n + 1 equations
we can in general ehminate the n parameters.
(1)

eliminating

This statement

only true

in general' because sometimes the


elimination leads to an equation of lower order. Thus, eHmination of
b

from y 2

is

2axy + bx2 leads to

y - X fx)

{y

- ax)

so that y x dyjdx

in either case;

instead of the expected

2.

and

>

this equation is of order 1

Geometrically, the given equation repre-

two lines through the origin (see 15.52); each


y = mx, and for both it follows that y = x dyjdx.
sents

(2)

an

Conversely,

we should

is

of the form

expect that the most general solution of

nth-order differential equation contains

arbitrary constants.

not attempt a general justification of this here, but


will be seen in several important cases which follow.
shall

Given a

differential equation, the solution

number of

arbitrary constants

is

its

We

truth

which contains the

full

called its general solution (g.s.) or

Any

relation between x and y which satisfies the


a particular solution (p.s.) or particular integral.
Usually a p.s. is obtained from the g.s. by assigning special values to
the arbitrary constants, but exceptionally there are solutions {singular
solutions) which cannot be so obtained. Thus from Ex. 5 (a), no. 5, the
g.s. of y = xy' + y' 2 is y = ax + a 2 but it is easily verified that y = - %xz

complete primitive.

equation

is

called

also satisfies this differential equation although it cannot

from the

g.s. for

any particular value of a. See

be obtained

also 5.27.
12-2

DIFFERENTIAL EQUATIONS

180

We now

[5.2

give methods for solving the simpler types of ordinary

equation which

differential

in

arise

geometrical

and physical

problems.

5.2

First-order equations

is dyjdx = f(x, y), and our problem is to obtain


not involving dyjdx but containing one arbitrary
constant. If possible we try to give y explicitly in terms of x, and free
of the sign of integration. We do not discuss whether such a relation

The standard form

a relation

always

5.21
(1)

g(x, y)

exists,

One
If y

solution

but show how to find

it

in certain special cases.

variable missing
is

missing, the equation

is

of the form dyjdx =f(x); the

is

where the symbol j...dx implies the presence of one arbitrary constant: cf. 4.11. Thus all the integrations in Ch. 4 could be interpreted
as solutions of differential equations having this very simple form.
missing, the equation has the form dyjdx =f(y), which
can be written dxjdy = ljf(y). The solution is
(2)

// x

is

dv

i.e.

Each

of the integrals implies an arbitrary constant, which together

give a single such constant.

DIFFERENTIAL EQUATIONS

5.22]
It is

181

sometimes convenient to obtain this result from a formalf use

of differentials

by writing the given equation


f(y)dy+g(x)dx

as

and then integrating throughout. Compare exs. (i), (ii) following; the
may set out the work in either style, although we shall use the

reader

former.

Examples

Divide both sides by x( 1

+ yz

) :

wo

f
J 1

x,

+ y*

dy

x'

f - dx,
J

ilog|l+^ 3 = log|x|+c,

.:

\+y* = Ax 3

i.e.

since

may

dy

+ y a dx

Integrating

on freeing the equation of logarithms we get |l+?/3 |*


cube both sides, remove moduli, and write A = e 3c

\x\ e e ,

and we

(ii)

sin x dyjdx y %

Rearrange, divide both sides by

"

f
J

+ yz

sin x,

dy

dx

l+y*

sina:'

dy

y=

and multiply by

da;:

f COSeCa *

1^2=J

tan -1 y

/.

log tan \x\


|

+ c,

tan {log tan $x\


|

+ c}.

Exercise 5(6)
Solve the following differential equations.
i
1

^-5*2
5x

dx~

9
2

1 +a?4 if

dy

~w
Sy
-

dlC

When

t Cf. 4.11,

x=1

'

where dx

is

not a

dy
dx

~ = tana;

differential.

8y
2

'

cot*/,

DIFFERENTIAL EQUATIONS

182
9

+x =
y%
aa;

=y
ax

logcc if

when

a;

e.

Solve dy/dx

(*

dy/dx+P(x)y

is

+ y) 2 by putting 2 = x + y.
= 2xy by writing p =

14 Solve (dy/dx+x 2y) dy/dx


the quadratic in p.
15

a;^+i/=l.
ace

12 fSftow #&a the general solution of


stant is implied in the integral.)
13

10

2.

ace

dy

11

= -l whena =

if$^

Solve (3y 2 x) dy/dx

16 Solve dy/dx + yjx

[The equation

1/x

is

y = eSPdx (A con.

<%/cJa;

Sy 2 dy/dx

and

factorising

= d(xy)/dx.]

2
.

*17 If tfv/cft = (1 v 2 jk 2 ) g where k, g are constants, and


prove v = fcth (<#/&) What happens when t - 00?

5.23

[5.23

if

when

0,

Homogeneous equations

If the differential equation can be written

homogeneous and 0/ fte same degree (1.52


then the equation can be reduced to the form

where /(#, y),

g(x, y) are

dx

Forf ${x,y)
fy)

Putting

<j){x,

g(x,y)jf(x,y)

y) for all

va?,

t;

homogeneous of degree
1/x shows that

is

0,

i.e.

= v + xdvjdx and the equation becomes

+*
in

\x/

taking

then ofy/ox

(4)),

5 -'().

which the variables are separable.

Example
dy

xy = x 2 ~y

z
.

dx

Since ay and jc 2 y 2 are both homogeneous of degree

x 2v\v + x =a; 2 aaj a


/

t Cf. Ex. 1(d), nos. 7(i),

o
,

8(ii).

2,

we put y = vx and get

DIFFERENTIAL EQUATIONS

5.24]
i.e. (if

'

dv

0)

V*

+ XV = 1 V 2
ax

v
1

dv

2v 2 dx

so

-log|l-2v|

i-e.

log \x*( 1 - 2v z = - 4c,


)

x\l-2v = A,
)

and

a;

.-.

since v

log|a;|+c,

-2V = A

y\x.

5.24 Equations reducible to

homogeneous type

Examples
(i)

^=
da;

g +y-3
3a;

y 1

This equation

is

not homogeneous, but by the transformation

Y = x+y-3, X=Zx-y~l

=
dx

the given equation becomes

dY ~ dY dX 1+ y'
l
=
dX dx/ dx Z-y'

now

by the formulae of transformation; hence from

dY = l+Y/X _

(a),

X+ Y

dX~ Z-Y/X~ ZX-Y'


This

is

homogeneous; putting

Y = vX gives
V+

i.e.

1+v
X dX = 3=-v>
<Zv

= v*-2v+l
X^dv
dX
Z-v
Z-v

dv

{v-l)*dX
on separating the

variables. Integrating

.
'

X'

wo X,

= /{(^Ij5-^l}*
2

v-1

log|t>-l|+c,

DIFFERENTIAL EQUATIONS

184
hence

, %1
log|X(t;-l)|+
=
,

Using v

= Y/X,

[5.24

c.

this is

log\Y-X\
and from the formulae

2X

+Y-^ =

(b)

c;

X, Y,

for

log \2{y-x-

l)\

y
=c
+_
x+ y _ l

(c)

and 3x yl =

x+y3=0

represent two straight lines,


coordinate axes through (1, 2), and
parallel to the old, we obtain two lines through the new origin: their equations
will contain no constant term. To make the change of axes, put (see 15.73 (2))
Alternatively,

which intersect at

we take new

If

(1, 2).

then dx

= dX,

dy

y=Y + 2;

= X+l,

= dY and the given equation becomes

dY _

X+Y

dX~ 3X-Y'
whose solution

is (6)

above. Using

X = x Y = y
1,

becomes

2, (6)

" 1)
=e\
log|y- a; -l|+

xl
y
2(a;

(d)

It

is

easy to verify that


^

=
4x +
dx
a?

(ii)
v

'

2y +

Find the solutionJfor which y


*

= 1 log 2 + c.

Owftena;

0.

in ex.

_ dz_ 2

dy
dx

dx

.-.

25a;

i.e.

n
2

dx

i.e.

"

dx

dz
-

and the equation becomes

dz
a;

+ 25c =

The condition that y =

dz

5zl

dx

22 + 1

2g+l
5z-l

0.

_2 +
5

5(52-1)'

+ c = f2+^log|52-l|,
10(2a;

10a; + 5y - 1
= 5x-l0y + 25c.

+ y) + 7 log

when a; =
7 log

3
2z + 1
z

71og|10a; + 5t/-l|

or

hence

c'

(i) fails because, geometrically, the lines 2x+y 3 = 0,


are parallel. However, the right-hand side is a function of
therefore put z = 2x + y. Then

The method
4x + 2y+l

2x+y;

"*"^

are equivalent, with

(c), (d)

enables us to determine

1 =
1

25c,

The required solution is


71og|10a; + 52/-l|

= 5x-10y.

c:

DIFFERENTIAL EQUATIONS

5.25]

Remark.

185

Had we written our solution less precisely as


71og(10a; + 5y-l)

= 5x- 10y + 25c,

substitution of the values x = 0, y =


would have given the meaningless
equation 7 log ( 1) = 25c, since logt is not defined for t < 0.

Exercise 5(c)
Solve the following.
1

x- = x-y.

dy
2 (x + y)
dx

xy

if

when x =

3.

ax

= - + tan -

5
aa;

a;

11

da:

if

= i7r when

a;

x*

1.

a;

^ = y + J(x

6 a;

dx

_ dy
7

+ y 22X

).

dy_2x + y-l
x + 2y+l'

dy
dx

4(a;-2) 2

{(x

+ l)* + (y-2)*}

2x 2 + xy + y*
x* + xy + 2y2

dx

dx

dx

_ x + y-l
x + y+l'

d
?-

ax

+ 2(x + l)* + 2(x+l)(y-2) =

5.25 Linear equations of

first

order

If y and its derivatives occur to the first

terms, the differential equation

The most general

0.

is

power only, and in separate

said to be linear in y.

first-order linear equation in

expressed in the form

y can therefore be

+ P(x)y =

Q(x),

(i)

where P{x), Q{x) are functions of x only, or possibly constants.


Ex. 5(b), no. 16 is an example, which happened to be integrable
because on clearing the left side of fractions the equation becomes
d{xy)fdx

1/x. Similarly, no.

can be written

and its correctness

12

is

fD

the case

when Q =

verified since

E&""*)-

,M

-(i+^)-

0;

the solution

DIFFERENTIAL EQUATIONS

186

[5.25

These considerations suggest a method of solving the general linear


t make the left side into an exact derivative by multiplying the equation by a suitable function R{x). We obtain
equation:! we ^rV

R^ + RPy = RQ,
and if the left side is now an exact derivative, it must be the derivative
of By, as the first term indicates. Since
d

/T>

dR

~dy

we see by comparing the terms in y that R must

dR _
R~dx~

satisfy

ie

so that

log \R\

and hence R e$Pdx


Thus we can begin to solve
The equation is then

'

= jpdx,

(i)

by multiplying both

sides

by

efPdx .

dx

and the right-hand side is a function of x only.


The function efPdx which makes the left-hand side into an exact
derivative is called an integrating factor of (i). Notice that there is no
need to include an arbitrary constant in the expression efPdx provided
that a constant is introduced when integrating (ii): any particular
function will serve as an integrating factor, without any loss of
generality. Often an integrating factor can be seen by inspection;
if not, it is best to obtain it from first principles as in the examples
,

following.

Examples
(i)

If

dyjdx + 2y

e Sx .

R is an integrating factor, the left-hand side of


B^- + 2Ry =

Re**

dx

must be

dR
dy
d

(Ry) = R + y
dx
dx
dx

identical with

And

others: see Ex. 5(1), no. 58.

DIFFERENTIAL EQUATIONS

5.26J

Hence

so that

,.

mT>

R = e2x

dR

dB

187

The equation becomes


d
~{ye**)
dx

e 6 *,

.-.

ye 2 *= |e 5 * + c,

.-.

= ie^ + ce- 2 *.

Remark. Similar work will show that, if A; is constant, an integrating


factor of

is

always

ekx .

In future this case can be done by inspection.

(ii) dy/dx + 2y tan x = Bin. 8 x.


For a suitable R, the left-hand

side of

dy
R
+ 2Ryt&ax = i2sin
8

CvZC

must be

(Ry) R + y
dx
dx
dx

identical with

2R tan x =

Hence

ldR
R~dx~
and R =

sec 2 x.

2tana;

log|JB|

'

dx

= 21og|cosa;|,

The equation becomes


d
sm*x

(ysec x)=:
dx
cos
2

a;

.*.

sec 2 a:

f sin x ,
-r-dx
cos 2 a;
J co
I

u2 -l
-du, where u =
u

u-\

cos 8 x + cos x + c cos 2 x.

he

5.26 Equations reducible to linear


(1) Bernoulli's equation

cosa;

cos a;,

+ seca; + c.

form

DIFFERENTIAL EQUATIONS

188

As a first
by y n

sides

step towards the standard linear equation, divide both


,

As a second

[5.26

step to standard form put z

-=

x ~n
,

so that

l-n)y-.

The equation becomes


dz

which

is

linear in

+ {l-n)P(x)z =

(l-n)Q{x),

z.

Example

This

0.

dy
-r-+y tana;
dx

is

= 2y 3 sec x,

1
I dy
H-tana = 2 sec

i.e.

t/

Put

cos x dy/dx + y sin x + 2y s

(i)

I/?/

3 aa;

t/

a:.

2 dy

2
,

so that

z
y dx'

dx

+ z tana; = 2 sec x,

Then

2dx
dz

2 tan a;

i.e.

4 sec x.

dx

The reader should verify that cos 2 a; is an integrating factor;


d

dx

(z

cos 2 x)

zcosa a?

and

since z

(2)

1/y

Change

2
,

so

4 cos x,

4sina; + c,

4sina; + c

to the inverse function.

Example
(ii)

i.e.

(x

+ 2y 3

dy/dx

= y is not linear but, regarding a; as a function ofy, we have

3
dy

=
y

2y*,


DIFFERENTIAL EQUATIONS

5.27]

which

is

linear in

x and has integrating factor 1/y (seen by inspection, or

Hence

otherwise).

189

and

+ cy.

5.27 Clairaut's equation


All the standard first-order equations so far considered in 5.2 have also been
of first degree. Clairaut's equation

y=px+f(p),

(i)

where p denotes dy/dx, is not of first degree unless f(p) is linear in p. To solve (i),
derive both sides

wo

x:

dp

dp
dx

~=

and so

dp

(.+/<!.!-.
or

x+f'(p)

The first alternative gives p = c, so that from


taining one arbitrary constant, is the G.s.
From the second alternative and (i),
*

0.

(i),

cx+f(c). This, con-

-f(p), y=f(p)-pf'(p),
and elimination ofp gives another solution. Since these equations do not involve
an arbitrary constant, nor will the solution obtained from them.
Nos. 16-19 of Ex. 5(d) illustrate that:
(a) the second solution cannot be obtained from the G.s. by assigning a
special value to c; it is consequently a singular solution (s.s.) (see 5.13 (2));
(6) the G.s. represents a family of lines which are tangents to the curve
represented by the s.s. (see no. 20). This fact is confirmed geometrically: for
at the point of contact of any tangent to the s.s., the curve and tangent have
the same x, y and dy/dx; hence the tangent satisfies the same differential equation (i) as the s.s., so this tangent must be included among the lines in the
G.s.

of

(i).f

Exercise 5(d)
Solve the following, finding
1

dy
3
dx

sin a;-

y =
dy

dy

2 -f-+ycotx
dx

ycosx

dy

sui 2x.

-^-

dx

+ 2xy =

= sa\2x.
2x

if

when x =

1.

21oga;.

t This fact alone does not


8.52, ex. (vi).

integrating factor by inspection whenever possible.

e x.

ax
dy
5 xlogx
+y

an

show that

every line of the g.s. touches the s.s.

but see


DIFFERENTIAL EQUATIONS

190
dx

*6 If L at

+ Rx = E cos pt, where L, R, E, p are constants,


x

c e~RtlL

+ 2

zrr (Lp sinpt +

+ L zp 2

it

If p

and

7 ~r + y

jR/L

aa;

is

positive,

prove x

when

-> 2/.R

dy

xy~-3y 2 =

[5.3

3x 3

dx

dy

10

2a;

aa;

R cos pt).
oo.

?/

dy
+ ?/tana;
dx

13

(2x-5y 3 )^- =

dy

12 * 2 -t-

3
y aec*x.

dx

14

y.

when x = -|.

v.
2/

= xy + y.

+are v )^

(1

if

a;

sin a;

aa;

11

prove

e*

aa;

aa;

^y + dy =h

15

dx 2

Find

dx

the g.s.

and

s.s.

*16

2/

= pa; + i.

*18

2/

= px+p 3

*19

?/

= >a: + sinp.

0/ the following.

*17 (y-px) 2
.

Also find

all

solutions for

which y

= p 2 + 1.

when a; = 7.

*20 Verify that, in nos. 16-19, the G.s. represents a family of straight lines
which are tangents to the curve represented by the s.s.
*21 Find the differential equation of a curve such that any tangent makes
with the coordinate axes a triangle of constant area 2k 2 Hence show that the
curves are rectangular hyperbolas xy = k 2
.

Second-order equations

5.3

These involve d 2yjdx2 and some or all of dyjdx,

Some

5.31

y, x.

simple special types

dyjdx and y missing. If the equation can be put in the form


d yjdx2 =f(x), it is solved by integrating twice wo x; two arbitrary
constants are introduced.
(1)

(2)

p=

dyjdx and x missing.

If the equation

is

d 2yjdx2

dyjdx, so that

d 2y
dx 2

Then

(dy\
d (dy)
\dxj
dx\dx)

*tj

dp
dx

_dpdy _ dp
dydx

=M

'

dy

= f(y),

put

DIFFERENTIAL EQUATIONS
and by integrating wo y,
5.31]

2
iP = jf{y)dy =

<f>(y)

191

+ c,

Thus

say.

^=

{2<f>{y)

+ 2c}* and x =

j{2<f>(y)

+ 2c}-* dy.

Example
d 2y/dx2 + n2y
Putting p

(the equation of simple harmonic motion).

dyfdx, the equation becomes

dp

l|
i.e.

+ 4M2

(p2)

.'.

%p

+ $n2y 2 =

constant

2=p2 =

'

(i;)
da;

+6 =

0.

n 2a a ,

say.

n2(a2_2/2) '
1

= +

-nV(a 2 -t/ 2 )'

dy
/.

^^

+
|

= sin-^,

= a sin (tik + 6).

?/

Since the constants a, 6 are arbitrary, there is no loss of generality in taking


the ambiguous sign as + The general solution is therefore
.

It can also be written in the forms

asin(wa; + &).
(cf.

aco8(nx + b'),

5.11, ex.

(ii),

and Ex.

5(a), no. 3)

A cos nx + B sin nx.

The above differential equation will be met frequently when solving


and for convenience we will quote the solutions when needed;
the last is usually the most suitable when finding a general solution.
others,

(3)

The

y missing. The equation has the formf

substitution

p=

dyjdx immediately reduces


equation in p, viz.f(dp/dx, p, x) = 0.
t This includes

(1).

it

to a first-order

DIFFERENTIAL EQUATIONS

192

x missing. The equation

(4)

[5.32

isf

J \dx^dx ,y

'

Putting

p=

dy/dx as in

becomes f(pdpjdy, p,

(2), it

y)

0,

first-

order equation in p.

Exercise 5(e)
Solve the following.

= a2
3 y" = nhf.
= 2 when = 1.
4 y" = Zy'.
5 xy" = 3?/' if y = f and
2
a
3
6 y" = 6yy'
7 2/" = 1 +
when = 0.
8 Solve 2y" + 2 = 4y, where y = 1 and dy/dx =
and cfo//<2a: =
9 Solve d(y dy/dx) /dx = 6t/ with the conditions that y =
when = 0.
1

x*y"

=1.

2 y 3y"

a;

2/'

t/'

a;

a;

Given that

u=

1/c

and du/dd = w&en


when h, fi are

equation for central orbits)

10

P = /m

11

d2 u/dd 2 + u
and

0, sofoe

constants

P = fiu*.

P/(h 2u 2 )

(the

P = nju.

12

5.32 Linear second-order equations

The general

linear equation (see 5.25) of second order is

.d 2y

x)

.dy

d^ + q

x)

^y =
.

+r

dx'

p(x), q(x), r(x) are called its coefficients.

the standard form

where f(x) and the

d,

It

&'

g{

can always be reduced to

+ (*)^ +

(i)

=*/(*)

coefficients a(x), b(x) are functions of a; or possibly

constants.
(1) The complementary function.
Let y u be any particular solution of
however obtained. Then

d 2u

aW +

The function y =

dH

d^

d 2u

.du

a{x)
dx'

...

.dz

+ S? +a(x) Tx + a(x)
,

...

+{x)u= f {x)

+ u will satisfy

(i)

however simple and

(i),

if

'

and only if
.

7/

E +<*)+*<> -

f This includes

(2).

/./v

/<*>

DIFFERENTIAL EQUATIONS

5.32]
i.e. if

and only

the equation

if z satisfies

_+
which is simpler than

The general

193

a(a;)

_+6

(a;)s

(u)

>

(i).

solution of

two arbitrary constants.


is given by

will containf

(ii)

When this solution is known, the general solution of (i)


y = z + u, also involving two arbitrary constants. Thus
g.s. of (i) = g.s. of (ii) + p.s. of (i).

The general solution of (ii) is called the complementary function (o.p.)


(i). Hence

of equation

G.s. of

(i)

c.f.

of

+ p.s.

(i)

of

(i).

Example

To discover a p.s., try y = ke x , where Tc is some constant, to be found by


substitution in the given equation. (This trial is reasonable, since the term in
e x on the right can arise only from derivatives of functions containing e x .) Then
ke x + 9ke x = 5e x
Hence a p.s. is y = \e x
The c.f. is the solution of d2y/dx 2 + 9y =

:.

\.

The

of the given equation

G.s.

y
(2) c.f.
I.

by

5.31 (2), example, this

is

<fi(x),

ifr(x)

is

therefore

A cos Zx + B sin Zx + \e x

as a linear combination of independent particular solutions of

Ifz

0;

A cos Zx + B sin 3x.

are two solutions of


z

A(j){x)

(ii),

then so also

(ii).

is

+ Bxjr{x)

for arbitrary constants A, B.


Proof. We have

0" + a0' + &0

so that

+ af + bf =

(ii)a,6

0,

+ a(A<f> + Bft) + b{A<j> + Bft)


CiOO

=
=

A(<f>"

+ a<f>' + b(j>) + B{ft" + aft' + bft)

0;

therefore A<j> + Bft satisfies (ii).


If <l>(x)lft(x) is not constant,
z

ft"

(A<f>+Bft)
QfOC

then the solution

and

A<fi

+ Bft

if ${x), ft(x) are 'independent' solutions,


involves two arbitrary constants A, B. Con-

i.e.

versely
II.
A<fi

If

<f>,

ft

are independent solutions of

(ii),

then

any

solution z is of the form

+ Bft, where A, B are constants.


t
x3

From

the considerations in 5.13(2); but see 5.32(2) for a proof.

GPMI

DIFFERENTIAL EQUATIONS

194

Lemma, fiyi, ya are any two solutions oiy'+Py =


For by elimination of P from

y[+Pyi =
we have y^-y^ =
Proof of

0, i.e.

y'2

Q,

d{y i jy 1 )ldx

0,

then y2

[5.33

= Ayx

+Py 2 =

0, i.e.

yjy x = A.

II.

By elimination of 6 from (ii) and (ii) b, we get


ftz"-zf + a(ftz'-zft') =
d
- zf)
(ftz' - zf) + a(fz'
dx

i.e.

Similarly from

(ii)

a and

(ii)

0,

0.

b,

^-(ifr<f>'-<f>f)

+ a(f<t>'-<f>f) =

0.

Hence, by the lemma,


ftz'

- zf =
d_

dx

{t)-

4 = A%+B
yr

so that

- <j>f),

A{f<f>'

dx{f)'

and

A<b + B\lr.

ifr

Hence

the G.s. of

(ii)

is

a linear combination of any two independent particular

solutions.

If
and tjr are not independent, i.e. = krjr for all x, then A<f>+Brjr = Cfr
where G = Ak + B, which involves effectively only one constant C. Thus a
knowledge of a single particular solution will not give the G.s. in this way;
but see 5.64 for a method applicable in this case.
(f>

From the preceding account it appears that,

to solve equations like

our first problem is to solve the simpler equation (ii). We do not


attempt this in general here, but confine ourselves mainly to the case
when a, b in (ii) are constants; see 5.6, however.
(i),

5.33 Linear second-order equations with constant coefficients

Our standard equation now is

g + ag +
where a and

fc,

0,

(iii)

-ky),

(iv)

6 are constants.

(1) Direct solution.

The equation

i.e.

^{y'-ky) =

l{y

y"-(k + l)y' + kly =

0,

DIFFERENTIAL EQUATIONS

5.33]
will

be the same as the given equation

(k + l) =
i.e. if

and only if k,

Case
z

(i):

= Cete

=
,

suppose
y'

ky,

and

if

and only

kl

if

b,

(v)

are the roots of the quadratic in m:

m
Put

(iii)

195

k,

+ am + b =

0.

and k^l.
(iv) becomes dzjdx

exist

so that

so that

Iz.

This has solution

y'-ky = CeVe

(vi)

This can be solved either by use of the integrating factor e_fcB


d_

= CtH**,

j-{ye-kx )
dx

y e-1^ =

- el-*

where

A=

0/(1

= Ae^+Be**,

k); or by observing that,

symmetrical in k and

I,

+ B,

ic

1/

:.

the given equation

since the relations (v) are


(iii)

is

also equivalent to

from which we deduce that (C being another arbitrary constant)


y'-ly
Elimination of y' from

(vi), (vii)

{k-l)y
so that y has the form

C'ekx

gives

= C'ete-CJ*,

A eu + Bekx as before.

Case (ii) : suppose k = I.


Proceeding as before, the given equation
y'

-ky = A ekx

Using the integrating factor e~kx

.'.

Cf.

Ex. 5 (a), no.

9.

(vu)

ye

it

-kx

is

Ex. 5 (a), no.

8.

equivalent to
(vi)'

becomes

= AX + B,

y=(Ax + B)ekx

Cf.

DIFFERENTIAL EQUATIONS

196

Case (Hi): suppose the m-quadratic has no

[5.33

roots.

The preceding method then breaks down because


expressed in the form
no. 10,

we write equation
y"

This

(iii)

as

+ ay' + (|a2 +p*) y =

0.

(viii)

because the m-quadratic has no roots, and so

justified

is

(iii) cannot be
However, taking our clue from Ex. 5 (a),

(iv).

\a 2 is positive and equal to p 2 say.


If we now putf y = z e~^ ax i.e. z = y e% ax we have

a 2 46 <

0, i.e.

z'

Hence

(viii)

(y'

+ %ay) e^ ax and

becomes

z"

.*.

and

Conclusions.

z"

+p 2z =

(y"

+ ay' + \a2 y) e%*.

0.

= A coapx + Bsinpx

^ (A coapx + B

sin^a;).

We have now proved that, in the case of linear second-

order equations with constant coefficients, the g.s. always involves

two arbitrary constants; and that the form of the solution depends on
the nature of the roots of the quadratic

m + am + 6 = 0,
2

called the

auxiliary equation.

Examples
y"-6y' + Sy

(i)

This

is

0.

equivalent to

^ (y'-fo/) = l(y'-ky),
y"-(k + l)y' + kly =

i.e.

0,

- 6 and kl - 8.
2 6m
Hence k, I are the roots of m
+ 8 = 0, viz. 2 and 4. Taking k =
have dz/dx = 4z where z y' 2y. Therefore z G eix and
y'-2y = Ce4 *,
k+l

if

'

.-.

{ye

d\

~ 2x) ==Ce2x
'

= %Ce + B,
y = Ae ix + Be* x

ye~ 2x

2<e

where

A=

<7.

Alternatively,

by the symmetry in

k,

y'-4y =
Elimination of y' gives

2y

we

have

also

Ce

2 *.

= C eix C e 2x

t Cf. Ex. 4(e), no. 23.

2, 1

4,

we

DIFFERENTIAL EQUATIONS

5.33]
so

as before, where
(ii)

A=

= Ae + Be
ix

\G and B = tyC'.

y"-Gy' + 9y =

0.

Proceeding as before, the auxiliary equation

- 6m + 9 =
^Z
dx

By. Hence z = A eZx and so


y'-Zy = AeSx

y'

found to be

is

0,

m = 3. The given equation is equivalent to

which has the repeated root

where

197

2x

ye-**) = A,
{

= Ax + B,
=
(Ax
y
+ B)e3x
ye~ax

and

2/*-6y , + 25y

(iii)

0.

The auxiliary equation is m 2 6m + 25 = 0, i.e. (m 3) 2 + 16


no roots. We therefore write the given equation as
and put y =

z'

Hence

and
(2)

(y"-6y' + 9y) + 16y = 0,


= y e~Zx so that
= e~* x (y - 3y), z" = e~** {y" - 6y' + % a
z*+16z = 0,
z = A cos 4x + B sin 4x,
y = e 8 * (.4 cos 4a; + B sin 4a;).

z e3 *, i.e. z

0,

which has

).

Solution by trial exponentials.

Since the linear first-order equation dy/dx+Py =


with constant coefficient
has solution
e Px (Ex. 5 (b), no. 12), we may try to find a p.s. of this type for
equation (iii). The function y = emx will satisfy (iii) if and only if

e mx (m 2

+am + b) =

0,

m + am + 6 = 0.
If this quadratic has distinct roots m = k, m =
2

i.e.

I,

dent solutions of (iii). Hence by 5.32

y
If the roots are equal, say

(2),

the g.s.

= Ae kx +Be lx

then e** and e lx are indepen-

is

m = k, then we seek a more general solution than

e kx by putting y = ve kx On substituting in (iii) we find that e kx v" = 0, so


that v" = and v = Ax + B. The g.s. is thus y = {Ax + B) e kx
If the quadratic has no roots, the trial method fails without the aid of complex

numbers: see

14.66, ex.

(ii).

The reader may feel that, when it is applicable, the trial method is quicker than
that in (1); but he may wonder why only the exponential function is selected
for a trial p.s. The direct calculations in (1) make clear why exponentials

DIFFERENTIAL EQUATIONS

198

[5.33

are involved, without a priori assumptions about the form of the solution.
Both methods can be applied to linear equations with constant coefficients
and order greater than 2: see Ex. 5 (I), no. 56.

We have now discussed completely the equation

(ii)

for the case of

we next consider the


With the same
Ex. 5(f), nos. 9-28, provides essential information, and
the reader should consider these examples carefully, especially
constant coefficients.
p.s.

of

restriction

(i);

nos. 9-18.

Exercise 5(f)

Find the general solution


1

y"-Ay' + Sy

= 0.
y"-y +y =

of the following.

4 y"-Ay
7

2 y" -y' - I2y

0.

= 0.
y" + 3y' = 0.

5 y" + Ay

0.

0.

^+10^ + 26^=0.

6 y" + Ay' + 13y

By

substitution find the values of the constants A, B,


equations have the particular solutions indicated.

C for

0.

which the following

= 5;y = A.
= 6a;; y = Ax + B.
y" + 5y'-2y = Ax 2 y = Ax2 + Bx + C.
y"-3y' + y = 7e 2 *; y = Ae 2x (cf. 5.32, ex.).
y" y' + 1y = 8 sin 3a; + cos Zx;y = A cos 3a? + B sin 3a\

9 y" + 3y'+2y
10 y"-2y' + Sy
11

12

(This is reasonable
13
because terms in sin Sx and cos 3a; can arise by derivation only from similar
terms.)

14 y" + Ay' = Sx. If we try y = Ax + B, as suggested by no. 10, we find that


for which this can satisfy the equation. Integrating
there are no values of A,
once (without arbitrary constant, since only a p.s. is required) gives y' + Ay = Ax 2
and no. 1 1 suggests trying y = Ax 2 + Bx + C. Values for A, can now be found.
Hence a suitable trial for the given equation is y = Ax 2 +Bx.

= 3a; 2 y = Ax3 + Bx2 + Cx.


16 y" 2y' Sy = AeZx The trial y = A e 3x suggested by no. 12 fails, so put
y = veSx we find that v satisfies v" + Av' = A, and to solve this we try v = Ax
as in no. 14. Hence y = Ax e 3x would be a suitable trial for the original equation.
(The trial y = Ae3x for a p.s. is futile since the o.r. of the equation is
y = A e~ x + Be3x which already involves e 3x
17 y"6y' + 9y = 2e3x
y ve 3x gives v" = 2, whence v = x 2 and so
3x so the
2 3x
=
suitable
trial. (Here the cf. is y = (Ax + B) e
would
be
Ax
e
a
y
trials y = Ae 3x and y = Ax 3x would both be futile.)
18 y" + 9y = 3 cos 3a; 2 sin 3a;. The cf. is y = A cos 3a; + B sin 3a;, so we may
try y = x(A cos 3x + B sin 3a;).
19 y" 5y' + 6y = xe x y = ve x gives an equation for v like no. 10, hence
y = {Ax + B) ex would be a suitable trial.
*20 y" %' + Qy = x e3x y = v e3x gives type of no. 14; hence y = (Ax 2 + Bx) e3x
*21 y" %' + 9y = x e 3x y = v e3x i.e. v = y e~3x gives v" = x; so y = Ax3 e3x
15 y" + 5y'

.)

5.34]

DIFFERENTIAL EQUATIONS

*22 y-5y' + Qy

x*e x

y"-5y'+Qy

*23

e 2x

(Ax* + Bx +

= (Ax3 + Bx 2 + Ox) e ix

*24 y"-by' + y

*25 y" + 3y' + 2y

lOe^sin 2x; y

*26 y + 3y' + 2y

10e- a 8in2a;.

*28 y" - Ay' +

13t/

e 3x

199

C)e x .
.

Ax*e* x.

6e2a, sin 3x;

= ve x gives type like no.


*27 y"-&y' + y

13.

= e Sx amx.

y = v e2x gives type of no.

18.

5.34 Particular solution in the case of constant coefficients

The

(1)

results of

for finding

when f(x)

p.s.

Ex. 5(/), nos. 9-28 suggest useful

of

y"

trial

methods

+ ay' + by=f(x)

a polynomial, an exponential function, a sine or cosine,


or certain products of these. Our conclusions are summarised as
is

follows:

a polynomial of degree n, a p.s. is also a polynomial of


= 0,in which case a p.s. is a polynomial of degreern- 1.
px a p.s. is usually A epx but if epx belongs to the
(ii) // f(x) = ke
px
CP., a p.s. is Ax
unless x epx also belongs to the o.f., in which event
Iff(x) is

(i)

degrees unless 6

Ax2 epx
Iff(x) = A cos^a; + /* simpx, a p.s. is usually A coapx + B sin px;

p.s. is
(iii)

but if these terms occur in the c.p., a p.s.

is

x(A cos px+B sin jp#).

Iff(x) = kx n e vx , a p.s. is usually e px x (polynomial of degree n); but if


belongs to the c.p., a p.s. is e px x (polynomial of degree n + 1), unless xe px
also belongs to the c.p., in which case a p.s. is Ax n+ *e px.
px (A cos qx
( v) Iff{x) = e
/t sin qx), a p.s. is usually e px (A cos qx + B sin qx) ;
but if these terms appear in the o.r., a p.s. is x e pt (A cos qx+B sin qx).
(iv)

e 3*"

(2)

Nos. 14-28 also suggest that in solving a differential equation

first, so that when we seek a p.s. we shall


be aware of what trials to avoid.
Sometimes we are asked for the special solution in which y, y' have
prescribed values for given x. This information (called initial or
boundary conditions) enables us to determine A, B from the g.s. (not,

it is

desirable to find the c.f.

of course, from the c.p. alone).


in applications; e.g. see Ex. 5

Hence the

order of procedure

(a)

Find the

(6)

Inspect

above.

Boundary conditions are important

(h),

nos. 1

(ii),

(ii).

is:

c.f.

it,

and then try a

suitable p.s. as indicated in (i)-(v)

DIFFERENTIAL EQUATIONS

200

[5.34

+ P.S.

(C)

G.S.

(d)

If required, find the solution which satisfies given

C.F.

boundary

conditions.
(3)

types

When/(#)
(i)-(v),

sum

consists of a

we can

of terms

fx {x), f2 (x)

of the above

use the following theorem.

+ ay' + by = fx (x),
y = u z is a p s f V" + aV' + ty = hix )>
a p.s. of y" + ay' + by = fx (x) +f2 (x) is y = ux + u 2
If u = ux + u 2 then
u" + au' + bu = [u x + u'2 + a(u'x + u'2 + b(ux + u 2

= ux isa p.s.

If

and

then
Proof.

of y"

(u'i"

+ au'x + bux + (u'2 + au'% + bu 2


)

= A(*)+/i(*).
= u satisfies the original equation, i.e. ux + u 2 is a p.s.
= 2x x2 we should not apply this theorem with fx (x) = 2x
= x 2 because it is easier to make the trial y = Ax2 + Bx + C

Therefore y
Itf(x)

and/2 (a:)

whatever is appropriate) for the whole p.s. directly. The theorem


used when/1 (x), f2 (x) are functions of different 'types', as in the

(or
is

following example.

Example
y"6y' + 8y
when x = 0.

Solve
y'

e 2x

First consider the c.f.,

+ &m.2x, and find

which

is

the solution for

which y

and

the general solution of

y"-6y' + 8y

0;

(see 5.33, ex. (i)) y = A


+ Be
Next, seek a p.s. of y" 6y' + Sy = e 2x Since e 2x occurs in the c.r. but xe 2x
does not, we try y = Axe 2x ; this is found to give 4 = - |, so a p.s. for this
equation is \x e 2x
Finally, seek a p.s. of y" 6y' + 8y = sin 2x; we may try y = A cos 2x + B sin 2x,
for which y' 2A sin 2x + 2B cos 2x and y" = 4y, so that A, B must be
chosen to satisfy

J
Qy , +8y
4y
= sin 2x,
e ix

it is

2x .

- 6( - 2A sin 2x + 2B cos 2x) = sin 2x.


and 4B + 12A = 1, whence A = ^ B = ^.Ap.s.
This requires 4A - 12B =
of the last equation is thus ^(3 cos 2x + sin 2x).

i.e.

4(A cos 2x + B sin 2x)

-,

Hence a

p.s.

of the given equation

\x e x +
and the

G.s. is

From

is

cos 2x + sin 2x),

ix

._,

= Ae ix + (B- %x) e + 4^(3 cos 2x + sin 2x).


,

this
y'

= 4Ae3x + (2B-x-$) e Sx +

- 3 sin 2x + cos 2x)

DIFFERENTIAL EQUATIONS

5.4]

hence for the special solution required we have, when x

= A+B+&,
from which A

201
0:

= 4A + (2B

B = - This solution is therefore


y = Ae4 * - (| + $x) e 2x + J^(3 cos 2a; + sin 2x).

-f

Exercise 5(g)

Find

the G.s. of the following.

= 6.
2 2/*-2 + 3?/ = 6a;-l.
3 y"-y'-2y = -\x*.
4 22/" 5j/' + 32/ = 4e2 *. Also find the solution for which y = and
=
when x = 0.
5 y"-y'-\2y = 2e4 *.
6 j/" - 2</' + 2*/ = sin Zx.
7 2/" l^k/' + SOy = 2cosa;.
8 y" + 16y = cos 4a;. Also give the most general solution which vanishes when
x = \tt.
9 y" + 8y'+16y = 6e~ 4 *.
10 y" + 6y' = 4a;.
11 y" + 4y = sinx sin 3x.
12 y" 3y'+ 18y = sh 2x.
13 y"-6y' + Sy = e -cos2a;.
*14 y" + 3y' + 2y = e~ x Bmx.
2
*15 3j/*-%' + 22/ =
e*.
*16 j/" + 6j/' + 9?/ = (l+a;)e*17 y"+y' + y = e x (x + oosx).
*18 </"-4i/' + 4t/ = 8a;2 e 2 * sin 2a;.
1

y"-Zy' + 2y

2/

4a!

3a!

a;

5.4

The operator D;

calculation of a p.s.

In 5.34 we gave some

trial

methods

for finding a p.s. of a linear

second-order equation with constant coefficients.


it

We now show how

can be found more systematically (and often more easily) by formal

calculation.

The

discussion, given here for second-order equations

only, extends naturally to higher orders.

5.41 Algebraic properties of

The notations Dy, Dhf


mentioned in

or
or briefly

where

and second derivatives of y were

for first

2.11, 3.51 respectively.

linear equation

as

We now

D*y + aDy + by =f(x),


(D2 + aD + b)y

= f(x),

F{D)y=f{x),
F{D) =

D + aD + b.
2

write the standard

DIFFERENTIAL EQUATIONS

202

When

the coefficients

a, b

D, because

F(D) can be
were an algebraical polynomial

are constants the operator

treated for certain purposes as


in a variable

if it

obeys the same laws of addition and

multiplication as do algebraical symbols. For,


*10n

by the

D(u + v) = Du + Dv

'

[5.42

rules of deriva-

(distributive law)

Dm {Dnu) = D+w = Dn (Dmu)


where m, n are positive

and if h

integers',

is constant,

= hDu

D(ku)

(index law)

(commutative law).

Example
If x 2 + ax + b has factors (x k) (x I), then k + l

preceding laws,

{D _ k){D _ l)y

= {D _ k){Dy _

= a and

kl

b.

By

the

= D(Dy-ly)-k(Dy-ly)
= D 2y-(k + l)Dy + My
= D*y + aDy + by
=

F(D)y.

Hence the operator F(D) can be 'factorised' as (D k) (D l), (or, if we wish,


as (D I) (D k) by a similar argument), just as if it were a quadratic in D.

For the same reason, polynomials in

D with constant coefficients are

added, subtracted and multiplied just like algebraic polynomials.


n = (j){x), we write
= D~n (j){x), so that D~n denotes
If

integrations

that

wo

Dn {D~n

in x with
fails for

x,

y,

but that D~n {Dny)

= y + a polynomial of degree n

arbitrary constants for coefficients; the above index law

negative indices.

5.42 Shift theorem

F(D){epx u}
the product rule,

Ifu =

u(x), then

Proof.

By

D{epx u]
Repeating

this,

evx

An operator is

epx F(D+p)u,

Du+pepx u =

epx

epx

where p

{Du+pu) =

with u replaced by (D +p) u,

B\epx u) =
\

thus introducing n arbitrary constants. Observe

{D + p) {{D +p) u}

epx

is constant.

{D+p)u.

we get
epx

(D + pf u.

understood to act on the function placed immediately after

it.

DIFFERENTIAL EQUATIONS
F(D) {e*> x u) = (Z> 2 + aD + b) {&> x u)

5.43]

Hence

eP*{{D+p)* + a(D+p) + b}u

e* x F{D+p)u.

by symbolic methods

5.43 Calculation of p.s.

= f1 (x)+f2 (x) + ...+fn (x), then


of each of the equations

If f(x)
p.s.

%+
and add the

% + hy=fr{x)
We

results.

203

by

we can

5.34(3)

raBl 2

seek a

).

therefore suppose f(x) to be one of the

following simple types.

Case (i):f(x)

is

to be considered

a polynomial in x of degree m, say P. The equation


then F(D) y = P.

is

yx =

Method. Write

=
by

j^ p
D-f>{c

+ ct D + c2 D2 +

. .

.)

by resolution
by use of a relation like

algebraic long division (in practice

partial fractions, followed

a D
which
s% /i

verified

is

<

2,

a2

by summing the geometrical

progression).

Hence

yx

D* + aD + b

(/t

D(D + a)

(6

= 0,/*=

{a

D"/'(c

+ cx D +

. . .

0),

1),

0, pu

+ cm Dm

P is a polynomial of degree m.
We have to show that yx constructed above is
=

P. Write

F{D) = 2>#(D),

and

2).

P,

Justification.

of F(D) y

Here

which covers the cases when

F(D) =

since

a\

of l/F(D) into

G(D)

where

+ bt D +

. . .

<

/i

+ b^B*-",

and consider the polynomial in x,


G(x)

+ b 1 x + ...+ b^x*-".

2,

p.s.

204

DIFFERENTIAL EQUATIONS

By long division,

or otherwise,
c
+ c 1 x + ...+cm xm +
"0-r-l--r-

=
is

a polynomial of degree greater than m. Clearing of

fractions,
1

~,

On

(c

values of

all

by

it is

an

identity

between two

D and recalling the principle if 5.41

are manipulated like algebraic polynomials,

we obtain the following

replacing x

that polynomials in

+ c1 x+...+ cm xm + R(x).

0{x)

This results holds for


polynomials.

'

^G{XY

G(x)

where R(x)

[5.43

equivalence of operators

G(D)

(c

(cf.

5.62):

+ Cl D + ...+ cm D m ) + B{D).

P with both gives


P = 0(D) (c + c D + + cm Dm P + B(D) P
= G(D)(c + c D+...+cm Dm )P since B(D)P =
= G(D) Dv{D-t>(c Q + cj) + + cm Dm )} P
= F(D) {D-a(c + Cl D + + cm D)} P

Operating on

. . .

. . .

. . .

= F(D)yv
Hence yx does

satisfy the given equation.

Examples
(i) Find a p.s. of y" + 4y = x 3
Rewriting the equation as (D 2 + 4) y
.

D +4

k.3

x3 a

p.s. is

given symbolically by

41 + > 2

= i(l-lD + ^--) 3
(D 2 + 3D-4)?/ = a;3
Here J'(D) = - ( 1 - D) (4
(ii)

D), so

by partial fractions

1/

5\1-D + + d)
= - l{(I+D+D* + D* + ...) + %(l-kD+&D --hD 3 + ...)}x3

D + 3>-4
a

4:

-m+HD+nD +mD +...}x


= -{ix + &3x +1&6x + gs 6}
=

DIFFERENTIAL EQUATIONS

5.43J

Case

(ii):f(x)

epx P,

where

From F{D)y =

Method.

epx

_
by an

P is a polynomial.
P we have, proceeding symbolically:

epx

F{D+p)

extension, at present unjustified, of the shift theorem to

The

rational functions of D.

Case

205

calculation

is

now

formally reduced to

(i).

Suppose that work as in Case

Justification.

F(D+p)

P:=U

sothat

'

Then we have to show that yt =

By

(i)

gives

P = F{D+p)u.

epx u satisfies

F(D)y =

epx P.

the shift theorem,

F{D){epx u]

epx

F(D+p)u =

epx P\

so y does satisfy the equation.


Short method when F(p) =}= 0.
If F(p)

since the

P=

k),

#= 0,

we have
1

F(x+p)

F(p)

two sides must agree when x

the

+ c x x+...

0.

Hence iff(x) = kepx

p.s. is

Examples
(iii)

{D*-3D + 2)y =

A p.s.

8eix

is

Se4 *

e48
(

D+4

)a

-3(i) + 4) + 2

I>2

+ 5> + 6

61 + (2> 2 + 5>)

=
=

tei *{l-l(D* + 5D) +


e4 *.8

...}8

'extension' of 5.42,

(i.e. if

DIFFERENTIAL EQUATIONS

206

Alternatively, since .F(4)

16 12 + 2

6,

Seix

p.s.

(iv) (D 2 3D + 2)y = 3 e 2 *.
= (D- 1) (>- 2), and ^(2)
Here
applicable. We have

[5.43

the 'short method' at once gives

fe

0,

4 *.

so the 'short method'

is

not

(D-1)(Z>_2)

3e 2iB

e 2 *l{l

-D +

= e^D^Z =

by

(-D+1)D

...}

'extension' of the shift theorem (5.42),

3xe**,

omitting the arbitrary constant of integration since only a


(v)

y"-6y' + 9y

p.s.

being sought.

20a; 8 e 3 *.

F(D)
so

p.s. is

-^-20x

e 8a! -j^

(D-3) 2

20x*

Z> 2

-6D + 9 =

(-D-3) 2 ,

e Zx

by extension of 6.42,
'

'

= Xs e Zx on integrating twice and omitting constants.


Case

{Hi). lff(%)

eie

involves cosqx and

smqx linearly, we use

cos 6 + i sin 6,

e~id

cos d i sin 6

(equivalent to Euler's exponential forms, 14.65) to express such

trigonometric terms as complex exponentials, thus reducing the

work

easier to select the real or

(i), (ii). In practice it is


imaginary part at the end of the work, as in the examples below.

formally to Cases

Examples
(vi)

is

y" + 4y

cos 2x.

Consider instead the equation (D 2 + 4) y


the real part.
p.s.

+4

(Z>

Z> 2

-e

2t) a

+4

D(D + 4d)

e 2ix ,

of which the given equation

DIFFERENTIAL EQUATIONS

5.43]

= i e *<*D-il =
4a

\-.e

207

u *x

4*

= Jia;(cos 2x + i sin 2x)


The

p.s.

of the given equation

Alternatively, using

is

the real part of this result, viz. Jxsin 2x.

complex factors of the operator,

p.s.

D +4
2

D-2i\D + 2i
=

D-2i (ii

e 2ix
36

hy the Shrt method

e2i

'

'

")

^-j

by the

e six

'extension' of the shift theorem (5.42),

03 before.

4t
(vii)

(D 2 - 6D + 13) y

p.s.

> 2

^-

-6D + 13

e8 cos 2a.

e 3z cos 2x

(D + 3) a -6(D + 3) + 13

cos 2x

(u

cos

2a;

in the shift theorem)

=
(viii)*

e 3x a;sin2a;

(D

as in ex.

(vi).

- 3D + 4) y = asinx.
3D + 4) y = x e ix

Considering (D 2 -

p.s.

-3> + 4
1

(D + i)*-3(D + i) + 4
1

D* + (2i-3)D + 3(l-i)
3(1-*)
e<*

+
l

8(l-<)

+ (2t-3)D

~ 3(1-0 \

3(1=0
2t-3
/
3(1-01r" 3(1-0)
3(T=o
= ie (l+0{* + i(* + 5)}
<!e

ie f {(l+0a: + K3i + 2)}.

""r

DIFFERENTIAL EQUATIONS

208
The required

p.s. is

[5.43

the imaginary part of this, viz.


%{(x + 1 ) cos x + (x + ) sin x}.

The reader should now find by

the symbolic

method the

p.s. of

some

of the differential equations in Exs. 5 (/), (g); e.g. Ex. 5 (/), nos. 16-28
and Ex. 5 (g), nos. 13-18 are best done this way. Ex. 5 (h) includes

some general examples from Mechanics and Electricity.

Exercise 5 (ft)
2

dx

+ n x = a cos pt.

Forced harmonic motion :

dt 2

If p 4= n, show that x = Acos nt + sia nt+ {a j(n 2 p 2 )} cos pt. (The


CF. represents the free oscillations, and the p.s. represents the forced oscillations.
When p = n, the amplitude of the forced oscillations becomes large a pheno1

(i)

menon known as
2

(ii)

Find x

if

(i)

If p =

n,

resonance.)

when t = 0.
= Acoant + Bsmnt + (a/2n)tsin.nt.

and dxfdt

prove x

(The amplitude

of the forced oscillations therefore increases without limit when t -> oo.)
(ii) Find x if x =
and dxjdt = when * = 0, and verify that the result
the limit when p - n of that in no. 1 (ii).

+n x =

d^cc

dec

dt 2

dt

-r- + 2k

Damped harmonic motion :

is

0.

2
2
3 If w 2 < k 2 , prove x = Aexp{-kt + J(k 2 -n 2 )t} + Bex.p{-kt-J(k -n )t}
(which represents a non-oscillatory motion). (Here exp u denotes eu .)

= k2
n2 > k2

4 If n 2
5 If
senting

damped
x

= e~ kt (At + B) (also non-oscillatory).


x = e~ kt {A cos (t J (n 2 -k 2 j) +Bam(tJ(n 2 -k 2 ))}

prove x
prove

oscillations).

If

A;

is

(repre-

small compared with n, prove that

e~ kt x (the solution which

would be obtained

if

0).

(Hence smaH damping changes the period only slightly, but diminishes the
amplitude of successive vibrations in geometrical progression.)

Damped forced harmonic motion


d2x

(i)

Prove that the


b

p.s.

dx

nr
+ n 92x =
+ 2k

a cos pt.

can be written b cos (pt + a), where

a{(n 2 -p 2 ) 2 + 4k 2p 2}-*

and

tan a

2kp/(p 2 - n 2 ).

(This represents the forced oscillations; if n 2 > k 2 , the free oscillations are given
by no. 5.)
(ii) If a, k, n are constants and p varies, prove that b is greatest when
p = \j(n 2 2k 2 ). If also k is small compared with n, show a == -\n,b = a/{2kn)
(resonance again).

DIFFERENTIAL EQUATIONS

5.5]

209

7 If the free vibrations (no. 5) are in resonance with the applied


both are damped, then *J(n 2 k 2 ) = p and the equation becomes

+ 2k +
Show that

+p

(k 2

at

Cur

)x

and

force,

a e~ kt coa pt.

represents an oscillation of amplitude (a/2p)te~ kt, and that


when t oo.
a/(2pke) when t~\jk and tends to
the damping is small, the forced vibrations become large but remain

this has

the

p.s.

maximum value

(Thus if
bounded.)

and applied

Electric circuit with self-inductance, capacitance, resistance,

d 2x

motive force:

+R

d^

(Observe the analogy with no.


8 Find the c.r.

9 Find the

When

10

_,
= Ec
apt

4L.

the form x

-> oo, no. 8

d^

6.)

when OR 2 <

p.s. in

dx

b cos (pt

shows that the

+ a).
away. Ignoring

free oscillations die

these, prove that for given E, L, p, R, the greatest values of

J(LC)

x occur when

1/p.

If F(x)

11

electro-

is

a polynomial in

x,

prove

F(D 2

cos ax

F(

12 Assuming that this result can be used when F(x)


find a p.s. of (D 2 +
l)y = cos 2a; as follows:

a2

cos ax.

a rational function,

is

D+

D +D+l cos 2x
2

D+3

- cos 2x = d-3
- cos 2x =

cos 2x
_4
-9

+ > + i
D-+2
- cos

2x

-^(3008 20; 2 sin 2x).

Verify this solution directly.


Generalise this method to
are polynomials in x.

*13

{<fi(D

2
)

+ Di/r(D 2 )} y = A cos ax + fi sin ax, where

<fi{x), yjr(x)

Simultaneous linear first-order equations with constant

5.5

coefficients

We restrict ourselves to the case of two functions x, y of


two

related

by

linear equations of first order with constant coefficients.

Examples
(i)

Solve

dx

+ x-y = 2Ue\
dt

Using

nr,

2y

dx- + dy
~=
dt

25 e l

dt

D for d/dt here, these equations can be written


(D+l)x-y
=2&e*,
-Dx + (D + 2)y = 25e*.

As
J4

in algebraic simultaneous equations,

we

(i)

(ii)

eliminate one unknown.

GPMI

We

DIFFERENTIAL EQUATIONS

210

[5.5

choose y for elimination because it is more simply involved in the equations


than x. First operate on (i) byf D + 2:

(D + 2)(D+l)x-(D + 2)y
(D* +

i.e.

Now add v;
(ii)

and

(iii)1
v

From

t
,

3D + 2)x-(D + 2)y
^

(D 2 + 2D + 2)x = 25(3< + 2)e,

which is a linear equation for


found to be (15 2)e*. Hence
x

= 25(D + 2)te
= 25(3*+ l)e<.

x.

The

c.r. is e

-<

(iii)

(Acos< + Ssini), and a

p.s. is

= e-^A coBt + B sin t) + e'( 15* - 2).


y = (D+ \)x-25te
i

(i),

and since
(D + 1) x =

e-' {(

- A sin + B cos ) - (4 cos t + J5 sin t) + (AcoBt + B sin <)}

+ e {(15*-2) + 15 + (15-2)}
= e-*(B cos - A sin J) + e'(30* + 1 1),
y = e-'CBcos^-^sin^ + e^+ll).
t

..

We could find y independently of x by operating on

(i)

with D, on

(ii)

with

D+l, and

adding. This would lead to a linear second-order equation for y,


whose solution would introduce two further constants of integration, say A', B'.
The relations between A, B, A', B' would then have to be found by substituting
the solutions for x, y in both of the equations (i), (ii). This method, clearly
involving more work, should be avoided.
....

(ii )

dx

dy

2 37 + 3T

Solve

dt

dy

+ dt =
dt

5x + y + e

(2D l)x + Dy = 0,
(D-5)x + (D-l)y = e~K

The equations are

To

dt

dx

=^

eliminate y, operate on

(i)

with

D 1, and on

(ii)

(i)

(ii)

with D:

= 0,
(D*-5D)x+D(D-l)y = -erK
(D* + 2D+l)x = e~K

(2D 2 -3D + l)x + D(D-l)y

Subtract

The

c.f. is

= (A+Bt) e - and the p.s. is 2 e -< hence


x = e~ (A+Bt + ^ti ).
tf

*,

Before finding

y, eliminate dy/dt from the given equations

dx

= 4x "y
dt
y
*

dx

by

subtracting:

-t

e %

A
e~*.t
4x

dt

Now substitute for x:


y = e~ [{B A + (l B)t

+ {4A. + 4Bt + 2t 2} + 1]
= -e- {(3A+B+l) + (3B+l)t + ^}.
t

f In full this means deriving (i) wo ', and adding twice (i) to the result. Thus
symbolic methods are convenient but not essential in examples like this.

DIFFERENTIAL EQUATIONS

5.6]

211

Had we substituted directly for x in either of the given equations, we should


have obtained a
integration.

wo

differential equation for y, and hence a redundant constant of


The method used avoids this, and involves no more than derivations

t.

Exercise 5(0
Solve the following paira of aimuttaneow differential equations.

dx
37 + 2/

sin*,

dx

dx

+ 2x+y =

0,

at

dy

+X =

dy

dx

dt

~dt

ix

-Z-2x + Sy =

0.

and y

when t =

0.

0.

e<

dy

dx

+ x + 2y =

= h

dy

dy

-+-, = 0.

cos t.

dt

dy

+ 2^-lx-5y* =
dt
dt

dx
3
^

e**.

dx dy
3
+-f + 2a?= 3cos<,
at

dx
37 +
dt

dt

dy
2~
+ 3y = 7cos<-4sin*

if

and y =

when

dt

= a? + y and v = x y, show by adding and subtracting the


equations in no. 2 that du/dt = e and dv/dt + 2v = e\ and solve each of these.
7 Writing m

Hence

find

x and y.
by the method of no.

8 Solve no. 3

d x

dy

at*

of

6 3^T + 3T + 2a;

9 Solve

7.

4cos,

dx

+ y = 4*cos*.
dt

du

dv

= eE evH, m = euH,
m
dt
dt

*10 Solve

e, E,
are constants (the equations of motion of a particle of mass m
and charge e in perpendicular electric and magnetic fields of strengths E, H).
If also u = x, v = y, and x = y = u = v =
when t = 0, prove

where m,

x
where
5.6

(0

(1

coswf) and y = E-((ot sinwi),


particle

moves along a

cycloid: 1.61, ex.)

linear second-order equations with variable coefficients

5.61 Euler's
is

eHjm. (Hence the

Some

This

'homogeneous* equation

of the form

14-2

DIFFERENTIAL EQUATIONS

212

where

a, b are constants. It

stant coefficients

by the

* (fi
dx \dx)

dx 2

[dt 2

can be reduced to an equation with con= e'; for then

substitution x

dy
dx

and

[5.62

_
=

dy jdx
dt/dt

_
=

_ dy
dt'

Um \%

(*

e-.U^-e-M

dt/} / dt

\dt\

dt 2

dt J

dt}*

and the equation becomes

which gives t/asa function of t.

Examples
/.v

(i)

4a;

2
d
y
2

dx z

Put x

e*;

dy

y = x + logx.
dx

then as above the equation becomes

dt)

\dt*

The

c.f. is

A e* + -B e -

*',

(ii)

and the p.s. is found to be \t e* t + 3. Hence


= Ae + Be-^ +\te -t+^
= Ax + Bx-l + \x\ogx logaj + 3.
t

The equation

(px + q) 2

a(px + q)

+ by =f(x)

can be reduced to the standard homogeneous form by putting


then
d*y
dy
d*y^
dy
dydz

dx

5.62

Remarks on

dzdx

dz

is

= px + q,

for

dx 2

dz 2

the use of equivalent operators

any derivable function of x, and x e', then by


derivable function of t and we showed above that
If y

3.2 (4)

is

DIFFERENTIAL EQUATIONS

5.63]

The operations djdx on y


function of

t)

(as

213

a function of x) and e~ djdt on y (as a


same effect. We say that these
l

therefore have the

operators are equivalent, and write

Since the operator acts on the function which follows

it,

we must

avoid writing the second operator as (d/dt) e~l this expression already
denotes the function which is the derivative of e~~*.
\

By applying these operators to dyjdx we have


d?y

dx2
as before.

The use of other equivalent operators

will

be illustrated

in 5.63.

5.63 Solution of other equations

by a given

substitution

Examples
(

(i)

(l+x i 3<?X3 + 2x(l+x 2 )* ^-9(l+x*)y = x*-l


dx
dx

Solve

by putting x

tan 8.

We have

dy

l+x*dd'
so

(a)

Deriving both sides of this

wo x,

Alternatively, applying the equivalent operators

obtained from

(a),

to

both sides of (a), we get

i.e.

Hence from

either (6) or

(c)

the given equation becomes

DIFFERENTIAL EQUATIONS

214
and

since

tan 6,

we have

n = tan 6-1
= smnn#-cos
~-9w
*
<Z0
sec
2

dy

The

c.f. is

= .4 e*e + B e~3e and the p.s.


,

.'.

(ii)

cos20

Solve

is

found to be

cos a;

x2
13(1 +Z 2 )'
1

'as.j.^g-Stan

2cos 2 0-l

dy

+ sina; + 4wcos
dx
dx
-

sec 2

d2y

a;

-- 1.

1+x 2

2 cos 6 a;

sin-1 u.

fy_dydu_ <fy
dx
so,

^ cos 20.

= Ae + Be- +&cos2e

by putting x

= -cos 20.

s9

30

= ^ e3tan
Lee

by using equivalent

dudx

du

ooax

_ dy_ui_ u 2y
du

operators,

dx2

(1
v

'duy

du)

u2 )2 u
'du

du

The equation becomes

V(i-{(i-')g-|} + {|vn-'}+4<i-. i y =
)

d2

y
-4
+ 42/ = 2(1-m
aw 2

i.e.

2
).

We find as usual that the g.s. is


y

(iii)

= Aoos2u + Baia2u + l(3-2u2


= A cos (2 sin x) + B sin (2 sin x) + J(3 - 2 sin 2

Transform

the equation

x 2y" + (3a 2 + 4ar) y' + (2a2 + 6x + 2) y

e*

by the substitution x 2y = z. Hence solve the equation.


Deriving the relation x 2y = z twice wo x,

x 2y' + 2xy

z'

and

x2y" + 4xy' + 2y =

Hence the equation becomes

+ 3z' + 2 = e x
= A e- x + B e~ 2x + \e*. Hence
z"

and the

G.s.

of this

is z

y
is

= -(Ae
+ Be-* + ie)
2
x

the G.S. of the given equation.

z".

S( i

DIFFERENTIAL EQUATIONS

5.64]
(iv)

215

Express the equation

as a differential equation for x as a function of y, and hence solve

From

^^^

3.53, ex. (iv),

it.

Hence the given equation becomes

which

is

solution

is

a linear second-order equation with constant


found to be
x = Ae y + Be*v + h, + h

coefficients

5.64 General case: one integral belonging to the c.F.

whose

known

Consider the general linear second-order equation

and suppose that a solution y =

u{x) of

known. Then the given equation can be reduced to a


first order in v' by putting y = vu; for by hypothesis
is

u" + a{x) u' + b{x) u

and

y'

vu'

+ v'u,

y"

linear

one of

0,

vu" + 2v'u' + v"u,

so the given equation becomes

i.e.

{vu"

+ 2v'u' + v"u) + a(x) {vu' + v'u) + b{x) vu = f{x),

v{u"

+ a{x) u' + b{x) u) + v'{2u' + a{x) u) + v"u = f{x).

Hence

uv" + (2u' + a{x) u)

= f{x),

u~+ (2u' + a{x) u)w= f{x),

i.e.

where

v'

w=

otherwise.

v'; this

can be solved by using an integrating factor, or

DIFFERENTIAL EQUATIONS

216

[5.64

Example
x 2 y" - (# 2 + 2x) y' + (x + 2) y

= x3 e x

We easily verify that y = x satisfies


x 2y"- (x 2 + 2x) y' + (x + 2) y

Putting y

0.

= v + w'a? and = 2v' + v"x, we have


+ v"x) - [x 2 + 2x) (v + v'x) + (x + 2) vx = x z e x
x 3v" x 3v' = x3 e x
v" v' = e x

vx, so that y'


2

* (2v '

which reduces to

i.e.

Integrating,

v'

v =

ex

and hence
where

i.e.

= 1 + c e - *,

^- (v e~ x )
a*

= x ce~ x + A, v = (x + A)e x c,
y = e x (Ax + x 2 + Bx,

e-^v

.'.

+ c,

B = c.
Exercise 5(j)

Solve the following homogeneous equations.


1

d 2y
dy
x 2 -^-3x~
+ 4y
dx 2
dx

9* 2

2
dy
n d y
2 x 2 ?-2 + x-f--y
dx
dx

x 2 logx.

dy
dy
- + Zx-?- + y = log*

dx
a
2

4 x i Ll2
a*
<

(l

if

dx

2x-jt - y

dy

and -f
dx

= x2

when* =

1.

* 3 + 21og*.

da;

+ 2*)2^-6(l + 2a;)^+162/ =

8 log (1

+ 2a;).

*6 Solve the simultaneous equations

d 2x

dx

dt 2

dt

d 2y

dy

dt 2

dt

Solve the following by using the substitution given.

d 2y

dy

dx

dx

(l-x 2 )-A-x-r
+y =
2

(l+x 2 )^2 + x^- =

(l+x 2

dx

10 * 2

^+
dx 2

sin0.

3(8h- 1 x) 2 ;x

^ + 2x(l+x

dx 2

2a;(2a:

ahd.

dx

2<
)

x;

2
)

^ + 4y = 0;x = ta,nid.

dx

+ 3)^ + 3(a; 2 + 4a; + 2)2/ =


dx

0;

zx~3

that the constant n can be chosen so that the substitution y = x nz


the equation x 2y" + x(x+ \)y' + 2(<tec+ l)y = cos* to the form
z" + az' + bz = cos x, where a, b are constants. Hence solve the given equation.
11

Show

reduces

DIFFERENTIAL EQUATIONS

5.7]

Solve the following, in which an integral belonging

12 x3y"-2xy' + 2y

0;

14 xy

16 x

0;

ex.

-2(x+l)y' + (x + 2)y = {x-2)e 3x y =


;

15 xhf" + xy' 9y

V+ V
a;

to the c.r. is given.

x.

(x+l)y"-2xy' + (x-l)y =

13

217

e x.

= x 3 try y = kx3 or treat as


+ (a; - 2) = a 3 e*; y = a? -1

'homogeneous' type.

17 Prove that ay* + by' + cy =


and by y = x if and only if 6 + cx

is satisfied

by y = e^ifandonlyifa + + csO,
ft

0.

*18 Riccati's equation dyjdx = P(x) + Q(x)y + R(x)y 2 Prove that the suby = u'jRu reduces this to the linear second-order equation
.

stitution

Ru" -(QR+ R') u' + PR 2u =


Solve x*y' + 3 - Zxy + x 2y2

* 19

0.

0.

Some geometrical applications


We now illustrate how differential equations

5.7

arise geometrically.

5.71 Definitions

Given a plane curve, let P be a point at which there is a definite


tangent (2.15);
is the ordinate of P. If the tangent and normal at
P cut Q$ at T, G, then
is the suby

PN

tangent akid
cinrve at

NT
NO is the subnormal to the

P. Also PT,

lengths of the tangent

Since tan ^
fig.|55

(where

y',

PO are called the


and normal at P.
is clear from

it

x, y, y' are positive)

that

NT = yly', NO = yy\
PT-y^l+y'^y',
PG = yJ(l+y'*).

Fig. 55

In tne general case these results are obtained from the equations of
the tjangent and normal at P by finding the intercepts on Ox the lengths
are signed magnitudes. Thus, the tangent at (xv yx ) has equation
;

and cuts Ox where y

and

yx =

y(a;

ajj), i.e. xx x =

and

Example
For the parabola y 2

NG is 2a.
is

4a# (16.11) we have 2yy'

4a, so that the

subnormal

It is often stated that 'the subnormal of any parabola is constant'; but this
true only iN, G are understood to be points on the axis of symmetry.

DIFFERENTIAL EQUATIONS

218

[5.72

5.72 Orthogonal families of curves

For a fixed value of a (supposed independent of x and y), the


equation F(x,y,a) =
represents a plane curve (1.61). For different
values of a

we thus

individual

members of the

obtain

a,

family or system of curves; a 'labels the


'

family. For example, x2 + y 2

ot

repre-

sents a family of concentric circles of various radii; y 2 = 4tax represents a family of parabolas situated as in 5.11, ex. (i). The curves of

the family may not all be of the same geometrical 'type': thus
x 2 + oty 2 = 1 represents ellipses for a > 0, hyperbolas for a < 0, and
a pair of lines for a = 0, as will be shown later.

The

angle of intersection of

tangents at the

Two

common

two curves

is

the angle between the

point.

intersecting families of curves are orthogonal, or orthogonal

trajectories of

one another,

if

each member of one cuts each member

of the other at right-angles.

Let F(x, y, a)

be the equation of the given family.

get its differential equation


is f(x,

y,y')

0.

gradient y' at
y'

P(x,y)

eliminating
is

(5.1);

We

is

first

suppose the result

given, this equation determines the

of the member(s) of the family through P, say

The gradient of the orthogonal curve through


be \\${x, y); hence on this curve,

<$>(x,y).

therefore

This

When

by

the differential equation of the orthogonal family;

involving one arbitrary constant,

is

will

its solution,

the equation of the orthogonal

family.

Examples
(i)

x*

Find

+ y* =

aa

the

orthogonal trajectories

of

the

family of concentric

circles

differential equation of the family is x + yy' = 0. The gradient of the


through P(x, y) is therefore y' = x/y. Hence the gradient of the orthogonal curve through P is y\x, so that on this curve we have

The

circle

The orthogonal family is y/x = c, a system of straight lines through O.


The result is evident geometrically: the diameters of a circle cut the curve
orthogonally.

DIFFERENTIAL EQUATIONS

5.72J
(ii)

219

Prove that the system

y2

x2

+A

+A

where A

is the parameter, is identical -with the orthogonal system. (For a geometrical interpretation see Ex. 18(d), nos. 18, 19.)
To form the differential equation of the family we must eliminate A. First
clearing of fractions,

A2 + A(oa + 6 2 - x 2 - y2 ) + (a2b 2 - b 2x 2 - aV) =


Derive

wo x

X(x + yy')

+ (b x + a

b
A = --

and

,
2

+ A=

(a 2 -6 2 )a;

x+yy'

yy')

0.

0,

x+a yy'
2

x+yy'
62 +

A=

-a2 )yy'
~x + yy'

[b 2

The required differential equation is therefore


x(x+yy')
t

a*-b 2

yjx + yy')
{b 2

-a 2 )y'

(x+yy')(x-fy

=a2 -b*.
\\y',

Since this equation is unaltered by replacing y' by


family is the same as the given family.

the orthogonal

Exercise 5(k)

Find

the differential equation of curves having the following properties,


find these curves by solving (notation of 5.71).
1

Subnormal

Projection of the ordinate on the normal

OP = PT.
OT = kPN.

is

Find the orthogonal


11

xy

=a

14 x* +y*

2
.

= a*.

constant

k.

OG = OP.
PG = k.

2 Subtangent

6
10

is

OT = OP.
PG = kPN

- 4ax.
3
3x2y =
y

15

constant

ON = NG.

a being

13 ay 2

16

a.

Tc.

Tc.

trajectories of the following families,

12 y2

is

constant

and hence

y=

the parameter.
x*.

axe x

17 (i) Prove that the system of parabolas y 2 = 4a(x + a) is identical with the
orthogonal system.
*(ii) Show that the curves corresponding to a = a
lt a 2 will intersect only
if o x , a a have opposite signs. [Consider y 2 = 4a(x + a) as a quadratic in a.]
18 Prove that in general there are

equation

two curves which

satisfy the differential

(dy

and pass through a given point. Prove that these curves coincide
given point lies on the parabola y = x 2

if the

if

and only

DIFFERENTIAL EQUATIONS

220

19 Find the inclinations to


the equation in no. 18.

Ox

of the two curves through

(3, 5)

which

20 Find the locus of a point such that the two curves through
cut at right-angles.

it

satisfy

in no. 18

Miscellaneous Exercise 5(/)


Eliminate the parameters from the following functions.

= A cos -1 x + B.

= A cos -1 x + B sin -1 x, and explain why the result is the same as for no. 2.
= Ax sin (a; -1 + B).

4 y

2 y

cch(/c).

Obtain the differential equation of


straight lines.

all

all circles

all

which touch both coordinate axes.

tangents to the rectangular hyperbola xy

[The general point

1.

is (, l/<).]

.For general practice the reader

may

a random

solve

selection

from

the following

differential equations (nos. 8-52).

l+y

=
dx
1+x
dy

10 (x + y)

dy

-.
2

2<

^-=l.

11

dx

(l-4y')y=(4 + y')*.

2xy.

dx

*24 y

dx

a;

2x 3y*.

dy

21

px + %p z

23

7a;-32/ + 2.

xy.

1.

27

0.

dv

dx

(xy 3 + y)-^-=-.

sin x y cos x
dx

29

1.

31

0.

e* sin 2 x.

= px + e p
= 0.
+
+
a#y" + xy' 2 + yy' = 0.
y"-V + y = 0.

*25 y

30 y"-y' + 2y =

2/"'

dy

+ y = y logx.

32 y"'-Zy"

1)^ =

dx

dx

28 yy' + y' 2

+ y.

1.1^ aw =

+ %xy =

26 y" + y' 2

34

(3 + 52/+

10/(a; 2 +l)19

22 x

*33

15

dy >V
+dx x
dy

20

(x-y) 2

17

a;

^ = (x-y-l)

13

a; = y xcos 2 -.
dx

iq
18

y.
*

aa;

14 (x2 -y 2 )^-

16

(<s-y)^ =

cto

12

xy

0.

Zy" + 3y' + y

y"-3y'-fy =

[put

10 cos 2a.

u = ye x and

calculate

w'"].

35 y" - 5y' + 6y

4x 2 e x

DIFFERENTIAL EQUATIONS
36 y"-4y' + Zy

= xK

38 x 2y" - 20y

7a;

a;

*42

a;

44
.

45

39 x 2y" -xy' + 2y

= e sin 2a;.
= x log x.

a;.

dx

+ 2x = 2y,

46

at

47 ^- + 5x-2y

dx

*^ =

d 2ic

+% =

0,

^ + 3 ^-2x + Gy =

0.

2a;

dt

dt

dt

=
-f-x+Qy
dt
48<

dx
dv

-3- +
dt

= 3*.
^+y
a*

^ ~

221
5*

2xy' + 2y = x* cos (log x).


41 t/" + (2/*) y' = 0.
y'
=
Zxy"
log
+
+
V"
y" + y't&nx ycos 2 x =
[put w = sina:].
(l+x2 s y" + 2x{l+x 2 2 y' + (l+x 2 )y = x [put x - tan0].

40

43

V-

37 y" - 10y' + 29y

40e*,

27e*K

dx

dv

dy

dz

J=
dhj

dv

"

*.

dx

[For nos. 49, 50 see no. 56.]


51

xy" (2x +l)y' + (x + l)y =

52 x(l+ x) y"

0; particular solution

2y' + 2y; particular solution

53 Transform 4x 2y" + ixy' + (4a; 2 -

1)

1/(1

by the

e x.

+x).

substitution y

zx~i,

and

hence solve the equation.


54 Show that the constant n can be chosen so that the substitution y = x nz
transforms the equation x2y" + 2x(x + 2) y' + 2(x + 1 ) 2 y = e~ x cos x into one
with constant coefficients. Hence solve the given equation.
55 Prove that a differential equation of the form p 2 + p<f>{x, y) \ Q, where
dyjdx, represents a system of plane curves such that in general two pass
through every point and intersect at right-angles. Find the system of curves

p=

when <f>(x, y) = 2y/x.


*56 Show that y"' + ay" + by' + cy =

is

the same equation as

d
-^{y"-{k+l)y' + kly} = m{y"-(k + l)y' + kly}

Mm

if and only if Jc + l +
= a, Im + mk + kl = 6 and
= c, i.e. k, I, are the
roots of t3 + at 2 + bt + c = 0. Putting z = y" - (k + 1) y' + kly, show that the
solution of the given equation is reduced to solving one of second order in y.

*57 If J/(ar)<fo

log{l +/()>, find/(ar).

*58 Verify that cos nx and sin nx are both integrating factors of y" + n 2y = f(x)
first integrals. By eliminating y', obtain the a.s. and express

and obtain two


it in the form

= A cos nx + B sin nx+ -

Cx
/(tf)sinn(a;

t)dt.

DIFFERENTIAL EQUATIONS

222
*59 Solve y" + y
also

when f(x) =

sec x

by the method of no.

58,

and show that it will succeed

coseca;, tana;, or cot a;.

*60 (i) If u, v, w are functions of x, and constants a, b, c not all zero can be
found such that au + bv + cw = for all x, prove that the determinant

W=
(the

Wronskian of u,

v,

w)

is

W=

u'

v'

w'

u"

v"

w"

zero for

all x.

prove that u, v, w are connected by a linear


relation. [Consider the linear second-order equation in y obtained by replacing
u, u', u" by y, y', y" in W: it has solutions y = u, v, w; use 5.32 (2), II.
(ii)

Conversely, if

0,

223

SOME THEOREMS OF THE


DIFFERENTIAL CALCULUS
6.1

Two

properties of continuous functions

This chapter contains a sequence of theorems, some of which are


'obvious geometrically'; they are of considerable importance. All
of them depend for their proof on the following two properties of
continuous functions, which we will state and then explain.
(1) Iff(x) is
(2)

Iff(x)

least value

Property

is

continuous in a

continuous in a

when x varies in
(1) means that,

^ x ^ b, then it is bounded in this range.


< x ^b, then it possesses a greatest and

this range.

for all values of x satisfying a ^ x ^ b,


number K such that \f{x)\ < K. In other words
(cf. 2.4 (3)), f(x) cannot tend to +oo or to -oo or oscillate infinitely
when x varies ina<a;<6:itis 'bounded' by the number K in that
its numerical value cannot exceed K; we can write K
<K
and call K an upper bound iovf{x), and K a lower bound. Clearly any
fixed positive number greater than K would also serve as a bound
fovf(x) in a ^ x ^ b.
It may happen that some numbers less than K would serve as

there exists a positive

bounds for f(x). It can be proved that, of all numbers which serve
as upper bounds for f(x), there is a smallest such number, say
i.e. f(x) ^
for all x for which a ^ x <. b, but if
is any number just
less than M, there is at least one value x of x in the interval such
x
that/^j} >
Similarly, of all lower bounds iorf(x) there is a largest,
say m, which has the property that f(x) ^ m for a ^ x ^ b, while if
h is any number just greater than m, there is at least one value x = x2
in the interval for which f(x2 ) < h. These numbers
m are called
the upper, lower bounds of f{x) in a < x < b. Functions other than
continuous ones may possess upper and lower bounds in a given
interval; on the other hand they may not. Property (1) implies that
for a continuous function these numbers always exist.
Property (2) asserts that, for continuous functions, these bounds
are actually values taken by the function for suitable values of a; in
the interval
is the greatest and m the least value off(x) for a < x ^ b.

DIFFERENTIAL CALCULUS: THEOREMS

224

The property

is

usually expressed

by saying that

[6.2

'a continuous

bounds in any closed interval'. This may or may


not be true for a discontinuous function: even if it possesses upper and
lower bounds Jf m, there may be no x in the range for which/(x) =
or for which f(x) = m.
function attains

its

yi

Fig. 56

and others can be deduced from the definition


of 'continuity' given in 2.61 with the help of some fundamental
theorems on bounds of a function. We shall assume them, because to
give rigorous proofs would deflect us too far from the course in view.

The properties

(1), (2)

In the following theorems we use the

closed interval

a ^ x ^

continuity oif(x) (see 2.61, Remark), and the open interval a


for derivability. This
is

defined only in a

at x

b;

demand

^x ^

b,

then f'(x) will not be defined at x

hence existence in the open interval

is

as

much

as

if f(x)

a or

we can

off'(x).

Rolle's theorem

6.2

6.21 If(i)f(x)
(iii)/(a)

and

reasonable because (3.11, Remark),

is

b for

< x<

is

continuous for a

=/(&), then there

<x<

is at least

b, (ii)/'(a;) exists for a < x < b,


one number gfor which a < < b

f (& = 0.

Geometrically the result is obvious

(figs.

57, 58):

a continuous curve

with a definite tangent at every point between A and B, where it meets


the line y = k, must have a tangent parallel to y = Tc at some intermediate point or points. The reader who is willing to accept the

theorem on these grounds

may omit the following proof.

in hypothesis (iii). Since f(x) is continuous, then


First suppose f (a) =f(b) =
by 6.1, Property (1), the functionhas upper and lower bounds M,m in a ^ x < 6.
and m < 0; we consider the following three
As /(a) = =f(b), therefore
S

cases.

DIFFERENTIAL CALCULUS: THEOREMS

6.22]
(a)

M>

By

0.

Property

(2)

of

6.1, there

225

a number such that a s$ ^ 6


> 0, must be different from a

is

and /() = M. Since /(a) = f(b) = and ikf


and 6, so that a < < 6. We now prove that /'() = 0.
Let h be any positive number such that + h lies in a <
+ h) < ikf, it follows that M+h) </(), and so

a;

6.

Then

since

M+h)-M) <0.
h

Letting h
+ , we have /'()< by using hypothesis (ii) of the theorem
together with a variant of the lemma in 3.63.
Similarly, if h >
and h lies in a S cc S b, then /(- A) </(), so that

/<-*)-/()
2* 0.

Letting h->0 + gives/'()

0.

Comparing the two conclusions shows/'()

0.

Fig. 58

(b)

M-

0,

but

m < 0.

a < g <b; f(g+h)2*m

There

is

a number for which/() = m, and as before,


by an argument similar

= /(), from which /'() =

to the above.

(c) If
= = m, then /(#) = everywhere in a < x < 6, so
=
everywhere in a < x < b; any number in a < x < b would do for .
Secondly, suppose f(a) =f(b) = h in (iii). Apply the result just proved to
the function <}>(x) = f(x) k, which clearly satisfies hypotheses (i) and (ii) and
also 0(a) = 0(6) = 0. Then Rolle's theorem follows.

Remark. The number depends on the function f(x) and on the


a function of a and b.
See Ex. 6 (a), no. 3.

interval; thus for a given f(x), is in general

Definition.

a < x <

b,

If f(x)

we say

is

continuous for a

that f(x)

^x

4-

and derivable
a < x ^

satisfies the Rolle conditions in

6.22 If the Rolle conditions are not satisfied, there

number

may

for
b.

not be a

with the required property. Tigs. 59, 60 illustrate cases in

which hypotheses (i), (ii) respectively are not satisfied; but fig. 61,
which neither is satisfied, shows that the result of the theorem may
still be true
the conditions are sufficient but not necessary.

in

x5

GPMI

DIFFERENTIAL CALCULUS: THEOREMS

[6.23

y.

b
Fig. 60

Fig. 59

Fig. 61

6.23 Application to algebraic equations

a polynomial, then f(x) and


Rolle conditions in any interval. Taking
f(x) = 0, we have (cf. Ex. 3 (e), no. 14):
If f(x)

(1)

is

Between two

Further
(2)

(cf.

roots off(x)

Ex. 3

(e),

a, b

lies at least

of 6.21 to be roots of

one root off'(x)

0.

no. 15)

Not more than one

roots a, fi off'(x)

f'(x) certainly satisfy the

root of f(x)

can

lie

between consecutive

0.

If there were two, then by (1) there would be a root off'(x) =


between them, so that a, /? would not be consecutive roots oif'(x) = 0.
(There will be exactly one root off(x) = between a and if and only
if /(<*),/(/?) have opposite signs, by 2.65.)
The result (2) is helpful in locating the roots of an equation f(x) =
when those off'(x) = are easily found; see 13.62 (3) for some worked

examples. Finally
(3)

// f'(x)

has s

roots,

thenf(x)

cannot have more than

s+1

roots.

For the roots off'{x)


6.3

Lagrange's

mean

must separate those of f(x)

0,

by

(1).

value theorem

In 3.81 we conjectured on geometrical grounds the following mean


value theorem.

A
DIFFERENTIAL CALCULUS: THEOREMS

6.31]

Iff( x ) satisfies the Bolle conditions in a

<x^

b,

227

then there is at least

<b and
f(l>)-f(a) = (b-a)f'().

one number for which a

<

6.31 Linear approximation to f(x)

We may

prove this theorem by applying Rolle's theorem to the


by making a linear approximation to f(x) in a < x ^ b.

error obtained

When a is given, any linear function g(x)

can be put in the form

#)=^o+^i(*-)-

We choose the coefficients p p1 so that it takes the same values as/(a;)


,

= f{a) and g(b)

at the ends of the interval: g(a)

p
Hence

g(x)

(Geometrically, g(x)

of 3.81

and

=f(a)

= f{a)+
is

=f(b), so that

p +p 1 (b-a) = /(&).
f(b) ~ f(a)
(x-a).

ba

the equation of the chord

AB

in

fig.

41

we now consider the error caused by replacing the arc AB by

the chord AB.)

At any point x in a < x <

b,

the error involved in the approximation

=f(x)-g(x). Now <f>{a) = and <j>{b) = 0, and <j>{x)


the Rolle conditions in a ^ x ^ b because f(x) and g(x) do.
Hence there is a number for which a < < b and 0'() = 0, i.e.

f(x)

g{x) is

<j>{x)

satisfies

from which the mean value theorem

follows. Incidentally

justified the geometrical conjecture in 3.81; Rolle's

case

6.32

when AB is

we have

theorem

is

the

parallel to Ox.

We may set out the preceding proof as follows. Consider the function
</>(x)=f(x)-f(a)

Clearly

<p(a)

0;

we choose A

+ A(x-a).

so that also

<p(b)

0=f(b)-f(a) + A(b-a).

0:
(i)

The hypotheses of Rolle's theorem are now satisfied by <p(x), so that


there is a number for which a < < 6and0'() = 0,i.e.O = /'() +
Hence from (i),
....
W
...

f(b)=f(a) + (b-a)f'().

(ii)

DIFFERENTIAL CALCULUS: THEOREMS

228

[6.33

6.33 Alternative versions of the theorem

< 6 < 1, then a + 6(b a) lies between a and b, so that for


a suitable 6 we can write = a + 6(b a). Putting b = a + h, the
(1) If

result

(ii)

takes the form


f(a + h)=f(a)

+ hf'(a + 6h)

Bemark. Since depends on a and b


will be some function of a and h.
(2)

Since 6 h

a,

we

(0

(ii)

(hi)

1).

Remark), hence

(6.21,

have from

also

< 6 <

in (hi)

that

f(b)=f(b-h) + hf'(b-(l-6)h).
Putting h

= hv l d =

d1

(so

< 6X <

that

1)

and rearranging,

f(b+h 1 )=f(b)+h 1 f'(b+e 1 h1 ),


which is the mean value theorem for the interval b + h x < x ^ b where
h x < 0. Hence the result (hi) remains valid when h < 0; in the statement
of the theorem the only modification required is the replacement of
a ^ x ^ a + hby a + h ^ x ^ a.

Example
Take f(x) =

log a;, a

>

0,

>

a+h

0.

log(a + h)

log (1

i.e.

Then

(iii)

= loga+

becomes

h
a + cw

+ -J = ^27,
a + Oh
a/
=

from which we find

log

Put w

7&/a;

then since a + h>

and

Since

0< <

1,

-<:
w

log ( 1

1+U

u > 1 and w

=}=

0,

and

i.

log ( 1

0, also

+ w) w

+ u)

<1+-,
u

<log(l+M)<M,

the logarithmic inequality (4.43 (1)).


This example illustrates how the mean value theorem can be regarded as a
< d < 1.
disguised inequality owing to the condition

DIFFERENTIAL CALCULUS: THEOREMS

6.33]

229

Applications of the theorem to increasing functions and to in-

were given in

equalities

3.83.

few further examples appear in

Ex. 6 (a).
Exercise 6(a)

Find when Rollers theorem is applied to


1 x(l #) B in0^a;<l,TO being a positive
2

e a sina: in

<

2n.

integer.

(x a) (b

x) 2

in

^x^

6.

4 Iff(x) satisfies the Rolle conditions in a < x < b and/(a) = = /(6), prove
that for any given number A the equation/'(a;) + A/(a;) = has at least one root
between a and 6. [Consider eXxf(x). Cf. Ex. 3 (e), no. 16.]

Find when

Find 6 when
7 x
9

the

<

\tt.

a;

w in

<

8 x3 ,

<

1,

n being an integer >

and verify that 6

1.

when h

-> 0.

10 Deduce an inequality from the result of no.

e".

why

mean

the

value theorem

Mean value theorem for integrals.

12

a;

mean value theorem is applied for the interval a < x < a+h to

Explain
< a + h.

11

mean value theorem is applied to

<

cobx in

the

Iff(x)

when

fails

f{x)

continuous in a

is

<

9.

x~ x and

<

6,

apply

[X
the

mean

for

which a

value theorem to $(x)

<

< b and

/(a;) <fo

/() dt

(6

to

show that there

- a)/().

is

a number

[Use 4.15 (7).]

13 If f(x) and gr(a;) satisfy the Rolle conditions in a ^ x < 6, prove that the
functions ^./(a;) +Bgr(a;)
constant), f(x)g(x), f(x)/g{x) do also, provided
that in the last case g(x) is never zero for a ^ x ^ 6.

14

If/'(a;) satisfies

the Rolle conditions in a

<

<

6,

prove that/(a;) does also.

[See 3.52.]

*15 If f(a)
ditions in a

= f(c) f(b), where a < c < b, and if f'{x) satisfies the Rolle con< x ^ 6, prove there is a number for which a < < 6and/"() = 0.

[Use Rolle's theorem three times.]


*16 If {f(b)-f(c)}/(b-c)={f(c)-f(a)}l(c-a), where a < c < b, and /'(*)
the Rolle conditions in a ^ x < 6, prove there is a number for which

satisfies

<

<

and /"() =

*17 If a;

>

*18 If

<x<

19
<c

>

If/(0)

1,

prove

0, (i)f(x)

y,

Interpret geometrically.

0.

a; + 2 + loga:

xf'{dx),

deduce that f(x)jx

J(x 2 + lOx- 2). [Use 3.83, Corollary

2.]

prove

and f'{x)

>

is

is

an increasing function

0<6<1;

(ii)f(x)

increasing for x

>

0.

<

for

xf'(x);

(iii)

>

0,

prove that when

d{f(x)/x}/dx

>

0,

and

DIFFERENTIAL CALCULUS: THEOREMS

230
6.4

The second mean value theorem

6.41

An algebraic lemma

In 6.31 we proved the

first

linear approximation tof(x).

mean

mean

[6.4

value theorem by considering a

By using

other polynomials,

we

obtain

value theorems of higher orders.

Any polynomial
degree

of degree

in x can be written as a polynomial of

n in (xa).

If the given polynomial is


g(x)

aQ + a x x + a 2 x2 +

. . .

+ a n xn

= a + y and expand

each term. The term of highest degree in


y will arise only from an (a + y) n and hence is an y n We obtain an
expression of the form

putf x

Po +PiV +p*y

which

is

a polynomial in x a

+p n yn

= y of degree n.

6.42 Quadratic approximation to f(x)

For given

every quadratic can be written

a,

= p +p x (x - a) +p 2 {x - a) 2

g(x)

We

choose the coefficients p 0) p v p 2 so that g(a) =f(a), g(b) =f(b),


and g'(a) = f'(a). (Geometrically, the quadratic curve passes through
the extremities A, B of the given arc
y
and has the same gradient at J..) Then
i

Po =/(),
Po +Pi(b - a) +p 2 {b - a)

and

= /(&),

(i)

since

The

- a), p x = f'(a).
function {x) = f(x) g(x)

=p x + 2p

g'{x)
'

error '

2 {x

clearly satisfies

0(a)

0(6).

Hence by Rolle's theorem there


= 0.
and
Since also

<x^

]_

<fi'(a)

to
f

0,

is

a number

we may apply

E,

Rolle's

show that there is a number

for

for

which a < x <

theorem to <j)'{x) for


which a < < x and

Another proof is indicated in the Remark of

10.53.

6.5]

(j>"{i)

0.

DIFFERENTIAL CALCULUS: THEOREMS


Now <j>"{x) = f"(x) -2p 2 and hence p 2 =
,

by
f(b)

For the preceding applications of

6.21 to

^x<

and consequently /'(#),

we may

in 6.33(1),

since certainly lies

<

<

a;

in a

a;

we shall require
< x ^ 6.
= a + dh (0 < 6 < I)
<

write 6

= a + h and
6. Hence

6,

^ x ^ a + h,

then

= f(a) + hf'(a) + ffif'(a + dh),

and in general 6 depends on a and

1,

<p'(x)

between a and

f(a + h)

<

valid, the Rolle con-

to satisfy the conditions in a

Iff'(x) satisfies the Rolle conditions in a

where

be

(ii)

b and by

Since we know only that x Ues somewhere in a

As

therefore

= f(a) + (6 - o) /'(a) + (& - a)

ditions must be satisfied by <j> (x) in a

^'(#),

231

(hi)

h.

Remarks

The result

(a)

^x^
a+h <
< a,

We

(hi)

remains true when h <

if

we write the interval

same proof now shows that lt satisfy


a respectively, and therefore a + h < < a.
can still write = a + Oh where < 6 < 1, since h < 0.

as a + h

a.

From fig.

(y#)

For, the

36 in 3.11

l-

we see that

f(a + h) -f(a) - hf'(a)

= NQ-MP-PR tan TPR


= RQ-RT = TQ.

Hence TQ \h2f{a + dh). Compare the comments on the approximations

(i)-(iii)

of 3.91.

We give some applications of (hi) in 6.7.


6.5

Theorems of Taylor and Maclaurin

6.51 Approximation to f(x)

The

first

and second mean value theorems are particular

mean value theorem

the following

i//(n_1) (aO

< 6<

and
Proof. Choose the
9(x)

cases of

of order n, called Taylor's theorem.

satisfies the Rolle conditions for

/(a + A)=/(a) + V'(a) +

where

by a polynomial of degree n

^n^

A2

hn

depends in general
coefficients in the

a ^ x ^ a+h, then

ona,h and n.

polynomial

= Po+Pi(* - a) +p 2 {x - a) 2 +

. . .

+pn {x - a) n

DIFFERENTIAL CALCULUS: THEOREMS

232

[6.52

so that

=M,

9(a)

If

i/r(x)

(x

g^\a) = /<-%),
g(a + h)=f(a + h).

9'(a)=f'(a),

a) m where mis a

positive integer, then

verified that

[ml

and hence

p1

=f{a),

Write

<j){x)

Also $(x) and

a < x

<:

f^(x),
Since

+ h) =

<f>(a)

11

-1

(ii)

w 1

its first

(n-1)

<f>'(a)

= ^-(a) =

...

0.

derivatives satisfy the Rolle conditions in


this is true for/(n-1) (a;),

...,f(x),f(x).
<fi(a

Since also
0"(g 2 )

(hi)

(i)

a + h since by the hypothesis and 3.52

+ h) =

0.

(n-i)

<j>\a)

0,

,x

there

< a+h

and

^'(i)

0.

a number 2 such that a < 2 <

is

Proceeding similarly, there is a number


n -x)
=

0.

Lastly, since also

which a < <

and

(TC)

()

a < < n _ x <

we may put

NoW

a number x for which

0(a), there is

a <

so

(n-iy.Pn-x^P

= f(x) g{x); then by

</>(a

for

r\pr

m.

n
p +p 1 h+p 2 h?+...+p n h =f(a + h).

and

2\p 2 =f"(a),

=f'(a),
....

it is easily-

11

&r\a) =

It follows that

(i)

...

(a)

0,

there

is

and
which

for

a number

0. We know that

<

<

< a + ^>

= a + Oh, where < 6 < 1.


n
fi*\x) = f \x) - g^\x) = /(">(*) - n\
,

/<n) ()

hence

From this with equations


With a modification
h < 0.

(ii),

as in

= n\p n

the result follows

Remark

(a)

n,

by using

(iii).

of 6.42, the result holds for

6.52 Maclaurin's form of the theorem


If

we

replace a

following.

by

and h by x

in Taylor's theorem,

we

get the

'

DIFFERENTIAL CALCULUS: THEOREMS

6.53]

V/

(n-1)

f{x)

where

(0 satisfies the Rolle conditions in

<

233

x, then

= /(0) + z/'(0)+|-^
< 6<

and in general

depends on x and n.

we could apply it to
^ h and arrive at Taylor's

Conversely, starting from Maclaurin's form,

f(a+x)

the function g(x)

in

<$ t

theorem:
g(x)

^(0)

+ a ^(0) + ^^(0) + ...+^-^^(0)+|j^(to)

= /() +

*/>)+f*/>)
dr

= -^f(a + x) = /W(o + a;).

r
g< \x)

since

+ .^

Thus the two forms are equivalent.


6.53 Closeness of the polynomial approximation

When
satisfied,

the conditions of Taylor's (or Maclaurin's) theorem are

we can apply

the theorem to approximate to the given

function by a polynomial of degree n

mation

is

measured by the

size of the

B = ^fW(a + dh),

1.

The closeness of the approxi-

'remainder term
or

^F

n) (dx).

we see that R depends on n and x;


we may be able to make R small (a) by increasing n when x is given
(i.e. taking more terms); (6) by decreasing x when n is given (i.e. narConsidering the Maclaurin form,

rowing the range).

Keeping n

n\Qx) is

bounded for all x sufficiently


small, say for \x\ < n. Then
< K, where K is independent of x;
we say that R is of order xn when x is small, and write R = 0(xn ).
Standing alone, 0(xn ) means 'any function which is of order xn \
fixed,

suppose

f(

\Rjxn

We can now write either


f(x)

= /(0) + s/'(0) +

. . .

+ ^^/<^i>(0) + 0(x"),

or
f{?)

=f

fiO)

+ xf (0) +

. . .

+ -^-fin-ViO)

(n

1)!

correct to order

n-1.

DIFFERENTIAL CALCULUS: THEOREMS

234

[6.54

Example
If/(a;)

e x,

then f (r) (x)

gives
ex

ex

and/

x2

= 1+X + - + ...+ex

(0)

n_1
C

(n

2!

Hence

(r)

TT,
1)!

for

each

xn
n\

2!

Since e x possesses derivatives of

(n

all orders,

Maclaurin's theorem

(0<0<1).

+ , edx

= 1+X + + ...+-

r.

(i)

1)!

n can be

as large as

we

please;

and the conditions of the theorem are satisfied for all x.


(a) When x is given, we know by 2.74 that x n /nl -
when n - oo, which
shows that the more terms we take, the better does the polynomial (i) approximate to e x and this happens to be true here for any x. (In general it will be true
off(x) only for x within some definite range.) In particular, by taking x = 1 we get
;

e= 1 +
,

1
1
1

+ + ...+
2!
3!
(n-1)!

Successive terms in this expression are easy to calculate, because the (r+ l)th
term is 1/r! = (l/r){l/(r- 1)!} = (1/r) xrth term. With n = 11 we find that
e = 2-718282, correct to 6 places of decimals.
much rougher result was
obtained in 4.32 (5).
n ~ x and im,
(6) When n is given, the approximation (i) is correct to order x
1
6x
proves the smaller
becomes; for e < e ! when \x\ < ij.

In order to use Taylor's or Maclaurin's theorem directly in this


way, it is essential to be able to find/ (n) (a) or/(w) (0) explicitly in terms
of n. Consequently, in 6.6 we obtain formulae for the nth. derivative

some elementary

functions. | For most functions f(x) the formula


n
for f^ \x) cannot be found explicitly; but we may still employ the

of

theorem to
hold 'for

We

infer approximations of a given order, expecting these to

all

x sufficiently small' (see Ex. 6 (b), nos. 26-30).

return to Maclaurin's theorem in Ch. 12

infinite series; there

when we

we shall sometimes require a different

discuss

expression

for the remainder term.

6.54 Other expressions for the remainder term


(1) Alternative

proof of Taylor's theorem.

For a proof involving only one application of Rolle's theorem


that in 6.32,

where

F(x)

we could begin by
f(x) = F(x)-A(b-x)P

like

considering the function


(p

= f(b) -f(x) - (b - x)f'{x) - ... n-1 (h _ v \r

>

0),

f^(x)

-m-f{x)-z \^-r\x).
{

t In Ch. 3 this would have seemed an academic exercise ;

we now see its significance.

DIFFERENTIAL CALCULUS! THEOREMS


Clearly ifr(b) = 0; we choose A so that i/r(a) = 0:

235

6.54]

=
By the

hypothesis of Taylor's theorem and 3.52,

<x

Rolle conditions in a

a <

<b and
n-1

n*) = -/'(*)+ s

b.

0.

(h

_ ~\r-l
*>

r=l

is

i/r(x)

satisfies

the

a number for which

(h

_ yV

s y-^f(x)+pA(b-x^
*

r1

n-1

Lfr+1) ^)- S

r=l

(fr

^-r%

(J

+^(6-^-1

+1) (z)

^1

^^

/7
x , (
(6-*)*-i{

From ^'() =

n-1
/<->(*)-

*)

r=l

Hence there

Now

n-2(h__ T \r

= 2

F{a)-A{b-a)*>.

"

(6-a;) TC-f/<^(a;))

and the fact that

|.

- 4=

we now have

(6
'

(n-l)!#

and so

Fla)

Writing b

= a + h and

a, h, n, p),

we find

{nl)\p

= a + 0h (where
,
n .. _ 8 n _^
F(a) =
(n-l)\p
g

+y

will

depend on

so that from our definition of F(x)

/(a + AH/(a)

in general

(a)

+ ...+

we have

^
Ji

n1

An _ fl\nP

The last term is known as Schlomilch's remainder. In particular, by


p = n we recover that given in 6.51 (Lagrange's remainder);
and by taking p = 1 we have Cauchy's remainder

taking

&*(l_0)-i
(71-1)!

which
(2)

will

be used in Ch.

fW(a + 6h),

12.

Remainder as a definite integral.


and
(1) we have F(b) =

From

DIFFERENTIAL CALCULUS: THEOREMS

236

If we suppose f \x)
(n

continuous for a

is

^x<

b,

[6.6

then

= F(b)-

F(a)

Putting 6

( F'(x)dx
Ja

= a + h and a; = a + fA, we find


F{a)

(^^! Jo

(1

- f)n " 1/(")(a + ^

This form of the remainder term does not involve an undetermined


function 6; but

6.6

we have assumed more about f in\x) than in

Calculation of some nth derivatives

6.61 Elementary functions


(i)

xm Here

= mx- 1 f"(x) = m(m- l)x m -\


m~n
f (x) m(m 1) ... (m n+ 1) x

f'(x)

...

(n)

(a)

In particular,

if mis

a positive

integer,

(ml

#" - n

(m n)

f(n)(x)

(w

<

n),

(n

=
>

m),

ml

(w

.0

m).

When m = - l,/(a>) = 1/x and /< n) (a;) = - l)"n!/*" +1


m then similarly
(c) If/(a;) = (ckc + 6)
f n\x) = a nm(m - l)...(m-n+l)(ac + b) m ~ n
(ii) logo;.
Since /'(a;) = a? -1 we have by (i) (6)
(6)

cZ

n_1 /1\
-1
\ay

(n-1)!

da;"
(iii)

*.

/<n) (a;) =

Clearly

(iv) sin(aa;

+ &).
/'(a;)

a cob (ax + b)

Thus each successive derivation

+ 6).

will

asin(aa; + 6

add \n

+ 7i

Similarly
f<-

n \x)

a" cos (aa; + 6 + Jnw).

(vi) e ox sin6a;.

e* (a sin 6a;

This can be written in the form

e ax Raia (bx

/'(a;)

e ax

).

to the 'angle'; hence

= a n sin (a# + b + %nn).

/(*(#)

(v) cos (aa;

a" e ax

+ 6 cos bx).
+ d),

(R cos 6 sin 6a; + i? sin

i.e.

cos 6a;)

6.51.

DIFFERENTIAL CALCULUS: THEOREMS


237
if we choose R and 6 so that R cos 6 = a and R sin 6 = 6. These give R = J{a? + b 2
6.62]

),

and

is

determined from

= a:b:R.

cos 6 sin 6:1


:

The next derivation gives


d

f(x)

= R {e ax 8in(bx + d)} = R 2 e ax 8ia{bx + 2d),


ax

with the same R, 6 as before since the equations for determining these are
independent of x. Hence we see that

= R n e ax sin (bx + n0).

/<">(#)

dn

{e ax cos bx}

Similarly,

= R n e ax cos {bx + n6),

where R, 6 have the same values as before.


*(vii)

tan -1 a;. (This example requires complex numbers and de Moivre's

theorem.)
Since

= I-^.

Now
1

hence by

(i)

a;

2*

_
(
v

\a;

= ^(TT3i)-

+ i/

U,

a;

= /0cos0,

theorem,

j
.

(x

= p sin

t)

/>- B (cos

d" -1

n
f< \x)

<j>

<

\
>

(x + i) n)'

<j>

<f>

cot -1 ^.

By

de Moivre's

i sin 0)-" = yo -n (cos n$ + i sin


1

= (-l) n-1

(n-1)!
-

pn

-sinnoi,
Y

(-l)- 1 (n-l)!(l+a; 2 )- in sin(ncot- 1 a;).

Theorem of Leibniz on

If
W''2i\(x-i)

),

Tin-,
1
dx"'
1+x2;

'

i.e.

= /O~"(cos^+isin^)- n = />- n (coswj5 isinn^)

and

(n

= p(cos + i sin 0),


=
and p = <J(1 +x 2

x+i

Write

6.62

/'"'<*>

(6)

dxB-1 l+a! a

so that x

d"-1

/'<*>

the nth derivative of a product

where u and v are functions of x whose successive


known, then /(n) (#) can be found by the following
theorem. Write
If f(x)

uv,

derivatives are

Then
(uv) n

= un v + *C?i

+ nC2 un _ 2 v 2 +...+ nCr un _^vr +

This result has already been verified when n

2,

. . .

3 in Ex. 3

+ uv n

(b),

no. 17.

DIFFERENTIAL CALCULUS: THEOREMS

238

[6.62

Proof by Mathematical Induction. (The general principle is explained


in 12.28.)

Suppose the result

some particular value of

true for

is

say

n,

n = m. Then
{uv) m

= um v + mCx um_ x vx +...+ mCr um_r vr +...+ uvm

and

(uv) m+1

= ^(uv) m
=

Vi + Vi) + mCi(^m-i

+ mCr-l Wm-f+1 vr +

^2

+ Vi) +

vr-l)

+ m Or {um^vr+1 + um_r+1 vr + ... + {uvm+x + Ux Vm


)

= Um+

lV+ (1 + m

<?l)

),

Vl+ - + (^r-l + ^^m-r+l^

= %m+1 v + wl+1C1 wm v1 + ... + m+1 Cr tv_r+1 vr + +wvwH 1


.

mC _ + mC = m+1 (7r
r
r 1

since

(r

1).

= m,then it also holds for n = m+1.


when n = 1 (it is then the product rule of 3.2), therefore
when n = 2, therefore when w = 3,
and so for all positive integers n.
Hence, if the theorem holds for n

It does hold

. .

Alternative proof Successive derivation of uv (as in Ex. 3 (b), no. 17)


shows that the expression for the nth derivative will be of the form
.

(uv) n

un v + c x un_ x vx + c 2 un_ 2 v 2 +...+ cr un _ r vr +...+ cn uvn

where the coefficients c c x


cn are numbers independent of u, v.
We can therefore determine these coefficients from the convenient
special case when u = e035 v = ebx and hence uv = e(o+6)a! for then
,

ur = ar e,

vr

br ebx ,

(uv) n

+ b) n e(+w*

{a

e{a+b)x

and the above formula becomes


{a

+ b) n e(fl+b)x = S (cr an~r eaa: .6r c

&a;

r=0

,\

{a

(cf an-r6r

).

r=0

+ b) n = Y {cr an -rbr ).
l

r-0

Hence cr is the coefficient of an_r6r in the expansion of (a + b) n viz.


w<7 and the result follows.
r
Leibniz's theorem is easily remembered by analogy with the
,

binomial expansion of (u + v) n

DIFFERENTIAL CALCULUS.* THEOREMS

6.63]

239

Examples
Find the nth derivative of x 1 sin x.
Taking u = sin a; and v = x % we have
(i)

ur =
Hence
dn

sin(# + \rn),

(x 2 sin x)

vx

2x t

v2

vr

2,

>

for r

2.

= x* sin (x + inn) + 2nxsm (x + \(n 1) n)


+ n(n 1) sin (x + \{n 2) n).

(ii)

Find a relation between any

We

first

find

three consecutive derivatives of sin (p sin -1 x).


sin (p sin -1 x), yx , and y3 .
direct

a relation between y

By

derivation,
V\

i/i

- ^\_ x

V( 1

cos

81x1-1 *)

a 2 = P cos

sin -1 x).

Deriving again,

:.

a;

2
)

y % - xy x +p*y

0.

(a)

Now derive this equation n times,t using Leibniz's theorem:


(

- * 2 y n+2 +M- 2x) y n+1 + in(n -\)(-2)y n


-a^n+i -ny n
)

+p*y n =

This

0,

(l-a' 8 )y+2-(2n+l)^ n+1 + ( 2j2-na) 2/B

i-e-

is

the required relation, and

6.63 Maclaurin coefficients

it

holds for

n>

0.

(6)

0.

from a recurrence

relation

In Maclaurin's theorem it is only the values of the successive


x = which are required. A relation between
any three consecutive coefficients can be obtained as in ex. (ii) above.
derivatives of f(x) at

Example
Obtain the first 4 terms of the Maclaurin expansion of sm(psin~ x x).
(6) of ex. (ii), put x = 0, and denote yr when x
by ar ; then

In equation

<*n+i

+ (P 3 -n 2 )a =

Hence if a is known, a rt+a can be found.


Now a = sin (p sin -1 0) = 0, so that a % =
with even

0,

0.

a4

0,

i.e. all

coefficients

suffix are zero.

-1
t Had the given function been sin ( sin x),
to avoid using n in two senses.

we should say

'derive k times',

DIFFERENTIAL CALCULUS: THEOREMS

240
Also

ax

therefore

a3
s

a7

and so

on.

[6.63

= p cos (p sin -1 0) = p;
= (l i -p )a1 = (l 2 -p 2 )p,
= (3 2 -:P
= (&-p*)(l*-p*)p,
= (5 2 -p 2 )a5 = (6-p)(3*-p)(l-p)p,
!l

The required expansion is

sin (p sin- 1 *)

+ a 1 x + ^x 2 + ^x 3 + ... +fW(6x)

= px +

-p*)p ^ + (3 2 -p 2

+ (5 2 -p 2

(3

-p

) (

) (

2
)

- p2 p ^ +
)

. . .

+ ^/ (n

W-

TAis method only shows what the Maclaurin expansion would be


if the conditions of the

theorem were satisfied:

it

does not discuss the

and continuity of the successive derivatives, nor does it


help us to calculate the remainder term. The method is formal, and
approximations so established may only be expected to hold 'for x
existence

sufficiently small'.

Exercise 6(b)
Calculate the nth derivative of the follovnng functions.
1

cos 2 *

sin 8

*4 e*.

[first

a;.

8 * sin 2 *,
10 If/(*)
11

12

express in terms of 2*].

=
=

n>3.

14
15

6 Xs /e x .

7 a4 log*, n

* 2 + *-2

>

4.

9 sin* sin 2x sin 3*.

e^sin*, prove

(n)

(0)

= 2* n sin(|w7r).
= (- l)"n! {log * - 1 - -

- 1/n} ar"" 1
(x)
2
-*
If y = f{x) = (sin- *)/.^
prove that
1 - x 2 y x - xy = 1
and /< n+1) (0) = w 2/< n -(0).
If y = sin (log *) prove x2y 2 + xyx + y =
and deduce that
a% +2 + (2n + 1) *2/ n+1 + (n 2 + 1) y = 0.
If y = e taa_la! prove (1 + *2 y n+2 + {(2n + 2) * - 1} y n+1 + n(n + 1) y, = 0.
-1
If y tan *, prove 1 + * 2 y 2 + 2xy = and deduce that
2
1 +x
y n+z + 2(n + 1 *y n+1 + n(n + 1 y n = 0.
If/(*)

log */*, prove

n)

. . .

),

13

3 ch*.

Hence calculate the first four non-zero terms of the Maclaurin expansion of tan -1 *,
assuming that an expansion of tan -1 x is possible.
16 If y = (sin- 1 *) 2 , prove (l-x 2 )y n+2 -(2n + l)xy n+1 -n 2y n =
(n^l).
find the values of all the derivatives of y when * = 0, and write down a
few terms of the Maclaurin expansion (assuming this exists).

Hence

DIFFERENTIAL CALCULUS: THEOREMS

6.7]

why

17 Explain

241

Maclaurin's theorem cannot be applied to log a; or to

sin (log a;).

Verify the following expansions.

mx
2

18 e mx

= 1 +mx-\

m n- x n ~
1

...

2!

19 log(l+a;)

x6
-\

3!
a;

21 cosa;

2!
.

a;

...

5!

.,
22 (l+a;)"m

(n-1)!

e m0x .

n!
x

= x-

sina;

= x-\x 2 + \x3 -... + (-\) n ^^ + {-l) n + (\ + dx)- n


nl
n
x3

20

m nx n

H
T

x*

+
^

4!

2 * -1

x 2k+1

+ (-l)*- 1

h(-l)*
K

'

(2Jfc-l)!

h(-D*
K

(2k-2)r

'

m(m
= l+ma; + i 1)

'

(2k+l)\

cos(0a;).
K
'

(2k)l

(w1)!

m(m 1) ... (m n+ 1)

+ _i

xn

+ 7&) =

h 2 "- 1

(2n^

Give the corresponding formula up to

cosa; h sin

Ji

C S

"+(

h 2n

- 1)n

W!

1)n

h2n

Verify the following approximations 'for

= x + %x + ^x [See Ex.
= a; + ^a; 3 + ^a; 5

29

seca;

C08

Give the corresponding formula up


25 Writing a x = e xlz a (a > 0),obtain an expansion for a 9

sina;...

"- 1

to h 2n+1

27 sin" 1 *;

+^

3!

8in(aJ

cos aH

h
+ - 1)B (2^ljl S^^ +

26 tana;

2n+1 .

2!

+ Acosa? sina; cosa? +


+ - 1)n "1

*24 cos(a; + 7&)

+ dx) m ~ n

h3

ft1

sinaj

a?*- 1

(l

nl
sin(a;

'

2*

2!

*23

cos(0a:).
V

m(m 1) ...(m n + 2)

V +

'

x 2k ~ 2
y

^+

x sufficiently smalV.

3(6), no. 10.]

= l + $x 2 + &c*.

28 e"
30
sina:

ix 2 + -g$xi ).

e(l

= l + ^+s^x*.

*31 Prove the second mean value theorem by one application of Rolle's
theorem to the function ifr(x) =f(b) ~f(x) - (b-x)f'(x) -A(b-x) 2 choosing

A so that

r/r(a)

0.

Further applications of the

6.7

mean

value theorems

6.71 Turning points; concavity, inflexions


(1)

The second mean value theorem can be written


f(a + h) -f(a)

J6

hf'{a)

+ lh 2f"(a + dh)

(0

<

<

1).

GPMI

DIFFERENTIAL CALCULUS: THEOREMS

242
h

for all

/'(a)

can be so only
otherwise the right-hand side would change sign with h. Hence

sufficiently small, positive or negative (3.62). This

0,

f(a + h) -f(a)

[6.71

a to give a turning value off(x), f(a + h) f(a) must have the same sign

For x

"(a

if

+ Oh).

then f(a + h)f(a) > for


and hence x = a gives a minimum. If f(a + Oh) is negative, we
similarly find that x a gives a maximum.
If f"(x) is continuous at x = a, then f"(a + 0h) -> /"(a) as h -> 0, and hence
f(a + 0h) has the same sign as f{a) for all h sufficiently small (assuming
f"(a) =}= 0). Hence if /"(a) > 0, x = a gives a minimum; if f"(a) < 0, it gives a
maximum. These results agree with 3.65, but here we have assumed more
If

all

(a + 0h) is positive for all

such

sufficiently small,

h,

about f"(x)

is concave upwards at P if in the neighabove the tangent at P (fig. 63).


Iff"{x) is continuous at x = a, the curve y f(x) is concave upwards
or downwards atx = a according asf"{a) % 0.

(2) Definition.

bourhood of P,

curve

it lies

Fig. 64

Fig. 63

Near P we have by

6.42,

Remark

(fi)

that

ordinate to curve ordinate to tangent

and

this expression has the

small since f{x)

Corollary
For by

is

same

continuous at x

sign as

a.

f{a)

\h2f(a + Oh),
for all

(i)

sufficiently

The result follows.

At a point of inflexion the concavity changes sense.


f"(x) changes sign as x increases through a point of

1.

3.71,

inflexion.

Corollary 2. At a point of inflexion the curve crosses its tangent.


For/" (a + Oh) has opposite signs when h > 0, so that the difference (i)
changes sign as x increases through a (fig. 64).
(3)
I.

The preceding results ean be generalised by using Taylor's theorem.


= 0, and/ (n -(a;) is continuous atx = a and is the first of the derivatives

//f'(a)

off{x) which is non-zero atx = a, then:


(i) ifnis odd, there is no turning point

atx

a;


DIFFERENTIAL CALCULUS: THEOREMS

6.72J

ifnis

(ii)

/<>(a)

>

even, there is

a maximum atx

if /

(n)

(a)

<

243

and a minimum if

0,

0.

For from the hypothesis,

= -f<\a + 0h),

f(a + h)-f(a)

nl

and the results follow immediately from the definitions in 3.62.


II. Iff(a) = 0, andf (n\x) is continuous at x = a and is the first
vatives off(x) of order greater than 2 which is non-zero at
point of inflexion off{x) if and only ifnis odd.

of the deri-

a, then

is

Applying Taylor's theorem to f'(x), we have by hypothesis:

= JL^-/(n) (a + ^).

f'{a + h)-f\a)
Hence/'(a;) has a turning point at x

The result follows from the

a if and only if n

1 is

even,

i.e.

n is odd.

definition in 3.71.

6.72 Closeness of contact of two curves

= a, the
= f(x) to the polynomial approximating curve

Geometrically, 6.53 shows that in the neighbourhood of x


closeness of the curve

y =f(a) + (x- a)f'(a) +


is

...

measured by {x-a) n fn\Qjn\; in

+ ^""^V ^frO

If

two curves y = f(x), y =

a,

we now

consider

(cf.

have a point

g(x)

how their

\{x-af

particular,

sures the closeness of the curve to its tangent

closeness near

(")

/"()

equation

(i)

mea-

above).

P in common where
P can be defined. If

P, then /(a) = g(a). If also /'(a) = g'{a), they


have the same tangent and are said to touch at P. If further
f"(a) = g"(a), they have the same quadratic approximating curve.
In general
they merely

intersect at

m is the largest integer for which the two polynomial


approximating curves of degree m are the same near P, then the given
Definition. If

curves are said to have mth-order contact at P.

The necessary and sufficient conditions! fr


(m+1) (a)

but

#=

*his are *na*

^m +1>(a).

Remarks
(a) If/(x), g(x)

the conditions

were polynomials, then by Ex. 3

(iii)

has a simple root x

show

(e),

no. 13 (or 10.43)

f \x) = gf^ix)
^) = g<m - x\x) has a double root x = a,

in turn that the equation

a,/*-

f Subject, of course, to the validity of Taylor's

{m

theorem

for

n = m + 2.

DIFFERENTIAL CALCULUS: THEOREMS


[6.73
and finally /(#) = g(x) has an (m + l)-fold root x a. On account of
this it is customary to say that the curves y = /(#), y = g(x) possess
'm + 1 coincident points in common at P.

244

'

(/?)

The above

definition fails if the tangent at

P is parallel to Oy,

would not exist and the conditions of Taylor's


theorem would be violated; but the curves could be taken in the form
x = F(y), x = G(y), and approximating polynomials in y considered
since then f'(a), g'(a)

similarly.

Theorem. // two

curves have mth-order contact at P, they cross there

if m is even, and do not cross if m is odd.

qI

A/
i

!/-/(*)

i
j

a+h

Fig. 65

For, near P, the difference of corresponding ordinates

is

QB=f(a + h)-g{a + h)
m

hm+1

7>r

hm + x

j^^{f^\a + eh)-^(a + dh)}

by Taylor's theorem with n =

m+

and the conditions (hi). Assuming


are continuous at x = a, the content of the
that
braces has the same sign as f(m + x\a) - m+1) (a) for all h sufficiently
small, positive or negative. Hence f(a + h) g(a + h) has the same
sign for all small h if m is odd, so that the curves do not cross at P.
and h > 0,
If m is even, the expression takes opposite signs for h <
gr

1,

(m+1) (a;)

gr(

i.e.

the curves cross.

6.73 Approximate solution of equations


(1) Outline of the

3.52 also f'(x), f(x))

by Newton's method

method. Let/(#) be such that/"(x) (and hence


is

continuous in a

have opposite signs. Then

<x<

(2.65) there is

b,

by

and suppose /(a), f(b)

a root of/(#)

= 0ina<#<&.

DIFFERENTIAL CALCULUS: THEOREMS

6.73]

Let x

245

be an approximation to this root, and suppose the actual


is c + h (h may be negative). If c is a fair approximah will be small. Since f(c + h) = 0, the second mean value
c

value of the root


tion,

theorem gives

(o<e<

o =f(c)+hf(c)+$hy'(c+dh)

Assuming that f"(c + 6h) is not large,


neglect the term in h2 and get

i).

and that /'(c)

0,

we may-

0=f(c) + hf'(c),
so that h

the root

= f(c)/f'(c). Thus,
= c-/(c)//'(c).

now be repeated,

This process can

c 1}

in general, a closer approximation to

is c x

and leads

starting with the approximation


a closer approximation

(in general) to

/(ci)

and

an example of an iterative process or iteration; i.e. a


process by which the accuracy of an approximation is improved by
repeating the calculation on successive previous approximations.
so on. It

(2)

is

Geometrical interpretation.

curve y

= f(x)

at the point x =

The equation

of the tangent to the

c is

y-f(c)=f(c)(x-c).
It meets

Ox where y =

the approximation

is

and x = c /(c)//'(c),

i.e.

at x

cx

Hence

geometrically equivalent to replacing the arc

< x ^ b by the tangent line at x = c.


For the process to be successful, the situation must be as indicated
in fig. 66, where the numbers c l5 c 2 ... approach c + h. In fig. 67, the
approximation gets worse: the trial c is too rough.
of the curve for which a

(3)

Estimation of the error at any stage. Let c x c 2 c3 be successive


,

approximations. Then
C2

and

Cl

~~

C3

^2

/(c 2 )

C2

/'(c 1

"

+ A)'

246

where h

DIFFERENTIAL CALCULUS: THEOREMS


= /(^//'(Cj.) and is supposed small. Then
Co

[6.73

Co ficj+hficj+w^+eh)
f'{ci+h)

f'(c 1

+ h)

/'(<a)

Fig. 67

by the assumed

continuity

The expression

(i)

will

slowly
(c)

small,

the curve

is

is

2{/'( Cl

)}s

the

approximation

if

first

h,

(i)

'

if

i.e.

is

good;

the direction of the curve

is

changing

approximately straight; and

/'(Ci) is large, i.e.

The method

"

hence, substituting for

be small

(a) /(Cj) is small, i.e. if


(6) /"(Cj) is

off and /*;

most

the curve
effective

is

steeply inclined to Ox.

when

these conditions are satisfied

near the required root. Figures 66, 67 confirm

this.

DIFFERENTIAL CALCULUS: THEOREMS

6.73]

When

a specified degree of accuracy

enough not to affect the result, then


and c3 need not be calculated at all.f

is

required,

c 2 is the

and

247

(i) is

small

approximation sought,

Example
Solve x + sin x 1-5 correct to four places of decimals (x in radians).
Trying x = 1 as a first approximation, we find

sin 1

/^ =

0-8415

/'(l)

and

8 415-l-5

+ 0-5402

cos

0-5402,

= 0j415^
1-5402

W<

'

"

A second approximation is therefore 1 0-2217 = 0-7783.


/(0-7783)
/'(0-7783)

_
~

0-7783 + 0-7022-1-5
1-7120

^~

A '*

Similarly,

' 0114

'

third approximation is 0-7783 + 0-0114 = 0-7897.


This result is in fact correct to four places of decimals; for by taking
c x = 0-7783 in the expression (i) above, it can be shown to be of order
+ 2-7 x 10 -5, and hence c2 = 0-7897 is the required value.

and a

(4) Refinement of Newton's method. % By using a quadratic approximation for h we can improve the linear one = /(c) + hf'{c). For

0=/(c)+A/'(c) + pr(c),

and

since

= - hf(c)lf'(c), we have

The next approximation is therefore


Ci

c-/(c)

shownj that the error diminishes very rapidly. Taking c = 1


in the above example, we should find c = 0-7909, which is very near
x
the correct value. Taking c = 0-7909 in Newton's process, we should
It can be

reach the result.


Exercise 6(c)
Test the stationary point

*1 cosa;-l.

for each of the following functions.

*2 sinx-x.

*3 cosa:-l+

2!

f Without an error estimate we should have to calculate c8


to the required degree of accuracy, it does not differ from c .
2
only the previous approximation.
%

E. H. Bateman, Mathematical Gazette,

xxxvn

and then observe that,


Our estimate involves

(1953), p. 96.

DIFFERENTIAL CALCULUS: THEOREMS

248

[6.8
3

*4 sin X X + -.

*6 sinaj a; +

7 Prove that at a point of inflexion, a curve and


of at least the second order.

its

x
x

'

tangent have contact

Show that a root of x* + 5x 15 = is approximately 1-6206.


9 Show that the smallest positive root of 2 sina; = 1/x is about 0*741.
8

10 Find correct to three places of decimals the smallest positive root of


sina;

\x.

Further examples on approximate solution will be found in Ex. 13

mean

value theorem

6.8

Cauchy's

6.81

For a curve given parametrically by x

by t
and the gradient of a tangent

{/(&)-/()}/&(&)

principle

is

3.81 suggests that there

which {f(b)-f(a)}l{g(b)-g(a)} =f'(W().


under suitable conditions.

for

6.82 //

(i)
(ii)

and

f(x)

and

=)=

is

= f(t),
a, t =

b is

is f'(t)lg'(t).

a value

We now

the

prove this

a < x ^ b,
same value of x in a < x <

g(x) satisfy the Rolle conditions in

f'(x), g'(x) are not zero for the

(hi) g(b)

g(t),

gradient of the chord joining the points given

The geometrical

(/).

b,

g{a),

then there is at least one

number for which a < <

and

f(b)-f(a)_f'()

By

hypothesis

(i),

theorem, so that there

and

0.

Since

<fi(x)

is

<f>'{x)

now

satisfies

at least one

the conditions of Rolle's

number

for which a

= f'(x) + Ag'(x), we have

/'()

/(&)-/(<*)

g(b)-g(a)

<

<

DIFFERENTIAL CALCULUS: THEOREMS


249
We cannot have gr'() = 0, otherwise the last equation would imply
and hypothesis (ii) would be contradicted. Hence we can
/'() =
6.9]

by g'{i), and obtain the result.


Corollary // g'(x) never vanishes in a < x < b, then hypothesis
(ii) is satisfied; and so is (iii), for if g(b) = g(a) then Rolle's theorem
shows that g'(x) would be zero between a and b.
divide both sides
.

Remarks

The mean value theorem (6.3) is the case when g(x) = x.


The result is more general than that obtained by applying the
mean value theorem to f(x), g(x) separately and then dividing. For
(a)

(/?)

we should have

=
=

/(&)-/()

and

g{b)-g{a)

(&-)/'(&)

<&<&),

(b-a)g'{t )

(a

<

m-f(a) =

from which

9(b)-g(a)

<

b),

m.

g'(Q-

There is no reason why ^ and 2 should be equal, and in general


they will be different (see Ex. 6 (d), no. 1).
'Indeterminate forms': ^Hospital's rules

6.9

6.91 Suppose /(a) = 0, g(a) = 0; then the function <j>{x) =f(x)lg(x) is


not defined when x = a because it takes the meaningless or 'indeterminate' form 0/0. Yet limbic) may exist: e.g. when f(x) = sin x,
x-*-a

g{x)

limit

x,

when

0.

The following two rules give means of calculating this

certain conditions are satisfied.

6.92 First rule

If

> g{a)

0,

(h)/'(a)

and

=# a,

and

g'(a)

0,

/'()

/(*)

x-+ a g(x)

Proof. If x

g'{a) exist

then by hypothesis
/(*)

= /(*)-/()

g(x)

g(x)-g{a)

(a)
(i)

=/(*)-/() j g{x)-g{a)
xa

-+f'(a)lg'(a)

by hypothesis

(ii)

and the

xa

when

x->a

definition of 'derivative' in 3.11,

(ii).

then

DIFFERENTIAL CALCULUS: THEOREMS


and g'(a) = 0, the conclusion
Corollary. If f'(a)

250

=j=

\f{x)jg{x)\ -> oo

[6.93

that

is

when x -> a.

Example
1 cosaj

sinO
= -- =

lira
C->0

Second rule

6.93

If
(iii)

0.

f( a )

(i)

lim

0,

g(a)

exists,

f(x), g(x) are continuous at

(ii)

0,

a,

then

Proof. Hypothesis

/(*)

/'(*)

implies that f'(x)lg'(x) exists throughout

(iii)

a < x < a + H, i.e. that/'(a;) and g'(x)


and g'{x)
in this range (otherwise/'(a;)/<7'(;r) would be meaningless for an infinity of values of x just greater than a). If0<h<H,

some

sufficiently small interval

exist

=f=

the conditions of Cauchy's

a ^ x < a + h: condition
f(x), g(x) are therefore

thesis

(ii)

for

(i)

mean

value theorem are satisfied for

since/'(a;), g'(x) exist in

continuous in a

a; conditions

(ii),

a < x < a + h, and


using our hypo-

^ x ^ a + h,

(iii)

by

for a < x < a + h.


Hence by Cauchy's theorem and hypothesis

6.82, Corollary, since

g'{x) 4=

and /'()/<7'()
When h-> + also
Hence f(a + h)jg(a + h) ->Z when h^-0 +
x-+a +
,

(i)

tends to
i.e.

its limit,

f{x)jg(x) ->l

say

I.

when

hypothesis (iii) implies that there is an interval


a k ^ x ^ a for which Cauchy's formula holds, and hence that
f(x)/g(x) -> I when x -> a Consequently,
Similarly,

f(x)jg(x)

and the result follows.


Corollary. If f'{x)jg'{x) ~>
shows that ahof(x)lg(x) - oo.

when

oo

when x->a, the same argument

x ->

a,

.Reraarfcs

(a)

T^e conditions of

the rule are sufficient but not necessary, i.e.

Hm{f(x)lg(x)} may exist when ]im{f'(x)lg'(x)} does not. For example,

DIFFERENTIAL CALCULUS THEOREMS


if f{x) = z2 sin(l/a;), g(x) = x, then f{x)jg{x) = asin(l/z)
x-> 0; but /'(a;) = 2asin(l/a;)-cos(l/a;) (x 0) and gr'(a;) =
6.93]

=f=

/'(*)

-tt

2a:

sm 1

(x)

and

251

so

cos-,

not approach a limit when x -

this does

when
1,

because cos

(1/x)

oscillates.

The second rule can be used repeatedly, provided the conditions


and it can be used in combination with the first.

(/#)

are satisfied;

Examples

cosa;
hm 1
=

...

(i)

sina;

lim

x->0

x-*0

(We cannot use the

first

sina;

lim

since

2a;

rule to

show lim sin x/x =

because this result

was assumed when proving that the derivative of sin a; is cos x


be 'arguing in a

circle'.

We

could use the

first

1.

x-i-o

3.32) :

we should

rule to prove lim tan x(x

because this last limit has not been employed fundamentally in finding
d(tana;)/c2a\
....

a;cosa;+7r

,.

Jim

(u)

x-*n

.....

2logaecxx 2

..

km

(in)

x-+0

&

coax

1
=
1

1.

first rule.

2taxix2x

lim
x-*0

lim
x _+ n

This could also be done by the

scsina;

cosa;

,.

sina;

4a; 3

sec a a;

Inn

by the second

rule again,

x-+Q

lim it-0

/tana;\ a
I

by trigonometry,

6\ x

tana;

lim

since

x-+0

1.

The expression should be simplified at each stage of the work whenever


possible: the trigonometrical reduction eases the calculation here, as the
reader

may verify by proceeding directly by rule to


..

lim

(iv)

lim ( 1

= lim 2tana;sec

sec*a; 1

- x) tan \nx

(the

form

a;

oo)

X-+1

lim

x^cot^nx
lim
x->i

(the

form

cosec 2 nx

n'

0/0)

....

DIFFERENTIAL CALCULUS: THEOREMS


[6.93
->
To find limits when x oo we may put y = \jx and consider the
corresponding limit when y -> +
252

lim

(v)

a;

Put

tan-)

m=

/tant/X
I

lira

1 /"

log u

y^'y-tanyX

and consider

= lim(-^ (
t/sec 2 2/

= lim

l/x.

/tansA

log

^-

yy
j

.
a

tany

2y 2 tfmy

y -*0

sec 2 y + 2y sec 3 3/ sin y sec 2 2/

4t/tant/ +

y^0

limlogu

where

2?/

sec 2 t/

tan
after reduction,

lira

y _> sm.2y + y
2

sec y
2cos22/+l

lim
2,^

Hence w

when y

->

-> 0,

i.e.

when a;

00.

Exercise 6(d)
1

Find

terval

i,

x 2 in 6.82,

<

is 1

cos 5a;

when x

x2
log(l

+ a!)

sina;

10

ex e x

->

Xs

g(x)

a;

and the

rt
2a?tana; Trseca; (x ->
,

\it).

'

lQg(1+a:2 + a;4)
.

+ 6a;)

log(l

tan x x
(a:->-l).

e a_ 6 -o

x smx

11

(cos*) 1'*.

12

e x_ e sin

x smx
:

|tana;| sl a 2 * (x -> tt).

03(6* 1)

13

(cosaj

+ 2sina:) cot *.

14 cota;

*15

1/a;.

1/a;

cosec 2 a;.

Miscellaneous Exercise 6(e)


Verify the following approximations 'for
1

xcotx = l-^gsx*.

log

(^^J

in-

unless otherwise stated, of the following.

lO^-e*

cos 2 *7ra;

when

(/?),

2.

Calculate the limits, taken

Remark

x sufficiently small '.


2

-^-^ x
5

i
.

ex

= l-$x+-&x 2

DIFFERENTIAL CALCULUS: THEOREMS

253

4 Prove that the nth derivative of cos nx is n n cos (nx + \nn). Show that the
derivative of a a cos7ra has the value ( l) m+1 n 2m - 2 (n 2 + 2m 4m2 ) when

2mth

1.

If

m =

m = m(m- 1) (m- 2) (m-r+ l)/r! (r 4= 0), prove that


m n + m _ n + m _ n + +m n = (m + n)

and

...

for all values of

x m .x n

...

m, n and any positive integer r by deriving the identity

xm+n r times by Leibniz's theorem.

Calculate the limit

e siax

when x

of each of the following,

-l-x

x 2 shx

(i+a

2a?-2a; a -log(l
'

cosec nx

10 {COBx) coi
nx,

Apply the second mean value theorem to e* to prove that e x


12 Apply Maclaurin's theorem to prove that, when n is odd,
11

e*> l+x+?- + ... +


and that
is

if

is

(a;

n\

zi

even this result holds for x

>

+ 2a;)

x 2 tan -1 x

)*-(i-a;3 4

0,

> l+x(x

4= 0)

4=0);

while for

a;

<

the inequality

reversed.

In

nos. 13

and 14

$(x)

f(a)

g(a)

h(a)

f{b)

g(b)

h(b)

f(x)

g(x)

h(x)

*13 lff(x), g(x), h(x) satisfy the Kolle conditions for a < x < b, apply Rolle's
theorem to <f>(x) to prove that there is a number for which a < < b and
f(a)

g(a)

f(b)

g(b)

/'(

Deduce
* 14

(i)

the

first

h(a)
h(b)

=0.

*'(

mean value theorem;

(ii)

Cauchy's

Iff'(x), g'{x), h'(x) satisfy the Rolle conditions for

mean value theorem.

<x

s$ 6,

and a <

<

6,

prove by considering the function


,

F(x)

(x a)(xb)

rr^
^t
a)(c
o)
< f < 6 and

c)

(c

that there

*15

is

a number for which a

0(e) = *(c-a)(c-&)0"().
By taking g(x) = and h(x) = 1 in no. 14, prove

m-f(a)

f(b)-f(a)
ba

Ub-c)f(E).

The value off(x) is known when x a and when x = b, and the value at an
intermediate point x = c is calculated approximately by the 'rule of proportional parts' (see 13.71). Prove that the error in the value thus found does
not exceed (& c) (c a)
numerically, where
is the upper bound of

\f"(x)\ for

<

<

b.

254
*16

(i)

DIFFERENTIAL CALCULUS: THEOREMS


If f'(x) satisfies the Rolle conditions in a h^x^a+h,

considering the function $(x)

which a h

<

=f(x)Ax Bx*

that there

is

prove bya number for

< a + h and
f(a + h)-2f(a)+f(a-h)
J

h%

[Choose A, B so that <j>(a h) = 0(a) = 0(a + h), and apply Rolle's theorem for
a h < x ^ a and for a < x < a + h.]
(ii)

If also/"(a;)

is

continuous atx

lim
*17 Apply Cauchy's

a,

deduce that

/(a +A )-2/(a) +/(a- A)

mean

6.54(1) and G{x) {b x) v ,


Schlomilch's remainder.

value theorem to the function F(x) defined in


to obtain Taylor's theorem with

0<p^n,

255

INTEGRATION AS A
SUMMATION PROCESS
7.1

Theory of the

definite integral

7.11 'Area under a curve'

In 4.14 we gave an account of the process for calculating the area


under a continuous curve y = fix). It is now desirable to re-cast the
argument.

Suppose that the area under y


divided into

strips

x
where

= f(x)

between x

a and x

b is

by ordinates through the points

=x

1}

x%,

a < xx < xz <

...

..,

xn_ 1}

< xn_ x <

b.

(The points need not be at equal distances apart.) It will be convenient to write x for
Referring to

fig.

a,

xn for 6.

suppose

68,

xr+v Then the area of the

areas of the rectangles

and

N to

PMNQ lies in value between the

PMNR and SMNQ, viz.

f(xr ){xr+1 ~xr )

Hence the

M corresponds to x = x

strip

and f(xr+1 )

total area under the curve lies

areas of all such 'inner'

and

between the sums of the

'outer' rectangles, viz.

n-1

2 f(xr)(Xr+i-*r)
r=0

n-1

and

r =0

f(xr+i)

Geometrical intuition leads us to expect that, as we make the division of the given area gradually finer by increasing the number of

and consequently decreasing the width of each strip, the


of the corresponding outer rectangles will approximate to the
required area 'from above', and the sum of the inner rectangles will
ordinates

sum

approximate to it 'from below'. That is, as n ->


each strip tends to zero, the sums (i) will tend
which is the required area.
For a steadily falling graph like fig. 69, the
SMNQ have respective areas f(xr+1 ) (xr+1 -xr)

oo

and the width of

to a

common

rectangles

and f(xr )

limit

PMNR,

(xr+1

-xr );

INTEGRATION AS SUMMATION

256

but the required area

ment

still lies

between the two sums

[7.11

(i),

and the argu-

essentially unchanged.

is

For a curve like fig. 44 of 4.14 (a mixture of parts like figs. 68, 69)
some of the strips will be like that shown enlarged in fig. 70. The area
of this strip still lies between the areas of the inner and outer rectangles
R'MNR, SMNS', although their heights are no longer f(xr ), f(xr+1 )
but the least and greatest values off(x) in the range xr < x ^ xr+1
.

Iff(x)

is

continuous, we know

at points x

7jr

(6.1,

in the range,

Mr)( xr+1- Xr)

Property (2)) that these are attained

and the areas of the rectangles are


and

/
/5?

f(7f r )

xr+l

yi

xr)'

R
S

MN

M N

Fig. 69

Fig. 68

The

total area then lies

between the two sums

n 1

S Mr)

xr+l ~ Xr)>

r=0

n1

f(Vr)

Xr+1 ~ xr)>

r=0

where xr ^ r ^ xr+1 xr ^ ij r < xr+1 for each r = 0, 1, ...,n- 1; and


we expect it to be their common limit when n^-oo and each difference
,

We pause

at this stage to re-emphasise

cussion given so far assumes that

(cf.

4.16(1)) that the dis-

we know what

is

meant by

'the

area of a strip' and 'the total area under the curve'. Although in

elementary work
figures

we have

bounded by

definitions of the

straight lines,

term 'area' as applied to

we have not

yet stated precisely

what is to be understood by 'the area' of a figure bounded by one or


more curves. The preceding considerations are therefore only suggestive, and are based on 'what seems reasonable'.
Although we would not so readily associate an 'area' with a curve
having one or more discontinuities like that shown in fig. 71, the same
argument as before can be begun. The heights of the inner and outer
these numbers are the lower and
rectangles are now mr
r where
,

INTEGRATION AS SUMMATION

7.12]

upper bounds (see 6.1) off(x)


actually a value of f(x), but mr

r\

(In this figure,


is

not because the function

The inner and outer

defined at the discontinuity.)

have areas

xr+l ~ xr)

>

257

-"*r \

xr+l ~ xr)

r is

not

is

now

rectangles

>

and we may consider the sums


nl
*

= S

{xr+1 - x
r

r ),

r=0

which

may

the range a

n 1

S=

il^Or,^ - av)

(iii)

r=0

be called lower and upper sums for the function /(a;) over

a;

<

6.

5"

J2'

Mrir

gr

Fig. 70

N
Fig. 71

The lower and upper sums

7.12

There is nothing vague about the sums (iii): we have obtained them
by (a) taking a subdivision of the range a ^ x ^ b by n 1 points
xx < x 2 < ... < x^; (b) taking the lower and upper bounds mr M,.
of /(a?) in xr < x < xr+1 for each of these subintervals; (c) adding up
the products like mr (xr+1 xr ) corresponding to each subinterval, to
obtain the sum s, and similarly for S. We may therefore consider these
sums quite independently of any notions of 'area' (although we may
visualise them geometrically as sums of areas of rectangles associated
with the curve y =f(x) and the points x = a, xx x 2
xn _ t b).
,

We

remark first that, given f(x), there is still plenty of choice in


the way in which we can construct s, S: the number n 1 of points
chosen can be as large as we please and (subject only to the restriction
a <xx < x2 < ... < xn _ 1 < b) the points themselves can be arbitrarily
placed in a < x < b. Thnas,8 depend on n, the number of subintervals;
and even when n is assigned, both depend on the numbers x x
v 2
,

xn-v We express this by saying that s, JS are functions of the subdivision


{x1} x2 ,..., n _^ of a < x < b.
17

GPMI

INTEGRATION AS SUMMATION

258

[7.13

When we vary the subdivision, s and S will in general vary. We


may ask (in view of the intuitive considerations in 7 1 1 what happens
to s and S when n-+oo and each subinterval tends to zero. This
.

question was considered

by Riemann

(1826-66),

and we

shall state

the answer without proof (because this would involve fundamental

theorems on bounds of a function, and would take us too far afield).


It can be proved that, provided f(x) is bounded for a ^ x ^b, there are

numbers

j,

J such

when n ~> oo and each interval


then s ->j and 8 ->J\ and j ^ J.

that,

division tends to zero,


Definition. If j

J, then f(x)

is

of the sub-

said to be integrahle in

^x ^b

{in the sense of Riemann).

like S have a common


view of the discussion in 7.11)
to define the area under the curve y = f(x) between x = a, x = b to be
this common limit. Thus, if the lower and upper sums possess a common
limit, there is defined thereby an 'area' under the curve y =f(x);
if the limits are different, then the term area remains undefined.
It can be proved that we certainly have j = J whenever (i) f(x) is
bounded in a ^ x ^ 6 and continuous in a < x < 6; or (ii)/(:c) is bounded
and either steadily increasing or else steadily decreasing in a ^ x ^ 6.
That is, every bounded continuous function and every bounded monotonic

In this case the sums

limit, viz.

J. It

is

like s

and the sums

then natural

(in

'

'

is integrahle; and the corresponding curve has associated


an area in the sense just defined.

function

with

it

7.13 Definite integral

denned arithmetically

In 4.14 we inferred (again intuitively) that the 'area function A (x)


the differential equation dA/dx = y when y =f(x) is continuous in a < x < 6, and we concluded that the expression for the
'

satisfies

total area

AHKB

(fig.

44)

was
(iv)

which we took as the definition of f

f(x) dx.

We therefore expect some

Ja

close connection between the common limit of the upper and lower
sums of a continuous function, and the definite integral of that function.
We remind the reader (cf. 4.16(2)) that our definition (iv) of a
definite integral has a logical defect: it depends on the concept of an
indefinite integral or primitive function

function

<f>(x)

whose derivative

is f(x).

<f>(x)

Unless

jf(x)dx of f(x), i.e. a


we can actually find

INTEGRATION AS SUMMATION

7.14]

259

<j)(x) explicitly, we cannot be certain that such a function even exists;


hence any attempt at obtaining general properties of definite integrals

(as in 4.15) would be hampered by ignorance of circumstances under


which the integrals themselves have a meaning.
To give an independent account of the definite integral it is best

to actually define the symbol f f(x) dx to be the common limit (when


Ja
this exists) of the upper and lower sums of f(x) over a < x ^ 6. If

we define

b,

f(x) dx to be zero,

and

if

a > b we

define

Ja
( f(x)dx

=-

Ja
(This agrees with 4.15, properties

With

f f(x)dx.
Jb

(1), (2).)

these definitions, the other general properties of definite

integrals given in 4.15 (3)-(ll) can all

those required for carrying out the


7.14 Properties; existence of

an

We now prove

be established.

programme outlined in

4.16

(3).

indefinite integral

We shall suppose that/(a;) is integrable in a

^ x ^

and has bounds

m,M.
f f(x) dx lies between

(1)

m(b - a) and M{b - a).

Ja
First suppose b

n-l
s

>

r)

M ^ M and m

Since

m for each

r,

both

between

>

4.15 (10).)

hence

n-1

m (xr+1 -x

= ^

a.

(Cf.

and

r=0

S= 2

il^(;rr+1

- #r

lie

r=0

M^(xr+1 -xr = M(b-a) and mE(xr+1 -xr = m(b-a). Hence


common limit of s, S also lies between these numbers:
)

the

m(b-a) ^

f(x)dx

< M{b-a).

Ja
If b

<

apply the result just proved to

a,

f(x) dx, multiply the


J*

inequalities

by - 1, and use the

definition of f f(x)dx

when

<

a.

Ja

We get
M(b-a) ^

f(x)dx < m{b-a).


Ja

If a

6,

the result

is trivial.

Corollary. If \f(x)\
For

^Kfora^x^b, then

K is the greater of |m|,

f(x)

\J

dx ^ K{b - a).

[If |.
17-2

'

INTEGRATION AS SUMMATION

260

(2)

Ifa<c<

= ? f(x)dx.

Ja
sight rather obvious)

Ja

This property (at

[*f{x)dx

f(x)dx+

b,

[7.14

(Cf. 4.15(3).)

Jc

first

a ^ x ^

as a point of the subdivision of


(3) Definite integral

b.

proved by taking
omit the details.

We

is

as a function of its upper limit. According to its

definition as a limit of sums, the definite integral f f{x) dx of a given


Ja

and 6, but not on the variable x: cf. Remark


now allow the upper limit 6 to vary, and consider the

function/(x) depends on a
(fi)

We

of 4.15.

function

rx
Ja

where a
I.

regarded as fixed.

is still

F{x)

Let a ^

<

< x ^ 6. (Cf. 4.15 (6).)


and suppose h > 0. By (2)

continuous in a

is

'c+h

rc+h

fc

f(t)dt+

f(t)dt=

Ja

Ja

f(t)dt,

Jc

rc+h

F(c + h)-F(c)=

so

The bounds of f(t)

in c

<

of f(t) in the whole interval a

mh <

+h

<

(V)

f(t)dt.

cannot exceed the bounds m,


6. Since h > 0, (1) gives

F(c + h)~ F(c)

< Mh.

shows that F(c + /&)-> F(c).


Similarly, if a < c < b and h < 0, we can prove that F(c + /&)-> F(c)
when h -> Hence F(x) is continuous in a < x ^ b, even at the

When h -> +

this

end-points.
II.

atx =

Ifa<c<b andf(x) is continuous atx =


and

c,

F'(c) =f(c).

> 0, there
( )-/(c)| < e, i.e.
|/(
Given

is

(Cf.

4.15

c,

then F(x) is derivable

(7).)

a number n such that, when

_ e<m<f(c) + e

and hence the bounds of /(f)


< \h\ < n, then by (1)

for this range

tj

f(t)dt

lies

between

h{f{c)-e}

he between

/(c)

and

+ e},

h{f(c)

lc

so that

by

(v)

F(c + h)-F(c)

Mesbetween

+ n,

"c+h

4. t

me>

e. If

INTEGRATION AS SUMMATION

7.14]

F(c + h)-F(c)_

i.e.

to *<!zM

Hence
III.

<

fic)

=/(c)

f(t)dt

= /(#)

is

bounded in a ^ x

<fi(x)

By

e.

// <f>(x) possesses a derivative f(x) which

and is continuous in a < x < b,then

261

^6

<f>(a)fora ^ a; ^

6.

and by hypothesis, (f)'{x) = f(x)


a < x < b.
By I, F(x) is continuous for a <: a; ^ b; and since by hypothesis
<j>'{x) exists for a ^ a; ^ 6, 0(x) must be continuous for a ^ x ^ 6(3.12).
Hence by 3.82, Corollary, i'Xa;) - 0(#) is constant for a < a; < 6.
Since JT'(a) =
by definition (7.13), we find on putting x = a that this
constant is - 0(a). Hence F(x) = 0(a) - 0(a). (We now see that F(x)
for

is

II,

J" (a:)

a < x <

b.

Hence

Remarks on Theorems

Theorem II shows

b;

0'(a?)

for

A (x) of 4.14.)

the 'area function'

(4)

a < x <

for

F'{x)

that,

II, III.

when f(x)

is

continuous in a

<x <

in this range it is the derivative of another function, viz. F(x)

b,

then

f(t)dt

Ja

(which certainly exists


fj/tj

jfe

if /(a;) is

= f( x

i8

continuous);

satisfied

by

i.e.,

F(x).

Theorem III shows that am/function which satisfies d{<p{x)}jdx f(x)


a < x < b differs from F(x) ino<a;<&bya constant at most,
and that
in

jj(x)dx =

0(6)

-0(a)

[<f>(x)?
a

which is what we took as a definition in 4.15.


Thus, by starting from the precise idea of lower and upper sums, our
theory of definite integrals does not depend on whether we can find
another function J/(a?) dx having the given f(x) for derivative, but
(subject to the continuity off(x)) actually defines such a function F(x).
This situation has been illustrated in 4.31 where, in order to investigate

jx^dx

(i.e.

examined the function

a function satisfying dyjdx

t~ dt.

Ijx)

we

first

INTEGRATION AS SUMMATION

262

[7.2

We conclude with two statements which may surprise the reader.


(i) The definite integral (as a limit of sums) may exist even when there is no
function having /(x) for derivative in a ^ x < 6. (Of course f(x) could not be
continuous in such a case, by II above, but yet it may be integrable, i.e.y = J.)
(ii) If g(x) has a derivative g'(x) at each point of a S x ^ b, then g'(x) is not
necessarily integrable in a < x < 6.
Examples to

illustrate these

statements can be constructed, but not easily.

Definite integral as the limit of a single

7.2

^x ^

7.21 Let the interval a

Cq

CI

<

X-y

3?2

summation

be divided by the points


Xj^ }

and let r be any number such that xr ^ r ^ #r+i for each r = 0, 1, ...
Then, if mr il^ are the bounds oif(x) inxr ^ x ^ xr+1 we have

n 1.

^ /(r ) <

rar

so that

n 1

n 1

r=0

r=0
n-1

r=0

i.e.

E /(&.) (Xr+1 - X

r)

<

fl.

r=0

If/(a;)

is

integrable, then s

and # tend to the common limit

f(x)

dx

Ja

when n-+co and

all

the differences xr+1 xr

^0. Hence

(n-i-*r)

tends to this same limit;

i.e.

n-1

/*&

limS Mr)(Xr+l- xr) =

f(%)dx.
Ja

r=0

This result will be of practical importance to the reader. The point


is that the limit of a summation of the above type (which

to grasp

arises in calculation of areas,


etc. discussed later in this

7.22

Some

volumes, arc -lengths, centres of gravity,

chapter)

is

a definite integral.

definite integrals calculated as limiting

sums

rb
(i)

xdx, b

>

a.

Ja

is

Divide the range a


x < b into n intervals each of length h (the calculation
by choosing equal intervals); then

simplified

x1

and

= a + h,

x<l

= a + 2h,
nh b a.

xn^

= a + (n l)h,

INTEGRATION AS SUMMATION

7.22]

Again

for simplicity, choose r

considered

xr in each

263

Then the sum

interval.

to be

is

n-l

2x

.h

h[a + (a+h)

+ (a + 2h) + ...+{a + (n-l)h}]

h[na + h{l + 2 +

...

h[na + %n(n

h]

1)

+ (n-l)}']
by summing the

a.p.,

= nh^a + %nh(l J

= (b-a)[a + ${b-a)
(6

a) [a + 1(6 a)] when n

J
J

-> oo.

n-l

'6

xdx

= lim S

a?r fe

(&-a)(6 + a)

(&

-a 2 ).

r=0

(u)

By proceeding similarly, we consider

x i dx.

Ja

n-l

ajfc

fc[a 2

r=0

+ (a + fc) 2 + ...+{a + (n-l)/i} 2 ]

= fe[na2 + {l + 2 + ... + (w-l)}2a^+{l 2 + 2 2 +... + (n-l) 2}^2]


= h[na2 +n(n-l)ah + i(n-l)n(2n-l)h 2] (see 12.24(2))
+ w% 2 ^1 -

= nh a2 + ara^l -

^2 -

= (6-a,[. + a( 6-a)(l-i) +i ,6-a) ! (l-i)(2-I)]


(6

- a) [a 2 + a(& - a) + 1(& a) 8] when n

-> oo.

n-l

= lim 2

2 <fo

aA

(&-) (& 2 +a& + a2 )

r=0
(iii)

f e fca5 da:. This


Ja

is

the limit of

h[e ka + e#+A>

fte* a [l

^ e fco
a

^
-

since

kh

-+ 0, since lim

by summing the

=
rb

Ja

g.p.,

= A

em 1

when 7&

+ e *{-H-i)A}]

+ e *+... + e(n -1 >**]

gfi*&

. . .

a+nh,
1

(Ex. 4 (/), no. 19).


i

e^dx = -(e k * e ka ).
*

Hence

$(b s -a*).

INTEGRATION AS SUMMATION

264
C

(iv)

[7.22

sinxdx.

Ja

We divide the range into equal intervals of length h, but here


convenient to take fr at the middle of the interval xr < x < xr+1 i.e.

it is

most

= a + (r + i)h.

Then
n-l

sin

(a;r

+ &)./& =

h[sin (a

+ %h) + sin (a + fh) +

. . .

+ sin {a + (n -) h}]

r=0

[cos a

cos (a + w&)J

sin/&

by

12.27

(1),

and hence the sum considered is


hh

(cos a cos

6) ->

cos a cos b

when

-> 0.

sin/&

sin a;aa;

cos a cos 6.

Ja

(v)

xm dx, ml?

1,

<a<

6.

Ja

Instead of dividing the interval a < C ^ 6 by points whose ^-coordinates


are in a.p., as in exs. (i)-(iv), we now divide it by points
a?!

in G.P.,

where b
n-l
2 f (s+1 - xs )

ar,

x2

ar 2

x n _r

ar n (Wallis's method).

Taking s

= ar n_1
= x (s =

0, 1,

. .

.,

n 1),

= am (ar a) + a mrm (ar 2 - ar)

s=o

+
_

mr 2n, (ar3 - ar 2 )

am+l( r _ J) J

+ a" *-*"- 1 m (ar n - or" -1


1

. . .

m+l _|_ ^(m+l) _j_


_|_ r

_}.

(*-l)(ro+iyj

_ y(m+l)
_ am+i( r _ J) __ ___

by summing the

= am +Hr- 1) Jl -

j{l-rm+1

G.P.,

/I _

When n -> oo,

then r ->

l'Hospital's first rule, 6.92).

by 2.76,
Hence

a m cfa:

(i),

and

m+ 1 (b

(1

-r^+^^l -r)

->

m+ 1

(e.g.

by

m+1 -a m+1 ).

These examples show that even the simplest integrals require quite a lengthy
The practical importance of 7.14 (3), Theorem Illf is that it relates

calculation.

process) and the process inverse to derivation: if


such that <j)'{x) =f(x) under suitable conditions, then
the value of the limiting sum can be written down as ^(6) <fi(a), and the tedious

integration (a

summation

we know a function
calculation from
f

The

<f>(x)

first

principles avoided.

so-called 'fundamental

theorem of the integral calculus'.

INTEGRATION AS SUMMATION

7.23]

7.23

Formula

265

for change of variable in a definite integral


6

In 4.22 we obtained a formula for evaluation of

f(x)
Ja

dx by the substitution

We now prove it as a further illustration of the use of limiting sums.


b = g(fi). We assume f(x) is continuous in a < x < b, that g{t)
is continuous in a <; t ^
We also
and that g'(t) is continuous in < t <
x

g(t).

Let a

= g(cc),

a,

ft,

assume that

in

a ^

<t n _x

<fi,

an increasing function
into subintervals by tx , t.2
t^x where
g(t) is

cc<t x <t2 <

...

and let the corresponding values of x be x x x 2


,

a <
By the mean value theorem

xx

<

<

rr

< tr+x

Let r

definite integral

/?.

Divide a

=S

< /?

(tr+x

f(x)

dx

x n _x

- tr

xr

x n _x Since

<

<

g(t)

increases,

b.

g'(Tr ),

(i)

< xr+x and


,

r=0

The

<

...

g(jr ); then

/(&) (Xr+X - Xr)

"]

<

x2

xr+x -xr
tr

< /?.

where

S/{9r(Tr )} sr'(Tr )
r=0

(r+1

- tr

the limit of the left-hand

is

).

sum when n

-> oo

and all the differences xr+x xr ->0. Since g(t) increases, g\t) >0ina<</?,
and hence g'(Tr > 0. Therefore, if either of xr+x xr tr+1 tr tends to zero, so
does the other, by (i). From the hypothesis, f{g{t)}g'(t) is continuous; hence
)

Mt)) 9'(t) dt =

lim

/{gr(rr )} gr'(Tr ) (<r+1

- *r

r=0

when n

-> oo

and

all

of ir+1

0.

Thus
fi

( f{g(t)}gV)dt.
J a.

Ja
Itg(t) decreases

from 6 to a as t increases from a to

a <

corresponds

and since

tr

<rr <

tr+x ,

then to the subdivision

< tn _x < f}
b > xx
... > x n ^ L > a;
we now have xr > gr > xr+x
tx

f(x)

...

/
J

< t2 <
> x2 >

fi,

dx

n-1
limj:

r)

(xr

-xr+x

r=0

= - lim S/{<7(Tf )} g (Tr


,

=
M

-(
J

(tr+1

- tr

fi

f{g{t)}g'(t)dt

at,

f{g(t)} g'(t) dt

by

definition.

The proof emphasises the need for g(t) to be steadily increasing or steadily
decreasing in a ^ t ^ /?, otherwise the points xr corresponding to tr would not
be in order, nor would the statements xr+x xr -*-0, tr+x tr -*-0 imply one
another since g'{jt ) might be zero. Compare the Remark at the end of 4.22.

INTEGRATION AS SUMMATION

266

[7.3

Exercise 7(a)*

Assuming the functions are continuous, prove


from 'limiting sums\
rb
1

the following properties (nos. 1-5)

rb

dx

kf(x)

Ja

f(x) dx, k being constant.


Ja
I

rb

2 If f(x)

for

<

<

then

b,

f(x)

dx

[Zmr (xr+1 xr ) cannot

0.

Ja

be negative.]
rb

If/(a)

+ h{x),

g{x)

then

rb

/(#)&

rb
gr(a;)da;+

Ja

Ja

rb

4 Iff(x)
5
I

&t

<J <

f /(*)
Ja

g(x) for

<

f \f(x)
Ja

a;

<

b,

prove

[For

rb

f(x)
Ja
I

if or

[Use 7.21.]

/&(#)<&

Ja

dx

g(x) dx.

[Use nos.

2, 3.]

Ja

/(.) (av +1

- *r and
)

<r=nf{IZr )\{xr+1 -xr ),


then

(7

<

o"

because

dx.

6 Prove thatiL
~

ve

all

terms of er are positive but

J*
f(t) dt

f(x) for a

<

those of

cr

may not be.]

b.

JX

isK{/ ( + ^) +/ (

<

all

<,+

?)

+ --' +/<a+

'' )

}]

^r

/<a,)<fe -

(This generalises the idea of the 'average of n numbers' to that of the 'mean
value over an interval' of a function of a continuous variable x.)

8 Prove lim

7.3
7.3 1

n
r

=02 +r2

In.
*

E a

w +ra

=S
l

Approximate calculation of definite

+ (r/n) a

>

Jol+* 2 J

integrals

When the indefinite integral off(x) is not known, we may resort to approxi-

mative methods to calculate

f(x) dx,

where

a, b

are given numbers. Since a

Ja
definite integral measures and is represented by a plane area, we may conveniently give the following discussion in geometrical language.
The crudest method of estimating areas is by counting squares ; this requires
the curve to be drawn on squared paper. The method is useful when the curve
itself is given but its equation is not known. When the equation of the curve is
known, the following methods are less tedious.
'

'

7.32 Trapezium rule


Divide the given area into n strips by w + 1 equally spaced ordinates
2/2 Vn+i at distance h apart. Let PM, QN be two consecutive ordinates
(fig. 72). The method replaces the arc PQ of the curve by the chord PQ and uses
the area of the trapezium PMNQ, viz. %h(PM + QN), as an approximation to
the area of the strip. The required area is thus approximately the sum of all

Vi>

INTEGRATION AS SUMMATION

7.33]

the trapezia formed by joining the tops of consecutive ordinates

267
by

straight

lines, viz.

hHVi + Vi) + hHVi + yz ) + ih(y8 +yt ) + ...

+ %h(y n + n+1
HiiVl + Vn+l) + (Vi + Vz +
)

=
Hence the

rule

+ 2/n)}-

is:

Divide the given area into strips by any number of equidistant ordinates. Take
the average of the first and last ordinates, and add this to the sum of the other ordinates.
Multiply the result by the distance between consecutive ordinates.

When the curve is concave do\m (6.71 (2)) the rule clearly underestimates
the area because the chords lie below their arcs. For a curve concave up, the
rule overestimates.

7.33 Simpson's rulef


Instead of approximating to the curve by straight lines,
arcs.% First, suppose

PM,

QO,

we now use parabolic

RN are three equidistant

ordinates to points

P, Q, R on the given curve. We may choose coordinate axes so that Oy is along


OQ. Let
= ylt QO = y 2
= ya (fig. 73).
We can choose the constants a, b, c so that the curve y = ax 2 + bx + c passes
through the points P(-h,yj), Q(0,y 2 ), R(h,ys ); for these requirements lead to
the following three equations for a, b, c:

PM

RN

= ah 2 bh + cA
y% = c,
y3 = ah2 + bh + c.)
yx

(i)

j-

We approximate to the actual area PMNR


the corresponding area under the parabola

under the given curve by finding


= ax 2 + bx + c, viz.

rh
j

From

equations

(ax2 + bx + c)dx

[%ax 3 + \bx 2 + cx~] h_ h

fah

+ 2ch.

(ii)

(i)

yi

+ y3 =

2ah 2 + 2c

2ah 2

so
t

2ah2 + 2y z

yi + ya -2y 2

Thomas Simpson

(1710-61).

t This title is justified

by Ex.

16(e), no. 4.

INTEGRATION AS SUMMATION

268
Hence by

(ii)

the area under the parabola

i%i +

2/s

[7.33

is

- 22/ a + 2%a = %HVi + 4j/2 + /8


)

(hi)

of course independent of any choice of position for Oy: we took the


OQ merely for convenience in calculation.
If we divide the given area into any even number of strips, say 2n, by ordinates
ylt y2
y 2n +i equally spaced at distance h apart, we can apply (iii) to consecutive pairs of strips and hence approximate to the required area. We obtain

This area

is

y-axis along

iHVi + 4/ 2 + Vz) + iHVa + 4j/4 + 2/5) +

M(2/l

Hence Simpson's

+ P(2/2-i + 4j/ 2 + 2/an+i)

+ Vtn+l) + 2 (2/3 + 2/5 +

+ Vtn-l) + 4 (2/2 + 2/4 +

+ 2/2n)}.

rule:

even number of strips by equidistant ordinates.


of the first and last add twice the sum of the remaining odd ordinates
and four times the sum of all the even ordinates. Multiply the result by $ of the
distance between consecutive ordinates.
Divide the given area into an

To

the

sum

Example
f2 dx
Calculate

using

(i)

the trapezium rule;

Jl *

The curve concerned

is

1/x.

apart. Using tables of reciprocals,


First

x
1

2/i

will

Simpson's

take 10

rule.

strips, at intervals

calculate y x , y 2 ,

of 0-1

y u as follows.

and

last ordinates

We

we

(ii)

Even

Odd

ordinates

ordinates

11

y2

0-9091

yt

0-7692

1-2
1-3

1-4

7/3

0-8333

2/5

0-7143

y6 = 0-6667

1-5

y1 = 0-6250

1-6
1-7

ya

0-5882

y10

0-5263

1-8

y9

1-9

2/u

0-5556

0-5

3-4595

1-5

2-7282

The work has been set out so as to be used more conveniently with Simpson's
rule.
(i)

By the trapezium rule,

= ^{J x 1-5 + (3-4595 + 2-7282)} =

area
(ii)

By Simpson's
area

The value

0-694.

rule,

+4x

3-4595 + 2 x 2-7282}

correct to 6 places of decimals

is

==

0-693147.

0-693.

INTEGRATION AS SUMMATION

7.4]

269

Exercise 7(6)*

From

the formula hr

-,

Jo
(i) by the trapezium rule;
5 ordinates.

mals
(6)

+x

(ii)

%n to four places of

calculate

by Simpson's

rule,

2 Verify by direct calculation that Simpson's rule


cubic polynomial.
3

(i)

f00

Prove that

dx
differs

from

Jo
(ii)

dx

o 1

rio
(iii)

Calculate

dx
;

is

(a) 3 ordinates;

exact

when f(x)

by less than i x 10 -3

is

Jo

Calculate

f 10
I

using

deci-

dx

by Simpson's rule with

11 ordinates.

by Simpson's rule with 9

ordinates.

J2
(iv)

7.4

Hence

find the approximate value of

00

dx

-.

Jo l+x*

Further areas

The reader

will

have used the

result

dx for finding the area

f(x)

Ja

under a curve in early work in calculus.

We now

consider

some

extensions.

7.41 Sign of

an area

when a < x ^

<

then the upper and lower sums of f(x)


(7.12) will be negative; and if they have a common limit, this will be
non-positive. Hence the formula
If f(x)

b,

A=

f{x)dx
Ja

may give a negative value for A. We therefore interpret an area below


Ox

as negative.

Itf(x)

is

positive in some parts of the interval and negative in others,

the interval must be split up and the corresponding areas found


separately.

7.42 Area between two curves

Suppose that f(x) ^

g(x)

throughout a

^x<

rb

= f( x

)>

9( x ) are respectively

between them

is

The

g(x) dx.

f(x) dx,

Ja

6.

areas under

rb

Hence the area

Ja

n
{f(x)-g(x)}dx.

(i)

Ja

This formula gives the correct area whether or not the #-axis cuts
the curves.

INTEGRATION AS SUMMATION

270
7.43

[7.43

Area of certain closed curves

Given a closed curve which is met by a line parallel to Oy in at most


two points, then the equation of the curve provides the functions f(x)
g{x) in 7.42, and (i) gives the area.

Example
Find
Sx

the area enclosed by

- lOxy + 10y 2 + 8x - 20y + 10 =

0.

The two values of y corresponding to a


given x are found by solving the equation
as a quadratic in y
10y 2 - 10y(x + 2)
If

2/3

+ {3x* + 8x+ 10) =

are the roots, where y x

5s

O
Fig. 74

0.

y 2 then
,

=
+ to +10),
+ 2/2 = * + 2,
2
= Vl + y 2 - yx y% = |x(4 - a;).
(y, - y 2

2/i

hence

The two values of y become equal when

\x{4,

x) =

0, i.e.

These are the extreme values of x for the curve. The area

when x =

or

4.

is

x(4 x)}dx

(Vi-V^dx

Jo

=
by putting x = 4 sin 2 6.

32 Cin

sin 2 d cos 2 Odd

V 5 Jo

7.44 Generalised areas


Since
J*

^ = ij

^ ->

we may say that the infinite integral


Ji

when

x^

X -> oo,

whose value is

1,

represents

the 'area' under that part of the curve y = 1/a;2 for which x > 1
(cf. Ex. 4(d), no. 20). This region is unbounded, and its 'area' has

been defined as the limit of the area of the bounded region enclosed
between
when -> oo.

Similarly, if the integral

f(x)

dx

exists,

we may

define its value

Ja

to be the measure of the generalised area under the curve y

= f(x)

which x > a. Other types of generalised integral can also be


associated with areas.

for

INTEGRATION AS SUMMATION

7.45]

7.45

271

Area of a sector (polar coordinates)

Given a plane curve r = f(d), where f(0) is continuous for a < ^ ft,
find a formula for the area of the sector bounded by the arc AB

we

and the

radii

OA,

OB

given by

a,/?.

We first assume that r steadily increases


with

0,

angle

and that each radius within the

AOB cuts the arc just once.

Divide the sector into n elementary


sectors
cc

by

radii of inclinations

<01 <02 <...<

n_ x

<on = p.
o

OPQ be a typical

Fis- 75
bounded by
=
radii
r 6r+1 Construct two circular
arcs with centre
and radii r =f{6r ), r + 8r = f(0r+1 ), forming the
circular sectors OPM, ONQ whose areas are

Let

sector,

(or+1 -0
2

r ),

The area of
lies

OPQ

lies

w+*rndr+1 -e

r ).

between these. Hence that of the sector

OAB

between

r=0

r=0

When n -> co and the differences 6r+1 dr ->0, these two sums tend
rfi

to the

common Mmit

2
${f(6)} dd.

Hence

Ja

area of sector

If r steadily decreases as

OAB = -1

Cfi
r*dd.

(ii)

^ Ja

increases

from a to ft, the same argument

In the general case we divide the arc into intervals in each


of which r steadily increases or steadily decreases, and apply (ii) to
each part separately.
applies.

If the radius cuts the curve in

the case of spirals) then as

more than one point (for example in


from to 2n, the shortest radius

increases

sweeps out a certain area; and as increases from 2n to


swept out includes the first one; and so on.

47r,

the area

INTEGRATION AS SUMMATION

272

[7.46

Examples
(i)

Gardioid r

The curve

is

2\br*d8=
Jo

a( 1

+ cos 6).

symmetrical about the

initial line, so

the area

is

a 2 (l+cos0) 2 *0

Jo

a2

(l

Jo

+ 2cos0 + cos 2 0)<20 = a2 [0 + 2sin0 + J(0 + sin20)]J

(ii) Equiangular spiral r ae^


By the formula, the area enclosed by the radii r

f*i

r*dd

$a 2

e 2 *0<20

x,

r2

is

[e 2fc

0$

= ^(e 2 ^-e 2 ^) = ^(r 2 -r2 ).


If 6 Z 81

7.46

>

2n, this result will include

some parts of the area more than once.

Area of a sector (parametric formula)

Formula

(ii)

can be transformed as follows. Since


r2

x2 + y2

xy

tan#

and

= |,

xyyx

2\

If the given curve has parametric equations

and the points

^L,

B correspond to =
t

area of sector

OAB =

, t2 ,

0(),

?/

^(),

then
1

r*dd

=-

/*

d#

r 2 ^<ft

The change of variable is valid if ddjdt, i.e. xy yx, retains the same
sign for t x < t < t 2 If it does not, the range must be divided up and
.

(hi)

applied to the separate parts.

INTEGRATION AS SUMMATION

7.5]

273

Examples
(i)

Ellipse

a cost, y

The curve is traced

as

a;

&sinf.

increases

from

-y = a&(cos

qai

dec

at

at

area

to 2n. Since
2

+ sin 2 1) =

1 r8
- I
abdt
2 Jo

ab,

nab.

(ii) Sketch the curve x = t + t 2 y = t 2 + t s , and calculate the area


,
of the loop.
Since x = t(l+t), y = t 2 (l +t), we see that (a) as t increases from -oo to - 1,
x decreases from + oo to and y increases from oo to 0; (6) as t increases from
1 to 0, x varies from to through negative values and y varies from to
through positive values; (c) as t increases from to + oo, both x and y increase
from to + oo.
The gradient of the curve is y/x = (2t + 3< 2 )/(l + 2t); when t = this is zero,
while when t = 1 it is 1. The curve is therefore roughly as shown in fig. 76;
the loop is traced when * increases from 1 to 0.
Since t = yjx in this example, we have by deriving this relation wo * that

(xy- yx)/x 2 hence xy-yx


;

= x2 and formula (iii) becomes


,

after simplification.

Fig. 76

Volume of a

7.5

Fig. 77

solid of

known

cross-section

Consider a surface whose sections parallel to a fixed plane are closed


Ox be chosen perpendicular to this plane, and suppose
that the area of the section at distance x from the plane is a continuous
curves. Let

function <j>{x).

We obtain a formula for the volume of the solid enclosed

between the planes x


J8

a,

b (fig. 77).

GPMI

INTEGRATION AS SUMMATION

274

Divide the required volume into

%c-y

slices

* *

[7.5

by planes through

*^ti

^*

The shoe determined by xr xr+1 lies between inner and outer cylinders
xr ), where mr r are the
with volumesf mr (xr+1 xr ) and
r (xr+1
least and greatest values of <p(x) for xr ^ x ^ #r+1 Hence the total
volume lies between
,

n-1

n-1

- %r

^(V+1 - x

and

r)>

r=0

r=0

and when w
the

-> 00

and the

common limit

xr+1 xr -*0, these sums tend to

differences

b
<f>{x)

Thus

dx.

Ja

F=

f 0(a)
Ja

(i)

<fo.

In particular, if the sohd is formed by revolving the plane curve


y = f{x) about Ox though angle 2tt, then <j>{x) = 7n/2 because the
sections are now circles. The volume of a solid of revolution is thus
rb

ny 2 dx.

(ii)

Ja

Example*
Find the volume of the

ellipsoid

xi

yZ

c2

z
+ +-

1.

The section by the plane x = constant is the


2

z
iL +
62
c2

xi

ellipse (see

Ch. 17)

a2

constant,

(iii)

whose semi-axes have lengths

of this ellipse is nbc(l -x 2 /a 2 ) (by 7.46, ex.


is therefore
between the planes x = 0, x =

The area

The

<f>{x)

(i)).

The volume

largest possible values of

x are given from

(iii)

by x 2 = a 2 Hence when
.

X = a, we obtain half the volume of the ellipsoid, viz. %nabc. The total volume
is

fnabc.
Remark.

When b = c, the surface is the ellipsoid of revolution obtained by


rotating the ellipse x 2 /a 2 + y 2 /b 2 = 1 about its major axis Ox. and is called a
prolate spheroid. When a = c, it is obtained by rotation about the minor axis
Oy, and is an oblate spheroid. If a = b = c we obtain a sphere.
t

The volume of any right

cylinder

is

defined to be area of cross-section x height '.


'

INTEGRATION AS SUMMATION

275

Exercise 7(c)

Find

the area

enclosed by a
= x 2 (a2 - x 2 ).
under
one arch of the cycloid x
2
1

>

a(0 sin 0), y

a(l

cos 0).

=x y =x
h 2 , prove that the area enclosed by ax2 + 2hxy + by 2

3 between the curves y

4 If ah

is

nly](ab-h2 ).
Sketch the following curves {allowing r
enclosed. (Cf.

Ex.

1 (e),

to take negative values)

5 r

a(2 + cos0).

6 r2

7 r

asin20.

8 r

cos 20.

11

r 2 sin

areas of the following sectors.

10 r

12 r

= e"0, =
< < %n.

2tt

(ii)

the area

= a2 sin 2(9.
= acos30.

9 Find the area of the loop of r cos


.Find

and find

nos. 12-15.)

asec 2 0,

to

to \n.
J7r,

1 3 Sketch the curves r


to them.

14 Sketch the curve r


7T-f ^3.

20

and included by the arc


a cos

and r =

a( 1

a2

for

/r

which

to %n.

<

(i)

<

\-n\

cos 0), and find the area common

= 1 + 2 cos 0, and prove that the area of the inner loop

is

.Fmw the area enclosed by


15 the hyperbola
t

x = aBm 2 t, y =

16

acht, y

6sh< and the radii to the points where

baiiit coat.

17 a;*+2/*

a*.

that the loop of the curve x = t/(l+t3 ), y


varies from to oo. Find the area of the loop.

Show

18

= 0,t-u.

19 Sketch the curve x

Find

the

= t(t 2 1), y =

/(l

+ t3

is

traced as

- 1, and find the area of its loop.

volume obtained by rotating the following curves through one revolution

about Ox.

22
23

24

x{a x) 2 , x

= to a.
21 x = acos 3
x~ a(0-sin0), y - a(l-cos0), = to 2n.
l/r = 1 +cos0,
= to a (0 < a < n).
The area between the parabolas y 2 = ax, x 2 = ay.

20 Say 2

*,

25 The inner loop of the curve in no.


26 If the area under the curve y

asin8 *,

to \n.

14.

= f(x) from x =

a to x

6 is rotated

about

/ft

02/

through one revolution, prove that the volume generated

is

2n

xydx.

Ja

27 If the area between y 2 = 4ax and ay 2 = x 3 is rotated about the line x


prove that the volume generated is fof
^ 3

= a,

18-2

INTEGRATION AS SUMMATION

276
7.6

[7.6

Length of a curve

7.61 Definition,

and sign conventions

In attempting to make precise the intuitive idea of 'length of


a curve' we meet a problem similar to that discussed for area in 7.1.
We begin with straight-line approximations to the curve.
(1)

Let AB be the given arc, and choose n 1 points


on it. Then the perimeter of the open polygon APX P%
'

'

P ,P^, ,Pn-i
Pn- B is

. . .

n-l
sn

~ 2

PrPr+l>

r=0

where we have written

for

A and Pn for B (fig. 78).


n^co and each chord Pr Pr+x tends to

If s n tends to a limit s when


zero, we call s the length of the arc
(2)

Sign of the arc-length.

AB.

Now let s denote the length of the arc AP,

measured from the fixed point A to the variable point P. The direction
along the curve in which s increases can be chosen arbitrarily in one
of two ways.
If the equation of the curve is of the form y = f(x), we measure s to
increase with x; if x = g (y), with y; if x = </>(t) and y = fr(t), with t;
if r =f(6), with 6; and if 6 = g(r), with r. The direction of increasing
s may clearly be different for alternative representations of the
same curve.

Fig. 79

Fig. 78

7.62 Cartesian formulae for arc-length

With the notation


let cr

of 7.61

cr
f

{{xr+1

Pr have coordinates
Pr Pr+1 (fig. 79). Thenf

(1) let

be the length of the chord

(xr ,yr ),

- xr f + (yr+1 - yr f$.

The symbol ui always denotes the

positive square root of u.

and

INTEGRATION AS SUMMATION
277
If the curve has equation y = f(x), then yr = f(xr and yr+1 = f(xr+1

7.62]

).

x steadily increases as P{x, y) varies along the arc


to B. Then by the mean value theorem

First suppose that

from

Vr+l -Vr=

f'ilZr)

(*r+i

~ *r)>

where xr < r < xr+1 Hence


.

cr

(xr+1

-xr )[l + {f'(Q}*$

and

sn

= [l + {f'(r mHxr+1 -xr

).

r=0

If this sum tends to a limit when n -> oo and


tend to zero, then (7.21) this limit is

all

differences

xr+l xr

Jc
/

The limit

If
first

will certainly exist if f'(x) is continuous.

Thus

P varies from A to B, then we


AB into consecutive arcs, some of which have the above

x does not steadily increase as


divide

property and the remainder of which have x decreasing steadily along


By the sign convention (7.61 (2)) s will be positive along arcs
of the first sort and negative along the others. Formula (i) applies

them.

to each separate arc.

and with like reservations, the arc-length of the curve


from y = c to y = d is given by

Similarly,

9(y)

-nT*
For the curve defined parametrically by x = <f>(t), y = ifr(t), first
<f>(t) steadily increases from a to b as t increases from t
to t 2

suppose
(so

that dxjdt

which

s is

is

not negative).

By

measured to increase with

changing the variable in


x, and hence with t),

(i)

(in

INTEGRATION AS SUMMATION

278
If

<j){t)

steadily decreases

from b to a as

[7.63

from

increases

to t v then

ta " ft

"f(TS"j:-("*fflT*
with the minus because now dxjdt is non-positive. This formula applies

when s is measured to increase with x, i.e. to decrease as


Hence (hi) still holds if we measure 5 to increase with t.

increases.

Example

Cycloid x

a(6 + sin 6), y

a( 1

cos 6).
dy

dx

_ = a(l+co

8+

^=,

B 0),

(^) =

(^)

na 1+C " ! + Sin

=
Hence in fig. 23 of 1.61, the

arc

2a

2
(

+ cos 6) = 4a

cos 2 \d.

OP has length

rd

2a cos #<20

4a sin $6.

JO
7.63 Polar formulae for arc-length

From x
=-

r cos

cos

eft

6 and y

we find that

r sin

-=7

f sm v -jT

eft

eft

and

"

and hence

'

sin(9-7-

+ rcos0-7-

eft

eft

eft

"

'

'
'

"

"

measured to increase with


increases from t x to t 2 then by (hi)
If s is

and

t,

if

the arc

is

traced as

(iv)

When the curve


= 6 X to 6 =

from 6

where

s is

has polar equation r


2 is

(by putting

measured to increase with

Similarly, if the curve

s being

is

l(

measured to increase with

r.

the length of the arc

6.

g{r),

1+r2

= /(#),

0)

the arc-length from r

(*))*'

r x to

(Ti)

INTEGRATION AS SUMMATION

7.64]

279

For a given arc AB, the cartesian and polar formulae always give
s, but the signs may be different. For
example, this will be so for (i) and (v) when x and 6 do not increase
the same numerical value for

together.

7.64 Derivative of s

Consider the arc of the curve y = f(x) measured from


a) to the variable point P{x, y). Formula (i) gives

(where

and by deriving

this

wo x,

|=
Similarly,

[i

from formulae
ds

^={ i+

W]* =
(ii)-(vi)

/dxy\l

1+
(

ay

f.

we find

ds

y HU)

t/dx\*

/dyY)i
(u)

(i)}>

'

(m)

(vi)\

(iv)', (V)',

Exercise 7(d)
1

Find the length of the arc of the curve y

c ch (x/c)

measured from

(0,c) to (x,y).

2 Sketch the astroid x = a cos 3 t,y = a sin8 , and find its total length.
3 Sketch the curve y = log sec a; for \ti < x < \it. Prove
*

= logtan(Jw+^ar)

measured from the origin.


4 For the curve x = at*, y = at3 prove ds/dx
length of the arc from x = to x ~ c.
if 8 is

V(l

+ 9x/4a). Find

the

is the arc-length measured from the point u =


of the tractrix
a(u thu), y osechw, prove dsjdu = athw and dsjdy = ajy. Find ?/
in terms of s. Prove that the length of the tangent PT (5.71) at any point
is a.
(The curve is therefore the path of a particle attached to a string whose other
end T moves along a fixed line Ox; hence the name.)
6 Find the length of the arc of the curve x = cos 6 sin2 6, y = sin 6 ( 1 + cos 8 6)
from 6 = to \n. [We find (ds/dd)* = (2cos 2 0-sin2 0) a , so that

5 If 8

^ 2 COS2

jo
where a

tan -1

Sin2

.^2.]

dd

(2

Jo

S2 ^

Sin2

^ d +

f"

2 0S2

INTEGRATION AS SUMMATION

280
7 If 8

is

measured from the origin to the point


3j/

prove 3s

4a;

+ Sy

2
.

= x{l-x)

[7.7

of the curve

(x, y)

2
,

Find the length of the loop of this curve.

8 Find the total length of the cardioid r

+ cos 6).
= ae k0 from (rlf d x

a( 1

9 Prove that the length of the 'equiangular spiral r


(r 2 ,0 2 )is
! + *)
8
'

K-r

to

= ad measured from the pole to (r1?


= 2a cos 3 \6, and prove that its total length is

10 Find the length ofr

Sketch the curve r

11

12 If the polar coordinates are given parametrically


r

tan t

2asec,

(- \-n <

3na.

by

<

= a tan 2 1 if s is measured from t = 0.


*13
curve has equation x = /(#), where a; is a cartesian coordinate, (r, 6) are
polar coordinates, and x = rcosd, y = rsind. Prove that the arc-length from
e = ex to e = dz (o s$ e x < e2 < \-n) is
prove s

Check

this

Find the

+f(0) tan 6}* + {/(0)}

]* sec

Odd.

formula by finding the length of the closed curve x

V(*-

*15 s

+ 2ar).

7.7

Area of a surface of revolution

7.71

Area of a conical surface

The phrase area of a curved


'

so far

a cos 0.

curves for which

*14 a

[{/'(#)

we have

discussed

'

area

= OT.

[Use formula

(ii).]

surface needs to be defined, because


'

only for plane figures.

'

We

first

con-

sider a conical surface.

Given a right circular cone with base-radius r


slant height I, take any point P on the circumference of the base and join it to the vertex V.
By cutting along this line PV (called a generator),

and

the surface can be developed

We

into a sector of a circle.

the cone's surface to be

'flattened out')

(i.e.

p*t\r%
/

/
7

p.

define the area of

the area of this sector,

of

r
*

\
\

consider the frustum of the above cone

bounded by the
fig. 80, let

7Tr^l x

Fig. 80

viz. nrl.

Now

77T 2

and with the notation


Then the area of the frustum is

circular sections of radii r l5 r2 ;

VP1 =

and

x,

VP2 =

since rx r %

Trr x {l x

Z )
2

hx

2,

this expression

+ nrSx ~ h) = n

ri

can be written

+ r z) (h ~ h)-

INTEGRATION AS SUMMATION

7.72]

281

7.72 General definition

Suppose the surface of revolution is generated by rotating the


AB about Ox, and that the arc lies entirely above Ox.

continuous arc

Divide up the arc by points

P1 P

polygon'

...Pn _ 1

PV P

and consider the 'open


2 ...,Pn _ v
denote the sum of the areas of the

Sn

Let

by rotating this polygon about Ox. If


when n -> oo and all the arcs Pr Pr+1 tend to zero,

conical surfaces generated

Sn

tends to a limit

we define the area of the surface of revolution to be this limit.

Pr+

Pr

yr+i

xr+1

xr

Fig. 81

Pr correspond to s = sr and have


let cr be the length of the chord Pr Pr+1 This chord

Measuring arc-lengths from A,


coordinates (xr
will generate

yr );

let

a conical frustum of area

+ yr+1

7r(yr

cr

Hence

n-1
$n = I>(2/r + 2/r+l)<Vr=0

Since cr

arci^+1 =

==

sr+1

sr we write this expression as


,

7T

r=0

Because

sum is

(Pr

chord of the arc

sr+1

sr

^{(sr+1 -sr )-cr} =

terms in the last

when n-+ao and

tends to zero

P Pr+1

AB' shows
all

arcs

c\
j

that the last expression

Pr Pr+1

(and thereforef

The

all

tend to zero.

we assume here) that arc AP > chord


be proved by considering the difference
X
4>{x) =
\ {l+{f'(t)y^dt-[{x-a)* + U(x)-S(a)^
t

sum

%y

r=0

definition of 'length of arc

all

2nM [oxg AB

r=0

chords

<>r}-

certainly less than

2nM
The

+ Vr+l) {( Sr+1 ~ *r) ~

M denotes the greatest value of y between A and B,

If

)-

r=0

cr is the

are positive.
this

(yr + yr+l)(sr+ l-Sr)-7T

intuitive property (which

and showing that

<j>'{x)

>

for

x>

a.

AP

can

INTEGRATION AS SUMMATION

282

[7.8

Since %(yr +yr+ i) lies between yr and yr+1 then by the assumed
continuity of y this expression is a value of y taken at some point of
the arc between r and r+1 (2.65, Corollary). Therefore when n^-oo
,

and

all

arcs

P
P Pr+1
r

tend to zero, the

2nyds by 7.21 (where

cr

sum

first

at B), which

is

tends to the Umit

consequently also the

Umit of Sn Thus
.

area of the surface of revolution

2n

yds.

Jo

By

a change of variable we can adapt this formula for use with


cartesian, parametric, or polar coordinates. For example, a cartesian
form is (by 7.64, equation (i)')
(dyV)*

Example
Find the area of the surface obtained by rotating the cardioid r
through angle n about the initial line.

By

+cos#)

=r 2 +

/dr\

= a2 (l + cos0) 2 + (-asin0) 2 =

/_J

2a 2 (l

+ cos0);

= r.aind = a sin 0(1 + coad).

angle

a(l

7.64 (v)',

(ds\

also

it

is

Since rotation of the whole curve through


equivalent to rotation of the upper half through angle 2n,
surface area

Cn
2tt

Jo

da
y-r^do
d&

2n f aaind(l
Jo

2<j2na2 J'sui^l

+ coad)a*j2(l + coad)idd
+ cos0)*<20.

By putting u = 1 + cos 6 this becomes


2y/27ra zj*u*du

7.8

Centroids.

= ^TTa 2

The theorems of Pappus

7.81 Centre of mass, centroid

The

centre of

mass of

{x z ,y 2 ), ...,(xn ,yn ) in
(x,y),

particles of masses

where

If the system is in space,

m m

v 2 *,mn at {xx y t ) }
defined in Statics to be the point
,

^ ^

a plane

is

we have a similar formula for the z-coordinate.

INTEGRATION AS SUMMATION

7.82]

By regarding a
tary masses dm,

continuous body as the limit of the

we

xdm
I

body

is

sum of elemenby

are led to definef its centre of mass

dm

* = ~r

If the

283

ydm

y=

[
I

zdm

dm

^
I

uniform, the elementary masses

(ii)

dm

dm are proportional

to the corresponding elements of arc-length, area, or volume (according

to whether the body concerned is a wire, lamina, or solid). In this case,

the same as the centroid of the figure, a point defined independently of statical considerations. Thus the ^-coordinate of the
centroid of an arc, an area, or a volume is respectively
(x, y, z) is

\xdA

\xds
J

jds

When the figure has


on

\xdV

J
'

jdA

'

(m)

jdV

axes of symmetry, the centroid must clearly he

these.

7.82

Summary of well-known

results

The proofs of the following results for the mass-centres of uniform


bodies come directly from the definitions as an easy exercise in geometry or

integration.

TJNirORM BODY

CENTEOID

Rod

Mid-point

Rectangle

Intersection of diagonals
Intersection of medians

Triangle
Circle

Solid right circular cylinder or


cylindrical surface

Centre
Mid-point of axis

Conical surface (right circular)

Solid cone (right circular)

Hemispherical surface (or


Solid hemisphere

'shell')

way up axis from the base


way up axis from the base

Mid-point of radius of symmetry


way up radius of symmetry from the

base
t This definition involves reference to a system of coordinate axes. It is important
to show that, relative to the body, we obtain the same point whatever axes are chosen
i.e. that the definition is actually independent of the choice of coordinate system.
This will be done for a lamina in Ex. 15(e), no. 7.

INTEGRATION AS SUMMATION

284

[7.83

Theorems of Pappus

7.83

These two results relate the theory of centroids to that of arclengths

and

and volumes.
rotates about an axis in its plane, and
arc
a
curve
an
If
of

areas, surface areas

Theorem I.

the axis does not cut the arc, then the area of the surface generated is

equal to the length of the arc multiplied by the length of the path of

its

centroid.

an arc AB of length
Ox and measure arc-length from A
Proof. Given

the arc, then

By

by the

<r,

choose the axis of rotation for

(fig.

82).

If

is

the centroid of

definition its ^-coordinate is

7.72 the area of the surface

is

2n

yds, which

is

equal to 2nycr;

Jo

and 2ny is the length of the (circular) path of G in the rotation about Ox.

Fig. 83

Fig. 82

Theorem
plane,

and

II.

If a closed curved

is rotated

about an axis in

its

own

volume of the solid


area of the curve multiplied by the length of the

this axis does not cut the curve, then the

generated is equal to the

path of its centroid.


Proof. Choose the axis of rotation to be Ox. First suppose that the
is cut by a line parallel to Oy in at most two points. Let
x = b correspond to the extreme ordinates (fig. 83).
Divide the area into strips parallel to Oy, and let the ordinate
through x cut the curve at P and Q, where P is {x, y x ) and Q is (x, y 2 ).

closed curve

a,

INTEGRATION AS SUMMATION

7.83]

The centroid of the


(2/2

2/1) &x

strip

285

PQQ'P' has ^-coordinate \{yx + y2 ) and area

approximately, f Hence for the whole area,

>

(y2 -yi)dx
Ja
Cb

by 7.43.
The volume generated
areas under

is

the difference of those generated

AQQ'B, APP'B',

viz. f -n(y\
Ja

- y\

dx,

and

by the

this is equal to

2nyA, which proves the theorem.


If the closed curve can be divided into a number of parts each of
which is closed and has the above property, the proof applies to each
part. The axis of rotation must not cut the area, but it may be part
of the boundary, as in example (ii) following.

Examples

A circle of radius a is rotated about a line in its plane at distance b( > a) from

(i)

the centre.

Find the surface area and volume of the anchor ring (or torus)

so formed.

Area of anchor ring is 2na.2iTb = 47r 2a&.


Volume of anchor ring is na2 .2rrb = 2nsa 2 b.

Find

(ii)

the centroid of (a)

a semicircular arc;

radius a.
The centroid in each case will
as shown (fig. 84).
(a)

By Theorem

surface

I,

lie

(b)

a semicircular area, of

on the radius of symmetry. Choose axes

the area of the surface generated is 27iy.na. As this


a, its area is 47ra 2 . Hence 27fy.na = Ana*, and

a sphere of radius

is

2a jn.

(b)

By Theorem

II, the volume of the solid generated


a sphere of radius a, whose volume is fwa3 Hence

solid is

is 2ify.\iTa % .

This

2ny %na2
.

%nas ,

and

y=

4a

Bit

(iii)

sector of

initial line.

a plane curve

toith

polar equation r =f{6)

is rotated

about the

Show that the volume generated is ^njr3 sin 6d6. taken between suitable

volume for the cardioid r a(l +cos0).


Treating an elementary sector (fig. 85) as approximately a triangle, its centroid
is f the way down the median from 0, i.e. approximately fr sin 6 from Ox. For
a complete revolution, the length of the path of this centroid is 27T.fr sin 6.
limits. Calculate this

We

t
exact,

by

are approximating 'by rectangles'. The limiting result which follows is


7.21. Examples on centroids are done in this spirit (cf. ex. (iii) following).

INTEGRATION AS SUMMATION

286

[7.83

The area of the element rotated is %r 8d approximately. Hence the element of


volume generated is approximately
2

27r.|r sin d.%r 2 86

7rr 3 sin0<J0.

The total volume is the limit of the sum of these elements,


with suitable limits for

6.

Fig. 85

Fig. 84

For the

cardioid, the

volume generated (by the upper

%na? [

{\

+cos0) s sin0<Z0

half) is

= %na s P u3 du = %naa
Jo

Jo

on putting u =

viz. %Trr z Bm.ddd,

+ cos 6.
Exercise 7(e)

Find

the surface area generated

by rotating the following curves through one

revolution about Ox.

= a to +a.
2 Bay 2 = x(a-x) 2 x =
3
t =
to \n.
3 x = acos *, y = asin
4 x = a(0-sin0), y = a(l-cos0), d = to 2tt.
to a (0 < a < n).
5 l/r - l+eos0, 6 =
1

x2 + y2

a2 x

to a.

t,

Verify the results stated in 7.82 for a

6 solid cone.

7 conical surface.

8 solid hemisphere.

9 hemispherical surface.

10 Find the coordinates of the centroid of the quadrant of the


x 2 ja 2 + y 2 /b 2 = 1 for which both x and y are non-negative.
11

Find the position of the centroid of (i) a

each of angle 2a and radius

circular arc,

(ii)

ellipse

a circular sector,

a.

12 Calculate the volume obtained by rotating the ellipse x = acos(j),


= b sin through one revolution about the line x = 2a. [Use Pappus.]

13 Find the polar coordinates of the centroid of the area of the complete
cardioid r = a(l + cos 6), and deduce the volume formed by rotating it about
the tangent x = 2a.

14 Find the centroid of one arch of the cycloid x

= a{d smd),y = a(l-ooad),

INTEGRATION AS SUMMATION

7.9]

287

and deduce the area of the surface formed by rotation of the curve about the
tangent y

2a.

by revolving a loop of r = a sin 20 about the

15 Find the volume generated


initial line. [See 7.83, ex. (iii).]
r

16 Find the volume generated by rotating the area between the


= 1 + 2 cos 6 about Ox through angle n.

two loops of

17 (i) The area bounded by an arc of a curve and two straight lines through
the origin is rotated through angle 2n about Ox. Prove that the volume
generated is
-

%n\y(xy-yx)dt,
taken between suitable limits.
(ii) If the area bounded by the ellipse x = a cost, y = b&uit and the radii
to t = 0, t = a is rotated about Ox, prove that the volume generated is
f7ra2>

7.9

Moments of inertia

7.91

Dynamical introduction

2 sin a

^e.

Consider a rigid body of mass


rotating with angular velocity o>
about a fixed axis. A particle P of mass Sm at perpendicular distance r
from the axis would have velocity (or and kinetic energy %8m((or) 2
.

By

regarding the continuous body as the

limit of a

sum

its kinetic

energy is

of such particles,

we

see that

limZfcuWm = j \(a 2r 2 dm = w 2 jr 2 dm,


w is the same for all particles of the body.
The expression
r
I = r*dm

since

Fig> 86

J
is

called the

moment of

inertia (m.i.) of the

body about the

rotation. It is usually given in the standard


called the radius of gyration

about the

form

Mk

2
,

axis of

where

Tc

is

axis.

7.92 Examples

We suppose in each case that the body is of mass M and uniform


density p.
(i)

Bod of length 2a;

An

axis along

element PQ, where


the m.i. of rod is

(fig.

87)

M = 2ap.

perpendicular bisector.

and PQ

fa px dx = |pa
2

since

its

OP = x

= pfa2

8x,

has mass pSx. Hence

INTEGRATION AS SUMMATION

288
(ii)

Let

Rectangular lamina;

AB =
by

Since

ex.

2a.

Divide the rectangle into strips of mass

(i)

m.i. of

m.i.

[7.92

axis bisecting sides of length 2a.

each strip

of rectangle

Y.\a

8m

parallel to

AB.

W,

8m = \a 2 T,8m = \Ma 2

PQ

8x
i

Fig. 87

(iii)

Fig. 88

Circular disc of radius a; perpendicular axis through the centre.

Divide the disc into concentric rings, and consider the ring bounded by
circles of radii x, x + 8x. Approximately, the mass is 2nx8xp and the m.i. is
(2mx8xp)x 2

.*.
m.i. of disc = hm.T>2npx 3 8x
.

ro

M = na

since

2npx % dx

Afa2

p.

Fig. 89

(iv)

fynpa1

J o

Fig. 90

Solid sphere of radius a; axis along a diameter Ox.

Divide the sphere into circular discs perpendicular to Ox. The disc of radius y
at distance x from
and of thickness 8x has mass ny 2 8xp. Hence by ex. (iii),
its m.i. about Ox is
\(uy 2 8xp)y 2 = inp(a 2 - x 2 ) 2 8x,
since x 2 + y 2 = a 2
m.i. of sphere = lim 2 \np(a 2 x 2 ) 2 8x

\7Tp{a 2
\

-x 2

2
)

J a

=
since

M = %na

p.

ff-npa*

= fMa2

dx

INTEGRATION AS SUMMATION

7.92]

(v) Spherical shell of radius

a; axis along a diameter.

Take rectangular axes Ox, Oy, Oz at the centre

jx2 dm =
=

about Oz

m.i.

jy

a;2

The

result

+ ^2 +

(fig.

By

the symmetry,

dm = jz 2 dm.
2

(x 2

)dm

+ y 2 + z 2 )dm

2 r
- a 2 dm
I

= \Ma2

_ q^z + z % - OP 2 =

91).

joN dm = j (x2 +y

since

289

a2

can also be found by direct integration: see Ex.

Fig. 91

7 (/), no. 10.

Fig. 92

(vi) Ellipse x 2 /a 2 + y 2 /b 2 = 1; about major axis Ox.


Divide the area into strips parallel to Oy. By ex. (i) the
(fig. 92) is i(2ySxp)y 2

m.i. of a typical strip

/a

m.i.

.'.

of ellipse

z
%py dx

-a

fa

by the symmetry about Oy.

On the ellipse, x

a cos

<f>

and y =

s
\py dx

b sin <j> (see 17.31) ; hence

3
3
f/o& sin 0(

21

JO

asva.^>)d<j>

Jin
tpab3

i7t

sin 4 <f>d(f>

ipab 3

JO

=
since

by

7.46, ex.

Similarly, m.i.

(i),

Inpab*

= 1Mb 2

M = nabp.

about the minor axis

When the m.i.

3.1

472 2

of a

is

body about a

other axes can often be written

\Ma2

certain axis is

down without

known, that about

further integration

use of the following theorems.


X9

GPMI

by

INTEGRATION AS SUMMATION

290
7.93

Theorem of parallel axes

The m.i.

of a body about

any axis

axis through the mass-centre, plus


the

[7.93

is

Mh

equal to the m.i. about a parallel

2
,

where h

is the distance

between

two axes.

Proof.

of the

Choose the mass-centre

ordinates, the z-axis along the line through

the ataxia along the perpendicular

OA

body

for origin of co-

parallel to the given axis,

from

to this axis,

and Oy

perpendicular to Ox, Oz(cf. 21.11).

Fig. 93

Let the particle P of the body have coordinates (x, y, z) and mass 8m.
Then, with the notation of the figure, the m.i. of the body about Oz is

IG
Since

OA =

h,

= jpQ 2 dm =

^(x 2 + y2 )dm.

the m.i. about the given axis

is

= jpR 2 dm = j{(x-h) 2 + y*}dm


=

j{(x2 + y 2 ) + h 2 - 2hx} dm

= j(x2 + y 2 dm + h 2 jdm 2h jx dm
)

=
as

jxdm =

0; this is

+ h2 M

because the mass-centre

so that in particular x

from

(ii)

of 7.81.

is

the origin

(0, 0, 0),

INTEGRATION AS SUMMATION

7.94]

291

Example
Bod of length 2a about a perpendicular axis through one end.
Here h = a and I G = \Ma* by 7.92, ex. (i). So
about an end

m.i.

which

is easily verified

The

by

= $Ma 2 + Ma* = |Ma a

direct integration.

result also holds for the m.i. of a rectangular lamina


by 7-92, ex. (ii).

about a side of

length 26,

The above theorem

applies to

any body, but the following

is

true

only for a lamina.

Theorem of perpendicular axes

7.94

for a lamina

// the m.i. of a lamina about two perpendicular axes Ox, Oy in its


plane are Ix Iy, then the m.i. about the axis Oz perpendicular to its plane
,

Proof.

With the notation

of

94,

fig.

Examples
(i)

By

Rectangular lamina of sides 2a, 2b; perpendicular axis through


7.92, ex.

sides are Jikfa 2 ,

(ii)

\M6 a
.'.

(ii)

its centre.

the m.i. about axes through the centre and parallel to the
.

m.i.

about perpendicular axis

Cuboid of sides 2a,

= $M{a* + 6 2

26, 2c; axis through the centre

).

and parallel

to sides 2c.

By

dividing into rectangular laminae perpendicular to the edges 2c


summing, we find by ex. (i) that m.i. = \M{a 2 + 6 a ).
(iii)

and

Circular disc of radius a ; axis along a diameter.

By symmetry

the m.i. about any two diameters are the same, say I. Since
the m.i. about a perpendicular axis through the centre is \Ma z (7.92, ex. (iii)),

hence
(This

I+I
is

the particular case

similarly

by

= lMa\

when 6 = a

i.e.

= \Ma\

in 7.92, ex. (vi),

and could be obtained

direct integration.)

*(iv) Ellipsoid x*ja*

+ 2/a /6 a + z*/c 2 =

about axis Ox.

Divide the solid into laminae by planes parallel to yOz. As in the example in
7.5, the section at distance a; is an ellipse of area nbc(lx z /a 2 ). Hence the mass
19-2

INTEGRATION AS SUMMATION

292

of a lamina of thickness 8x is approximately


ex. (vi) of 7.92 its m.i. about Ox is

=
m.i. of ellipsoid

about Ox

j
since

inpbc(b* + c*)

M = %nabcp by

|77p6c(6 2

[7.95

nbc(l x 2 /a 2 )8xp, and by

using

+ c 2 (l-~^8x.

is

(from the symmetry about plane yOz)

{\-^dx = %7rpbc(b

+ c*) x&a = iM(6 2 + c 2

),

example.

7.5,

7.95 Routh's rule

This summarises
to

many of the preceding results, and is

a useful aid

memory.
If Ox, Gy, Gz are perpendicular axes of symmetry^ which cut the body

at

X, Y, Z,

then

GY + GZ
2

m.i. about

where the denominator

Gx = mass x -

3 or 4 or 5

is

3 for a rod, rectangular lamina, or cuboid;

4 for a circular or

elliptic disc;

5 for a solid sphere or ellipsoid.

For a lamina, the intercept perpendicular to

its

plane

is

zero;

and

for a rod, both intercepts perpendicular to it are zero.

The reader should verify the

correctness of this rule in

all cases.

Exercise 7(f)

Assume in this exercise that each body has mass M, and is uniform unless otherwise
stated. The results of 7-92, exs. (i), (iii) may be quoted.
Find by
1

direct integration the m.i. of the following bodies about the axes stated.

Circular wire of radius a; perpendicular axis through the centre.

1 Rod of length 2a; axis meeting it at distance c from the centre and inclined
to the rod at angle d.
3

Lamina bounded by

concentric circles of radii a,

b;

perpendicular axis

through centre.
4 Solid right circular cylinder of radius a; axis of symmetry.
5 Isosceles triangle of height h; axis through the vertex and parallel to the
base.
f If a

body has an axis of symmetry,

this

must pass through the eentroid

O.

INTEGRATION AS SUMMATION
6 Solid right circular cone of base-radius
7 Segment of parabola y2

r;

293

axis of symmetry.

4ax cut off by line x

b;

(i)

about Ox;

(ii)

= b.

8 Solid formed

by revolving the segment

about

about Ox; about Ox.

in no. 7

9 Surface of a right circular cone of base -radius r axis of symmetry.


;

10 Spherical shell of radius a; about a diameter.

Use
11

the theorems of 7.93, 7.94 to write

down the m.i.

Circular wire of radius a; about

to its plane

(i)

of the following.

a diameter;

(ii)

an axis perpendicular

and through a point on the circumference.

12 Rectangular lamina of sides 2a, 2b; perpendicular axis through a corner.


13

Square of side 2a; about any

line

through the centre and in

its

plane.

14 Solid right circular cylinder of radius a; axis along a generator.


Solid anchor ring formed by rotating a circle of radius a about a line in
plane at distance 6 from the centre (6 > a); about axis of rotation.

15
its

16 Isosceles triangle of height h; axis through the centroid parallel to the base.

[Use no.

5.]

17 If IA

the m.i. of a body about an axis through A, show that the formula
will give correctly the m.i. about a parallel axis through B, at
distance h from the first, only if either (i) A is G, or (ii) GAB is a right-angle.
is

= Ia + MW

Calculate the m.i. of the following (nos. 18, 19),

18 Solid right circular cylinder of radius a and height h about (i) a diameter
of an end; (ii) an axis through the centre perpendicular to the axis of symmetry;
(iii) a tangent to an end.
;

19 Solid hemisphere of radius a; about

(i)

a diameter of the base;

(ii)

a tangent

parallel to the base.

*20 The density of a rod

from A. Calculate the

AB of length 2a varies as the square of the distance

m.i.

about a perpendicular axis through A.

*21 The density at any point of a circular lamina of radius a varies as its
distance from the centre. Find the m.i. about (i) a perpendicular axis through
the centre; (ii) a diameter; (iii) a tangent.

*22 Find the m.i. of the area enclosed by r 2 = a 2 cos 20 about a perpendicular
axis through the pole. [Divide into sectors, regarding each as a rod whose density
is proportional to the distance from the pole.]

Miscellaneous Exercise 7(g)


1 Prove that the parabola y 2 = x divides the circle x 2 +y 2
whose areas are in the ratio (3n + 2) (9tt 2).

2 into

two parts

2 Sketch the curve y 2 = a 2x/(2a~x), and prove that the area enclosed by
the curve and the line x = a is (n- 2) a 2 Also prove that the volume obtained
by rotating this area about Ox through two right angles is flra8 (log 41).
.

3 Sketch the curve x


a loop.

= a cos 2 1 sin

t,

= a cos t sin 2

/,

and

find the area of

INTEGRATION AS SUMMATION

294

= g(6) are closed curves surrounding the pole, and the second

4 If r =f(6), r

entirely within the

lies

between them

first,

is

prove that the area of the annular region enclosed


.o.

P is a variable point of the ellipse l/r = 1 e cos 6, and Q is on OP produced


PQ =

Show

that the area between the ellipse and the locus of


the minor semi-axis of the ellipse.

5 Sketch the curve r = ath0. Find the length s of the arc and the area
a(s r).
of the sector measured from 6 =
to 6 = a, and prove 2

such that

c.

nc(2b + c), where 6

is

is

6 The length of the tangent to a curve

if x

and y =

point where

i/r

when

c(log tan ifr + cos

rjr

\tt.

is

constant and equal to

i/r),

c sin

c;

prove

i/r

Also find s in terms of ijr, measuring it from the

\tt.

7 If the curve Bay 2

x{a x) 2

is

x=Zat 2

represented parametrically

= a(t-3ti

by

),

traced as t increases from oo to + oo. Prove that the


arc -length from the origin to the point of the loop at which the tangent makes
angle A with Oy is -(3 tan A + tan? A).

show how the curve

is

8 A, B are the points on y = cch (x/c) corresponding to x = a, x = 6 (a < b).


The area under the arc AB is rotated through 360 about Ox. If V is the volume
of the solid generated, and S is its surface area, prove V = ^cS, and find V.

9 The circle x z + y 2 = a 2 cuts Ox, Oy at P, Q. Find the centroid of the


quadrant OPQ. If the semicircle with OP for diameter is cut away, find the
centroid of the remaining area.
10 Find the centroid of the area enclosed

Prove that the centroid of the half of the

*11

x2

a2

b2

c2

_ +y

for

by one loop of r 2 = a 2 cos 26.

which x

12

is

semicircle

ellipsoid

z2

the point (fa, 0, 0).

ABO of radius a rotates about a line in its plane parallel to

and at distance b from the bounding diameter AC,


of

AC remote from the line.

so that the area is on the side


Find the surface area and volume generated.

13 Find the area of the sector bounded


= a sin2 6. Also find the volume obtained

line

by 6 = 0, 6 = \u, and the curve


by rotating this sector about the

\~n.

circle of radius a is divided into two segments by a line distant Aa from


14
the centre, and the major segment is rotated through angle 2n about this line.
Find the volume generated. [Use Ex. 7 (e), no. 17 (i).]

Sketch the curve y 2 = x 3 /(a x) (a > 0). Find the area between the curve
asymptote, and the volume obtained by rotating the area about this
asymptote. Hence obtain the coordinates of the centroid of the area.
15

and
16

its

A surface is generated by rotating y =

the volume bounded by

this

ax 2 + 2bx + c about Ox. Show that


= h is A 1 + 4A 2 + A s ), where

and the planes x

INTEGRATION AS SUMMATION

295

A A A9

are the areas of the cross-sections by the planes x = h, x = 0,


it
x,
x = +h respectively. Prove also that the ^coordinate of the centroid of this
volume is h(A a A 1 )/{A 1 + 4A 2 +A 3 ).

17 For the area enclosed by Ox and the curve y


0), find the centroid and the m.i. about Ox.

= aainz between

(0, 0)

and

(it,

Find the

m.i. about the axis stated of the following

(assumed uniform).

18 Equilateral triangle of side 2a; perpendicular axis through the centroid.


19 Solid right circular cone of height h, base-radius r; axis through the vertex
base.

and parallel to the

20 Rectangular lamina of sides 2a, 2b; about a diagonal. [Use Ex. 7 (/), no.

2.]

2 1 The density of a solid sphere of radius a varies as the square of the distance
from the centre. Find the m.i. about a diameter. [Method of 7.92, ex. (v).]

296

FURTHER GEOMETRICAL APPLICATIONS


OF THE CALCULUS
8.1

Relations involving arc-length

8.11 Sign conventions

In this chapter we give some applications of the calculus to the


geometry of plane curves, a subject known as plane differential
geometry. As the emphasis is now geometrical, we shall assume (without
further comment) the continuity and derivability up to any required
order of all functions which occur in the general discussion.
begin by extending the work already done about arc-length in

We

7.6. It is desirable

sign of sin 7.61

to introduce

more sign conventions (we defined the

(2)).

Q
Fig. 95

(a) The positive tangent. A line drawn from P along the tangent at
P in the direction of increasing s is the positive tangent at P.

Since the direction in which s increases


representations of the same curve

may

(7.61 (2)),

be different for two

the positive tangents at

P may be opposite for such, representations.


The angle made by the

positive tangent with the


measured in the sense from positive Ox to
positive Oy, is denoted by x]r. It is determined to within an integral
multiple of 2n, and is usually chosen so that it varies continuously
(b)

The angle

ijr.

positive direction of Ox,

along the curve.

Reversal of the sense of the positive tangent


replacing

i/r

by n + fr. For

either sense,

dyjdx equal to tan \jr, since tan

(tt

we

still

tan ijr.

is

equivalent to

have the gradient

GEOMETRICAL APPLICATIONS

8.12]

297

8.12 Differential relations (cartesian coordinates)

From formula

(i)'

of 7.64

we have
(i)

dx

\dx

so that

and hence

ds2

on converting to
(ii)',

(hi)'

7.61

dsjdx

This result also embodies formulae

differentials.

tan ijr,
ds

By

(ii)

of 7.64.

Since dyjdx

(a)

dx2 + dy2

(2), s

0;

is

and

(i)

also

{1

shows that

+ tan 2 rj/fi = + sec

i}r.

measured to increase with


(b)

the positive tangent

x.

It follows that

in the direction of x

is

a positive or negative acute angle, and sec ijr ^ 0.


positive sign must be chosen: dsjdx = sec \jr. We now have

increasing, so that tfr is

Hence the

dx'.dy.ds

cos i|> sin

If the direction of the positive tangent

use of a different representation x


sin ijf

(hi)

reversed

is

and ds all change sign, but equations

(hi)

owing to
then cos^r,

(e.g.

g(y) of the curve),

are unaltered.

They are

therefore valid for all representations of the curve.

Infig.36of 3.11, Pi?


ds*

= dximdBT =

= PR 2 + RT* =

dy,soby(ii)
ds

PT*,

dy

/?\
i.e.

PT =

ds.

Although 8x

xlr

dx, in general 8y

H=

dy

and 8s #= ds; 8s is the arc PQ.


Theorem. WhenP-+ Q, {chord PQ) ({arc PQ) ->

F r

chordPQ _
arcPQ "

{(8x) 2

8s
2

when

8s -> 0,

i.e.

when P

(l)T

Q along the curve.

dx

+ (8y)*}i

=(

Fig. 96

GEOMETRICAL APPLICATIONS

298

[8.13

Remarks

The result can be expressed

(a)

when

(8x) 2

Ss is small,

Compare the exact relation

as follows:

(ii),

+ (8y) 2

== (8s) 2 .

from which this approximation arises.

When the curve is a circle of radius a, let arc PQ subtend angle


the centre. Then &tcPQ = 2a6, chord PQ = 2a sin 6, and the

(/?)

26 at

theorem &
gives

a
sin0
.

hm 5- =
Compare
about

2.12,

where

this result

1.

was obtained from assumptions

'area'.

8.13 Intrinsic equation

A relation between s
to a variable point P)
at

and a

(measured from a fixed point

and

fixed line)

is

of the curve

(the angle between the positive tangent

i/r

called the intrinsic equation of the curve.

Arbitrary constants can be added to s and

i/r,

since the fixed point

and

line are arbitrary.

Examples
(i)

Find the intrinsic equation


,

tan yr

of the cycloid

= ^d + rnr; and n =
Hence
By the example in 7.62, we have
8

(ii)

The

a( 1

cos 6).

(see 1.61, fig. 23).

4a sin ijr.

intrinsic equation arises

naturally, as in ex.

(ii).

catenary.

by a uniform

a[0 + sin 6), y

r/r

ifr

Sometimes the

smd
n
= tan id.
+ cos o
= when 6 =
since

dx
dy

The curve assumed

thin flexible chain hanging

from fixed ends is called a catenary.


A be the point at which the tangent
is horizontal, and P be any point (s,^r)
where s is measured from A and ijr from the
horizontal. Let T, T denote the tensions
at P, A, and suppose w is the weight per
freely

Let

Fig. 97
unit length of the chain (w is constant
because the chain is 'uniform').
of the chain is in equilibrium under the three forces T,
The part
and weight ws. Resolving vertically and horizontally,

AP

T sin

^5r

ws,

T co&ijr = T

GEOMETRICAL APPLICATIONS

8.13]

By

tan^ = ws/T

division,

i.e.

where

to find

parametric equations.

We illustrate with the catenary s = c tan


Since dy/ds

sin

i]r.

^ by 8.12, equations (iii),


dy

=
77
dyr

dy ds

77 = sm w.csee

yr.

ds dyr

J*c sec yr tan yrdyr =

2/

+ constant.

c sec yr

= c when yr =

Suppose axes chosen so that y

then y

0;

csec yr.

= cos yr,

Also, since dxjds

dx
-rr
dyr

dx ds
-7-

tt

2
Gosyr
r .csec \If
T

ds dyr

= jc sec yrdyr =
if axes

tan ijr,

= TJw.

Given the intrinsic equation,

(iii)

299

c sec yr.
r

c log (sec yr

+ tan yr)

= when yr = Q.
we may obtain a; as follows, working with s instead

are chosen so that x

Alternatively,

= COS^r =
dx

<fc

V(*

V(l+tan 2 ^)
2

+ ca

"

-1 (tan

c sh

c log (tan yr

on using the logarithmic expression


the constant is found to be zero.

c sh

-1

of yr:

V(*

I-

+c 2 )'

constant

^) + constant

+ sec ^) + constant

for sh" 1 u in 4.45 (1). If x

when ^ =

0,

Remarks
z

c 2 sec 2

^=

(a)

(A)

^ = tanv^ =

Integrating

c2

+ c2 tan2 ^ =

^V(2/

c2

-c 2 ), by

+s 2

(a).

by separation of the variables, we find

ch-^ = * + 4.
c

If axes are chosen (as before) so that

= c when x =

0,

then

4=

and

= cch-,
c

which

is the cartesian equation of the catenary. It could also be obtained


elimination of yr from the parametric equations above.

by

GEOMETRICAL APPLICATIONS

300

[8.14

Exercise 8(a)
1

Find the

intrinsic equation of the

curve

a(2 cos 6 + cos 2d),

a(2 sin 6 + sin 2d).

1 Obtain parametric equations of the cycloid s


at

f=
3

0, s

4a sin tjr, taking the origin

0.

Show that

the cartesian equation of 8

= log tan

can be written

log sin y.

4 Find the cartesian equation of y

logchs by

first

proving sin^

ths

and tan^ = ahs.


5 Prove that the curve * = cifr is a circle of radius c.
6 Find parametric equations for the curve * = aifr z
1

8.14 Differential relations (polar coordinates)

From x =
dx

rcosd, y

rsin#

we have

cos Odr r sin Odd,

and hence from formula

(ii)

of 8.12

ds2

siriddr + r cos 6dd,

we deduce

= dr2 +r2 d&.

Equivalently, this follows from


(vi)'

dy

(v)'

(iv)

of 7.64,

and embodies

(iv)'

and

there also.

We now

introduce an angle

similar to that of
Definition.

<f>

<f>

whose

role in polar coordinates is

^ in cartesians.

is

the angle from the radius vector to the positive

tangent at P.
Fig. 98 is the simple 'standard ' case;

fig.

100 illustrates a case when

r is negative.

We may choose

<p

to be in the range

<$>

<

2n. In all cases we have

e+0 = 4
to within an integral multiple of 2n.
cos (j>

cos

cos

{ft

Hence

6)

cos 6 + sin \jr sin d

te*
as r

+ as
fy_r

_ xdx + ydy
rds

by8 .i2,(iii)

.
'

GEOMETRICAL APPLICATIONS

8.14]

Since r

+y

2
,

therefore rdr

301

xdx + ydy, and so


dr

= .

cos 6

ds
Similarly,

sin <f)

sin

(ip~

6) =

sin

\jr

cos

cos

dy x

dxy _ xdy ydx

ds r

ds r

rds

i/r

sin 6

'

Fig. 100

and from y\x = tan0 we have {xdy-ydx)\x %

sec 2 0dd

(r

2
lx )dd,

so
sin

dd

<p

ds
is measured to increase with 6, this last
and r have the same sign:
^ n when r >

(Since s
sin

<j>

when r <

<j>

0; cf. fig. 100.)

By division we find

cot0

The

shows that
and n ^
^ 2n

result
0,

results

dd

can be summarised as
cos <f> sin 0:1
:

= dr.rdQ: ds,

(v)

GEOMETRICAL APPLICATIONS

302

[8.14

and may be remembered by thinking of the triangle P'Q'R' suggested


by the approximately triangular part PQR of the main figure, in
which PR is an arc of a circle of centre and radius r.

Fig. 101

Examples
Find the curve for which

(i)

Let k

cot a; then k

<f>

is constant and

(l/r) (drjdd),

8
If r

a when 8

0,

then

equal to a (an equiangular spiral).


and by separation of the variables,

^logr + c.
k

= (l/fc)loga, and 8 =
= ae k& = ae &eota

Find

(ii)

the

(1/k) log (r/a),

i.e.

family of curves which cuts the family r

ad

(spirals of Archi-

medes) at constant angle a.

form the differential equation of the family by eliminating a.


6, and hence tan^S = 6.

First

If <J>'

the corresponding angle for the required family, then

is

so(ifa*7T)
tan <p

= tan0tana =

where k

variables
r

c is

+ tan <p tana

<j>

a, and

kd

we find

c(d

+ k) kt + l e-M,

an arbitrary constant.
then on the orthogonal curve we have

\tt,

cot 0'

= tan
Idr

from which
(iii)

= tan a. Hence the differential equation of the required family is


d6 _ 6 + k
T
dr~ l-kd'

and by separation of the

If a

get

6+k

where

We

rdd/dr

rd0
r2 =

= 6,

<j)

= -6

'

c e~6 *.

Orthogonal trajectories in polar coordinates.

Suppose the differential equation of the given family is f(r,d,drjdd) = 0.


This determines drjdd for the member(s) of the family through the point (r, 8),
say dr/dd = g(r,8). Then cot0 = (l/r)g(r,8).

GEOMETRICAL APPLICATIONS

8.14]

For the orthogonal curve(s) through

= tan

cot <j>'

(r, 6),

(j>

\tt,

303

so that

=
g{r,ey

Hence on the orthogonal

curve(s)
1

we have

dr

rdd~~g(r,e)'

and therefore
This

is

f{r, 6,

r2

j^j =

0.

the differential equation of the orthogonal family,

(iv) Reflector

property of the

SP+S'P =

ellipse.

P is any point on the ellipse, it is known (17.22) that

IfS, S' are the foci and

2a,

where 2a isthemajor axis. Writing&P = r,


r' (i.e. using two systems of polar
coordinates with poles S, S' respectively),

S'P =

the relation

is

r + r'

Deriving

wo

2a.

s,

dr

dr'

ds

da

cos $ + cos 0'

.*.

= cos

cos

i.e.

Fig. 102

0,

<j>'

cos (n 0')

and so

7r 0'.

Hence the angles between the focal radii and the tangent at P are equal; i.e. the
and normal at P are the angle-bisectors of SPS'. Cf. Ex. 17 (6), no. 14.

tangent

Exercise 8(6)
1

Find

for the curve

rn

= a" cos nd.

2 Prove that the tangent to the cardioid


with Ox.
3

a(l

cos 6) makes

angle |0

Prove that the curves


r

= acosd,

= a(l cos#)

intersect at the point ($a,\n).

and

find their

angle of intersection.

4 Find the curves

for

which

<j>

= nd.

perpendicular to OP meets
the tangent and normal at U, H, then U, OH,PU,
are called the polar subtangent, subnormal,
tangent, normal respectively. If r' denotes drjdd,
prove

If the line through

PH
5

OH = r'.

PU = r<J(r

6
2

+ r'*)/r'.

OU = r*/r'.

PH = V(r + r'
2

2
).

GEOMETRICAL APPLICATIONS

304
Find
9

Find

the curves for

OH =

which
10

OU = a.

11

OH = OU.

the orthogonal trajectories of the following families,

13 r

a(l

+ cos0).

14 r 2

16 r

a(l

+ 2cos#).

17 #2 + 2/ 2

18 x 2 + y 2

[8.2

ax.

= a 2 cos20.
=

a(:

15

y)

[first

12

a being
r3

PH = a.
the 'parameter.

a 3 cos 30.

convert to polars].

+ y 2 + a{x 2 - y 2 = 0.
for which rr' = k 2 and 6 =

a(a; 2

19

8' are called inverse


*20 Loci/(r, 0) = 0,/(r', 0') =
Prove that these curves cut the radius vector at supplementary angles.
[Derive rr' = k 2 logarithmically wo 0.]

curves.

8.2

{p t

r)

equation

8.21 Definition

We now introduce another type of equation for a plane curve which


be found useful in subsequent work on curvature, and which has
dynamical applications in problems on central orbits.
We define p to be the length of the perpendicular from O to the tangent at P. Then
will

p=
Since r sin $

r sin <f>.

r 2 dO/ds

increase with 6,

it

ordinates are used,

and

is

measured to

s is

follows that

when

polar co-

never negative.

The relation between the p and r corresponding to a general point

of the curve

is

Fig. 104

called

the (p, r) equation or pedal equation of the

cm

8.22 Qj, r) equation from polar equation

Write u

\jr;

then

du

__

dr

dd~~7*dd~
Since

p=

r sin

(J),

1 _
p*~

cosec 2 <ft
r

_ 1 + cot 2 ^ _ 1 + 1 (dry\
~
~r 2 [ r 2 \dd) /'
r2
f

(duy

The (p, r) equation is therefore obtained by ehminating 6 from


and the polar equation of the curve.

W
....

(i)


GEOMETRICAL APPLICATIONS

8.23]

305

Examples
(i) Equiangular spiral. Since (j>
equation is p = rsina.

(ii)

Lemniscate r 2

Derive

wo

= a by definition (see 8.14, ex.

(i)),

the (p, r)

= a 2 cos 26.
2r

0:

/dry _
~

= 2a
^
ad

sin 26.

a4 -r4

a 4 (l-cos 2 20)

a* sin 2 26

\dd)

Hence by equation

(i),

ai - ri

I
p'
so that r 6
(iii)

=
=

\\

(
\

?"

^
r6

'

r3 = a 2p.

a*p 2 andf

Cardioid r

Since r

r2

2
7*

a(l

-f

cos0).

by deriving logarithmically wo 6 we have

2a cos 2

*"

r^ = - tan ^'
= tan -|0 = cot (0 + \tt),
= 0 + 7T.
= rcos|0, therefore p 2 = r 2 cos 2 0 = r3 /2a, andj
cot

and

As# =
(iv)

rsin$6

Rectangular hyperbola x 2 y 2

= a2
= a2

Hence by equation

r3 .

i.e.

a 2u%

cos 26. Derive

wo0:

du

= sin 26.

d6

(ii),

/sin20\
= u +l\
a u
1

>

,
2

= u2 +
.*.

p2 =

8.23 Polar equation

l-a w

a*u 2

sin 2 26

a*u 2

a*u 2

a4 /r 2

andf

pr = a2

(p, r) equation

From p = rsin^ and cot0 =


form drjdd

= w 2o +

a*w 2

from

relation of the

First transform to polars: r 2 cos 20

a2u

2op 2

(\\r)drjdd, elimination of

= f(r)

(j) gives a
which, on integrating, leads to the

required polar equation.


Alternatively, equation
r

from the given


f
%

20

(p, r)

(i)

of 8.22, where

equation,

is

is

a known function of

the relation drjdd =f(r).

since r may be negative, but p is always positive.


+ since r ^ from the equation of the curve.

GPM I

GEOMETRICAL APPLICATIONS

306

[8.23

Example
Find

the polar equation of

= r2

2ap

Since

sm

r2

2 =
=p

<p

4a 2

cosec 2 d>

4a

and

and

the polar equation

found from

1.

do

= 2asin(0 + c).

The constant c arises because the choice of


(p, r) equation makes no reference to 6.

When

4a

cot 6

Therefore from

cot 2 d>

is

initial line is arbitrary

the

known, the cartesian equation can be

it.

Exercise 8(c)

Find

the (p,r) equation of

rd

4 xy

is

2 r n sinn0

a.

2a (O being the pole).

an
5

x /a

+y

\b

Ztt=l + ecos0.

(O being the pole).

8
6 Prove that the tangent at the point t to the curve x = acos 8 <, y = asin
x sin t + y cos t = a sin t cos t. Hence find the {p, r) equation wo O as pole.

Find
7

the polar equation of

p2 =

ar.

2ap 2

9 r2

r3 .

op.

to prove that dp =
Use p = r sin and sin <fidr = r cos
Deduce that dp/di/r = rcos<j>.
Definition. The relation between p and rjr for a curve is
* 10

r cos

56 (<20

+ d<fi).

called its (p,

ijf)

equation or tangential polar equation.


*11

Prove p 2 + (dp/di/r) 2

r2 ,

and deduce that p + d 2pjdf 2 =

r dr/dp.

*12 If p =f(ft), prove


a;

cos tjrf'dr)

+ sin ff(fjf)

and

sin ftf'tfr)

- cos ^/(^).

[Use no. 9 and x rcos# = rcoa(ifr $) = ....] (The results are parametric
equations of a curve whose (p, tjr) equation is given. Elimination of ijr gives the
cartesian equation.)

GEOMETRICAL APPLICATIONS

8.3]

307

Curvature

8.3

8.31 Definitions

The concept of curvature


of bending of a curve,

i.e.

arises

from the need to measure the rate

the rate at which the tangent turns as the

point of contact varies along the curve.


(a)
fig.

The mean

105) {fQ

curvature of the arc

PQ

is

Fig. 105

(6)

(with the notation of

-jrP )l{s Q -8P ).

The curvature

Fig. 106

at

P is
lim *Q~*P
Q-KP S Q SP

With the notation of fig.

106, the curvature at


Stir

P is

d\Ir

hm ~^ = -f.
as

Sfs -+Q os

Writing k for the curvature,

we have
'

ds

Remarks
k does not depend on the point A from which s is measured, nor
line Ox from which
is measured; but its sign depends on the
sense in which s is measured.
at points where \Jr is stationary. These
(ft) We shall have k =
(a)

on the

usually correspond to points of inflexion of the curve (3.71).


= constant for a straight line, we have the natural
(y) Since
result k =
(that the line does not bend anywhere).
20-3

GEOMETRICAL APPLICATIONS

308

For a circle of radius B,

(8)

Let arc PQ, of length


is

also the angle

^ - -B

8s,

between the tangents at

and

This

is

and equal to

at the centre.

1 jB.

Then

8i]r

P and Q, and 8s = B8i/r.

^.q8s

also a natural result: since the

symmetrical,

same

at the

ss

8ifr

^ - -B

- Hm

8s

circle is

the curvature is constant

subtend angle

[8.32

it

bends everywhere

rate.

Because the curvature of a circle is conwe may compare other curves with

stant,

the

circle

of their rate of

respect

in

Fig. 107

bending.

p at the point P of a curve is the radius


of the circle which has the same curvature as the curve has at P.
By Remark (8) above it follows that
(c)

The radius

of curvature

radius of curvature at

P = reciprocal of the curvature at P,


ds

P
r

i.e.

= ~ = jTdyr
k

Bemarks
(e)

()

circle

may be positive or negative: it has the same sign as k.


When = at P, there is no radius of curvature at P since no
p

a:

can have zero curvature. But as a

small curvature,

we may

circle of large radius

has a

conveniently think of points where k

as giving an 'infinite radius of curvature'.

8.32

Formulae for x or

The

definition

di/rjds

can be applied directly only when the


known. We now seek other more

intrinsic equation of the curve is

convenient formulae.
(1)

Curve y =f(x).

From

and

l =tan ^
K

"1

^ = tan

(l)'

f
fJf = -[^m\*co
dx
S

ds

dx ds

d 2y
dx*

\dx) J

8.32]

the positive

GEOMETRICAL APPLICATIONS
sign being chosen since cos ft = dxjds ^

measured to increase with

x.

309
because s

is

Thus
dx 2

=
+

1
[

{dx
i

Remarks
k has the same sign as d 2yjdx2 it is positive if the curve is concave upwards (6.71 (2)) at P, negative if concave down.
(^) At a point of inflexion k vanishes and changes sign; for d2yjdx2
has this property (see 3.71).
(a)

(y)

At a point where

ft

0, i.e.

dyjdx

we have k = d 2yjdx 2
a particular point P we

0,

When discussing the curvature of a curve at


may always choose axes with P as origin, Px along the tangent at P,
and Py along the normal. With this choice, the curvature at P is/"(0).
(2)

Curve x

g(y).

We find similarly that

d 2x

dy 2

i+
,

where the minus sign


(3)

Curve x

x{t),

_
(4)

is

correct if s

(dx\ 2

yj

is

chosen to increase with

y(t).

xy xy

Curve r=f{6).

Since
ft

= d+

and

<j>

f^
tan0 = ?/,
/

dft
=
- =

dO

ds

ds

d<

ds

ds\

ddj

do

y.

GEOMETRICAL APPLICATIONS

310

Now

/dry
tan

dd

jdr\\

/dry

d 2r

drV

+ r2

\dd)

(dr\ 2 \l

ds

Also

d*r

\d6]

[8.32

Id

(dry

d*r-i

Hmi

"

+r

&)

See also Ex. 8 (d), no. 14, and Ex. 8 (g), no. 20.

Owing to the complexity of this formula and the


one

now

to be obtained for (p,r) equations,

it is

simplicity of the

best to start

by

transforming the given polar equation into {p,r) coordinates (8.22).

We may finally have to ehminate p from the expression for k.


(5)

(p,r) equation.

_df_d6
~~

sin

also

A
<p

ds

ds

dd

A
cos0

^j>
1

.'.

64

ds

dr
ds'

= -&m.6 +
.

~
cos
dr
dd>

1 d
-as
= - -r (rsino)
,

r dr

__ldp
'

r dr

Examples
(i)

Find p

at the vertex of the cycloid a

4a cos w.

dyr

At the

vertex,

rjr

0,

and hence p

4a sin ft.

4a.

d)

GEOMETRICAL APPLICATIONS

8.32]

Find pat

(ii)

12

y
*

At

(3,4),

t/'

=
x

dx
.

= -f and

Pino" /> at the point

(iii)

xy

the point (3, 4) of the curve

I2

so

= asm o,
,

/>

y
y

24

= (l+W/f =

= a cos <j>,y =

of the ellipse

12.

^
and

x%

=f

y"

311

b sin

W
<j>.

dy

= 6 cos.
dq>

d%x

da;

% d x*
2

d 2y

d *V

/daA

/dw\ 2

d0 d^ 2
and

= ^ { a sin 2 + 6 2 cos 2 0}*.

This result can be written p = OD 2 /p, where p is the length of the perpenfrom the centre to the tangent at P, and OD is a semi-diameter conjugate to OP: see 17.64, ex. (i).
dicular

Find pfor

(iv)

First

the cardioid r

we find the

a(

1+ cos 6).

(p,r) equation as in 8.22, ex.

2op 2

From

4op

this,

p=

r = r lap = 4a
dr

dp

*(v)

3r a

dr

dp

lr s

since

*<J{2ar)
/

2a cos 2 0,

< 7t).

radii o/ curvature of x* + y 3 = x{x -y) at (a) (1,0); (6) (0, 0).


can find dyjdx, and then d2y/dx 2 by deriving the given equation

Pind tfie

We

wo a; as in

02.02/
2
Zx
+ Zy 2y

3.41:
:.

At

viz.

r8 .

Yr*jTa

= V(2a.2a cos 2 0)
= fa cos 0 (-7r <
(a)

(iii),

(1, 0), this

Deriving (a)

shows

wo

y'

{3y 2 + x) y'

,
o
2x
y xy

=
=

2x - y - 3s2 .

(a)

= - 1.

x:

= 2-y'-6x,
then y" = 2.

(By 2 + x)y" + Qyy'2 + y /

and hence when x


Therefore at

(6)

1 , 0),

Equation

sides vanish.

(a)

1,

and

y'

1,

p = Ji+il!

= _ ^2.

does not determine y'

when x =

and y =

because both

We may avoid this difficulty by making successive approximations

to the equation of the curve near the origin as follows.

GEOMETRICAL APPLICATIONS

312

[8.32

If x and y are small, then the terms x , y are small compared with x(x y),
the
so that the given equation is approximately x{x y) = 0. Hence near
curve has two branches approximating to x = 0, x y = 0.
Th# given equation can be written x = (x 3 + y3 )/(x y),so that on the branch
3

for which x =
we have x = (y s )/(y) = y z which gives a
mation to this branch. To get a still better one, consider
,

x + y*

x3 +xy 2
+ y2 =

x 3 + y3

x-y

x-y

(again from the given equation); since

^ 2^
x+
y

closer approxi-

x = y

-y

2
,

this gives

~zTy~

= ys

Thus x = g/ 2 + y 3

is a third approximation to this branch.


Also, the equation can be written x y = (x 3 + y 3 )/x, so
which y = x we have x y = (2x 3 )jx 2x 2 Hence
y x 2x 2 is an approximation to this branch.

on the branch

for

On the first branch we have at O


dx

Ty =

n
'

d 2x
dy-*

n
= ~2

SO

>

that

{1

}*

=2-=*-

At O on the second branch, dy/dx =


= -4; hence

and

d 2y/dx 2

yy

V
Fig. 108

Exercise 8(d)
1 Find the radius of curvature of the catenary s = ctan ft at the vertex.
sla
2 Find the radius of curvature of the tractrix e~ = cos ft in terms of ft.
3 If p 2 = c 2 s 2 find the intrinsic equation of the curve.
,

4 Find the curvature of the catenary y


5

6
7

and
*8

cch (a/c).

Find the radius of curvature of the cycloida; = a(d + aind),y = a(l-cos0).


Find piov x = at 2 y = a3
A curve which touches Ox at O has yO = c sec ^. Find parametric equations
prove that the cartesian equation is y = clog sec (xfc).
Prove that
.

<fe

dK
*9 Prove that
10 If p 2

ar, find

-r-

ds
/?

\ds 2 }

ds 2 /ds

/(fe

dx d y
~
-rr
ds ds 3

-j-

\ds*J

dyd3x
ds ds3

in terms of r.
a.

Find p in terms of r for the equiangular spiral r = a eflcot


2
2
12 Find p in terms of r for the lemniscate r = a cos 26.
13 If s is measured from the point 6 = of the cardioid r = a( 1 + cos 0), prove
11

that 9p 2 + s 2

16a 2 for

<

<

n.

GEOMETRICAL APPLICATIONS

8.4]

*14 Denoting dufdd by


wo 6 to prove

u',

derive each of the equations x

313
rcosd, y

= mind

twice

ijf

sin

ijf

(b)
(c)
(<Z)

By

= r sin 6 + r' cos 6,


z=.r cos
+ r'sin 0,
= r cos 2r' sin + r" cos 0,
cos ^ ks'* sin
2
s* sin
+ ks' cos = rsvad + 2r'coad + r"aind.

(a) s' cos


s'

rjr

ijr

xjr

subtracting the product of

Prove

Ks

,s

and

(a)

r2

and deduce the formula for k given

(c)

^+

from the product of


2r

(6)

and

(d),

2>

in 8.32 (4).

Find the radius of curvature of


*15 2x* + y*

Find

-x 2

*16

at (-,1).

2/(x 2

+ 2/2 ) =

a;

-?/3 at

(0, 0).

the radii of curvature at the origin for the branches of

*17 2x 3 + y z

-x 2

*18 x{y - 2x)

= y3

*19 If p =f(f), prove p = p + d 2pldi/r 2 [Use Ex. 8 (c), no.


20 What are the curves which satisfy
.

21 Find the radius of curvature of r

11.]

= a cos 0.

*22 Find the cartesian equation of the curves for which k times the radius of
curvature is equal to the cube of the normal (see 5.71).

8.4

Circle

and centre of curvature

8.41 Osculating circle

Suppose a curve y

= f(x) and

a point

P on it are given,

and

also

family of curves y = g(x, a 1} a 2 ...) depending on a number of parameters. If the parameters are chosen so that the corresponding
,

member
6.72)

of the family has the highest possible order of contact (see

with y

= f(x) at P, then the two curves are said to osculate there.

(1) Osculating line. If y = g(x) = ax + b, then the two constants a, b


can be chosen to satisfy the two conditions for first-order contact with

= f(x)

at x

xQ

viz.

f(x

These give b

= f(x x
)

ax +b,

f'(x

a.

f'(xQ ), so that the osculating line

is

y-fM =/'W
i.e.

the tangent toy = f(x)

at x

=x

This line will not in general have contact of order higher than the
first;

but

if f"{x

0,

then the order is at least two.

GEOMETRICAL APPLICATIONS
[8.41
Osculating circle. The three constants
R in the equation

314

cc, /?,

(2)

= Rz

(x-<x)* + (y-/3)*

can in general be chosen to satisfy the three conditions for secondorder contact with y =f{x) at x
/(*o)

where

y',

y" are given

/'M =

2/o>

viz.

f"M = Vo>

2/o>

by

0,

+ (2/-/?)2/" =

0.

(x-*) + {y-P)y'
l

Hence (dropping the

2/'

in x for convenience)

suffix

(x-*Y + {f{x)-py =

If /"(#)

R*,

0,

+ {/'W+r(^){/(^)-A} =

0.

(x-cc)+f(x){f(x)-/3}

we require

these give in turn, starting from the last:

4=

1+/' 2

r
X OL

which are

sufficient to

determine a,

/?,

'

R 2 uniquely.

We observe that R is numerically equal to the radius of curvature


p

at P(x,y).

The

of curvature at P,

circle just

and

its

determined

centre

is

C(<x, /?) is

Thus the centre of curvature at P(x, y)

therefore called the circle

the centre of curvature at P.

is

Since the circle touches the curve at P, therefore C


is also easily verified from equations

normal at P. (This

lies
(i).)

on

we should expect the circle of closest contact to 'bulge'


same way as the curve does at P, as in fig. 109 rather than 110;
tively

that

lies

on the 'inward normal' at P. This

is

the

Intui-

the
i.e.

so since in deter-

GEOMETRICAL APPLICATIONS

8.41]

mining the

As

we

circle

concavities at

chose y"

= /"

315

at P, so that the senses of the

P are the same (6.71 (2)).

= (l+/ /2 )t//",henceby(i)

Since/'

tan ^ and ijr is acute (positive or negative), by 8.12, we have

a =

x psmtfr,

fi

y+pco8i/r.

Fig. 110

Fig. 109

If f{x)

(ii)

(which

so in particular at a point of inflexion), the

is

R cannot be satisfied:

there is no osculating circle.


However, the tangent then has at least second-order contact by (1),
and we may conveniently say that 'the "circle" of curvature at P
is the tangent '. There is no centre of curvature.

equations for a,

Fig.

In general

HI

Fig. 112

the circle of curvature will cross the curve at

in the

theorem of

vature

is

The

6.72.

P;

m=2

illustrated in figs. Ill, 112.

Formulae

(ii)

are

still

valid in

fig.

112, since

is

negative there.

Fig. Ill, the simplest case, can be taken as the standard,

write

for

relation of the curve to a circle of cur-

down

the expressions for a,


f

An

easier

/?

method

quickly (see
is

fig.

given in 8.53.

and used to

113).f

GEOMETRICAL APPLICATIONS

316

[8.42

8.42 Newton's formula for p


(1) We should expect from intuitive considerations that the circle
having closest contact with a given curve y = f(x) at a point P could
be obtained by considering a circle touching the curve at P and
passing through a neighbouring point Q, and then taking the limit by

tend to P along the curve. Assuming this for the moment,


be the diameter through P of the circle PQ, and draw QN
perpendicular to PE; then PN NR = QN 2 In the limit, the diameter
PR tends to the diameter 2 \p\ of the osculating circle at P; so
letting
let

PR

|p|

= %]imPR =

$]im (NR + PN)

Q-+P

since

PN -> 0.

X-CL

Fig. 114

Fig. 113

As we are

discussing the given curve at the particular point P,

we

may first choose P to be the origin, taking Py along the inward normal
at P and Px along the tangent. Our result then becomes

Newton's formula, and gives the value of \p\ at the origin.


Analytically, the result can be obtained from Maclaurin's theorem:

This

is

= f(x) = /(0) + xf'(0) + i*2/"(0) + W'iOx).

Choosing axes as before,


(see 8.32,

Remark

(y)).

we have /(0) =

Hence

0, /'(0)

0,

and k =/"(0)

GEOMETRICAL APPLICATIONS

8.42]

and

317

lim
x->0

=
if xf"'(dx)

when x ->

->

lim

happens

0; this certainly

iff"'(x) is

bounded

for all x sufficiently small.

Examples
(i)

Find

\p\

at the origin for the parabola

We have

xz

= lim - =

lim

at the pole for r = a sin 20.


= rcos0 = a sin 20 cob 6, therefore on
initial line Ox at O (see Ex. 1 (e), no. 13) we have
(ii)

J'md

2a.

y-+Q 2y

x^O

Since

4ay.

|/)|

a;

Ipl

=
=

->

when x

COS
- = lim a sin 20 cos
= lim 2rsmd
2sin0
/"

1/

lim
x -y

the branches touching the

(/

-> 0.

Hence

2y

_+ o

lim (a cos 0)

6 -+o

a.

0--O

The symmetry of the curve shows that


Oy at O.

\p\

has this value for the branches

touching
(iii)

Find

\p\

at the point (a, 0) of the ellipse


1

x6

+
a~i

y6

b*

Change the origin to A(a, 0) by writing a;


instead of x (see 15.73 (2)). The equation becomes

9
/

i*

1.

r-^ + fr

Fig. 115

referred to axes Ax, Ay'. The tangent at the new origin is not Ax but Ay';
hence we must interchange x and y before applying Newton's formula. We obtain

\p\

lim

= lim {b>- l
b

x-aA = lim

K-\ = *

(2) To justify the assumption made at the beginning of this section, let Z
be the centre of the circle PQR. Assuming the continuity and derivability of
f(x), the distance r from Z to points of the arc PQ is also continuous and derivable, and is such that ZP = ZQ. Hence by Rolle's theorem there must be a
point Px of the arc between P and Q such that ZPX is a stationary value of r.
Taking Z as pole, we now show that when the radius vector of a curve is
stationary, it is normal to the curve. For drjdO =
gives cot
= 0, i.e. = $n.
Hence ZPX is normal to the arc at Pv and so Z is the meet of normals at P

and

Px

GEOMETRICAL APPLICATIONS

318

[8.5

We show finally that the intersection Z of normals at neighbouring points


P, P-l tends to the centre of curvature C atP when P x -> P along the curve. Choose
axes as before; G is then the point (0,/>), i.e. (0, l//"(0)). The equation of the
normal at Pa (,/())

+ {x _ g) = 0>
This cuts x = 0, the normal at P, where y =/() + //'(), and this is therefore
the ordinate of Z. When Px -> P, - and/() -+f(0) = 0, while
g-o
1
i
is

the ordinate of G. Hence

Our

m{y _

Z - G.

assumption is now justified since, when Q ->P along the curve,


(which lies between Q and P) also tends to P.

original

the point

Exercise 8(e)
1

Find the centre of curvature at

(3, 4) for

the curve xy

12.

2 Find the centre of curvature at the point (acos^, 6sin0) of the

x2

v%

a2

62

+ =

1.

3 Prove that the centre of curvature (a, fi)

a xy

xyxy

4 Show that the coordinates

(a,

be written

ft)

ellipse

is

given parametrically

by

y+x
xy xy

of the centre of curvature at

(x, y)

can

dx

Use this result to prove that the centre of curvature at the point 6 of the cycloid
x = a(8 sin 8), ?/ = a(l cos0) is a = a(0 + sin0), ft = a(l cos0). [First
show that rjr = \n
5 Find \p\ at the origin for x* + 3t/a = 2y.
6 Find \p\ at the origin for x i /a2 + (y b) 2/b i = 1. Interpret the result in
terms of the

7 Find
*8 Find

= 1.
= a sin 3d.
at the origin for y 2x 2 3xy + 4y 2

ellipse

\p\
\p\

x 2 /a 2 + y 2 /b 2

at the pole for r

Envelope of a family of curves

8.5

In this section the technique of partial derivation

is

required as

far as 9.42.

8.51 Definition
(1)

and determination of the envelope

Consider the curve


f(x,y,a)

depending on a parameter
(cf.

5.72).

a.

As a

varies,

Ca
we obtain a family of curves

GEOMETRICAL APPLICATIONS

8.51]
If,

for

each

Ca

curve

a, the

319

touches a definite curve S, then

is

called the envelope of the family.

Ca

Let

touch

x
<f

Pa

The

coordinates of

Pa

are certain functions

x(oc),

y{cc).

has parametric equations

x
it

at

not determined) of ct, say

(at present

Then

touches

Oa

x{t),

y{t);

at the point where

a.

Flg 116

Assuming that the family possesses an envelope,

we now
(2)

find equations to determine

The coordinates

(x, y)

f(x, y,

Proof.

<x)

it.

of any point on

and

For each a, the point

$ satisfy

^f(x, y, a)

(x(a), y{oc)) lies

f(x(a),y(a),a)
for all a. Deriving this

"

on

0.

Oa

hence

(i)

wo a, we have (by 9.41, equation (iv), extended

to a function of three variables)

!*'<*>+!,+! =o.
Since

cf. 9.42),

\dx

by

therefore

(dy

i.e.

Ca at t = a (and this implies that Oa possesses a


= a, i.e. that not both of 3//3a;, 3//32/ vanish there:

touches

definite tangent at

on

<^

9.42,

Thus at

(ii.

at

otj

x '(a)"

(x(a), y(afj

on

Ca at

(#(a), 2/(a))^

L^/92/Js=s}r

we have

!*<)+!<) = o.

p)

By subtracting (iii) from (ii), we see that at (x(a),y(ot)), dfjda


Consequently x(a) and y(a) satisfy the equations
f(x, y, a)

0,

^-f(x, y, a)

0.

0.

(iv)

GEOMETRICAL APPLICATIONS

320

The

cartesian equation of the envelope

from equations

is

[8.52

found by ehminating a

Frequently, however, the parametric equations

(iv).

x and y in terms of a are more convenient.


Remark. The solution of (iv) may include loci other than the

obtained by solving

(iv) for

required envelope, viz.

loci of

singular points of the family.

Cx is one at which both dfjdx =

A singular

0. At such
and dfjdy
a point, equations (i) and (iii) are satisfied, and hence also dfjda, =
by (ii), so that equations (iv) still hold. To ensure that we have found
the genuine envelope we must verify that our solution of (iv) actually

point

(x,

y)

on

touches CL at

a.

8.52 Examples
(i)

If the family of lines

x ocy + a 2

x-ocy + oc 2

2a and x
The parabola x oc 2 y
thepointais

from which y

is

has an envelope,

-y + 2oc =

0,

it is

given by

0,

= oc 2
= 2oc is actually the envelope because its gradient at
.

da/

which

also the gradient of the line

doc

oc'

x-ccy + cc 2

(fig.

117).

Also see ex.

(v).

(0,<x)

Fig. 118

Fig. 117

(ii)

The family

(y

a) 2 x z =
_ a)2 =
{y

has no envelope. For the equations to

_ 2 y - a) = 0,
and the only points satisfying these lie on x = 0, i.e. the y-axis, which does not
determine

it

are

touch any member of the family (the reader should verify this by finding the
gradient of the given curve at (0, a)).
The y-axis is a locus of singular points of the family, for such points are given

by

= =-3x 2 and

8x

and are thus the cusps


(iii)

(0, oc).

See

~
= 2(y-ot),
oy

118.

fig.

= 2(x-a) 3 has an envelope, it is given by


2
3
6(y -a) = 6(x - a)
3(y - oc) 2 = 2(x - a)
=
oc.
=
oc,
# = a + f, y = a + f, or x
y

If the family 3(y-oc)

from which

GEOMETRICAL APPLICATIONS

8.52J

321

The first solution corresponds to the line x y = f which touches the curve
at (a + f , a + ; this should be verified by the reader.
The second solution corresponds to the line y = x; this does not touch the
curve at (a, a), and in fact is the locus of the singular points (cusps) of the
family (fig. 119).
,

Fig. 119
(iv) Find the envelope of a family of coaxal ellipses for which the
semi-axes is constant.

Choosing the

common axes as

Ox, Oy, the family

x2

a~*

y2

a + fi =

where

last two,

<r

8 /a 8

the

a,

yff

(a; t

the envelope

is

detennined

dp~

from which

a+p _

+ y$

x$ + yt'

x*

in terms of

ellipse,

c,

dot
p da
2
8 Hence by
using properties of equal
y //?

from which we find

a _ p _
x*

is

c.

yd/3
From the
we have

of the

Regarding ft as a function of a given by a + /?


by the above equations together with

a3

sum

x and

* )a+
2/

y.

Substituting into the equation of

^_ i(a;i +

x* + y*

ratios,

l )a
2/

1>

c*.

Since an ellipse has no singular points, we may conclude that this locus is in
fact the envelope of the family.
Alternatively we may begin by eliminating ft, and then proceed in the usual

way. The method given preserves the symmetry in


(v)

Family which is quadratic in

If

has an envelope,

a?f{x, y)
it is

a,

the parameter.

+ ag{x, y) + h(x, y) =

given by this equation and


2acf(x,y)

+ g(x,y) =

0.

ft.

GEOMETRICAL APPLICATIONS

322

i.e.

In general

this will

is the condition for the

[8.52

4/A.

be the envelope (but see Ex. 8(/), no.


quadratic

a2f+ag+h =

to

have equal

13).

The equation

roots.

*(vi) Clairaut's equation y px +f(p) and its singular solution.


In 5.27 we showed that the general solution of this differential equation
y = cx+f(c), and that another solution is obtained by eliminating p from

is

y=f(p)-pf'(p).

-f'(p),

This singular solution is the envelope of the family of lines represented by the
general solution.
For the envelope is obtained by elimination of c from

y
i.e.

and

cx+f(c)

x = -/'(c),

from

y =/(c)

x+f\c),

- c/'(c).

The curve thus determined is a genuine envelope since its gradient isf
dy

_ dy

dx
which
(vii)

is

Idx

_ f'(c)-f'(c)-cr(c) =

dcj dc

-f(c)

the gradient of the line y

= cx+f(c).

Limiting intersections of neighbouring curves of a family.

Consider the neighbouring curves

f{x, y, a)

If these intersect, their


f(x, y, a)

f(x, y,a +

0,

Sec)

0.

common point(s) satisfy

and

f(x,y,a)

i.e.

Ca Ca+ $ a

f(x, y,ct + 8a) -f(x, y, a)

and fa (x, y, )

0,

some number between a and a + 8a.


8a
0, then by our general hypothesis of continuity in this chapter,
the curve Ca+Sa approaches the curve Ga and the coordinates of the limit of

for

When

their intersection(s) satisfy

f{x,y,a)

and

^f(x,y,a) =

0.

Hence if neighbouring curves intersect, the limit of these intersections lies on the
envelope or on a locus of singular points of the family.
Remark. The envelope of a family used to be defined as the locus of the
limiting intersections of neighbouring members. This definition is not consistent
with the concept of the envelope as a curve which touches all members of the
family, because an envelope (in our sense) may exist even when neighbouring
3
curves do not intersect. For example, no two curves of the family y = (x a)
t

We

are assuming throughout

(cf.

5.27) that /(a)

is

not a linear function.

GEOMETRICAL APPLICATIONS

8.53]

323

intersect, but y = is the envelope (which also happens to be a locus of inflexions)


as is easily verified. The old definition would not admit that a curve is the
envelope of its own circles of curvature: see 8.54, Corollary 2.

The

8.53

evolute of a curve

Definition.

The

sponding point

locus of the centre of curvature

as the corre-

P varies along the given curve is called the evolute of

this curve.

If the curve

= f(x), then equations

(i) of 8.41 give a parametric


representation of the evolute, the parameter being x. The following

is

theorem, which relates 'curvature' and 'envelopes', also provides a


neat way of finding the coordinates of C and the value oi\p\, instead
of using the formulae in 8.32 (3) and Ex. 8 (e), no. 3.

The

evolute of a curve is the envelope of the

sponding centre of curvature, then

a=
;.

normals

any point on the curve and

Proof. If P(x,y) is

(8.41,

to the curve.

C(a,fi) the corre-

equations

(ii))

x psini/r, ft = y+p cos


da = dxp cos \Jrd\]r sin i/rdp
*jr.

= sin i/rdp,
and

similarly

dfi

dj3

.*.

^ = cot

ijr

cos

rjrdp.

gradient of the normal at

P to the curve.

But dp/da. is the gradient of the evolute

at C.

to the curve

C to the evolute.

is

parallel to the tangent at

Hence the normal at P


Since

C lies

on the normal at P, this normal touches the evolute at C, the corresponding


centre of curvature.

Since

CP 2 = p 2

the 'distance formula' of coordinate geometry


gives the value of \p\ when the coordinates of C have been found.
,

Examples
(i) Find the centre of curvature at the point t of the parabola x =
The normal at (at2 2at) is (see 16.31)
,

y + (x-2a)t-at*
Its envelope is given

by

this equation
(x -la)

Hence

2a + 3at3

0.

and
-Zat*

and

0.

= 2aP.

at2 ,

y=

2at.

GEOMETRICAL APPLICATIONS

324

[8.54

These expressions are the coordinates of the centre of curvature at

and are

also the parametric equations of the evolute.

found by eliminating
Also

(7pa

_
=

*,

is

(2a + 2a*

2 2

4a (l+<
2

Find

(at

2at),

cartesian equation,

21ayK

+ - 2a* - 2a*) 2
3

2 3

on factorising, so that
(ii)

4(c 2a) 3

The

\p\

2a(l

+* 2 )*.

the centre of curvature at the point

x = acos<j>, y = osin0.
The normal at (acos^, bsmtj)) is (see

<f>

of the ellipse

y b sin 6

y-x tan <b =

17.51)

\ tan^( acos0),
o

b sin <p

a2

sin <p =
.

Its envelope is given

62

Fig. 120

-a
sin0.

by this and

xsec 2 ^

a*

from which

cos <f>,
l

We find that
V

COS 8 0.

a 2 -6 2

sin 3

either by direct substitution in the equation of the normal, or by re-writing this


equation with the a;-term independent of as

a
y cot <p -x
,

-a
cos
2

o2

<p

and then deriving partially wo to get its envelope


The required centre of curvature is thus
cos3 $5

The evolute has

afresh.

sin 3 0]

cartesian equation (ax)* + (by)*

= (a
2

ft

)*.

Arc of the evolute

8.54

Provided that p steadily increases or steadily decreases along the given curve,
the arc-length of the evolute is equal to the difference between the radii of curvature
corresponding to its extremities.

A be the fixed point from which s is measured on the curve AP;


the centres of curvature at A, P, and let or be the arc C O of the
evolute, measured from C in the sense for which s increases.
If C is (a,/?), then from the proof in 8.53,
Proof. Let

let

C C be
,

da

= sin ijrdp,

dfl

cos ijrdp.

GEOMETRICAL APPLICATIONS

8.54]
Therefore

by

8.12, equation

applied to the evolute,

(ii)

d<r*

325

d**+dfi*

sin2 \jrdp* + cos 2 ijrdp*

dp*.

with cr, then do~ = +dp and cr = p + c.


= p and cr = pp
If /> steadily decreases as * increases, then dcr dp and <r = p p.
If

steadily increases with

When s =

0, <r

= and p = p

s, i.e.

so c

Fig. 121

Corollary 1. The circle is the only plane curve vnth constant p.


p = constant, then dcr = and so cr = constant. Hence the centre of
curvature is the same for every point of the curve, and every such point lies
If

at (constant) distance p from this fixed point; i.e. the curve is a circle.
Corollary 2. The circles of curvature at neighbouring points of a curve do not
intersect.

The difference between the radii of curvature at neighbouring points is equal


to the arc of the evolute between the corresponding centres of curvature, and
this arc is greater than the distance between these centres. Hence one circle
completely encloses the other (illustrate this with a sketch), and so they do
not intersect.
'Yet these circles have an envelope, viz. the curve itself.
Corollary 3. Involutes of a given curve.
Given the evolute CQ C, we can generate the original curve mechanically as
follows. Let a string be wound along the evolute from a fixed point G to C
,
x
and leave the evolute tangentially at C , continuing as far as A. Unwind the
string, keeping it taut; then the end A will trace the original curve.
For, when the end has any position P, the length of the unrolled part of the
string is PC = A O + arc G C = p + cr = p, so that P lies on the original curve,

which is called an involute of C^CC^


Given C CCV there are infinitely many involutes: any point A' on C A
traces a curve A'P' to which P'G is normal. Since tangents at such corresponding points P, P' are parallel, the involutes are all parallel curves.

GEOMETRICAL APPLICATIONS

326

Exercise 8(f)

Find

the envelope of the following families of curves {parameter a).

= - +ol 2

2 y

= x tan a

gx

..

+ fa,3

ocx

sec 2 a ; interpret dynamically.

4 x sec a + y cosec a

a p
x2

a.

y2

h-^

where

1,

6 Straight lines making intercepts on the axes whose


equal to a.

7 Circles with their centres on x 2 + y 2

cc

sum

+B =

is

c.

constant and

a 2 and passing through

(0, c).

*8 Through a fixed point on the circumference of a given circle chords are


drawn. Show that the envelope of the circles on these chords as diameters is

a cardioid.
9 Show that the envelope of y = a(x a) 2
member of the family for which <x = 0.

is

0,

and that

this is the

10 Prove that the envelope of the circles

x 2 + y 2 2cx<x cos a 2cyot sin a


is

the circle of the family for which a

Show that the curves a;* +

12

c2 ( 1

2a)

0.

Verify that the curves of the family y 2


their envelope ?

11

is

(x

a) 3

do not

intersect.

What

= a* do not intersect. What is their envelope ?

*13 Verify that the process for finding envelopes applied to the family
u 2f+2ctg + g = 0, where/, g are functions of a; and y, leads to g(fg) = 0; and
that g = 0, fg =
are the members of the family corresponding to a = 0,
a = 1 respectively. Assuming that g Q,f <7 = 0do not touch, verify that
no other members of the family touch either g = or/ g = 0, so that the family
has no envelope.

Find

the centre of curvature at the point

14 x

16 x

*18

a;

= at y = at
= ach<, y = 6sh.
= acos 3 y = asin8 .
3

t,

and

15

17 x

the evolute of

= ct, y = c/t.
= a(t tht), y =

aaeoht.

Miscellaneous Exercise 8(g)


Prove that cot0 = (l/r)dr/dd. If P is any given point on the cardioid
cos 6), find two other points Q, R on the curve such that the tangents
at P, Q, R are all parallel, and show that the sum of the ordinates of P, Q, R
1

is

a(l

zero.

2 Find the values of 6 at those points of the curve r


tangent is parallel to the initial line. Sketch the curve.
3 Prove that the curves r 2 cos (20 a)
orthogonally.

= a 2 sin 2a,

= a sin 26 at which the


r2

2a 2 sin (26 + a) cut

GEOMETRICAL APPLICATIONS
4 The tangent and normal at P to the curve r
O perpendicular to OP at A, B. Prove OB OA =

(dr/dd) 2 : r2 .

A curve is such that


when

0.

Find

its

(i)

OB/OA =

equation,

327

= f(d) meet the line through

when -> oo; and (iii)


and show that triangle APB has area
62 ;

r - oo

(ii)

5 If cot $ varies as the ordinate of the point of contact of the tangent, prove
that the curve concerned is a conic having a focus at the pole and eccentricity
equal to the value of cot <f> when 6 = \tt.

6 If 8 =/(^), show how to find


5s

x,

y in terms of \Jr.

A curve is given by

4a(5 + tan J^)V(tanJ^);


2

if axes

are chosen so that x, y, s, tfr vanish simultaneously, find x and y in terms


of \jr, and verify that 5a; 2 + 9y 2 = 5s2
.

Show that

the tangent at the point 6 of the curve

a(4 cos 6 cos 40),

a;sinf0 ycosffl

is

sin 40)

a(4 sin

5asin$0.

With O as pole, prove that the (p,r) equation is r z = 9a2 + |fp 2 , and deduce
the radius of curvature at the point 6. Find the arc-length from 6 = to 2n.

circle of radius a rolls without slipping on the outside of a fixed circle of


8
radius 2a and centre O;
is a point fixed on the circumference of the rolling
circle, and
is the point of the fixed circle with which
initially coincided.

With

for origin

x
where

and

OA for a;-axis, show that P has coordinates

= 3acos0 acos30,

3a sin

a sin 3d,

the angle turned through by the line of centres. Find the


and prove p = 3a sin 6. Sketch the curve and find its area.

is

equation,

(p,r)

= a( 1 cos 6), prove p = 2a sin3 \ijr.


= a cos 3{/5% obtain x and y in terms of
and prove that the (p,r)
equation is r2 + 8p 2 = 9a2
1 1 At the point P(ct, cjt) ofxy = c*, prove k = 2c 2 /r3 where r = OP.
12 Find the radius of curvature of r = adaec^d at the pole by Newton's
9 If r

10 If p

yjr,

formula.

= c log (sec 6 + tan 6) and y = csec0, prove p = csec 2 0.


= a cos w0, find p in terms of r. Show that p = a/(l + n 2 when r = a.
Prove that p = cosec ^ dy/dfr. For the curve
= asec n
prove p is

13 If a;

14 If r
15

t/

vi

n times the length of the normal.

16 Find the (p,r) equation of the curve r n = a n sin nd, and prove that
pr*- 1 = a n f(n+ 1). Prove also that the length intercepted on the radius vector
by the circle of curvature is 2r/(n +1).

17 Find the equation of the circle of curvature of axy = x s 2a3 at


18 Prove that the centre of curvature C(a, ft) at P(x, y) is given by

dy

If
divides

is

the point (x,y) on the curve x

a, 3a).

dx

acos 3 (<), y

CP internally in the ratio 2:1, find the locus of Q.

asin3 (J<), and

GEOMETRICAL APPLICATIONS

328

19 Find the equation of the normal at the point d of the cycloid x a(6 + sin 6),
y = a(l+cos0), and hence the centre of curvature. Show that its locus is
another cycloid having the same dimensions as the given one.
20 Prove that 1/p* = w 2 + w' 2 , where u = 1/r and u' du/dd. Hence prove

P
21

_ (u z + u'*)*
~ uz (u + u")'

Show that a curve whose radius

of curvature

is

equal to the length of the

a catenary, [p = PO with notation of 5.71.]


22 Find the two systems of curves for which the radius of curvature

normal

is

circle or

is

half

the normal.

What are the curves for which p = TGI


24 Sketch the curve (x-y) (2x + y) = x 2 (x 2 + y)
23

near the origin, and find the

radii of curvature of the branches at O.

25 Find the envelope of


through O.

circles

whose centres he on xy =

c2

and which pass

329

FUNCTIONS OF SEVERAL VARIABLES


9.1

Introduction

9.11 Functions, limits, continuity

In 1.13 we discussed the concept of 'function' for a single independent variable, and mentioned that it extends to more than one.

We now begin the differential calculus of functions of several variables.


Suppose x, y are two variables whose values (perhaps within certain
ranges) can be assigned arbitrarily, so that x, y are not related in

any way. If one or more values of u are determined when values are
given to x and y, we say that u is a, function of the pair of variables (x, y),
and write u = f(x, y). We call x, y the independent variables and u the
dependent variable.

The notation u = f(x, y) is


although

we

used even when x and y are related,


are not then dealing with a genuine function of two
still

independent variables.

In this chapter we give our attention to functions of two variables.


This case is typical, and the results can be extended at once to functions
of three or more.

As in Ch. 2, we can define the limit of a function of (x, y) when these variables
tend to given values, and the meaning of continuity in {x, y) at a given point.
Thus, if a positive number e (however small) is given, and a positive number
ij can be found such that, whenever

0<\x a\<ri and 0<\y b\<ij,


we have

\f(x,

then we say that f{x, y) tends

and we write

y)-l\<

to the limit

hm

e,

when x tends

to

a and y tends to

6,

f(x,y)-l.

(x, y) ->(o, 6)

If also f(a, b) exists


point' (a, 6).

and

is

equal to

I,

then f(x,y)

is

continuous in {x,y) at 'the

We do not develop these matters here because we shall be concerned only


with certain special limits (of incrementary ratios) associated with the process
of derivation. However, the reader is warned that the situation is more complicated than would be expected at first sight continuity in the pair of variables
(x,y) requires more of a function than its continuity (as defined in 2.61) in a?
alone and in y alone.
:

FUNCTIONS OF SEVERAL VARIABLES

330
9.12

Economy in

[9.12

functional notation

be convenient to economise in symbols. Instead of writing


<fi( x >y),
we now write y = y(x), u = u(x,y), .... That
is, we use the same letter for the dependent variable and the functional
symbol. No confusion can arise unless we require to make a substitution
or change of variables, and then we can revert to the former functional
notation whenever necessary.
Thus, if u u(x, y) and x = x(g, tj), y = y(, w), then by substitution
for x, y we can construct from these three functions a new function
It will

V =f( x )> u

u =/(, w), where/(, tj) =


this

new function

viz.

the value of u{x,y)

ample,

if

u=
u=

x*

we

9.2

Partial derivatives

tj), y(i-,

when we

+ y2

then

find

u(x(g,

would be wrong to

It

w)).

call

because this symbol already has a meaning,

tj)

+ w2

by and y by

replace x

2
,

2
7j

and

n.

For ex-

2gw,

2
.

9.21 Definitions

We

cannot usefully speak of

the derivative of

because x and y may


ever, we can define the derivative of u

a function u(x, y)
any way. How-

vary separately or together in

wo x,

or of

u wo

y, as follows.

Suppose y is kept constant and x is allowed to vary alone. Then a


change 8x in x causes a change Su in u given by
du

8u

^-

so that

u(x + 8x, y) u(x

y),

u(x + 8x,y)-u(x,y)

when 8x -> 0, this limit is called the partial


wo x, and is written du/dx.
if a; is kept constant and y varies alone, and if

If 8uj8x tends to a limit


derivative of u

Similarly,

Um

u(x,y + 8y)-u(x,y)

then this limit is the partial derivative of u wo y, written du/dy.


The reader should notice that, according to these definitions, no
new process is involved: partial derivatives are calculated in the same
way as 'ordinary' derivatives, by first treating all but one of the
exists,

independent variables as

if

they were constants and then finding the

FUNCTIONS OF SEVERAL VARIABLES

9.22]

331

derivative of the function with respect to the remaining independent

In particular,

variable.

all

the rules of derivation (product, quotient,

function of a function) in Ch. 3 continue to apply.

Examples
(i)

u = Xs + 3a;

If

then (by treating y as

if it

V+

5xy* - ya ,

were constant)
du
ox

and

(treating

a;

as

if it

were constant)
du

- Qxhj + 20xy* - 3y

-1
(ii) If u = tan
(y/x), put z
of a function' is

= y/x so that u
du

du

8x

dz dx'

tan -1 z. The rule for 'function

dz

^
= J_(_^ =
dx
l+z
x

so that

!L_.

x 2 + y*

=
-\ = -
l+z*\xj
x*

Similarly,

8y

+ y*

In the statement of the rule for 'function of a function', we do not write


u is a function of the single variable z; but we write dz/dx because
is a function of both x and y.

du/dz because
z

9.22 Other notations for the partial derivatives

Instead of du/dx, the functional notations

ux

are often used.

The former symbols

ux (x, y),

u'x (x, y), or just

are appropriate for indicating

ux (a, b) denotes the


when x = a and y = b.
uy (x, y), u'y {x, y) and uy mean the same as dujdy.

particular values of the partial derivative; thus

value of ux (x, y)
Similarly,

9.23 Geometrical

meaning of du/dx, du/dy

= f(x) between two variables x, y is represented by a plane


so a relation z = u(x, y) between three variables x, y, z is represented
geometrically by a locus in space called a surface (fig. 122).
Let P(a, b) be a point on the surface z = u(x, y). The plane through
and
parallel to the coordinate plane xOz cuts the surface in a curve whose gradient
tan^ at is the value of du/dx when x a and y = 6, viz. u x (a, b). Similarly
dujdy at
measures the gradient of the curve of section of the surface by the
Just as a relation y

curve

1 .6),

P
P

plane x

a.

'

FUNCTIONS OF SEVERAL VARIABLES

332

[9.24

Fig. 122

9.24 Partial derivatives of second and higher orders


(1)

The

may

functions dujdx, du/dy of (x,y)

partial derivatives

wo x and wo y,

d_(du
(du\

d_(to\

dx \dz)'

dyydx)*

written

dx2

'

viz.

dy\dy)'

dx\dy)'

dxdy'

dydx'

or

themselves

u.xy>

dy*>
U,

VV

Similarly the partial derivatives of these give eight third-order


partial derivatives of u,

and

so on.

Examples
(i)

In

9.21, ex.

(i)

we have

=
8x*

2
6x + 6y
y ,

= 12xy + 20y
dxdy
Remark.

dydx

u =
82

3
,

I2xy + 20y\
6rz 2

+ 60xy* - 6y.

dy*

We notice that the expressions for the mixed derivatives 8 u/dydx,


2

same in this example. It is true that, for most functions which


we meet, the mixed derivatives are equal; for some exceptions see Ex. 9 (a),
nos. 29, 30. The question is considered in (2) below. For all well-behaved
functions there are only three distinct second derivatives; and similarly only
four distinct third derivatives, and so on.
d 2u/8xdy are the

'

'

'

FUNCTIONS OF SEVERAL VARIABLES

9.24]
If u

(ii)

assuming

By

(a)

3i

xn

f(y/x), prove that

d 2u

du

du

the

mixed

derivatives are equal.

/t4

d 2u

dhi

the product rule,

and on putting z

y/x and using 'function of a function

1J

8x \x)

d
= f& = Jf

dzdx

_L Jf >{y\

(_y\ =
3

(z)
K
'

x)

x*

Hence

g = nx^/^j

Similarly

= ^(t\ I = ^It)

dy
\x} x
\x)

we may first take logarithms:

= nloga + log/^;

logw
x:

\x)

nw.

Alternatively, to calculate Sit/cte

and then derive wo

',

_n

ldu
u 8x

IS/

x f dx

We find dfjdx as before.


(6)

Instead of finding the second derivatives and verifying result

easier to proceed as follows. Derive result (a)

Hence

d 2u

8hi

dx*

dxby

x-+y*

Multiply the

first

u +
d2

dx

result (a).

8u

8xz

8x

8 2u

d 2u

8 2u

d 2u

8y
2

dxdy

= (nl)

du

8hi

\-v
y

dy 2

'

dy

by x, the second by y, and add:

(n-1)
\x
y

(n \)nu

d 2u

<

du

= n

dy

8x'

2
[-y
9

2xyy

8xdy

du

'

dx'

* dy 2

^8u
= (n 1)
v

_ U 8u

8xdy

\-v

8y8x

of these equations

x 2a

by

8 2u

wo x, and also wo y:

dy2

du

'\ dx

{-V
y

du\

dy)
I

(6), it

FUNCTIONS OF SEVERAL VARIABLES

334
(2)

[9.24

Equality of the mixed derivatives. Consider the second derivatives of

u(x, y) at (a, b).

By definition,
u v (x, b) =
tlx

i-

u(x,b + k)-u(x,b)
-

lira

..

u xv (a, b) = lim
.

r-j-

If,.

u(a + h,b + k)u(a + h,b)

[k->0

lim
fc->0

lim lim ^-{u(a + h,b + k)

lim lim <fi(h,

u(a, b

j/7 ,
<p{h, k)

u y (a+h,b)-u "y {a,b)

lim - { lim
ft-0

where

and

+ k) u(a, b)\

'

u(a + h,b) u(a,b + k) + u(a,b)}

k),

w(a + fc. & + &) w(a + /i, &)

w(a, 6-f-&)+'u

>

6)
.

hk

w va.(a, 6) = lim lim <j>{h, k).

Similarly

k-*0

ft->-0

Thus, in calculating the two mixed derivatives, we are considering the limit
of <J)(h, k) in two ways: (i) when k -> 0, and then h -> in the result; (ii) when
h -> first, then k -> 0. It is easy to show that these two limits may be different;
for example, if (J>(h, k) turned out to be {h + k)j{h k), then

h+k
h
- = lim 7=1,
h k h-^oh

,.
lim lim -

A-.-0&-M)

h+k
lim lim - hk

= lim
fc-*0

k
~k
=
-

1.

In general, the result of a double limiting process depends on the order in


which the two stages of the process are carried out. For the case of the mixed
derivatives, we can show that the results will certainly be the same whenever
u^y and u vx are continuous at (a, 6). This condition is satisfied by all 'ordinary'
functions.

Write

f{x)

Then

u(x,b + k)

u(x,b)
*

hk

= f(a + h) -f(a)
= hf'(a + dh) (O<0<1),

$(h y k)

(6.33(1)) applied to f(x) in a ^ x ^ a + h; here 6


as well as a, h, since the former appear as parameters in f(x).

by the mean value theorem


depends on

6,

SinCe
,

f'(x)

we have

<p{h, k)

= u x (x b + k)-ux (x,b)
f

hk

u x (a + 0h,b + k) u x (a + Oh, b)
k

- u yx (a + dh,b + d'k)
by the mean value theorem applied
b

(0

<

9{y)

<

to the function

< y < b + k.
Similarly, writing

6'

u(a + h,y)

u(a, y)

hk

'

1),

u x(a + 6h,y) of y

in

9.25]

FUNCTIONS OF SEVERAL VARIABLES

we have

<f>{h,k)

g(b + k)-g(b)

kg'ib

_ u^a + hyb + Oity


_

y {a,

= u mJa + 0'1 h b + Ol k)
t

1)

b + 6^)

{0<d[<

u yx{a + 0h,b + d'k) = u xv (a + 0'1 h

Hence

(O<01 <

+ d^k)

335

1).

b+

k).

If uw uxy are both continuous at (a, b), these expressions tend to u yx(a, b),
uxy (a, b) respectively when h and h tend to zero; therefore u yx (a, b) = u^fo, 6).
,

9.25 Partial differential equations

Their construction.

(1)

A relation between partial derivatives of a


and the
5.12). The

function, perhaps also including the independent variables

function

itself, is

results of 9.24, ex.

called a partial differential equation


(ii)

are examples; the

first,

(cf.

which does not involve

the function / explicitly, can be regarded as the result of eliminating

from the equation u = xnf(yjx). Nos. 10, 13,


Ex. 9 (a) can be interpreted similarly.
Partial differential equations also arise from elimination of parameters from a given function (cf. 5.11).
the arbitrary^ function f
14, 17 in

Examples
Eliminate a and p from y

(i)

= ae pt saipx.

Partial derivatives are appropriate here because


variables t, x.
have

is

a function of two

We

Hence

(ii)

Eliminate a,

b,

cfrom u

a(x + y)

+ b{x y) + abz + c.

= a + b, =
By
-

dx
Since

(o

+ 6) 2 -(a-6) 2 =

The function /(z)

is

4ab,

supposed to possess a derivative.

FUNCTIONS OF SEVERAL VARIABLES

336

(2) Solutions

[9.25

having a given form.

Examples

u +

T
(m) If
J
'
v

d2

dr 2

r8r

8u

u if (a) u
n is constant.
If u u(r), the equation becomes

find the most general solution

where
(a)

Writing v

dujdr,

From dujdr =
(6)

If u

Bjr,

8 2u

r 2 dd 2

a function of r only;

is

dhi

ldu

dr 2

r dr

0,

jn(w -

r nf(d)

Bjr.

equation can be written


n
1) r

~2

+ nr

+ i {r nf"(d)} -

B -x

trivial case r

0,

J/(0)

n2r n ~ 2f(d) + r n -*f"(d) =

Excluding the

u=

we find (l/v)dv/dr 1/r, logv = logr + O, and v =


u A+Blogr, where A, B are arbitrary constants.

r nf(d), the

i.e.

(b)

0.

(which corresponds to the solution u

0),

= 0,
=
Acoand
Bavund
+
f(d)
u = r n A cos nd + B sin nd)
f"(d)+n*f(6)

so

and

Find a general solution of the form u


where Bis a function of r only and

*(iv)
ex.

(iii),

When u =

JR0, the equation

/d2

= R for the differential equation in


is

a function

ldR\

"

orily.^

Rd @
7*dd 2

'

R \dR\_

1 d2
2+
R\dr r~dr)~ 'dd 2

r 2 /d 2

\dr 2+ r~dr)
1,e

of

becomes

'

The left-hand side is independent of d; the same must therefore be true of the
right-hand side. Since the latter is also independent of r, it must be constant.
Hence each side is constant, say equal to n z
From the right,
j2

_+

and

(if

From

= Acoand+Bainnd.

4=0)

the

!e = o

left,

d2R

dR

dr

dr

+ rr^-r^
2
an equation of Euler's type

(5.61).

The

n2R =

substitution r

-n R =

d2R

dt 2

so

(if

R = Ce nt + De~ nt =

4=0)
f

0,

e*

reduces

0,

Cr n + Dr-.

A solution of this form is said to be separable.

it

to

FUNCTIONS OF SEVERAL VARIABLES

9.25]

337

A general solution having the form specified is therefore


u = (A coa nd + B8iand)(Cr n + Dr- n

When n =

the corresponding solution

is easily

(n

4= 0).

found to be

u = (Ad + B)(Ologr+D).
Exercise 9(a)
Calculate 8u/8x, du/dy for the following functions u[x, y).

Zx2 -2xy + 5y 2

Calculate

x/y.

u xx u vx u n u yy and verify
,

6 aP + Sxty + y*.

In

a%3

sva.- x {yjx).

log(a 2

+ y2

).

u yx u^for the following.

that

8 e xv

7 xsiay + ysinx.

a function

the following, use the rule for 'function of


the, mixed derivatives are equal.

9 chccch?/.

when

necessary,

assume

that

u
u
If u
If u
If u

10 If
If

11

12
13

14

= f(y/x), prove xux + yu v = 0.


= log (x 2 + y 2 prove uxx + uyv = 0.
= tan- 1 {(x + y) /z}, prove xu x + yuy + zu = 0.
=f(x + ct) + g{x-ct), prove d 2 u/8t 2 = c 2 8 2u/8x 2
= 1/r) {/(c< + r) + g(ct - r)}, prove
),

a 2

If w =/(), where z

15

c 2 3 / ,0u\

is

a function of x and

5 2m

and

I8z\

prove
8 2z

find 8 2 u/8xdy similarly.

16 If

m = x 2 taxi- 1 (y/x) -y 2 tan- 1 {x/y),

calculate xdujdx + y du/dy. [Use 9.24,

ex. (ii)(a).]

17 If t*=/(a;2 + ya ),prove

du

...

(l)

du

=
-x
ox

0;

8y

(n)

'

[Method of
18 If

,.

8x

8x8y

h#
8y

8x

hv
y

8y

u=

82u

(x

(ii) (6).]

+ y)f'(x + y),
l(x
x

x 2u xx + 2xyu xy + y2u yy

= x+y, prove that


V
-{x + y) 2f(x + y),
x

x*u xxx + 3x2yu X9y + 3xy2u xyy +y*u yyy .

calculate

19 If

-2 2vy

m = (y/x)f(x+y) suidf'(x+y) denotes f'(t) when t

xu* +yuy

and

9.24, ex.

d 2u

)f(t)

where
M

mm

xy, prove
8 2u

20 Eliminate a and b from z = ox + by + ab.


21 Eliminate a and p from y = a e -3>, 'cos pa;.
22

fiPMt

FUNCTIONS OF SEVERAL VARIABLES

338

22 Eliminate a and p from u

t /

z2

23 If

(x +

b)

if

F cos px
if F sin px

satisfies

26 Find F, a function of y only,


Find a solution which vanishes when y

*28 If r

dx

Find u in terms of r

8 2u
if

dx

= / + -f'(r).
r

82u
+-r-r2

0.

8y

xy{x 2 - y 2 )j(x 2 + 2 ) when x, y are not both zero, and/(0, 0)


prove that when x, y are not both zero,

If/(c, y)

_
8x~

(x 2

8f

-y 2

\x 2 + y 2

i.e. /*(<), 0);

and

4x 2y 2
(x 2

+y

8J_

2 2 ]'

8y~~

x 2 -y 2

(x 2

0,

+ y2

2 }'
)

similarly find /((), 0);

hence calculate
/,(ft,o)-/,(o.Q)

lim

=At(M)

/.(o,

i;

)-/,(o,0)

lim

=/TO(00)-

What follows from the restilts of (iii) 1


= x 2 tan- 1 (y/x) - y* tan" 1 (x/y) when x +

*30 Iff(x, y)

/(^0)=/(0 >2/)=/(0,0)
prove that/^O, 0)

9.3

4x 2 y 2

\x 2 + y 2

hm

(u) calculate

(iv)

find

8y

d u B u
t-t + ^-t
dx*
oy*

and hence that

(iii)

=f(v).

8r

= -y
r

and

(i)

c 2 8 2 u/8x 2 .

J(x2 + y 2 ) and w =/(r), prove that


8r
x

=-

*29

8u/8y

satisfies dhi/Sx 2 + d 2 u/8y 2 = 0.


= 1, and equals sintc when y = + 1.

_ = <^_ + -_j,

satisfies

00)

(2p ctpx).

eliminate the function / from

24 If u, v are functions of x and


25 Find Y, a function of y only,

27 If

[9.3

8z
=

(8z\
yz\
\

prove

'-,

e~ vx sin

The

0,

4= 0,

and

0,

= - l,fvx (0, 0) = + 1.

total variation of u(x, y).

Small changes

9.31 Total variation

by changing x or y alone. When x


and y vary together, a change dx in x and a change Sy in y cause a
given by
change 8u in
Partial derivatives are defined

8u

w(a;

+ &e, y + Sy) - u{x, y).

FUNCTIONS OF SEVERAL VARIABLES

9.32J

For example, taking u

= xhf and writing h =

8x,k

8y,

339

we have

= (x+h)*(y + k)*-x
= {x* + 2xh + h*) (y* + 3ky* + 3k2y + 8 - x
= 3y + 3*^* + a 8 + 2xy3h + 6a*/ 2M + 6xyhk* + 2xhka
+ y*h* + 3y*h*k + 3yh i k* + h2ks
= 2xy* 8x + Zx*y* 8y + 8x{6xy*k + 6xyk 2 + 2xk* + y*h + 3y*hk
+ Byhk* + hk*} + 8y{3x2yk + 2W}.

Su

2y*

A: )

a: fc

jfc

Hence, in this example, 8u

is

of the form

A8x+B8y+e1 8x + e2 Sy,
where A and B are functions of a; and y, but not of 8x or 8y; and ej, e, are functions
of x. y, 8x, 8y which tend to zero when 8x and 8y both tend to zero.

9.32 Definition of 'differentiable function of (x, y)'

The function u =

u(x, y) is said to

be a differentiabh function of (x, y)

arbitrary changes 8x, 8y in x, y cause a change 8u in


expressed in the form

if

Su

u which can be

= ASx+BSy + e^x + e^Sy,

(i)

where A, B are independent of 8x and By but are in general functions


of a; and y, and ev e2 are functions of 8x, 8y (and possibly also x, y)
which tend to zero when both 8x and 8y tend to zero in any manner.
Notice that the changes
be taken equal to zero.

The work

8x, 8y are arbitrary, so

in 9.31 shows that

values of x and y.

a?V

is

On the other hand,

a differentiable function of
the function denned by

8x and k

0, is

not differentiable at

= u[h,k)-u(0,0) =

(0, 0).

For,

^^,
+

h2

if u(x, y)

for all

8y,

8u

and

(x, y)

x*+y*

when x, y are not both zero, and w(0, 0) =


writing h

that one of them can

were differentiable at

k2

we should have

(0, 0)
'

hk(h + k)
fti

+ fei

=^ + Bk +
A ,

el h

+ ei k.

Take k = 0, and let h -> after dividing by h: then we find = A. Taking h =


and letting k -> similarly gives = 1?. Finally, letting h k, the relation
becomes
h = (A+B)h + (e1 + e 2 )h;
and on dividing by h ( 0) and then letting h
A, B are clearly inconsistent.

relations for

-> 0,

we get

= J.+.B. The three

FUNCTIONS OF SEVERAL VARIABLES

340

Identification of A,

In equation

(i)

B in

put 8y

(i).

then

0;

8u

where e 1 is a function of
We have

[9.33

= A8x + e 1 8x,

x, y,

8x which tends to zero

when 8x ->

0.

8u
Tx

= A+e

A. The left-hand
side tends to dujdx by definition of this symbol (9.21). Hence
A = dujdx. Similarly, B = dujdy, and so (i) becomes

and by

letting dx -> 0, the right-hand side tends to

= ^Sx + ^Sy + eJx + e^y.

8u

This work also shows that


partial derivatives;
u(x, y) is

but

if

a function

the converse

not differentiable at
t*(0, 0)

(0, 0),

Urn

may

is

(ii)

differentiable,

be false, as in the

then

it

possesses

example above:

but

= hm

'

h->-0

h-+0

0,

and similarly m(0,0) exists and has the value 0. See also Ex. 9(6), nos. 8, 9.
Thus (cf. the end of 3.93) derivability and differentiability are not equivalent
'

'

'

'

concepts.

9.33 Small changes

Equation

(ii)

leads to the approximation

Su

when
(iii)

8x,

du

du

dx

dy

.....

R
= ^8x
+ ^-8y

(ni)

8y are small. Comparing this with the corresponding result


we see that

in 3.91 for functions of a single variable,


is

the approximate change in

it

for a change 8x in x,

keeping y constant;

~8y is the approximate change in u for a change 8y in y,


keeping x constant.

(The constancy of

y,

x respectively

vative notation.) Also


first

(cf.

is

3.91) these

order in 8x, 8y respectively.

indicated

by the

partial deri-

approximations are correct to

We thus obtain

FUNCTIONS OF SEVERAL VARIABLES

9.33]

341

The principle of superposition of small changes.


The change in a function when

both variables alter

variation) is approximately equal to the

(i.e.

the total

sum of the changes arising when

each varies separately, this approximation being correct

to the first order

in these changes.

Example
Estimate the possible error in 8 calculated from
8A in b, c, A. (Cf. 3.91, ex. (iv).)

S = ^bcsmA when

there are

errors 8b, 8c,

= \c sin 4, = iosin^L,
= hoc cos 4,
oA

bince

ob

dc

8S = $csinA8b + %bam.A8c + $bccosA8A.

:.

Division

by S gives the relative


8S

error

S = b + 8c + cot ASA,
8b

from which the percentage

error can be found. The last approximation could be


obtained directly by applying the principle to

u=
and using the

x 5 x 2 sin 30

dS

suppose S is calculated when 6 = 5, c = 2 and


may each be in error by 0*05 and A by 10'. Then
= 2-5, 8b = 8c = 0-05, 8A = 7r/(180 x 6) (working in radians),
c

and the numerically largest possible error


SS
2-5

from which SS

= .
S

illustration,

where 6 and

30,

Su

fact that

As a numerical

A=

= log \ + log b+ log c + log sin A

log^S

^
~

/<M)6

+ ~2

The relative error

0-1.

in

(M)6

is

S is given by
ttV3 \

T080/'

0-04.

Exercise 9(b)
1

Ifpv

= RT where R is constant, find the approximate change in v caused

by small changes
2 If y

8p,

ST in p,

= uvlw, prove

T.

$y^8u 8v_8w
+
u
v
w
y

'

'

If T
Sg in I,

3
81,

2n*J(llg), find

the approximate error in

due to small errors

g.

4 If f(x, y) = xe xv and the values of x and y are slightly changed from


and to 1 +8x and Sy respectively so that Sf, the change in/, is very nearly
3 8x, show that 8y is approximately 2 8x.
5 If z = sin 6 sin 0/sin rjr and z is calculated for the values 6 = 30,
= 45,
^ = 60, find approximately the change in z if each of 6, r/r is increased by the
same small angle a and is decreased by Ja.
,

FUNCTIONS OF SEVERAL VARIABLES

342

[9.4

6 In triangle ABC, angle A is known accurately, but the measurements of


sides 6, c may be in error by 8b, 8c respectively. Find approximately the error
obtained by calculating the side a from b, c, A. What shape should the triangle

have in order to make as small as possible the

effect of the error 56?

7 The points A and B, at distance a apart on a horizontal plane, are in line


with the base C of a vertical tower and on the same side of (7. The elevations of
the top of the tower from A, B are observed to be a, /3 (a < /?). Show that
BC = a sin a cos /? cosec (ft a).
If the observations of the angles are uncertain by 4 minutes, show that the
maximum possible percentage error in the calculated value of BG is approximately
n>
.

7J

sm(a+yo)

27 sin a cos ft tan (ft a)'

= (xs y 3 )/(x 2 + y 2 ) when x, y are not both zero, and u(0, 0) = 0,


not differentiable at (0,0), but that dujdx, dujdy exist at (0,0) and

*8 If u(x, y)

prove u

is

have the values

+1,-1

respectively.

*9 If u(x,y) = J\xy\, show w.(0,0)


entiable at (0,0).

9.4

w(0,0),

but that u

is

not

differ-

Extensions of 'function of a function'

9.41 Function of

Ifu =

u(x, y),

two functions of t

where x

x(t)

u=
is

and y =

y{t),

then

u(x(t), y{t))

= f(t) of one independent variable t, and its derivamay be obtained directly. However, this substitu-

a new function u

tive du/dt

= /'()

tion for x

and y

is

not always convenient, and

we proceed

indirectly

as follows.

Assuming that

all

the functions concerned are differentiable, a

change St in t causes a change Sx in x and a change 8y in y, which in


turn cause a change Su in u, wheref by 9.32, equation (ii),
Su
Since

functions of

Sy ->

0.

y(t)

x(t),
t

du

du

R
= ^-Sx+^-Sy
+ e^x + e^Sy.

oy

ox

are differentiable, they are certainly continuous

(3.12

and

Therefore ex ->

Su

3.93);

and

hence when St->

e 2 ->

when

= duSx duSy

St

Sx

->

0.

0,

also

Sx->

and

Now

Sy

di^d^'St^^Si^^W

ea are not defined when Sx, Sy are both zero. To cover the case when
(e.g. x = y = ${t) near t = 0, with $(t) as on
Sy for some values of St +
when Sx = = Sy.
p. 64), we may 'complete the definition' by taking ex = 0, e2 =

f ex

Sx

and

Cf. p. 63, footnote.

'

FUNCTIONS OF SEVERAL VARIABLES

9.42]

and when

Hence

8t

-+

0,

343

the right-hand side tends to

du dx

du dy

dx dt

dy dt

8u/8t tends to this limit,

i.e.

du _dudx

dt~dxTt +

dudy
(lv)

dydi'

may be false if u(x, y) is not differentiate; this is shown by


u x{0, 0) = = u y (0, 0). Putting
x = t, y = t, we have f(t) = u(t,t) = t if t 4= 0, and /(0) = w(0, 0) = 0; hence
f'(t) = 1 for all t, even when t = 0. But when t = 0,
The formula

(iv)

the example already considered in 9.32, where

du dx dudy

+
-f =
dx
dy
dt

0.1

dt

+ 0.1 =

The formula fails because this function u(x, y)

is

0.

not differentiate at

(0, 0).

9.42 Total derivative; application to implicit functions

When* x in 9.41, we have u =

u(x, y)

du _du
dx
dx

where y

y(x); (iv)

becomes

dudy
dydx*

which is sometimes called the formula for the total derivative of u wo x.


It is at this stage that a special notation du/dx for partial derivatives
becomes essential: du/dx means the derivative of the function u(x,y)
in which we have substituted y = y(x) before derivation; du/dx means

the derivative of u(x, y) wo x, carried out asify were constant, where the
substitution y = y(x) is made after derivation. Thus du/dx symbolises
a 'formal' derivation wo x. Similar details of interpretation apply to
(iv);

the reader should thoroughly understand their significance

before proceeding further,

In particular, suppose y

x by *he equation u(x, y)


= 0; (v) becomes

and should do Ex. 9 (c),

1.

defined implicitly as a functionf y(x) of

0.

du/dx

Then

__du
dx

dy
dx
t

no.

is

Assumed

u[x, y{x))

for all x,

and so

dudy
dydx'
du Idu
dx/ dy'

differentiable.

(vi)

FUNCTIONS OF SEVERAL VARIABLES

344

[9.43

Example
Find dy/dx and d 2 yjdx 2 if x 3 + y 3 = 3xy.
We will find dyjdx (a) by the elementary method of
Derive both sides

(a)

.-.

(y

Taking u

(b)

by

dx

= xz + y3 -3xy,

dy

y-x 2

dx

y2 x

dujdx

(v),

Methods

3a;

dy

x2 y

dx

y2 x

are really the

(a), (6)

y-x 2

-x)-~ =

and

fore

3.41; (6)

wo x, treating i/asa function of x

same

by formula

(vi).

(defined implicitly):

-Zy and

du/dy

3y 2 -Zx. There-

1
_ yx
y 2 x'

process, as the

above working shows;

now have a general notation available to formulate the process (a).


To find d 2yjdx 2 we may either proceed as in 3.53, ex. (iii), or apply formula (v)

but we

u=

to the function

dyjdx*

dx \v 2 -x)

dx 2

dy\y 2 -x)' dx

-2x(y 2 -x) + (y-x 2 ) {y 2 - x) - 2y(y +


2
2
(y*-x) 2
(y -x)

{x 2

+ y- 2xy 2

The numerator reduces

to

(y

d y
dx 2

2xy. Hence
2xy

~ (x-y 2

'

[The work on envelopes in 8.5 could be read at

If

u=

u{x,y)
it

is

two functions of (,

and x =

x(,i}),

find du\d

and

du/drf (or,

this stage.]

tq)

y(i,i),

a function /(, rj) of and


ffl,V)

To

y-x
l
y -x

2xy(3xy x 3 y 3 l),

shows that

-x) + (2x 2y -y 2 -x)(y- x 2 )


3
2
(y -x)

which by the given equation is equal to

9.43 Function of

tj,

then direct substitution

where

u(x(,ri),y((-,7i)).

more

precisely, f^,tf)

and /,(,?/)), we

observe that provided all three functions are differentiable, formula (iv)

FUNCTIONS OF SEVERAL VARIABLES

9.43]
still

applies, except that the notation in it is

derivatives:

o
du

o
du dx

o o
du
dy \

du

du dx

du dy

dx dq

dy dr)

345

now modified into partial

(vn)

}>

dij

For, the proof of either of results


get (say) dujd!-

we

are keeping

(vii) is

the same as that of

(iv):

to

constant and are thus dealing with

tj

,.

a function of effectively only one variable

Examples
(i)

Ifuis a function
,

By

du

of x

du

vii )>

du

du

du

du

du

e 2 cos rj, prove

du

du\

(a).

du

* dy

Similarly

du

du

du

+ -(-e^in^)

solve these for du/dx, multiply the first

by x, the second by
,

2y,

and add:

fiw

=
dy
dx
du
cHA

= 4e- e|sinw + 2cosw


^ \ 'd
dx
,

e 2 s sin v=-\- 2e 2 s cos

i.e.

du

du
du,
= -(e^cosi;

'S|

dx

To

e 2 Ssin ij,y

^ = -(2eamj)+-(2e*coBi)

which proves

and y, and x

8tt

,/
2

so that

Stt

2e*s

'

|.

'to}}

Remarks
(a) After observing what has to be proved in
to begin directly with the formula

du
dx

(b),

the reader may be tempted

_dudg du dy
~ Mdx + d?idx'

Further progress could then be made only by expressing and tj as functions of


x and y. We should obtain
i

1 log (*

+ 2/ 2 )

and the work could be completed by

tan- 1 (x/y),

direct calculations.

We emphasise that in

FUNCTIONS OF SEVERAL VARIABLES

346

[9.43

general dg/dx 4= IKdx/dg), etc., so that the preceding steps cannot be short-cut;
here, for example,
= ^e _ ^ssin7/,

dx

x*+y 2

while
dx\d

2e*

a
iecosec?7.
2
'

2e 2 siniy

When

deciding on the formula with which to start, we must take account of


the given functional relationships.
(/?) When we have four variables x, y, , 7) connected by two relations, the
symbol dx/d standing alone is ambiguous. It implies that x has been expressed
as a function of and another variable, which could be either rj or y. In the
present case the relations are x = e2 sin i},y = e 2 ^ cos r\, and when a; is a function
of (,?/) the first gives dx/d = 2e 2 sin7/; the second is not used. If instead we
express a; as a function of (,y) by eliminating tj, we find that x = V( e*^~" 2/ 2 )

from which

dx

2g4|

2e4

V(<^-2/

2e 2 fcosec9/.

To distinguish the two meanings we write (dx/d) v


with a similar notation for other partial derivatives.
(ii)

If u

(dx/d) y respectively,

= f(x y,y z,z x), prove


du du du

++ =
8x 8y

0.

dz

Put = x y, 7j = y z, = z x, so that u = f(,ij, )


extended to a function of three functions , tj, of {x, y, z),
8u
dx

du

du
du

du

dy

formula

(vii)

_8ud duty dud


~ 8^dle + '&rjdx + 8^dx
du

du

-*- ,+ *- 0+ se<- l

Similarly

By

~di

>

du
du

du

d7i'

dz~~drf

du

du
di'

The result follows by adding.


Exercise 9(c)
Find du/dt if u = x + y* and x =
by using formula (iv) in 9.41.
%

(6)

Find dyjdxfor the functions


2 (x + y) s = Sxy.
4 x cos y = y cos x.

St 2 ,

4xy, prove

2t s (a)

by

direct substitution;

defined implicitly by the following equations.


3

x5 + y 6

5 f(%y)

*6 If the curves f(x, y) = 0, g(x, y) =


angle tan" 1 {(fx g y -fv gx )/(fx gx +fgv )}.
*7 If x' + y*

^^
dx*

intersect,

2xy(x*y* + 3)

(x-y*)*

5ax 2y 2 (a being constant).

0.

show that they do

so at

'

FUNCTIONS OF SEVERAL VARIABLES


*8 Jff(x,y)

0,

347

prove that
fyfxx ~ %fxfvfxv +/'/y

_
Show that the curvature

off(x, y)

at

fyfxx

(x, y) is

Qfxfvfxv ~^~fxfyv

(+/>*
9 If u

is

10 If w

= ( a +?7 2 y =
rcos0, y = rsin#, prove

a function of (x,y) and


u(x,y)

and a;

a;

du

du

du
^ by

X
dx

dr

and express du/dd similarly.


11 If u = u(x,y) and = e xy 7/ = x 2 +y 2 express
du/dl-, du/dij, x and y.
12 If u u{x,y) and x =
y = gr/, prove
,

...

du

(1)

13 If w

w(2c,

<ii)

and hence that

and a;

^)

(m)
v

'

du

du

(U) (
2

t?

2
,

t/

find dujdg, Bujdij.

),

2gr},

du/dx, dujdy in terms of

du

du

du

-^ = ^-8g4

prove

aF^+^+^s^V
d 2w

3 2w

dx2

dy2

-H

4(

/5 2w

S 2w\
-\

+ if)\02

dy 2 )

14 If u, v are functions of (x, y) which satisfy

du

dx

and if x

dv

du

dy'

dy

dv

dx'

= r cos 6, y = r sin 6, prove that


d 2u

du

1 du
1 d u
_
2+ rdr + r 2 dd 2 ~'
dr

_ 1 dv 1 du _ dv &n
dr~rdd' rdd~~dr
15 If u

= x nf(ylx,z/x), prove that


9w
dx

16 If x

r cos 6,y

dy

dz

r sin 0, prove

(!),=(!),

-dtod

Q/

Interpret these four partial derivatives geometrically,


dr

to:*

Jdx

I to'

17 In no. 16 find (dxldr) v (dyjdd) x


,

86

(SIand indicate why

FUNCTIONS OF SEVERAL VARIABLES

348

[9.44

9.44 Further examples


(1)

Euler's theorem on homogeneous functions

We

n in (x, yY in 1.52(4); the


more independent variables.

defined 'homogeneous function of degree

definition extends obviously to three or

// u(x, y) is homogeneous of degree n, then

8u
8u
= nu
x+y
8x * dy
all x, y for which the function u is dijferentiable.
The result has already been verified by direct calculation in

for

9.24, ex.

(ii)

be expressed in the form x nf(y/x): see Ex.


now give a proof based on formula (vii).f

since every such function can

no.

7.

We

Put

tx,

(a),

1 (d),

ty in the definition

u(tx, ty)

n u(x,

y)

of 'homogeneous function'; then

u{,y)

wo

Derive both sides

n u(x,y).

t:

8u8E 8u8v

+ - = nt^uix,
diet

y),

dt

8u
+ y
= nt - u(x,y).
n

i.e.

8g

Since

^u(g,7])

equation

(a)

Putting

1,

(a)

^j^u(x,y)~^ x==,

etc.,

becomes

this

8u
8x

becomes

X
since

8tj

x and

tj

y when

+y

8u

= nu x
,

8y

'

y )'

1.

Example
Obtain the result of 9.24,

ex.

(ii) (6)

similarly.

Derive equation (a) above wo t, applying formula (vii) to each of the functions
8u\8i, 8u\8t]\
I8hjb8i

Le

8 2u d7]\

8 2u
*"

Now put t =

1,

8?

+ 2xy

and the

8 2u
8jd7)

8 2u 8g

+ yi

2
8 u8rj\

d 2u

8t?

result ('Euler's

n(n "

1] 1

U{X V)
'

'

theorem of second order')

t See also Ex. 9(c), no. 15,

and Ex.

9(/), no. 23.

follows,

FUNCTIONS OF SEVERAL VARIABLES

9.44]

Laplace's equation

(2)

dx*

349

=
'

8y*

Interpreting (x, y) as cartesian coordinates, we investigate what becomes of


this partial differential equation when we change to polar coordinates by the
substitutions

and

a;

= rcos0,

= rsin0. The new

and we have to express


0. We have by (vii):

wo r,

du
= dudx

dr
dxdr
du

Ye

dudx
dx-de

dudy
1

=
dx
The

first

dudy

^8e

we

Solving for dujdx and du/dy,

du

cos
dx

n
sin 0.
.

dy

W
du

rsvci6

-Yx

cmdn

'

find that

du

= sin0
dr
dy
du

-,

dr

du
-\

du

sin 03m

n du
cos a

of equations

du

dydr

independent variables are r


wo x, y in terms of those

partial derivatives of u

0,

dd

cos 6 du

-.

(6)
Kl

dd

shows that the operators djdx and

(6)

sin/9 d

cos0-

dr

dd

have the same effect on u, where on the left u is a function of (x, y) and on the right
has been expressed in terms of r and 0. Using these equivalent operators
(cf. 5.62) to find dhi/dx 2 , we have

it

d u
~
=
2
2

sin0 d\

n d

/
I

dx

cost?

dr

J n
= COS0ICOS0
_sin0^__

2
9a d u
sin 2
dr 2

sin0 d zu\

dd

drdd)

cos ddu

dddr

-H
drdd

Remark (a)

d2u
1

dx2

2sin0cos0S
1

dd2

dr

r2

dd

cos 2 ddu

dd

\d 2 u

d 2u
1

dr2

dy 2

2 sin

cos

du

drdd

r
d2u

r2

cos 2 dd 2u

dd 2

below,

2 sin 6 cos d d2u

AJJ
Adding,

sin d d 2u\

dd

sm 2 dd 2u sm 2 ddu

d 2u

2sin0cos0

dy 2

dr*

d 2u

dd!
1

r2

Similarly, or see

du\

2
n du
n d u
Bind- + cos d

9a dhi

cos 2

sin

dr

dr

du

cose'
i

Bind du

dhi
dr*

dd) \

dr

r2

dd'

\du
.

r 2 dd 2

rdr

(c )
K}

Remarks
(a) Since

\ti

the expression for du/dy is obtainable from that for dujdx by putting
can be found from d 2u\dx2 by the same sub-

for 0. therefore d 2ujdy 2

stitution.
(/?)

The result can be written

\ +

r8r\dr)
(y)

is

The expression on the left-hand

called del or nabla;

V2

is

8 *u

72 dd 2

'

side of (c) is often written


the Laplace operator.

V 2w, where

FUNCTIONS OF SEVERAL VARIABLES

350
(3)

The wave equation

To

find the general solution of this,

from x, ttou,v by the substitutions u


by Ex. 9 (a), no. 13. We have
dy
dx

and by using equivalent

c%

we change the independent

= x ct,

dy du dydv _
~ dudx + dvdx ~

= x + ct

dy

du

variables

which are suggested

By
dv'

operators,

8\/8y

8y\8 y

dv) \du

= (8

8 y

8 2y

dudv

dv2

'

\8u

dx*

[9.44

du

8v)

Similarly,

dy

= c dy

he

du

8t

By

dv

d2y

and

dt

2
2
(8 y 2 B y
r
2
dudv
\du

ci \

8 2y\

1.

dv2 }

Hence the given equation becomes


dudv
Since this can be written

(IH

8u

we

see that dy/Bv is independent of u (3.82),


only, say By/dv F(v). Integrating wo v,

y
where

g(u) is

an

and

is

therefore a function of v

= jF(v)dv + g(u),

F(v) dv, the


y =f(v)+g{u) =f(x + ct)+g{x ct)t

'arbitrary' function of u. Writing f{v)

general solution

is

where/, g are 'arbitrary' functions.

Example
Find the solution for which y
Since

dy

^ =

ex

and

dy/dt

ex

when t

0.

cf'(x + ct)-cg'(x-ct),

at

we see that when 2 =


V

0,

+ 9&) and

By

= cf'(x) -

cg'(x).

Hence we require
f(x)

+ g(x) = e*-l

and

f(x)

+ g(x) =

and

i.e.

for arbitrary a. Therefore,

f(x)

ex

- g'(x) =

e*,

f(x)

g(x) = -e x + a
c

on solving
e"

f\x)

for f(x), g{x),

+ i(a-l),

g{x)

we

find

1),

required

FUNCTIONS OF SEVERAL VARIABLES

9.44]

351

and the required solution is

^^1+1)^ + ^1-1)^--!.
Exercise 9(d)*
1

down the expression for

Write

du

du

when u

is

du

2 For any differentiable functions


satisfies

8Hl

<f>{t), tfr(i),

show that u

= x<f>(y/x) + t/r(y/x)

g2u

3 If f(x, y) is homogeneous of degree n in (#, t/), prove that fx{x, y), fv {x, y)
are homogeneous of degree n 1. [Derive /(to, 2y) = < n/(a?,
partially wo x.]

4 If x

constant

rcos#, y
if

rsin0 and u = r B cos0,

dht/dx2 + dhi/dy*

find the possible values of the

[Use 9.44 (2).]

0.

= x3 + Xxy 2 satisfies

Find the value of the constant A if u

dhi

dx2

8
H

dy 2

With this value of A, show that if z =

r nu

0.

where r2

= x2 +

2
,

then

[Express z in polar coordinates.]

6 If z

a function of x and y, and the variables are changed to

is

u=
(where a,

,..

[For

x2

(iii)

7 If x

dz

y
*
dy 2

dx 2

+ 2uv dudv

41 v2
du 2
\

use equivalent operators obtained from

u, v

by

= ax2 fly2

dz\

dz

-2xy
+ =
*dxdy
eu

+ e-v y =
,

d z

8u 2
8 If a?

+ fly2

are constants), prove that

9z

(in)

fl

ocx 2

ev

+ e~M

8%

8 z
1

dudv

dv

ht* 2

du 2

dudv

du

prove

x 8z

2
n d z
2

+ 21 w + v\.

(ii).]

dz
I-

hi

dx

u x2

0%
dx

8y

d 2z

2xv
h

I-

8x8%

= u + v and y = uv, prove


d 2z

8v 2J

d 2z
I

8v 2

(x 2
v

5*z

4:t/)

y)

8y 2

2
dy'

v2

d 2z

* dy 2

'

dvj

FUNCTIONS OF SEVERAL VARIABLES

352

9 Obtain the solution of d z/dxdy

when x =

0.

and

10 Find the
[Use 9.44(3).]

9.5

when y

general

ainx sin y for which


an odd multiple of \tt.

is

of d 2z/dx 2 8 2z/8y 2

solution

dz/dy

[9.5

= 2siny

sin (x + y) cos (x y).

Differentials

9.51 Definition
Suppose that u(x, y) is a differentiable function of the independent variables
Then the approximation (iii) in 9.33 and the procedure in 3.92 (1) suggest

x, y.

we

that

define du, the differential of u,


'

du

by the exact relation

8u

du

8x

8y

= 8x
+ 8y.

(vm)

is linear in Sx and in 8y
denned whenever both du/dx, dujdy exist.
This definition of the differential of the dependent variable u also defines
the differentials dx, dy of the independent variables x, y. For dx is du when u
is the function x, in which case dujdx = 1 and 8u/8y = 0, and (viii) gives

Thus du

that part of the total variation du which

is

(the 'principal part' of 8u). It

is

dx

Hence dx

Similarly

(viii)

l8x + QSy

Sx.

with the arbitrary increment


Consequently (viii) can be written

8x: the differential of a; is identical

shows that dy

8y.

du

8u

du

= dx + dy.
7

8x.

(ix)

dy

dx

Remarks
(a)

Although dx
we have

Sx and dy

and

(viii)

and

in general e t , e2 are not

(/?)

Su

8y, in general
_

du

4=

8u since by

(ii)

of 9.32

= du + e1 Sx + e2 8y,

both

zero.

We shall see (9.53, Remark) that formula (ix) is more general than (viii).

(y) The partial derivatives dujdx, 8uj8y appear in (ix) as the coefficients of
the differentials dx, dy. For this reason these partial derivatives were (and

sometimes

still

are) called partial differential coefficients.

a function u is to write down the expression (ix) for du.


Contrast this with the process of deriving uwo x (or wo y), in which we merely
write down the expression for dujdx (or dujdy).
(8)

To

differentiate

9.52 Principle of equating differential coefficients

Adx + Bdy = Cdx + Ddy,


B,0,D are functions of the independent variables x, y {or are possibly
constants), then A = G and B = D.
If

where A,

Proof. Since dx, dy are arbitrary, being identical with the increments Sx, 8y
in the given relation and obtain
respectively, we may take dy = 0, dx 4=
= D.
shows
Adx = Gdx, whence C. Similarly, taking dx = and dy
It is essential here for x and y to be the independent variables, otherwise

dx, dy

would not be

arbitrary.

FUNCTIONS OF SEVERAL VARIABLES

9.53]

353

9.53 Invariance of the expression for the differential


(1) If we interpret the derivatives du/dt, dx/dt, dyjdt in formula (iv) of 9.41
as quotients of differentials, we may multiply both sides of (iv) by dt and obtain
(ix). Now (ix) was proved on the assumption that in u(x,y), x and y are the
independent variables; whereas under the circumstances in which (iv) holds
both x and y are functions of a variable t. It thus appears that (ix) holds more
generally when x, y are themselves functions of an independent variable t.

Next, suppose as in 9.43 that u = u(x, y) has been expressed as a function


f tne independent variables , tj by means of the substitutions
x(g, rj), y = y(g, ri). By the definition of 'differential' applied to the function

(2)

u= f(>V)

=
u=M,V),

du

du

du

8i

Idudx

dv

8udy\

du/dx jr

^[M
du

^+

8x

idudx

,r

dudy\

duldy^

^ V + ^[di
d

dy

^'

onrearran

du

= dx +dy
dx

since

by the

dy

definition of 'differential' applied to the functions

y(i>y)>

dx

8x

x(g,r}),

Thus du is still given in terms of dx and dy by

x=

the formula (ix), jtjst

WERE THE INDEPENDENT VARIABLES

as if

(x, y)

Remark. In contrast to this result, formula (viii) is false when x, y are not
the independent variables. For, since we are assuming x(, ij) and y(, tj) to be
differentiate functions of (, ij) as in 9.43,
dx

dx

= dx + e^+e^Si}
by

definition of dx;

and

similarly

Sy

The right-hand side of (viii)


du

(dx +

which in general

is

is

= dy+e3 S^+ei Sii.

therefore

+ (dy + e3 8 +
du

ex tg

e 2 8V )

not equal to

8u
du

dx + dy,
dx
dy
y

i.e.

du,

the left-hand side. Thus (ix) is more general than


or not the variables are independent.
23

4 8tj),

(viii)

because it holds whether

GPMI

FUNCTIONS OF SEVERAL VARIABLES

354
(3)

The above invariance property


u of n variables x,y,z,

holds for the differential

[9.6

du of any

which are themselves differenThe proof would proceed


similarly from the corresponding extensions of formulae (vii) and of the definition of 'differential'. The technical convenience of differentials depends on
differentiable function

m independent variables ,

tiable functions of

...

ij,

, ....

this property; see 9.6.

9.6

Further implicit functions

9.61 Differentiation of equations


Let f(r, s, t) be a differentiable function of the independent variables r, 8, t.
Suppose that functions u = u{x,y), v = v{x,y), w = w{x,y) of independent
variables x, y are such that

f{u,v,w)

for all

x and y

satisfy

for

which the functions are denned. We then say that


w) = 0. For example, if

u, v,

differentiable equation f(u, v,


f(r,s,t)

u=

then
satisfy f(u,v,w)

sinar cosy,

=
v

+ s a -M 2 -l,

ra

w = coax

eiax siny,

0.

substituting for u, v, w in /, we obtain a function of the independent


variables (a;, y) which is zero for all x, y concerned. Hence

On

^
=
8x
and so

By

df

and

= *fdx+?fdy =
dy

= 0,
|
dy
Odx + Ody

0.

8x

the invariance property

we always have
df

8f

8u

8v

8f

+ -^-dw.
df=i-du+-fdv
J
8w
Hence

df

8f

8f

-fdu + -^-dv+^dw =
dw
8v
8u

0.

Therefore, given a differentiable equation involving differentiable functions,


we may differentiate both sides as if the functions in it were independent variables.

9.62 Derivatives of functions defined implicitly

In

this section

we assume

that all functions involved are differentiable.

We

consider general functions rather than specific examples because we thereby


exhibit more clearly the process used, unencumbered by details of calculation.
The following cases are typical.
as determining^ as an implicit
(a) In 9.42 we regarded the equation/(,y) =
for all x for which the functions
function of x, say y = y(x); then f{x, y(x)) -

could also determine a; as an implicit


are denned. The same equation/(a;, y)
function of y.
function of (x, y), say u = u(x,y);
(6) Similarly ,f(x, y, u) = Omay define u as a
and then f(x,y,u\x,y)) = for all x, y concerned. The given equation might
also define y as a function of (x, u), or x as a function of (y, u).

FUNCTIONS OF SEVERAL VARIABLES

9.62]

The

(c)

pair f(x, u, v)

0, g{x, u, v)

may

be thought of as simultaneous

equations capable of being solved for u and v in terms of


implicit functions u = u(x), v = v(x) for which

f(x,u(x),v(x))
for all
(d)

u=

and

355

g(x, u(x), v(x))

as defining

a;,f i-6.

x concerned.
Likewise the pair of equations f(x, y, u, v)

u(x, y), v

= 0, g(x, y, u, v) =

could define

= v(x, t/).f

Assuming throughout thai these implicit functions actually exist and are
we employ 9.61 and 9.52 to obtain expressions for their derivatives. The results need not be memorised because they can be found in any
particular case by the same methods. The first step is always to differentiate the
differentiable,%

given equation(s).
(a)

From f(x, y) =

we have

so that

dx

dx/ By

as in (vi) of 9.42.
(b)

From f(x,y,u) =

0,

df

df

df

dx

dy

du

=
i-dx+i-dy+du
*
Solving for du,

= --fdx--fdy.

du

Ju

Ju

But

0.

= dx-\

du

dy,

ox

dy

and since (x, y) are the independent variables,

9.52 gives (on equating coefficients

of dx and of dy)

=
?
a
(c)

We have
8f

&f

Of

~-dx + ^-du+^-dv

dx

du

4.
Sy
f

and
/.

So

8g

do

dx

du

dv

-^-dx+~du + ~dv =

and

dv

0.

Solving for du, dv in terms of dx gives expressions for dujdx, dvjdx.


(d) Differentiating,

j-dx +
dx

with a similar equation for

dy in the form
Since

(x, y)

du

g.

dy+^-du + % dv = 0,
%
dy
du
dv

We can solve these for du, dv in terms of dx and

= Pdx + Qdy,

dv

are the independent variables,

du

_ P
8x~

du
'

_Q
&y~^'

= Rdx+Sdy.

we deduce

Sv_
8x~

Tf
'

&>_
dy~

t Other choices are possible, of course.


% General conditions sufficient for this can be formulated.
23-2

FUNCTIONS OF SEVERAL VARIABLES

356

[9.62

Remarks
(a) The equations

in differentials are always linear, and therefore easilysolvable, whereas the given equations will not in general be linear in the

corresponding variables.
the choice of independent variable(s)
(fi) We have already remarked that
can be made in more than one way. For example, in (d) we can select two
independent variables from among x, y, u, v in 4 C2 = 6 ways, and for each
choice there are 4 equations giving the partial derivatives of the remaining
variables wo these, making a total of 24 such equations. The two equations
obtained by differentiating/ = and g = are symmetrical in the differentials,
and convey all this information. Also see 9.43, Remark (/?).
(y) The reader who nevertheless wishes to avoid differentials can obtain the
results described above by using the obvious extensions of formulae (v) or (vii)
to functions of more than two variables, in the manner that ( vi) was obtained
wo x (using the extension
in 9.42. Thus in (6), by deriving f(x, y, u(x, y)) =
of

(vii)

to a function of three functions of

+ -dudx =

(x, y))

= -A
ox

so that

0,

we have

dx

ju

Examples
(i)

x and

If

u=

sin x shy

and log (x + y) + 2y- Slog z

4, calculate

du/dx when

z are the independent variables.

Differentiating both equations,

du
1

and

x+y

From

the latter

we

cos a;

shydx + smx chydy

{dx+dy) + 2dy

dz

0.

find

dyl-^ + 2| = -dz
\x + y

] dx,

x+y

and on using this to eliminate dy from the former,

du

cos x shy dx + sin x ch y (-dz


\z

^ /(

x + yJ) l \x + y

2J
J

Since (x,z) are the independent variables, du/dx will be the coefficient of dx
in the expression for du, viz.

COS 33 Shi/ -

sinojchy
-r-.
r

l
(ii)

Iff{x,y,z)

prove

dx

dz I8z

dy/ dx

dy
First method.

+ 2x + 2y

and

dx

jdz
1 /

dz

dx

By differentiating the given equation.


8
8
=
+dx + Idy + fdz
dz

dx

dy

0.

(A)

FUNCTIONS OF SEVERAL VARIABLES

9.62]

357

The expressions dz/dx, dzjdy in the required results indicate that z is an implicit
function of the independent variables x, y. To find them, solve (A) for dz:

= -ffdx-ffdy.

dz

Jz

Jz

Hence

J*

fa

and

ft

8y

Sz

Similarly, the appearance of dxjdy, dxfdz indicates that we regard the same
equation f(x, y, z) = as defining a: as a function of (y, z). Solving (A) for dx,

dx

= - ffdy- ffdz,
Jot

l = JjL

from which

Ja>

dz
fm
The two results now follow.
The preceding is hardly more than a verification of results already stated.
A more subtle use of differentials leads directly to the results themselves.
Second method. Regarding z as an implicit function of (x, y),

/.

dz

= dx + dy.
*
dx

dy

Next, regarding a as an implicit function of (y,z),

dx

dx

dx

By

dz

J
= dy
+ dz.
,

Eliminate dx from these by substituting the second in the


dz

(dz dx
I

dz\
1

\dxdy

dyj

7
dyA
b
'

dzdx

first:

dz.

dxdz

Equating coefficients of dy, dz gives the respective results. Observe that the
function/ does not enter the calculations. For Ex. 9 (e), no. 16 the first method
would be even more prolix.

Exercise 9(e)*

Assume
1

f(x> V> z)

that all the functions concerned are differentiable.

= constant and xyz constant; prove that


_
dx

y(xfx -zfz )

x{yfy -zfz )'

= constant and x* + y* + z a = constant, find dyjdx.


<j>{x,y) = 0; prove that dujdx =
(fx v -<f> x fv )/$ y
= f(x, z) and z = g{x, y), find dyjdx.

2 Iff(x, y, z)
3

u =f(x,y) and

4 If y
5

curve in the

fjx, y, a)

0.

<f>

6 Elimination of

its

tion of 9.43,

Remark

from the equations y =f(x,t),

(/?).

Cf.

and

= <f>(x,y). Prove that fa =


If x = e 2 sin^ and y = e^Gosij,

relation z

given by the equations f(x, y, <x)


gradient is -fjfy

(x, y) -plane is

Prove that

(ft gx -fx gt )[ft

= g(x,t)

leads to the

and fa = g /f
t

t.

prove that (dx/dg) v = 2e 2 Zcosecq. [Notathe direct method shown there.]

FUNCTIONS OF SEVERAL VARIABLES

358
8 If

under

u = xy and ax + by + cz =

where

1,

a, b, c are constants, find

dujdx

possible meanings.

all

= x 2 + y 2 + z 2 and z = xyt, find dujdx under all possible meanings.


If u = x* + y 3 + z 8 and x 2 + y2 + z 2 = constant, find (du/dx) v
If u = x 3y 2z where # 2 + 2 +z 2 = 3a*/z, calculate (dujdx) y and (dujdx),

9 If u
10
11

at

t/

(1, 1, 1).

12 If/(#, y, z)
Prove that

0,

explain in detail the meaning of the symbols dy/dx, dxjdy.

(l)

(n)

13

Given that p,

v,

14

The

=
dz'

6 are connected by a single equation, prove that


/dp\

where

3*^,
dydz

fy&s

variables

v, 0,

/dv\

fd_6\

are related

(j>

=_x

by pv =

Gv Gv B are constants and Cv Cv = B.


dd d<J>

d6d<j>

= Cv logp + CP log v,

.R0,

Prove that

__dpdv dpdv
~~d6d4>~d^dd'

8p8v~8v8p ~

[The context makes clear that in the left-hand side 6, $ are functions of (p, v),
while in the right-hand side p, v are functions of (0, <j>).]
15 The equation dE = 6d<j>pdv arises in Thermodynamics. If
to be a differentiable function of (0, v), show that

bur variables p,
and deduce that the four

v, 6,

are related
re

<j>
<f>

E is assumed

by two

equations.

Prove that

^
[For

(ii)

put ^ =

"~"

\w/v

V>?/p

6<j> E, show d^ =

\<16

and hence get

00
16 If c,

2/,

{du) v

w,

v are connected by two

{^lv {^)u{^jv
[Write down <Zw, dv and efcc,

relations,

dv

show that

(^)fc)v
Substitute the

first set

in the second,

equate coefficients of dx and of dy.]

Miscellaneous Exercise 9(f)


1

If u

= ylog(y+r)r where r a =
dhi

dx2

2 If x

rcos0, y

x 2 + y 2 prove

dhi

8y2

_ 1
~ y+r'

rsin0, prove
S2

dxdy~

cos 20

r*~'

'

fc)(^)v~
and then

FUNCTIONS OF SEVERAL VARIABLES


3 If z

f(x, y) + g(t)

where

xy, prove
dz

'

TT

V=

8z

*dy

dx
is

independent of g. Calculate V when f(x,y) = xye x ~v


4 If u = x* y 2 , find a function v(x, y) for which

du
tt

dv

x and

5 If z

),

dx

dz

= /(a; 2 + y 2 + z 2

),

d 2z

X 8y->

^'^dxHy

prove

+ 2" = 4 aj2 +
8^ +
fe
If w = x nf(y(x), prove
(

+ z2 )/^ 2 +

2/

=
+ y
*

dx
If v

= w e^*

61'

+ 2 a + 6/
)

2/

(a:

+ 2 2 + z2 ).
/

nu.

dy

with w as before, prove

x
8 If z

du
dv

=
dy
dx

prove

dz

y.

= f(x 2 + y 2
{l)y

6 If m

and

dx
for all

359

= f(x + y) g(x y),

dv

dv

~ (ax + by+n).v.
+
T
ox yT
dy
prove

z_S 2z\ _ lszy_ldzy


dy 2) ~ \8x)

/S 2

'

\dx*

9 If z

+ y) + yflr(a;

y),

prove

&b 2
10 Find the constant

n if w =

dxdy
J"

e^1

r2 r\
11

w =/(z) where

If

-a;

satisfies

2
,

dhi

dx 2

=
dzz

2
d z
2

a z

dy 2

0.

" satisfies

8r)

dt'

prove zdujdt

_U _
~

tf\z)

and show that

if

dhi

~~dfi'

then/(z) satisfies
12 If
dujdt

w =/(z) and

= a;2 /4, calculate aw/3*, d 2ujdx2 If u satisfies


= A fe-^dz + B, where A, B are arbitrary constants.
of the curve a? 2 tan -1 (y/cc) y 2 tan- 1 (x/y) = c at the

z2

dhi/dx 2 , prove/(z)

13 Find the gradient


general point (rcos0, rsin0).

14

Show that the value

of cPyldx* at the point

x* + yz

= axy + a*

is

(a, a)

7 la.

of the curve

FUNCTIONS OF SEVERAL VARIABLES

360
15

Find the equations of the tangent and normal at

(i)

f(x,y)

Calculate the lengths of the subtangent

(ii)

16

17

(xlt

yt ) on the curve

0.

and subnormal.

Prove that the curves x + y = e 2x y = xtaxiy cut orthogonally.


If u = u(x, y) and x = a + ht, y = b + kt, where a, b, h, k are constants, prove
2

u = u +
d2

dt

18 If x

rcosd, y

8x

= raind,
wo r,

partial derivatives of u

19 If u = u{x,y)
constant), prove

2
yo 8

h2

and x

d 2u

..

8x 2

8 u

8hi

nll

2hk

dxdy

+ k2

-.

8y z

express {8uj8x) 2 + {8u/8y) 2 in terms of

6 and

r,

6.

cosa-?/sina,

"y
(U)

2/

^sina + ^cosa (where a

is

y -y

8 2u

8y 2

_ 8 2 u 8 2u
~ 8^ + 8i} 2

'

20 If u, v are expressed as functions of (x, y) by the formulae

u-Xv =f(x-Xy),

u + Xv =f(x + Xy),
where A

is

a non-zero constant, prove


8v
8v
8u
8u

= =A
8x
8x
8y

..8 u
8 u

= A -
2

. n
2

and

8y 2

8y

8x z

21 If x = ( 1/u) cos 6, y = ( 1 /u) sin 0, calculate (8x/8u) e and {8u/8x) y and show
that their product is cos 2 6.
If V(x, y) is transformed into a function of (u, 6) by these relations, prove
,

8V

= -w

(i)

.
2

a 8V

8V

sinf
.

cos6'-

8u

8x

80

<")(iT (f) ='feT


22 If x

y=

er* sin 6,

er* cos 0,

23 Writing Q{x,y)

where w

F = F(x,y).

(x, y)

to

(r,

6) in

82u

82u

- x nH(x,y), and changing the


=
transform the equations

y/x, v

x
where

^7

change the variables from

a2w

(w, v)

variables from (x,y) to

a;?/,

8G
8x

Vv
y

80

= nO,
8y

8F
x8x

8F
=
y
8y
b

Hence prove G = x n <f>(y/x) and

.F

0,

^(a^),

where

<j>{t)

and

^(2) are arbitrary differentiable functions of t.

24 If u, v are functions of (x, y)


prove
for all x, y, r
*
&b

which are connected by a relation

av

Sm

_
8x8y~

<f>(u,

v)

FUNCTIONS OF SEVERAL VARIABLES


*25

(i)

is

w are functions of (x, y, z) which satisfy the relation


prove that the determinant

If u, v,

for all x, y,

z,

du

du

dx

dy

dz

dv

dv

dv

361
<j>{u,

du

dx

dy

dz

8w

dw

dw

dx
dy
dz
zero for all x, y, z.
2
2
2
(ii) If u ax + 2hxy + by + 2gxz + 2fyz + cz has linear factors

= Ix+my+nz, w = Vx+m'y+n'z,

prove

[The functional relation

is

u vw =

0.]

=0.

v,w)=0

(1)

ANSWERS TO VOLUME

Exercise 1(a), p. 10
1

13

- 3 < x < |; (ii)


x = y = $,z = $.

(i)

<x<

2\,

w=

>

x
14

3.

2 6 /(3'V3);

(i)

(4/3 )#f.

(ii)

Exercise 1(b), p. 14
1

x<%, x>B.

4 =f:-i.
7

< < 3, x<l.


< -1, 1 < < 2,

a;

9 x

a;

-1 <#<

2<-l,8>l.

-l<a;<l,

>

a;

3 All

61<a;<2,

jc>3.

a;>3.

10 4

4.

a?.

<

a;

< 3 + V 3 3~V3 < x <

2.

14 No.

11

4i,

15

A=

2,

-|;

= -2,

i>

1,

4=

3,

2, tf

2,

D = - 1.

Exercise 1(c), p. 19

Graph
18 Graph
16

like fig. 9, p. 17.

17

Graph

like fig. 39, p. 79.

19

y>-\; minimum

like fig. 10, p. 18.

at

- 3,

-\).

Exercise 1 (a"), p. 29
E, n;

(i)

O, 2n;

(ii)

(vii)

E, 2n;

(viii)

(i)
(iii)

E;

(iii)

= 0;
a*/ a -2a^+a;-4y = 0;
i
i
y -2xy + x -x

(i)

Homogeneous of degree

5;

(iii)

1;

(iv)

11

(ii), (iii)

(ii)

-;
(i)

m n, and then of degree m.

E;
#;

(ix)

4
2/

(iv)

(v)

O;

(iv)

(x)

(v) neither;
(xi) neither;

0;

-2a^ 2 + a:a -:r =

m+n,

sin (1/x) oscillates between

E;
0.

0;

3xy 2 + 6xy-y* + 2y-

-2;

(vi)
(xii)

0.

(vi) 0.

(ii)

m n;

increasingly often as x approaches 0.

(iii)

not homogeneous unless

Exercise 1(e), p. 34
1

(i)

Raise

Ox

c units;

(ii)

alter y-scale in ratio c: 1;

(iii)

move Op back

c units.

2 Not(-a,0).
5

7 r2

cos20

= a8

3
.

a 2 sin 4(9.

6
8

= at/{l + t*), y = at 2J{l+t*).


r2 sin 20 = 2c2
(' + y 2 3 = 4a*x Vx

Produce r by an amount c; (ii) produce r in the ratio c


initial line clockwise through angle c.
17

(i)

18 Cardioid.

(iii)

rotate

ANSWERS

(2)

Miscellaneous Exercise
5

= \(a + b + c).
By Cauchy, (Za&c) 2 <

p. 35

(Sa 2 & 2 ) (2c 2 ); and Sa 2 6 2

<

(Za 2 ) (S6 2 ) unless

all a's

or all 6's are zero.

7 a
sion

>

(a;

- 4ac < 0; or
- 4x + 12) (a - 2) 2

2
0, 6
2

c>

0,

0;

A=

4,

8,

10 Between

9 Outside -1,3.

8 All values.

Expres-

16.

2, 5.

-l<a;<l, a<-2, > 2.


< x < -I, x < -2.
13
= (6 2 - 4ac) (6' 2 - 4aV), which can be reduced
(ca' - c'a) 2 = (aV - a'b) (be' - b'c).
19 X = ax + hy + g, Y = y-(gh-qf)/(ab-h 2 ); A = 0, ab = h\ a 4= 0.
21 a; = a(2 cos + cos 26), y = a(2 sin - sin 20).
12

a?

16 (oo'-2ac'-2a'c) 2

to

Exercise 2(a), p. 50
1

2a.

(i)

-1;

(ii)

0;

(iii)

-3.

0; (iv)

6a4

1.

3.

f.

J.

1.

1.

10

0.

11

1.

12

(i)

0;

13

(i)

0; (ii) 1.

14

(i)

osc. fin.

15

(i)

0;

18

-sin*.

(ii)

osc. inf.

1;

go.

(ii)

1.

17 sina.

16 2(p*-q*)JrK

(ii)

osc. inf.

oo.

Exercise 2(b), p. 58
1

oo.

->

oo.

osc. inf.

3 osc.

1.

oo.

7 ->

fin. 0, 2.

oo.

osc. inf. 0, oo.

8 osc.

fin.

fin.

1.

9 _().

10

->0.

11

->0.

12 osc.

13

14

1.

15

7T.

16 |0 8

17

1.

if a > 6, 6 if 6 > a, 0ifa =


< 1, osc. inf. oo.

18 a

20 If a

#s 1, -> oo; if

22 g(n) has limit

>

6.

19

1.

0.

I.

Miscellaneous Exercise 2(c), p. 58


2

1.

limw n

= -V.

3 + 42 ~.

wn

for all a.

n-*co

9 If

|a|

10 If

|a|

11

(i)

<
<
->

1,

un

-> 0; if

|a|

1,

un

-* 0; if

|a|

mi

(ii)

0,

O is approached.
y = 1 lim [lim{cos(m!7ra;)} 2n ].

curve
12

oo.
> 1, \u n
> 1, \u n -+ oo.
oo, or +oo, depending

jn--oo n-*-ao

along which part of the

ANSWERS

(3)

Exercise 3(a), p. 68
1

(i)

(i)

(i)

-1/a;

1/(2 V*);

(ii)

n sin"

-1

a;

17 5/V(l-25a;

sec 2 a;.

(iii)

8a;/(l-a; a ) 5 .

(iii)

mw sin" -1 mx cos ma;;

+x
- l/V(a2 -a; 2
2

18 2/(1

).

(i)

l/V(a -a; 2 );

21

(i)

-l/V(a 2 -a; 2 );

8 f\x)

(4aj+17)-*.

(ii)

20

(ii)

F\u).

19 sin^a;.

).

).

27 fr^/a 2*/.

29 {ay-x^Kyt-ax).

<j>\t)

l/V(a2 -a; 2 ).

(ii)

22 a/(a*+x2 ).

30

a^/

(2y+3a^')-

28

-{by fax)*.

31

-l/i 2 .

-(b/a) cot <j>.

34

x-ty + at* =

33 *(2-*8 )/(l-23 ).

32

= cot^;
+ y cosec 2 6 a.

35 x sec 2

(i

sec n+1 a;.

l/(2y + 6);

(i)

IV^J

(iii)

ZOx*(x*-Z); (ii) xj<J(a? + x 2 );


~
nsin w 1 aj cos a;; (ii)
cos ma;;

(iv)

0;

te

+y =

2of + oi3 .

Exercise 3(b), p. 73
3

-3a: -12a;+4)/(a;

2(a;

3a;(l-a; 2 )-*.

a;2

5 {(1

6
7
11

m( 1

+ 4) s

14

aj

2 )~*

{x sin (m sin-1 x)

+ m( 1 a; 2

cos (m sin -1 a;)}.

10 ^= l,y* = 0,y = 2.
m(m 1) ... (m n+ l)a;m-n if m ^ w, if m < n;
~
(ii) m(m 1) ... (m n+ l)x m n
l)"n!a;~ n (iii)
sin(a; + twr).
13 cos (x + %nn).
m(m 1) ... (m + l)a n (aa; + &) m ~ n unless m is a positive

-nty

(i)

integer less

is 0.

15 o n sin(aa; + 6 + ^n7r).

-4a

18

2o/2/,

20

a;(2aj/ 2

23

+ 2a; + 4)/(a: + l) 8 (a;-2) 2

sin a; x cos a;}/a;8 .

than n, when the result

21

4 sin a; (9 sin2 a; -7).

12

6a:(a:

l/,

8
/t/

19

(ay-x

6uV + 4v"V +tf*>u.

)/(y*-ax), -2a*xy/{y*-ax)*.

-a;8 )/j/(j/ 8 -2aa;2 ), 2aa;*j/(25a2 - 8xy)/(y* - 2ax2 ) 3

- l/(2a<8

(6/a)

17 vu^+iv'u'" +
2

22

).

tan 0, (6sec 0)/(a

25 n cos n#

sec d, w(sin

0).

24

-(6/a)cot0,
y/i,

- (6/a2

(xy-xy)lx3

cos n0 n cos 6 sin n0)

sec 8 0.

cosec 8 0.

26 (a 2 /?r) /r 6

Exercise 3(c), p. 84

= 2, max.; a; = \, inflex.
= 0, inflex.
2
3 x 1, min.; x = 2, inflex.
4 x = \, max.; a; = If, min.
= a + 2nzr, max. x = a + (2n \)it, min., where n is an integer and a is
5
given by cos a sin a 1 = a b ^/(a* + 6*).
1

x=

1, rain.; a;

a;

a;

ANSWERS

(4)

10

= nn, min.; x = (n + $)n, max.; x \{2n + 1) n, inflex.


\TT + 2nn, \n-\-2mr, max.; x = 2nn \n, min.
x 5, max.; inflexions at oj = 2, 2
x=
i(6 + ^/3), min.; x (6 ^3), max.; a; = 2, inflex.
The value 1 oif{x) is not a minimum value.

11

To a given value of x

6 x
7 x
8

values of
13

(i)2cu.ft.;

15

liy/2.

19 since

21 af-

for

which

<

\x\

there correspond infinitely

many

6.

14

cu.ft.

\AB.

17 Equality.

5=

(ii) 8/tt

2{7Tx)jir

< r(x- 1)

<

when

if

>

0,

a;

4= 1,

7r.

<r<

1.

Exercise 3(d), p. 87

(i)

h;

47rr 2 <Jr.

1-0035.

(ii)

3ah + hs ;

(ii)

p%

when a =

h/a*(a + h);

(iii)

~8p;

(i)

-8T

-dp.
p*

0.

Miscellaneous Exercise 3(e), p. 90

sin (sin x) cos x.

1 a; 2 3a:(l a; 8 )* sin-1 a;.

4 -(& 2 -a 2 )*/(6 + acosa:).

8 a;).

nsec a;/(l+n tan

-2/V(l-a; 2 ).

1/^(1 2 ); because sin -1 V(l # 2 and


- l) n n! {3(a; - 2)-*- 1 + (x + 2)~ n ~ 1}.
i(

6 l/(*+l)V*.

a;

10 (-l)n!{8(x-2)- n

n=

-(-l)- n - 1}

-1

cos-1 a; differ

n>

if

1;

by a

constant.

+ (a;-l)- 2 -8(a;-2)- 1

if

1.

2 n_1 cos (2a; + \nn)

11

31

25 o

0.

-$, 6

= ^.

}]/[l - 2(a> + y) cos {( + y) }].


= 1, min.; = 5, max.
28 None.
29 None.
6c; otherwise, none.
x = 2w/r, min.; x = (2w+ 1) tt, max., provided ad
x a*6*/(a* + 6*)*, max.; = negative of this, min.

26 [2(* + */) cos {(a? + 2/)

30

5 n cos (5a; + tym).

21 d*y/dt*+y

12,13 See 10.43.

27

a;

a;

=f=

a;

32 (27 + 3V78)*,max.; (27-3V78)*,min.


35 x
\tt

<

<

|7r,

fn,

f7r

|7r.

<x<

(i)

Incr. for

<

<

n. Greatest value at

40

39 2ab.

\n

<x<

|7r;

(ii)

\n.

6.

Exercise 4(a), p. 99
1

\{{x+l)l + {x-l)*}.

4 tana; a;.

2 ^x + \ain2x.
5

^-(sin3aj + 9 sin x).

i-\sm2x.

6 x tan -1 a\

deer, for

ANSWERS
7

a; a

-log(l+a;a ).

(5)

Kl+)* + 2(l+*)*.

a(n+l)~.

n+1
(oaj + 6)

10 4(2
7
^ v cos 2x -cos 4a;).

11

13

-( 1/a) cos (aa; + 6).

16

^tan-^-itan- ^.

18

tan-^a + S).

-1/sr.
1

12 -sin (as
+ 6).
v

14 (1/a) tan- 1 (a;/a).

15 sin" 1 (/a).

17

-l/(a; + 3).

19 suv^a;-!).

Exercise 4(6), p. 104


1

i(*-5) + $(*-6)'.

16(

f(a;

Wd+^).
/2a;

7 isin 4 a;.

9 J sin" 1

8 $tan*a\

10 itan-M

3/'

_
9V(9-a;
a;

11

1 .

12

2 )'

X
13

J2+1)a

+ 3)* -6(* + 3)*.

2x2+1

14

9V(* -9)'
a

4(a;

9V(sa + 9)*
Xl

+ l) a

15
7(l

a;

2 )*"

16 sec^a;.

17 -J(x*-1).

18 fttaii-*) a .

19 cos-^l-a;).

20 $ sin8 x -\ sin6 a;.

21 sin^a;- V(l

22 sec- 1 a;--V(a:2 -l). 23 ${y/U-y/2).

- 2

).

24 (3V3-1).

25

26

i.

27 ^tan-if.

28 ^.

29

2.

31

Jtt.

Exercise 4(c), p. 109


1

sin a; a; cos a;.

-x

2 (a:/a)sinaa; (l/aa )cosaa\

cos x + 2a; sin x.

(2

\{x+l){x-5yfax-Z)\

^-(l-a;)^
n+V

'

(n+l)(n + 2)

4/2a; a

+ 2a;sin2a; + cos2a:).

(l-a;) n + 8 .
v

7 a;cos- 1 a;-V(l-a; a ).

'

8
2a:

^(l
+ as^tan2

*.

2a;

9 ^{sin4a: 4a; cos 4a; + 4 sin 2a; 8a;cos2a;}.


10 | cos8 x -cos a;.

12

-1,

a;"

11
a;"

sin ox - cos ax
.

n(n 1)

a-2

(5a* - 60a;

13 -ten.

14 8tt+16.

\x 2 aeo-x x-\*J(x*-

*n

+ 120) sin x - (a;6 - 20a;8 + 120a;) cos x.


15

f.

ANSWERS

(6)

16

17

+ l)(n + 2)(n + 3)'


^x-^^l-x^ahx^x.

Aw *'
*

(n

18

20 i(2x 2 -l)am- 1 x + ix^/(l-x z ).

19

2V(l-a 2 )sin~ 1 a; + a:(sin- 1 a;) 2 -2a;.

21

(1

-x^y + Zx^+Ax + B.

Exercise 4 (J), p. 114


1

l/x.

2cota\

9 (loga:-l)/(loga;) 2

sec

a;

7 2/(1

coseca;.

10

1/e.

21 31oga:.

-log (1-3).

24 log(l + a; 2 ).
2

-ilog(3a;

29

-| log cos 3a;.

34

m+

log a;

a:

30

-\ log (3 + 5 cos 2 x).

33 2 log tan \x ; log tan %x.

xQogx- 1).

35 i(loga:) 2

tan a: + log cos a; -|a: 2

37 ^(loga^-fa^logaj + ^a; 4

36 a;tan- 1 a;-ilog(l+a; 2 ).
38

0.

m + 1/

1 \

41 log 2.

42 l-log2.

43

44

45 &(2e8 +

46

x, log |acosa:

3, /*

39 ilog2.

40 ilogf.

47 A

a;.

l/(jclogc).

12 (l/)loglp e.
16

32 log log x.

sin x) .

4
25 ilog(l+a: ).

27

xm+l

).

- 12* + 7).

28 log sin a;.


log (cos x

(2/sr)loga?.

26 log(3a; -7a; + 5).

31

4 cot
a;

22 log(l+s).

17

23

15 2 sec a;.

14 sec a;.

13 cosec a\

- ljx.

2/cc.

4.

l).

+ 6sina:|; ^)^ + Algt= -2; 3a; 2 log (sin x + 2 cos a;).


Exercise 4(e), p. 119

3 *.

2 3e
5

8
11

+ 2 cos 2a;).
10 * 2

12 Je2 ".

16 e Biax

15 log(e*+l).

18 ie^cosaj + sina;).

22

e*-&.
m = 3 or - 2.

25

(a;

20

+ n)e

2a;

9 log2.e*

1.

**(l+loga;).

e<
-e cos *sina;.
= 2*^2.
13 --.
4

3 e*(a;+l).

e Sx (3 sin 2a;

7
10

1.

2*^2.

14 2e*.

17

a;

19

&

2*

21

-2 cos 2a;).
- 4a:8 + 6a: 2 -6a; + 3).

e x (sin 2a;

24 a n e

(2a;

*.

26 ^(loga)".

a!
.

+ 6 cos 6a;) =

+ &2 e0a! sin 6aJ + 6), where


2
n
2
2
2
1 = a 6 V( + &
cos 6 sin
( + & )* e sin (6a: + nd).
2
2
28 p = a/(a 2 + 6 2 q = -6/(a2 + 6 2 ); e * (a sin 6a: -6 cos 6a:) /(a + 6 ).
27

eax (a sin 6a:

V(

aa!

),

) ;

ANSWERS
29 e*(&sm&ar + acos&ar)/(a

31

36

(i)

0,

mm.; x =

2,

+&

max.; x

+ Bi + Gt 2

3 e" +

(ii)

30 x

).

3a;

+ ^/2,

(7)

0,

max.; x

= 1/^2,

inflex.

32 r^e ".

inflex.

+ A + log + tf(log x)\


a;

Exercise 4(/), p. 124


!

n^-i

(*

+ l)*(2* + 3)*
(3ar-5) 3

'

(ar-2)*(3ar
+ 2)*(2ar
t
+ 5); 2
-r
v
v
/
v

e 3a! sin2a;(5/ar

\2(*-2)

6(3 + 2)

ar

e x sin a; (log a;) 2 { 1

are a,

9)

4
2ar

+3

Zx + 5)

}.

2 + 5/

+ 3 + 2cot2a;).

5 e^*.

+ cot x + 2/(ar log a;)}.


tanar(l/ar+l + 2cosec2ar).

10 (logar)*(loglogar +

M.
log

18

arj

22

|ar+l

a;

23 e\

1.

28 logp.

21 e~ 2

27 logf.

26 log 2.

29 log(p/q).

Exercise 4(g), p. 128


8

(i)

%ch(x + y)-$ch(x-y);

(iii)

ich(a? + y) + Jch(a;-2/).

16 log

24

^ or log

cosech

3.

ar.

22

(ii)

sh (a; + y) + sh (a;

tharsechar.

23

25 cothar.

sech2ar.

27 cosecha;.

28

30 2sharcosar.

31 x ebx {ahx logar +

39 If a

6,

L-^-wJ; if a =
a-b
j

41

43 ch4a; ch2ar.

44 ^ch

char.

52 logth(iar).

b,

29

\ i^-e^+x)
2\2a
j

42 a;-thar.

Ja?+ish2a?.
3

ar

char.

45 ($sh6a:+ish4a; + 3h2a; + a;).


arsha;

(l/ar)ch(logar).

|sechar.

38 enhar.

e<<+*+

40 sh2ar-a;.

47

26

35 ch2ar.

37 21ogchc.
\
2[a
+b

cothar cosecha;.

(1/ar) char}.

32 (charj^logchar + artha;).

36 th3ar.

y) ;

48

arthar

55

1; 1.

46 |(l-l/a;2 ).

logcha;.

49

(ar

l)char 2arsha\

Exercise 4(A), p. 132


2

V(25 + 4ar
24

2 )'

X
^-x)' >

**

1^4?'

<h
GPMI

ANSWERS

(8)
5 $secx,

<

\x\

6 2/(1 -a; 2 ), x

\n.

9 sec x

8 secc.
10 sh-1 *.
16

c'

if

>

tana;

sec x

0,

|seca;|.

if

tana;

<

0.

ch- 1 ^.

11

log {x + <J(x* - a 2 )} + c';

= c - log a;

+1.

4= 0,

log a + Xx + c\
1

(X

^.
20 sin- ^.
17 sh-

18 ch"

23 ch-Ma +

26

l)

(a;>

0).

> 6).
> f).

Jch- !^

25

ix^-a^-^ch.-

ch-M^-ch- ^)1

33 ojth-^ + ilogtl-a;
35

).

isHh-^+^+ilogU-a;2
=

36 c n

xn
share
a

a2

<

38

\x\

<

1;

x n ~ x ch aa;

log^^-|VlO+V2

32

xoh^x- V(* a - 1).

34

i(2a?

a2

logcot(fce-i7r).

0;

>

29

n(w 1)
-\

\x\

1).

(x/a).

+ l)sh- 1 a;-ia;V(aJ 2 + 1).

).

37 2 th- 1 (cot Ja),

27 V 40+f Iog(3 + Vl0).

^Vt^-^+lch-Mfa;).

(i), (ii)

Jsh-^fa:).

22 sh-Ma;+

21

28 ixy/(x*-l) + $ch- l x.
31

19

(a;

c B _a ;

n chax w-x n ~
a:

a2

sh aaH

n(w 1)
a2

1.

Exercise 4(0,' p. 141


1

I log (x - 2) + f log (x + 2) -i log x.

281oe
S

26

a;- 3

15

x-2 x-2

2(x-2)*

ftan-i|-|tan-^.

Jar

log^
^.
B
2

a;

a5+1

log (a? -2)

a;

:l

+ log^.
+l

9 2a
2(# 2)
.

10 log(*-

a;-l

12 31og(a:+l)-21oga:.

14 log (a;2 -a; -6).

13 log(a;-l)-log(4a;-l).
a;

- +t&n- 1 -.
+ 2 V2
V2

a;

ar

15

a;

-l)-ilog(l+a 2 )-itan- 1 a +

5
11

a?

+ x + 1 log (x -1)- 1 log (a; 2 + x +1).

7 log(a
8

1
x-l
x+2 x-l

4 log
6 2

2 21og

- x + 4 logo; -3 log (x +1).

16 7 log (a? +

1)

+ log (a? + 2) - 8 log {2x + 3).

17 2 log a; -2 log (a: -3)

7
-.

X O

18 log(a;-

1)

-log(a; + 2)

+
*T*
1

n_2

ANSWERS
2
19 loga: + --log(a;+ lias

21

3 log x - 1 log (a 8 +

1)

(9)

ar+l

+ 2 tan- 1 a.

22

a;

+ 4 log (a; -2)


C

--Jtan"

23 - 3 log (1 - 2x) + flog (a 2 + 3) + ^-.

24
26

V 3tan_1 (a?V 3 )-V 2tan_1 (a;V2


log(a;-2)-log(a;2 + 4a;-l).

)-

25 | log (a: 2 -3)- log (2x + 3).

27 ^log(a;2 + 2) + -itan-i-^ + Jlog(a 2 -2).


;

Exercise 4(7), p. 145


i

3 + 2
1

3a;-2

*tr*_.

3 tan-i(* +

ilog^.

4 *log^i.

l).

a?

6 |log(9a; 2 -18a; + 25)+^tan-1 |(a;-l).

+ 2x + 2
+3tan~ 1 (a;+ 1).
^a _^
log(a; a -a;+l)-ilog(a; a +a;+l) + 3V3tan- 1 (a; + i) + |V3tan- 1 (x-i).
8
5x
x\
1
3a; + 20a;t
1 I,

7 log (1+ x)

9
1ft

12

a;

+ 2 tan- 1 x.

8 %log

8(STto + 5j +^

tan - 1 -

+ 2 tan- 1 2
1-a
l+V2 + a
1+a;
a;2
+
1o e
+ 2tan- 1 ^-l.
*
lV2
g
v
l-a; 2 /
l-a;V2 + 2
\

.
13 iV2{logJ-

a;

14

a:

Exercise
1

loga;-2Va;.

4(fc), p.

150

2 K*+1)*-2V(*+1).

4 fB*-3* + 31og(l+sr*).
6 fz* + fa: + 3cc* + 2a;* + 6a:* + 6a;* + 6 log (* +
7 2{V(2a; +

1)

1)

21og(l+V).

I log

^+

+ 3 log (a?* - 1

4)

~2

).

+ Jx - tan- 1 V( 2x + 1) - tan" 1 Jx}.


24-2

-.
Jd

Kl+*) + f(l+a;)* + l+ + |<l+aj)* + f(l+a>)*.

9 sh- l i(* + 3).


12

ANSWERS

(10)
8

-^ch- 1 {JV 2 (-+

10

sin-i^^.

13 J{x* + l)

11

1 )}-

sin-1

^^.

+ 2dx- 1 x.

a;+ 3

Gx+lty-Ssh- 1

14 Jixt +
15

f V( 2

+ 4a; - 7 - 4 ^2 ch" 1 {J V2(* + 1 )}.


)

2a; 4-

16

Bsin- 1

2j(6-x-x*).

5
18

20

faJixi+V-ldr-ix.

-ish-

23 Ssh- 1 3

19

-2

21

?.

a; +
Sx-3

J^2

7- oV>
sh 1

10

17 V("-

i(a;

+ ch~ 1 x.

+l)*-V( 2 -f

+ ^j.

22 cos"

l)

+ sh" 1

a;.

^^.

14
DTn-1.*V2
24 --sin
1

*+l

V2

^x^-a^-^ch-

25

^V^-^ + i^sin-

27

!^?sh-i5?z5+A(te-6)V(a-fa).

l)

26

-.

1-

28 4(2-5)V(* 2 -5a; + 6)-|ch- 1 (2a;-5).


29

77 /2

- 6x + 1)* + *(2x - 3) V(2a; 2 -6x+l)

(2a: 2

,
30
32

i
,

27B'

og

V
vo*

+>-V

+ 9 )+ v

2( /ff-a) J*sin

31
-

_,( 2

yr
3

2a;

-J- ch"
It)

//!l!, + 9\l

Wm)-

"iV**"

0cos 2 0d0, J2d0, 2O0-a)Jsin0d0.

33 2( - /?) 2 Jsh 2 w ch 2 wdw,

J*2

du, 2(a - /?) Jsh 2 udu.

Exercise 4(/) p. 156


1

-cotlx.
'
1

-logtan(W**)

log(l

7
9
10
12

l+tanja?

\t&n- 1 (2t&n\x).

tan*a;-l+V2
_ log^-^-^
1

-2

or

6 tan -1 (tan \x+ 1).


+ tana;).
log (sin + cos x).
8 |a; + log(sina; + cosa;).
+ sin x + 3) + tan -1 (tan a:+l).
2a; + log (2 cos
a;

a;

11 *tanj*.
-V2sh- {(l/V 3 tan (4 '-^)}3
7
9
13 -|cos a: + f cos 6 a;-^cos 7 a;.
^ sin a; \ sin a;.
1

77

14 tan x 2 cot x -\ cot8 a?.

16 tan 2 x + log cos as.

15

- cosec - sin x.
a;

17 itan 2 a;-|cot2 a: + logtana:.

ANSWERS
18

2 tan ~ 1

(V 2 4811 *)-

20 -^(5 cos 2a; -cos


22

(11)

19 ilogcos2a?.

21 Jg( 3 cos 8a; -4 cos 6a; 12 cos 2a;).

10a;).

i\q{ 1 5 cos 7a; + 42 cos 5a; + 35 cos 3a;)

23 A(^sina; ^sin3a; sin5a; ^sin7a;).

24

R = <J(a? + 6

25

(iii)

2
),

a is given by

tan-

<

4oc,

\J(4ac-b
1

V(4ac-6

a 6
:

iJ.

= a.

Put w

a;

^a =

7T~i

62)

8a*

if 6 2

4oc,

1
ctana; + i&

2ctana; + 6-V(& 2 -4ac)

.
2(a a cos

4= 6,

T"
2

'V(6 -4oc)

27 If a

2ctana; + 6

(ii)

(1/6) cottar.

26 If 6 2

28

cos a : sin a : 1

o
2

2ctana; + 6 + V(& 2 -4ac)'

1
\
-1 1/b
-,
-tan a; I;
tan
t,_.0
IOV
^
2a6(a a - 6 2 )

a;

o
2

"

....... .o

x + 6 2 sin2 a;

sin 2a; 2#cos 2).

\x + sin 2ma;,

4m

sin 2ma;,

Aa;

cos 2ma;.

4m

4m

Exercise 4(m), p. 163


1

2
3

+ ^cos a; sina? + j^cosa; aiax + ^x.


\ sin4 x cos x sin2 x cos a; cos x.

Acos B a;

^ cos x

4 i^cos

sina;

sin4 a;

a;

sin

A
A
+ A cos x sin + A cos # A cos
+ A cos sin + A cos sin
4 a;

a;

a;

a;

a;

5 \ sin a; sec 5 a; +

6 f sin8 a; sec 6 a; -^sina; sec4 x


7
11

A-

^7T.

15 i7rara +.

21

23

24
25

26
27

13

16

17

a;

A log tan

(Ja;

+ gf^a;.

+ 4^).

ftf.

10 Tf*

t^W.

14

^TT.

A-

18

0.

=
-nu n _ 1}.
1
=
1/n) ch""
sh x + 1 - 1/n) w n _ 2
,
M n = 1 /) sh"- 1 a; ch a; - 1 - 1/n) u n _ 2
s = 1 /a 2 {aj B-1 (n sin ax ax cos aa;)
n(n 1 s_ 2}.
n-1
2
c n = 1 /a {a;
(aa; sh ox n ch ax) + n(n 1 c_2).
8 n = 1 /a2 {a; n-1 (aa; ch aa; n sh oa;) + n(n 1 _2).
u n = {e sin"- 1 bx(a sin 6a; -n6 cos bx) +n(n- l)6 2w B _ a}/(a 2 + n 2 6 2
Ifm*-1, umn = {xm +\\ogx) n -nu m>n _ 1 }l{m+\y,
if w 4= 1, u-i, n = (loga;) n+1 /(w+ 1); u-i,~ = log log
t

20 w

22

12 ft.
ff^r.

a;

tan x.

A^.

a;.

sin3 a; cos x gfe sin a; cos x

A
+A sin x sec

sin a; sec 8 a; +

(l/a){x n efix

a;

oa!

a;.

).

ANSWERS

(12)

28 1%.

30

8in m_1 x(n sin x cos nx

wm, =

29

m cos x sin nx) + m(m 1) um _

_g_

315-

34 Put y

-%n.

7r-a;.

Exercise 4(w), p. 171

mean*

[*

11.
5

22 If 6
32

33
if

>

>

m odd,

0,