H.
S.
CARSLAW
MACMILLAN AND
ST.
CO.,
LIMITED
COPYRIGHT.
First Published, 1906.
PREFACE
THIS book forms the first volume of the new edition of my book
on Fourier's Series and Integrals and the Mathematical Theory of the
Conduction of Heat, published in 1906. and now for some time out
of print.
Since 1906 so much advance has been made in the Theory
of Fourier's Series and Integrals, as well as in the mathematical
discussion of
write a completely
The
first
volume, which
of Infinite Series
Series
and
and
Integrals.
now
appears,
is
infinite series
three chapters deal with these matters. In Chapter IV. the Definite
Integral is treated from Riemann's point of view, and special
attention is given to the question of the convergence of infinite
on similar
lines.
The treatment
Dirichlet's Integrals.
on
h ,
PREFACE
VI
and
Chapter IX.
is
Two appendices are added. The first deals with Practical Harmonic Analysis and Periodogram Analysis. In the second a bibliography of the subject is given.
The functions treated in this book are " ordinary " functions.
An
interval
is
(a, b)
number
finite
name
a theory of these and allied series much more advanced than anything treated in this book. These developments are in the meantime
chiefly interesting to the Pure Mathematician specialising in the
it
my
students.
final
To them
it
owes much.
For assistance
in the
H. Thorne
of
of the
Department
Sydney.
EMMANUEL COLLEGE,
CAMBRIDGE, Jan. 1921.
of
am
H.
S.
CARSLAW.
CONTENTS
THE THEORY OF FOURIER'S SERIES AND INTEGRALS
PAGE
HISTORICAL INTRODUCTION
CHAPTER
Numbers
1-2.
Rational
3-5.
Irrational
6-7.
Numbers
16
17
Numbers
8.
Dedekind's Theorem
9.
Dedekind's Axiom
The Development
System
10.
23
of the
of Real
CHAPTER
INFINITE SEQUENCES
11.
Infinite
12.
13.
14.
Weierstrass's
15.
Convergent Sequences
Divergent and Oscillatory Sequences
Monotonic Sequences
16.
17.
18.
Aggregates
21
24
Numbers
25
II
AND
SERIES
29
of au
30
Aggregate
31
Theorem
Theorem on an
32
33
....
39
40
vii
37
41
CONTENTS
viii
CHAPTER
III
--------
SECTION
24.
The Idea
Lt
25.
>a
of a
Function
PAGE
49
50
/(.r)
26.
27.
Lt /(#)
...
52
55
28-29. Necessary
Limit
and
56
59
33.
Discontinuous Functions
64
34.
Monotonic Functions
66
35.
Inverse Functions
68
36.
The
37.
69
71
CHAPTER IV
THE DEFINITE INTEGRAL
-
38.
Introductory
39.
76
77
40.
Darboux's Theorem
41.
The
42.
43. Integrable
44.
79
Definite Integral of a
Functions
48.
Some Properties
The First Theorem
49.
The
45-47.
81
82
84
of
Mean Value
92
Upper
93
of
Mean Value
94
51-56. Infinite
86
87
Limit
57-58.
Function integrable
of Continuity in
50.
Bounded Function
Integrand Infinite
Examples on Chapter IV
98
109
111
120
CONTENTS
ix
CHAPTER V
THE THEORY OF INFINITE SERIES WHOSE TERMS ARE
FUNCTIONS OF A SINGLE VARIABLE
PAGE
SECTION
62.
Introductory
63.
The Sum
122
--.
of a
continuous
Uniform Convergence
124
127
129
71.
Term by Term
Term by Term
72.
The Power
73.
70.
be Dis-
....
65-69.
may
140
Integration
Differentiation
143
144
Series
Examples on Chapter
14!)
154
Infinite Integrals
164
CHAPTER
VI
PARAMETER
raf
77.
78.
169
F(x^y)dx
Ja
F(x^y)dx
170
/"'*'
79.
f(xt y)ax
/""
I
M-l
Uniform Convergence
F(x, y)dx.
84.
85.
173
179
I*
/
180
F(x^y)dx
,00
86.
F(x,y)dx
182
ra'
F(x,y)dx
183
88.
89.
190
Examples on Chapter VI
193
184
CONTENTS
CHAPTER
VII
FOURIER'S SERIES
SECTION
90.
PAGE
196
Introductory
200
Form)
(First
Conditions
93. Dirichlet's
(Second Form)
95.
96.
The Cosine
97.
The Sine
98.
...
Series
Series
99-100. Poisson's
Treatment
101.
FejeYs Theorem
102.
Two Theorems
103.
206
207
210
215
220
228
of Fourier's Series
230
234
238
240
243
CHAPTER
VIII
The Order
of the
Terms
248
109.
110.
253
107-108.
of Fourier's Series
261
262
CHAPTER IX
THE APPROXIMATION CURVES AND
GIBBS'S
PHENOMENON
IN FOURIER'S SERIES
111-112.
264
268
113-114. Gibbs's
115.
sm ( 2 *'- 1 )'r
271
Sm
116. Gibbs's
Phenomenon
117. Gibbs's
Phenomenon
~~
'
280
i,.
in general
CONTENTS
xi
CHAPTER X
FOUEIEE'S INTEGRALS
SECTION
PAGE
283
118. Introductory
119. Fourier's
Integral
in its Simplest
120-121.
Theorem
Form
Sommerfeld's Discussion
Examples on Chapter
APPENDIX
I.
APPENDIX
II.
Practical
for /(#)
of Fourier's Integrals
Bibliography
284
287
292
293
294
295
302
HISTORICAL INTRODUCTION
IN the middle of the eighteenth
century there was a prolonged
as
to
the
of
the expansion of an arbitrary
controversy
possibility
function of a real variable in a series of sines and cosines of
multiples of the variable. The question arose in connection with
the problem of the Vibrations of
The theory of these
Strings.
vibrations reduces to the solution of the Differential
Equation
and the
bert,*
earliest
Euler, t
attempts at
y=
The
its
and Bernoulli. +
(x
solution were
Both
+ at) +
\fs
(x
at).
must
by Euler and D'Alembert. The importance
discovery was immediately recognised,. and Euler pointed
out that
Mem. de I'Acadtmie de
t/oc.
c.i
cit., 4, p.
+ loc.
69, 1748.
cit., 9,
p. 173, 1753.
TTTSTOTtTCAL
INTRODUCTION
such a
series.
that
when the
initial
given by f(x),
at time
t is
and the
given by
ri
Jo
1
( si
we may
series of sines,
Still Lagrange
integral forms with which we are now familiar.
did not take this step, and, as Burkhardt remarks, I the fact that
is a very instructive example of the ease with
which an author omits to draw an almost obvious conclusion
from his results, when his investigation has been undertaken
with another end in view. Lagrange's purpose was to demon-
he did not do so
37.
t/oc. cit.,
*Cf. Lagrange, (Euvres, T. L, p. 37.
"
Entwicklungen nach oscillirenden Functionen," Jahrtsher.
J Burkhardt,
Math.
I).
HISTORICAL INTRODUCTION
Having succeeded
in this, he held
As early as 1749
multiples of the angle between the radii.
and 1754 D'Alembert and Euler had published discussions of this
question in which the idea of the definite integral expressions
for the coefficients in Fourier's Series may be traced, and Clairaut,
in 1757,* gave his results in a form which practically contained
these coefficients.
Again, Euler. t in a paper written in 1777 and
in
1793, actually employed the method of multiplying
published
both sides of the equation
f(x)
by
cos
limits
nx and
and
TT.
-f
204 cos x
+ 2a
cos 2x
2a n cos nx -f
It is curious that
nx dx.
'
ttltJStt
paper's" s^ern
to
have had no
effect
is
tl^etrop.
X. Ada.,
sci. t
iv.
(Jury 1757).
(May
1777).
HISTORICAL INTRODUCTION
lish in
classical
of
argument which
He
series.
If*
2-TrJ
1 f
an =
_.
7TJ -TT
bn
= -1 f
TrJ
77
,'
a
the
sum
+ (a
cos x
+b
of the terms
up
^
t
He
\ \ju
sin x)
+ (a
to cos
cos
nx and
1
sin |
(a;
2oj
+&
sin
nx
sin 2x)
is
x)
n becomes
HISTORICAL INTRODUCTION
infinite,
of the series
now
called
Fourier's Series.
Fourier
made no claim
coefficients
I Cn
a,i=-
f(x
cos
nx dx,
~"\
bn
f(x') sin
nx
711
dx'
TTj-n
We
definite terms.
he asserted that the sine series could be used for other functions
than odd ones, and the cosine series for other functions than
Further, he was the first to see that when a function
defined for a given range of the variable, its value outside
even ones.
is
Cf.
Riemann,
2, 1867.
HISTORICAL INTRODUCTION
prix
Memoire sur
as
while awarding him the prize, they qualified their praise with
criticisms of the rigour of his analysis and methods,* and the
incorporated in
it,
was recognised that real advance had been made by him in the
treatment of the subject and the substantial accuracy of his
reasoning was admitted.^
*
du cote de
mcme
la rigueur."
HISTORICAL INTRODUCTION
practically contained
in
e
(T.I. (2 ed.) 1833),and Theorie
He began with
his
the equation
/
CT ,
<
2hcos(xx
x),
most
to be praised."
La
.
,
que Ton peut placer sans
plus parfaits de tous les temps, se
recommande par une exposition interessante et originale des principes fondamentaux ; il eclaire de la lumiere la plus vive et la plus penetrante toutes les
idccs essentielles que nous devons & Fourier et sur lesquelles doit reposer
pays.
les
d^sormais
1, 1891.
Poincare, Theorie analytiqne de la propagation de la Chaleur, p. 1,
" La theorie de la chaleur de Fourier est un des
premiers exemples de 1'appli-
Les resultats
la
physique matheniatique.
method
of inte-
grating the equations of Conduction of Heat) sont, a la fois, assez simples et assez
generates, pour avoir servi de modele aux geometres de la premiere moitie de ce
*iecle
et elles leur ont ^t^ d'autant plus utiles, qu'elles ont pu, avec de legeres
tout au plus, etre transportees dans d'autres branches de la
modifications
la
Throne
HISTORICAL INTRODUCTION
h being numerically
less
than
unity,
and he obtained, by
integration,
1-tf
f(x')cosu(x'-x)dx.
-f
While
it
is
true that
by proceeding
to
the
limit
we may
deduce that
f(x) or i
is
equal to
f
TTJ _ w
we
are not entitled to assert that this holds for the value h=1,
we have already proved that the series converges for this
unless
value.
This
is
limitation
011
much
now
turn.
tt
-,
sin
'
Jo
sii
*For a
paper,
N.
fSee Bibliography,
7)o?<e',s
p. 303.
J J.
Math., Berlin,
I., p.
lf>2,
1837.
4, 1829.
HISTORICAL INTRODUCTION
as
/UL
sum
increases indefinitely.
this
By
of the series
coefficients
etc.,
by
2se) -^
Fourier,
finite
is
number
provided that
J -IT
The work
indeed
it
referred
in
1854,
may
to,
indeed
completely solve
consideration of
it
tegration (a, b)
is first
= &Q,
X^
8= (x, - BO)/^) +
(aj a
Cl
X<
Xn _
X n = 0.
The sum
- xjf(xt) +
Jba f(x)
*./.
fit It.,
dx
is
+ (xn - x n _ 0/OJ
defined as the limit of
HISTORICAL INTRODUCTION
10
this
sum when
the
number
of parts
is
their
two
limits
Lt
when these
Riemann
in
defined as the
sum
of the
fb
Lt
f(x)dx,
'
/i_>oJ
and
is
fc-7*
/t
f(x]dx,
_> oJc+/t
limits exist.
the value of /(#), not necessarily at the .beginning (or end) of the
interval, but at a point r arbitrarily chosen between these, or by
a number intermediate between the lower and upper bounds of
is
{ba f(x)dx
such exists,
when
number
the partial
intervals is increased indefinitely and their length tends to zero.
Riemann's treatment, given in the text in a slightly modified
form, is now generally adopted in a scientific treatment of the
of
this
sum,
if
the
of
mainly
matics.
defined
by the convergent
series
[x]
[nx]
[2x]
"pTT-sr-
'
tf
See footnote,
when
p. 77.
is
to be taken as
HISTORICAL INTRODUCTION
zero.
The sum
of this series
is
11
is
to n.
With Riemann's
To
who
have carried out similar investigations since his time have still
further widened the bounds, while the original idea that every
continuous function admitted of such an expansion has been
shown to be false. Still it remains true that for all practical
purposes, and for all ordinary functions, Dirichlet's investigation
established the convergence of the expansions.
Simplih'cations
have been introduced in his proof by the introduction of the
is still
The nature of the convergence of the series began to be examined after the discovery by Stokes (1847) and Seidel (1848) of
the property of Uniform Convergence. It had been known since
Dirichlet's time that the series were, in general, only conditionally
convergent, their convergence depending upon the presence of
showed
Heine
Dirichlet's
that,
if
the
It
function
was not
is
(
finite
TT,
TT),
1870 that
and satisfies
till
the Fourier's
by the function
TT, TT), or at
converge, either throughout the interval (
It appears that the convergence
particular points of the interval.
or non-convergence of the series for a particular value of x
really
may
HISTORICAL INTRODUCTION
12
be obtainable.
In
many
of the
works referred
discovery by Lebesgue (1902) of his general theory of integration, series whose terms did not exist under the old definition of
the integral are included in the discussion.
The fact that divergent series may be utilised in various
ways
widened the
field of investigation,
and
sum,"
when
when
"
j
Let
,
When
that
its
"
Lt Sn =
sum
"
S,
we say
convergent, then
so that the
"
9l
n
--.
is
"
suimnable," and
is S.
It is not difficult to
is
show that
if
the series
Lt Sn = Lt
-oo
sn
/'->-/;
condition of consistency
"
is satisfied.
[Cf.
102.]
HISTORICAL INTRODUCTION
was the
Fejer
first
13
'Means,
*lt
If or
*1?2
He
is
at every point in
+ +
2
'
convergent, and
TT, TT)
its limit is
be integrable in
TT, TT),
and
that, if it is
if
0) exist, the
it shall
bounded,
unbounded,
f(x)dx
Later,
Hardy showed
that
if
a series
->CO
'/1->OQ
102.]
[Cf.
new
rthe results
summable
series.!
now
"Series,
frequently
called
coefficients in Fourier's
Fourier's
Constants, have
im-
two
tan
bn
TT,
f
,
TT),
an
',
and a
bn
'
those
converges, and
its
sum
1 f""
is
TTJ _-
Chapman, Q.
(^''.
'->),
12, 1913.
J.
f(x)(j>(x)dx.
To
this theorem,
HISTORICAL INTRODUCTION
14
and
to the results
it,
much
attention has
The question
a
finite
trigonometrical series
He proved
1885.1
an arbitrary function by
was examined by Weierstrass in
f(x) is a continuous and periodic
of the approximation to
that
if
for
also discussed
coefficients.
many
finite
number
From
+ (ajCos x -f Z^sin x) + b
cos 2x
+6
sin 2x)
+
I!
Bibliography,
p. 305.
Van Vleck, "The Influence of Fourier's Series upon the Development of Mathe-
HISTORICAL INTRODUCTION
be sufficient to state that Cantor showed that
all
15
the coefficients
REFERENCES.
BURKHARDT,
"
Entwicklungen
n-ach oscillirenden
Functioneri," Jahresber.
GIBSON,
"On
RIEMANN,
"
Uber
die Darstellbarkeit einer Function .durch erne trigonoGes. Wiss., 13, 1867; also Werke, pp.
3-250.
CHAPTER
Rational Numbers.
The question
of the convergence of
For
this reason
we
by a series of generalisathe
The operations
with
positive integers.
begin
of addition and multiplication upon these numbers are always
possible; but if a and b are two positive integers, we cannot
determine positive integers x and y, so that the equations
tions.
We
a = b + x and
a=by
greater than
b,
is
a multiple of
b.
is
first case,
one and
less
It follows
from
this that
between
Leipzig, 1916.
16
different rational
infinite
1*7
number
of rational numbers.*
The introduction
2.
bers
may
be justified
may be
On the
per
It is possible to
found mathe-
3.
Irrational Numbers.
The extension
of the idea of
number
th
To make the
power.
numbers are introduced. But it will be seen below that the system
of irrational numbers is not confined to numbers which arise as
the roots of algebraical equations whose coefficients are
integers.
So much for the desirability of the extension from the abstract
side.
We
*
From the concrete the need for the extension is also evident.
have only to consider the measurement of any quantity to
When we
that there
set is less
is
than
n.
When we
C.I
same
18
-2-1
Fm.
l.
we
shall
19
upper class B, such that every number a of the lower class is less
than every number ,8 of the upper class.
When this division has been made, if a number a belongs to
number
number
does so
/3
less
if
/3
also.
The lower class can have a greatest number and the upper
class
no
smallest number.
every number
less
if,
than
for example,
5 in the
we put
lower
class,
the
and
number
we put
if
5 and
in the
It
is
numbers
m and
numbers
for
there are rational numbers, so that our hypothesis that the two classes contain all the rational numbers is
contradicted.
arise
For example,
squares in
numbers to
let
two rows,
is
minator are perfect squares,* we see that there are not rational
It
'2
1 2 3
4' 5
3
6 7 8 9 10 11
4...
12 13 14 15 16
.,
a formal proof of this statement is needed, see Dedekind, foe. cil., English
Hardy, Course of Pure Mathematics (2nd Ed.), p. 6.
translation, p. 14, or
20
these
2,
1-5,
1,
1-4,
...,
form an upper and a lower set in which the squares of the terms
than 2, and the squares of the terms in the
are
than
2.
We can find a number in the upper
greater
upper
set and a number in the lower set such that their squares differ
from 2 by as little as we please.*
Now form a lower class, as described above, containing all
negative rational numbers, zero and all the positive rational
numbers whose squares are less than 2 and an upper class
containing all the positive rational numbers whose squares are
greater than 2. Then every rational number belongs to one class
Also every number in the lower class is less than
or the other.
every number in the upper. The lower class has no greatest
number and the upper class has no smallest number.
in the lower are less
5.
obtained a division of
all
the
smallest number.
Y., p. 8.
German,
Schnift.
of rational
make up
together
21
m itself.
Then
Extending the meaning of the term section, as used above in the definition
number, to divisions in which the lower and upper classes
have greatest or smallest numbers, we may say that the rational number m
corresponds to a rational section (A, B),* and that the irrational numbers
correspond to irrational sections. When the rational and irrational numbers
are defined in this way, and together form the system of real numbers, the
real number which corresponds to the rational number m (to save confusion
it is sometimes called the rational-real number) is
conceptually distinct from
m. However, the relations of magnitude, and the fundamental operations
of the irrational
in
same symbol.
We
We
In this place we need only deal with cases where at least one of the
numbers
An
is
irrational.
irrational
number
is
They are
when
is
member
of
Two
numbers are equal, when they are both given by the same
They are different or unequal, when they are given by different
irrational
section.
sections.
The
irrational
irrational
numbers
a certain
number
Now
of the class
section (A, B)
(A', B'),
when
the class
if
*The
'the text,
rational
22
If
than
a.
are given
7.
numbers.
of rational
different rational
numbers there
and
a, a' there
are
a'
is
an
infinite
number
If a
5.
end of
by
If a is rational
an
Let
infinite
a'
number
be given by
the section (A', B'). Then the rational number a is a member of the upper
class B', and B' has no least number.
Therefore an infinite number of
members
of
and
less
than
an
infinite
number
the case
when
(II)
number a
is
a!
a'
by the
section
(A', B').
greater
Let a be
Also let
class
the irrational
a.
a.
a>o/.
Then the
It follows
a.
of rational
the case
when
a<
of the
a'.
result
irrational numbers.
Let
a, a'
ft
and
ft'.
23
We
Dedekind's Theorem.
8.
If
and
every
(iii)
every
A and B.
two classes e.g. A' and B' such that every
rational number is in one class or the other, and the numbers in
the lower class A' are all less than the numbers in the upper
Consider the rational numbers in
These form
class B'.
As we have seen
(i)
in
4,
The
rational
number
is
the
number
b,
and
a of the theorem.
number
the
For
belongs to the
Also every real
This
is
evident
b is rational, since b then belongs to the class B', and B' is part
If b is irrational, we can take a rational number n between
of B.
if
m and
(ii)
b.
Then n belongs
to B.
and therefore
b does so also.
number
is
the
and
number
The lower class A' can have no greatest number and the
upper class B' no smallest number.
Let
be the irrational number defined by this section (A', B').
(iii)
'
Every
rational
* It will
property.
number
less
than
be observed that the .system of rational numbers does not possess this
24.
and every
rational
belongs
to
the
class B.
We
does so
and
in'.
class A,
and therefore
also.
similar
argument applies
to the case
when m'>m.
now
been
(ii);
it
Dedekind's Axiom.
is
irrational,
We
return
We
rational points
"
by marking
FIG. 2.
off
on the
from
corresponding segments.
Let OA be a segment incommensurable with the unit segment.
The point A divides the rational points of the line into two
classes,
such that
all
Thus
to
any point
class
of the line
'i
all
rational
When we
affirmative.
25
the irrational
turn to
in the
numbers, the
this
and only
separation
one,
and
the
point on
upper
the line
no first point,
which brings about
class
measure of
10.
is
instructive to see
we have
how
of Real
Numbers.
It
described
as they
Enc.
Cf
d.
" Irrationalzahlen
Pringsheim,
math. Wis*., Bd. L, Tl. I., p. 49
u.
et seq.,
1898.
26
as
may
is
arise only
two consecutive
integers,
solution
The introduction
of the
another
light, since
the applicability of
number
definite
Cli.
XIX.,
and by
by an
defined
p. 417,
of arithmetical operations
(e.g.
27
infinite decimals or
The
continued fractions).
number that
;
is
to say, that
we can
consider as evident
definite
rules.
The ordinary operations
numbers are defined in such a way as to
5, p.
1'27,
1872.
28
KEFERENCES.
BROMWICH, Theory of
Infinite Series,
DEDEKIND,
und
Stetigkeit
DE LA VALLEE
d Analyse,
1
POUSSIN, Cours
T.
I.
(3 ed.), Introduction,
1,
Paris, 1914.
1-9,
Pisa, 1878.
GOURSAT, Cours
d Analyse,
T.
I.
<3
ed.),
Ch.
I.,
Paris, 1917.
Variable, Ch.
I.,
Cambridge, 1907^
I.,
TANNERY, Introduction a
I.
(2
ed.),
Ch.
I.,
Paris, 1914.
And
PRINGSHEIM,
Knc.
d.
" Irrationalzahlen
u.
"
CHAPTER
INFINITE SEQUENCES
II
AND
SERIES
Infinite
all
different.
Their number
finite or infinite.
far
on.
we go along
the
In this case
line,
we say that
it
extends to infinity.
An aggregate
said
is
is
to be
no point of
bounded on
it
to the left of
some fixed
point.
The aggregate
Cantor may* be taken as the founder of this theory, which the Germans call
Menye-Lehre. In a series of papers published from 1870 onward he showed its
importance in the Theory of Functions of a Real Variable, and especially in
the rigorous discussion of the conditions for the development of an arbitrary
function in trigonometric series.
'
W.
H. and
INFINITE SEQUENCES
30
AND SERIES
unbounded.
12.
an
which possesses
We
ilie
positive
number
may
be, tJiere is
a number
Me.
numbers
real
in
two
classes,
and B,
classes,
number
of the class B.
aggregate
M
M
We
shall
In the
now show
there
is
of our theorem.
number
number of (E) greater than M.
such a number M+h (A,>0). Then the
that this
first place,
is
the
is 110
of (E) greater
than
This number
is
e.
called the
(E).
contains an infinite
belong to
*
it.
This notation
term ensemble.
For
is
number
being the
first letter of
the French
AND SERIES
INFINITE SEQUENCES
31
On the
M and M
ing properties
e,
no number of (E)
smaller than
is
The number
defined in this
As above,
way
it
a number
may, or
may
not,
bound
belong to
belong to
13.
it.
2'
3"" n"
There are an
interval,
* of the
called a limiting point
aggregate.
More definitely, a will be a limiting point of the aggregate (E)
be, there is in (E}
if, however small the positive number e
aggregate cluster,
is
may
is less
than
e.
If
^'accumulation
is used
French, point-limite, point
(Jerman, Hdv/wngftpunkt^ Verdichtunyspnnkt.
;
INFINITE SEQUENCES
32
AND SERIES
An
rational
111
X 3"" n"
the lower bound, zero, is a limiting point, and does not belong to
the aggregate. The upper bound, unity, belongs to the aggregate,
and is not a limiting point.
The
which
set of real
is
numbers from
to
1,
inclusive, is
an aggregate
M and m
We
can arrange
A when
It will
x.
Since
an
all
infinite
m belongs to
the class
and
two
classes.
e
positive number e may be, /u.
to
the
class
B.
Thus
the
C
+
belongs to the class A, and
interval (jm
e, M + e) contains an infinite number of terms of the
JUL
aggregate.
*
between two
real
or
positive, by |a-6|, and to call it the absolute ralne
this notation |# + 2/|^|a'| + |y|, and |#y|
|#|ty|-
INFINITE SEQUENCES
AND SERIES
is a limiting point.
Hence
As will be seen from the example
33
/UL
coincide with
An
of
13, this
M or m.
infinite aggregate,
point
may
limit-
finite length,
then
must have
it
of
may
be written down.
u lt u2
and
The sequence
UB
...
is
to
be convergent
to
so fundamental that
This property
is
precisely, as follows
to have the limit A,
:
cJiosen,
\A-u n
<
e,
provided that n
v.
2'
3'
is
I
**:
less
is
employed
than
in this connection is
which occurs
*
in this definition, or
to the limit
A
c
words analogous
as n tends to infinity
"
to them,
is
also used,
and
AND SERIES
INFINITE SEQUENCES
34
(a)
\,
-1,
(1) 1,
A
If
1,....
1,
1,....
+ 1,
(c)
1,
(d)
1,
-1,
+1+1
1,
-1,....
this
were
possible, let
<
'
....
Then there
and B.
are
only
(A
contradicts the statement that the sequence has also the limit B,
for we would only have a finite number of terms in the interval
of the
as centre.
The
in the
and
necessary
limit to the sequence
is that
contained
*
a positive integer
that \u n+p
v exists sucli
More exactly
is
:
=^
v,
for every
un
becomes as
\
positive, integer p.
is that, if
we
any
positive
please, there shall be
\u n+p
un
<
e,
M-2,
number
p. 66.
INFINITE SEQUENCES
We
AND SERIES
35
is
necessary.
the sequence converges, this condition
secondly
that, if this condition is satisfied, the sequence converges; in
other words, the condition is sufficient.
is satisfied;
if
i.e.
(i)
A.
I
But
when n 2
Je,
u n \^\ u n+p
un+p
<
v.
(u n+p
Therefore
un
<
n ^ v>
if
-f
ir
ie.
un
).
Je,
<
(ii)
The condition
is sufficient.
We
does not.
(a) Let there be
Then,
\\u n +.t
an
infinite
number
of terms equal to A.
if
u.n
<
e,
is
any
positive integer,
for
A un
<
e,
when n ^ v.
We know
Therefore
all
number
a positive integer
\un
lie
is
\un+p
It
that there
positive
UN
<
le,
e,
then take
?,e.
N such that
when n^-N.
u^^e and
AND SERIES
INFINITE SEQUENCES
36
There must be an
sequence.
1*2,
ft/j,
Tliis
aggregate
limiting point
Ivj,
(Cf.14.)
There cannot be another limiting point A', for if there were,
we could choose e equal to |- \A A'\ say, and the formula
\u n+p
shows that
all
U-^
except a
J
\A
finite
A'\.
number, would
This
is
U.2 >
impossible
>
lie
if
aggregate.
Thus the aggregate (E) has one and only one limiting point A.
We shall now show that the sequence
u lt
converges to
We
Therefore
|
...
n tends to oc
u n A = (u n ?%) 4- (ux A
u.n
A\^\ u n u x + u y A
as
have
us
u.2)
.
<
-i<?
).
when n ^ N,
when n = N.
>
e,
A for its
We have therefore proved this theorem
A necessary and sufficient condition for the
limit.
the sequence
u^
is that, to the
u^
arbitrary positive
v such that
%j
number e,
convergence of
...
a positive integer
\Un+p
It
is
Un\
<
when n^v,for
following
In order that
the
seuence
may
*be
replaced by the
AND SERIES
INFINITE SEQUENCES
37
may
number
\u n+p
- un
is
clear that
if
But
un
\u n +p
u n +tf - Un +ts
<
u n+p - un +
'f
<
u, l+J/
- un
i,
is
also satisfied,
converges.
16.
and
Divergent
Sequences.*
Oscillatory
u^
sequence
u^
u^
When
the
...
may have
the terms
In the
first place,
u n >A, when n = v.
In this case
diverges to
we say
+ oo
and we write
is
it
this
Lt u n =
+ oo
/.
(ii)
it*
be, there is
a positive integer
un
In this case
to
diverges
we say
oo
to
+ oo
or to
is
oc
A may
is
it
this
un =
>-X
of a sequence
when n
when n = v.
and we write
Lt
The terms
i>
<A,
II
value,
may have
is
may
all
given by
*
In the first edition of this book, the term divergent was used as meaning
merely not convergent. In this edition the term is applied only to the case of
oc
and sequences which oscillate infinitely are placed
divergence to + oo or to
,
among the
oscillatory sequences.
INFINITE SEQUENCES
38
AND SERIES
all
sign,
When
(iii)
+x
or
to
it is
said
to oscillate.
An
and
it is
said
to oscillate infinitely
when
there is
no such number.
is (
l)
n
l)
n oscillates
oscillates
infinitely.
We may
distinguish between convergent and divergent sethat a convergent sequence has a finite limit,
saying
by
quences
i.e. Lt u n =A, where A is a definite number
a divergent sequence
;
><*>
i.e.
Lt
un = + oc
or Lt
un =
oo
n >oo
H >co
it
infinite, infinity
by
definition, attached a
meaning
to them.
When we
So far we
greater than any arbitrary (large) positive number.
have supposed n, in this connection, to advance 'through integral
This restriction will be removed later.
values only.
similar remark applies to the phrases divergence to
IQ
oc
and oscillating
infinitely, as well
as
-f oo
or
to our earlier
infinite
meaning.
It is true that
introduction of
existence of
INFINITE SEQUENCES
Monotonic Sequences.
17.
AND SERIES
39
or
^ u = u.
i^
= un
. . .
In the
first case,
may
may
be called monotonic
decreasing*
Obviously,
when we
The
such
if
exist,
^^
the sequence
u ^ u^
is monotonic increasing, and its terms are all less than some fixed
number B, the sequence is convergent and has for its limit a
number ft such that u n = ft = B for every positive integer n.
If
the
It is
|/3
un |<e, when
The following
test
may
n^Lv,
its limit.
u lt u 2 u^, ...
If the sequence
monotonic decreasing, and its terms are
,
is
fixed
number A, then
*The words
words
than some
steadily increasing
in this connection,
all greater
its
AND SERIES
INFINITE SEQUENCES
40
limit a
number a such
un ~a = A
that
integer n.
It
is
to
Let A^ A.2
18.
+ x>
or
A3
an
he
...
zero as
tends
Then
to infinity.
there is one,
An
common
be given by
a*3Z*..
a^ = a = a
&! = b = b
Then we have
and
a,
a.2
and a n = a
...
as
,...(1)
-J
an
<b
>a
a,
of end-points
^i,
a
FIG.
17).
bn
bz
b,
3.
has a
(
limit,
say
ft,
and
b2
6n
...(2)
b,...,
/8
for
17).
Now
less
it is
than
clear that,
/3
cannot be
a.
Lt
But
It follows that a
-an > /3
(&
aw )
0.
= 0.
.*
then Lt
if
Lt a n
and Lt
b n = (3,
AND SERIES
INFINITE SEQUENCES
common
Therefore this
satisfies
limit of
the inequalities
satisfy
n,
e& M
= y~&M
values of n.
all
Since
we would have
same time
at the
Lt a n = y
Lt b n =
and
n>v>
n^-v)
which
is
Infinite Series.
Let
u lt
be
an
and
let
be
formed.
8ly
S2
If
infinite sequence,
the sequence
convergent
and has
infinite series
and
It
tfyis
y,
y = a.
impossible unless
The Sum of an
19.
is
41
uz
u3
...
the successive
Ss
...
ni+
sums
^+^+
S
.
sum
is called the
of the
infinite series is
call
sum
of
the
sum
n terms
of the
of
for
sums such as
$.
When Lt $ = + oc
or Lt
Sn =
oo
may
If
we
n >co
/<,->ao
<x>
or
as the case
be.
to a limit, or to
terms in
16.
+ cc
or to
co
then
it
finitely or infinitely.*
* Cf.
footnote, p. 37.
INFINITE SEQUENCES
42
AND SERIES
ways
(i) The seri& converges and has S for its sum, if, any
ositive number e having been chosen, as small as we please,
there is a positive integer v such that
I
(ii)
necessary
$n <C
when n^lv.
e,
and
of the series is
"as
tJiat,
that
Sn
\Sn+p
<
e,
Lt
u n = 0.
This
p*
is
con-
convergence, but
is
it is
Lt u n = 0.
divergent, though
If
we denote
un+i
un+z +
~^~
+ UH+P
or
>
SK+P
&n by p Rn
>
Rn
<
e,
when n^v,
u^ -f u 2
its
converges
and has S
for
)t.
Lt
Therefore
P> ^
*As remarked
number
in
. . .
sum.
.
Sn+p = S.
(p
R n = S-Sn
)
there
|
>.
the series
sum,
its
Lt
positive
+ u% -f
$ p = Sn + p R n
For we have
Also keeping
<
the arbitrary
AND SERIES
INFINITE SEQUENCES
Tims
if
we
write
Rn
for the
sum
of the series
Un+l~^~ U n+z+
S=Sn -\-R n
we have
The
first criterion
"
now
<C
G>
43
when n ^ v.
terms,
and
20.
Series
all Positive.
Let
be
tJtis
series
all
all positive.
When a
series
series
is
is
please
to be such that
Let
Su
( f/),
&|,
which corresponds
8ZJ
$3
...
to the sequence
bounded and
INFINITE SEQUENCES
44
AND SERIES
(V)
is lens,
S, there
changing
we obtain by
convergent
from
and
all its
this, either
ferior to them,
its
terms,
we
The trigono-
whose convergence
both positive and negative terms, in the sense that the series
would diverge if all the terms were taken with the same sign.
series
ivith positive
absolutely convergent,
is
absolutely convergent
when
KI +
W + KI + -
is
convergent.
It is obvious that an absolutely convergent series is also convergent in the ordinary sense, since the absolute values of the
INFINITE SEQUENCES
those
series
AND SERIES
45
i+
e.g.
which
Series in
of both positive
-J
+i
is
convergent.
. .
is
divergent.
the convergence
and
convergent.
The reason for this
name
that, as
is
we
shall
now
prove, an
may
con-
verge for one arrangement of the terms and diverge for another.
Indeed we shall see that we can make a conditionally convergent
series
we
care to name-,
nothing very extraordinary in this statement. The rearrangement of the terms introduces a new function of n, say S'n
Sn as
reason why
There
is
no a priori
the
of the first
terms.
sum
it
has a
limit,
have
that this
<
they appear.
in (S') or (S") is limited, the
^If the number of terms either
theorem requires no proof, since we can change the order of
the terms in the finite sum, which includes the terms of (S) up to
the last of the class which is limited in number, without altering
its sum, and we have just seen that when the terms are of the
same sign, as in those which follow, the alteration in the order
in the convergent series does not affect its sum.
*Cf. Osgood, Introduction
INFINITE SEQUENCES
46
Let
Be the
sum
AND SERIES
by the absolute
In this sum
Let
Let
let n'
8 = 8,-8
Then
Now,
as
Sn 8a
increases
>,
never diminish.
Thus, as
Sn S form two
H
>,
(Sn )
TO
Hence
the
sum
>co
appear,
and
the other
We
add some other results with regard to absolutely convergent series which admit of simple demonstration
Any series whose terms are either equal or inferior in
absolute value to the corresponding terms of an absolutely
:
convergent series
An
when
INFINITE SEQUENCES
//
AND SERIES
1^
+ 11.,+ ...,
Vi
+ V2+'~
47
'
U and
V,
to
sums are
and
(i^
UV
and
their
respectively.
make
to name.
their
In the same
which
make
the
sum exceed
a,
stopping
when
the
sum
first
exceeds
AND SERIES
INFINITE SEQUENCES
48
Now
Let
its
terms be u lt
u.,,
?
;i
4.
Then
\u v \,
and
The term
when
u' n in (8'),
>
all v
n'
terms.
= v,
is
less in absolute
than
if
e.
Lt S' n
Therefore
n'
similar
argument holds
lie
value
within
= a.
now we
any value we
series
to
number,
If a conditionally convergent
arrange the order of the terms as
series converge to
>
>oo
We
S'n
is
make
given,
the
sum
we can so
of the new
care to name.
REFERENCES.
BROMWICH, loc. cit., Ch.
DE LA VALLEE POUSSIN,
I.
-IV.
loc. cit.,
T.
I.
(3
ed.),
Introduction,
2,
Ch. XI.,
1, 2.
GOURSAT,
loc.
cit.,
T.
I.
(3
ed.),
Ch.
I.
and VIII.
bridge, 1914.
PRINGSHEIM,
loc.
cit.,
Ed.
I.,
Absch.
I.,
Kap.
III.,
V.
Absch.
II.,
Kap.
I.-III.
STOLZ
u.
GMEINER,
loc.
cit.,
Abth.
II.,
Absch. IX.
And
PRINGSHEIM,
d.
"
I.,
Tl.
I.,
Leipzig, 1898.
CHAPTER
III
of a Function.
of a
In Elementary Mathematics,
we usually mean a real
function of x,
^Jx, logo?,
operations, e.g. x
sin" ^.
In some cases, from the nature of the operations, the
range of the variable x is indicated. In the first of the ai>ove
expression obtained
by
certain
in the
is unlimited
in the second, x =
and in the last = x = 1
"
In Higher Mathematics the term " function of x has a much
more general meaning. Let a and b be any two real numbers,
where b
a.
If to every value of x in the interval a = x = b
there corresponds a (real) number y, then we say that y is a
function of x in the interval (a, b), and we write y =f(x).
Sometimes the end-points of the interval are excluded from
x <[ b. In this case
the domain of x, which is then given by a
>
>
<
the interval
is
said to be
An interval
a = x = b) it is said to be closed.
may be open at one end and closed at the other (e.g. a<^x^b).
Unless otherwise stated, when we speak of an interval in the
rest of this work, we shall refer to an interval closed at both
are included
(i.e.
ends.
and not
the
*In Ch.
either,
II.,
we have
we
shall
say that x
lies
b).*
when a
in
49
50
The numbers
It
in
may
be determinate
E.g. let
and
when
f(x)=X
5>.0.
to zero.
/(0)
= 0,
and
f(x) =
bound
zero,
Lt
25.
but not
f(x).
its
(0, 1),
attains
>
its
lower
.'>
when
limit
We
pass
TI->OO of a sequence
now
The idea
and the
familiar enough.
The
But for our purpose we
is
upon it.
must put the matter on a precise arithmetical footing, and a
definition of what exactly is meant by the limit of a function
of x, as x tends to a definite value, must be given.
f(x] is said to have the limit b as x tends to a, wlien, any
positive number e having been chosen, as small as we please,
AND CONTINUITY
LIMITS
n positive number
such
which
a
x
=
\x
of for
In other words \f(x) b\ must be
there is
that \f(x)
tj
<
rl nes
the interval (a
When
this
ri,
= b, for
Lt f(x)
is
v\.
than
less
condition
51
a.
we employ
satisfied,
the notation
x->a
b.
a.
to
Lt /(#) = &,
x=a
that
it
brings out
!for all
is
<
\x
The
a\ ^.rj.
first
of these
is
hand only
<
(i.e.
<
and
is
Lt f(x)
>
a),
a).
tj,
we have <(#
and
Lt
f(x).
a)
17
a;->o-0
The
(i.e.
(right hand)
The
<(a
x
x
=b
thus includes
x Xi
Lt f(x)= Lt f(x) = b.
,
X-+0-Q
x-+a+Q
It is convenient to use
exists,
0) for
Lt f(x) when
-
x->
When
diverges to
were used in
16.
Or, more
precisely, it
that if
there
correchosen,
may happen
r\
f(x)> A, when
In
this case
we say
that Lt
< \x
f(x) = + oo
a\
E>/.
A >rt
it
may happen that if any negative number A is
however
chosen,
large A may be, there corresponds to it a positive
number such that f(x)< A, when
|aj
a\ ^tj.
Again,
t]
<
52
.svn/
Lt f(x) =
thut
oc
jc->a
The modifications
When
when/(a0) =
exist,
.>'-a
to
+ 70,
or to
that point.*
are obvious.
00
bounded
It
some neighbourhood of
there is no neighbourhood
in
It oscillates infinitely if
of
26.
// Lt
I.
Lt g(x) = fr then Lt [f
Then
Limits.
we
be chosen, as small as
numbers
when
>; 15
1].2
please.
such that
0< a -a
|
Thus,
if
>/
is
\f(x)+g(x)-a-p\^\f(x)-a
<
<
Therefore
|
e,
or
>; 2
|^)-/8|,
^,
when
when
Lt [/
.r->ff
when
is
there
0<|:e-a|</t.
Sometimes the neighbourhood is meant to include the point x
this case it is defined by \x -a\^h.
is
x a
when
itself.
In
is
AND CONTINUITY
LIMITS
The Limit
II.
=
// Lt f(x) a
of a Product.
53
and Lt
z>a
x>a
x->a
f(x) = a'+</>(x)
Then
= /3,
= a{3.
Let
#(>;)
Lt
x >.
000 =
and
ff(
and
Lt
./;>
Also
From Theorem
I.
Lt
if
e,
we
have, as in L,
Thus,
if
//
is
< v/*>
|^(ic)^r(ic)|
lll
< |ft-a|3s^.
wlien
;._,
< |x
when
ct|
iy
Lt
Therefore
The
mimit of a Product
The Limit
III.
(i)
// Lt
/(aj)
of a Quotient.
= a^0,-
then Lt
If
(ii)
(f>(x)
+a
and examining
II.
and
III.
(i).
Let
=6
<(.*)
Lt
j:
7%cw
><i
\\'c
Lt /(?) =/(&)
awrf
_
*6
Lt /[<(#)]=/[ Lt
a:
>
a;
f(b).
Lt
>
^(^)J-
f[<Mx)].
54
number
/W(*)] -/(&)!<,
= b.
<f>(x)
7,
0<\x-a\^
Combining
and
(1)
number
(2),
?/
there corre-
such that
Thus
Lt/[^)] =/(&)=/[
Lt
<(*')].
EXAMPLES.
1.
If
?i
a positive integer, Lt
is
,v
= 0.
x*Q
2.
If M
is
a negative integer, Lt
is odd or even.
according as ?i
n=
[If ?i=0, then #
3.
and Lt
ar^O
V' + V'
5.
Lt r n = rt n
6.
If
if
?i
is
"---." =
+ &*-!*' + *. / '>n
unle
6.
integer.
P(x)
Lt P(x) = P(d).
then
7 J (- V ) =
Let
and
>a
m+
a-itf*-
(? (^
The "
8.
If
Lt
/(.f) exists, it is
x>a'
9.
If
/(#)
and
<
Lt
x
x >0'
<t7(.#)
for
/(.r)
= a,
'
a
If
Lt/(a;)=0, then Lt
x >a
11.
If
gr
|/(#)|
hold.
/t,
/3.
xi
a-h<.v<a +
Lt (*) = j8
x >a
>a
then
10.
.*,*"=-
>0
Lt
x
7.
=+x;
Lt
ac
4.
= !.]
and Lt #
.f
|/(o?)|
= K|.
or
+x
LIMITS
Let
12.
/(.?)
AND CONTINUITY
be defined as follows
/()=# sin 1
when ^-^0^
/a?,
"
/(0) =
Then Lt f(x}=f(a)
Lt
27.
X
f(x).
55
meaning
of the term
(or to
OD )
>-^3
"
when x tends
+ oo
to
"
+ oo
a positive number
there is
also
if,
any
please,
X suck that
- b |<
\f(x)
When
we
is
e,
when x > X.
we write
Lt f(x) = b.
Lt f(x) = b,
similar notation,
x > -oo
when
oo
and the
f(x) has the limit b as x tends to
term can be obtained by substituting
"a negative number
X" and "x
X" in the corresponding
places in the above.
is
used
When
it is
Lt f(x)
From
is
Lt
used instead of
x are
/(.')
x tends
to
oo, it
follows that
Lt /(#) = &
X
carries with
Lt
it
And, conversely,
>+:
Lt
if
then
Lt
"
*_*+*,
Similarly
we have
a;*-
The
\x
Lt /(.*)=
oo
Lt /(\3',
->
4- oo
or
when
- cc
Lt /(.r)=+oo
or
- oo
x tends
to
Lt /(#) =
(i)
'
*->+00
and
will
(ii)
be obvious, on referring to
And
25.
as before.
+oc or to -
oo
is
treate^
")()
28.
of a limit to f (x) as
convergence.*
rj
<
for which
<
The condition
(i)
is necessary.
Let Lt f(x) = b.
x>a
Let
Then
Now
Then
f(x)
<
a
\
rj.
\f( x "}
/(#')
/(#")
<
(ii)
< \x
when
~,
The condition
~~
f(x')
e.
is sufficient.
Let
e 1?
e2
e3
...
<en
and
Lt
n
Let
= 0.
><*>
^,
% ...
be corresponding positive numbers such that
\f(")-f(')\
On,
when
tj
n]
3, ...).)'
<
tj
>;
Then we have
<
*
|/(^)
/( a + //i)| <C
^i>
when
i/ 1
LIMITS
AND CONTINUITY
57
Therefore
< f(a +
<
+ e, when
the interval A
,
7l )
<
<
a|
|aj
>/
x - a |<
(2)
of length 2e 1? with
A,
\
FIG.
Now
take
e2
5.
?/ 2
remembering that
<;
We
have, as above,
/(a + ^ 2 )
Since
rj 2
e2
tj l
(2),
Therefore, in Fig.
which
lies
common
An
end-point.
could be cut
off,
(3)
>/ 2 )
now
f(x)
entirely within A lt or
a;
and /(a +
6,
a|<>/ 2
lies
lies
within
it
it
overlapping part of
in virtue of (2).
A,
^i
FIG.
In this
way we
A
.
6.
~i
-^2'
'
If
and
we denote
/3 1} /3 2 , /3 S
n >
>c*
>
Lt
n
Denote
We
>-oo
Lt
n
ft,.
><
common limit by a.
now show that a is the
this
shall
58
We
can choose
where
e is
en
in the sequence
e 1? e 2 , e 3 , ...
Then we
</()< j8i>
an = a
^pn
But
2e,,
<
e,
when
0<|-a|<;
7n
&n - a n
Therefore |/(aj)-o|<
<
<
2* M
when
e,
Lt
It follows that
< \x
a matter of
a\
<
*/
= a.
/(a;)
so that
positive number.
have, as above in (2) and (3),
any given
fact,
|/(#)-
>/
?;
limit.
be made.
Similarly, a necessary and sufficient condition for the existence
00, is that, if the 'positive
of a limit to f(x) as x tends to
number e has been chosen, as small as we please, there shall be a
number
positive
X such that
\f(x") -f(x)
Lt
In the case of
f(x),
<
we
e-,
when
x"
>x'^ X.
X >-co
l/(") -/(aO
The conditions
to
+ oo
or to
oo
<*> when
a?<x'^-X.
or to
0.
two, by substituting x =
stitute x
* Cf.
= a-\
when
it
tends to a,
we must
sub-
The general
LIMITS
AND CONTINUITY
59
30.
continuous
tj
1/0*0 -/fao)
<
when
*,
x - xo
n-
When
is
value of x between a
and
to /(a),
is
equal
In such cases
it is
definition of continuity at a point, and to say that f(x) is continuous at the end-points a and 6 when these conditions are
satisfied.
(cf.
26).
continuous
is
26 (IV.)).
(cf.
The polynomial
P(x) = a x
is
continuous for
The
is
of
all
+ a^n - +
values of
+ a n . & + an
x.
rational function
functions sin'
a;,
a;,
etc.
is
terval x
>
is
0.
8.
cit. ),
T.
I.
60
end-points
a lf
a.,,
18.
The sequence
...
of
of
end-
... also
converges, the limit of each being the
Also
each
of
the intervals (a n b n ) has the property
same, say
we have ascribed to the original interval (a, b). It is im-
points
6,
b lt
6.7
a.
possible to break
which
it
up into a
number
finite
named
of partial intervals
in the theorem.
rj
*].
//.
;,
\f( x ')-f(x")
Thus we have
|
= !/(*')-/
f(x'} -f(x")
<
to a contradiction.
interval
(a^x^b),
e,
as explained in
30.
is
AND CONTINUITY
LIMITS
61
obvious.
COROLLARY
of
(a, b)
Theorem
Then
Let
I.
into
a,
partial
x lt x 2
...
xn _ l
intervals
b be a
mode
of subdivision
the
conditions of
satisfying
I.
\f(x)
\^\f(a)\ + \f(x)-f(a)\
<
/() +
< (x - a) ^ (x
when
e,
- a).
Therefore
In the same
\f(x)
way
I^I/
<\f( X l)\ +
<\f(a) |+
Therefore
I
/(,)!< !/()!+
2e.
we
t]t
way
interval
\f(x)\<\f(a)\ + n e when
,
Thus we
It follows that
0<(x-xn _ )^(b-x n _ \
l
whole interval
a function which
is
(a, b)
continuous in a given
COROLLARY
II.
(a, b)
divided up
into
val.
Let
rj
be a positive
\f(x')-f(x")\<
f /-2.
62
On
they must
interval,
if
lie
in
which
We
(a, b).
\x'
x"\
</.
this interval,
a positive
and
number
e
rj
is
such that
an
THEOREM II. If f(a) andf(b) are unequal and f(x) is continuous in the interval (a, b), as x passes from a to b, f(x) takes
at least once every value between f(a) andf(b).
suppose that /(a) and f(b) have different signs,
and
0.
We shall show that for at least one
e.g. f(a)
f(b)
value of x between a and b, f(x) = 0.
First, let us
<
From
>
we
see that
it is
negative in the
f(x) positive.
Then
f(x)
is
<X<
.c-^-A.
is
equal to /(X).
Therefore /(X)
is
But
m, m
r\
being a positive
such that
since f(x)
is
(a, b)
f(x) would
between X and X-f
>;
AND CONTINUITY
LIMITS
63
we have
case
just discussed,
(f>(x)
of
if
Again,
we show
bounded
it is
that
THEOREM
it
continuous -in
is
f(x)
above that
(a, b),
(a, b).
we know from
in that interval.
Corollary I.
In the next theorem
III.
Iff(x)
is
(a, b),
and
M,
M and
We
shall
Let
least
show
first
(a +6)/2
one of the intervals
;
interval,
we
Theorem
I.,
Replacing
by
(a, b}
this
In this way, as in
it, and proceed as before.
of
intervals
we obtain an infinite set
(a, b), (a 15 bj,
bisect
(a.2
b 2 ),
...
common
Le^X
b,
62
be the
. .
We
shall
Mh,
when Is-XlS*
Thos/(oj)<if-|,
Now
interval
take
(
n,
when
so large that (b n
an)
b n ) will be contained
Combining
this
bn )
The
X + >y).
would then be
wholly within (\
q.
rj,
interval
it
(a, b),
takes at least
64
M and
M,m,n</
/If i-olucs
rrrri/
ralue betiveen
in.
and
24),
(cf.
we can
into a finite
Theorem
(x lt
xj,
...
(x n _ lt
known
b),
as uniform continuity.
Some
some
is
x2 ),
property
32.
least once
afresh as follows
I.
number
(a,
in each of which
positive number.
And
state
If f(x) is
(a, b)
bounds at
in the interval,
definite positive
Let u = a\x.
With
We thus
^j. 1
?<,
.?'
where
exists.
>-00
<u
have
continuous in
is
When x ^ o we
the values of u in
when /(#)
assign Lt /(#).
X *oo
which
is
(0, 1).
interval
(0, 1).
the
x^a
and
Also f(x) takes at least once in this range its upper and lower bounds,
and every value between these bounds.
#2
oo ).
It does not
For example, the function
9 is continuous in (0,
-
Cl
upper bound
attain
its
x = QO
as defined above.
unity
~r~ 3C**
it
when
33.
of x
*
/(oo
<
and
XQ
It
)
and
is
for
it
may
be also for x
while f(x)
is
not continuous at
Lt
(a,
),
and to write
AND CONTINUITY
LIMITS
x
it is
65
is
call
I-
/(#o
+ 0)
common
and f(xQ
value
and be
exist
may
0)
from f(x
different
is
or
),
if
equal.
f(x)
is
their
If
not defined
for XQ then
,
Ex.
Here f(x
zero, or if
we
leave /(.r
undefined,
XQ
is
other than
s*.
Then x
0) may exist and be unequal.
f(x +0) and f(x
a point of discontinuity of f(x), whether f(x ) is defined or not.
II.
is
Ex.
/(^) =
Here
/(.?
__1__,
+ 0) =
is
And
when
ordinary or simple
is
applied
when
the
is
III. f(x)
side,
and
which there
arranged as follows
(i)/(z
is
+ 0)=/(%-0)=+oo
no
(or
f(x
+ Q)= + 00
x
Ex.
Ex.
f(x} = I/(x- .r
In these cases
we say
XQ
),
on either
Take
These
in this
may
be
-oo).
X>XQ
0)=
ao
(or
/(a^-0)= +00
or
f(xQ + 0)
f(x) =x
as x-*x
+00).
when
-oo)|
0) exists
oscillation.
and f(xQ
= \x-x
(or
f(x
oo
(or
oo
or the other.
Ex.
(ii)
or
it
(or
-oo
exists
when x >
when x =
is
an
infinity of f(x),
It is usual to
(i),
-f oo (or
oo).
But
this
66
fact
tan
JTT is
On
not defined.
tan(^7r
x has an
infinity at
i?r,
but that
and
0)= +00
tan(j7r
0)
ce
infinite
bounded
when
(cf.
Ex.
there
is
no neighbourhood of XQ in which
f(x) is
25).
(i)
(ii)
f(x) = sin
f(x)
1 l(x
= 1 l(x - #
-x
)
),
sin !/(#
-#
),
when x ^ #
when x :< XQ
is
The
the
either
or
In the
(i)
(ii)
first case,
f(x')=f(x"),
decreasing.*
of the function
it is
may
fail at
said to be
the end-
monotonic
same way
(i) // f(x) is monotonic increasing when x^-X, and f(x) is
less than some fixed number A when x = X, then Lt f(x) exists
and is less than or equal to A.
lished in precisely the
The
LIMITS
AND CONTINUITY
67
is
If f(x)
and
to
is
A.
is
// f(x)
and
f(x) is less
its ends.
E.g. f(x)
= l/x
is
(0, 1),
but
not bounded.
At
is
let
/() = !,
when?
/(#) = -,
when
^2
interval.
is
<flJ
= l;
<x^^\
and, in general,
Then f(x)
namely at x =
^ (n
68
where k
35.
/>),
of points of dis-
is
interval.
For example,
to
number
(ft)
finite
jump would
B as
a:
Then
value of
let
passes from a to
to every value of
x in (a, b). [ 31,
This value of x
a function of y
is
increase from
b.
say
<(,?/),
which
is
itself
continually
FIG. 7.
The function
We
shall
<$>(y] is
now show
that $(y]
f unction /(ar).
a continuous function of y
is
in the interval
which it is defined.
For let y be any number between A and /?, and ,r the corresponding
value of x. Also let e be an arbitrary positive number such that # - e and
in
.r
+ eliein(a,
b) (Fig. 7).
clear that
\X-XQ
Therefore
Thus
<
j
<(?/) is
<
(?/)-</> (3/0)
continuous at
;/
<
>
?;.2
it is
*7-
sense
and decreasing.
*
Cf footnote,
p. 39.
LIMITS
cos"
The functions sin"
and COS.T, where O X
1
.?;,
AND CONTINUITY
.*
= =
etc.,
?TT,
and
so on.
1
namely sin~ y, where
The
where
etc.
is
then
symbol y
O^y^l,
Q=y I,
replaced by
the usual symbol x for the independent variable.
In the same way log x appears as the inverse of the function e*.
There is a simple rule for obtaining the graph of the inverse function
f~ (x) when the graph of f(x) is known. f~ (x) is the image of f(x) in the
lineyx. The proof of this may be left to the reader.
The following theorem may be compared with that of 26 (IV.)
Let f(u) be a continuous function, tnonotonic in the stricter sense, and let
In the
first
<
cos" 1 ?/,
Then Lt
exists
and
is
equal
to b.
of f(u).
The reader
familiar with
is
its
36.
this
intervals, in each of
f(x)
is
up
into
(a, 6),
number
finite
of
be such that
open partial
which
monotonic.
...
xn _i divide
this in-
in
^), (#,,
#2 ),
which /(&)
is
(#_!, 6),
monotonic.
...
. .
and
ntervals.
34.)
I.
Let us take
case
where f(x)
first
is
the
X,
con-
tinuous
Cf Hobson,
l.SO.
in this case
may
be regarded as closed,
0(x)
xl
/(*!)-/(*)
It
is
clear that
interval (a,
b),
we
the closed
in
start with
when a^x^x,,
G(x)=f(a)-f(x),
and proceed as before, i.e. we begin with the second line of the above
diagram, and substitute a for # n etc.
Also, since the function f(x) is bounded in (a, b), by adding some number
to both F(x) and G(x), we can make both these functions positive if, in the
F(.v)=f(a\
partial
intervals.
We
interval (a,
b), is
of partial
and continuous
-X
val (a,
b).
the function
x,
x monotonic
is
alternately
increasing
and
'.
decreasing is dropped.
We can obtain from f(x)
function <$>(x), with the same monotonic properties as/(.r) in the open
intervals (a, .^), (x, x%), ... (# M _i, b), but continuous at their ends.
FIG.
new
partial
We
down
till its
first
part of
AND CONTINUITY
LIMITS
71
coincides with (x^ f(x\ -0)), then proceed to the third curve
down to the new position of the second, and so on.
and move
it
up
or
x lt #2
...
/fo + 0)
/(a + 0),
#n_i,
or
/fa-0),
same as
etc.,
we must
follows
a^x<x
In
At
In
.r
#2
And
We
<
,
(x) =/(#),
(*)=/(*) + 04.
(#) =/(#) + a : + a 2
<X#)=/(#) + a.i + a 2 + a 3-
so on,
a si
-2
<
< x < #2
At
a i> a
lt
*!
can
write
f(x\Q\
/(#i), etc.
and
(a, b),
in this interval.
In
a^x<x
At
Xl
In
And
If
= *(*)-(*).
= 3>(x)-V(x)-a.,.
- a2
=
f(x) <(#) ^(x)
/(#)
f(x)
<x< #
l ,
ci!
so on.
any
of
the terms
we
04,
a2
...
are negative
f(x)
= F(x)-G(x)
Thus
in (a,
finally
<$>(x)\
before,
6),
in this interval.
If the bounded function f(x\ given in the interval (a, 6), is such that this
be divided up into a finite number of open partial intervals,
in each of which f(x) is monotonic, then we can express f(x) as the difference of
two {bounded) functions, which are positive and monotonic increasing in the
interval can
as illustrations.
72
The extension
two variables
to functions of
y,
is
(a, 6),
and we
immediate
such that
there correspond
of x and y in
this
will be a rectangle.
In the case of the single variable, it is necessary to distinguish
x
between the open interval (a
6) and the closed interval
< <
=x=
in the case of
So,
b).
latter it is included.
domain of the
way
domain
for a
of
is
boundary.
be defined as above.
and refer
of geometry,
contained within a surface S, etc.
of
We
shall
two
variables.
now
function
defined,
if
is
refer briefly to
said to be
some properties
bounded
z,
in the
domain
f(x, y)
said
to
in
which
it is
y ),
(x, y) tends to (x
we
as
as
small
been
chosen,
having
functions
of
domain as
to the
v\
as
such that
\f(x,
y)
l\
<
/or which
and
x-x +
for
AND CONTINUITY
LIMITS
73
<
way
y = y*>
when x = x and
\^>,.
)\
z/
),
all
to
Also when a
y Q ) instead of when x = x and y = y
function of two variables is continuous at (x, y), as defined above,
point (x
centre at (XQ y
,
The
),
f(x, y) is said to
If
rj
<
which
number
I
e,
(x, y) tend to (x
there corresponds
y Q ), if, to
a positive
(x,
y) for
circle), it
as
l\<e
^n
a function converges at (X Q y
(based on the
a continuous
definition of a limit
number
we can
it is
* There
are obvious changes to be made in these statements when we are
dealing
with a point (# , y ) on one of the boundaries of the domain in which the function
74
Also continuity at (x
\f( x >
y)f(o>
2/o)
for
att
the limits in
number
And
and conversely.
is
rj
definition, is continuous at (x
and conversely.
It
is
if
tf(*i
/)
=
y2-
/
?
wn en
2>
as follows
is
not zero,
t/(0,0) = 0.
But
it is
is
we put x=rcos
if
of
pendent
However,
r,
6,
y = rsin
0,
to
is
inde-
+ 1.
a continuous function of
it is
y) in any
(x,
not continuous
(x,
x y}
i
,/
r?/
y when
is
not zero,
l/(0,0) = 0,
is
a continuous function of
(x,
The theorems
In particular
we have
the theorem
also continuous.
is
(u, v) at
),
and
let
uQ =
).
31,
LIMITS
For example
75
AND CONTINUITY
is
In other words, when the positive number e has been chosen, as small as we
a positive number 77 such that f(x', y') -/(#", y") < *, when
(.v, y') and (x", y") are any two points in the domain for which
please, there is
REFERENCES.
DE LA VALL^E
GOURSAT,
HARDY,
POUSSIN, he.
loc. cit.,
loc. cit.
T.
I.
cit.,
(3 ed.),
T.
Ch.
I.
3.
(3 ed.), Introduction,
I.
I.,
Tl. I.,'Kap.
I.,
Leipzig,
1907.
I.,
Ch. VI.-VII.
Boston, 1905.
And
PRINGSHEIM, "Grundlagen der allgenieineu Punktionenlehre," Enc.
Bd. II., Tl. I., Leipzig, 1899.
Wiss.,
d.
math.
CHAPTER
IV
area between the curve, the axis of x and the two bounding
ordinates.
many which
E.g. let
when x 5
0,
cannot
l_
and
Then f(x)
is
differential coefficient
It
is
continuous at
.v
= 0,
Also
|/(#)
it is
functions
-/(O)
<
e,
<
when
[cf.
but
it
has not a
because
!/(*)-/(<>) !=!/(*)
and
x,
when x = 0.
^1*1;
x
\
it is
?;,
if
17
<
e.
30].
.i'
= 0,
because
and
points
/'(tf)=sm---cos-.
76
where
#<0, and
at such
77
still,
is
>
>
Riemann
treatment.
The
limitations imposed
we
as
will be indicated
proceed.
39.
s.
||
(a, b).
* It seems
Weierstrass
impossible to assign an exact date to this discovery.
himself did not at once publish it, but communicated it privately, as was his
and
Du Bois-Reymond
friends.
quotes
it
in a
paper published
< <
>
and
ab^l
London,
[cf.
Cf
classical paper,
de la Vallee Poussin,
Lebesgue, Lemons sur I'Integration, Paris, 1904
And papers by Bliss and Hildebrandt in
;
Conrs
is
78
where
Let
(X,^),
<x <#
l
...
...
partial intervals
0' 7l _i,
b),
< a^ <
6.
and
and
= xn
Let
and
2 (a; 2
To every mode
of
partial
such that
8^8.
The sums S have a lower bound, since they are all greater than
m(b a), and the sums s have an upper bound, since they are all
than M(b a).
Let the lower bound of the sums
of the sums s be J.
less
We shall now
Let
a,
x lt
xz
xn _ l
...
y lt
a,
2/ 2 ,
...
y k _ lt
x lt
y k)
y k+l
...
. lf
x,,
y,,...b
when
Let 2,
cr
it is
obtained from
it
in this
new
way.
division.
(a, a^).
),
to
M (x
l
at
most equal
a).
is
at most
i
79
we have 2 =
results
we obtain
Consider now any two modes
or
Similarly
s.
of division of (a,
6).
Denote them by
a,
and
x l}
a,
lt
x.2 , ...
...
x m _ l}
y n -i,
with sums
b,
is
b,
consecutive to
^S
Also, since (3)
is
'
=2
But
2=0-.
Therefore
S^s'
and
mode
s,
(1)
s'
(2)
of division (3),
(1),
and
consecutive to
'
with sums
S and
cr
s.
s'.
(2),
and
and
<r
^s.
of division.
It follows at once that
I = J.
if
it
40.
to
Darboux's Theorem.
J and
finitely,
I,
when
in such a
The sums
S and
sums S and
tend respectively
the points of division are multiplied indeway that all the partial intervals tend to zero.
a positive number
such that, for all modes of division in
which all the partial intervals are less than or equal to y, the
sum S is greater than J by less than e, and the sum s is smaller
''han I by less than e.
is
tj
Let
be any positive
number
as small as
we
please.
80
Since the sums S and s have J and / for lower and upper
bounds respectively, there is a mode of division such that the
sum 8 for it exceeds J by less than ie.
a2
a{,
...
ap _ lt
Then
with sums
6,
s l ....... (1)
S^J+fc.
Let
S and
r]
-all
tj.
a=x
x2
x lt
...
x n _ ly
= xn
with sums
S.2
and
.%, ...(2)
The mode
a,
is
ajj,
x2
x r -i) =
#3
Oj,
a.2 ,
#4
Then, by
when r=l,
r],
of division obtained
39,
x n _ lt
...
2, ...
n.
(2).
we have
^S
But
S3
Therefore
<
Further,
From
point.
of (2).
+ {M(x
r . lt
Therefore
the
at
r_
81
J,
1) terms,
and
V-i)
(#,.
being
tj.
Thus
8t
Therefore
since
we have
$3
seen that
r\
*/.
With such a
choice of
$2 < J+c.
tj,
tJiat
certain positive
by
than
less
number
rj,
dependent on
e,
the
sum S
exceeds
e.
rj
41.
come
We now
bounded function
(a, b).
a and
b,
and
is
written
Cb
f(x)dx.
a
Jb f(x)dx
than the sum
*
The bound J
and the bound /
of the
of the
sum
cannot be greater
corresponding to any
integral
of
f(x)
82
mode
and defect
We
=m
a)
(x l
fljj),
(x lt
...
x z ),
fr
...
...
(av-!,
as follows
x r ),
...
(# n _i, 6) respectively.
The sum
inereiore tne
sum
dx.
Thus we have
the
fb f(x)
sum
_o
Cb
Ja
f(x)dx for
when
its limit,
the
number
a,x l ,x 2 ,... x n _^ or x l x z
,
way
any
...
xn ^
b,
Any
interval (a, b)
When any
Ss<^e
we
rj.
(Mz w 2
,
),
etc.,
2)*
/()> any
values
/x 2
... /*
We
8s <
have
J must
And
Thus the condition
Further,
if
I=J,
For, given e,
such that $
which
in
s^I.
be equal to
is sufficient.
the condition
is satisfied.
/<
tie
and /
< Je for
Therefore
When any
II.
/.
is
a positive number
all
But
we
as stated above.
and
/-/<.
Therefore
rj
e,
S^J
But
83
<
since
r\.
/=/.
e.
positive
S-8<6.
been proved in I. that this condition is sufficient. Also
For we are given /=/, as f(x) is integrable, and
necessary.
we have shown that in this case there are any number of modes
s
e.
of division, such that $
It has
it is
<
Let w,
III.
o~
be
division of (a, b) such that the sum of the lengths of the partial intervals in
which the oscillation is greater than or equal to M shall be less than cr*
This condition
number
e,
is
take
sufficient.
a"d
2(W=m)
W=
2(6^)'
m are the
where M,
by o>r
Then we have,
.
for this
mode
of division,
I.,
498.
84
Also the condition
there
is
is necessary.
For, by II., if /(./) is integrable in (<',
wo-.
of division such that S s
Using /),., dr as above,
Therefore
wcr
and
43.
/>),
<
mode
*2/} r
> wS/)
<tr.
Integrable Functions.
I.
since
it is
continuous in
(a, b) [cf.
31].
we know
Next,
[cf.
31].
Now we
number
there
r\
>/.
t],
Therefore f(x)
II.
is
// f(x)
In the
is
integrable in
(a, b).
monotonic in
first place,
we
we have
for the
mode
of division given
a,
x lt
...
^f(xn .
by
x^
...
x n _^
b.
Thus we have
S=f(x
Therefore,
)(x 1 -a)+f(x,)(x 2 -x l )
if all
...
/(,) -/(),
are none of
it
/(a^ -/(*,),
. .
/(&) -/(*_,)
them negative.
follows that
Thus/($c)
85
is
integrable in (a,
<
e.
b).
We
have
have
only
ordinary discontinuities, but these need not be
number
(cf.
We
34).
finite in
bounded function
points of discontinuity in
III.
(a, b) can
sum of which is
number of intervals
is integrable
in
(a, b),
be enclosed
when
all its
in a finite
the
less than any
arbitrary
number.
positive
Let e be any positive number, as small as we please, and let
the upper bound of \f(x) in (a, b) be A.
\
By our
On
is
intervals
continuous in
all
is,
at most,
2A
the remaining
(closed) intervals.
We
number
of
S-s< Je(cf.
I.).
up
it
<
whole of
(a, 6)
e.
The
is
bounded, they
86
(ap _ l5
...
b), it is
that
mode
vals, there is
integrable in each
of division for each
of
is
than
s for it is less
where
e/p,
these
(e.g.
e is
inter-
a r -\, a r ), such
any given
positive
number.
Then S
the combined
s for
interval (a, b)
is less
than
mode
e.
is
integrable.
clear that if a bounded function
is such that the interval (a, b) can be broken up into a finite
From
it is
intervals,
it is
/(a?)
is also
|
integrable in
=!
/(*')=
Then
-1
42
in (0,
but f(x)
is
1),
in (0,
1).
small.
If the
44.
infinite
is
however
|/(^)| is integrable,
interval,
is
may
and
then
(a, b).
(a, b),
in
(a, b),
of
(a,
there are an
b) at
which
f (x)
continuous.*
Let (>!>
o> 2
>
o>
3 ...
Lt w M = 0.
Let
(a, /?)
Then, by
we remove from
(a, 6)
/?).
such that a
^a< <
ft
b.
We
- 04) <
(/?!
(a, b)
mode
(/3
- a) and
is
less
cit.,
Vol. L,
508.
ft-,)
new
interval
/8 2 )
than
<o 2
And
Thus we
%) and
Oj)<^(/3j
87
the oscillation in
(<x 2
/2 2 )
ess
so on.
find
an
J 15 J 2
>
By
lies
the theorem of
within
Let
all
18,
which
(e.g. c)
the intervals.
smaller than
(c
- a r) and
(J3 r
- c).
7
/
|/(#)-/(c)| <e, when |#-e|
and therefore we have shown that/(.r) is continuous at <\
Since this proof applies to any interval in (, 6), the interval (a, /?) contains
an infinite number of points at which f(.v) is continuous, for any part of
(a, /?), however small, contains a point of continuity.
Then
Some Properties
45.
If f(x)
interval
is integrable
(a, /3)
in
contained in
f*
I
We
shall
now
(a, b), it is
also integrable in
any
(a, b).
<
We
kind with (a, ft) as
ends of partial intervals.
Let 2, a- be the sums for the mode of division of (a, /3)
included in the above.
Then we have
Thus f(x)
0^2-o-^*S-s<
integrable in (a,
is
the value
/3) [
e.
42, II.].
of the
If
integrable function f(x) is altered
a finite number of points of (a, 6), the function <f>(x) thus
obtained is integrable in (a, b), and its integral is the same as
II.
at
that of f(x).
can enclose the points to which reference is made in a
finite number of intervals, the sum of which is less than
e/4.4,
We
where
bound
of
is
any given
<j>(x)
in (a,
b).
positive number,
and
is
the upper
88
<
Therefore
<j>(x)
is
integrable in (a,
b).
Ib
(f>(x)dx=
it.
f(x)dx.
<(,
Iba <f>(x)dx
the limit of
when
'
is
We may
...
in
^(f )
which 0(&)
way we
obtain a
sum
Jbaf(x)
III. It follows
of the
form LtZ/(
.)(#,.
%r-i),
dx.
Again, if fi(x)
and
f.,(x)
are integrable in
sum
is
also integrable.
and the
Also
result follows.
it is
[
Ja
and
Cf(x)dx=C\J a'f(x)dx,
to the
89
i-
integrable.
To begin with, let the functions /1 (o5),/2 (a5) be positive in (a, 6).
Let M r mr M' r m'r
r m,. be the upper and lower bounds of
;
Then
clear that
it is
m = M M'
M,.
A fortiori,
where M,
sponding
results,
It follows that
is
interval,
by
r)
ot f^x),
(x r
#,._,)
fz (x)
in (a,
r ).
b).
corre-
we have
2 - a- = M(S' - s) + M'(S - s).
o-
integrable in (a,
If the
/2 (#)
b).
positive iu (a,
6).
The product
is
But
46.
integrable function
/(#)
(continued).
a
I-
Ja
f(x)dx=-(Jb f(x)dx.
*
[of.
is,
that a
s,
and of the
was
less
now
Jbaf(x)dx,
restriction
we assumed
S and
than
definite
b.
This
be removed.
Hobson,
90
If
>
6,
we take
X n _i,
...
x^)
cc.p
o,
=m
a)
(x l
sum
+ m.
+ mn (b
^ H _ 1 )- J
s in (1) follows,
common
defined as the
#11
bounds of S and
of the
definite integral is
and the
value.
we have
f
(v>
Ja
a, b
^ n _2>
# H _ 15
0,
41,
x^)
obtained from
The existence
of
(x z
is
f(x)dx=-\J b f(x)dx*
bounded and
is
integrable,
II.
Let
c be
any point
bounded and
of
an
interval
(a, b)
in ivkich f(x)
is
integrable.
*
Then
Ja
f(x)
.
= P/O) dx + { V'O) dx
J
Ja
sum S
than
Ja
by
this
f(x) dx and
Jc
mode
of
f(x) dx.
[f(x)dx+[Jc f(x)dx.
Ja
It follows that
b
f(x)dx^ Ja
[ f(x)dx+ [ f(x)dx.
Jc
a
But the modes
possible
mode
of division of (a, c)
of division of (a,
6).
and
(c,
And we
b) together
form a
and
c)
(c, 6),
91
fb
Jcaf(x)
dx and
Jc
as little as
by
we
please.
fV(a) dx
Ja
f'/(a)
Ja
dx+ \
Jc
f(x) dx.
47.
If f(x)
(a, b),
then Pf(x)dx^Pg(x)dx.
0(0) =/()-</() SO/
Let
Then
sum s,
<f>(x)
integrable in (a,
is
Therefore
J*
COROLLARY
We
dx - P g(x) dx ^ 0.
If f(x) is integrable in
I.
have seen
f(x)
b),
43 that
in
if
f(x)
is
(a, 6),
then
integrable in (a,
6),
so also
is|/(a)|.
And
The
-\f(x)\^f(x)^\f(x)\.
result follows
COROLLARY
in
(a, b).
II.
If f(x)
continuous at
in
(a, b)
[
Ja
f(x)dx>0.
92
tt<c'<c<V'<6, such
c"),
dx = 0.
Jc'a f(x)
> k in (c,
c"),
f(x) dx
^ k(c" - c) > 0.
Jc'
Adding these
results,
in
(c", 6),
we have
Jn
The changes
in the
f(x)dx^0.
f(x) dx
argument when
>
c is
0.
an end-point of
(a, b)
are slight.
(a, b).
Then
tinuous, andf(c)^>g(c).
Ja
f(x)dx^>\ g(x)dx.
Ja
II.
by writing
<f>(x)=f(x)-g(x).
By the aid of
may be obtained
If f(x)
> g(x\
and
Z>),
then
For, if f(x) and g(x) are iutegrable in (a, 6), we know that f(je)-g(x) is
integrable and has an infinite number of points of continuity in (a, b).
At any one of these points f(x)-c/(x) is positive, and the result follows
from Corollary
II.
m = (p(x) = M,
and multiplying by the factor
\fs(x),
which
from
Ja
<f>(x)\fs(x)
^ M\fs
not negative,
(x).
47 that
m f ^ (x) dx ^ [
since
is
Ja
is
(x)
b).
clr,
93
fb
dx = /UL\
Jba $ (x) \}s (x)
Jo.
where
/x
is
dx
If
IJL
(f>(x)
is
continuous in
(a, b),
we know
that
it
for
If
(f>(x), \js(x)
(j)(x)
interval, then
f*
r&
(
x)
Ja
x ) ax
(f )
Ja
x ) dx
>
in a.= x = b.
Further, if (f>(x) is not continuous in (a, b), we replace <(f)
where
= = M, m, being the
by
satisfies the relation
bounds of <fi(x) in (a, b).
This is usually called the First Theorem of Mean Value.
where (
is
some
JUL,
As a
definite value of x
/UL
particular case,
<j)(x)dx
when
= (b
</>
(x) is
continuous,
where a =
u)0(),
fj.
...
It will be seen
^ ^
we can
47 that in certain
< <
b by a
b.*
replace a
f
However, for most applications of the theorem, the
ment in the text is sufficient.
cases
more general
state-
F(x)=\Ja f(x)dx,
where x
Then
is
any point
if (x
h) is
in (a,
b).
f(x)dx.
fx+h
X
Thus
bounds of/(#)
It follows
in (x,
x + h).
that F(x)
is
a continuous function of x in
cit.,
Vol.
I.,
pp. 367-8.
(a, b).
94
Further,
if
f(x)
continuous in
is
(a, b),
where x = g= x + h.
When
h tends to
zero,
/() has
Lt
Therefore
is
continuous in
=f(x).
(a, b),
f(x)
Ja
dx
is
continuous
(a, b),
(a, b),
x in
This
It
F(x)=[ f(x)dx,
then
we know
or other,
d
that
we have
Suppose
-j-F(x)=f(x).
that,
by some means
(j>(x)
such that
d
must then have F(x) = <j,(x) + C,
We
/
7 \
since
,-
(*&
J*.
(F(x)
<j>(x))
=Q
in
(a, b).*
Thus we have
Ja
50.
we
C,
use the
fact
that F(x)
= a.
f(x)
dx =
(x)
</>
(a).
We now
come
to
Let
<j>(x)
*Cf. Harcty,
be inonotonic,
toe. cit., p.
tThis restriction on
Hobson,
loc. cit., p.
228.
\f/(x)
can be removed.
\^(x] is
that
360, or Goursat,
it
is
toe. cit.,
T.
I., p.
182.
95
rf
fia
<l>(x)\!s(x)dx
= (l>(a)\
Ja
Since
finite
a2
a ly
such that
\fs(x)
more than a
K,
aj),
()
\/r (iK)
t&5
=V
f/;
a
First
where
0(r-i)
Therefore
(a)
(as)
of
(a n _!,
an ).
rr
I
Theorem
...
2 ),
71
9!)
Now, by the
an =
a n _ lt
...
sign
d.
r _i
Mean
Value,
= v* = $(,)
cioj
/uL r
[F(
r)
- F(a
._ l )] >
Ja,._]
Ja
\js(x)dx.
Thus we have
Since F(a) = 0,
(1) in the form
we may add on
aO<te
= *() [*()-/,]"'
(2)
),
...
06
We may
some
is
least of F(a),
or other.
But, since.
in (a,
+ 1)
terms by
definite
greatest and
with one
of these (n
M[0 (<<)-
-e.by
where
sum
F(x)=
we know
\fs(x)dx,
that F(x)
is
continuous
b).
Therefore
value of x in a
It follows
may
= x^b
from
(2)
is
some
definite
31).
(cf.
that
c&
(fa
V,(a)<:Za
+ 0(&) J
\ls(x)dx,
Jba f(x)dx
the value of f(x) at a finite
Now
(f)(x)
Also
exist.
is
number
monotonic in
we may
give
(a, 6),
0(.T)
is
unaltered
of points in
if
we change
(a, b).
and therefore 0(
+ 0),
We
II.
Let
and
(j>(x)
be
be
monotonic,
bounded and
0(6
0)
changing
and
therefore integrable, in
and
integrable,
in (a,
not change
(a, b)
its
sign
b).
Fb
fba
where
*
<j>(x)\ls(x)dx
is
some
Ja
definite value of
\fs(x)dx,
ij
x in a = x = b.
This and the other theorems which follow could be obtained at once by
suitable changes in the terms </>(a) and <J>(b) on the right-hand side of (2).
making
it is
and 0(6
that
we
clear that
0),
respectively,
A = 0(a + 0)
and
way
by any numbers
B = 0(6
0)
97
replace 0(tt
and B, provided
in the case of the monotonic
(x)
Ja
dx + B ^(x) dx,
^ (x) dx = A Ja
{ ^ (x)
Jf
\
(f>(x)
is
(/>
rb
IV.
Ja
where
is
some
Again, when
may
take
(f>(x)\/s(x)dx
= (j>(b)\
\j,(x)dx,
Jf
in a x = b.
monotonic decreasing in
definite value of x
0(#)
A = </>(a)
and is
and
B = 0,
(a, b),
we
before,
Jba (t>(x)\ls(x)dx
= (j>(a)\f
Ja
\f,(x)dx,
I.,
II.,
III.
Bonnet's results.
Theorem
I.
in his lectures
and
Du
Theorem
II. is
Bruxelles,
Mdm.
cour.
Acad.
Mean
we
shall
p. 249, 1849.
t.7.
c. i
p. 81,
most frequently
Value.
p. 42, 1875.
Math., Paris, 14
98
INTEGRAND BOUNDED.
INTERVAL INFINITE.
INFINITE INTEGRALS.
51.
f
J
f(x) dx,
and
(i
of
this
(i)
(ii)
I.
Integrals to +
o>
f (x) dx.
Ja
where a
and
is fixed
and
b is
any number
greater than
(a, b)
a.
We
Px
fa
dx as Lt
f(x)
We
speak of
x>x J a
exists, j
an
f(x) dx,
when
infinite integral,
this
limit
it
converges.
On
infinite
integral
I
'
Ja
tion of divergence to
EX.1.
when
Ja
f(x}dx tends
to
QC
as .r->cc,
is
we say
that the
a similar defini-
oo
of
Ja
f(x)
d.c.
[V*^=l; Ji
P^f=2.
ff*
Jo
f e-x
For
Jo
And
Ex.2.
*d*=
For
*For the
definition of the
Lt
33.
is
by f f(t)dt and Lt
Ja
*->
Ja
99
Lt
"
Similarly
"
- dv = -
log
Ji
oo
Js
- oo
-^
l-#
==
oc
f(x)dx
sin
xdx
oscillates finitely.
xsinxdx
oscillates infinitely.
f (x) dx.
Jb-co
When
infinite
16 and 25.
Ex.3.
where b
f(x) is
and a
is fixed
Cb
}b-
f(x)
dx as Lt
when
f(x) dx,
X > -CO J X
05
,b
We
speak of
f(x)dx as an
infinite integral,
it
converges.
J-*>
The
cases in which
f(x) dx
is
said to diverge to
oo
or to
- oo
or to
./-ao'
Ex.1.
Ex.
2.
I
e~ x dx diverges to
oo
x dx diverges
to
rsinh
-x
90
.'-oo
III.
x sin xdx
Integrals from
oo to oo
vergent
Since
and
^s
equal
oscillates infinitely.
to tfieir
J -
J -
f (x) dx.
CO
f(x)dx and
oo
sum.
Ja
Ja
fco
dx
< a < x,
is con-
100
/*>
two
Also
Ja
f(x)
integrals
f(x)
Ja
dx
/(./:)
Ja
integrals
f(x)dx=[
J
f(x)
a
co
or
dx + ["/(a?) dx.
<a<,
Jx
J["
dx
dx =
dx or
dx
f(x)
a
oo
f(x)dx.
f(x)dx+[
Ja
"
Thus
~s;
f(x)
[ f(x) dx = Jx
["/<#) dx+ ["/() <&>
Ja
Similarly,
Also
dx +
f(x)
f
J-oo
f(x)
f(x)
dx
Ja
f"
of
J -
dx =
f(x)
dx +
is
f/{aj)
<fce,
Ja
J-oo
CO
in the definition.
EX.
J.ool+A^
A necessary
52.
and
convergence
f(x)dx.
off
Ja
C
Let
F(x)=\
f(x)dx.
we
f(x)dx
is
II.
further
and has
the
value
J,
we\
provided that x = X.
necessary
of the integral
.
infinite
-[f(x)dx
Ja
And
convergent
fee
a'
please, there is
shall
and
sufficient condition
p
Ja
f(x)dx
is that,
when any
for
the convergent
positive
number
'
101
number
f(x)dx\<e
x',
= Ji.
/co
We
have seen in
51 that
if
Ja
r/(x) dx = Jf
Ja
"
/(a?)
a
dx + ^f(x) dx,
J
number
f
Jx
if
These
f(x)
number
that
Also,
<
a.
fee
a
positive
dx converges, then
f(x)
/(*)
dx
X such
when x =
<,
results,
immediately to the
infinite integral
f(x)dx.
f (x) dx.
53.
J
positive
integrand f(x)
is
r.c
when x>a,
it is
clear that
Ja
f=o
ai verge to oo
I.
If the
Integrand Positive.
"-
f(x)
f(x)dx
dx must
is
a monotonic
in-
either converge or
Jf(x)dx<A
a
a positive number
this case
Ja
such that
f(x)dx^A.
no such number.
34).
Further, there
is
an important
vergence of integrals
when
"
comparison test
the integrand
"
is positive.
g(x)=f(x) when x = a.
Jco
a
g (x) dx
Then, if
is convergent,
Ja
f(x)dx
and
b).
Also
is convergent,
/OD
/c
Ja
positive,
g (x) dx =
Ja
f(x) dx.
it
1C 2
For from
we know
47
Ja
Therefore
J[a
that
</
(x)
dx
<
Ja
>
a.
f(x) dx.
Ja
/X
Then, from I,
05
poo
g(x)dx^\J a f(x)dx.
|CO
Ja
JCQ
a
g(x)<to*
g(x)dx^\J a f(x)dx.
7
aX
where
{00
We
have
Ja
^g,
fxa #
Thus,
when n > 1
And, when
n {^-"-a
= log x
,
1,
log a,
Lt
Xn
Ja
*
n=f=l,
"
-
x^<o} a
i.e.
when n = 1
a:^>3o J a
Lt
-"},
^=^
when
= 00,
diverges.
only as x-+<x>
When
fj(x)jf(x)
if
if /
f(x)
dx
matters
diverges.
f(x) dx converges.
.'a
When
rj(x)
:
.'
y(x)
dx
diverges,
/""sin
3.
since
efa? converges,
%j-
Ja
sin 2 #
=-
^_ V"
1
-g,
103
when
#^a > 0.
_
fte
The integral
Absolute Convergence.
54.
when
be absolutely convergent
f(x) is
and
b),
Ja
Ja
f(x)
dx
is
said
to
\f(x)
dx is convergent.
Since
f(x)
dx
\f(x)
>x'^a
(cf.47,Cor.
it
follows from
that
52, II.
if
Ja
\f(x)
dx converges,
L),
so also does
p<
Ja
f(x)dx.
may
converge,
is
not true.
and
An
Mean Value
of
50)
shows that
this
integral converges.
For we have
(**"
Jt
since
1 f*
dx = -,
,
sm x dx-\-
Jx'
1 f*"
sin
x dx,
where
But
I
sin
x dx
Therefore
Thus
provided that
and
sin
x dx are each
^^^
--
(x
less
than or equal to
2.
104
sin
Therefore
value
its
if
dx converges, and we
Joo
To prove
dx
this, it is
diverges.
is
any
nn sin
!
have
on putting x = (r
But the
sin
,
\
'
dx.
&
1)7r
71
sin^/
dx=\
-r
-dy,
'
-f y.
TT
Isinz
series
r?r
Jo(f-l)7r + 2/
%
1
V7r
._
J(r-l)ir
\sinx-
J(r-l)n
"
dx =
"
rir
Therefore
JO
But
positive integer.
I7
We
'cfaj,
88 that
is
where n
shall find in
a;
dx>- If smydy
rTrJo
77
mu
c
Therefore
T
Lt
i.
fi i
oo
as
n >co JO
But when
Lt
Therefore
When
infinite integrals of this type converge, but do not conthe convergence must be due to changes of sign
absolutely,
verge
in the integrand as #->oo
.
55.
I.
(a, b)
The M-Test
for the
where a>0.
If
Convergence of
and
f(x)dx.
Ja
there is
a number
/u.
greater than
such
105
MO
that xf(x)
is
f(x)dx converges
absolutely.
Thus
some
is
definite positive
number
l/(z)l<^.
-
^ converges.
Jdx
a
It follows that
fee
a
Let f(x)
II.
interval
(a, 6),
or equal to
|/0) dx converges.
I
Ja
f(x)
is
absolute.
/.CO
when x = a, then
Ja
f(x)dx diverges
Here we have, as
It follows that
Ja
when x = a.
=f(x)
diverges to
It follows that
Jo
III.
to
equal
f(x)
oo
when
/*
dx diverges
interval
before,
,
But
to oo
and
'
!.
to
less than or
where a>0. If there is a number
such that x*f(x) has a negative upper bound
(a, 6),
jj.
when x = a, then
F"
I
Ja
f(x)
II.,
dx diverges
oo
to
if
Lt
(af/(o?)) exists, it
is
bounded
in
./_> to
# = a;
will
also,
either
number X, x*f(x)
lower bound, when this limit is
positive
106
deduced
(a, b),
If there
and
a>0.
EX-)MB
a number
is
dx
f(x)
/m
greater than
converges.
..
// there
a number
is
jm
than
less
or
Ja
and
the
We
it
same
make very
shall
as the "/x-test."
Ja
such
f(x)dx diverges;
+ oo
is
to
equal
or to
oo
as
It is
f(x)
dx with the
integral
Ja
OP"
and deducing
Ex.1.
rf
r Y^-^
6 ^ +
dx
:>
<j!
diverges,
to the integral
t
^^
x* x y^
2 V
2
.r
If
Ja
+ c29 /
=7962
dx.
(j>(x)
dx
<j>(x) \/s(x)
For we have
|
number and x
poo
Ja
f (x) dx.
is
f*a
then
Lt
c-MoA
56.
I.
/""sin
since
a.
\]s
(x)
dx converges
the
absolutely,
is absolutely convergent.
(.#)
\<A, where A
is
some
definite positive
107
Also
^(x)\dx<A\Jx' \^(x}\dx,
</>(x)
Jx'
when
x"
>
/GO
we
Since
dx converges, the
\\Is(x)
result
follows.
(
'
Ex.
1.
X ^dx,
Ja
Ja
^dx
converge
absolutely,
when n and a
are
positive.
/oo
2.
e~ ax cos
Ja
bxdx converges
absolutely,
when a
is
positive.
converges absolutely.
be
Jco
a
\fs(x)dx converge.
dx
</>(&) \js(x)
converges.
Jco
a
Jjc"
x'
<j)(x)\ls(x)dx
= (/>(x')\f
J x'
\ls(x)dx+(j>(x")\
less
Value, since
Cx"
Mean
\fs(x)dx,
number A.
Also
we can
choose
X so that
\Is(x)dx
and
= X,
positive
<e, when
i.
r<e~ xr
sin.r
dx converges.
.'o
2.
Ja
(1
- e~x )
X^-
and
is
any given
108
Let
III.
be
<f>(x)
Lt
Let
\js(x) be
and
(a, 6),
in the interval.
Also
let
Ja
Then
Ja
As
dx
\js(x]
be
(j>(x)\p-(x)dx is convergent.
above, in
II.,
we know
Cx"
(j>(x)\ls(x)dx
that
= (j>(x']
\js(x)dx,
But
Ja
\fs(x)dx
is
some
definite
positive number.
And
\[,(x)dx
\!,(x)dx
j*
<2A.
Similarly
Lt
Also
<
.,> GO
we
\i) ( x )\
<^7~4
>
when x = X.
It follows that
p"
<j)(x) \fs(x)
Jx'
/
and
Ja
Ex.1.
<j>(x)\ls(x)
f^SlQ.V
I
Ja
dx,
dx converges.
r^COS.V
I
Ja
Xn
T
dx converge when n and a are
converges.
positive.
please,
109
57.
Let
interval
,*)
and
Ja
ty(x)dx converge.
Then
m^p^M,
where
the
<f>(x)
x^~a
in
being
and m.
We
and,
w = ^(#) = M,
have
if
m }(x) ^ <(*) +
m I* ^(x)dx^.
Therefore
Ja
But,
when #j:a,
VT(#)> 0,
by
56,
^ M^(x).
when x=^a.
(* <j>(x)\jr(.v)dx^M {"-^(^dx,
Ja
Ja
I.,
Ja
(of)
that
-^r(x)dx converges.
inequalities
m r ^(x) dx ^
Ja
In other words,
where
58.
Ja
Ja
</>(.r)
^(x) dx
tj>(x)\(<(x)dx**iil
^AfT
^(.r)
Ja
d.,>.
^(.)-)d,v,
-'a
m^p^M.
The Second Theorem of Mean Value.
LEMMA.
Let
Ja
Then F(x)
continuous when
is
and F(x) =
Jx
f(x) dx (x^.a).
(<(,
takes at least once in that interval every value between its upper
bounds, these being included.
it
The continuity
of
oc
).
and
Also
lower
is zero.
ar->oo
It follows
from
J/,
m.
Ja
(f>(x) be
\Jj(x)dx converge.
110
Then
a
g QD
Suppose <(.?) to be monotonic increasing.
We apply the Second Theorem of Mean Value to the arbitrary interval
.
,'>).
Then we have
where a
Add
<^<
6.
B=
to both sides
poo
<
^ (.r) cfa,
( oc )
is
34).
/.CO
Also Lt .Z?=0and
b
>ao
Then J5+
<j>(x)^(x)dx converges
56, II.].
Jci
<>xxdx
fb
f*
^(a?)dar4-^(ao)
^(.r)rf.
J^>
J&
F, .................................................... (1)
^(.r)G?.r,
f"
and
F={<^(x)-^(6-0)}[ $(x)dx.
Now we know
Let
J/,
Lemma
that
Then
^[
and
wi^
Therefore
{<^(6
-0)
^(x}dx^M,
$(x)dx^M.
*Cf. Pierpont,
loc. cit.,
Vol.
I.,
\^(x)
dx is bounded in (a, x
).
these,
we
111
see that
m^p^
00
^?)f(#>ck~$(a+0)j ^)cfo+/z'W )-<M+
Then
|
where
uf
Lt
)}>
/x.
6-J.oo
it
exist, since
Also, since
m^p
follows that
m^-
But
when
J/,
JMO
///=
we have
\^(x) dx,
^ ^
where a
).
'
oo
finally
f
J
where a
^ ^
^'
oo
is
Ja
we have
f(x)dx,
bounded
results.
INTEGRAND INFINITE.
INFINITE INTEGRALS.
Jba f(x)dx.
50, of the
III.,
J -co
in
dealt with
f(x)dx and
any arbitrary
J-co
f(x) dx,
interval,
when
however
large.
is
required
number
finite
of
First
we
discontinuity in (a,
and
integrable
in
b).
the
On this understanding,
->0,
we
arbitrary
if the integral
is
interval
f
\
supposed bounded
(a
f*
\
Ja+
f(x)
Ja
where
dx has a limit a
f(x)
b),
dx as Lt
t^^Ja + t
f(x) dx.
112
when
Similarly,
continuity in
the
(a, b),
arbitrary interval
point b
and
is the
f(x) is
(a, b
g),
f&-f
Jba
Again,
f(x)dx as Lt
when
f(x)dx,
f-X)Ja
when a and
b are both
{baf(x)
f
infinite integrals
Ja
f(x)
dx and
dx as
the
sum
Jc
when
f(x) dx,
these integrals
exist,
a and
a)
where
a<c'<
Finally,
b.
between
we have
since
b,
of the
f(x) efoj+
f(x) dx,
51, III.).
(cf.
there be
let
dx =
where a = x 1 <^x2
the
f(x)dx by
<xn =
...
We
b.
. . .
equation
\ f(x)
Ja
when
dx =
Ja
f(x)dx + J[ f(x) dx +
xl
on
the integrals
the
right-hand
. .
+ JT
f(x) dx,
xn
exist,
according
to
the
bounded
in
any
of these points as an
one
partial interval of (a, b), which has not
internal point or an end -point.
our purpose. The modern treatment of the integral, due chiefly to Lebesgue,*
has rendered further generalisation of Riemann's discussion chiefly of
historical interest.
It is convenient to
speak of the
Cf footnote,
.
p. 77.
we
did
when one
and
or other
Some
113
writers use the term proper integral for the ordinary integral
fb
I
f(.v)dv,
when f(x)
is
6),
and
Jd
improper integral for the case when it has points of infinite discontinuity in
(, 6), reserving the term infinite integral for
30
x
f
fa
f
/(*)<** or
j(x}dx,
/(.<
Ja
J-co
J-co
French mathematicians refer to both as inte'grales ge'ne'ralise'es
refer to both as uneigentliche Integrate, to distinguish them from
Germans
eigentliche
60.
ff(x)dx.
Ja
f(x)dx.
J -co
f*
J -
any
interval,
however
f(x)dx.
<
finite
number of points
large.
Then we have,
as above (59),
f(x)dx= Ja
\ 'f(x)dx+ \*f(x)dx+...+ Jf f(x)dx+ [ f(x)dx,
Jc
Ja
Ja-j
n
\
jr
pac
If the integral
rJ
c,
in
is
an ordinary
(c, b).
the infinite
the equation:
since
f(x) dx
f(x)dx by
of
we have
f(x)dx,
f(x)dx=[
J x n f(x)dx+[
J
c'
where # H
114
we may
Also
+ J\x f(x)dx.
f(x)dx=\*
Jx
Ja f(x)dx+[*'f(x)<fo+.:.
n
Jf
E-co
fa
f(x)dx,
as.
before, as the
f(x)
dx
sum
of
GO'
the integrals
J -<x
f(x)dx and
Ja
f(x).
{ba
independent of the
It is clear that
f (x) dx.
x=a
is
we
infinite dis-
we have
f(x)dx = Lt
J\
when
from the
It follows at once,
I.
f(x)dx,
The integral
Ja
f(x)
dx
definition, that
is
convergent
and has
the value
r\
-P
Ja+t
And
further
II.
f(x)dx
Ja
and
f(x)
dx
number
r\
if
we
any
positive
number
e lias
a positive
such that
+"
Also,
provided that
necessary
of the integral
f(x)
dx <e, when
j a,
f(x)
0<f <f =
n-
dx converges, we have
f(x)
a'
dx=
a<x<b.
{6a
number
positive
dx converges,
e,
115
to the arbitrary
number
such that
rx
Ja
to
in
\
f(x)
dx
a)
17.
fbn f(x)
bounded and
dx
is
integrable
<<&
where
said
and
converges.
(i>
a
It follows
from
II.
ordinary convergence.
An
An
It
is
clear that
suggested at once by
is
sinl
[converges,
fo<to
Jo
y substituting
l/.r
for
$ 54.
is
reduced to
.r.
--x-converges,
fi
Jba
-.
if
0<?i<l.
a)
(K
For we have
{7
^-\x
a
==
H
T
-^- =
Therefore Lt
\~
a)
From
|>f
we
this
obtain
n {(^~~~^)^
~ a^ "
(6
,
1l
}'
when 0<?i<l.
when n = 1.
results
which correspond
to
those
55.
III.
Let f(x)
interval (a + g,
and
petween
fba f(x)
*
be
b),
/JL
such that (x
dx converges
Cf.
43,
V.
a)' -f(x) is
absolutely,
47, Cor.
I.
and
54.
116
Again,
<<&-,.
=
diverges to
Jba f(x)dx
-co in
And
and
to
finally,
V. Letf(x) be bounded
(a
+00 in
where
b),
If there
is
and integrable in
0<<6-a.
a number
between
jm
and
a )**/(#)
such that Lt (x
.r->a+0
Jba f(x)dx
If
there is
Lt (x
converges absolutely,
a number
ay/(x)
exists
//
and
is
the
same
true if (x
is
Ja
.r->a+0
and
f*
aYf(x) tends
f(x)dx diverges;
to -foo
or to
a>
as
x->a + 0.
We
speak of this
shall
Jba f(x)dx,
when x = a
is
It is
The
when
the upper
VI. If
<p(x)
.is
in
(a, b),
and
fb
Jba \ls(x)dx
convergent.
The
we
(p(x)\fr(x)dx is absolutely
J<i
(Cf.
56, I.)
tests
shall meet.
the results
ICO
a
No
when
f(x)dx.
a certain
number
p
I
Ja
f(x)dx,
or for
b),
Ja
in
f(x)dx,
These integrals
60.
f(x)dx, and
oo
we have
f(x)dx, as deh'ned
J -
oo
sum
reduce to the
all
117
of integrals of
criteria.
(i)
1.
Prove that
,
j
diverges.
Let
Lt
Then
The
//-test
/o
(ii)
Let
/(#):
Then
Lt xf(x)=\.
->o
Ex.
2.
Prove that
J'
Jo
The
integral
is
^dx converges,
an ordinary
Therefore
3.
the integral
Prove that
We have
finite integral if
converges
0<n <1.
0.
is
It diverges
when
converges.
infinities at
when 0<n<l.
,v
= and
.f=l.
''O
where a
The
when
Also
Ex.
test.
/x-test is sufficient in
and
each case.
1.
118
4Ex.
Show
4.
that
log sin
Jo
The only
from the
infinity is at
xdx
converges and
is
equal to
^7rlog2.
/x-test.
Further,
log sin
Jo
t*
x dx = 2
log sin
dx
2.v
Jo
An
4n
= 7rlog2 + 2/
\og8inxdjj + 2l
\ogcosxdx
4-
= TT log 2 + 41
log sin
Jo
,-"
But
log sin
dx = 2
A*
x dx.
/!
log sin
x dx.
,4-
Therefore
J
From
TT
are equal to
Ex.
- cos #) do;
and
log
2.
e~
Gamma
Function
dx.
JQ
is
bounded
in
0<.v^a, where a
The
x
(1
Letw^l.
(i)
of e
log
Jo
5.
integral
TT
integrals
-TT
log ( 1
2.
~n
Jo
log
/u,-test
is
of
e~
n~ l
is
arbitrary,
and we
dx.
Or we might proceed
x.
Since
=
2!
when x > 0,
e*
>
xr
(r
= any
positive integer),
ton A
,H
-,-
r-n+1
t'
But whatever
w,
may
be,
we can
choose
so that
r-n + l>l.
Let <n<\.
~l
x
has an infinity at #=0.
In this case e~ jf
(ii)
The
/
e~
/x-test
xn
~l
shows that
dx converges.
e~ xx
n~ l
just
shown that
er*af*~~
119
dx converges.
Jo
(iii)
Lettt^O.
diverges
Ex.
6.
shows that
jtx-test
xn ~ l log x dx*
JQ
when r>0,
the integral
an ordinary
is
integral,
x->0
when n > 1
Also we know
.
that
It follows that
\ogxdx = xLt>0
JO
Again,
Lt
(xv-
x x*
0<w<
And when
1,
log x}
we can
{x(\ -logjp)-
Lt (#M+
1}=
-L
=
log x) 0,
choose a positive
if /x
number
/x
> 1 - n.
less
than
which
Therefore
Finally,
<n_
we have
Lt (x x x~ l log x
\
Therefore
Jn
= Lt
.t-"
|
log x
= oo when
,
0.
-~
&M l log ju dx diverges, when ?i^0.
REFERENCES.
DE LA VALL^E
POUSSIN,
toe. cit.,
T.
e
(3 ed.), Ch. VI.
I.
GOURSAT,
loc. cit.,
T.
I.
(3 eU), Ch.
IV. and
II., 1*
e
T. II. (2 ed.), Ch. II.
Parte, Cap.
I.
and VII.,
XIV.
Differential- u. Integralrechming,
Kap. XIV.,
Leipzig, 1909.
loc. cit.,
Vol.
I.,
II.,
Paris, 1904.
Ch. V.
u.
Integralrechnung, Bd.
I.,
Absch. X.,
Leipzig, 1893.
And
BRUNEL,
"
d.
II., Tl.
L, Leipzig,
1899.
* This
integral can be reduced to the
vergence or divergence follows from Ex.
Gamma
5.
120
EXAMPLES ON CHAPTER
1.
Show
am*
r
1
Jo
+cosx+e*
r <*-iy* <**,
Ji l+x+xs + smx
l+x
Jo
2.
IV.
\M<fJ.
I*.*-,
l-x*
Jo
Ja
(x-a\!(b-x)
x+l
Jo
dx,
Jo
^ *^~1 dx,
x-1 dx,
Show
3.
f
Jo
where
0<c<l,
Jo
sin"
cos"
dO.
Jo
sin
--j-,
x
e- a2x2 coshvdj,
e~ *
l
Jo
Jo
>*jW
f $h
3
where
th
?i
-/
(.v) is
4.
and
Show
as follows
and negative.
Jo
5.
>
>
and n
1.
converges, provided that in
And by means of a similar substitution, show that
Show
X
that
/
*
when /x^O,
>
*
q
V
1+
1.
it
diverges
unity.
*a
f(x)
'
//,
exists,
>
(a, 6),
Show
- -
that
and
1.
integrating
[*
I
dx converges,
cos
x log x dx by
cos ^ log x ax = si n
diverges.
parts,
x log a?
*/l
Deduce that
Jo
On
we obtain
Cx sin
I
xj
*R
jl
i#7
8.
in
On
vs
2
121
fx"
integrating
and
is
equal to
*-- dx.
Jo
1
-*
x'
> 0.
cos x*dx.
9.
certain
number
for the
two
g(.v)
Cb
Prove
(a, 6),
except at a
that
rb
f(x)g(x)dx converges,
if
Cb
\f(x}\dx
and
\g(x)\dx
converge.
10.
Then the
is
series
/(a) +/(
x^a, and Lt
+ 1 ) +/(a + 2) +
Prove that
for all
Ja
f(x) = 0.
. . .
A, so show that
converges to a value between i(?r +
1)
and
CHAPTER V
THE THEORY OF INFINITE SERIES, WHOSE TERMS ARE
FUNCTIONS OF A SINGLE VARIABLE
We
62.
shall
now
We
When we
series are
e.g.
we
that
of x
we wish
the
sum
of
of the series
(iii)
what value
we then
that
infinite series
(x) + Uz(x)+...
settle for
the series
(ii)
(a, b).*
(x) + u
to be understood
(i)
u
it is
x.
that
we then
find the
that
we then
sum
Sn (x)
of the first
terms:
and
(iv)
On
is
as
^->x keeping
,
said
sum,
all
sum
if,
to be
this value of
in
24, when we say that x lies in the interval (a, b) we mean
In some of the results of this chapter the ends of the interval
that
When this is so, the fact that we are dealing
are excluded from the range of x.
with the open interval (a
x<.b) will be stated.
As mentioned
a^x^b.
<
p. 319, 1899.
122
123
\f(x)
Further,
A
if
there shall be
a positive integer
such that
$n (#)|< e, when n = v,
\Sn+p (x)
when we
processes.
+ /i)
is
;
under-
that
we
we
/(#, a)o?^,
it is
understood
integral before
integration.
We
we
call
R H (x)
the
series
shall write
when n^v,
(x)\<e> wnen n = v,
\Rn (x)\<
(i)
(ii)
\p
>
A series
and not
may converge
1 -f
When
.v=l,
it
for its
in the
b.
x + x2 +
-
. .
diverges to +00
when x= -
1, it
1.
oscillates finitely.
fr
THEORY OF INFINITE
124
63.
SERIES,
WHOSE TERMS
The Sum of a Series whose Terms are Continuous Funcx may be discontinuous. Until Abel * pointed out that
tions of
is
discontinuous
was supposed
a
of functions,
series
by
convergent
continuous in a given interval, must itself be continuous in
that interval. Indeed Cauchy f distinctly stated that this was
it
trigonometrical series, at the critical values of x, passed continuously from the values just before those at the points of
discontinuity to those just after.
:{:
The
first
sum
of such series
was due
y = Sn (x)
two
to
f(x),
These
very considerably
y = Sn (x)
(i)
differ
and
(ii)
y=f(x)
(i)
and
(ii)
will be less
than
when n = v.
1, p. 316, 1826.
cit.
re
Donkin, Acoustics,
p. 53, 1870.
1.
125
Here
(n-l).r+l
n.v+1'
and
Thus,
U S (.r)=l;
when x > 0,
>-oo
when
,v
=Q
Lt
n (.r)
= 0,
since
Sn (0)=0.
The curve y =/(#), wlien x 0, consists of the part of the line y = 1 for which
>0, and the origin. The sum of the series is discontinuous at .r=0.
Now
This equation
may be
written
As n
more
increases, this rectangular hyperbola (cf. Fig. 10) approaches more and
If we reasoned from the shape of the
closely to the lines ?/ = ], .r = 0.
-2
FIG. 10.
approximate curves, we should expect to find that part of the axis of y for
which 0<^<1 appearing as a portion of the curve y=-f(x) when x
0.
As Sn (x) is certainly continuous, when the terms of the series are continuous, the approximation curves will always differ very materially
the curve y=f(x\ when the sum of the series is discontinuous.
from
THEORY OF INFINITE
126
Ex.
2.
WHOSE TERMS
SERIES,
where
In this case
and
Lt
jj
all
values of
.r.
of this series
is
continuous for
all
values of
1-0
The curve
has a
maximum
at (l/n ^)
t
and a minimum at
I/n,
- 1)
(cf.
Fig.
1).
The
points on the axis of x just below the maximum and minimum move in
towards the origin as n increases. And if we reasoned from the shape of the
curves
y from
Ex.
3.
w (') =
where
iV
Here
and
The sum
(cf.
Lt
of the series
Fig. 12),
is
(l/\/
>
-the
approximation curves
M ) an ^ a niinimum at
- J>/%),
bourhood
of the origin.
axis of
differ
y should appear
127
very greatly from the curve y=f(x) in the neighIndeed they would suggest that the whole of the
as part of y=f(x).
1-0
The second
9?^oo of
Sn (x) in
its
new
form.
{.e^Kr ,tt->co}
Indeed, by
quite well differ from the actual sum for x = x
choosing the function of n suitably, this double limit may be
made to take any value between /(# -f 0) and/(# 0).
.
THEORY OF INFINITE
128
For instance,
in the series of
WHOSE TERMS
SERIES,
63, Ex.
-T,
lJ
1,
+ ..., aSO,
,&
{*-*),->>}
value between
have $nOV^) =
and
we
rv\
jT|
which
is
to 1 as
Sx
Lt
independent of n, and
increases from
to oo
limits, for
sum
its
we
is f(x),
then
f(x)= Lt Sn (x),
n
and the
a limit,
limit oif(x) as
is
Is
such
given by
Lt f(x)= Lt
If
>-oo
we may
[Lt
is
the ordihate
right or
left,
Lt [8*(xJ],
>-ao
definite
number
of con-
tinuous functions,
interval
concerned.
Thus
S n (x) is
with which we are
Sn (xQ )= Lt Sn (x).
Lt
4W\
The tw>yexpressions
in
[Lt
>co
(
may
129
be written
Sn (x)]
(2)
x >x9
and
(2)
They
65.
;the order
series
involved^
to the
sej^
""
Sn (x) = 1 -
Sn (x) = l, when #
Lt
<
/2 n (0)
= 0.
:and
If
A-
= 0-l,
0-01, 0-001,
...
>10
And when e=
4
,
103 10,
,
...,
10<+ 3
l)<
only
when
>.
series to
.r=10~ K
n>
The inequality
shows that when
When
e is
any given
the
first
million
if
the
less
terms do not
positive
number
less
than unity,
THEORY OF INFINITE
130
WHOSE TERMS
SERIES,
limit.
On
Such a value of
Our
x^a,
lj/a.
but
it
does
We
turn
now
to the series
* in
an interval as follows
= =
x b and its
converge for all values of x in the interval a
be f(x).
It is said to converge uniformly in that interval, if,
any positive number e having been chosen, as small as we please,
sum
a positive integer
there is
such
in the
n^vA
interval,
x in
when n = v.
For
this integer v
we must have
\R v+ i(x)\, ...
no matter where x lies in (a, 6).
\R,(x)\,
all less
than
e,
*The property
p. 148, 1920.
< <
x b, or the
can also have uniform convergence in the open interval a
a<x^b, a^x<b; but, when the terms are continuous
in the closed interval, uniform convergence in the open interval carries with it
uniform convergence in the dosed interval (cf. 68).
f
We
less
than
for every x in
\Rrn(x)\,
in
e
(a,
)
131
b)
there
if
is
we
no
...
(a, b).
convergence at a point
uniformly in
interval
please.
For take
for x
c greater
than
= c.
We know that
Therefore
But
Therefore
b.
R n (x)<^e,
values of x in
(0, b).
serving for
all
132
THEORY OF INFINITE
From
interval
b, b),
we
be fixed as large as
1.
WHOSE TERMS
in the interval
Ex.
SERIES,
where
may
please.
series
Ex.
2.
series
(l-.r) + .r(l
converges uniformly to
Ex.
3.
converges uniformly to
Ex.
1 in
(1
4.
=x
series
- x)
in
^x ^
1.
series
Ex.
5.
series
converges uniformly in the interval (0, ft), where b is fixed, but may be fixed
as large as we please, and that it does not converge uniformly in the infinite
interval
x^O.
necessary and sufficient condition for Uniform Convergence. When the sum f(x) is known, the above definition
66.
often gives a convenient means of deciding whether the convergence is uniform or not.
When
the
sum
is
Let
Ui(x}
+ u, (x) + Us(x}+
2
test,
is
corresponding
more
suitable.
...
an
infinite series, whose terms are given in the interval (a, b).
A necessary and sufficient condition for the uniform convergence of the series in this interval is that, if any positive
number e has been chosen, as small as we please, there shall be a
positive integer v such that, for all values of x in the interval,
be
condition
Tlie
is necessary.
v,
133
be chosen, as small as
is
is
we
please,
a positive
such that
\f(x)-Sn (x)\<~,wheun^v,
same v serving for
the series.
Let
vi",
all
values of x in
(a, 6),
- 8*(x) S
Then
8,,.(x) -f(x)
n">n'=v.
+ }f(x) - S,,(x)
sum
Thus
The condition
(ii)
We know
is sufficient.
when
this condition is
ttisfied.
Let
sum
its
be f(x).
SH+}l (x)
le
same
Sn (x)
v
< 9, when n =
serving for
all
v,
be chosen.
Then
values of x in (a,
b).
Thus
Also
S,(aO-|=/() = &(a) + 2-
Therefore
But
\Sn (x)
It follows that,
;ified
id this
Sv+p (x)=f(x).
^U
when n
is
above,
holds for
Thus the
all
values of x in
series converges
(a, b).
THEORY OF INFINITE
134
WHOSE TERMS
SERIES,
Weierstrass
The
series
+u
(x)
such
(x)
+ us (x) +
(a, b),
that,
un (x)
= Mn
. .
a convergent
if there is
have in
may
(a, 6),
when n = v,
U/U^)l =
But
Thus
p R n (x)\^Mn
<
e,
when n =
v,
is
series
M + M<> + M% +
convergent,
when
is
any given
(a, b).
number
positive
less
than
unity f
.
is
Show
1.
a, a).
<
+ .y2 cos 20 + ^
xcos
is
any
cos
interval (#
30+ ...
A\\ where
-l<^
()
Ex.
2.
Show
x cos
X
,vcos$+ - cos 20 +
and
number
less
than unity.
all
^-
values of
cos 30+...
0,
when x
|
is
\
series is absolutely
when
the
135
all positive
and independent
of x.
Absolute Convergence.
E.g.
the series
but
it is
uniformly convergent in
Also a series
may
uniformly convergent.
(i- x )+ x (i- x ) + x z(i- x )+.,.
E.g.
is
but
it is
68.
=x=
l,
where
tinuous Functions of
x.
when
this condition
I.
If
are continuous in
(a, b),
and
the
is
sum.
uniformly to
a continuous function of x
is
such that
\f(x)-Sn (x)\<'3
the same
serving for
ft/i (<')
<
all
when
values of x in
.r.
n^ v
(a, b).
THEORY OF INFINITE
136
SERIES,
WHOSE TERMS
R n (x)
where
Since
<
Sn (x)
continuous in
is
e/:*,
the
sum
of
in (a,
b).
continuous functions,
it
is
also
tj
such
(a, b).
31 that there
is
a positive number
that
when
xx
x, x'
are
of
which
tj.
But
where
\R n (x'\<
/3.
Also
Thus
<e, when
Therefore f(x)
is
\x
continuous HI
Rn (x')\+ R n (x)
x ^rj.
(a, b).
that
its
sum must
convergence.
III.
Uniform convergence
sum
is
of a
63
>
*0)l<^=^
Thus
of x.
(x)
<
e,
when
x^a>0.
is
-independent
137
This
x.
clear
is
in
where
Rn (x) = I
Ex.
2,
<
when n = v,
/y*
m
for if it is
g-^,
-J- n"X
the same
\R n (x)
e,
when n^v,
Similarly in Ex.
3,
where
fv\
R n (x) =
if
Q
e<l/2.
/Y>
-^
if it is
asserted that
i/,
/i/
There
both
in
is,
cases,
a positive
for
integer
which
than
1/m.
Thus
it is
becomes
infinitely
slow
as x->0.
we
<,
when m>n^i/,
............ (1)
the same
^ (x
a) =
rj.
>/
O^-a)^.
or
tj 2
and
THEORY OF INFINITE
138
Then
WHOSE TERMS
SERIES,
Sm (a)-Sn (a)\
<3+3+3
<e,
similar
when
m>n^v
(3)
(2)
and x = b,
m>n^v
when
From
(2)
(3)
we
is
satisfied.
If the
M 1 (.r) +
are continuous ip (a,
(a, /3), where a <; a
6),
2 (.r)
+ w3 (j;) + ...
and the
< ft < 6,
a),
+ 2.r + 3^2 +
every interval
=a
x=b.
or
. . .
it
x=
However we shall see that in the case of the Power Series, if it converges
x = a or x = b, the uniform convergence in (a-, (3) extends up to a or 6, as
for
the case
But
The
converge uniformly for every interval (a, (3) within (, 6), and converge
of uniform convergence does not extend up
to and include the point a or b.
may
for
x + ^x
E.g. the series
formed from the logarithmic
3
^v
-\-i-x
+ ^x
1&
(1)
series
positive terms
is
sum is | log 2.
Hence (1) is discontinuous
at
22.)
when #=1
its
interval of uniform
therefore
(Cf.
p. 251.
Then we have,
be uniformly convergent in
when
In particular,
all
values of
Sm (x] - Sv (x)
m>n^v,
in the interval.
<
when
e,
m > v,
and we
Let a
(a, 6).
as before,
a strip
139
which
a of breadth
2e,
whose central
S v (%)
parallel curves y
line is y
v (x).
(Fig. 13.)
forming
=S
FIG. 13.
All the approximation curves y = Sm (x\ m>v, lie in this strip, and the
curve #=/(#), where f(x) is the sum of the series, also lies within the strip*
or at most reaches its boundaries. (Cf.
66 (ii).)
Next choose
new
strip in
increases
or'
strip
any
of
part, can
In this way,
if
we
v.
where Lt
>e'>e"...,
we
_v
o-',
o-'
(K)
= O,
THEORY OF INFINITE
140
Any
one,
SERIES,
WHOSE TERMS
and
lies
but
it
may be
increase,
of the terms
used as a guide to the shape of the curve for the sum right
70.
Series
(a, b),
But
it
we have
seen that
its
<#! = &.
series of integrals
fxi
fXl
x
Jx
is
fXi
if it
be convergent,
f*i
X
it
f(x) dx.
We
shall
now
demonstration
state the
and
let
its
the series
in
(a, b),
be
uniformly convergent in
Then
where
*
f(x)dx=\
(a, b)
its
sum.
u (x)dx+\ u2 (x)dx+
l
a^x<
graphically represented.
141
where
|
e
Rn (x) |<^
o ~- a
when n = v,
the same
6).
and therefore
(a, b)
integrable.
Thus we have
f(x)
Jx
dx =
I
Jx
Sn (x) dx +
|
Jx
R n (x) dx,
where a =
Rn (x)dx
Therefore
x
^-X
b
a
<e, when n = v.
l
But
Jx
\
\Jxo
C*l
f*l
Therefore
Jxo
JA,
f(x)
fx\
X
COROLLARY
and
Let u^x),
I.
u 2 (x), us (x),...
be
continuous in
dx.
(a, b)
the series
to f(x) in (a,
the series of integrals
converge uniformly
Then
fu (x)dx+\
l
J .>o
*0
b).
uz (x)dx+\ u3 (x)dx+
J
...
.'o
fx
converges uniformly to
f(x)dx in
(a, b),
when a = xQ <x = b.
_Jx
COROLLARY
(a,b)
and
II.
Let u^x),
ii.2
(x),
the series
converge uniformly
to f(x)
in
(a, b).
u3 (x),
...
be
continuous in
THEORY OF INFINITE
142
Also
let
and
g(x) be hounded
integrable in (a,b).
co
f.tr
x
where a = x
WHOSE TERMS
SERIES,
r.e
f(x)g(x)dx=y]\J* u n (x)(j(x)dx,
<x =
b,
series of integrals
is
let
M be
(a, 6),
be chosen, and
00
^u
n (x)
we may put
where
\R n (%)
the same
v serving for
Therefore we have
\*
Jx
< 17/7{0--a)v
values of x in
all
f(x)g(x)dx =
wnen n = v,
r~
J.U
(a, b).
X
\
Jx
Sn (x)g(x)dx+ f
Jzo
n (x)g(x)dx,
where
Thus
f(x)g(x)dx-
R n (x)g(x)dx
Sn (x)g(x)dx
And
,(<%(*) <*x
<^
e,
when n ^
i/,
times as
Ex.
we
many
To prove that
+
I log(l-2?/cos.r ?/
We
can be repeated as
wish.
know
)rf/r
= 0, when
|y|<l,*
= TT log
when y
2
?/
'
>
that
~ COS
'
l-2j/cos.r+#
9
2
cos
3./-
+ ................ (1)
when \y\<I.
* It follows
and
from Ex.
^ respectively.
4,
118, that
we may
<,
>
by
(1)
143
(-1,1) (67).
i.-y
Therefore
dy =
"
^^
C S
=-|^i^y
when
'
;/
<l
'
'
is
some
positive
Thus
\ ( log (1
- 2y cos x +3/ 2 ) dx = - f) ^-
Jo
Therefore
But
t cos ?^ d.r,
njQ
2
when
J \og(l-2ycoax+y )dx=0,
( log ( 1
Therefore
71.
log(l
A suflficient
<
:i
\y\<l.
- 2y cos x +# 2 ) dr =
Condition for
when y
\J J
dx.
when |y|>l.
Term by Term
Differentiation.
If the series
converges in
coefficient,
(a, b)
and
continuous in
each of
its
and
(a, b),
u'
coefficients
has a differential
sum
of the original
b),
and
Let
Since this series of continuous functions converges uniformly
b), we can integrate it term by term.
in (a,
Thus we have
ci
f*l
f-
J XQ
where
</>(x)dx=\
Jr-o
f*i
(Vi
u '(x)dx+\ u2'(x)dx+\
J.r
J.r
l
"
ft
a^x^^x^b.
^x^
1
Therefore
0(^
But
and
Therefore
).
THEORY OF INFINITE
144
Now
XQ = x
put
SERIES,
and
where x =
WHOSE TERMS
x1 =
Mean
Value,
rn U
e
Therefore
/"(a;)
But
Lt
b).
and
a;
(a,
They
We
importance.
It should also be noted that in these sections
(cf.
64),
we have again
and we have found
that in certain cases the order in which the limits are taken
may
Jx n
Lt Sn (x)dx
and
><
7i
Similarly in term
by term
Lt
>w
f^i
Sn (x)dx.
Jx
differentiation
we have found
that,
in certain cases,
Lt
-.
Lt
h->QL n ->,\
li
and
Lt
M->OO
Lt
U-
are equal.
72.
The Power
Series.
The properties
of the
Power
Series
is
the series
//'
x=x^
convergent for
that
<
|.*-|
\x
in
it
such
\.
is
convergent for
such that
anX
<^
x=x
there
= c<l,
if
is
when n >
But
Therefore
145
a positive
number
'
J/{l+c + <*+...},
and our theorem
If the
II.
follows.
#
|
that
|
,v
\
|,
it
It follows
III.
occur
>
>
I.,
it
since
if
must converge
from
# = .r
._
and
I.
for
II.
x = .r
.v,
such
(i)
The
E.g.
(ii)
The
= and
1 + 1!
.r
no other value of
x.
E.g.
(iii)
There
is
converges, and,
E.g.
The
-p<x<p
that,
series
tf-^+Ja3 -....
interval
is
But
it
of the interval
first of
converges at both.
In the Power Series there cannot be first an interval of convergence, then
an interval where the convergence fails, and then a return to convergence.
THEORY OF INFINITE
146
SERIES,
WHOSE TERMS
We
IV. The
V. The
and uniformly
series is absolutely
==-r
=p
&,
where 8
is
open interval
- p<x<p.
FIG. 14.
IV.,
-p<x^<p,
it
X=XQ
\L
M'
O
FIG.
15.
We
a nxQn
n
+
\a nx
But
n+l
an+l x
n+1 .r
n+1
|
+ ...<, when
+ ...
v.
than the above for every point in M'M, including the ends M', M.
It follows that our series is absolutely and uniformly convergent in the
closed interval (M', M)* And the sum of the series is continuous in this
is less
closed interval.
It remains to
interval of convergence,
VI. If the series converges for either of the ends of the interval of convergence,
the interval of uniform convergence extends up to and includes that point, and the
continuity of f(x\ the
sum of
up
to
and
and
\
})
Rn (p) = a n pn + a n+l p
Rn (p)\<e, when
*When
+l
+ ... + an+p _
n+
P-\
absolutely convergent for every value of x, but it need not be uniformly convergent in the infinite interval. However, it will be uniformly convergent in any
interval ( - b, b), where b is fixed, but may be fixed as large as we please.
E.g. the exponential series converges uniformly in
be arbitrarily great, but not in an infinite interval
may
1, p. 311, 1S26.
any fixed
[cf.
65],
interval,
which
But
JG
= a,,v H + a nl ^n+l +
when 0<.r</3.
Thus
\pj
. . .
+ a il+
(-)
,...(-)
\p/
\p/
^.v'
-1
l+
Mx) = iRn(p)c
147
and decreasing,
where c='-.
P
This expression
But
-c" +1
may be
c"* 1
-^* 2
...
- 1 are
c" +p
and
all positive,
when n v.
when n
n - n+1
n+l - c n+2
c
p/? M (.-) < [(c
) + (c
)+
Therefore,
|
the form
re- written in
i/,
. . .
(C
H+P ~-
- c"*''- ) + c'"^1
<C"
<
e,
provided that
R H (p)
Combining
[convergent
number
less
than
p.
And
< x < p.
< when
e,
series is
in the interval
we
-p + 8^x=p, where
it
v.
.r
= p,
Lt
-
series,
It follows
i.e.
Iog2 = l
- +
-...
is
sum
is
now uniformly
THEORY OF INFINITE
148
SERIES,
WHOSE TERMS
when
And
is
< .?;< 1.
known *
it is
that
+m+
when
conditionally convergent
~^ +
. . .
l<wi<0, and
absolutely convergent
when m>0.
Lt (l+.r)"
Hence
2!
both these
in
On
cases.
we put x = 1 in the
The uniformity
if
is
than
-l^x^l,
where
we
get a series
is
less
1.
8^x^p
convergence
Z',
It follows
M\
interval M',
shall
is
(-p<x<p) of
a1 + 2
To prove
is
this, it will
convergent when x
|
When x
|
Then the
< p,
let
.r
+ 33#2 +
. . .
lie
between x and
j
series
-,
P
is
the series
when
\.v\>p.
p.
2
,
a>
convergent, because the ratio of the n term to the preceding has for
limit
which
is less
than
1.
P
If
we
a \\P-
its
all less
convergent,
is
convergent when x
it is
If this series
< p.
to
and
is
We have yet
149
a^
+g
+
x=
,*,
when x
for
a^
2
1
\x l
where
|,
+ 3 !,*,
+
> p.
same would
+...,
a^r,
. . .
since the terms of the latter are not greater than those of the former.
But this is impossible, since we are given that the interval of convergence
of the original series is
Thus the
and the
< x < p.
a^ +
a^ + a^x2 + a3x3 +
'! + 2%? + 3% -f
series
. . .
obtained by differentiating
vergence,* and
...
series
it
it
follows from
f(' V)
71 that
we
73.
I.
please.
We have
converges, the
is
72 that
seen in
Power
if
the series
Series
f(x)
Lt
. .
if
x >1-0
.>6-
CO
%a n converge, and
ay
a,,
a2
...
be
such that
^ a < 04 < a
when /f^O,
. . .
and if /() = !
Then
the series
2a
a n e-*nt, we have Lt
<e
~ *"'
is
t-*+o
If
we know that Lt
if
|*1
<
Lt
Sa Me~ a
n+l'
Lt
uniformly convergent,
= ^a n
f(t}
" (.
THEORY OF INFINITE
150
WHOSE TERMS
SERIES,
<
ie
1*
. .
2 ''n
series
. . .
(p
l}
the
,.
But the
= \r n (e -
series
2a,
R n (t), we
obtain, as in
72, VI.,
- e-
o-nt
is
convergent.
>
when
when
/4(0 \<e[(e~
<
<
And
e-^+sf,
are
all
positive
and decreasing,
0.
It follows that,
,,
e -*+i,
ee a
a-nt
> 0,
-e- *.+i<) + (e -
e,
+i* - e -
//+=<)
. . .
-j-
+;;- 1^]
<
when ?t v,
when = 0.
CO
2a
tl
e- a u
is
Let
its
sum be /(*).
Lt /(0=/(0) = S
Then
<->+o'
.*
o
00
II.
are
...+ a n
and we write $
6>
0) s l>
*^j
shown
It can be
t
(cf.
=
n
102) that,
* If
S 2i
Ihus
Mean
ttj
if
the series
Lt S n = S.
its
sum
2 a n converges uniformly
is
hold.
to F(x) in
a given interval.
Then
it
2ae- a
350, 1908.
1919.
of Arithmetic
151
n fails to
2)
converge.*
series
^a n converge to
S.
Sn
Bromwich's Theorem.
for the
w hen t>0
ties,
(a}
''
i n A% <
(/?)
Lt nu n =0,
Pt q
A't (
'
?=!.
Lt
(y)
->+o
OS
00
Then
We
have
,w M = (7
?f
+ (o"i
=o
(T
- 2o- + o- =
Thus
'2t a, l u n
<-+3
--
- So-o)^! + (o- 2 -
( 'o
+ (r
2o-!
= S.
etc.
+ (w
)w 2 4-
2cr, t _
+ o-
(t
.,)
UH
Therefore
M+1 -0-,^,,+..,
cr,,_,<f M+
(1)
But
tlie
converges, and Lt
*3l-"
<2>
*1>
Sn = S.
It follows that
Also from
(/?)
is
number
(<r n
(7,
not
than \S\
less
such
that
w.
clear that
it is
Lt
n *
there
every integer
M w+1 )= Lt
(cr n ?
M+2 )=
u >
2 (^ 4- 1
A'-V
j
/(
Lt
(<r n .
n xo
M n+1 )
................... (2)
(a),
the series
o
00
2w A
I
*If
w n converges.
I
a,,
-.1)",
n^O,
it is
obvious that Lt
/t
^n = 4, but
the series^a,,
is
not con-
>
00
But
vergent.
see Hardy's
Theorem,
102, II.
When
Lt S H = S, the
series
2>
is
n >eo
For a
its sum (C 1) is said to be S.
method of treating series, due to Ce.saro, reference may be made
Also see
to Whittakcr and Watson, Course of Modern Analysis, p. 155, 1920.
101-103 and 108.
below,
discussion of this
A 2 ?t,
is
2}A*tfn are
j
+ ?/+;>).
THEORY OF INFINITE
152
Also
from
<r w
A 2 M M < C(n+l)'\ A 2 wn
<r n
A% n converges absolutely.
and
(1)
(2)
=1
special case
<r H = n+l
we have
|.
that
oo*
Taking the
WHOSE TERMS
SERIES,
at =
= 0,
. . .
M=2 (tt+l)A
and
fi
tt.
(4)
Thus, from
(3)
and
(4),
Su = 2 (o"n
2o a n u n
n+
Thus
|o-,,|
<(M + 1)(7,
It follows,
o-,,
S)
?t n
(5)
Lt -^- = S.
_*, W+l
Now
Also
(n +
-S <
l
(n +
1)
S
|
<
number
when n
r?,
e,
(M
+ 1 when w^ r.
),
v.
and
C.
|<S|
that
(5),
+ 2f (/
1
(w
+ l)lA% H
i+D|A% M + ^|;(w
4A v
But
(6)
'
<2A^by
And
Lt A"w w =0,
Thus from
(6), (7)
is
a positive
number
?;
such that
idw^v-l
and
(7)
(a)
Lt u n =l,l>y(y).
since
(8),
we
(8)
see that
a n un - Su \<^
Lt
Therefore
-X-(-0
And,
since,
Lt
finally,
from
Lt
(y),
?<
= 1-
--+o
III. Let the sequence of Arithmetic Means for the series
and
Lt
let
un
be e~
2a n u n =S.
nt
(or e~'
l2f
).
Then
the series
^a n un
^a n
converges,
converge to S,
when
>(),
and
if
153
the conditions
It
obvious that
is
that (a)
(i)
(ft)
and
remains to establish
is satisfied.
Let
tt
A2
Then
= e-'",
*>0.
= un - 2w H+1 4- u ll+
*-" (!--'),
Therefore
A2
,,
is
positive.
i>A%
Also
Therefore
2>|A%n =e~
f
,
(a) is satisfied.
(ii)
Let
= <?-"%
/>0.
In this case
where
0<0<2.*
it is
0)*t'
2/).
and
Therefore
value of
But
it
for
any positive
t.
is less
t,
ft
n.
Hence K can be chosen so that the condition (a) is satisfied, provided that
sum of any sequence of terms, all of the same sign, that we can choose
from 2wA 2 M, is less in absolute value than some fixed positive number for
the
all
values of
Let
t.
2wA 2 M w
be the
sum
Then we have
where
0<0<2,
(CL Goursat,
loc. cit.,
T.
I.,
22.)
THEORY OF INFINITE
154
which
differs
SERIES,
WHOSE TERMS
from
r2t
r(e~
- e -('"H>
<)
by at most unity.
But, when n is a positive integer and t>0,
< n (e-" - e-i'W) = 2n (rc + 0) te-<"+<
2'
2<
...
(0
< B< 1
Then
will converge
when
(a) is satisfied.
series
^a n
converge to S.
0<#<1, and
Lt
x >1-0
first
series 2,a lt be
functions of x,
S(x) in
a^x^b.
Lt
Then
f
>+
and
to the
^a n u n converges uniformly
the sequence
of
bounded function
to
S{x) in
this in-
terval, provided that u n is a function of t satisfying the conditions (a), (/?) and
(y) of Bromwich's Theorem, when t>0.
This follows at once by making slight changes in the argument of II.
The theorems proved in this section will be found useful in the solution
of
boundary conditions.
What we
we approach
the instant
= Q,
is
not discussed.
(See below
123.)
the discussion of
supposed finite, and when the integrand is bounded in any finite interval,
but the interval of integration itself extends to infinity. In this section we
shall deal with the first of these forms, and it will be sufficient to confine the
discussion to the case
(a, b),
I.
when the
say x = b.
infinity occurs at
uniformly
to
f(&) in
(a, b).
(a, b)
and
the series
infinite discontinuity at
roo
convergent.*
and
g (x) dx
155
be absolutely
rb
From
f(x)
Ja
2 un {x) in
(a,
we know
b\
that
its
sum
is
Also
Ja
f(x) g (x) dx
is
Let
Then, having chosen the positive number
where
|
Jm
we
all
please,
we may put
values of
in (a,
b).
rb
"b
But
as small as
e,
f(x)g(x)dx and
Ja
Sn (x)g(x)dx both
exist.
rb
It follows that
Ja
Rn (x)g(x)dx also
and that
exists,
Sn (x)g(x)dx+ \
/V(*)0(*><fc- Ja
l
Ja
Ja
Thus we
Rn (x)g(x)dx.
see that
l"R
Ja
<e, when w
rb
sum
is
/
Ja
Ex.
rb
series
n (x)g(x}dx
u n (x)q(x)dx
is
v,
its
'
f(x)g(x}dx.
This case
is
illustrated
by
___
n+l
n
2-2
log 2
^7r
I
discontinuities in (a, b)
and
g(x)dx
Ja
t Cf.
is
when
2
,
.7(0;)
absolutely convergent.
THEORY OF INFINITE
156
Here the
SERIES,
WHOSE TERMS
iuO^x^l,
and
Jo
0<^^1),
On
cases
the other hand, we may still apply term by term integration in certain
the above conditions are not satisfied, as will be seen from the
when
following theorems
II.
is
Let
WI(A'),
u%(x\
converge uniformly
Further,
let
to
be continuous
...
and
positive
and
a),
A*)*(*)<b
f(x}g(x)dx or
the series
converges.
i'b
/
Ja
Cb
2/J
1
a<a<b.
(a, a).
rno
Va
where
v>n(x)g(x)d
ft
f(x)g(x)dx converges.
Lt
71
f6-f
->0 J a
^u
Lt
H->CC
...
(x)'\g(x)dx exists.
are
as well as g(-v\ in
all positive,
(,
a),
of
b
l ur (x)g(x)dx
(r
= l,
2, ...).
Ja
Again,
Then
let
Rn (x)g(x)dx also
RH (x).
-'a
b
Jl
a
R
f(x)g(x)dx-\
UrW<j(x)dx=\a n (x)g(x)dx.
1 **
n
of
it
f(x)g(^v)dx
follows that,
0<
A fortiori,
and
............ (1)
we
when
the
f(x)g(x)dx<.
R n (x)g(x}dx<\,
0<f
*
Jb-g
The
............................. (2)
be M.
uniformly in
(a,
&-)
will be a positive
157
A>
a)
0<flii(a')<oi//A
ZM(o
x
when n
in (a, b
=v
>
).
&"
Thus
<^,
Combining these
results (2)
and
(3),
when
n^v......................... (3)
we haVe
when n^v.
0<J R n (x)g(x)dx<t,
Then, from
(1),
0<
rf(*)a(*) dx
Ja
-2
I
roo
f(x) g (.r) rf.r
Ja
= 21
1
v.
r&
'a
Ex.
Show
1.
that
-^
<**
= if xn \^xdx t
Ex.
an
The conditions imposed upon the terms u^.v), ^2(^)5
('*)
may be removed, and the following more general theorem stated
."7
are positive,
oo
2 (#), ...
be continuous
and
the series
*\u n (x)\
*
a),
where a <a<-&.
Also
converge uni00
Cambridge, 36,
p.
1906.
fThe
the
72,
interval
first
VI.
we
(0, 1)
use Theorem
(a, 1).
In
may apply
THEORY OF INFINITE
158
Further,
let
g(x) be bounded
and
WHOSE TERMS
f /(*)?(*)<**= if un (x)g(X)dx,
Then
Ju
1 -'a
2/
SERIES,
Ja
^\u n (x}\.\g(x)\dx
or the series
\u n (x)\g(x)\dx converge.
un g = {un + \u n
since that
II.,
Ex.
1.
Show
that
Ex.
2.
Show
that
dx = 2( - 1)"
\g\,
side.
x" log x dx
12'
Integration of Series.
Interval Infinite.
Infinite Integrals.
of infinite integral
we have
results corresponding to
74.
f(x) in
x^La.
Further,
and
let
Ja
g(x)dx converge
Too
Then
Ja
The proof
of this
ao
g(x) be bounded
and
be chosen as
absolutely.
r*>
f(x)g(x)dx=^\Ju u n (x)g(x)dx.
1
EX.
let
lines as
I.
of
74.
ffr^f^^L**-
^>>0, Theorem
III.
1.
0>j9> - 1, the interval has to be broken up into two parts (0, a) and (a, 1).
In the first we use Theorem I. and in the second Theorem III. Or we may apply
If
72, VI.
it is
is
\g(.v)\dc
divergent or
159
either
to converge uniformly
* (I
please.
Many
00
u<) (x),
...be continuoiis
and
positive
and
the series
^un (x)
may
con-
be taken as
large as we please.
Also
let
f(x}g(x)dx =
Then
un (x}g(x}
a).
dx,
rao
,-QO
I
"
Ja
f(x\g(x)dx or
the series
2 ^a un (x)g(x)dx
/
converge.
we
f(x)g(x)dx converges.
Lt
[Lt
-> x a n
2ur(x)]ff(x)djt; exists.
> 00 1
00
A'^,
'a
^ur (x~)
are
all positive,
as well as
g(x\
f Ur (x)g(x)dx
(r=l,2,
in
of
...)
-'n
Then
let
Again
/
Ja
R n (.r)g(x)d.r also
I
Ja
"/(*)*(*)<**-
lt n (x}.
if M#)0(.r)d>= f R(x)g(*)dr
1
-a
of
->
Ja
we
With
00
The
series
2wn (.r)
converges uniformly in
(a, a).
when
the
0< /^ Rn (.v}g(x)dx<^>
A fortiori,
and
........... (1)
M.
THEORY OF INFINITE
160
we have chosen
WHOSE TERMS
SERIES,
all
<
Thus
and
values of
in (a, a).
Rn (x}g(x) dx <
when n ^ v.
|,
0<J
and from
we have
results,
Rn (x)g(x}dx<t, when
n~^.v,
(1),
u r (x)g(x)dx<e, when
0<|Ja f(x)g(x)dx-^l
Ja
n^.v.
f f(x)g(x}d.v =
Therefore
''a
The other
^l
Ja
u r (x)g(x)dx.
oc
e- ax
Ex.
same way.
2.
=2
wshbxdx
e' ** cosh bx dx
Jo
/<*>
7,2n
e-
=2^
tue
if
.i* rf,v
0<|6|<a.
2nlJo
Further, the conditions imposed upon u^(x\ u.2 (x\ ... and g(x), that they
be positive, may be removed, leading to the theorem
shall
00
u 9 (x),
...be continuous
and
please.
let
(a, a),
where a
may
2 un (x) =f(.v).
i
Further,
let
(a, a).
Then
ao
2
roo
.V
w )i(^)
fl(-v)
^'
or the series
r*>
2Ja
/
un (x) \g(x) dx
\
converges.
This
is
Ex.
1.
Show
that
e~ax cos bx dx
& ^^ f
e- axyr n dx,
if
<
b
|
< a.
that
Ex.
2.
76.
to
uniformly
161
(a, a),
the series
where a
may
2 u n (x) converge
be taken as large
as we please.
Further,
let the
integrals
u l (x)dxt
converge,
and
M! (x) dx +
converge uniformly in
the series
converges,
and
x^-a.
the integral
! f(x)
Ja
Sn (x) =
f(x) dx converges.
dx =
dx +
Ja
u 2 (v) dx+....
MI (x)
dx +
now show
Ja
shall
M! (x)
-'a
Ja,
We
u.2 (x)dx+...
'
Ja
of integrals
A Iso
Let
etc.,
Ja
Then
u z (x)dx,
\
* (i
exists in
exists,
and we denote
it
>
by
it
by
F(x).
G(ri).
two
at once.
I.
To prove Lt F(x)
x
Since Lt
n
notation,
exists.
*ao
Sn (x)
>
we have
F(x)
/ \
- Sn (x)
<-
when n
x^a,
v,
Lt Sn (x) = G(ri).
Then we have
Therefore
we can
choose
X so that
C -,
c. i
when
x"
> x'
THEORY OF INFINITE
162
But
WHOSE TERMS
\F(x")-F(x')\
F(x")
- S n (J
<e, when
Thus F(x) has a limit as
II.
SERIES,
G (n)
To prove Lt
")
.r->oo
exists.
n-^-ao
Since Lt
n (.r)
n >
But
we can
choose
when n">n'^v,
"(#)-'(#) <|>
6
Therefore
.r
G(n')
X X
lt
to a.
such that
\0(n")-SnH (x)\<l
Then, taking a value of x not
less
> a,
x^X
when
than X^ or JT2
>a.
\G(n")-G(n'}\
w
|
(7(n
<,
when n">n'^.v.
III.
>x>
we
when n^.v
<-,
3
00
Again
2
1
fx
a.
Ja
Therefore
we can choose
v2 so that
Cx
!oo
2)
v2 ,
r=
From
Ja
i/
But
u r (x)dx-F(x}
Ja
to
2,u r (x)d.v +
1
163
w,(^)^'c
i>+lja
jsJVw*
<
e,
when
^^
00
Lt / (^) = S
T
Therefore
x-*<a
IV. But
we
r= Lt
Ja
(a, a).
ul
j*f(.v)dx=j
in
x^
III. that
r
REFERENCES.
BROMWICH, loc. cit., Ch. VII.- VIII. and App. III., 1908.
DE LA VALL^E POUSSIN, loc. tit., T. I. (3 e ed.), Ch. XI.
DINI, Lezionidi Analisilnfinitesimale, T.
GOURSAT,
HOBSON,
loc. cit.,
loc. cit.,
KOWALEWSKI,
OSGOOD,
STOLZ,
(3
6d.),
Ch.
II., 1'
II.
Ch. VI.
Bd.
IOC. tit.,
loc. cit.,
I.
loc. cit.,
loc. cit.,
PlERPONT,
T.
Bd.
I.,
Vol.
I.,
Tl.
I.,
II.,
Ch. V.
Kap.
III.
Absch. X.
And
PRINGSHEIM, "Grundlagen der allgemeinen Funktionenlehre," Enc.
math. Wiss., Bd.
Leipzig, 1899.
d.
THEORY OF INFINITE
164
SERIES,
WHOSE TERMS
EXAMPLES ON CHAPTER
V.
UNIFOKM CONVERGENCE.
Examine the convergency
1.
of the series
*>
v
and by
its
means
-V*
2.
continuity of a function of
x represented by an
2
.2
~2
is
convergent for
infinite series.
series
all
+
.
values of
.r,
but
is
3.
is
all
values of
4.
5.
series
.r.
series
2^
converges where
series is
series
is
6.
_ \-(\+x) l-(l+.r)
Un
n
~l+(l+x)
+ + ...
Let
n~ 1
</(,
where A
B are
constants.
Show
in the interval
let
%/oW+i/i(*)+
represents a continuous function of
.r
in the interval
a^.r^
7.
and continuous
is finite
Show
8.
a series
= =
&'
b,
that
series
is
by the
165
series is
such values.
all
u^(x] + u v (x) +
if
. . .
un (x)
in the interval
where
Apply
where
0<a<
1.
THE POWER
SERIES.
rx
9.
From
sin -1
the equation
*+g
is
tan
Show
that
3 a*
~l
n sin "Vi?
'^
this hold
2,
dx = ^^r
,
and
-,
due
27i
|*|
-1
in the
ju
< 1.
T
+ l)-
and
td from the integr
integration by parts
of -
2.4...2w
and tan~U*
cuet
Jo
(2?t
x-x -
when * <
. . .
Jo
-f-
we may
integrals
-v
-.
also valid
x does
of
11.
"~3K
tan -1 *=
the equation
fa.
-^
is
+~
-5
From
10.
*=
tan
-1
- and
= 2(-l)'V^
.
o?*
Jo
TTv>'
J
(2w + l)
'
'--
f v/(l
I'^-U.,
-.r2 )
and
.'o
*Whena=l,
Lt
n
Goursat,
/oc. c/<,, p.
-? =
l,
.'o
(cf.
Bromwich,
loc.
cit., p.
"?*u
404)
35, or
THEORY OF INFINITE
166
12.
If
|
Show
< 1,
that the result also holds for ./;=!, and deduce that
-3 -S + + -
If
=0-43882....
!-
WHOSE TERMS
prove that
13.
SERIES,
1 ?
Prove that
as infinite series.
15.
Show
that
A-
>
y)>
where
a, (3,
series
y and
^(ae-' laX
c are positive
/Se-nfa)
is
uniformly convergent in
and c<y.
Verify that
17.
x between
TT
cosh ax = 2
sum air
(I
-
and
-j
TT,
1
...
TT
f
-{
sin
;
x
.,
2 sin 2 A'
^^-.-'
>
3 sin 3^
...,
^
...
j
18.
Show
equal to
19.
that
if
- 2^ 2)
When
f(x)
"I
= ^^
f r
2\2
167
j-,,
then
a ^ values of
it
x.
F(x) respectively,
20.
Find
all
the values of
for
e* sin
Does
which the
x -f e2* sin
and
if
2.v
Show
f(.v)
and
series
. . .
converges.
converge uniformly for these values
of x can the series be differentiated term by term ?
21.*
sums are
their
a -r
it
can be integrated term by term between any two finite limits. Can the
and QO ?
function defined by the series be integrated between the limits
If so, is the value of this integral given by integrating the series term by
is
If each of the
a continuous function of
satisfies
x.a>Q
in
and
if
the series
term from a to
23.
Show
oo
may be
integrated term by
can be integrated term by term between any two positive finite limits.
and GO ?
this series be integrated term by term between the limits
Can
Show
that the function defined by the series cannot be integrated between these
limits.
24.
Show
and that
its
value
is
74-76.
168
25.
Prove that
11
r#-i
l+.#
a,
a+2
a+1
difficulties
By
expansion in powers of
/
Jo
Jo
e~ x (l
e~ ax )
os
sin
if
prove that,
a,
< 1,
= log(l + a),
=^7rsinh~ 1 a,
27.
/,
,,\
_'
Assuming that
V
show that
Jo
when a > 0.
\""
e~ axJJJ)x)dx=-n-s
x/( a
rrro
+^")
in each case.
CHAPTER
VI.
PARAMETER.
Continuity of the Integral.
77.
Finite Interval.
In the
let a, a be constants.
<jt(x, y)dx
fa'
a
Then the integral will be a function of y*
The properties of such integrals will be found to correspond
very closely to those of infinite series whose terms are functions
of a single variable.
Indeed this chapter will follow almost the
same
were
I.
//
y) is
(/>(x,
a continuous function of
a = x = a,
then
fa'
a
which such
<j>(x,y)dx is
=y=
(x,
infinite series
y) in the region
a continuous function of y in
the interval
V).
(b,
Since
in
37,
function of
Thus
y)
<t>(x,
is
a continuous function of
it is
(x, 7/)t,
as defined
x and a continuous
y.
<j>(x,
y) is integrable
with regard to
x.
Let
*
When
variables, as defined in
It will be noticed that
37,
we speak
we do
is
169
170
We
Let
|^(aJ,y+Ay)-^(oJ,y))<e, when Ay
serving for all values of x in (a, a).*
satisfy this condition, and write
rj
Ay
fa'
0(
Ja
Then
[0 (a, y + Ay)
["
Ja
(a,
y)]
cfo.
Therefore
<(&'
Thus /(y)
II.
If
=y=
is
</>(x,
$(x, y)\[s(x)dx is
fa'
a
a continuous function of y in
fa'
a
The
tions
same notation as
/(y + Ay)-/(y)=
[<t>(x,y
in
I.,
+ by)-<l>
\[s(x)
in (a,
a').
Thus f(y)
is
continuous in
(6, 6').
tion of (x y) in
}
T
Ja
Then
the
integrable.
78.
(6, &').
<j>(x,y)\/s(x)dx.
is
Let
(b, &').
y) is
and
b',
when
0e>
(p(x,
y)dx, where
a = x = a,
=y=
(j>(x,
6',
y) is a continuous func-
and
exists
and
satisfies
same condition.
This follows from the theorem on the uniform continuity of a continuous
function
(cf
37, p. 75).
AN ARBITRARY PARAMETER
Then f'(y)
Since
to
any
and
exists
is
is
s
positive
number
e,
Let
>/
Ay
serving for
dx.
Ja
a continuous function of
(x,
chosen as small as
the same
to
equal
tj,
we
values of x in
all
171
(a, a').
Then
/(y + Ay)-/(y) =
'
0(a,
Ja
Thus we have
_'
rf
Ay
<(a'
And
a)e,
Lt
exists
Ay
equal to
II.
in
Ja
Let
I., t(/ncZ
^- dx at any point
oy
/(y)=
Then f(y)
find, as
<f>(x,
y)
-^
and --
oy
exists
and
is
to
equal
|
\fs(x)
(a, a).
dx.
Ja ^-\fs(x)
oy
I
in (a, a') be
M.
above, that
'-*, when
And
and
is
b').
Then we
in (6,
$(x,y)\fs(x)dx 'where
Ja
^(cc) is
when
are as
172
fa'
a
<j>(x,y)
show that
this section
if
we have
is
to differ-
of the
form
or (j>(x,y)\ls(x),
named
we
It will
The
integrals.
interval of integration
fa'
a
<f>(x,
<f>(x,
a^x = a', b = y =
(x, y) in
integrable in (a, a).
function of
and
y)\fs(x)dx, where
Then
Jyo
where y
f(y)dy = J dx \
n
</>(x,
and
a continuous
i/s(x) is
bounded
y)\!s(x)dy,
Jy
b',
y) is
Jy
(b, b').
y)dy.
0(oj,
3cb
= <f>(x,
y)
and
(x,
^-
it is
Ja'
a
From
78,
we know
is
= =
= =
49],
a continuous function of
f
$(x,
that
^
3*
(a'
=
Also g'(y)
is
Therefore
Jy
where y
cj(y)
dy = T dy
Jy
J\a
<f>
(x,
(b, b').
(6, b')
y)
by
^ (x) dx,
77.
AN ARBITRARY PARAMETER
Thus
dy
173
(f)(x,y)ifs(x)dx
J.rt
7/0
=
\
dx
(V
\
Ja
[y
dx\
Jy
when
F(x, y) dy,
ticular, since
function of
= I, when
\[s(x)
we may put
(x,
of integra-
F(x, y)
is
deals.
(a, a')
f(y)=\Joo
converges
when y = Q, but
and
Similarly
Jo
it
discontinuous at
is
2/
= 0,
since
= 0.
/(0)
~
sin Try e x 8in2 ^
dx
converges for
tl
Under what
conditions then,
Ja
if
in
may
/v
F(x, y)
dx
when b = y = b',
And when can we
convergent
(b, b') ?
it
/>
integrals
and
Ja
F(x, y) dx,
y
and integrate under
174
series,
the same
We
questions and partly answered them [cf.
68, 70, 71].
to
discuss
them
for
both
of
infinite
The
proceed
types
integral.
discussion requires the definition of the form of convergence of
which corresponds
infinite integrals
to
uniform convergence in
infinite series.
81.
first
Uniform Convergence of
with the convergent
Ja
where F(x,y)
number
a'
bounded
is
Infinite
Integrals.
We
deal
infinite integral
F(x, y) dx,
in the region
a=x=a',
= y^b', the
being arbitrary.
MO
I.
The integral
F(x, y)
Ja
dx
is
to its
value f(y) in the interval (b, b'), if, any positive number e
having been chosen, as small as we please, there is a positive
number
X such that
l*v
Ja
of convergence
II.
15)
necessary
and
sufficient
Ja
F(x,
y)dx in
I
I
the same
the interval
(b, b') is
chosen, as small as
X such that
II.
(b, b').
sufficient condition
AN ARBITRARY PARAMETER
will be seen that if
it
Further,
Ju
F(x,
175
there corre-
dx
F(x, y)
the same
The
<
(b, b').
definition
(x)
+u
= =
uniformly convergent in a x b
RH (x ) "C e, when n = v
and
|
Rn (x)
the same
82.
<
e,
when n = v,
...
namely,
Uniform Convergence of
We now
(x)+
when x = X,
e,
(a, b).
F'x y)dx,
y
fa'
a
where the interval (a, a') is finite, but the integrand is not
bounded in the region a = x = a',b = y = b'. This case is more
complex than the preceding, since the points of
infinite discon-
case,
which
<
<
may
E.g.
(i)f
JO
(ii)
The
be distributed
7
>J\
xv- l e- x dx,
Jo
In the
may
when 0=.i/<l.
176
any
distinction
no need
first of all,
Consider,
is
cases.
= =
is
convergence
fa'
a
value f(y) in the interval (b, &'), if, any positive number e
having been chosen, as small as we please, there is a positive
number r such that
its
^f (x,y)dx\<e,
1
\f(y)-\
Ja
the same
>;
And, from
(b, b').
necessary
and
any
number
positive
the same
*/
J a' -
uniform con-
sufficient condition
ta'
a
if
when
a positive number
0<?<? =
*,
(b, b').
we
Also
II
the same
*}
(b, b).
and the above condition, require obvious modifications when the points of infinite discontinuity lie on x = a
instead of x = a.
The
definition,
AN ARBITRARY PARAMETER
And when they
on
lie
lines
x = a^ a2
177
a n in the given
can be broken up into
...
J*
Ct
The
when
integral
now
is
by an integral
of the
The simplest
83.
J*
a
first
test for
for the
I.
tegrable
Then
in
the integral
if there is
(ii)
For,
(iii)
by
and, from
f*
I
J a
ju.(x)
(i)
/m(x),
independent of
when x = a;
y)\ = ]u.(x), when x = a
y,
(b, b').
(b, b'),
such that
and
= y = b'\
/j.(x)dx exists.
and
(iii),
for every y in
in-
= Q,
\F(x,
Ja
a' is arbitrary,
a function
(i)
and
where
(a, a'),
(ii),
there
is
=y=b
f
,
Cx"
when
x'
178
COROLLARY.
Let F(x, y) = (f>(x, y)\Js(x\ where
bounded in x^a and b = y = b', and integmble in
(a, a'),
where
dx
is
a'
formly convergent in
Ex.
1.
Ex.
2.
e~ xy
-fj^>
Then
be absolutely convergent.
r\fs(x)
-*
e y
Ja
is
(J>(x,y)
the interval
(b, b').
Also
let
F(x, y) dx is uni-
(b, ?/).
dx converge uniformly
dx converges uniformly
in 7/^?/n
0< y^j=.
in
Y,
>0.
positive number.
converge
y where n
> 0.
II. Let
(x, y) be bounded inx = a, b = y = &', and a monotonic
function of x for every y in (b,b ). Also let ty(x) be bounded
and not change sign more than a finite number of times in
f
Then
let
Ja
\^(x)
dx
<f>(x,y)
Ja
and
exist.
(b, b').
named
Mean
above,
rtj.//
fy.ll
x'
<j>(x,
where
But
=
y) \[s(x) dx
satisfies
<f>(x,
y)
is
(f>(x,
y)
J x'
dx + <j>(x", y)
\^(x)
JI
^(x) dx,
bounded
in
x = a and
=y=
b' t
(j>(x",
y)
and
converges.
Thus
I
it
<j>(x,y)\!s(x)dx
\
\fs(x)dx
that
</>(x,
"(*''"
T/ri
Jf
(6, &').
Jtt
* This condition
Mean
is
borrowed from th
50.
If a more general proof had been given, a
Value, as proved in
corresponding extension of II. would have been treated here.
AN ARBITRARY PARAMETER
It is evident that
*/s(x,
y\
if
"
Ex.
e~ xy
dx,
JO
e~ xy
Ja
be replaced by
may
\[r(x,
ja
theorem
in this
^(x)
179
in
(6, b').
0.
?/
III.
0(&, y) be
interval.
Then
(/>(x,y)\/s(x)dx is
Ja
let
Further,
\ls(x)dx be
uniformly convergent in
(b,
b).
Mean Value,
be replaced by
Also
\js(x,y),ii
it
~V
Ex.
1.
~dx
2.
y<-y
It
e~** cos
xdx
Jo
and
bounded
x = a and b = y = b'*
''
and
s
''.;'
converge uniformly in
y=
in ?/^
<
<0.
can be
left to
The most
in
may
-00
/
er-^sin.rrf.r,
Jo
Ex.
is
\js(x,y)dx
^(x)
infinite integral
I,
Ja
F(x,y)dx.
is
that
corresponding to
Ex.
1.
Ex.
2.
x*- l dx,
^^d.v
converges uniformly in
0<^^ y
J"
a
F(x, y)
is
integral in
Later
we
We
F(x, y) dx.
>-
>yi^/
<l.
arbitrary.
shall
Ja
b
= y = b\
a'
form of
In Examples
and 2
of
being
infinite
infinite
continuity.
*
now
*x
dis-
180
{00
a
function of
of the
is
and
(a,
(x,
form
\/s(x) is
is either
in a = x = a', b = y = &',
(f>(x,
y)\fs(x), wlieve
and
bounded^
<j>(x,
a'
a continuous
being arbitrary, or
y) is continuous as above,
<>').
/CO
Also
let
Ja
Then f(y)
(6, V}.
ii:
the same
F(x,y)dx
F(x, y)
dx
is
when x =
^,
3'
(6, b').
in
continuous in y in
(b, b').
number
rj,
f*
Also
Thus
f(y)=\
F(x,y)dx+{JX F(x,y)dx.
Ja
f(y + Ay) -f(y) = [
y + Ay) dx
^F(x,
+f
Jx
Also
F(x, y
'
we have
J\ A
fee
^F(x,
+ &y)dx-\
"'
Jx
F(x,y)dx
^(,
Therefore, finally,
<e, when
Thus f(y)
is
continuous in
(b, b').
a
J*
F(x, y)dx.
same conditions as in
da;]
F(x,y)dx.
'
'
y)
84.
AN ARBITRARY PARAMETER
? dy f F(x, y)dx={ dx P
J
J(l
Jy
Then
181
F(x, y) dy,
J]fe
where y
Let
(b, b').
F(x,y)dx.
f(y)=(
Ja
we
be taken as large as
T dx f
Jy
Ja
2/
2/
x),
is
where x can
please,
F(x,
y)dy= f dy
[*
F(x, y)dx,
J't
J.",,
(b, b').
Therefore
[ dx J\*
Ja
provided
3/0
we can show
But
y
f
Jy
dy [
Ja
F(x, y)
dx=
{* dy \ <i
J
Jyy
to
F(x, y)
F(x y)dx.
}
Jjc
show that
Lt
x
dx- P dy
J*/
\\dy\
JA
>> Jy
u
F(x,y)dx = 0.
cesses
'
for
result.
F(x, y) dx
is
uniformly convergent
(b, b').
(b, b').
182
It follows that
dy\ F(x,y)dx
when x =
if
Lt
[
a:->
And from
LJy
dy\J x F(x,y)dx\=0.
86.
F(x, y)dx.
Ja
= =
^
F(x, y) have a partial differential coefficient ^
fies the same conditions.
let
from
(b, b'),
(b, b'),
a continuous function of y in
(b, b').
Let
85,
fy+by
y
Therefore
the
Then, by
and
and
is
satis-
T^f
dy
Also
dx converges uniformly in
We know
which
^jf
a').
T7I
g(y) dy
g(
C^
J
b'\
[F(x,
y + ky}- F(x,
y)] dx.
<
F(x, y) dx.
AN ARBITRARY PARAMETER
183
Thus
But Lt g()=g(y),
Ay >0
and that
/W-J.**
where y
87.
is
any point
in
(6, 6').
F(x, y)dx.
The
Jft
results of
infinite integral.
JO,'
{a'
a
F(x, y) dx.
said
(e.g.,
lines.
(V
Then, if
F(x,
y)dx
is
uniformly convergent in
a continuous function of y in
P dy
Then
F(x, y) dx = f dx
(*
Ja
I.
F(x, y) dy,
(b, b).
fa'
a
Let f(y) =
is
F(* y) dx.
same conditions as in
f(y)
(b, b').
fa'
a
Let F(x, y) satisfy the
(b, b'),
F(x, y) dx.
184
Also
let
satisfies the
fa'
let
Further,
F(x, y) dx
Ja
uniformly in
Then f'(y)
Ja
-fip
^- dx converge
dy
(b, b').
and
exists
is
equal to
dx in
(b, b').
88.
^
dv=^.
x
u
ll
Ex.1. To prove
Jo
(i)
|V
and
converge,
Let
e~<^
F(a)=
(a^O).
^djc
Mean
g-ax
Jx'
'
jx'
where
0< x
Value,
e~ a r
e~ox'
83, III.)
bl
X"
"
/''"
Jf
^ ^ ^ x".
Therefore
x e
t
Jx'
^^\\\xdx\^ - X
<4
since
x'
-\-
n~
since a
= 2 for
siujedx
/
\
ainxdx
<-
smxdv
J.,:'
',
all
values of
p and q,
JP
0.
or
It follows that
^ dx
e-**
<
e,
when
x"
>x
^ X,
*'
J x'
> 4/e, and this holds for every a greater than or equal to 0.
provided that
from 84
This establishes the uniform continuity of the integral, and
0.
a
in
F(a) must be continuous,
^(0)= aLt
/
>0 J9
Thus
i.e.
Jo
<-
dx= Lt
n->o Jo
e~
';''/',
AN ARBITRARY PARAMETER
Again, the integral
(ii)
is
Thus, by
^a >
0.
again an example of
is
83, III.
> 0,
when a
86,
e-
uniformly convergent in a
This follows as above, and
185
=
da
Jo
- "^
dx
.#
(cos
.r
e~ mx \nxdx.
But
(.
\
+ a sin x)=
(a
-x
Therefore
- *
sin
x dx = -
Jo
1
=
a1 + 1
Thus
And
1
^( a ) = - tan- a + 1,
= 0.*
jF(a)
Lt
since
a
It follows
from
that
(i)
dx=-.
Jo
Ex.
To prove
2.
F cos cur
"^
1+^^=2*-*
TT
*
If a formal proof of this
Let the arbitrary positive
e-**
is
e
sinew;
/"*
'
= TT.,,1 -
"
<!
(u
a)
2(
dx converges uniformly
such that
rf-t
J(TT^)
.1
J,
Since
.1'
in
a^O,
there
is
_ aj
J.v
and
this
TJ
But
e~ ax
I
I
sinu;
J*t
where x =^
i-
r
dx^e***"
ff
wax dx + e~ mV
aX f-*mnx
7
J*
dx,
^ X.
And we know
that
;
<TT for
c~*
Therefore
I
J*n
q>p>0
dx
(cf
p. 202).
< 2ire-*:
so large that
-^
r e^^daj^
+
|
^^|<i + '+l,
si
'
a positive number
.8ina;^l^c
x
3*
number X is independent of a.
Also we can choose # independent of a, so that
j
= 0)
when a^:^.
186
/\ T
(i)
^>
-</
i.
Let
The
is
integral
continuous for
all
integration (85).
Let
(ii)
(" f(a)da.
<(a)=
Then <(a)
is
Also
r dx
<p(a)=
Jo
all
values of a (49).
a cos
l~
I
1
ax ,
da,
+x
j
dx.
(iii)
lies
we know
Again,
Jo
~x
1
if
-T-
But
r,
l+A' 2
is
monotonic when x
-,
l+x*
= 0.
1,
Of
x'
and Lt
x -,. x
where
^ = x".
It follows that
P" - X
X'
-^
1+^2
Jx'
rr-
a(l+^
f
Therefore
IJy
Thus
JO
(iv)
Now
'^jSinaxdx
X"
~t~
is
MM
2
fa*
/
X"
sin.
)Jox-'
_^L_2
1+^
si
a^a
>0, and
AN ARBITRARY PARAMETER
187
Lt <(a) = 0,
Therefore
a-*0
and
Also
<f>'(a)
is
continuous in
<x
0,
and
(j>'(0)
= ->
A - B - - = 0.
Therefore
.1=0
It follows that
and
^=-|-
Thus
=
<(<x)
And
/( a ) = <'(a) = |e-
Both these
Ex.
(i)
3.
when u>0.
|(l-e-"),
Gamma
The
To prove T(n)
as well.
r*
Function T(n)
is
when a>0.
~l
w>0, and
ff~*aP~*dxt
^=n^n >
n
its derivatives.
0,
however large
be.
dx has
to be
#=0.
e-*tf
-1
n
( e-*x
dx+
Jo
Take
first
-l
infinite at
dx.
ji
the integral
~x
xn - 1 dx.
Jo
.t-"-
^^ ~
^ g-^'ow
e^x"-1
Therefore
1
,
if
n j^ n Q > 0.
if
n^n^X).
83, I. that
It follows
r e~ xn ~
x
Again consider
When
^>1,
e- xxn
Therefore
It follows as
for
above from
dx
xn - l ^x"-\
-l
if
^e~xx N -\
83,
I.
e^.c'
-1
dx
> 0.
0<n^N.
if
that
e~ xx 1l
~l
dx converges uniformly
0<n^N.
results,
we see
that
large ^V
r
/
may
e^ x"'~
]-
dx converges uniformly
(>
30
(ii)
To prove T'(n)=
e~*x n 1 log x dx,
Jo
We
know
that
Lt (x log x)
0,
n>0.
when r>0,
x>0
so that the integrand has an infinity at # =
when O<TI<
I.
n only
188
e~
x n - l ^va^~ l
x n - 1 log x\^.xn - 1 \logx |,
n^
n^
if
if
And we
119] that
6, p.
.i**-
log
a;
dx converges when
io<l.
It follows as above that
Also for
e~ xx n
~l
log
e~
x n~ 1 log x dx
is
When
x>
Therefore
e~xxn
~l
log #
^ tf'V -
log .*
lo
since
But/
e~ xx x dx
Therefore
e~
is
jc
g^<l when
convergent.
n~ l
log
.r
dx
is
,-*
n may
We are
we
results,
see that
e~*xn
Jo
log x
dx
is
uniformly
be.
It can
.*
n~l
log
x dx
for
Ex.
interval of y
(i)
To prove
4. (i)
Since
{e.g.
2y cos x + y'*) dx
log (I
b=y = b')
and (ii)
deduce that
2
I
2
2y cos .r -f-^ = (y
cos^')
+ sin%,
We
consider
log 2.
l)
m = 0,
x
1,
2, etc.,
and x=ir
and
in the
y=
y=
first
\sir
x = nnr and y
log sin x dx
Jo
all
to
is
the infinity at # = 0.
As
the integrand is bounded in any strip O^x^. A", where A'<TT, for any
interval of y which does not include y = 1, we have only to examine the integral
/
in the
log
(1
neighbourhood of y=l.
1 +h, where h
a and a
Put y
to be fixed
more
Cx
Since
definitely later.
I
log(l
2y cos x + y
is
some
2
)
dx
positive
number
less
than unity,
AN ARBITRARY PARAMETER
it is
we need only
clear that
Take a value
of a(0
-^
that
-<1.
2(1
Then
Now
since
COS
"^
I
ct.
~1
27T-^y
a,
0<l-cos.r:5l -cos.r+
provided that
2(1+ A)
ft)
let
It will
a)
>Q
i>-
>
2(1
189
2(1 \_/\
>
(Xx^ft.
But the
/x-test
log(l
-cos.r +
2 (l
log(l
.?')(/.?'
converges.
It follows that
log
And
therefore
a.
'
'
83, I.]
[Cf.
d.r
*\
log (1
- cos .r +
.'o
2# cos
.r
+ y 2 ) dr
Jo
log ( 1
2y cos x + y
dx
Jo
is
Let
/(?/)
(ft,
log (1
b')
of y.
- 2y cos x +y 2 ) dx.
Jo
We know from
70 that
y(^) = 0,
and
when |y|<l,
f(y) = TT log y
2
,
when y
|
>
1.
But we have just seen that the integral converges uniformly for
interval of y.
It follows from
87, L, that
l= Lt
and
/(-!)= Lt .%)=0.
any
finite
190
But
/'(I )
f log 2 (1 - cos x) dx
Jo
= 2?r log 2
-f-
logsin|(ir
,7T
= 2?r log 2 + 4
"
log sin
/o
.r
cr.
ff
f*
Thus
log sin
From /( - 1) = 0, we
find in the
f*
ls
Jo
a result which, of course, could have been deduced from the preceding.
rco
-oo
89.
dx
f (x, y) dy.
J a,
Ja
-'b
Jm
is satisfied.
The problem
infinite series
what similar
is
We
between
(.y,
76.
y) in
let the
integrals
(i)
respectively, converge
/(*,
(ii)
y)<fcr,
b=y^
A ho
let the
integral
(iii)
f-y
dx
Ja
converge uniformly in
Then
and
Since
f(x, y}
are equal.
we
and
f(x,y)dy
dx\
Jb
/
-
interval
Jb
dy
=2: b.
the integrals
Ja
exist
a^x^i a.
b',
|
Jb
dy f /(#, y) dx=
Ja
Ja
fl
dy f f(x, y) d.r
85 that
Ja
dx \
Jb
f(x, y) dy,
when y > b.
It follows that
f ^r/(*,y)e***=
Ja
Jb
Lt
f(x,y)dy,
rdx\'
Jb
y>v>Ja
exists.
in Ex. 4, p. 118.
AN ARBITRARY PARAMETER
To prove the
191
arbitrary positive
dy
<
of
dx
/
I
== b>
we can
Ja
/(#, y)
when
e,
when
Jb
f(x, y)
.................. (1)
b.
dy
the same
Thus
But
it is
in (a, X).
f(x,y)dy
J(l
Jyl
< "|,
when y">y'^Y.
d^J(x,y}dy
'?/'
Therefore from
f*dx['
f
-a
y>
(1)
and
f(x,y)dy +
(2)
dx^f(x,y)dy- f dx^f(x,y)dy.
we have
O
We
............. (2)
clear that
=
I
x^X,
^ Y.
X such that
number
\^dx^f(x,y}dy\<^
the same
y" >y'
Jy'
<
when
e,
y" >y'
f(x,y)dx= Lt
y
= Y.
dxl f(r,y)dy
>-x./a
(3)
.'6
dx
fry
I
r*
f(x,
y)dy=j
/*
dx
|
/(#, y) dy.
I.
Then
I-
Ja
we
f(x,y)dy
dx\
Jb
(4)
dx \
Jb
/(.r, ?/)
dy,
please, there is a
when y^b,
192
is
a positive
'
('/(*,
the same
y}
d>/
number
X such
that
y} dy
:|,
Ijdx l'f(x,
when X'^X,
we know
that there
is
C
:
3(Z' -a)'
the same
F2
that
wheny = r*
in (a, X').
Thus
Now
6.
number F2 such
a positive
f(x\y)dy\<* when
take a
Equations
number
(4), (5)
Y greater than F
and
and
(6)
(5)
y>Y
(6)
F,.
number
F.
But
f(*,y)<fy\
5 + l+5
from
(4), (5)
f*'dxf*f(x
and
y) dy
j*dx[f(x
y) dy
(6),
<.
This result holds for every number ^Y' greater than or equal to X.
Thus we have shown that
Also,
1= Lt
x>x
from (3), we have
a
la
Vallee Poussin,* to
whom
is
due.
Ann.
and the third in
first in Bruxelles,
A valuable dis-
2), 1, 1903.
AN ARBITRARY PARAMETER
cussion of the whole subject
193
is
The question
of a Real Variable.
Fa actions of a Real
Variable,
difficult standpoint.
REFERENCES.
III.
e
T. II. (2 ed.), Ch. II.
loc. cit.,
1909.
GOURSAT,
OSGOOD,
loc. cit.,
Tl.
I.,
Vol.
Bd.
loc. cit.,
e
(3 6d.), Ch. IV.-V.
I.
Bd.
loc. cit.,
PIERPONT,
STOLZ,
T.
loc. cit.,
I.,
III.
Kap.
Ch. XIII.-XV.
I.,
Absch. X.
I.,
And
BRUNEL,
" Bestimmte
Integrate,"
Em.
d.
Leipzig,
1899.
EXAMPLES ON CHAPTER
VI.
r*
1.
Prove that
e~
nsti
dx
is
-jQ7"a
2.
ig
uniformly convergent in
Prove that
e~ xy
J9
e~ ax
that
uniformly convergent in
''
---dx
is
dx
is
a^O, when
a^a
>0.
uniformly convergent in
y=v
y^O, when
>0.
uniformly convergent in
>0, and
/*
3.
Prove that
e~ ax .^~ l cos
dx
is
>'o
a^
4.
a^a
e~
ax
^~
sin
x dx
Using the
in the interval
fact that
JQ
-dx
l
I
dx
Show
that
(i)
[o
(1
is
is
and
/=yo<0
?
,
show that
is
'
5.
a^.0, when
uniformly convergent in
y^-y
a.
- e~*)
^' dx,
- COB fear)
c. i
<0,
(ii)
l<w<l.
fory^O.
N
^.
194
7.
?L^dx.
(iv)
(v)
log x
Jo
dx
9.
Establish the right to integrate under the integral sign in the following
integrals
(i)
(ii)
e~ ax cos
(iii)
e~'
(iv) I
10.
t:t
b.v
dx
sin b.vd.r
xa d.v
Assuming that
>0.
interval
f(
interval
a^
e~ ax sin
^ >bxdx=
Deduce that
(i)
'
=a
interval a
^a
of
b.
of
6.
1.
T Llil^si,
^
Jo
(ii)
11.
Show
=
|T^cfo ^,
b>0.
/
/
.o
t>"
.'o
-00
I
.re~
n;r
Jo
Jo
Jo
^-""cosbxdv,
Jo
x-e-
sin
bx dx,
6,
AN ARBITRARY PARAMETER
ff
r
Let
12.
Show
/(/)=
that /'(?/) =
sin
195
.*;?/
e~*
Jo
dx
Let
13.
Show
On
From
-21
that f(y)=
integrating
.re"* sin
show
this result,
that/(?/)
r/a:/
= | N/7re~
e-*
8in
U=
I*
^ =^
rfar
Jo
Let
assuming that
"
14.
6~*GQ62sydy=* [f(y)dy
?/.
found that
parts, it will be
by
%xydx
V=
I" e~^di/.
Jo
e~ axxn
^ sin bx dx,
Make
From
these
it
= rsii\6,
follows that
~'lW
u = T(n)coan6,
Thus
U=T(n)
if
= r(w)sinw0.
F=r(
0<?Kl, Lt U= .'0
(****
a *0
Lt
a^O
And
~
-
-r^
Deduce that
where -\ir
r= /"V^si
J%
deduce that
mr
[Compare Gibson,
15.
Prove that
r*>
where
is
rx
/*>
cte/
|o
e-*y
*inxdy=\ dy
/-x
j
e~ xy sin.r^-,
CHAPTEE
VII
FOURIER'S SERIES
90.
We
have
where a
integral
f(x)
dx be
absolutely convergent.
J -77*
(f(x)
cos nx' dx
and
J -77*
-77
The trigonometrical
the coefficients d a 1?
,
a =
Then
(C1,
VI.)
lf
etc.,
are given
Fourier s
Series,
when
by
If
an =
TTj-Tr
and these
77
coefficients
are
bn
77
-1 f
7TJ-T7*
called
/9\
Fourier's
function f(x).
Fourier's Series
sum
is
that,
when
satisfies
0)],
when x
196
FOURIER'S SERIES
we assume
If
interval
TT, TT),
197
the form
f(x)
by
= aQ + (a
cos
x + frj
sin x) -f (a 2 cos
cos nx,
Then
mx cos nx dx =
cos
when
?)i, ?i
mx cos nx dx = 0,
sin
J -TT
. . .
TT.
nx dx = TTU n
f(x) cos
since
to
TT
2x + 6 2 sin 2x) -f
n-
and
dx = TT.
Thus we have
If"
a n=
And
7TJ
/(x^cosnxdx, when
?i
= l.
.jr
similarly,
^,i
=TTj
_//(#')
sin 7m-
Inserting these
f(x)
=J
^~J
/(.,')
+ 7T- S f
dx
-ir
may be written
os ^(^'
/(') cos
^'
^'.
-fl-
is
the Four'n
in other words, if
for /(a
given in
f(x)=f(
TrJo'
x V]
cos iwc
TT, TT),
is
if
CTT
JV
I
f(x') cos
nxdx,
it is an odd function
i.e. if /(#)=
f( x)
the Fourier's Series becomes the Sine Series:
- v
the Fourier's
Jo
.
Again,
an even function^
%
"'
1 (V
--
).
when 0<>;<7r
.c)
/(^) =
,c)
77
sin
='2^
^
i
when
??./
/'(.r')
Jo*
sin nx'dx',
TT ........
(6)
FOURIER'S SERIES
198
The expansions in (5) and (6) could have been obtained in the
same way as the expansion in (3) by assuming a series in cosines
only, or a series in sines only, and multiplying by cos me or
to TT.
sin nx, as the case may be, integrating now from
we take
if
Further,
the interval
1,
instead of
1)
TT,
f(x) = 7
ri
I
f(x) dx
(sJo
TT),
and
Jo
f(x') cos
'-
m-
x'dx,
OSzSl
y\
O^
>
y /j
ci
+ yi ^] cos '-j- x
we
(6)
(8)
r^
ci r~i
Dili
^y*
,L/
I
I
/y'/"//^'
i//
(AjJU
\J
"^^^
~^~~
/^
i//
^Q\
\"/
7
(/
(i)
We
We
term by term.
if the convergence of
the series were uniform, since multiplying right through
by cosnx or sinnx does not affect the uniformity; but
this property has not been proved, and indeed is not
generally applicable to the whole interval in these ex-
(ii)
series
pansions.
(iii)
The
any information
as to the
may
if
the expansion
coefficients,
is
to hold.
due to Lagrange,*
We
+ a n _j sin (n
I ) x.
. . .
Lagrange, (Eurrcs, T.
I., p.
<!*,,
-..
",i-l,
533; Byerly.
FOURIER'S SERIES
so that this curve shall pass
199
'y =/(*),
at which the abscissae are
27T
7T
._,
-,
n
way we
In this
find
a lt
a.7 ,
...
...
-1
7T
(n-I)-.
n
a n-1
we have
as functions of n.
Proceeding
the values of the coefficients in
But
=a
sin
x + a 2 sin 2x -f
this passage
infinite
number
The most
TT, TT)
by the corresponding
a
+ (04 cos x +
>!
sin x)
Fourier's Series,
+ (a
cos 2x
+b
is
cos 2x)
. . .
where the constants have the values given in (2), and sum the
terms up to (an cosnx + b n smnx) then to find the limit of this
sum, if it has a limit, as ??,->x
In this way we shall show that when f(x) satisfies very general
;
when
known
in
If it is
more convenient
defined as
x,
(0, 2?r),
sum
an =
i r 27r
'
7T J o
It
bn
=1
1*-*
7T J o
n^l.
FOURIER'S SERIES
200
expansions which will hold in the interval (0, TT), since we can
give f(x) any value we please, subject to the general conditions
we
0)
TT,
The following
Theorem
of
Mean Value
sum
the
we
shall call
Dirichlet's Integrals.
91.
rt
Lt
ft,
>C# J
sin
TT
/ULX
rt v
+ 0),
cfo=o/(
W
J(x)- *
U.
Lt
,,
><Jft
sin
si
f(x)-
where
When we
integral
we
see that
b'
'
f*
sin
b ib
h'
where
-dx = r
x
Casino?
x dx + .
'
c
.
sin
x dx,
<>
= = c.
c>
Thus
I
sin x
b'
smx dx
Jo
is
convergent.
The
been found in
^&
sil
integrals
f"
Jo
and
W.
Ja
/mx
88 to be
x, into
sin
ir
dx,
respectively.
*J. Math., Berlin,
p. 152, 1S37.
4, p. 157, 1829,
FOURIER'S SERIES
201
It follows that
a
f
r
Lt
,
sin /mx
-
M ^ooJo
r
Lt
,
and
jj.>
sin
/ULX
Ja
7
=
dx
sin
" M' 1
*^
T
Lt
dx=
JO
co
sin
dx=\
M~*" ^
These results are special cases of the theorem that, wlien f(x)
satisfies certain conditions, given beloiv,
Lt
In the discussion of this theorem
we
assume
to be
01 Y\
It is clear that -
////*
- satisfies
in that theorem.
^(x)
I.
shall
It is
We
in
finite
number of times
restrictions placed
in the interval.
upon f(x)
later.
From
,,
sin /mx
f(x)where
is
/(6-0)
-dx=f(a + 0)\Ja
some
Since f(x)
is
Mean Value
sin /mx
b
,
_^+/(6-0)
Jf
-dx,
= =
/(ct-f 0)
and
exist.
on the right-
It follows that,
O
II.
JJLX
x in a = x b.
monotonic in a x
b, the limits
definite value of
sin
~^d
= 0, when 0<a<6.
FOURIER'S SERIES
202
Put
/(a?)
inoiiotonic
Then
+ 0)
limit /(
monotonic and
</>(#) is
Also
a
s,
sin
We
i*/
As
yu
:r-<fo=/( + 0)
/<
/x->oo
shall
the
first
now show
integral
sin
u#
Jo
Jo
limit
\ir.
number
positive
when
f
Jo
such that
v.
JO
FQ
We
To prove this, it
positive number e, there corresponds a
there
tt
f
--=cfa+
^
f"
(0,
two
a) into
parts, (0, a)
and
can do
is
0(a?)
JQ
sin juix
<}>(x)- X
.
Mean
a
dx = (j>(a
-,
0)
Value,
sin
/u.x
Jg
dx,
+ 0) = 0,
since 0(
= x = a.
tV
as x increases.
rp,
Thus
I**
sin
Jo
Jp
and each
than
TT
0<p<(/.
dx=
(* sin
Jo
may
ax =
of the integrals
for
x
- j
(
\
dx<
TT,
have.
sin
a;
%i '
7
ax
Jo
sin
on the right-hand
.x
ax,
is
positive
and
less
FOURIER'S SERIES
Therefore
I
It follows that
dx
Jp
<
TT,
203
when
=p <
q.
-dx
d>(x)
/-xSin/,
Ja
number
dx
00*0- *
e/2,
when
|,
there corresponds
/x
t/.
Also
If"
i
Jo
sin
<(#)
JU.X
rta;
"
a
f
(j>(x)
Jo
si
7
dx
Therefore
when n = v.
Thus
Lt
>&>
fJL-.
JO
shall
now show
may
be somewhat relaxed.
we may
*
write
This condition
f( x )
is
= F(x)-G(x),
sometimes, but
number
of
less exactly,
f(x)
FOURIER'S SERIES
204
positive, bounded, and monotonic inwith which we are concerned [cf. 36].
This result can be obtained, as follows, without the use of the theorem
36
:
(0,
a) be
(0,
!>,
rt
2 ),
...
(_!,
),
in each of
sum has
It follows that,
Lt
The proof
that,
Lt
is
dx= 0, 0<a<6,
/(#)
intervals
is
is finite,
equal to the
II.
as
sum
we have
relied
number of
partial
sum
of the limits.
The integrals
still
number of points
in
intervals, in each of
which f(x)
is
f( x )
"'' '*
We
sin Hoc
'
Jb
only tnere.
Since
know
(a, b).
we
that
And
f(x)
Ja
dx
f(x) dx
also
is
and
dx,
f(x)
absolutely convergent,
converges, for
sm/x#
x
we
FOURIER'S SERIES
205
positive
rj,
'6
'6-
serves for
r\
.sin/uix
P"
I.
.sm/uiX
/(*)
'/-/
,,
'6-7;
above,
6
TJ.
Lt
'^/
sm/xo;
and
(3),
-dx
f(x)~
(1), (2)
(fossO.
a positive number
\ OllJ. AJU>^
//
xSin/ucc
/()
Ja
>oo
/i
From
/x.
f-^+1
/(^-^<&=JJo
And, by
values of
all
we have
<|,
such that
when n = *
(3)
at once
sn IULX
u:
<
Thus we have shown
Lt
/m->
Ja
that,
e,
when
/*
i/.
wd^O,
&
0<a<6.
there.
When
When
b,
and only
an
infinite
to
intervals,
FOURIER'S SERIES
206
Further,
we have assumed
that x =
is
and
satisfies
I.
broken up
bounded in
of this section in
(0, a).
It follows that
II.,
Lt
>OD
/J.
we
The
Dirichlet's Conditions.
93.
tained in
results
in
(ii)
in
is bounded in
remainder of the interval, and this can be broken up
into a finite number of open partial intervals, in each of
which f(x) is monotonic. Further, the infinite integral
fba f(x)
dx
We may now
Whenf(x)
an'd
(a, b)
is to be absolutely convergent.
say that
satisfies Dirichlet's
respectively,
U
U
jU.->X
and
u.
("
JO
> cc J a
where
<-<&, andf( + Q)
exists,
(0,
then
a)
FOURIER'S SERIES
207
an
infinite
[cf.
34].
number
Conditions
He
contemplated at
finite
first
only bounded
minima.
number
p
f(x)
dx
is
absolutely
convergent.
somewhat
If the
Jordan,
fied.
discussion
94.
difficult idea of
is
by further reference
Lt
ju.->oo
where
In the discussion of Fourier's Series the integrals which we
meet are slightly different from Dirichlet's Integrals, the
properties of which we have just established.
shall
of
FOURIER'S SERIES
208
The second type of integral and this is the one which Dirichlet
himself used in his classical treatment of Fourier's Series is
a
,.
/()
Jo
sin
sin
-,
fj,x
dx,
sin
^x
^
J/f(x) smx
'
a;
dx,
where
We
When
in
now prove
shall
that
and f( + 0)
exists,
and
(a, b)
in 93)
where
0<a</;<7r,
respectively,
then
Lt
/x->oo
f
Jo
and
Let us suppose that f(x) satisfies the first of the two conditions
given in 93 as Dirichlet's Conditions
f(x) is bounded, and the intervals (0, a) and (a, b) can be
broken up into a finite number of open partial intervals, in each
:
which f(x)
of
Then, by
is
36,
monotonic.
we can
write
f(x)=F(x)-G(x),
where F(x), G(x) are positive, bounded and monotonic increasing
in the interval with which we are concerned.
s
X
H*
= F(x) -A- - <?(*)' -^
Then
/(*) sm x
sm x
sm x J x
L
But xlsmx
(0,
a) or (a,
b),
is
when 0<a<6<7r.*
/y
/y
Thus F(x)~.
and G(x) sin x
sin x
and monotonic increasing in the
will
interval
(0,
a) or (a,
b),
provided that
91 that
It follows from
case
may be,
=!/(+<>),
and
Lt ["/()
x> J a
iu.-
=
^^dx
Sin
We assign to z/sinx
0,
when
3?
the value
at
x = 0.
0<<6<7r.
as the
FOURlfeR'S SERIES
let
We
Next,
and
/( +
93,
0) exist.
=
f(x)dx
S1UX
Lt
dx
fba f(x)
that
when
'
^ooJa
we know
209
is
x/smx
is
P f(x)
It follows that
'
)a
in (a,
b).
dx
smx
is
absolutely convergent; and the preceding proof [ 92, II.] applies
to the neighbourhood of the point, or points, of infinite discon/y
tinuity,
when we
write f(x)
sin
Lt
we need
and
P"
_^
Jo
in place of f(x).
'
dx,
f(x)^^
sin
a;
where f(x)
(a, a),
we have already
is
found as
is
stated.
If it is desired to obtain the second
(i)
Then
But, by
may
proceed as follows
so also,
is
sm.r
form of
and
<h(x) = /x
f(x)-.
'
is
sin.r
so also,
in (0, a)
and (a,
b).
0<<6<7r.
91,
Lt
M
>ao
Therefore
ra
Lt
n
-ao
Jon
Also
C
Ja
~.
^ dx=
sin ujc
f(x)
Therefore
sin
Jo
f.
f(v)
y
^ dx-
sin LLK
.
sm x
Lt
Sin
(ii)
f
I
Jo
gi n
M^' j
*/
\
dx
f(x).
sm x
Let/(^) be
c. i
FOURIER'S SERIES
210
Also
a
r
I
M 8 " 1 /*^
CIX = C
j-i
[X]
sin
Jo
Using
(iii)
If f(x) is
Jo
s\n ax ,
u-3?
i*
...
SIII.T
.sin//./'
'
X]
(I,''.
sin.'
Jo
(i),
time,
in
decreasing function,
(iv)
When
is
f(x)
number
follows from
(v)
And
is
f(x) = a
+ (a
cos x
+ ^ sin x) + (a
cos % x
+b
sin 2x)
. .
are obtained.
We now
we approach
in quite
a different way.
We take the Fourier's Series
a
where the
an
+ (a
cos
coefficients are
If
~
f(x')cosnxdx',
find the
bn
We
shall
TJ^TJ-^
this
sum
point in
when
n
I
f(x'}^mnxdx'.
J
73-J-7T
sum
given by
77
7TJ-7T
We
this
up
to
cosnx and
sum has a
limit as
and
there is
an ordinary discontinuity
at the point;
and
to
FOURIER'S SERIES
7r
and
TT
f(
+ O)
0)]
at
X=TT,
211
when
the
limits /(TT
0)
exist.
Let
Sn (x) = a +
(ttj_
cos
re
+ &! sin
n cos wcc
+ 6n sin TI#),
8n (x) =
^7T
J*
- a;) +
+ 2 cos ?i
(a?'
- x)] da?'
7T
-x)
If'
sm J(x -.T
2x/-;//(^flEi^l}
sm
o?
Thus
*
sin
sn
TT,
TT),
Lt
lies
between
?r
and
?r
and
&*=
We
value for x in
Thus
8n (x)
f /(* - 2)
si
TT J o
is zero.
FOURIER'S SERIES
212
It follows that
^//
/(-TT
,sin(2
>
2a)
TT J o
aa
sin
si
sma
where
is
and
TT.
We
/(-7T + 0) exist.
Thus we have
A
x=
S7r =
Lt
which
TT,
is
same value
sum
for the
at
27T.
= If*
a,ft
7T J -ir
bn
77
=1
7T J _7T
f(x') sin
n x' dx,
Fourier s Series
j
cos x
+ 6j sin
ic)
sin
2^c)
+ 0) +/( - 0)]
7r<C^<7r where f(x + Q) and
i [/(
at every point in
and at
TT it
converges to
f(x
0) .exist;
x=
TT
/(
+ O)
if
f(x)
is
-TT,
.
(a
TT)
'-Y(a;-2tt)""
In this form
(
we can apply
TT,
TT),
-sin a
7rJ
interval
0) exist*
andf(7r
"da + -/
the result of
TT
'
f(x + 2a)^
(1)
by
(2n+l)a da.
sin a
FOURIER'S SERIES
There
of course,
is,
no reason
why
213
Also it should be noticed that if we first sum the series, and then let x
approach a point of ordinary discontinuity .r we would obtain f(.v + Q) or
On the
./(''o- )> according to the side from which we approach the point.
other hand, if we insert the value .r in the terms of the series and then sum
,
we
the series,
We
have already pointed out more than once that when we speak of the
sum of the series for any value of x, it is understood that we first insert this
value of x in the terms of the series, then find the sum of n terms, and
finally obtain the limit of this sum.
Ex.
Find a
1.
7T
represent
What
2 sinh
is
the
and
series of sines
x
cosines of multiples of
TT
sum
x'
TT
Here
IT ?
-2 siirh TT
FIG.
/**
/
Ki.
Integrating by parts,
(
1 -f
n2 )
e*
Wu = Lz
Therefore
Also we find
Similarly,
bn
7T
2x11111^'
7r<.i'<7r.
- e~ w ) cos rnr.
/
.
^.
(l
l+*
Therefore
when
x which
sin ?^*
dx
1.
will
FOURIER'S SERIES
214
When # =
sum
the
TT,
of the series
is
^Trcoth
TT,
since
/(
;...)+(- T^cos8*+
are
drawn
r^8in3*)j
TT, TT).
slowly, and that more terms would have to be taken to bring the approximation curves [;/=,(.*)] near the curve of the given function in -7r<x<7r.
At .v= TT, the sum of the series is discontinuous. The behaviour of the
approximation curves at a point of discontinuity of the sum is examined in
Chapter IX.
Ex.
Find a
2.
series of sines
<l
=-
7
o
n
1
(* TTX sin
TrJo
Therefore
TT
When
f(.v)
< <
A"
.^=
TT
J-^(COS
nx ax=
?27T
will
),
7T
~-
4n
cos mr.
,r
TT.
the
sum
of the series
_ i
~7^
Find a
series of sines
1
represent x + x in the interval
Here
/
(.<:
f*
I
TTJjr
by
an =
which reduces to
Qn
/>
r >
QO ~T" 5"
3-
and cosines
of multiples of
n
./-')
(/.*=-=-/
x-d.>:=
TTJ
(x + x~] cos
??A'
dx
2
-
/''
I
-,
x- cos
nx (/.',
7TJO
part?,
r,
cos
TTJx
we
find that
4
?i
Also,
7r<.r<7r.
47Tj-ir
1
an = -
is ^7r
^
3.
dx =
result,
Ex.
x which
*-
Here
when
of
?ITT.
(x-\-3P)&innxdx=\
TT.'U
""'
)
.''sin n.i'<li\
x which
will
FOURIER'S SERIES
215
Therefore
7T
when
.1:
When x=
4(
-^-
< <
TT
+ -cos# +
o\
x + x2 =
the
TT
sum
of the series
and
f(x) in
[
^2
The Cosine
96.
TT,
V)
satisfies
to
it
the results of
*"
leads to a
f(x')dx'
1 f
-n
1 f
95.
If*
I
f(x')dx',
2 f*
7TJ -
Thus the
7TJ
bn
Define
the equation /(
an =
and
it is
tt
Series.
= x<^0 by
But
is ?r 2 ,
7r
interval,
...
TT.
result that
(0, TT),
1
1
\
/ 1
\
-sin x ) -41 ^cos2^ + -sin2^ )+
4
JB '--'/.'
\3r
/
f(x)sm nx'dx
leads to 6 n =
0.
this function.
Also,
we have
in
i [/( +
and
+/( -
)J
7r
<!0
=/( + 0),
is
/(
+ 0),
and
for
= 7ritis/(7r-0).
when f(x) is an arbitrary function satisfying
Conditions in the interval (0, TT), the sum of the
It follows that,
Dirichlet's
Cosine Series
1 fn
7T J
"
f(x)dx+~y]cosnx\
7T
J
^p
f(x') cos
nx'dx'
+ 0)+/(a;-0)]
a?icZ TT where f(x + Q) and f(x
every point between
0) exist
and, when /( + 0) a??cZ /(TT 0) exis^, ^e sum is /( + 0) at x =
is.
equal
and
/(TT
to
J[/(
0) at
X = TT.
FOURIER'S SERIES
210
Thus, when f(x) is continuous and satisfies Dirichlet's Conditions in the interval (0, TT), the Cosine Series represents it in
this closed interval.
Ex.
Find a
1.
the interval
(0,
x which
will represent
TT).
Here
1 (""
/
xdx = ^TJ\
IT JO
and
ou
2 r*
/
x cos nx dx
if- (cos
V
W 2 7T
IT JO
*-Mn
Therefore
Since the
cos.r
sum
TrL
of the series
is
cos3^' +
zero at
In Fig.
17.
y=x.
^
'
'
I,
).
O^.r^TT,
# = 0, we have again
7T_4 /
y = 2 TrV 008
...
mr -
J.
32
are drawn.
FIG. 18.
in
FOURIER'S SERIES
how
It will be seen
y=
in the
217
whole interval.
Since the Fourier's Series has a period 2?r, this series for unrestricted
x represents the ordinates of the lines shown in Fig. 18, the part
from the interval (-TT, TT) being repeated indefinitely in both directions.
values of
The sum
Ex.
2.
is
continuous for
Find a
all
values of x.
x which
will represent
where
(0, TT),
#), *TT
< x^
IT.
Here
2 /*"
an = ~
and
2 /*
dx + ~
,
=i
which gives
an =
^r
TT; O
^ cos nx dx + 1
(?r
TT(TT
cos
.r)
Also
vanishes
/'(.'-
when n
^^ dx,
1-
FIG. 19.
Thus
x) cos u? ao:
is
odd or a multiple of
?/=^7r.r,
4".
M7T
FOURIER'S SERIES
218
are drawn.
It will be noticed that the approximation curves, corresponding to the
terms up to and including cos 60;, approaches the given lines closely, except
TT).
TT
directions.
The sum
Ex.
3.
is
continuous for
Find a
all
values of
TT),
Here
(#) cos
f(.v)
the
at
?w dx =
7T.
cos
??.;
dx = - -
= \TT,
since, when X
From the values
Iii
<X^
Also
x which
where
\1T
Thus
x.
sum
#=
^x^
and
.>;
= -, we
TT,
is
i[/(ir+0)4-/(Jir
have the well-known result,
10)].
^x^
TT,
are drawn.
The points .r=0 and X T^ are points of continuity in the sum of the series
the point X=\TT is a point of discontinuity.
The behaviour of the approximation curves at a point of discontinuity,
:
to say
FOURIER'S SERIES
219
tion curve for a large value ofji will have a minimum at a depth nearly 0'14
that it will then ascend at a steep gradient, passing near the
below i/ =
point (^TT, |TT), and risiifg to a maximum just after X=$TT at a height nearly
:
0'14 above
^TT.
0)
(3)
FIG. 21
Ex.
4.
Find a
Also
where
x which
will represent/(.r)
FOURIER'^ SERIES
220
"
Ti
=1
Here
-,
71
rir
=
Thus
sin
when n
vanishes
2 /3
~- [cos x f(x) =
And
-,
|J^
+ sill *W7T|
[sillAwTT
L
3?i
dx = Q,
/-TT
n-sj o
2
SU.
C*
-1
,
cfa;
is
even or a multiple of
3.
1 l.r +...],
^^^
TT.
of the series.
curves
3
y = ~~ [cos x
\ cos
y = ^- [cos .v
i cos 5^ +
2 /S
y
97.
(0, TT),
-\- [cos .r
The Sine
I cos
5.i;],
cos
7.^'],
5x + } cos 7x -
Series.
and satisfy
Again
^ cos
let f(x)
1 1^
-7r^<0
f(x) in
by the equation /(-#)= -f(x). The function thus defined for (
TT, TT) satisfies Dirichlet's Conditions in
this interval,
But
it is
1 f
~
to
it
the results of
95.
TTJ-jr
f( x ')
sin
'
nx'dx' leads to b n =
f
\
f(x') sin
nx'dx,
TTJO'
an =
and that
when n ^ 0.
Thus the cosine terms disappear from the Fourier's
Since
all
b l sin
vanish
Series.
when x =
x + 6 2 sin 2x +
and X
the
sum
of the series
is zero at
TT,
these points.
It follows that, ivhen f(x) is an
arbitrary function satisfying
Dirichlet's Conditions in the interval (0, TT), the sum
of the Sine
Series,
77
77
sin
nx
equal
to
f(x') sin
nxdx,
Jo"
is
f
I
i-
/(a?
+ 0) +f(x - 0)]
FOURIER'S SERIES
221
(2)
(3)
I!
Fia. 22.
(4)
FOURIER'S SERIES
222
0) exist
and, when x =
be
It will
the end-
points x =
Ex.
Find a
1.
if
f(x)
is
zero there.
x which
will represent
in
Here
bn
=-
x sin nx dx = ( -
1 )"~
7T/0
Therefore
At x
tf
the
x = 2 [sin x
sum
is
\ sin 2# +
sin
3# -...],
0^.
discontinuous.
FIG. 23.
In Fig.
^t
T = # = ^j
J sin
4^'
+ ^ sin 5.r],
TT
^x^
TT,
are drawn.
The convergence of the series is so slow that this curve does not approach
- TT and TT nearly as closely as the corresponding approximation
y=x between
FOURIER'S SERIES
223
y=x.
is
large.
this question
we
To
&=
~7
FIG
Since the Fourier's Series has a period 27r, this series for unrestricted
values of x represents the ordinates of the lines shown in Fig. 24, the part
from the open interval ( TT, TT) being repeated indefinitely in both directions.
The points
Ex.
2.
STT, ...
TT,
Find a
in the interval
Here
&
"""
=-
=J
,
Thus
/>
At
these the
x which
ITTX sin
nx dx +
a?
nx dx +
sin
JO
is
zero.
/*(.*)
(TT
\Tr(ir-x}<s\Knxdx
- x) sin nx dx>
"/iff
.
TTJlir
11TT
sin-
= sin x -
f(x)
sin 3.r
y=
y~-
y = sin x -
sin 3.r
+ ^ sin 5^7,
sum
will represent
O^.^^TT where
TTJQ
which gives
FOURIER'S SERIES
224
be noticed that the last of these curves approaches the given lines
except at the sharp corner, right through the interval.
It will
closely,
FIG. 25.
shown
of
both directions.
The sum is continuous for
x the
from
all
TT
values of
x.
FIG. 26.
Ex.
3.
Find a
x which
where
*<ny
f(x) =
TT,
/(*)== 0.
\TT
< x<
TT,
j
FOURIER'S SERIES
Here
bn
225
shinxd.f
Jto
1
2
mr
SWTT
= -sm
r- am
.
when
Therefore 6 n vanishes
And
is
?i
a multiple of
>sin5.r-
4.
curves
sin
sin
2.t',
I.,,
-I-
.r =
JTT
The points
and x=ir are points of discontinuity in the sum of the
The behaviour of the approximation curves for large values of n at
these points will be examined in Chapter IX.
series.
Ex.
4.
which
.r
/(0)=/0r) = 0;
Also
bn =
Here
/(M-jTr;
sin n.f
( /./
/(fir)= -Jir.
sin
Jo
7i.r
dx
Jjn-
2
- cos J W7T - cos 5W7T -f cos
= s[1
NTT]
;
3T6
Therefore
And
/(#)
vanishes
when n
is
odd or a multiple of
.r
= JTT, x
$7r
and
.t'
= 7r
sin
1 QJ-;
. . .
function,,
y = sin 2.r,
= sin2.r + |sin
y = sin 2.r + sin 4.# + j sin 8#,
= sin + i sin 4.v + ^ sin + 5 sin 10*',
?/
c, i
4./',
2.1'
8.t'
.r
"^ TT.
rvs
7/
6.
FOURIER'S SERIES
226
II
0)
:|
i
(2)
(3)
FTG. 27.
x.
FIG. 28.
(4)
FOURIER'S SERIES
228
When
98.
function
is
interval to
In this
by the substitution
TT, TT)
ii
the arbitrary
we can change
1,1),
',
-l^x^l,
'+~
"i
,
,x
sm
n-JT
-y
x ,-,,
ax
^x<
Jo
t-
(#
this
= 7rx/l.
cos^xdx,
^
I,
...(1)
.(2)
_
...................... (3)
O^x^l
n
sum
and at 0;=
the limits
its
/(-Z + 0)
and
exist.
/(Z-0)
When
is
equal to ^[f(x
0) exist;
) + /V-)]> wn en
K/(- +
is
/( + 0), at x = l
When
its
sum
is
Conditions in
(0, I),
the
sum
of
f(l
0),
when
(0, I)
the
sum
of
0<<Z
x=l
its
It is
sum
is zero.
is
given as
for
(0, 27r).
y
7r^-'J_
P F(x) dx + ^TPj-jr
where F(x)
satisfies Dirichlet's
F(x') cos
Conditions in
U = TT + X, U' = TT + X and
Then we obtain the series for f(u),
Let
oo a**' +
for the interval (0,
2-Tr).
TT
n (x' - x) dx,
7r
TT, TT).
f(u) = F(u
7r).
FOURIER'S SERIES
On changing u
2 'r
^TTJo
'f(x')
dx
into x,
we have
+ ^- S 'O
/<X) cos
229
<X - *) d'
= x = --*
-(4)
when
In
satisfies Dirichlet's
Conditions
27r).
f27r
=-
F(x') dx'
we
.,
a)#
jF(o;')
cos
,,
n (x - x) dx,
f(u) = F\
and
r27r(it
Q^X^ZTT,
a)l
If
/
= a-f (6
,
?t-
pa*-
JO
write
Then
i
Tf"
7rJ()
&
'
/( tc
'
On changing u into
a?,
6 ')
we obtain
a^x^b,
namely,
The sum
interval
(a-, 6).
tively,
Series
f ft
2
r
-- (x
Vcosrb.a
TITT
are, respec-
a)
(6)
and
agagft....... (7)
FOURIER'S SERIES
230
Ex.
1.
Show
is
equal to
Ex.
2.
when
Show
Ex.
Show
3.
3
is
2c/
4.
Sm
7r?tt
represents
TTX
ira
(TT
to zero
TWT f_,
~3l
2 ( y3-^i)
vt
Show
ZTTX
when a<.x<.L
equal to
Ex.
0<#<.
equal to
Vi+Vo-f-yo
TTX
ca
is
sm
when -
2ft7r
-3-
mrx
sin -
l<x<
i/c
+( 2
--,
o
v2
when
~3<^<3'
v3
when
-<#<.
x) in the interval
As has been
99. Poisson's Discussion of Fourier's Series.
mentioned in the introduction, within a few years of Fourier's
discovery of the possibility of representing an arbitrary function
by what is now called its Fourier's Series, Poisson discussed the
subject from a quite different standpoint.
He began with
the equation
-52
= 1 4- 2
Vr
cos
n (x - x),
r2
If
= ^pA7TJ
77
n
f(x ) dx' + ^ y] r
_.
f
"
71
J-T
/(a?')
cos
TI (x
x) dx'.
FOURIER'S SERIES
231
to
we know
that,
if
Vr
f(x) dx
x}dx,
f(x')Gosn(x'
Frx
Lt
to assume,
Lt F(r,x\
r-M
and we
series
100.
is
and integrals
The
Poisson's Integral.
We
(
TT, TT),
shall
is
integral
either
Now we know
that
-n
f(x)dx
in the interval
absolutely convergent.
"
r2
is
= 1 + 2 2 rn cos nO
for
any interval
of 6,
*
It follows that
^ /
ZTTJ - n 1
- 2?
cos (x
-dx' = l,
-x) + r'
and that
at
TTT
27T J -
l-7'2
l-2/-cos(.r'-^)+r
2/l
(1)
f(.v).
(Cf.
and
FOURIER'S SERIES
232
Now
sum
let
number x between
TT and TT for which we
what is the same thing, the value of Poisson's
us choose a
27T/- ,
wisli the
Integral,
l-
<)
*o
+/(*- 01
exists.
<!>(#')
</,>=/>-*
^== TT
by the equation
Lt [/
t
>o
Then
F(r,- x)
- 1 I* [f(x + 1)
- 0]
+/(.
Lt
t^-o
[f(.v
+ t)+f(.v-t)'\
exists.
when (Xt^r).
The number
beyond
Then
77
fixed
upon
we
please.
TT, TT).
1,
27T
It follows that
Then
1-r 2
FOURIER'S SERIES
Also,
I
when 0<r<l,
/ c*-*
233
/*"
But
And
provided that
It follows that
1
Combining
(4)
and
(6), it
F(r, x)
will
we
- 4 Lt [/(* +
+/(.r
*)]
<
*,
t)]
exists.
We
-<*<>
exists, Poisson's
>o
from
below.
4[/(* + 0)+/(.t-0)]
converges to f(x).
no conclusion can be
it
drawn from
this
it
must converge
to the limit to
which Poisson's
FOURIER'S SERIES
234
We
is
If f(x)
- TT,
(
TT),
which
bounded and
either
is
rir
integrable, or has
an
-n
any point x in
must be equal
TT<X<TT
its
sum
to
Lt [/(# + 0+/(*-01
<->o
provided that
With
to the points
TT and TT as well as
points between
It follows immediately from this theorem that
If
TT
and
made
to apply
TT.
interval
TT, TT),
the constants vanish but the function only satisfies the conditions
ascribed to /(.*') in the earlier theorems of this section, we can only infer that
the function must vanish at all points where it is continuous, and that at
If
points where Lt
t
if
Further,
number
p,
>o
f(x + 1) +/(#
(a, b} is
- t)],
an interval
in
must be
zero.
(3),
then of
trigonometrical series, t
Fear's Theorem.!
unbounded,
be absolutely convergent.
terms
Also
finite
<v
TT,
TT).
If bounded,
let
Denote by
sn the
sum
let it
f(x)dx
of the
i
'
let
Sn (x) =
107.
tCf. Picard, Traite d' Analyse, (2e ed.), T. I., p. 275, 1905
Princeton, N.J. (Ser. 2), 7, p. 102, 1906 Hobson, loc. cit.,
;
p. 51, 1904.
p. 722.
FOURIER'S SERIES
Then
235
f(x + 0) and
7r<x<7r
at
which
0) exist,
f(x
^
Lt Sn (x) =
notation,
1
cos
Jj
x f* j/f{~/\
27rJ _ n
I
n (X
'
~~
X ^~ COS ( n + 1 K X/ ~~ x~~^
cos(V
x)
M
(AriL>
Therefore
Sn(x) = =
f*
2n7r)
_n
,'
X)
00871(0?'
IGOS(XX)^dx
f(x )
j
d
if
is
/(x)
by the equation
TT, TT)
(x,
+ #),
the
in the second,
Sn (x) =
Now
and
/(aj
of
range
and substituting
we
integration
x'
=x
into
2a in the
TT
first,
+ X,
and
x)
and
x'
obtain
v
f(x
suppose that x
da +
2a) sin 9
is
?l
a point in
TT,
at
TT)
-.
which
0) exist.
Let
than
JTT
such that
|/(a
Also
-\
r^\^
sm
^/
--- jf(x
+ 0}\
mr
Jo
da
sm
............... (3)
*
is
This discussion also applies when the upper limit of the integral on the
any positive number less than \ic.
left
FOURIER'S SERIES
236
Putting
<r
..
= J + cos 2a + cos 4a +
. . .
+ cos 2 ( n
) a,
-cos 2a)
4(1
Thus
except the
first
in each of the
/2 =
It follows that
fsin
cr's.
J/(aj
7i-a
2
rjg sin a
,
7ro
<Ae
.......................................................... (4)
l/.
f(x)
da
<
Further,
+ 0).
outside
the
I
|
J -7T
interval
TT, TT)
by the equation
*+%r)-A*>
Let
Jf"-n
\f(x')\dx'
= TrJ,
say.
Then we have
Als
I
7*
<
rl/(*+0)l
...........................
(6)
FOURIER'S SERIES
Combining these
Now
results, it follows
from
237
(3) that
let v
^{/+|/(,
+ 0)|}<e
(7)
Then
<
e,
when
71
i/.
In other words,
1
nr
7rJ
when f(x + 0)
exists.
way we
TA - f
Lt
/(%
7
^^TiTrJo*
when f(x
find that
sin 2 7i
2a);
sm92 a
da = ^f(x
,
/.,
0),
0) exists.
Then, returning to
U
when /(ic0)
(2),
we have
exist.
TT,
TT)
it
is
clear
+ 7r
Lt
when
/(
7T
COROLLARY.
+ 0)
and
If f(x)
is
/(TT
0) exist.
end-points.
Then, from
sum f(x)
*^2>
'^35
Z>).
(7), it
follows
FOURIER'S SERIES
238
It
x=b
assumed
is
in
as well as in
the interval
i.e.
(a, 6);
is continuous at x = a and
f(a-0)=f(a)=f(a + 0), and
THEOREM
converges
We are
If the
I.
and
its
sum
+ u^ + w 3 +
Lt Sn = Lt s n
series
is s,
u^
then
n
. . .
><x
s.
>ao
its
sum
is
+ M 2 + M 3 +...
5.
Also
it
=
|
sn+p
follows,
of
Sn
that,
when
n> v,
n-\
But
are
all
positive
and decreasing
\U v +i\,
Thus
Therefore
v
when
,?
1
and
+ U v+a
n>
\,
...
v.
50, that
Sn-liiix + UvlV 1
I
But
\U v+1
when
-H
+ ... +wJl--)
\
n n <2e,
nj
71
>v.
- S , |< 2, +
<
e,
when
"
71
N so that
N>
v.
FOURIER'S SERIES
-
Therefore
< 3e,
when
n^
n^
239
But
And
Therefore
Thus
THEOREM
II.*
Sn
of the
series
(1)
<
to S.
converge
where
its
is
sum is S.
With the same notation
We
un
when n > ?i
< K/n,
Lt
n
tn
?i,
and
= s n -'S.
vao
If t n has not the limit zero as ?i->oo, there must be a positive number h
such that there are an infinite number of the terms t n which satisfy either
(\)t n
to be true,
Then
<rn
Lt
and
and
/n=Sn -S,
o-n
fn=0.
n-^
such that
\(rn
let
number
e,
>h.
Then, when r=0,
1, 2, ...
un+r
< K/n.
FlO. 29.
Now
diagram.
*
Since
t n+r+
r,
of
(r, t n+r )
the line
in a Cartesian
Pr Pr +i
is
less
This theorem was published by Hardy in London, Proc. Math. Soc. (Ser. 2), 8,
This proof, due to Littlewood, is given in Whittaker and
T. II.,
151.
p.
157,
1920.
Cf. also
de
la Vallee Poussin,
loc.
FOURIER'S SERIES
240
in absolute value
P^
...
left of,
lie
or
But
+ |o-n_
(K + 2w
Therefore
1) e
But
|<[(?l + K) + (-l)],
SmC6
?l
>?!.
> %h n/K
2
K^hcotO=hn/K.
Ar^/^^ K > WnlKc. - (2w -
Thus
).
+ 2] > 1.
2
h/K - A /A'e + 2 < 0.
% [A/ A'-
Therefore
But
Therefore
/ A'e
<T
such that
Thus
Lt
*n
=0,
n ><
Lt
n
sn
Lt
n
*-oo
Sn =S.
><x>
COROLLARY.
Let
be
+ M 2 (.r)-fw3 (.r)+
tt 1 (-*0
and
(1)
let
'
u n (x)
< K/n,
independent of n and
when n > n Q
and
where
is
x,
the
same n
uniformly to zero through (a, b), there must be a positive number A, independent of x and n, such that an infinite sequence of values of n can be found
which t n (xn )>h or t n (x n )<-h for some point xn in the interval; the
value of xn depends on the particular value of n under consideration.
then find, as in the original theorem, that both these hypotheses are
for
We
inadmissible.
103.
We
Theorem
Cf.
that
is
we
shall
1915,
show that
p.
263 below.
FOURIER'S SERIES
Whenf(x)
satisfies Dirichlet's
241
TT, TT),
and
'
'
bn = - f
')
n
f(af) sin nx'dx' (n
),
TTJ -7T
szm o/ the
series
-TT<X<TT
at ever2/ point in
~0)]
x=
TT
sum
the
is
where
/(.?'
+ 0) and
limits exist.
I.
be bounded in
- TT,
rr)
and otherwise
satisfy Dirichlet's
Then the
of
Thus we have
where
is
a n cos nx + 6 n sin nx
< 8pM/nv,
independent of n.
from Fejer's Theorem, combined with Theorem
It follows
II. of
102,
converges, and
at
which
its
f(xQ)
sum
is
exist,
&[/(.^
2 cos
2.7-+
+ 0)+/(*i'-0)]
b<>$
at every point in
is
-TT<X<TT
provided that /( TT + 0)
II. Next, let there be a
in (-TT,
is
TT),
when
but,
monotonic.
And
/*T
in addition
let
f(x')dx'
be
absolutely convergent.
case, let x be a point between -TT and TT at which /(.r + 0) and
-0) exist. Then we may suppose it an internal point of an interval
(, &), where 6-a<7r, and f(x) is bounded in (a, b) and otherwise satisfies
In this
/'(.
Let
7ra,/=
irb n'=
and
/(.r')cos nx'dx'
7a
'
/'(.')
sin nx'dx'
'
while
27r
c. i
+ (i'cos .r + 6/sin
.r)
2.r)
. . .
FOURIER'S SERIES
242
we
where
But
101,
(#-)
it
will
to the integrals
/(^2a)
J
than
'
sin 2 OTa
rfr
nirJQ
sin 2 a
da
and
JTT.*
Lt
And,
as the
'
terms
(a n cos
ao
its
sum
Lt
is
11
But
n ')
+ 2{(n -
')
'
sin nx)
II. of
/cos .r + fc/sin x) + (
Theorem
nx + b n
2 'cos
%x + 6 2 'sin
2.r)
,,(.r).
>30
cos ?i.r + (6 n
sma
-a)
By
')
+ 2{(
sum
- 6 /)sin
n')
cos ??^ + (6
is
J(
nx]
is zero.
its
sum
is
TT,
ir)f(x)
f(x).
FOURIER'S SERIES
It follows,
series,
that
+ 6,
at
its
sum
sin nx)
is
TT
When
243
TT
0) exist,
TT
we can reduce
the discussion
to the
b), as'
above.
REFERENCES.
BOCHER, "Introduction to the Theory of Fourier's
Princeton, N.J. (Ser.
DE LA VALLEE
2), 7,
Series,"
Ann. Math.,
1906.
POUSSIN,
loc. cit.,
una
schreitenden Entwckelungen,
RIEMANN,
II.,
fort-
Leipzig, 1881.
loc. cit.
WEBER-RIEMANN, Die
Physik, Bd.
Kap.
I. (2.
Aufl.),
WIIITTAKER AND WATSON, Modern Analysis, Ch. IX., Cambridge, 1915 and
1920.
EXAMPLES ON CHAPTER
1.
and
In the interval
-I
in the interval
p
2.
fi
f(x) =
0<.r<-,
.r
2?r^
\_M_I
< <
is
I,
/(.?')
- .r,
3
=x
.Gir.v
VII.
-l>
_1_
I&ir.r
f(x] = %x,
Show
that
\zn
1)"
TT)
FOURIER'S SERIES
244
3.
Kxpand/(.r)
Tr.r/or,
given that
= m.t.;
f(.v)
when O^A'^irt,
f(as)m(ax\ when la^Sx^a.
4.
Prove that
2?i7r.r
S111
oo
< <L
when
.r
and
5.
of
x which
and gives
6.
is
its
Show
zero between
- ?r and
and
0,
is
equal to
expansions hold
/ sin
= -2 sin WITT
7W.tr
TT
cosh
-TT and
mx
2w
m cos
2/1
2sin2.r
wcos#
cos
TT,
Express
.r
+TT of
.r
the following
+ T9J
1
.r
3sin3#
wcos3^ ~
7?icos2.r
-m +~z3- -7ft
w cos 2/r ~ m cos 3j?
f
9-"^^a
22
9
2
TT
as the
sum
of a constant
w# sin ny=Q
is two
systems of lines at right angles dividing the plane of
squares of area TT-.
8.
and
between
7.
e*
.r,
into
Prove that
2 c3
"
one
circle
9.
having
its
polygon
is
a,
and
is
27T0
FOURIER'S SERIES
245
Where
/8
p C08
n*<f>
fj.
sides.
Investi10.
regular hexagon has a diagonal lying along the axis of
gate a trigonometrical series which shall represent the value of the ordinate
of any point of the perimeter lying above the axis of x.
11. If
./;.
~'
x) _ sin x
a (ir
sinh
"
2
12.
2 sin
3 sin &p
2.t-
4A /
TTJ;
27r.y
ZTTX
represents a series of equal and similar parabolic arcs of height h and span
2K standing in contact along the axis of x.
The
arcs of equal parabolas cut off by the latera recta of length 4a are
arranged alternately on opposite sides of a straight line formed by placing
the latera recta end to end, so as to make an undulating curve. Prove that
13.
TTX
1
3irx
7T y
--H
--h c-i1J sin 4TTX
f- = sin 7- + -T.3 sin
5
4a
64a
4a 3
4a
.
where a
is
15. On the sides of a regular pentagon remote from the centre are
described segments of circles which contain angles equal to that of the
pentagon ; prove that the equation to the cinquefoil thus obtained is
7rr=5atan
a being the radius of the
16.
and
In the interval
in the interval
circle
0<.r<
-
f(.v)=x*
FOURIER'S SERIES
246
^. Draw
figures
between
17.
and
A point
What
I.
moves
sums
are the
values of
all
x not
#= 5 ?
2
in a straight line
restricted to
is initially
+~Tru-^l
2 -sm
lit
v = -u +
2
T
2T
18.
A curve
is
2mr
T
1,
UT
UT
2^7T
y = TT
roi
_,
circles
of the circles
(.v
19.
is
(*
n= \n
T.
of the curve
2 sin rxJo
y=f(x\
/(0 sil
Prove that
between Oand
is
instead of
a
rirb
,, 1
- sin
Z,
-j.
is
zero for
is
-j
all
values of x between
21.
sm
nrat
TTTX
j- sin
j
L
L
,
and
at
at +
when
Z,
and
6<;r2
of the series
1
* sin
2?i7T.
sin(2n-l)iro7
=
7^
2n-l
'
and hence prove that the greatest integer in the positive number x
2
[See Ex. 1, p. 230, and Ex. 4 above.]
represented by x+u-8v
.
is
FOURIER'S SERIES
22. If
-r,
the value of
and
a, z
y, z are
y=
that from
y = x the value of z
2
2
K(a -y ), show that
to
z is
may be
-> ?('^)
1
Ap
/(#) = ^
and
prove
when
#,
'^i
>
^* ^^
when
<^^
2.t'
TT,
Ex.
[Cf.
*S'
1, p.
(su\x
2 /
->
3.*;
4-
-]-
sin G.r 4-
;\
+5
sin4.v-f^
f(x)=
If
is
246
siu
(^r)'
when
^ = sin x + ^ sin
24
sill
O^E#<TT,
where
and
and from y = x to y = a
x and y between
-.r 2 ),
/(#) = |j sin
23. If
that,
is /<(a a
-J
and
247
sin
-1-
^sin6.r-...,
<
bx+ ...
sin UU- 4-
. . .
x lying within
230.]
sm 3>t
sm 5j/ -
sin2#
sin
r+:
("
continuous between
and
of value
3./-
TT,
- at the
point
^.
1.
Also
pp. 222-3.]
25.
Let
/(#)=*
2)i-\
when O^^'^TT.
Show that
also that
Draw
above.]
~2S
8n
^_
+--
/( + 0)=/0r-0)=
'"
H
/
2;i
-i-TT,
AO)-/['lr)-/ahr)-/[v;)-0,
the graph of f(x} in the interval
(0, TT).
See Ex.
1, p.
230,
and Ex.
CHAPTER
VIII
show that
in
determined
easily.
cases the
certain
may
be
Since
tra n
-n
f(x) cos
nx dx,
7rtt M
=S
("
c r+l
Jcr
f(x) cos
nx dx
r
cr
where f r
is
+0)|
some
Thus
'
cosnxdx+f(c r+l
definite
n
number
0)
in (c r c r+l ).
,
|<~n
n
where
bound
is
number
the
of \f(x)
of partial intervals
in the interval (
TT, TT).
Therefore
is
some positive
<
an
K/n,
number independent
\
where K
and
248
of n.
is
the upper
FOURIER'S SERIES
And
similarly
we
249
obtain
\l\<K/n.
We may
When
// f(x)
is
Dirichlet's Conditions
and
if f'(x) is
ditions in the
Series for f(x) are less in absolute value than K/ri2 where
,
x=
TT
n.
Then
ira n
=
\
J -If
=i
is
and
Tr-fO)
0) at
/(TT
f(x) cos nx dx
= --1
i f*
~r
f(x) sin
n\_
nx\
_]_.
nj
,n
nx d&
/'(#) s i n
77
f
I
ff'(x)
-n
is
/(TT
a^
nx dx
< Kjn\
where
sin
is
follows that
it is
and
its
differential
coefficients,
up
to
/'V-O),
[r-0,
1, ...
l/7i
also uniformly
If the function
the
th
I)
(p
Dirichlet's
(p-l)],
are
Con-
250
and
th
if the p differential coefficient is
satisfies Dirichlet's Conditions in the
n.
pendent of
into a
(
TT, TT) can be broken up
open partial intervals (-TT, Cj), (c n c 2 ), ... (c m TT), in
each of which /(.>*) and f'(x) are bounded, continuous and otherwise satisfy
Dirichlet's Conditions.
Also let f"(x) be bounded and otherwise satisfy
Dirichlet's Conditions in the whole interval.
In this case /(-Tr + 0), ... f(c r 0), ... /(vr-O) and /'(-vr + 0), ...
105.
number
certain
of
f(c r
...
0),
/'(TT
7m n =
Also
Cl
when r^m.
0) exist,
/(.*) cos
Integrating by parts,
we
nx dx +
'f(x) cos
nx dx -f
. . .
4-
find that
'
(1)
A B =2 sin
where
TT
and
TT^H'
M {f(c
r
f'(<v)
sin
- o) -f(c r + 0)}
nx dx.
J -it
we
Cl
f(x) sin nx dx +
J Cl
'f(x) sin
nx dx +
. . .
Jcm
find that
*-+
where
7T^ rt =
and
7T
U '=
0)[
f'(x)cQ$nxdx.
In the same
way we
a.',^.-^,
?i
w
'
get
6,,'
where
'
and
7ra u
=-
"=
J
7r6 n
"=
-n
J -IT
COS HC r {f'(cr
f"
/"(*') si' 1
nx
FOURIER'S SERIES
^.^-<,
u"
n
n*
an =
Thus
bn
'
^A n
= Bn +
7r|Z?n |, TT\
'
bn
"
^-^'
~^
251
A H and
'\
7r|Z?,/|
- 0)
- TT + 0), and
/(
"
"
f(ir 0) +f'(
are of the order l/n.
- TT + 0).
And
if
sin
x + ^ sin 3# + i
and
(1)
(2)
Hence,
Since this
is
true for
all
need to be multiples of TT
= Q and c 2 c3 ... do not
C!
,
Since this
Thus we
is
cl
satisfied
if
a,,'
= <)=&'.
Substituting
. . .
cos mr}l%n.
c2 ,
...
bn = ( 1
above would be
An=
if c
bx +
see that
an = 0,
So that
sin
it is
we
90),
series
... would
integral values of n, the numbers c l9
interval
lie
in
the
...
since
c
c
-7r<.r<7r,
and,
lt
2
._,,
exist.
see that,
if
the series
is
Also, since a n = b u = 0,
we should expect f(.v) to be a constant (say k) in the open interval (0, TT),
and - k in the open interval ( - TT, 0).
tinuities,
As
f(.i-)
has discontinuities at
is
.v
= and x
'
'
TT.
#=
J7T
111
f( X ) =
- fr
in
- 7T < .V < 0.
106.
We
convergent.
f(x)
dx
is
absolutely
252
is
such that
r)
<ft(.
(tf-tfo)*'
where
<(#
OO<1
and
to the right
left
of
^'
while
is satisfied.
cos
nx da
and
J-TT
we break up
(a,
.r
),
(#
/3),
and
(ft
TT),
where (a, ft) is the interval in which /(#) has the given form. In ( - rr, a)
and (ft TT) it is supposed that f(x) is bounded and otherwise satisfies
Dirichlet's Conditions, and we know from
98 that these partial intervals
give to a n and b n contributions of the order l/n.
The remainder of the integral, e.g. in a n is given by the sum of
,
/*<>-
Lt
(X
.'a
rP
&(x)
6->0
-'-codftxcbe
^)
and
We
of
<h(x)
^
Lt
6->0
J.r
+ 5 (#
and apply
~ ^o)
to it the
Second Theorem
Mean Value.
Thus we have
we
But
/"^
cos
^+ -
(?/
w,r,,
yv
Ja
Also when
obtain
b are positive,
0<8</3-#
where K'
is
of n
and
FOURIER'S SERIES
253
It follows that
Lt
to the integral
rx -S
"
d>(#)
--
cos
T
nx d.r.
It thus appears that the coefficient of coan.v in the Fourier's Series for the
1
is some
given function f(x) is less in absolute value than A'/w "", where
is
when
it
will
107.
We
Series.
finite
number
convergent in
since
tinuity
any
interval
cannot be uniformly
of discon-
Let f(x) be
satisfy
bounded in
Dirichlet's
the interval
Conditions
in
that
TT, TT),
and
interval.
whose
otherwise
Then
the
TT,
TT), is
Dirichlet's
equation
->_\
<TI)
by the
_ f(Wr
\
./
where f(x)
is
continuous
They
[
all
points
36].
and /(6+0)=/(&)=>/(6-0).
254
S n (x) = ^-
27Tj _ n
/(#)
j
of
95,
sini(2
.
sin J (a;
-ax
x)
m=2
where
sin
Thus
x
,(g)
= -1 f
**
r/
+ o2a)
\
7^(^
ma
m
-da
sin
>
SHI a
TTJ-ATT
ma
da .................... (1)
sma
sin
We
shall
now
ma
"
71
-n,
F(x + 2a)
Ji7r
rr/
+ o2a)
\
J^(ic
f
Let
JUL
sin
da,
JTT
sm m
"
71
da
sin a
f\
TJ/
F(x
2a)
ma
da.
sma
sin
Then
f
ff
sin
ma
-,
(2)
We
AT
Now we know
that
f**"
mor 2n + l
is
continuous at
integer.
I^^mx)
any
x.
ma =
da i?r,
sma
sin
an odd positive
Thus
increasing in
is
-.
Jo
since
,F(a;)}
interval
is
(3)
boi/nded, positive
and
jA-
is
and monotonic
and
*We have replaced the limits -TT, TT bjr -TT + .T, ?r + ar in the integral before
changing the variable from x' to a b} the substitution x' = x + 2a. Cf. 101.
r
FOURIER'S SERIES
we can apply
Therefore
the integral
255
,sinma
-
Mean Value
to
da,
f/>(a)
Jo
where
<f,
(a)
(F(x + 2a)
- J-(a;)
It follows that
juj
where =
/x.
But we know that
sn ma
wl ' t
I
sin a
IJn
-da
7
(91.)
<TT.
Therefore
(4)
/3 =
Finally
where
But,
= ^ JTT.
r
ju
if
--
sma
rsin77ia
where
da =
fx
sm ma da,
sm ma aa + -: If*.
.
7: 1
8lH0J|
sin^)J x
0^=sin
Therefore
'J/i'
(Za
sin a
f*
< m {cosec
1
< m cosec
+ cosec
6.
It follows that
lit'
Sill /X
m sm
/m
some positive number, independent of m, and depending on the upper bound of \f(x) in ( TT, TT).
Combining (3), (4) and (5), we see from (2) that
where
is
If
Trjo
EV
ma
sma
o .sin
F(x + 2a)
-.
da
^(
4/f
(6)
256
similar
argument applies
to the integral
-F(x-2a)-.
'
sin a
,,
f^
but in this case
it
sin?7ia
da,
2ot) is
mono-
to JTT.
tonic decreasing as a increases from
The corresponding result for this integral is that
mTr sm
(7)
/x.
and
(7).
From
(6)
and
(7)
we
obtain at once
,
F(x + 2a)'
Similarly
we
ma da F(x)
sma
sin
'
find that
sn ma
(9)
Thus, from
(1),
in-jr
(r(a;)
sin
................. (10)
/u
and
also
when
when
/UL
a<x<b.
yu
[Cf.
the same
32.]
/x
serving for
all
values
of
in
FOURIER'S SERIES
we know
Also
to JTT as
/m
Choose
ment
that
/u.
passes from
/i
cosec
/x
to \ir.
of (1) to (10).
257
This
is
|TT,
and put
/tt
= /u
in the argu-
less
than 8e for
all
values of x in
(a, b).
it
So far nothing has been said about the number m, except that
is an odd positive integer (2n + I).
Let ?i be the smallest positive integer which satisfies the
inequality
As-
K,
choose
and
JU.Q
Then
i$j{
(i.e.
it
nQ
We now
the same
is
nQ
w (#)-/(a)|<9e,
In other words,
x in a
we have shown
n>n
when
0>
^ x ^ b.
the
* It
may
special case
/(*) = !,
Then we have
Interval.
If
0<a
continuous.
c. i
^x^
0<x^
- TT
0,
7r.
if
we take a
258
The argument
which - TT or
of which f(x)
TT
is
is
continuous.
108.
argument
By
similar to that
(-TT, TT), then the Fourier's Series for f(x) converges uniformly in any
interval (a, b) in the interior of (', &'), provided f(x) is continuous in (a, b\
and we
(a +
8,
contained within
8)
Without
(a, b).
we may assume
loss of generality
sum
of
two such
27r< =
Let
7rrt n
If(of) dx',
Ja
'=
Upl-
1
'
and
7rbn
Ja
Since f(x)
(a, 6),
is continuous at a and
and we can use the corollary to
Means
'
+2
But/(#)
is
bounded
and
Fejer's
cos
in
nx + bn
'
sin nx)
(a, b).
'
an cos nx + 6 n sin nx
in (a, 6)
'
(<*>
'
Also
a^?r,
intervals.
and
^ (a n
'
+ bn
satisfies Dirichlet's
'
)^.
Conditions therein.
K
6).
is
(a,/
we can apply
monotonic increasing
the Second Theorem of
+ bn 2 )^ < JT/,
'
of
|
f(x)
FOURIER'S SERIES
Then we know, from the
corollary to
Theorem
259
102, that the series
II.
QC
OQ'
'
+ 2 ( an cos nx + bn
sin nx)
With
103, that
It follows, as in
QO
-a
')
')
sin w.
is
equal to
/(.r)
Now
(say
w)
We
/(.r) is
-TT,
TT)
by the equation
TT),
and
finite
jT
number
of points
\f(x')\dx' converges.
/(#') dx'
|
<
2e sin $8,
[r
= 1,
2,
m]
da,
.r,
As
Thus
v
[ /(.r-2a)
jy,/
a)
is 8.
<-4j,
sm|8
2 sin
<.
Jf
Vr
points
|/(.r-2a)|rfa
w
260
-sma
-
,
ft
o vsin(2/i+l)a
^
da
fix - 2a)
will at
and
F(x-2a)
Then, confining our attention to
see that
sin
/
I
si
,J
G(x-2a).
we
(/,.),
/
(F- #) {cosec 8/2 - (cosec 8/2 - cosec a)} sin (2w + l)a da
where
/!
,/3 =
J^=
7^{cosec 8/2
)a da,
of
monotonic.
IF
It follows that
where
is
Ir
<
cosec J8,
Thus
'
f,
f(x
TT),
- --
+l)a
7- ,
- o2a)vSin(2?z
da
^
<
n and
of
when the
,-
.r,
and depending
intervals 2y,, 2y 2
(m-+ l)K
y
.,
v
...
have
+ me
when
to zero as w->oo
Similarly
we
when x
lies in
.r,
the interval
find that
ft
-a
')
+ S, 6 - 8).
'- da
# + o2a \sin(2w+l)a
i-:
when x
')
sin nx\
FOURIER'S SERIES
But we have shown that the
series
+ 2 (n' cos nx + bn
o'
261
sin 72^)
we
2K
109.
seen
that,
Series.
We
have
satisfies
for/(.v) is
is
when f(x)
-.8).
continuous.
such an interval, and equate the result to the integral of f(x) between the
same limits. And this operation may be repeated any number of times.
we would
are taken.
This difficulty does not occur in the application of Fourier's Series to the
Conduction of Heat. In this case the terms are multiplied by a factor
2
as it increases the
(e.g. e-KnWt/a" ), which may be called a convergency factor,
rapidity of the convergence of the series, and allows term by term differentiation both with regard to
is
If f(x)
finite
x and
continuous in (-TT,
number of points of
t.
TT)
Let
and
ofj,
&!,..., o
')
an
b^.^be
the
is
Fourier's
given by term
Constants
f'(x).
Then
27ra
2ira
[' f(x)dx,
-n
cos
'= f* f'(x)dx,
J -TT
nx dx,
7ra M'=
f'(x) cos
J -7T
nx dx,
etc.
a,/
= nbn
we
by
we
parts,
TT
since
see that
J-ir
Also a '=0,
()
tt,
&,/
and integrating by
bn
'=-na.
parts,
we
see that
to
term
for f(x)
262
Thus the Fourier's Series for f'(x] is that which we obtain on differentiating
the series for/(^) term by term.
On the other hand, with the same assumptions, except that /(TT)^/( -TT),
the terms in the series for /'(.) are given by
a"
^ l/pn
b n '=
'
na n
J(
Thus the
Fourier's Series for f'(x) does not agree with that which
obtain on term by term differentiation of the series for /(.*)*
110.
in this
chapter and
the'
we
of Fourier's Series.
preceding
may be
view.
We may
where
27ra
[" f(x')dx',
J -7T
7ran
J-T
f(x')cosnx'dx',
irb n
J -
7T
bounded,
integral
it
J -7T
We
for
f(x} dx
TT),
and,
if
if
unbounded, the
infinite
then proceed to examine under what conditions the series (1) converges
X=XQ
It
is
not
upon
an
interval
(a',
b'\
which includes
Again
infinite
where
it
discontinuity, while
TT
^a< ^
/^
TT,
is
f(x) dx,
*See
j Of.
de
Math.
137-143.
et seq.,
1894.
FOURIER'S SERIES
263
made
as
Hobson and de
la
Vallee Poussin.
KEFERENCES.
BOCHER, loc. cit.
DE LA VALLEE 'PoussiN, loc,
HOBSON, loc. cit., Ch. VII.
LEBESGUE, Lemons sur
Note.
is
e
T. II. (2 ed.), Ch. IV.
108
cit.,
loc. cit.,
Ch. IX.
Modern Analysis.
In the 1920 edition the authors have made considerable changes both in
the proof of Fourier's Theorem (9. 42) and in the discussion of the uniform
convergence of Fourier's Series
(9. 44).
CHAPTER IX
THE APPROXIMATION CURVES AND
PHENOMENON
We
GIBBS'S
IN FOURIER'S SERIES*
is
bounded and
Conditions in
interval.
y = 8n (x)
in the interval
TT
<x<
TT
with
=/<),
The
defined in
?r,
TT)
=_
is
o"
which
is
o-^
sin ox,
02
F2
264
GIBBS'S
PHENOMENON
IN FOURIER'S SERIES
265
are given in Fig. 30, along with y =f(x), for the interval (0, TT),
it will be seen how
closely the last of these three approaches
and
the
sum
(3)
FIG. 30.
Again,
let
i7r<oj<7r.
f(x)= M-aa;),
The
jgT
which
is
2J22
cos 2x
+g
cos
6x+
is
cos
10x+ ...
r,
26G
y = --igTr
J cos 2x,
1 COS %X
are given in Fig. 31, along with y =/(#), for the interval (0, TT),
and again it will be seen how closely the second of these curves
(2)
FIG. 31.
of
x=
JTT,
where
f'(x) is
discontinuous.
may
112.
When
f(\
J(X)
X,
is
_^^ ^
<
7r<^J<./7r,
is
2{shi
The sum
of this series is
7r<j<7r, and
it is
=x
as closely as we please.
it was wrongly believed that, for large values of n,
each approximation curve passed at a steep gradient from the
oscillate
about y
Until 1899
GIBBS'S
point
till
IN FOURIER'S SERIES
TT,
PHENOMENON
0) to
TT),
267
when
y=sn (x),
for large values of n,
siderable difficulty.
= x and
y = 2(sin x
2x +
sin
-J-
y=
the curve
sin
3x
j-
sin 4x
+ ^ sin 5x)
are drawn, and the diagram might seem to confirm the above
view of the matter namely, that there will be a steep descent
y
FIG. 32.
TT,
the
the
the
not
268
of x> then
7*
TT, TT).
FIG. 33.
Though
In 190G
Nature, 59,
Series,
p. 606, 1899.
Gibbs, and the example seems to have been regarded as quite an isolated one.
GIBBS'S
PHENOMENON
IN FOURIER'S SERIES
269
If f(x) has the period 2?r and in any finite interval has no
discontinuities other than a finite number of finite jumps, and
if it has
no
dis-
an
infinite
made up
of
on
DP,
DP,
ichere
is the
a,t
and
Ct,+2TT
FIQ. 34.
This theorem
is
the jumps at a lt
a.2
He.
270
Gibbs made his remark, it was supposed that the vertical lines
extend merely between the points whose ordinates are/(a0).
The series in the examples of Chapter VII. converge so slowly that
the approximation curves of Figs. 21-23, 27, 28 are of little use in this
connection.
114.
this
sin
x+
sin 2x
(0, %TT)
y(0) =/(2ir)
+ ^ sin 3x +
= 0,
f(x)=(7T-x),
In this case
Jx (cos
+ cos 2a +
nx
sin
+ cos no.) da
smja
maxima and minima
Sm
Rn (x),
been
lost sight of
employed.
In the interval
as follows
TT,
TT) it
+ ism5^+...)
-7T<a,'<0,
Gronwall has discussed the properties of Sn (x) for this series, and deduced
Phenomenon for the first wave, and some other results. Cf. Math.
Ann., Leipzig, 72, 1912. Also Jackson, Palermo, Rend. Circ. mat., 32, 1911.
Gibbs's
PHENOMENON
GIBBS'S
The sum
of the first
A number
=
y Sn (x) are
IN FOURIER'S SERIES
is
denoted by
271
Sn (x),
-at once
It
is,
n >oo
is
continuous.
2
115.
If
we
define f(x)
by the equations
-7r<o;<
*Cf. also
Weyl
(i)
Kugel-
272
- ?r ^ x ^ TT
As
by Sn (x)
Then
this
sum up
Since
We
8n(x)
is
<# <
TT.
Since, for
Sn (x).
any integer m,
+ x ) = sin (2m
f
sin
it
and
sin a
of this function
I.
to
)x.
interval
is
1 ) ( JTT
(2m
and when x =
and x = TT
S n(x)
is
1) ( JTT
x'\
symmetrical about X =
^TT,
it is zero.
f*sin2na a==
^in^"^
sin a
J
J
2^
/^J
sin a
We
have
sn
272-
The denominator
increases in the
successive
waves
interval
in the
--,
2t)ii
or
may
not be completed,
may
it
is
positive.
III.
TT
->
We
= 2?r
^(n-i)
= n-
\,...
T (numma).
have
31
=
y
J
f
I
The
2?i-l
3?r
TT
sin
2na
sm
da,
and
dy = sm
-^
sin x
s
dx
:
is
GIBBS'S
PHENOMENON
IN FOURIER'S SERIES
273
continually increase,
/--
2-fl
2-
/2m
namely,
1
TT
/2m
/2m+l
We
1).
\ _
rC 2 " 1
Tr 2 " '
1
sing
r(2+i)
JTT,
a positive
have
- 1 )'
sin a
sin
<x=
si
na
C
**"
HJ^-^'sin^'
v
sin^-
The denominator
in both integrands is
positive and it con1
a
tinually increases in the interval (2m
) TT
(2m 1) TT ;
also the numerator in the first is
continually negative and
^ ~
c. i
274
where
is
a positive integer
maximum
V. The first
its
less
to the right
we have
is at
x=
When n
increases.
and
tends
/-,
nx
dx.
Jo
The curves
when % = 1,
y=Sn (x\
2, 3, 4,
and
6.
FIG. 36.
We
have
f 2^
2na
If*.
-aa ~^~\
sm a cosec
sin
^
2?*
Thus
271
.
sin
in a
/I
I
\2?i
sma
TT- aa.
2?i
+2
a
\
-- =---s cosec s--
a
cosec 5
2-i
2n
<ia.
2?i
2/
from
to deal
27i
COSeC
27i
7;
COSeC
rr
rr
> 0.
^
GIBBS'S
PHENOMENON
IN FOURIER'S SERIES
Sn (x)
is
when
Sn (
275
Thus
But, from
(I),
It follows that
The value
positive
tends to a limit as
Sm
2
smja
da*
Jo
tends to infinity.
But
is
it
readily
I?
'
3-7T
sm
271271
(27l-l)7T
/sm77it ;
= 22
;
7*1=1
--T'
4
^
m=
W*A
8nA=f
/i^
Therefore
= 2^ f* sin -da?
a;
=27i
VI.
The
The r
sin
a?
a?
f T^n -cto.
7
-tZa;=
a?
Jo
wave
f*
05
is
a special
maximum
the right of
to
x=
is at
x 2r -
^
= 2r
^
1
TT,
Ail/
and
its
p-
-dx,
Jo
which
is greater
The rth
than
minimum
i TT.
to the right
of x =
is at
man ^.
these theorems
sin a
/ 1
(
\Zn
consider
a
cosec ~
we
Tr,
and
its
first
irt
dx,
which
is less
the integral
r^ cosec
Zn
(Ser.
m TI
J*
" IT
/v
To prove
x 2r =
2),
7,
p.
124.
Also Hobson,
loc.
cit.,
276
^<
"'2ti
<^ 7r * U
^ ne
F(a) =
Then
in this interval.
n t erva l
1,
so that
integration.
cosec
2
2?i
2?i
271
^
+
2
cosec =-^-5
2+.2
>
(Of. (V).)
Further,
"
COS
= a/(2n + 2)
where
and
But
And
COSec2
\/s
2S
\/r
cosec2
CO8
CO8ec2
<
i/^},
= a/2n.
2
-(0 cos
cosec 2 0)
cosec 2 0- diminishes as
to TT.
increases from
from the expression for ^(a), that ^ (a)>0,.and
F(a) increases with a in the interval of integration.
Therefore
<
cos
<p
<f>
It follows,
The curve
= sin
cosec
<*
cosec
<x
'
wave continually
It
increase.
follows that,
when
is
7/1
equal to
2, 4,
...
,2(n
1),
the
integral
l
is
negative
*
.
and,
/ 1
sm a s- cosec
when
,r-
is
- ^ 1-^ cosec
equal to
1, 3, ...,
2n
1,
this integral
is positive.
th
Returning to the maxima and minima, we have, for the r
=
maximum to the right of x 0,
PHENOMENON
GIBBS'S
IN FOURIER'S SERIES
277
-J-tfn+ifcsr-i)
Zr-l
2r-l
f
an
sin2rca
sm
f 2(n+i)
da
sm
/I
--
-a
a( =r- cosec
(<*-*>-.
sin
I
--'da
un2'(n4l)a
^
a
--
\,
=
^
s aa.
tn 2n
2
\2n
2?i + 2/
+ ^cosec
Therefore, from the above argument, Sn (x 2r _ ) ^> Sn+l (x.2r _ ).
Also for the rth minimum to the right of x = 0, we have
)
cr
Lt
*^
JO
7l->oo
we have
r*si ux
j *
- dx*
Sn (x r =
TJ.
It is clear that these limiting values are all greater than JTT for
the maxima, and positive and less than JTT for the minima.
GIBBS'S
2 (sin
116.
Gibbs's
-J-
sin
3x+
-sin
ox+ ...).
of
115
From
the features of
all
TT
^x^
TT,
follow immediately.
It is obvious that
^x^
(#)
=2
^sin
at a steep gradient
x+
sin So?
. . .
0,
si n
its first
C w sin
/
is
+ ~^T
T
( 2/?1
~ !)
TT,
#)
maximum, which
\
dx (115,
j
V.).
The
0,
x dx](
(f^'sin
Jo
I
*For the
p. 129.
values of
/'
}dx,
see
115, VI.).
It
then oscillates
(Ser. 2), 7,
278
line
th
wave to the right of
(or lowest) point of the r
will, for large values of n, be at a point whose abscissa is
The highest
x=
T'TT
115, III.)
a?
By
increasing
close as
we
dx
is
very nearly
115, VI).
^ x 5= TT
sin
sin
^T. <><J
We may
(i)
can be brought as
If e is
any
a positive integer
more
positive number,
dx.
definitely as follows
as small as
we
please, there is
such that
|j7T->Sfn(^)|<e,
PHENOMENON
GIBBS'S
interval
Qj
first
maximum to
dx
as
is
sin
than
/y
is less
the right of x
-*-\
JTTo
maximum
an
107).
(cf.
(iii)
279
(ii)
IN FOURIER'S SERIES
=-.
Then the
# = 0, when n^v",
to the right of
e.
It follows
from
(i), (ii)
which
is
above
Jo
Vy
its first
^*" Cj
^^ rf ^^^
JLs
f)
V/
^ ^
,, .
^^^
(/
^.
sin
\
I
Jo
xJ
Cvw
|^
eO<7r
Finally,
it
maximum,
e,
many oscilla-
JTT
f sin x
Jo
The
cosine series
-
which represents
cos
x - = cos 3x +
in the interval
way
0^.x<^
cos
and
5x+
|
...
in the interval
^<rc^7r,
can
280
117.
when x = a, which
Let
tx-a =
Then
(f)(x
(f>(x
2&n2r
a)=
a}=
JTT,
0(4-0)=
0(0)=
Now
and
0(-0)=
J-TT,
and
<j)(x)
put
let /(a),
Then
at x
when
when
\ir,
\/s(a
when x = a, be
defined as
+ Q)=\ls(a
= \ls(a) = 0, and
Q)
M/( a + 0)+/(a
^(ft)
is
0)}.
continuous
= a.
(i)
Since
\[s(x) is
continuous at x = a and
that
I^O)I<4>
If ^ is not originally less
please, a
when |-a| =
than
c,
we can
\[s(a)
number
= Q,
r\
if e is
exists such
i?.
tj
i/r(aj)
it
is
clear
a) than
PHENOMENON
GIBBS'S
IN FOURIER'S SERIES
281
and
Then
\!s(x).
ffn\
x ) ~~ Y\ X )
that
the same
^ 74
i/
we
when n
^ ^
/3.
<
/3,
oj
i/ ,
Also
in
ic
|
a ^
Now
|
(iii)
right of
ic
if
=a
if
tj,
<a
even, the
is
at a
is
<a<a
r\
+ -;
first
and
4-
and n >
maximum
if
>/
is
in
n (o;
a) to the
at a-\
it is
odd,
</>
/'.
In
=..
either case there exists a positive integer v" such that the height
maximum
of the first
f'sinic
Jo
(iv)
a+
tj,
between
lies
ax and f'sino;
,
Jo
This
first
TTC
dx+^-r-f-,
maximum
<
provided that
first
will
have
7^ when n ^ v
-&
TTT
2{/(aH-0)
its
/(a
0)}
abscissa between a
and
>;.
which
positive integer
equality.
+ < ^
x
s n (x) converges uniformly
(v) In the interval a
tj
/3,
to f(x).
Therefore a positive integer y(iv) exists such that, when
\f(x)-s n (x)\<
the same
i/
lv)
Now, from
It follows
greater than
+ 0)-/(a-0)
from
(i)-(v) that if
v, v"
v" and
i/
the interval
iv)
,
t/
is
the
the curve
first
j of
J (/(a
+ 0) +/(-
a point within
positive integer
in
/,
0)),
ordinate
within
of
{/(a+ o )+ /( a -o)}
is
r
+ /i^tfco>
7T
Jo
^^
^
to
282
This
may
be written
we have
115,
<j>
the term
o-n
(x)
passing beyond x = a +
And on
less
to the ordinate.
>;,
x = /3.
On
than
yf(x)
a a similar
from x = a+t] to
set of circumstances
can be established.
D=f(a + 0)-f(a-0),
Writing
first
wave
D
where P,
and right
to the left
sin x
J,
of x
ax.
REFERENCES.
BOCHER,
"
2), 7,
1906.
II., p.
And
in the text.
Note.
named
London, 1906.
Y
w = l,
258,
2r-l
for
CHAPTER X
FOURIER'S INTEGRALS
118. When the arbitrary function f(x) satisfies Dirichlet's
Conditions in the interval ( I, 1), we have seen in 98 that the
sum
of the series
7
.........
(1)
is
equal to
x=l
^J
ft
>\
>
2
,
n7r
n-rr
*\
IV n
^V~\
/,
yVsin-y-ic
I
J
fr^
I
..
IV H
-I
its
sum
f(x)dx+^coti-j-x] f(x)cos-j-xdx,
and
l<x<l
.........
(2)
dx,
n\
(3)
I).
They
are suggested,
is
please,
7r/l
assuming that
i..
f(x)
dx
is
may
we
be made as small as
first
convergent.
term in the
series (1),
717T
cos
ag
^L
Aa
f(x') cos
Aa (x'
x) dx'
+ Aa
r
J -i
-I
where Aa = 7r/.
283
A a (x'
cos 2
x) dx' -f-
>
FOURIER'S INTEGRALS
284
that
da
TTJo
and
f(x) cos a (x
J-co
x)
dx,
it
da I
J-
TTJo
-00<><00,
when
way we
In the same
00
aa
f(
"
da
O
when
si
ax sin axdx!
f(x) sin
Jo
not
is
is-
to
We
of
x, satisfy Dirichlet's
in addition
let
J -00
f(x)
dx
and
be absolutely convergent.
Then
i
r 30
da
TfJo
J -oo
we wish
to
FOURIER'S INTEGRALS
where
b is arbitrary,
|00
and
285
Jri
It follows that
number
of points
x) dx'
Ja
by
a con-
x)
da
exists.
JO
Also,
x)dx'
da\ f(x')cosa(x'
is
85,
50
ftf
da
But
'f
Jo
x'
x) dx'
x^a #>0
And
Jn
in
/(^
f2
-a;
</v
we have chosen
since
"
f /(a? 8myaj'-as
It follows that
Jo'
dx converges.
il
a'
Ja
x'^a,
Therefore
a?)
<&'
Ja
the same
there corresponds a
q.
Lt
*
,,
Lt
f(u + x)
smqu'.,
du
5~>oo
= 0,
since
(a
x,
f(u + x)
x),
satisfies
Dirichlet's
positive.
FOURIER'S INTEGRALS
286
number Q
positive
W^S^'^^Ki
and
It follows 'from
(2)
when q^Q.
^
Lt
rm
Urns
da
J
But,
by
da
^a
,,
/(')
sin
--
<7
#)
(#'
J^- JC
-'do:'
= 0,
JU
................... (4)
87,
I
Jx
Jo
poo
(3) that
-,
Ja
when
*0
*}
so that
/(a/) cos a (x
=
x) dx'
d^'
Jx
/{a;')
cos a (x
a;)
cZa
Jo
a~x
J
Letting g->oo
f
JQ
we have
+ O),
dafV^OcosaK-^^^S/^
J*
exists.
Adding
and
(4)
JQ
when f(x + 0)
(5),
............
(5)
we have
f(x')eosa(x'-x)dx'
da\
Jx
= lf(x + 0),
............ (6)
exists.
f
J
when f(x
Adding
7T f
JQ
da\J-<
.......... (7)
0) exists.
(6)
da f
and
J -co
(7),
we
f(x) cos a (x
f(x')cosa(x-x)dx=~f(x-0),
6
oq
< x < oo
0)
FOURIER'S INTEGRALS
More general conditions
120.
287
for f(x).
that Fourier's Integral formula holds if the conditions in any finite interval
remain as before, and the absolute convergence of the infinite integral
I
J-,
f(%) dx
is
For some positive number and to the right of it, f(x') is bounded and monoand Lt /(#') =
and for some negative number and to the left of it,f(x')
tonic
is
/(.?/)
().
Having fixed upon the value of x for which we wish to evaluate the
we can choose a positive number a greater than .r, such that/(.r')
bounded and monotonic when x'^a and Lt f(x') = 0.
integral,
is
vao
x'
/oo
Consider th e integral
By
/(.*')
Mean
- x)dx' =f(A'}
/(.r')cos a(.r'
a< 4'
where
cos a (of
Value,
cos
- x) dx'.
"cos a(x'
- x~)dx,
^^
Thus
'A'
Therefore
"A"
''"
JA'
Jd
is
tinuous function of a in
Also,
i
by
da
Ja
But
than
x'
>0, and
a*=9 u .*
85,
f)o
^g
x) dx'
f(.v')
cos a(x'
- .r) dx =
x^a-x>Q in
r
I
Ja
00
dx'
/"2
I
Jq n
the interval
x'^a,
since
x.
A,,d
both converge.
* These extensions are due to Pringsheim. Cf. Math. Ann.,
Leipzig, 68, p. 367,
Reference should also be made to a paper by
1910, and 71, p. 289, 1911.
W. H. Young in Edinburgh, Proc. R. Soc., 31, p. 559, 1911.
288
FOURIER'S INTEGRALS
Therefore, from
Now
(1),
From
the Second
Theorem
of
Mean
Value,
^,
where a
.....
(3).
.Also
/*
'<*-*>
j'-x
-X
JA'
!LL dUf
U
~ *>
'
sin
Therefore
And
similarly,
Thus, from
(3),
^"?^&(_=.)
<,.
<7r
rf
(Cf.
91.)
*
............. ........ (4)
It follows that
is
an(^
84
by
it is
/M Ea^z) d y =
Lt
Thus
Also from
<?o
when
<?
,...(5)
=0.
(2),
(6)
q^ 0.
and
Lt
q
Thus, from
(6),
/"*
.'0
> oo Ja
dal
/(
-V
/(.r')cos a(.v'
- .v) d.v =
......................... (7)
Ja
Infinite Integral.
&
of
Mean Value
as proved in
58 for the
FOURIER'S INTEGRALS
But we know from
289
119 that
,
................... (8)
when
L (*
Thus
TT JO
when
.................. (9)
JX
Similarly,
when
Adding
/(#0)
and
(9)
our formula
(10),
is
exist.
121.
We
f(x).
now show
shall
00
that Fourier's
of the previous
For some positive numler and to the right of it, and for some negative
number and to the left of it, f(x') is of the form g(x')cos(Xx' + /x),
where g(x') is bounded and monotonic in these intervals and has the
(I.)
limit zero as
x^
1
oo
Also, (11.)
and
dx' converge.
We have shown in 120 that when g(x) satisfies the conditions named
above in (I.), there will be a positive number a greater than x such that
But,
if
is
r\
=
=i
=
Ja
,-co
r 00
rA
da
J-X
da
g(x') cos
Ja
*v>
a.(x'
f<n
J\
- x) dx' +
da
C^
Ja
q(x') cos (a
'
da
+ X.)(x' - x) dx' + i
Ja
Jo
/-CO
o?a
- x) dx'
g(x')cosa(x' -x)dx'
-co
Therefore
refore
/-00
- ,v) dx'
da
-A
J\
Ja
'
,,cc
JQ
c. i
da
Ja
g(x')coaa(x'-x)dx' + %l
Ja
7-^-X
=i
da I g(x')cosa(x'-x)dx'
Ja
*<
da
J/
-x
.r ) c?r'
/*
/*
7o
Ja
-co
da
Ja
<7(^')cos (a
A)(.r'
- x)dx'.
FOURIER'S INTEGRALS
290
$ 120, that
00
f
Ja
is
It follows that
0.
I"'*
da
g(.v')sin a(x'
Ja
JA
exists, for Aj
= AO >
-A
> A > 0.
Also
da
Ja
J\o
g (x' ) sin a (x
x) dx'
l
- x) da
(by
84)
/""
converges
and
follows that
it
-v'
^LJ
-
Ja
is
we know
Thus
rgw
Lt
that
from
(2) that,
r da f,(.r-)8iu
JO
a(.r'
0,
**(*-*)*<= r^idx'.
-x
x'
AO-^O Ja
It follows
-,)<W-
Jflt
we
find that,
'^
^'-
(~
Jd
and
T
da
Ja
!*
JO
d*.
(3)
'^
(3),
X
-*
(*)"***^
00
JA.
x'-x
Ja
when A>0,
J<?
Also, as before,
o?.r'
.^
.t?'
/"
g(x')sma(x'-x)dx'=\
Ja
/\
g(x')
COS
MX'-X)> dx
j
......... (4)
................. (5)
daT q(x')sinM-x)dx'= ("$$&-&*
& v
'
Ja
-rt
in
FOURIER'S INTEGRALS
r
rA.
Again, since
we have
exists,
da
g (x ) sin a (x - x) dx'
r
da
291
00
g(x')$ii\a(x'
-x)dx' =
(6)
-CO
da
/.CO
/.CO
- x) dx',
/CO
tnat
it
follows
/.OO
,-CO
^
rfa
c?a/
^(.^')sin a(.r'-^)o?.r'
</(#')
sin a(x'
x)dx'
Q.
Thus
(x')$\v(a- \)(x' -x)dx' = 0.
Therefore
Multiply
(1)
,...(7)
Ja
Jo
o
(7)
sin(A.r + /i)
by
and
subtract.
It follows that
/.CO
y.%
And
in the
c?a|^
These
#(y)cos(Ay + /x)cosa(.r'-#)cfo/ =
g(.v')cos(\x'
daj
and
results, (8)
(9),
may be
written
Ja
da
JO
..................... (10)
/"-'
J-
= 0,
/(.r')cosa(.r'-.r)rf.r'
co
(a, oo
and
oo
-a').
satisfies Dirichlet's
Conditions in
.Q)l
when
and
we have
g(x'),
da P/(.r')cosa(.r'-.r)rfy = 0, }
J0
r
................ (8)
119
[Cf.
-a',
),
......... (11)
(5).]
we
Adding
(10)
It can be
by an
proved
(11),
infinite series
is
also valid
when
this
sum
is
replaced
2 an cos (A.?'
when 2^n converges
An
to infinity with n.
*
p. 399.
FOURIER'S INTEGRALS
292
122.
case
when
In the
first place,
to the Cosine
119,
when
f(x)
has the same values for negative values of x as for the corre0.
sponding positive values of x: i.e. f( x)=f(x), x
>
/<
Then
da
r>
r 80
x)] dx'
80
2 C
ca
and
pCC
interval, while
from
x,
+ x) + cos a (x
Jo
7T J
values of
f(x') [cos a (x
da\
TT J
It follows
x) dx
f(x) cos a (x
J-
TT J
= -1
CO
4, op
Jo
2
00
f"
^Jo
c2a
/(a;')
f(x-}-0)
Also
infinity
it
= J [/(#+ 0) +/(#
0)],
Jo
is f(
from
follows
and f(x0)
+ 0),
exist,
and
'when x =
may
(i)
X'->CG
or,
(ii)
to the right
of
it,
f(x')
j
r J0(*o dx
,
II.
'
must
converge.
Dirichlet's Conditions
da
if
Jn
Jo
and
f(x')sinaxsinaxdx
satisfies
f(x) dx
FOURIER'S INTEGRALS
at every point where f(x-\-Q)
and f(x
293
0) exist,
Also
it
follows from
this value of
(cf.
62).
of the integral
was shown,
It
first of all
is
by Sommerfeld,*
that,
when
Lt
t~*4) 7T Jo
Ja
when
when x=a,
when x = b,
the result holding in the case of any integrable function given
interval (a, b).
The
it
case
when the
interval
infinite
is
was
also treated
in
the
by Sommerfeld, but
for
an
still
holds
infinite interval.
However,
it
integral
r*
we cannot deduce
.-*
da
= 0.
We
ment
*
results.
[Cf.
niiigslMTg, ISiM.
treat-
99.]
W. H. Young,
loc. cit.,
Edinburgh, Proc.
/?.
FOURIER'S INTEGRALS
294
REFERENCES.
de la chaleur, Oh. IX.
FOURIER,
e
JORDAN, loc. cit., T. II. (3 ed.), Ch. V.
LEBESGUE, Lecons sur les series trigonome'triques, Ch.
NEUMANN, loc. cit., Kap. III.
The'orie analytique
13-20.
Aufl.),
And
EXAMPLES ON CHAPTER
1.
zero
Taking
when
/(.r)
<.r,
as
in Fourier's
Cosine Integral
X.
as
show that
1
= 2-
(0<O;
da,
<
a cos our
sin
-li
2.
By
x
considering Fourier's Sine Integral for e~P (/3>0), prove^hat
/"*
a sin cur T
TT ~
e P^
T^T- act. =
a
jn
;
'
and
in the
3.
Show
/""
/
COS
z
equal to x
is
to
Show
when
that
(Ox\dO
I
TT Jo
4.
2/3
<x2-f/?
2a2
is
Jo
=.y<a, and
-/
sin
qx
-^i
^ cos y
"w
a*J
to zero
- + tan a
when .r>a.
^^-
dq
between x = a and x = b.
5.
Show
Integral,
that /(a?)
and
= -7
V
satisfies
Show
Integral,
6.
the conditions of
*l
that f(x) =
ax cos
satisfies
ax'
j-
the conditions of
7rJ
_.
rta
r*
/
J_
sin
0?
121
for Fourier's
APPENDIX
We
represent f(x)
by
its
Fourier's Series
I
cos x -f
sin #
where a
2
6.
cos 2x-|sin
av
a.2
...
bv
b.,,
...
Jn
the observations having been made at definite intervals.
we may suppose that a continuous curve is drawn
in the
295
& Sons
in connection
APPENDIX
296
by substituting
series
2/i>2/ 2
2/o>
Let
If
ym-i-
when = 0,
a
...
-f
2n+l
1 , 2,
are as follows
y by
>
Sn (xg ) = y,,
by
1>
2n+l=m, we
The
of
(0, 2-Tr)
*** *^wi
*^l' *^2'
constants so that
2w.
. . .
a 1?
...
&,
frp
...
bn
cos xl
+a
cos rx -f
-f a n cos wo^
XM +
+b
sin
rx., n
cos
rac2n
+ b n sin nx. u
. . .
see that
=0
since
and
...
+ cos 2nra = 0,
...
+sin2wa = 0,
(2n+l)a = 27r.
when
Further,
we know
that
1 -h cos ra cos sa
s=/= r,
= l,2, n\
=
Is
1,2,... wj
+
And
cos 2 ra
by
+ cos
It follows that, if
the third
cos rx%,
fr
2ra
. . .
we multiply
etc.,
+ cos
2nra = J (2n + 1 ).
APPENDIX
Similarly,
we
297
find that
\ (2n+
A trigonometrical
br
^y
sin rsa.
s=l
series of
a lt
...
and
b lt 6 2
reduce to the integral forms for the coefficients, but as remarked in 90, p. 199,
this passage from a finite number of equations to an infinite number requires
more
careful handling
if
the proof
is
made
to be
rigorous.
we have
(2n
where na = 7r,
l)a,
In this case
we can
2/^-1-
/the expression
a
+ cos x+ a.
+ &! sin x+
!
so that the
sum
cos 2sc+
b.2
sin 2x4-
yQ y v
,
...
y-2H -i
at these
2n
S
=o
2n -
^yscosxsa,
if
sin rsa
Runge
190.").
Also Theorie
u.
APPENDIX
298
will be
Tracts.*
4.
This question
may
y, viz.
y,n-l,
2/2,
?/!
2a,
a,
Let
(m
...
= tt
x,
ma = 27r.
where
l)a,
as before,
by
acosz6fcos3;
j
sin
a; -f-
6 2 sin 2s;
...
...
acosnx}
+ b n sin rac
'
./
so that
$(#)
shall
as
approximate
as
closely
possible
to
2/o> 2/i>
regarded as a function of a
The conditions
for a
a 1?
an
...
6P
...
?;
a minimum.
minimum,
closest approxi-
m-l
V t/ ^
^^^
71 V
*/ /
wi.-1
Sn (X ))cOSpX = Q
Vs
(y-
il
- 8*
=0
sin p^'
* Carse
and Shearer,
Edinburgh, 1915.
flf
SH (x)
m <2.+ l,
we can
shall be equal to
And
if
m = 2n +
is satisfied-
1,
we can
way
APPENDIX
ma r = V y
299
1
1
cos rsa
odd.
But
if
is
r=l,
3=0
(when r = ^m)
is
given by
+a
The values
most
of
cr
and
a,
6n
cos
which
up
to cos.*:
and
sin
jc t
viz.
x + &! sin x.
will
make
this expression
approximate
closely to
.'/o>
at
0,
by
?
.
/i>
a.,
^>
2a,
...
#-!
when
(i -!)-,
wio.=2?r,
=0
tn-1
=2
?/cossa,
1=0*
Jwi6 t
=2
=0
Turner.*
5.
of observations
function
may
yet be represented by a
sum
with
of periodic terms
The
other.
each
But
in the tidal
Press, 1913.
APPENDIX
300
sum
of the
The
hidden
principle of this
periodicities in a
mean part
method
set
of
of each.
is
observations
taken
over
Add
16j,
1^2>
U U
U U^ U
t,
lt
...
U,_,,
U,,_,.
... UH _ lt
In the sequence
Un the component of
z
the
variable parts of the
and
T
will
be
m-fold,
period
multiplied
other components may be expected to disappear, as these will
,
enter with different phases into the horizontal rows, and the
rows are supposed to be numerous. The difference between the
Ult U2 ... Un . 2 Un -i
greatest and least of the numbers U
,
the numbers
APPENDIX
301
statistics are
(or periodogram).
problem, reference
may
4,
be
made
to
the
Schuster's papers.
*
APPENDIX
II
BIBLIOGRAPHY*
FOURIERS SERIES AND INTEGRALS
TREATISES
Th6orie analytique de la chaleur. Paris, 1822.
English Translation (Freeman). Cambridge, 1872.
FOURIER.
German
Translation (Weinstein).
Traite de Mecanique (2 e
POISSON.
Theorie mathematique de
6d.).
Berlin, 1884.
Paris, 1833.
la chaleur.
Paris, 1835.
DINI.
NEUMANN.
schreitenden Entwickelungen.
und Cylinder-Functionen
fort-
Leipzig, 1881.
3LY.
An
Cylindrical,
in
Theorie analytique de
POINCARE".
FRISCHAUF.
Vorlesungen
liber
la
propagation de
Kreis-
la chaleur.
Paris, 1895.
Leipzig, 1897.
Jahresber.
LEBESGUE.
HojRfioig-
The Theory
Fourier's Series.
*
The abbreviated
Paris, 1906.
Cambridge,
titles
of
1907.
302
APPENDIX
303
DE LA VALLEE
Cours d'Analyse, T.
POUSSIN.
GOURSAT.
Cours d'Analyse, T. I. (3
Cours d'Analyse, T. II. (3 e
JORDAN.
ed.).
ed.).
RUNGE.
SERRET-HARNACK.
Lehrbuch der
II. (2
ed.).
Paris, 1912.
Paris, 1918.
Paris, 1913.
Leipzig, 1904.
Differential-
Leipzig, 1915.
II. (6 u. 7 Aufl.).
WEBER.
Bd.
I.
is
A fuller
upou
of
writings
is
Fourier.
Paris, 1888.
POISSON.
(ii)
Memoire sur
CAUCHY.
Paris,
(ii)
1827.
(i)
Sur
Sur
Mem.
Sur
le
developpement des
Acad.
sci., 6,
les residus
Cf. (Euvres de
and
11.)
1826.
Cauchy
(Ser. 2), T.
definies.
7.
APPENDIX
304
Sur
POISSON.
Acad.
calcul
le
sci., 7,
definies.
Paris,
Mem.
1827.
DIRKSEN.
DIRICHLET.
Berlin, 4, 1829.
DIRKSEN
Uber die Convergenz einer nach den Sinussen und Cosinussen der
(i).
J. Math., Berlin, 4,
1829.
(ii).
Uber
die
Summe
Berlin,
Abh. Ak.
Wiss., 1829.
DIRICHLET.
(i)
Die Darstellnng ganz willkiirlicher Functionen durch SinusDove's Repertorium der Physik., Bd. I., 1837.
und Cosinus-Reihen.
(ii) Sur les series dont le term general depend de deux angles, et qui
servent a exprimer des fonctions arbitrages entre des limites donnees.
J.
finies
On Fluctuating
HAMILTON.
Functions.
la
sommation des
series
19, 1843.
BONNET.
Paris,
3,
On
BOOLE.
1844.
Dublin, Trans. R.
STOKES.
On
Sums
of Periodic Functions.
Cam-
BONNET,
(ii)
(i)
Sur
definies.
J.
Bruxelles,
DUHAMEL.
la reconnaitre.
RIEMANN.
Uber
J.
series, et
sur les
moyens de
trische Reihe.
De explicatione per series trigonometricas instituenda functiunius variabilis arbitrarium et praecipue earum quae per variabilis
spatium finitum valorum maximorum et minimorum numerum habent
LIPSCHITZ.
onum
infinitum, disquisitio.
J.
APPENDIX
Du
305
(ii)
Form
darstellen lasst.
(iii)
(iv)
Du
1871.
4,
PRYM.
J.
Math.
Uber
CANTOR.
die
Ausdehnung
Uber
SCHWARZ.
der trigono-
metrischen Reihen.
5, 1872.
Aw = 0.
J.
Math.,
THOMAE.
iiber Fonrier'sche
Bemerkung
Reihen.
1872.
ASCOLI.
Du
BOIS-REYMOND.
Ges. Wiss.
GLAISHER.
On
t)ber
die Fourierschen
Reihen.
6,
1873.
Gottingen, Nachr.
1873.
Fourier's
Mess.
Math.,
Cam-
bridge, 2, 1873.
Du
SCHLAFLI.
kurlicher
metrische Reihe.
(Cf. also.
Uber
K^-^.
J.
Math.,
ASCOLI.
Du
BOIS-REYMOND.
Du
BOIS-REYMOND.
Reihe
/(.?)
C.
APPENDIX
306
Werthe
die
a ) cos ^ a da
>
= -~1
bP
/( a ) sin P a rf
Miin-
TOPLER.
Reihen.
GLAISHER.
ASCOLI.
Nuove
(i)
Roma, Rend.
6,
1877.
Ace. Lincei
BONNET.
Sur
la
trigonometriques.
Du
BOIS-REYMOND.
sci.
HOPPE.
Bemerkung
3), 3,
Bui.
1879.
64, 1879.
SACHSE.
ASCOLI.
Lincei (Ser.
CANTOR,
(i)
Bemerkung
iiber
trigonometrische
Math.
Reihen.
Ann.,
Math. Ann.,
Du
BOIS-REYMOND.
Tub-
ingen, 1880.
BOUSSINESQ.
Coup
d'ceil
sur la theorie
Du
BOIS-REYMOND.
Uber Darstellungsfunctionen.
18, 1881.
HARNACK.
Uber
licher Functionen.
JORDAN.
Sur
la serie
und
sci.,
92, 1881.
APPENDIX
307
SHARP.
On
ASCOLI.
Fourier's Theorem.
Sulla rappresentabilita di
trigonometrica.
HALPHEN.
Sur
HARNACK.
(i)
Milano, Rend.
la serie
1st.
de Fourier.
doppia
Bui.
sci.
3),
1882.
6,
HOBSON.
On
Fourier's Theorems.
LINDEMANN.
tlber das Verhalten der Fourier'schen Reihe an SprungMath. Ann., Leipzig, 19, 1882.
stellen.
Sur
POINCARE".
VELTMANN.
CANTOR.
Du
les series
trigonometriques.
Sur
les series
sci.,
95, 1882.
trigonometriques.
2, 1883.
BOIS-REYMOND.
tJber die Integration der trigonometrischen Reihe.
Math. Ann., Leipzig, 22, 1883.
GILBERT.
Bruxelles, Ann.
HOLDER.
24, 1884.
ALEXANDER,
(i)
Failing
Cases
Boole's
HOLDER.
of
Fourier's
Double
3,
of Fourier's
Theorem.
1885.
KRONECKER.
Integral
3, 1885.
f iir
Dirichlet'sche Integral.
1885.
Sur
POINCARK.
les
series
Uber
die
trigonometriques.
sci.,
101,
1885.
WEIERSTRASS.
ALEXANDER.
ARZELA.
Integral Theorem.
metriche.
ALEXANDER,
(ii)
u2
Mess.
Mess. Math.,
APPENDIX
308
JOHNSON.
16, 1887.
HARNACK.
Uber Cauchy's zweiten Beweis fur die Convergenz der Fourier' schen Reihen und eine damit verwandte altere Methode von Poisson.
BOURLET.
PICARD.
sci.,
SOMMERFELD.
sci.
math.,
Konigsberg, 1891.
Diss.,
DE
Bui.
LA VALL^B POUSSIN.
Sur
SEQUIER.
generalis^e.
la serie
de Fourier.
BEAU.
DE LA
VALLISE POUSSIN.
Ann. Soc.
Bruxelles,
de Poisson.
1'integrale
GIBSON,
Edinburgh, Proc.
Series.
1894.
On
WILLIAMS.
Phil. Mag..
series
London
POINCARE\
sci.,
gen.
On
PRESTON.
London
la
physique mathematique.
Rev.
Phil.
Mag.,
BRODEN.
Uber das
MAROLLI.
Di una
Dirichlet'sche Integral.
punto a =0.
52, 1899.
non
sviluppibabili in
Giorn. mat., Napoli, 37, 1899.
VOIGT.
Lincei (Ser.
FE.TR.
Sur
5), 8,
1899.
les fonctions
bornees et integrables.
131, 1900.
LERCH.
Remarque
24, 1900.
Bui.
sci.
2),
APPENDIX
FORD.
method
Dini's
309
HURWITZ.
Sur
STACKEL.
les series
Uber das
(i)
de Fourier.
sci.,
132, 1901.
Dirichlet'sche Integral.
53, 1901.
(ii)
Uber
Leipzig
(3.
Sur
FE.TER.
Arch. Math.,
Reihe),
la differentiation
de la
de Fourier.
serie
134, 1902.
(i)
series
de Fourier.
135, 1902.
Paris, C.R.
(ii)
sci.,
Acad.
en series
(iii) Sur quelques consequences de certains developpements
Paris, C.R. Acad.
analogues aux developpements trigonometriques.
sci.,
135, 1902.
(iv)
Remarque
relative
ma
Note
Paris, C. R. Acad.
des fonctions.
sci.,
..
Uber
HURWITZ.
die Fourier'schen
Uber Fouriersche
KRAUSE.
veranderlichen
Grossen.
Sur
LEBESGUE.
les
series
Ann.
trigonometriques.
sci.
Some
MACDONALD.
An
STEPHENSON.
extension of
the Fourier
Method
of
Expansion in Sine
Series.
BIERMANN.
Wien, SitzBer.
FISCHER.
Konstanten.
FEJJ^R.
Untersuchungen
Reihen.
58, 1904.
KNESER.
(i)
discher
Die Fourier' sche Reihe und die angenaherte Darstellung perioFunctionen durch endliche trigonometrische Reihen.
Arch.
Math., Leipzig
in
(3.
Reihe), 7, 1904.
(ii)
APPENDIX
310
STEKLOFF.
On
HOBSON.
London,
KNESER.
will-
kurlicher Funktionen.
LEBESGUE.
(i)
Acad.
Paris, C.R.
Sur
(ii)
sci.,
la divergence et la
Paris, C.R.
Fourier.
Acad.
de Fourier.
sci.,
series
de
141. 1905.
(iii)
series
140, 1905.
series
Math. Ann.,
de Fourier.
SEVERINI.
BOCHER.
Venezia, Atti
1905.
FATOTJ.
(i)
Sur
integrables.
le
developpement en
serie
142, 1906.
sci.,
FEJR.
Sur
la serie
de Fourier.
sci.,
142, 1906.
JOURDAIN.
On an
LEES.
series of sines
BUHL.
Sur
les
Bui.
sci.
math., Paris
FEJR.
Uber
of Fourier's Series.
MOORE.
New
London, Proc.
Uber
PRINGSHEIM.
Jahresber. D. Math.
RIESZ.
Les
BUHL.
Sur
series trigonometriques.
la
146, 1908.
sci.,
APPENDIX
311
DE LA VALLEY
reelle et
HARDY.
Some
points in
On certain
the integral calculus, XXIII. -V.
Mess. Math., Cambridge, 38,
1908.
ORLANDO.
YOUNG.
note on trigonometrical
series.
Lincei
1908.
BROMWICH.
FEJER.
(i)
5, 1909.
J.
Eine
(ii)
stetige
Funktion
deren
Reihe
Fouriersche
divergiert.
GRAZIANI.
Sulla
(i)
Lincei>6er.
5), 18,
(ii)
Roma,
Roma,
di Fourier.
DE LA VALL^E
Fourier.
FEJ^R.
J.
Math.,
LEBESGUE.
satisfaisant
1910.
PLANCHEREL.
Contribution a
1'
On
PRASAD.
Series.
Uber neue
PRINGSHEIM.
Integralformel.
RIESZ.
Giiltigkeitsbedingungen
fur
die
Fouriersche
Untersuchungen
liber
YOUNG,
(i)
On
Math.
Riv.
Fourier form.
(ii)
On
APPENDIX
312
The
DIXON.
Cambridge, Proc.
Phii. Soc.,
16, 1911.
FEJER.
HARDY.
fonctioris continues.
of divergent integrals.
NEUMANN.
Aufsatz VIII.
PRINGSHEIM.
Mon-
THOMPSON.
TOPLITZ.
Rend.
YOUNG,
(i)
On
On
(ii)
Palermo,
Fourier Series.
On
(iii)
London, Proc. R.
Soc.,
85, 1911.
(iv) On a class of parametric integrals and their application in the
theory of Fourier Series. London, Proc. R. Soc., 85, 1911.
London, Proc. R. Soc.,
(v) On a mode of generating Fourier Series.
85, 1911.
On
(vi)
1911.
(vii)
On Somnierfeld's form
f iir
Edin-
Konvergenzbedingungen fur die verwandte Reihe einer FourierMiinchen, SitzBer. Ak. Wiss., 41, 1911.
(ix)
schen Reihe.
On
CHAPMAN.
Fourier's
GRONWALL.
and other
(i)
Uber
New
On a theorem
of Fejer's
sin nx.
und
die trigonometrischen
and an analogon
to Gibbs'
phenomenon.
APPENDIX
313
HARDY.
JACKSON.
New
and polynomials.
Uber das Poissonsche Integral und iiber die partiellen Ableitungen zweiter Ordnung des logarithmischen Potentials. J. Math.,
LICHTENSTEIN.
NEUMANN.
Zur Theorie
des
logarithmischen
Potentials.
Aufsatz
IX.
EAYLEIGH.
problems.
THOMAS.
YOUNG,
On
(i)
Math. Soc.
On
(ii)
successions of integrals
and Fourier
Series.
London, Proc.
(Ser. 2),
11, 1912.
On
(iii)
(Ser. 2),
11, 1912.
(iv)
Series.
(v)
155, 1912.
sci.,
(vi)
of a function.
(vii)
London, Proc. R.
On
(viii)
the multiplication of
London, Proc. R.
FEJER.
Sur
(i)
les
successions of
Fourier
Constants.
polynomes trigonometriques.
Paris,
C.R. Acad.
sci.,
157, 1913.
(ii)
Uber
reihe.
die
Fourier-
paper
(Also
in
Hungarian in
31,
1913.)
On
FILON.
7, 1913.
HARDY,
calcul
(ii)
(i)
"
"
InfinitarOscillating Dirichlet's Integrals, an essay in the
of Paul du Bois-Reymond.
J.
Math., London, 44, 1913.
Q.
On
Sur
la serie
sci.,
APPENDIX
314
JACKSON,
On
(i)
KUSTERMANN.
New
York, N.Y.,
Sur
la
C.R. Acad.
MOORE,
York,
integral.
LUSIN.
New
sci.,
Paris,
156, 1913.
(i)
Series.
(ii)
functions.
NEUMANN.
65, 1913.
ORLANDO.
integrate de Fourier.
STEINHAUS.
serie
VAN
The
VLECK.
mathematics.
YOUNG,
On
(i)
Math. Soc.
On
(ii)
of
London, Proc.
(iii)
On
(vi)
On
London,
form.
On
London, Proc. R.
YOUNG, W. H. and
G. C.
On
On
Gibbs's Phenomenon.
J.
Q.J. Math.,
series trigonometriques.
CAMP.
FATON.
Sur
la
Paris,
New
Paris,
APPENDIX
315
FEJER.
J.
1914.
GRONWALL.
la serie
a
(i) Sur quelques methodes de sommation et leur application
de Fourier. Paris, C.R. Acad. sci., 158, 3914.
New York,
Series.
N.Y., Bull.
les series
NEUMANN.
der
Uber
die
Dirichletsche
Theorie
trigonometriques.
Reihen.
Fourierschen
POL.
Sur
les
On
YOUNG.
sci.,
trigonometrical series
London, Proc. R.
finitely.
FEKETE.
Fourier.
Untersuchung
158, 1914.
whose Cesaro
summations
oscillate
(Hungarian.)
Math.
partial
liber Fouriersche
Reihen.
GROSS.
New
York, N.Y.,
Wieii, SitzBer.
1915.
KUSTERMANN.
Proof of the convergence of Poisson's integral for nonNew York, N.Y., Bull. Amer. Math.
Some
RAYLEIGH.
London,
BOSE.
mathematical analysis.
BROWN.
Fourier's Integral.
its
influence on
some
of
the developments of
8,
1916.
Uber das Vorwiegen des ersten Koefficienten in der Fourierentwickelung einer konvexen Funktion. Math. Ann., Leipzig, 77, 1916.
FRANK.
GRONWALL.
HAHN.
(i)
Sur
Jahresber. D.
25, 1916.
la derivation
Palermo, Rend.
C.R. Acad.
SIERPINSKI.
sci.,
Un
Paris,
162, 1916.
exemple
elementaire
APPENDIX
316
YOUNG,
Sur
(i)
la
C.R
Paris,
Acad.
163, 1916.
sci.,
Les
(ii)
C.R. Acad.
Sur
(iii)
C.E. Acad.
moyennes de Cesaro.
Paris,
Paris,
163, 1916.
sci.,
les
sci.,
163, 1916.
ANGELESCO.
series
trigonometriques.
165, 1917.
sci.,
CAMP. Multiple integrals over infinite fields and the Fourier multiple
Amer. J. Math., Baltimore, Md., 39, 1917.
CARSLAW.
trigonometrical
Amer.
Series.
J.
sum and
the Gibbs'
Phenomenon
integral.
in Fourier's
Dart.
(i
.e
dove
FEJR.
Fourierreihe
HARDY.
de Taylor.
On
HART.
Sur
la
Ann.
On
XLV.
a point
trigonometric
= 0.
7T2
sono
le A, t
sci.,
165, 1917.
(Ser.
2),
18, 1917.
The Influence
JOURDAIN.
of Fourier's
Series.
KUSTERMANN.
J.
Amer.
Sur
LUSIN.
la notion
On
POLLARD.
de
1'integrale.
VAN VLECK.
YOUNG,
(i)
On
On
New
London,
York, N.Y.,
London, Proc. R.
(ii)
their summability.
Amer. Math.
Bull.
London,
Series.
On
coefficients of a
Fourier
APPENDIX
suite de conditions
(iv)
de Fourier.
series
Sur
(v)
C.R. Acad.
Sur
(vi)
la theorie
sci.,
317
de
sci.,
pour
la
la
Paris,
164, 1917.
Paris, C.R. Acad.
la
convergence des
164, 1917.
165, 1917.
sci.,
CARATHEODORY.
Tiber
Math.
integrierbaren Funktionen.
Uber
CARLEMAN.
Riemann
Acta
GEIRINGER.
Trigonometrische Doppelreihen.
29, 1918.
LARMOR.
"Ober die
RIESZ.
schrjinkter
YOUNG,
(i)
its
illustrations.
Math.
Schwankung.
On non-harmonic
Trigonometrical Series.
London, Proc. R.
Soc.,
95, 1918.
On
(ii)
London,
LANDAU.
Bemerkungen zu
einer Arbeit
MOORE.
YOUNG,
(i)
On
On
(ii)
of
power
series.
JACKSON.
New
NEDER.
Schwankung.
STEINHAUS.
(i)
Math.
Series.
von beschrankter
Fourierkoefficienten
Math.
(ii)
Math.
On
Fourier's coefficients of
bounded
functions.
London, Proc.
LIST OF
AUTHORS QUOTED
The numbers
refer to pages.
Gmeiner
Baker, 122.
Gronwall, 270.
Bliss, 77.
Bocher,
8,
282.
Bonnet, 97.
7.
Boussinesq,
Bromwich,
192, 193.
Burkhardt,
2, 15.
Jackson, 270.
Jordan, 12, 207, 243, 294.
Jourdain, 14.
Byerly, 198.
Cantor, 12, 14, 15, 26, 27, 29.
Carse and Shearer, 298.
Carslaw, 155, 264.
Kelvin, Lord,
Kneser, 14,
8, 9, 77, 124.
6.
Chapman,
Hobson,
Cauchy,
and Gineiner).
1, 3.
Bernoulli,
(see Stolz
13.
Lagrange, 2, 3, 5, 6, 198.
Laplace, 6.
Lebesgue, 10, 12, 77, 112, 119, 243,
Chrystal, 148.
Clairaut, 3, 5.
D'Alembert, 1, 3.
Darboux, 4, 6, 7.
Dedekind, 18, 19,
Delambre, 6.
263, 294.
Legendre,
23, 25-28.
6.
Leibnitz, 26,
Lipschitz, 12.
De
Littlewood, 239.
263.
Moore, 150.
Descartes, 26.
Dini, 12, 28, 112, 119, 163, 193, 243.
Dirichlet, 4, 8, 9, 11, 77, 200, 208.
Neumann,
Newton,
243, 294.
26.
Donkin, 124.
Du Bois-Reymond,
Osgood,
45,
58,
75,
119,
129,
163,
193.
193.
Poincare, 7.
Poisson, 7, 8, 230, 231, 293.
Pringsheim, 16, 25, 28, 34, 48, 75, 163,
287, 291.
Gibb, 301.
Gibbs, 268-270, 282.
318
LIST OF
Raabe, 165.
Riemann, 5, 9-11,
Runge, 268, 297.
AUTHORS
319
Topler, 14.
15, 77, 112, 243.
Turner, 299.
Van
Vleck, 14.
Weyl, 271.
Sommerfeld, 293.
Stekloff, 14.
Stokes, 11, 130.
Stolz, 119, 163, 193.
Stolz
and Gmeiner,
Tannery,
28.
243, 263.
16, 28, 48.
Young (Grace
Young, W. H.,
293.
GENERAL INDEX
The numbers
Abel's theorem on the power series, 146
Absolute convergence, of
Absolute value, 32.
series,
44
refer to pages.
extensions
of, 149.
of integrals, 103.
Aggregate, general notion of, 29 ; bounded above (or on the right), 29 ; bounded
below (or on the left), 29 ; bounded, 30
upper and lower bounds of, 30 ;
limiting points of, 31 ; Weierstrass's theorem on limiting points of, 32.
;
series, 124.
an aggregate, 30
of
of f(x) in
an
interval,
50
of
convergent
series,
45
in a conditionally
series, 47.
is
bounded and
integrable,
93
of ordinary integrals
.'a
Continuum, arithmetical, 25
linear, 25.
of series, 41
of functions, 51 ; of integrals, 98.
Convergence, of sequences, 33
See also Absolute convergence, Conditional convergence, and Uniform convergence.
Cosine integral (Fourier's integral), 284, 292.
;
Definite
320
GENERAL INDEX
321
Definite integrals, ordinary (Chapter IV.); the sums S and s, 77; Darboux's
theorem, 79 ; definition of upper and lower integrals, 81 ; definition of, 81 ;
necessary and sufficient conditions for existence, 82 ; some properties of, 87 ;
first theorem of mean value, 92 ; considered as functions of the upper limit, 93 ;
second theorem of mean value, 94. See also Dirichlet's integrals, Fourier's
integrals, Infinite integrals and Poisson's integral.
Differentiation, of series, 143 ; of power series, 148 ; of ordinary integrals, 170
of infinite integrals, 182 ; of Fourier's series, 261.
and VIII.) ; definition of, 196 Lagrange's treatproof of convergence of, under certain conditions, 210 ; for
even functions (the cosine series), 215 ; for odd functions (the sine series),
220 ; for intervals other than ( - TT, TT), 228 Poisson's discussion of, 230
orde~ of the terms in, 248
uniform convergence
Fejer's theorem, 234, 240
more general theory of, 262.
differentiation and integration of, 261
of, 253
ment
of,
198
phenomenon
of functions, 56.
264.
'
See Aggregate.
Infinite discontinuity.
See Points of
Infinite aggregate.
infinite,
discontinuity.
100
with positive integrand, 101
absolute convergence of, 103
/x-test for
convergence of, 104 other tests for convergence of, 106 mean value theorems
;
for, 109.
tegration
and
Infinite sequences
and
series.
GENERAL INDEX
322
Integration of integrals
ordinary, 172 ; infinite, 180, 183, 190.
Integration of series (ordinary integrals), 140 ; power series, 148
:
261
Fourier's series,
open, closed, open at one end and closed at the other, 49.
Inverse functions, 68.
Interval
See Numbers.
Irrational numbers.
Limits, of sequences, 33
repeated, 127.
of functions, 50
of functions of
two variables, 72
Lower
Mean
92
integrals), 109.
Modulus.
Monotonic functions, 66
integrability
of, 84.
Monotonic in the
Neighbourhood of a
Numbers (Chapter I. );
rational, 16
irrational, 17 ; Dedekind's theory of irrational,
18 ; real, 21 ; Dedekind's theorem on the system of real, 23 ; development of
the system of real, 25. See also Dedekind's axiom of continuity, and Dedekind's
;
sections.
Open
domain,
72.
Oscillatory, sequences,
Partial remainder ( P
Rn
38
),
series,
41
functions, 52
definition of, 42
integrals, 99.
of, 123.
of, 66.
Power
123.
limits, 127.
146;
of, 113.
Repeated
of,
See Dedekind's
sections.
limit of, 33
Sequences ; convergent, 33
necessary and sufficient condition for
convergence of (general principle of convergence), 34 ; divergent and oscilmonotonic, 39.
latory, 37
;
GENERAL INDEX
323
definition of sum of an infinite, 41 ; convergent, 41 ; divergent and oscilfor convergence of, 42 ; with
latory, 41 ; necessary and sufficient condition
44 ; definition
positive terms, 43 ; absolute and conditional convergence of,
of sum, when terms are functions of a single variable, 122 ; uniform convergence of, 129 ; necessary and sufficient condition for uniform convergence
-test for uniform convergence of, 134 ; uniform
Weierstrass's
of, 132 ;
and continuity of, 135 ; term by term differentiation and integra-
Series
convergence
Power
and Trigonometrical
series,
series.
of, 65.
29'2.
of, 151.
series, 196.
of integrals, 174.
GLASGOW
14 DAY USE
RETURN TO DESK FROM WHICH BORROWED
LOAN DEPT.
This book
or
is due on the last date stamped below,
on the date to which renewed.
Renewed books
llNotfBQAR
FLb
^lS
REC'D LD
flCU&W
REC'D CD
5Jun'60BM
MAY
270ct'58H
2 3 1060
Ul
^AN-2-
(C8481slO)476B^
RL-.-D
>_ji
MAK23
1961
General Library
University of California
Berkeley
YC 91320